trade/web/backend/internal/store/futures.go

package store

import (
	"database/sql"
	"encoding/json"
	"errors"
	"fmt"
	"strings"

	_ "github.com/lib/pq"
)

var ErrMissingTsCode = errors.New("ts_code 必填")

type FuturesStore struct{ db *sql.DB }

func OpenFutures(databaseURL string) (*FuturesStore, error) {
	db, err := sql.Open("postgres", databaseURL)
	if err != nil {
		return nil, fmt.Errorf("open futures db: %w", err)
	}
	db.SetMaxOpenConns(8)
	if err := db.Ping(); err != nil {
		return nil, fmt.Errorf("ping futures db: %w", err)
	}
	return &FuturesStore{db: db}, nil
}

func (s *FuturesStore) Close() error { return s.db.Close() }

type Score struct {
	ID         string          `json:"id"`
	TsCode     string          `json:"ts_code"`
	TradeDate  string          `json:"trade_date"`
	Close      float64         `json:"close"`
	OI         float64         `json:"oi"`
	OIChg      float64         `json:"oi_chg"`
	ShortTerm  float64         `json:"short_term"`
	MediumTerm float64         `json:"medium_term"`
	LongTerm   float64         `json:"long_term"`
	Composite  float64         `json:"composite"`
	Signal     string          `json:"signal"`
	Detail     json.RawMessage `json:"detail,omitempty"`
	CreatedAt  string          `json:"created_at"`
}

type ScoreFilter struct {
	TsCode string
	Start  string
	End    string
	Signal string
	Limit  int
}

func (s *FuturesStore) ListScores(f ScoreFilter) ([]Score, error) {
	q := `SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term, long_term,
	      composite, signal, created_at FROM scores WHERE 1=1`
	args := []any{}
	n := 0
	next := func() string { n++; return fmt.Sprintf("$%d", n) }
	if f.TsCode != "" {
		q += " AND ts_code = " + next()
		args = append(args, f.TsCode)
	}
	if f.Start != "" {
		q += " AND trade_date >= " + next()
		args = append(args, f.Start)
	}
	if f.End != "" {
		q += " AND trade_date <= " + next()
		args = append(args, f.End)
	}
	if f.Signal != "" {
		q += " AND signal LIKE " + next()
		args = append(args, "%"+f.Signal+"%")
	}
	q += " ORDER BY trade_date DESC, id DESC"
	if f.Limit <= 0 || f.Limit > 1000 {
		f.Limit = 200
	}
	q += " LIMIT " + next()
	args = append(args, f.Limit)

	rows, err := s.db.Query(q, args...)
	if err != nil {
		return nil, err
	}
	defer rows.Close()
	out := []Score{}
	for rows.Next() {
		var x Score
		if err := rows.Scan(&x.ID, &x.TsCode, &x.TradeDate, &x.Close, &x.OI, &x.OIChg,
			&x.ShortTerm, &x.MediumTerm, &x.LongTerm, &x.Composite, &x.Signal, &x.CreatedAt); err != nil {
			return nil, err
		}
		out = append(out, x)
	}
	return out, rows.Err()
}

func (s *FuturesStore) GetScore(id string) (*Score, error) {
	row := s.db.QueryRow(`SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
		long_term, composite, signal, detail_json, created_at FROM scores WHERE id = $1`, id)
	var x Score
	var detail sql.NullString
	if err := row.Scan(&x.ID, &x.TsCode, &x.TradeDate, &x.Close, &x.OI, &x.OIChg,
		&x.ShortTerm, &x.MediumTerm, &x.LongTerm, &x.Composite, &x.Signal, &detail, &x.CreatedAt); err != nil {
		return nil, err
	}
	if detail.Valid && strings.TrimSpace(detail.String) != "" {
		x.Detail = json.RawMessage(detail.String)
	}
	return &x, nil
}

func (s *FuturesStore) ListContracts() ([]string, error) {
	rows, err := s.db.Query(`SELECT DISTINCT ts_code FROM scores ORDER BY ts_code ASC`)
	if err != nil {
		return nil, err
	}
	defer rows.Close()
	out := []string{}
	for rows.Next() {
		var c string
		if err := rows.Scan(&c); err != nil {
			return nil, err
		}
		out = append(out, c)
	}
	return out, rows.Err()
}

type Candle struct {
	TsCode    string  `json:"ts_code"`
	TradeDate string  `json:"trade_date"`
	Open      float64 `json:"open"`
	High      float64 `json:"high"`
	Low       float64 `json:"low"`
	Close     float64 `json:"close"`
	Vol       float64 `json:"vol"`
	Amount    float64 `json:"amount"`
	OI        float64 `json:"oi"`
	OIChg     float64 `json:"oi_chg"`
	PreClose  float64 `json:"pre_close"`
}

func (s *FuturesStore) ListCandles(tsCode, start, end string) ([]Candle, error) {
	if tsCode == "" {
		return nil, ErrMissingTsCode
	}
	q := `SELECT ts_code, trade_date,
	      COALESCE(open, 0), COALESCE(high, 0), COALESCE(low, 0), COALESCE(close, 0),
	      COALESCE(vol, 0), COALESCE(amount, 0),
	      COALESCE(oi, 0), COALESCE(oi_chg, 0), COALESCE(pre_close, 0)
	      FROM candles WHERE ts_code = $1`
	args := []any{tsCode}
	n := 1
	next := func() string { n++; return fmt.Sprintf("$%d", n) }
	if start != "" {
		q += " AND trade_date >= " + next()
		args = append(args, start)
	}
	if end != "" {
		q += " AND trade_date <= " + next()
		args = append(args, end)
	}
	q += " ORDER BY trade_date ASC LIMIT 1000"
	rows, err := s.db.Query(q, args...)
	if err != nil {
		return nil, err
	}
	defer rows.Close()
	out := []Candle{}
	for rows.Next() {
		var c Candle
		if err := rows.Scan(&c.TsCode, &c.TradeDate, &c.Open, &c.High, &c.Low, &c.Close,
			&c.Vol, &c.Amount, &c.OI, &c.OIChg, &c.PreClose); err != nil {
			return nil, err
		}
		out = append(out, c)
	}
	return out, rows.Err()
}