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
+45 -61
View File
@@ -222,68 +222,54 @@ def _score(value: float, low: float, high: float) -> int:
return max(0, min(100, round((value - low) / (high - low) * 100)))
def _quote_status(request: Request) -> dict:
qs = getattr(request.app.state, "quote_service", None)
if not qs:
return {"enabled": False, "running": False, "quote_age_ms": None, "is_trading_hours": False}
return qs.status()
def _index_quotes(request: Request, as_of: date | None = None) -> list[dict]:
qs = getattr(request.app.state, "quote_service", None)
rows: list[dict] = []
if qs and as_of is None:
df = qs.get_index_quotes(list(CORE_INDEX_SYMBOLS))
if not df.is_empty():
rows = df.to_dicts()
if not rows:
repo = getattr(request.app.state, "repo", None)
if 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],
repo = getattr(request.app.state, "repo", None)
if 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
)
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,
})
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 = []
@@ -351,8 +337,6 @@ def _build_overview(request: Request, as_of: date | None = None) -> dict:
from app.services.market_overview_builder import build_market_overview
return build_market_overview(
repo=request.app.state.repo,
quote_service=getattr(request.app.state, "quote_service", None),
depth_service=getattr(request.app.state, "depth_service", None),
as_of=as_of,
)