337 lines
12 KiB
Go
337 lines
12 KiB
Go
package handlers
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import (
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"context"
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"net/http"
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"time"
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"stock-user-system/internal/middleware"
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"stock-user-system/internal/models"
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"stock-user-system/internal/services"
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"github.com/gin-gonic/gin"
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"gorm.io/gorm"
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)
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var coreIndexSymbols = map[string]bool{
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"000001.SH": true,
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"399001.SZ": true,
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"399006.SZ": true,
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"000688.SH": true,
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}
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// StockHandler 处理股票看板与同步接口。
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type StockHandler struct {
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DB *gorm.DB
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Svc *services.StockSyncService
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}
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type stockRow struct {
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Symbol string `json:"symbol"`
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Name string `json:"name"`
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Close float64 `json:"close"`
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PrevClose float64 `json:"prev_close,omitempty"`
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ChangePct float64 `json:"change_pct"`
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Amount float64 `json:"amount,omitempty"`
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}
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type overviewResponse struct {
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LatestTradeDate string `json:"latest_trade_date"`
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Counts marketCounts `json:"counts"`
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AvgChangePct float64 `json:"avg_change_pct"`
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Indices []stockRow `json:"indices"`
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TopGainers []stockRow `json:"top_gainers"`
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TopLosers []stockRow `json:"top_losers"`
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TurnoverLeaders []stockRow `json:"turnover_leaders"`
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}
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type marketCounts struct {
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Up int64 `json:"up"`
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Down int64 `json:"down"`
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Flat int64 `json:"flat"`
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Total int64 `json:"total"`
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}
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// Overview 返回最新交易日的市场概览。
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func (h *StockHandler) Overview(c *gin.Context) {
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ctx := context.Background()
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var latestDate time.Time
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if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("MAX(trade_date)").Scan(&latestDate).Error; err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询最新交易日失败"})
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return
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}
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if latestDate.IsZero() {
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c.JSON(http.StatusOK, overviewResponse{})
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return
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}
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baseWhere := "trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)"
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var counts marketCounts
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if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select(`
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COUNT(*) AS total,
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SUM(CASE WHEN close > prev_close THEN 1 ELSE 0 END) AS up,
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SUM(CASE WHEN close < prev_close THEN 1 ELSE 0 END) AS down,
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SUM(CASE WHEN close = prev_close THEN 1 ELSE 0 END) AS flat
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`).
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Where(baseWhere, latestDate, indexSymbolsList()).
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Scan(&counts).Error; err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "统计涨跌失败"})
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return
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}
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var avgChange float64
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("COALESCE(AVG(change_pct), 0)").
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Where(baseWhere, latestDate, indexSymbolsList()).
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Scan(&avgChange)
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indices := h.topRows(ctx, latestDate, "symbol IN ?", indexSymbolsList(), 10, false)
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gainers := h.topRows(ctx, latestDate, "symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", indexSymbolsList(), 10, true)
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losers := h.topRows(ctx, latestDate, "symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", indexSymbolsList(), 10, false)
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turnover := h.topRowsByAmount(ctx, latestDate)
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c.JSON(http.StatusOK, overviewResponse{
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LatestTradeDate: latestDate.Format("2006-01-02"),
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Counts: counts,
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AvgChangePct: avgChange,
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Indices: indices,
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TopGainers: gainers,
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TopLosers: losers,
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TurnoverLeaders: turnover,
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})
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}
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func (h *StockHandler) topRows(ctx context.Context, tradeDate time.Time, condition string, args any, limit int, desc bool) []stockRow {
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var rows []stockRow
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order := "change_pct ASC"
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if desc {
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order = "change_pct DESC"
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}
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("symbol, name, close, change_pct").
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Where("trade_date = ?", tradeDate).
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Where(condition, args).
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Order(order).
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Limit(limit).
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Scan(&rows)
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return rows
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}
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func (h *StockHandler) topRowsByAmount(ctx context.Context, tradeDate time.Time) []stockRow {
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var rows []stockRow
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("symbol, name, close, change_pct, amount").
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Where("trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)", tradeDate, indexSymbolsList()).
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Order("amount DESC").
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Limit(10).
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Scan(&rows)
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return rows
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}
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// SyncStatus 返回最近一次同步任务状态。
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func (h *StockHandler) SyncStatus(c *gin.Context) {
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job, err := h.Svc.LatestJob(c.Request.Context())
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询同步状态失败"})
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return
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}
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c.JSON(http.StatusOK, job)
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}
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// TriggerSync 手动触发同步（管理员）。
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// 系统管理员点击时异步同步近半年历史数据，其他管理员只同步当天。
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func (h *StockHandler) TriggerSync(c *gin.Context) {
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user, ok := middleware.GetCurrentUser(c)
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if !ok {
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c.JSON(http.StatusUnauthorized, gin.H{"success": false, "error": "未登录"})
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return
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}
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var job *models.StockSyncJob
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var err error
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if user.Role == models.RoleSystemAdmin {
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job, err = h.Svc.StartSyncHistory(c.Request.Context(), "manual", 6)
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} else {
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job, err = h.Svc.StartSync(c.Request.Context(), "manual")
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}
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": err.Error()})
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return
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}
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c.JSON(http.StatusOK, gin.H{"success": true, "job": job})
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}
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type distributionRow struct {
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Label string `json:"label"`
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Count int64 `json:"count"`
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}
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type distributionScan struct {
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SH int64 `gorm:"column:sh"`
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SZ int64 `gorm:"column:sz"`
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BJ int64 `gorm:"column:bj"`
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Up0_3 int64 `gorm:"column:up_0_3"`
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Up3_5 int64 `gorm:"column:up_3_5"`
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Up5_7 int64 `gorm:"column:up_5_7"`
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Up7_10 int64 `gorm:"column:up_7_10"`
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Up10 int64 `gorm:"column:up_10"`
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Down0_3 int64 `gorm:"column:down_0_3"`
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Down3_5 int64 `gorm:"column:down_3_5"`
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Down5_7 int64 `gorm:"column:down_5_7"`
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Down7_10 int64 `gorm:"column:down_7_10"`
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Down10 int64 `gorm:"column:down_10"`
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}
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type debugStatsResponse struct {
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TradeDate string `json:"trade_date"`
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Total int64 `json:"total"`
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IndexCount int64 `json:"index_count"`
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SuspendedCount int64 `json:"suspended_count"`
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UpByPrice int64 `json:"up_by_price"`
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DownByPrice int64 `json:"down_by_price"`
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FlatByPrice int64 `json:"flat_by_price"`
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UpByPct int64 `json:"up_by_pct"`
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DownByPct int64 `json:"down_by_pct"`
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FlatByPct int64 `json:"flat_by_pct"`
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ExchangeCounts map[string]int64 `json:"exchange_counts"`
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UpDistribution []distributionRow `json:"up_distribution"`
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DownDistribution []distributionRow `json:"down_distribution"`
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FlatSamples []stockRow `json:"flat_samples"`
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BoundarySamples []stockRow `json:"boundary_samples"`
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UpBoundarySamples []stockRow `json:"up_boundary_samples"`
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DownBoundarySamples []stockRow `json:"down_boundary_samples"`
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}
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// 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。
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func (h *StockHandler) DebugStats(c *gin.Context) {
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ctx := context.Background()
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var latestDate time.Time
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if err := h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("MAX(trade_date)").Scan(&latestDate).Error; err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"success": false, "error": "查询最新交易日失败"})
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return
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}
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if latestDate.IsZero() {
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c.JSON(http.StatusOK, gin.H{"success": true, "data": debugStatsResponse{}})
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return
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}
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idxList := indexSymbolsList()
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baseWhere := "trade_date = ? AND symbol NOT IN ? AND NOT (volume = 0 AND change_pct = 0)"
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var stats debugStatsResponse
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select(`
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COUNT(*) AS total,
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SUM(CASE WHEN close > prev_close THEN 1 ELSE 0 END) AS up_by_price,
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SUM(CASE WHEN close < prev_close THEN 1 ELSE 0 END) AS down_by_price,
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SUM(CASE WHEN close = prev_close THEN 1 ELSE 0 END) AS flat_by_price,
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SUM(CASE WHEN change_pct > 0 THEN 1 ELSE 0 END) AS up_by_pct,
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SUM(CASE WHEN change_pct < 0 THEN 1 ELSE 0 END) AS down_by_pct,
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SUM(CASE WHEN change_pct = 0 THEN 1 ELSE 0 END) AS flat_by_pct
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`).
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Where(baseWhere, latestDate, idxList).
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Scan(&stats)
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Where("trade_date = ? AND symbol IN ?", latestDate, idxList).
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Count(&stats.IndexCount)
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Where("trade_date = ? AND symbol NOT IN ? AND volume = 0 AND change_pct = 0", latestDate, idxList).
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Count(&stats.SuspendedCount)
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stats.TradeDate = latestDate.Format("2006-01-02")
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var dist distributionScan
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select(`
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SUM(CASE WHEN symbol LIKE '%.SH' THEN 1 ELSE 0 END) AS sh,
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SUM(CASE WHEN symbol LIKE '%.SZ' THEN 1 ELSE 0 END) AS sz,
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SUM(CASE WHEN symbol LIKE '%.BJ' THEN 1 ELSE 0 END) AS bj,
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SUM(CASE WHEN change_pct > 0 AND change_pct <= 0.03 THEN 1 ELSE 0 END) AS up_0_3,
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SUM(CASE WHEN change_pct > 0.03 AND change_pct <= 0.05 THEN 1 ELSE 0 END) AS up_3_5,
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SUM(CASE WHEN change_pct > 0.05 AND change_pct <= 0.07 THEN 1 ELSE 0 END) AS up_5_7,
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SUM(CASE WHEN change_pct > 0.07 AND change_pct <= 0.10 THEN 1 ELSE 0 END) AS up_7_10,
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SUM(CASE WHEN change_pct > 0.10 THEN 1 ELSE 0 END) AS up_10,
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SUM(CASE WHEN change_pct < 0 AND change_pct >= -0.03 THEN 1 ELSE 0 END) AS down_0_3,
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SUM(CASE WHEN change_pct < -0.03 AND change_pct >= -0.05 THEN 1 ELSE 0 END) AS down_3_5,
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SUM(CASE WHEN change_pct < -0.05 AND change_pct >= -0.07 THEN 1 ELSE 0 END) AS down_5_7,
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SUM(CASE WHEN change_pct < -0.07 AND change_pct >= -0.10 THEN 1 ELSE 0 END) AS down_7_10,
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SUM(CASE WHEN change_pct < -0.10 THEN 1 ELSE 0 END) AS down_10
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`).
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Where(baseWhere, latestDate, idxList).
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Scan(&dist)
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stats.ExchangeCounts = map[string]int64{
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"sh": dist.SH,
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"sz": dist.SZ,
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"bj": dist.BJ,
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}
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stats.UpDistribution = []distributionRow{
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{Label: "0~3%", Count: dist.Up0_3},
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{Label: "3~5%", Count: dist.Up3_5},
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{Label: "5~7%", Count: dist.Up5_7},
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{Label: "7~10%", Count: dist.Up7_10},
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{Label: ">10%", Count: dist.Up10},
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}
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stats.DownDistribution = []distributionRow{
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{Label: "3~0%", Count: dist.Down0_3},
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{Label: "5~3%", Count: dist.Down3_5},
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{Label: "7~5%", Count: dist.Down5_7},
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{Label: "10~7%", Count: dist.Down7_10},
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{Label: ">10%", Count: dist.Down10},
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}
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var flatSamples []stockRow
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("symbol, name, close, prev_close, change_pct").
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Where("trade_date = ? AND symbol NOT IN ? AND close = prev_close", latestDate, idxList).
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Order("amount DESC").
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Limit(20).
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Scan(&flatSamples)
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stats.FlatSamples = flatSamples
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var boundarySamples []stockRow
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("symbol, name, close, prev_close, change_pct").
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Where("trade_date = ? AND symbol NOT IN ?", latestDate, idxList).
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Order("ABS(change_pct) ASC").
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Limit(20).
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Scan(&boundarySamples)
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stats.BoundarySamples = boundarySamples
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var upBoundarySamples []stockRow
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("symbol, name, close, prev_close, change_pct").
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Where("trade_date = ? AND symbol NOT IN ? AND close > prev_close", latestDate, idxList).
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Order("change_pct ASC").
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Limit(50).
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Scan(&upBoundarySamples)
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stats.UpBoundarySamples = upBoundarySamples
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var downBoundarySamples []stockRow
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h.DB.WithContext(ctx).Model(&models.StockDailyQuote{}).
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Select("symbol, name, close, prev_close, change_pct").
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Where("trade_date = ? AND symbol NOT IN ? AND close < prev_close", latestDate, idxList).
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Order("change_pct DESC").
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Limit(50).
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Scan(&downBoundarySamples)
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stats.DownBoundarySamples = downBoundarySamples
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c.JSON(http.StatusOK, gin.H{"success": true, "data": stats})
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}
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func indexSymbolsList() []string {
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list := make([]string, 0, len(coreIndexSymbols))
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for s := range coreIndexSymbols {
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list = append(list, s)
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}
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return list
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}
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