150 lines
5.4 KiB
Python
150 lines
5.4 KiB
Python
"""指数 API。"""
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from __future__ import annotations
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import logging
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from datetime import date, datetime, timedelta
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from typing import Optional
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import polars as pl
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from fastapi import APIRouter, HTTPException, Query, Request
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from app.indicators.pipeline import compute_enriched
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from app.services import index_sync, kline_sync
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from app.tickflow.capabilities import Cap
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/index", tags=["index"])
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def _index_info(repo, symbol: str) -> dict:
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df = repo.get_index_instruments()
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if df.is_empty() or "symbol" not in df.columns:
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return {}
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hit = df.filter(pl.col("symbol") == symbol).head(1)
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if hit.is_empty():
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return {}
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return hit.to_dicts()[0]
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@router.get("/list")
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def list_indices(request: Request):
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"""返回已缓存的 CN_Index 指数列表。"""
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repo = request.app.state.repo
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df = repo.get_index_instruments()
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if df.is_empty():
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return {"results": [], "count": 0}
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cols = [c for c in ["symbol", "name", "code", "asset_type"] if c in df.columns]
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rows = df.select(cols).sort("symbol").to_dicts()
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return {"results": rows, "count": len(rows)}
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@router.get("/search")
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def search_indices(
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request: Request,
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q: str = Query("", min_length=0, max_length=50, description="搜索关键词"),
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limit: int = Query(20, ge=1, le=100),
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):
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"""模糊搜索指数。"""
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repo = request.app.state.repo
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df = repo.get_index_instruments()
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if df.is_empty():
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return {"results": []}
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if not q.strip():
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rows = df.head(limit).to_dicts()
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return {"results": rows}
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keyword = q.strip().upper()
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masks = []
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if "code" in df.columns:
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masks.append(pl.col("code").cast(pl.Utf8).str.contains(keyword, literal=True))
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masks.append(pl.col("symbol").cast(pl.Utf8).str.to_uppercase().str.contains(keyword, literal=True))
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if "name" in df.columns:
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masks.append(pl.col("name").cast(pl.Utf8).str.contains(q.strip(), literal=True))
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mask = masks[0]
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for m in masks[1:]:
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mask = mask | m
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rows = df.filter(mask).head(limit).to_dicts()
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return {"results": rows}
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@router.get("/daily")
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def get_index_daily(
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request: Request,
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symbol: str = Query(..., description="指数代码, 如 000001.SH"),
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days: int = Query(120, ge=10, le=2000),
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start_date: Optional[str] = Query(None, description="起始日期 YYYY-MM-DD, 优先于 days"),
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end_date: Optional[str] = Query(None, description="截止日期 YYYY-MM-DD, 默认今天"),
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):
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"""读取指数日 K。指数数据使用独立 kline_index_* parquet。"""
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repo = request.app.state.repo
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end = date.fromisoformat(end_date) if end_date else date.today()
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start = date.fromisoformat(start_date) if start_date else end - timedelta(days=days)
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info = _index_info(repo, symbol)
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df = repo.get_index_daily(symbol, start, end)
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if not df.is_empty():
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return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": df.to_dicts(), "source": "index_enriched"}
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capset = request.app.state.capabilities
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if not capset.has(Cap.KLINE_DAILY_BATCH):
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return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": [], "source": "none"}
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try:
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raw = kline_sync.sync_daily_batch([symbol], count=days + 150)
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except Exception as e: # noqa: BLE001
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raise HTTPException(status_code=502, detail=f"数据源 fetch failed: {e}") from e
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if raw.is_empty():
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return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": [], "source": "none"}
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enriched = compute_enriched(raw, factors=None, instruments=None)
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rows = enriched.filter((pl.col("date") >= start) & (pl.col("date") <= end)).to_dicts()
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return {"symbol": symbol, "name": info.get("name"), "index_info": info, "rows": rows, "source": "live"}
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@router.get("/minute")
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def get_index_minute(
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request: Request,
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symbol: str = Query(..., description="指数代码, 如 000001.SH"),
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trade_date: date | None = Query(None, alias="date", description="交易日期, 默认今天"),
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):
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"""实时读取指数分钟 K。不写入股票分钟 parquet。"""
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repo = request.app.state.repo
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info = _index_info(repo, symbol)
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day = trade_date or date.today()
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df = kline_sync.fetch_minute_single(symbol, day)
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return {
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"symbol": symbol,
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"name": info.get("name"),
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"index_info": info,
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"date": str(day),
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"rows": df.to_dicts(),
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"source": "live" if not df.is_empty() else "none",
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}
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@router.post("/sync_instruments")
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def sync_index_instruments(request: Request):
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"""同步 CN_Index 指数标的列表。"""
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repo = request.app.state.repo
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count = index_sync.sync_index_instruments(repo)
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return {"status": "ok", "count": count}
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@router.post("/sync_daily")
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def sync_index_daily(
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request: Request,
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days: int = Query(365, ge=30, le=5000),
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):
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"""同步指数日K到独立 parquet。"""
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repo = request.app.state.repo
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capset = request.app.state.capabilities
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if not capset.has(Cap.KLINE_DAILY_BATCH):
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raise HTTPException(status_code=403, detail="需要 Pro+ 权限 (batch K-line)")
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end = datetime.now()
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start = end - timedelta(days=days)
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count = index_sync.sync_index_instruments(repo)
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rows = index_sync.sync_and_persist_index_daily(repo, capset, start_date=start, end_date=end)
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return {"status": "ok", "index_count": count, "rows_written": rows}
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