Files
stock/refer/backend/app/api/indices.py
T
2026-07-04 15:59:20 +08:00

150 lines
5.4 KiB
Python

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