初始化工程
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"""行情状态 / SSE 推送 API。
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盘中选股相关端点已迁移至策略页面，此处仅保留全局行情基础设施。
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SSE 推送三种事件 (使用标准 SSE event 字段):
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- quotes_updated: 行情数据刷新，前端 invalidate 对应 query
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- strategy_alert: 策略监控/告警触发，前端弹通知
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- depth_updated: 五档盘口修正完成，前端刷新连板梯队/看板封单数据
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"""
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from __future__ import annotations
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import asyncio
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import json
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import time
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from fastapi import APIRouter, Query, Request
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from sse_starlette.sse import EventSourceResponse
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router = APIRouter(prefix="/api/intraday", tags=["quotes"])
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def _get_quote_service(request: Request):
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"""获取全局 QuoteService。"""
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return getattr(request.app.state, "quote_service", None)
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def _fallback_index_quotes_from_daily(request: Request, symbols: list[str] | None = None) -> list[dict]:
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"""实时指数缓存为空时，从本地指数日 K 取最近收盘价作为兜底。"""
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repo = getattr(request.app.state, "repo", None)
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if not repo:
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return []
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params: list[str] = []
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symbol_filter = ""
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if symbols:
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placeholders = ", ".join("?" for _ in symbols)
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symbol_filter = f"WHERE symbol IN ({placeholders})"
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params.extend(symbols)
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try:
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rows = repo.execute_all(
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f"""
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WITH ranked AS (
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SELECT symbol, date, close,
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row_number() OVER (PARTITION BY symbol ORDER BY date DESC) AS rn
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FROM kline_index_daily
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{symbol_filter}
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), latest AS (
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SELECT symbol,
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max(CASE WHEN rn = 1 THEN date END) AS date,
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max(CASE WHEN rn = 1 THEN close END) AS last_price,
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max(CASE WHEN rn = 2 THEN close END) AS prev_close
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FROM ranked
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WHERE rn <= 2
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GROUP BY symbol
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)
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SELECT latest.symbol, latest.date, latest.last_price, latest.prev_close
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FROM latest
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ORDER BY latest.symbol
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""",
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params,
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)
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except Exception: # noqa: BLE001
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return []
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out: list[dict] = []
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for symbol, dt, last_price, prev_close in rows:
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change_amount = None
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change_pct = None
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if last_price is not None and prev_close not in (None, 0):
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change_amount = float(last_price) - float(prev_close)
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change_pct = change_amount / float(prev_close) * 100
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out.append({
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"symbol": symbol,
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"name": None,
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"date": str(dt) if dt else None,
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"last_price": float(last_price) if last_price is not None else None,
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"close": float(last_price) if last_price is not None else None,
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"prev_close": float(prev_close) if prev_close is not None else None,
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"change_amount": change_amount,
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"change_pct": change_pct,
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"source": "index_daily",
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})
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return out
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@router.get("/status")
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def status(request: Request):
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"""行情状态 (来自全局 QuoteService)。"""
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qs = _get_quote_service(request)
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if qs:
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return qs.status()
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return {"enabled": False, "running": False, "symbol_count": 0, "index_symbol_count": 0,
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"quote_age_ms": None, "is_trading_hours": False, "last_fetch_ms": None}
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@router.get("/indices")
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def index_quotes(
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request: Request,
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symbols: str | None = Query(None, description="逗号分隔的指数 symbol 列表"),
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):
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"""返回实时指数行情缓存，不触发数据源请求。"""
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symbol_list = [s.strip() for s in symbols.split(",") if s.strip()] if symbols else None
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qs = _get_quote_service(request)
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if not qs:
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rows = _fallback_index_quotes_from_daily(request, symbol_list)
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return {"rows": rows, "count": len(rows), "source": "index_daily"}
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df = qs.get_index_quotes(symbol_list)
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rows = df.to_dicts() if not df.is_empty() else []
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if not rows:
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rows = _fallback_index_quotes_from_daily(request, symbol_list)
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return {"rows": rows, "count": len(rows), "source": "index_daily"}
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return {"rows": rows, "count": len(rows), "source": "realtime"}
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@router.get("/stream")
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async def quote_stream(request: Request):
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"""SSE 端点: 行情更新 + 告警推送 + 五档修正。
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使用 sse-starlette EventSourceResponse:
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- 标准 SSE event 字段，前端按 event name 监听
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- 内置断线检测，客户端断开立即终止 generator
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- 内置 ping 心跳，保持连接活跃
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"""
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qs = _get_quote_service(request)
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async def event_generator():
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while True:
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# 同时等待三类信号: 行情更新 / 告警 / 五档修正
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tasks: dict[str, asyncio.Future] = {
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"quote": asyncio.ensure_future(
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asyncio.to_thread(qs.wait_for_update, timeout=5.0) if qs else asyncio.sleep(5)
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),
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"alert": asyncio.ensure_future(
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asyncio.to_thread(qs.wait_for_alert, timeout=5.0) if qs else asyncio.sleep(5)
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),
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"depth": asyncio.ensure_future(
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asyncio.to_thread(qs.wait_for_depth_update, timeout=5.0) if qs else asyncio.sleep(5)
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),
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}
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done, pending = await asyncio.wait(
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list(tasks.values()),
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timeout=30.0,
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return_when=asyncio.FIRST_COMPLETED,
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)
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for t in pending:
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t.cancel()
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# 先推送告警 (如果有)
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if qs:
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alerts = qs.pop_alerts()
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if alerts:
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for chunk_start in range(0, len(alerts), 20):
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chunk = alerts[chunk_start:chunk_start + 20]
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yield {
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"event": "strategy_alert",
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"data": json.dumps({
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"ts": int(time.time() * 1000),
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"alerts": chunk,
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}, ensure_ascii=False),
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}
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# 推送行情更新 (行情信号触发)
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if tasks["quote"] in done:
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try:
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update_result = tasks["quote"].result()
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except Exception: # noqa: BLE001
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update_result = False
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if update_result:
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yield {
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"event": "quotes_updated",
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"data": json.dumps({
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"ts": int(time.time() * 1000),
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"symbol_count": qs._symbol_count if qs else 0,
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}),
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}
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# 推送五档修正完成 (depth 信号触发) — 前端刷新连板梯队封单数据
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if tasks["depth"] in done:
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try:
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depth_result = tasks["depth"].result()
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except Exception: # noqa: BLE001
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depth_result = False
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if depth_result:
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yield {
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"event": "depth_updated",
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"data": json.dumps({
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"ts": int(time.time() * 1000),
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}),
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}
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return EventSourceResponse(event_generator())
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@router.post("/refresh")
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def refresh_quotes(request: Request):
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"""手动刷新一次行情数据。"""
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qs = _get_quote_service(request)
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if qs:
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return qs.refresh()
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return {"error": "QuoteService not available"}
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