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fish
2026-07-04 15:59:20 +08:00
parent 374e587f2d
commit 648a8b7f1c
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refer/backend/app/services/market_overview_builder.py
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"""市场总览数据装配(与 HTTP Request 解耦)。
本模块由 `app.api.overview._build_overview` 抽离而来,目的是让「大盘复盘」
等无 Request 的调用方(定时任务、复盘服务)也能复用同一套聚合逻辑。
行为与原 `_build_overview` 完全一致,仅把对 `request.app.state.{repo,
quote_service,depth_service}` 的依赖改为显式参数。
公共入口:
build_market_overview(repo, quote_service, depth_service, as_of)
"""
from __future__ import annotations
import math
import re
from datetime import date
from typing import Any
import polars as pl
from app.services.ext_data import ExtConfig, ExtConfigStore
from app.services.screener import ScreenerService
# ================================================================
# 常量(与 overview.py 保持同步;复盘复盘仅 A 股核心指数)
# ================================================================
CORE_INDEX_NAMES = {
"000001.SH": "上证指数",
"399001.SZ": "深证成指",
"399006.SZ": "创业板指",
"000680.SH": "科创综指",
}
CORE_INDEX_SYMBOLS = tuple(CORE_INDEX_NAMES.keys())
_DIMENSION_SEP = re.compile(r"[、,，;；|/\s]+")
# ================================================================
# 通用工具
# ================================================================
def _finite(v: Any) -> float | None:
if v is None:
return None
try:
f = float(v)
except (TypeError, ValueError):
return None
return f if math.isfinite(f) else None
def _json_safe(value: Any) -> Any:
if isinstance(value, dict):
return {k: _json_safe(v) for k, v in value.items()}
if isinstance(value, list):
return [_json_safe(v) for v in value]
if isinstance(value, float) and not math.isfinite(value):
return None
return value
def _board(symbol: str) -> str:
if symbol.endswith(".BJ"):
return "北交所"
if symbol.startswith(("300", "301")):
return "创业板"
if symbol.startswith(("688", "689")):
return "科创板"
if symbol.endswith(".SH"):
return "沪主板"
if symbol.endswith(".SZ"):
return "深主板"
return "其他"
def _score(value: float, low: float, high: float) -> int:
if high <= low:
return 50
return max(0, min(100, round((value - low) / (high - low) * 100)))
# ================================================================
# 指数行情(实时 quote_service 优先,回退 kline_index_daily SQL)
# ================================================================
def _quote_status(quote_service) -> dict:
qs = quote_service
if not qs:
return {"enabled": False, "running": False, "quote_age_ms": None, "is_trading_hours": False}
return qs.status()
def _index_quotes(repo, quote_service, as_of: date | None = None) -> list[dict]:
rows: list[dict] = []
if quote_service and as_of is None:
df = quote_service.get_index_quotes(list(CORE_INDEX_SYMBOLS))
if not df.is_empty():
rows = df.to_dicts()
if not rows and repo:
placeholders = ", ".join("?" for _ in CORE_INDEX_SYMBOLS)
try:
db_rows = repo.execute_all(
f"""
WITH ranked AS (
SELECT symbol, date, close,
row_number() OVER (PARTITION BY symbol ORDER BY date DESC) AS rn
FROM kline_index_daily
WHERE symbol IN ({placeholders})
AND (? IS NULL OR date <= ?)
), latest AS (
SELECT symbol,
max(CASE WHEN rn = 1 THEN date END) AS date,
max(CASE WHEN rn = 1 THEN close END) AS last_price,
max(CASE WHEN rn = 2 THEN close END) AS prev_close
FROM ranked
WHERE rn <= 2
GROUP BY symbol
)
SELECT symbol, date, last_price, prev_close
FROM latest
""",
[*CORE_INDEX_SYMBOLS, as_of, as_of],
)
except Exception: # noqa: BLE001
db_rows = []
for symbol, dt, last_price, prev_close in db_rows:
change_amount = None
change_pct = None
lp = _finite(last_price)
pc = _finite(prev_close)
if lp is not None and pc not in (None, 0):
change_amount = lp - pc
change_pct = change_amount / pc * 100
rows.append({
"symbol": symbol,
"name": CORE_INDEX_NAMES.get(symbol),
"date": str(dt) if dt else None,
"last_price": lp,
"close": lp,
"prev_close": pc,
"change_amount": change_amount,
"change_pct": change_pct,
})
by_symbol = {r.get("symbol"): r for r in rows}
out = []
for symbol in CORE_INDEX_SYMBOLS:
r = by_symbol.get(symbol, {"symbol": symbol})
out.append({
"symbol": symbol,
"name": r.get("name") or CORE_INDEX_NAMES[symbol],
"last_price": _finite(r.get("last_price") if r.get("last_price") is not None else r.get("close")),
"change_pct": _finite(r.get("change_pct")),
"change_amount": _finite(r.get("change_amount")),
})
return out
# ================================================================
# 扩展数据(行业 / 概念)维度聚合
# ================================================================
def _dimension_field(config: ExtConfig, kind: str) -> str | None:
candidates = ["概念", "concept", "theme"] if kind == "concept" else ["行业", "industry", "sector"]
for candidate in candidates:
needle = candidate.lower()
for field in config.fields:
haystack = f"{field.name} {field.label}".lower()
if needle in haystack:
return field.name
return None
def _ext_files(data_dir, config: ExtConfig) -> list[str]:
base = data_dir / "ext_data" / config.id
if config.mode == "timeseries":
root = base / "timeseries"
return [str(p) for p in sorted(root.rglob("*.parquet")) if p.is_file()]
return [str(p) for p in sorted(base.glob("*.parquet")) if p.is_file()]
def _read_ext_rows(data_dir, config: ExtConfig, dimension_field: str) -> list[dict]:
files = _ext_files(data_dir, config)
if not files:
return []
try:
df = pl.read_parquet(files, hive_partitioning=True)
except TypeError:
try:
df = pl.read_parquet(files)
except Exception: # noqa: BLE001
return []
except Exception: # noqa: BLE001
return []
if df.is_empty() or dimension_field not in df.columns:
return []
if config.mode == "timeseries" and "date" in df.columns:
latest = df.get_column("date").max()
if latest is not None:
df = df.filter(pl.col("date") == latest)
symbol_cols = ["symbol", "code", "股票代码", "代码"]
for mapping in (config.symbol_map, config.code_map):
if isinstance(mapping, dict) and mapping.get("type") == "mapped" and mapping.get("col"):
symbol_cols.append(str(mapping["col"]))
cols = []
for col in [dimension_field, *symbol_cols]:
if col in df.columns and col not in cols:
cols.append(col)
return df.select(cols).to_dicts()
def _dimension_values(raw: Any) -> list[str]:
if raw is None:
return []
values = [v.strip() for v in _DIMENSION_SEP.split(str(raw).strip()) if v.strip()]
return values
def _symbol_keys(row: dict, config: ExtConfig) -> list[str]:
fields = ["symbol", "code", "股票代码", "代码"]
for mapping in (config.symbol_map, config.code_map):
if isinstance(mapping, dict) and mapping.get("type") == "mapped" and mapping.get("col"):
fields.append(str(mapping["col"]))
keys: list[str] = []
for field in fields:
raw = row.get(field)
if raw is None:
continue
text = str(raw).strip().upper()
if not text:
continue
keys.append(text)
if "." in text:
keys.append(text.split(".", 1)[0])
return keys
def _dimension_rank(rows: list[dict], repo, kind: str, limit: int = 5, level: int | None = None) -> dict:
if not rows:
return {"leading": [], "lagging": []}
quote_map: dict[str, dict] = {}
for row in rows:
symbol = str(row.get("symbol") or "").strip().upper()
if not symbol:
continue
quote_map[symbol] = row
quote_map[symbol.split(".", 1)[0]] = row
store = ExtConfigStore(repo.store.data_dir)
groups: dict[str, dict[str, dict]] = {}
for config in store.load_all():
field = _dimension_field(config, kind)
if not field:
continue
for ext_row in _read_ext_rows(repo.store.data_dir, config, field):
quote = None
for key in _symbol_keys(ext_row, config):
quote = quote_map.get(key)
if quote:
break
if not quote:
continue
symbol = str(quote.get("symbol") or "")
for value in _dimension_values(ext_row.get(field)):
# 行业按 "-" 拆分级: "银行-银行-股份制银行" → level=2 取"银行"(二级)
if level is not None and "-" in value:
parts = value.split("-")
value = parts[level - 1] if level <= len(parts) else parts[-1]
groups.setdefault(value, {})[symbol] = quote
items = []
for name, by_symbol in groups.items():
stocks = list(by_symbol.values())
changes = [_finite(s.get("change_pct")) for s in stocks]
changes = [v for v in changes if v is not None]
if not changes:
continue
leader = max(stocks, key=lambda s: _finite(s.get("change_pct")) or -999)
items.append({
"name": name,
"count": len(stocks),
"avg_pct": sum(changes) / len(changes),
"up_count": sum(1 for v in changes if v > 0),
"down_count": sum(1 for v in changes if v < 0),
"amount": sum(_finite(s.get("amount")) or 0 for s in stocks),
"leader": {
"symbol": leader.get("symbol"),
"name": leader.get("name"),
"change_pct": _finite(leader.get("change_pct")),
},
})
leading = sorted(items, key=lambda x: x["avg_pct"], reverse=True)[:limit]
lagging = sorted(items, key=lambda x: x["avg_pct"])[:limit]
return {"leading": leading, "lagging": lagging}
# ================================================================
# Top 行 / 涨跌幅分桶
# ================================================================
def _top_rows(rows: list[dict], key: str, descending: bool, limit: int = 8) -> list[dict]:
filtered = [r for r in rows if _finite(r.get(key)) is not None]
filtered.sort(key=lambda r: _finite(r.get(key)) or 0, reverse=descending)
return [
{
"symbol": r.get("symbol"),
"name": r.get("name"),
"close": _finite(r.get("close")),
"change_pct": _finite(r.get("change_pct")),
"amount": _finite(r.get("amount")),
"turnover_rate": _finite(r.get("turnover_rate")),
"board": _board(str(r.get("symbol") or "")),
}
for r in filtered[:limit]
]
def _pct_band_rows(values: list[float]) -> list[dict]:
bands = [
("<-5%", None, -0.05),
("-5~-3%", -0.05, -0.03),
("-3~-1%", -0.03, -0.01),
("-1~0%", -0.01, 0),
("0~1%", 0, 0.01),
("1~3%", 0.01, 0.03),
("3~5%", 0.03, 0.05),
(">5%", 0.05, None),
]
total = len(values) or 1
out = []
for label, low, high in bands:
count = 0
for v in values:
if low is None and v < high:
count += 1
elif high is None and v >= low:
count += 1
elif low is not None and high is not None and low <= v < high:
count += 1
out.append({"label": label, "count": count, "pct": count / total * 100})
return out
# ================================================================
# 主装配入口
# ================================================================
def build_market_overview(
repo,
quote_service=None,
depth_service=None,
as_of: date | None = None,
) -> dict:
"""装配市场总览(与原 overview._build_overview 行为一致)。
Args:
repo: KlineRepository(必填)。
quote_service: QuoteService(可选;实时指数行情来源)。
depth_service: DepthService(可选;五档封板修正)。
as_of: 指定日期,None 则取最新有数据日。
"""
svc = ScreenerService(repo)
as_of = as_of or svc.latest_date()
status = _quote_status(quote_service)
indices = _index_quotes(repo, quote_service, as_of)
if not as_of:
return {
"as_of": None,
"quote_status": status,
"indices": indices,
"breadth": {"total": 0, "up": 0, "down": 0, "flat": 0, "up_pct": 0, "down_pct": 0},
"amount": {"total": 0, "avg": 0},
"boards": [],
"limit": {"limit_up": 0, "broken": 0, "failed": 0, "limit_down": 0, "max_boards": 0, "tiers": []},
"distribution": [],
"trend": {"above_ma5": 0, "above_ma20": 0, "above_ma60": 0, "above_ma5_pct": 0, "above_ma20_pct": 0, "above_ma60_pct": 0, "new_high": 0, "new_low": 0},
"activity": {"avg_turnover": 0, "high_turnover": 0, "high_vol_ratio": 0, "vol_ratio": 1},
"radar": [],
"emotion": {"score": 50, "label": "暂无"},
"top_gainers": [],
"top_losers": [],
"turnover_leaders": [],
"active_leaders": [],
"concept_rank": {"leading": [], "lagging": []},
"industry_rank": {"leading": [], "lagging": []},
}
df = svc._load_enriched_for_date(as_of)
if df.is_empty():
rows: list[dict] = []
else:
cols = [
"symbol", "name", "close", "change_pct", "amount", "turnover_rate", "volume",
"vol_ratio_5d", "consecutive_limit_ups", "signal_limit_up", "signal_broken_limit_up", "signal_limit_down",
"ma5", "ma20", "ma60", "high_60d", "low_60d", "signal_n_day_high", "signal_n_day_low",
]
df = df.select([c for c in cols if c in df.columns])
rows = df.to_dicts()
# 过滤真停牌（volume=0 且 change_pct=0），保留有涨跌幅的浮点误差股以对齐同花顺口径
if rows and "volume" in rows[0]:
rows = [r for r in rows
if (_finite(r.get("volume")) or 0) > 0
or (_finite(r.get("change_pct")) or 0) != 0]
total = len(rows)
up = sum(1 for r in rows if (_finite(r.get("change_pct")) or 0) > 0)
down = sum(1 for r in rows if (_finite(r.get("change_pct")) or 0) < 0)
flat = max(0, total - up - down)
up_pct = up / total * 100 if total else 0
down_pct = down / total * 100 if total else 0
amounts = [_finite(r.get("amount")) or 0 for r in rows]
total_amount = sum(amounts)
avg_amount = total_amount / total if total else 0
pct_values = [_finite(r.get("change_pct")) for r in rows]
pct_values = [v for v in pct_values if v is not None]
avg_pct = sum(pct_values) / len(pct_values) if pct_values else 0
median_pct = sorted(pct_values)[len(pct_values) // 2] if pct_values else 0
strong_up = sum(1 for v in pct_values if v >= 0.03)
strong_down = sum(1 for v in pct_values if v <= -0.03)
limit_up = sum(1 for r in rows if bool(r.get("signal_limit_up")) or (_finite(r.get("consecutive_limit_ups")) or 0) > 0)
broken = sum(1 for r in rows if bool(r.get("signal_broken_limit_up")))
limit_down = sum(1 for r in rows if bool(r.get("signal_limit_down")))
max_boards = max([int(_finite(r.get("consecutive_limit_ups")) or 0) for r in rows], default=0)
# 五档 sealed 修正: 假涨停/假跌停不计入(需 Pro+ depth5.batch 能力)
sealed_ready = False
fake_up = 0
fake_down = 0
if depth_service:
up_map = depth_service.get_sealed_map(as_of, is_down=False)
down_map = depth_service.get_sealed_map(as_of, is_down=True)
sealed_ready = bool(up_map or down_map) and depth_service.is_sealed_ready(as_of)
if up_map:
fake_up = sum(1 for v in up_map.values() if v.get("sealed") is False)
if down_map:
fake_down = sum(1 for v in down_map.values() if v.get("sealed") is False)
if sealed_ready:
limit_up = max(0, limit_up - fake_up)
limit_down = max(0, limit_down - fake_down)
seal_rate = limit_up / (limit_up + broken) * 100 if (limit_up + broken) > 0 else 0
def above_ma_count(ma_key: str) -> int:
return sum(1 for r in rows if (_finite(r.get("close")) is not None and _finite(r.get(ma_key)) is not None and (_finite(r.get("close")) or 0) >= (_finite(r.get(ma_key)) or 0)))
above_ma5 = above_ma_count("ma5")
above_ma20 = above_ma_count("ma20")
above_ma60 = above_ma_count("ma60")
new_high = sum(1 for r in rows if bool(r.get("signal_n_day_high")) or (_finite(r.get("close")) is not None and _finite(r.get("high_60d")) is not None and (_finite(r.get("close")) or 0) >= (_finite(r.get("high_60d")) or 0)))
new_low = sum(1 for r in rows if bool(r.get("signal_n_day_low")) or (_finite(r.get("close")) is not None and _finite(r.get("low_60d")) is not None and (_finite(r.get("close")) or 0) <= (_finite(r.get("low_60d")) or 0)))
turnovers = [_finite(r.get("turnover_rate")) for r in rows]
turnovers = [v for v in turnovers if v is not None]
avg_turnover = sum(turnovers) / len(turnovers) if turnovers else 0
high_turnover = sum(1 for v in turnovers if v >= 5)
boards_map: dict[str, dict] = {}
for r in rows:
b = _board(str(r.get("symbol") or ""))
item = boards_map.setdefault(b, {"board": b, "count": 0, "up": 0, "down": 0, "amount": 0.0})
item["count"] += 1
change = _finite(r.get("change_pct")) or 0
if change > 0:
item["up"] += 1
elif change < 0:
item["down"] += 1
item["amount"] += _finite(r.get("amount")) or 0
boards = sorted(boards_map.values(), key=lambda x: x["amount"], reverse=True)
for b in boards:
count = b["count"] or 1
b["up_pct"] = b["up"] / count * 100
tiers_map: dict[int, int] = {}
for r in rows:
n = int(_finite(r.get("consecutive_limit_ups")) or 0)
if n > 0:
tiers_map[n] = tiers_map.get(n, 0) + 1
tiers = [{"boards": k, "count": v} for k, v in sorted(tiers_map.items(), key=lambda item: -item[0])]
index_changes = [_finite(r.get("change_pct")) for r in indices]
index_changes = [v for v in index_changes if v is not None]
avg_index_pct = sum(index_changes) / len(index_changes) if index_changes else 0
vol_ratios = [_finite(r.get("vol_ratio_5d")) for r in rows]
vol_ratios = [v for v in vol_ratios if v is not None]
avg_vol_ratio = sum(vol_ratios) / len(vol_ratios) if vol_ratios else 1
high_vol_ratio = sum(1 for v in vol_ratios if v >= 1.5)
concept_rank = _dimension_rank(rows, repo, "concept")
industry_rank = _dimension_rank(rows, repo, "industry", level=2)
strong_diff_pct = (strong_up - strong_down) / total * 100 if total else 0
high_vol_pct = high_vol_ratio / total * 100 if total else 0
strong_down_pct = strong_down / total * 100 if total else 0
tier2_count = sum(t["count"] for t in tiers if t["boards"] >= 2)
mainline_items = [*concept_rank["leading"][:3], *industry_rank["leading"][:3]]
mainline_avg = max([_finite(item.get("avg_pct")) or 0 for item in mainline_items], default=0)
mainline_cover_pct = max([(_finite(item.get("count")) or 0) / total * 100 for item in mainline_items], default=0) if total else 0
mainline_score = round(_score(mainline_avg, -0.005, 0.03) * 0.65 + _score(mainline_cover_pct, 1, 12) * 0.35) if mainline_items else 50
radar = [
{"key": "index", "label": "指数", "value": _score(avg_index_pct, -2.5, 2.5)},
{"key": "profit", "label": "赚钱", "value": round(_score(up_pct, 20, 80) * 0.45 + _score(avg_pct, -0.02, 0.02) * 0.25 + _score(median_pct, -0.02, 0.02) * 0.20 + _score(strong_diff_pct, -8, 8) * 0.10)},
{"key": "money", "label": "量能", "value": round(_score(avg_vol_ratio, 0.6, 1.8) * 0.70 + _score(high_vol_pct, 2, 12) * 0.30)},
{"key": "speculation", "label": "投机", "value": round(_score(limit_up, 5, 90) * 0.25 + _score(seal_rate, 30, 85) * 0.35 + _score(max_boards, 1, 8) * 0.25 + _score(tier2_count, 0, 30) * 0.15)},
{"key": "resilience", "label": "抗跌", "value": 100 - round(_score(down_pct, 20, 80) * 0.55 + _score(strong_down_pct, 1, 12) * 0.45)},
{"key": "mainline", "label": "主线", "value": mainline_score},
]
emotion_score = round(sum(r["value"] for r in radar) / len(radar)) if radar else 50
if emotion_score >= 70:
emotion_label = "强势"
elif emotion_score >= 55:
emotion_label = "偏暖"
elif emotion_score >= 45:
emotion_label = "震荡"
elif emotion_score >= 30:
emotion_label = "偏冷"
else:
emotion_label = "冰点"
return _json_safe({
"as_of": str(as_of),
"quote_status": status,
"indices": indices,
"breadth": {
"total": total,
"up": up,
"down": down,
"flat": flat,
"up_pct": up_pct,
"down_pct": down_pct,
"avg_pct": avg_pct,
"median_pct": median_pct,
"strong_up": strong_up,
"strong_down": strong_down,
},
"amount": {"total": total_amount, "avg": avg_amount},
"boards": boards,
"limit": {"limit_up": limit_up, "broken": broken, "failed": 0, "limit_down": limit_down, "max_boards": max_boards, "seal_rate": seal_rate, "tiers": tiers, "sealed_ready": sealed_ready, "fake_up": fake_up, "fake_down": fake_down},
"distribution": _pct_band_rows(pct_values),
"trend": {
"above_ma5": above_ma5,
"above_ma20": above_ma20,
"above_ma60": above_ma60,
"above_ma5_pct": above_ma5 / total * 100 if total else 0,
"above_ma20_pct": above_ma20 / total * 100 if total else 0,
"above_ma60_pct": above_ma60 / total * 100 if total else 0,
"new_high": new_high,
"new_low": new_low,
},
"activity": {
"avg_turnover": avg_turnover,
"high_turnover": high_turnover,
"high_vol_ratio": high_vol_pct,
"vol_ratio": avg_vol_ratio,
},
"radar": radar,
"emotion": {"score": emotion_score, "label": emotion_label},
"top_gainers": _top_rows(rows, "change_pct", True),
"top_losers": _top_rows(rows, "change_pct", False),
"turnover_leaders": _top_rows(rows, "amount", True),
"active_leaders": _top_rows(rows, "turnover_rate", True),
"concept_rank": concept_rank,
"industry_rank": industry_rank,
})