279 lines
7.4 KiB
Go
279 lines
7.4 KiB
Go
package services
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import (
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"context"
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"fmt"
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"log"
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"math"
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"sync"
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"time"
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"stock-user-system/internal/config"
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"stock-user-system/internal/datasource"
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"stock-user-system/internal/models"
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"gorm.io/gorm"
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"gorm.io/gorm/clause"
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)
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var (
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coreIndexSymbols = []string{"000001.SH", "399001.SZ", "399006.SZ", "000688.SH"}
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chinaLoc, _ = time.LoadLocation("Asia/Shanghai")
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)
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// StockSyncService 负责盘后行情同步。
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type StockSyncService struct {
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cfg *config.Config
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db *gorm.DB
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client *datasource.Client
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mu sync.Mutex
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}
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// NewStockSyncService 创建同步服务。
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func NewStockSyncService(cfg *config.Config, db *gorm.DB) *StockSyncService {
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return &StockSyncService{
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cfg: cfg,
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db: db,
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client: datasource.NewClient(cfg),
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}
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}
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// Sync 执行一次盘后同步，返回写入的记录数。
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func (s *StockSyncService) Sync(ctx context.Context, triggerBy string) (int, error) {
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return s.runSyncJob(ctx, triggerBy, func() (int, error) {
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return s.doSync(ctx)
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})
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}
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// SyncHistory 同步近 N 个月的历史日 K 数据，返回写入的记录数。
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func (s *StockSyncService) SyncHistory(ctx context.Context, triggerBy string, months int) (int, error) {
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return s.runSyncJob(ctx, triggerBy, func() (int, error) {
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return s.doSyncHistory(ctx, months)
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})
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}
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func (s *StockSyncService) runSyncJob(ctx context.Context, triggerBy string, fn func() (int, error)) (int, error) {
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s.mu.Lock()
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defer s.mu.Unlock()
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job := models.StockSyncJob{
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JobDate: today(),
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Status: "running",
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StartedAt: time.Now().UTC(),
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TriggerBy: triggerBy,
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}
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if err := s.db.WithContext(ctx).Create(&job).Error; err != nil {
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return 0, fmt.Errorf("create sync job: %w", err)
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}
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recordsCount, err := fn()
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now := time.Now().UTC()
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updates := map[string]any{
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"records_count": recordsCount,
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"finished_at": &now,
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}
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if err != nil {
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updates["status"] = "failed"
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updates["error_message"] = err.Error()
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} else {
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updates["status"] = "success"
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}
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s.db.WithContext(ctx).Model(&job).Updates(updates)
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return recordsCount, err
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}
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func (s *StockSyncService) doSync(ctx context.Context) (int, error) {
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// 1. 拉取全 A 股行情快照
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stockQuotes, err := s.client.GetQuotesByUniverses([]string{"CN_Equity_A"})
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if err != nil {
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return 0, fmt.Errorf("fetch stock quotes: %w", err)
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}
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// 2. 拉取核心指数行情
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indexQuotes, err := s.client.GetQuotesBySymbols(coreIndexSymbols)
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if err != nil {
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return 0, fmt.Errorf("fetch index quotes: %w", err)
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}
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quotes := append(stockQuotes, indexQuotes...)
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if len(quotes) == 0 {
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return 0, fmt.Errorf("no quotes returned")
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}
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log.Printf("[stock sync] fetched %d stock quotes from CN_Equity_A, %d index quotes, total %d",
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len(stockQuotes), len(indexQuotes), len(quotes))
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// 3. 归一化并写入 DB
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records := make([]models.StockDailyQuote, 0, len(quotes))
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for _, q := range quotes {
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tradeDate := msToDate(q.Timestamp)
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open := round2(q.Open)
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high := round2(q.High)
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low := round2(q.Low)
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close := round2(q.Close)
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prevClose := round2(q.PrevClose)
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var changePct float64
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if prevClose != 0 {
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changePct = (close - prevClose) / prevClose
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}
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records = append(records, models.StockDailyQuote{
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Symbol: q.Symbol,
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Name: q.DisplayName(),
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TradeDate: tradeDate,
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Open: open,
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High: high,
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Low: low,
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Close: close,
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PrevClose: prevClose,
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Volume: q.Volume,
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Amount: q.Amount,
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ChangePct: changePct,
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TurnoverRate: q.TurnoverRate(),
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Region: q.Region,
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})
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}
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if err := s.db.WithContext(ctx).Clauses(clause.OnConflict{
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Columns: []clause.Column{{Name: "symbol"}, {Name: "trade_date"}},
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UpdateAll: true,
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}).CreateInBatches(records, 500).Error; err != nil {
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return 0, fmt.Errorf("upsert daily quotes: %w", err)
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}
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return len(records), nil
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}
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func (s *StockSyncService) LatestJob(ctx context.Context) (*models.StockSyncJob, error) {
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var job models.StockSyncJob
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if err := s.db.WithContext(ctx).
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Where("started_at > ?", time.Time{}).
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Order("started_at DESC").
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First(&job).Error; err != nil {
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if err == gorm.ErrRecordNotFound {
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return nil, nil
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}
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return nil, err
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}
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return &job, nil
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}
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func (s *StockSyncService) doSyncHistory(ctx context.Context, months int) (int, error) {
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// 1. 获取全 A 股代码列表
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universe, err := s.client.GetUniverse("CN_Equity_A")
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if err != nil {
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return 0, fmt.Errorf("fetch universe: %w", err)
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}
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if universe == nil || len(universe.Symbols) == 0 {
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return 0, fmt.Errorf("empty universe")
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}
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// 2. 获取核心指数列表
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allSymbols := append([]string{}, universe.Symbols...)
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allSymbols = append(allSymbols, coreIndexSymbols...)
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// 3. 计算时间范围（近 N 个月）
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endMs := time.Now().In(chinaLoc).UnixMilli()
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startMs := time.Now().In(chinaLoc).AddDate(0, -months, 0).UnixMilli()
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log.Printf("[stock sync] start history sync for %d months, symbols=%d, range=%d-%d",
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months, len(allSymbols), startMs, endMs)
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// 4. 分批拉取并写入
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const batchSize = 50
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totalRecords := 0
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for i := 0; i < len(allSymbols); i += batchSize {
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batch := allSymbols[i:min(i+batchSize, len(allSymbols))]
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klinesMap, err := s.client.GetKlinesBatch(batch, "1d", startMs, endMs)
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if err != nil {
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log.Printf("[stock sync] klines batch %d-%d failed: %v", i+1, min(i+batchSize, len(allSymbols)), err)
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continue
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}
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records := make([]models.StockDailyQuote, 0)
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for sym, data := range klinesMap {
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name := sym
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records = append(records, klineDataToRecords(sym, name, data)...)
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}
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if len(records) == 0 {
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continue
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}
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if err := s.db.WithContext(ctx).Clauses(clause.OnConflict{
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Columns: []clause.Column{{Name: "symbol"}, {Name: "trade_date"}},
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UpdateAll: true,
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}).CreateInBatches(records, 500).Error; err != nil {
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return totalRecords, fmt.Errorf("upsert history batch %d: %w", i/batchSize, err)
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}
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totalRecords += len(records)
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log.Printf("[stock sync] history batch %d/%d done, records=%d, total=%d",
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(i/batchSize)+1, (len(allSymbols)+batchSize-1)/batchSize, len(records), totalRecords)
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}
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return totalRecords, nil
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}
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func klineDataToRecords(symbol, name string, data datasource.KlineData) []models.StockDailyQuote {
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n := len(data.Timestamp)
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if n == 0 {
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return nil
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}
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if len(data.Open) < n { n = len(data.Open) }
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if len(data.High) < n { n = len(data.High) }
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if len(data.Low) < n { n = len(data.Low) }
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if len(data.Close) < n { n = len(data.Close) }
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if len(data.Volume) < n { n = len(data.Volume) }
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if len(data.Amount) < n { n = len(data.Amount) }
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records := make([]models.StockDailyQuote, 0, n)
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for i := 0; i < n; i++ {
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open := round2(data.Open[i])
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high := round2(data.High[i])
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low := round2(data.Low[i])
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close := round2(data.Close[i])
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var prevClose float64
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if i > 0 {
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prevClose = round2(data.Close[i-1])
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}
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var changePct float64
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if prevClose != 0 {
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changePct = (close - prevClose) / prevClose
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}
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records = append(records, models.StockDailyQuote{
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Symbol: symbol,
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Name: name,
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TradeDate: msToDate(data.Timestamp[i]),
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Open: open,
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High: high,
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Low: low,
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Close: close,
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PrevClose: prevClose,
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Volume: data.Volume[i],
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Amount: data.Amount[i],
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ChangePct: changePct,
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})
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}
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return records
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}
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func today() time.Time {
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return time.Now().In(chinaLoc).Truncate(24 * time.Hour)
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}
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func msToDate(ms int64) time.Time {
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return time.UnixMilli(ms).In(chinaLoc).Truncate(24 * time.Hour)
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}
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func round2(v float64) float64 {
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return math.Round(v*100) / 100
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}
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func min(a, b int) int {
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if a < b {
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return a
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}
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return b
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}
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