删除实时行情、盘口深度和监控规则功能

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
2026-07-04 17:32:39 +08:00
parent 0474e5fb46
commit 9904854cc1
47 changed files with 107 additions and 6059 deletions
-76
View File
@@ -137,16 +137,11 @@ def get_daily(
logger.debug("单股除权因子拉取失败 %s: %s", symbol, e)
enriched = compute_enriched(raw, factors=factors)
rows = enriched.tail(days).to_dicts()
# 即使 live 模式也尝试追加实时蜡烛
rows = _maybe_inject_live_candle(request, symbol, rows)
resp = {"symbol": symbol, "name": stock_name, "stock_info": stock_info, "rows": rows, "source": "live"}
return _attach_ext(resp, repo, symbol, ext_columns)
rows = df.to_dicts()
# 追加/覆盖今日实时蜡烛
rows = _maybe_inject_live_candle(request, symbol, rows)
resp = {"symbol": symbol, "name": stock_name, "stock_info": stock_info, "rows": rows, "source": "enriched"}
return _attach_ext(resp, repo, symbol, ext_columns)
@@ -216,77 +211,6 @@ def _attach_ext(resp: dict, repo, symbol: str, ext_columns: Optional[str]) -> di
return resp
def _maybe_inject_live_candle(request: Request, symbol: str, rows: list[dict]) -> list[dict]:
"""如果 QuoteService 有实时 enriched 数据, 用实时数据生成今日蜡烛并追加/覆盖。"""
qs = getattr(request.app.state, "quote_service", None)
if not qs:
return rows
df_today, enriched_date = qs.get_enriched_today()
if df_today.is_empty():
return rows
# 非交易日(周末/假日)缓存的行情日期 != 今天,跳过注入避免产生重复蜡烛
if not enriched_date or enriched_date != date.today():
return rows
# 查找该 symbol 的实时 enriched 行
import polars as pl
try:
q = df_today.filter(pl.col("symbol") == symbol).to_dicts()
if not q:
return rows
q = q[0]
except Exception: # noqa: BLE001
return rows
close_price = q.get("close")
if not close_price or close_price <= 0:
return rows
today_str = str(enriched_date)
# enriched 行已包含 OHLCV + 全套指标, 直接用它
# 修复: API 在非交易时段可能返回 open/high/low=0, 用 close 填充避免异常蜡烛
raw_open = q.get("open")
raw_high = q.get("high")
raw_low = q.get("low")
live_row: dict = {
"date": today_str,
"symbol": symbol,
"open": raw_open if raw_open and raw_open > 0 else close_price,
"high": raw_high if raw_high and raw_high > 0 else close_price,
"low": raw_low if raw_low and raw_low > 0 else close_price,
"close": close_price,
"volume": q.get("volume"),
"amount": q.get("amount"),
"change_pct": q.get("change_pct"),
"is_live": True,
}
# 补上 enriched 的技术指标字段
for key in ("ma5", "ma10", "ma20", "ma30", "ma60",
"macd_dif", "macd_dea", "macd_hist",
"kdj_k", "kdj_d", "kdj_j",
"boll_upper", "boll_lower",
"rsi_6", "rsi_14", "rsi_24",
"atr_14", "vol_ratio_5d"):
if key in q and q[key] is not None:
live_row[key] = q[key]
# 如果已有今天的 enriched 行, 覆盖; 否则追加
found = False
for i, r in enumerate(rows):
if str(r.get("date")) == today_str:
r.update(live_row)
found = True
break
if not found:
rows.append(live_row)
return rows
class DailyBatchRequest:
"""批量日K请求。"""
symbols: list[str]