fix(stock): 按价格(close vs prev_close)统计涨跌,新增调试接口

This commit is contained in:
2026-07-04 11:14:26 +08:00
parent 1453088c0b
commit 05c38ca8e3
2 changed files with 83 additions and 3 deletions
+82 -3
View File
@@ -29,6 +29,7 @@ type stockRow struct {
Symbol string `json:"symbol"`
Name string `json:"name"`
Close float64 `json:"close"`
PrevClose float64 `json:"prev_close,omitempty"`
ChangePct float64 `json:"change_pct"`
Amount float64 `json:"amount,omitempty"`
}
@@ -71,9 +72,9 @@ func (h *StockHandler) Overview(c *gin.Context) {
if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Select(`
COUNT(*) AS total,
SUM(CASE WHEN change_pct > 0 THEN 1 ELSE 0 END) AS up,
SUM(CASE WHEN change_pct < 0 THEN 1 ELSE 0 END) AS down,
SUM(CASE WHEN change_pct = 0 THEN 1 ELSE 0 END) AS flat
SUM(CASE WHEN close > prev_close THEN 1 ELSE 0 END) AS up,
SUM(CASE WHEN close < prev_close THEN 1 ELSE 0 END) AS down,
SUM(CASE WHEN close = prev_close THEN 1 ELSE 0 END) AS flat
`).
Where(baseWhere, latestDate, indexSymbolsList()).
Scan(&counts).Error; err != nil {
@@ -154,6 +155,84 @@ func (h *StockHandler) TriggerSync(c *gin.Context) {
c.JSON(http.StatusOK, gin.H{"success": true, "records_count": count})
}
type debugStatsResponse struct {
TradeDate string `json:"trade_date"`
Total int64 `json:"total"`
IndexCount int64 `json:"index_count"`
SuspendedCount int64 `json:"suspended_count"`
UpByPrice int64 `json:"up_by_price"`
DownByPrice int64 `json:"down_by_price"`
FlatByPrice int64 `json:"flat_by_price"`
UpByPct int64 `json:"up_by_pct"`
DownByPct int64 `json:"down_by_pct"`
FlatByPct int64 `json:"flat_by_pct"`
FlatSamples []stockRow `json:"flat_samples"`
BoundarySamples []stockRow `json:"boundary_samples"`
}
// DebugStats 返回最新交易日的详细统计与边界样本,便于对齐第三方口径。
func (h *StockHandler) DebugStats(c *gin.Context) {
ctx := context.Background()
var latestDate time.Time
if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Select("MAX(trade_date)").Scan(&latestDate).Error; err != nil {
c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询最新交易日失败"})
return
}
if latestDate.IsZero() {
c.JSON(http.StatusOK, gin.H{"success": true, "data": debugStatsResponse{}})
return
}
idxList := indexSymbolsList()
baseWhere := "trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)"
var stats debugStatsResponse
h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Select(`
COUNT(*) AS total,
SUM(CASE WHEN close > prev_close THEN 1 ELSE 0 END) AS up_by_price,
SUM(CASE WHEN close < prev_close THEN 1 ELSE 0 END) AS down_by_price,
SUM(CASE WHEN close = prev_close THEN 1 ELSE 0 END) AS flat_by_price,
SUM(CASE WHEN change_pct > 0 THEN 1 ELSE 0 END) AS up_by_pct,
SUM(CASE WHEN change_pct < 0 THEN 1 ELSE 0 END) AS down_by_pct,
SUM(CASE WHEN change_pct = 0 THEN 1 ELSE 0 END) AS flat_by_pct
`).
Where(baseWhere, latestDate, idxList).
Scan(&stats)
h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Where("trade_date = ? AND symbol IN ?", latestDate, idxList).
Count(&stats.IndexCount)
h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Where("trade_date = ? AND symbol NOT IN ? AND volume = 0 AND change_pct = 0", latestDate, idxList).
Count(&stats.SuspendedCount)
stats.TradeDate = latestDate.Format("2006-01-02")
var flatSamples []stockRow
h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Select("symbol, name, close, prev_close, change_pct").
Where("trade_date = ? AND symbol NOT IN ? AND close = prev_close", latestDate, idxList).
Order("amount DESC").
Limit(20).
Scan(&flatSamples)
stats.FlatSamples = flatSamples
var boundarySamples []stockRow
h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
Select("symbol, name, close, prev_close, change_pct").
Where("trade_date = ? AND symbol NOT IN ?", latestDate, idxList).
Order("ABS(change_pct) ASC").
Limit(20).
Scan(&boundarySamples)
stats.BoundarySamples = boundarySamples
c.JSON(http.StatusOK, gin.H{"success": true, "data": stats})
}
func indexSymbolsList() []string {
list := make([]string, 0, len(coreIndexSymbols))
for s := range coreIndexSymbols {