fix(HEL-494): 修复个股缺失指标、问天遮罩、四爻外显并回补250日K

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>

backend/data/providers/tushare_daily.py

@@ -5,6 +5,7 @@ from typing import Any
 from backend.data.numbers import finite_number as _number
 from backend.data.providers.tushare_helpers import (
     _display_time,
+    _optional_number,
     _prices_equal,
     calendar_is_open,
 )
@@ -137,7 +138,67 @@ class DailyMarketMixin:
                 )
                 item["capital_trade_date"] = str(capital.get("trade_date") or "")
             result.append(item)
-        return result
+        return self._overlay_board_fields(result, trade_date)
+
+    def _overlay_board_fields(
+        self,
+        rows: list[dict[str, Any]],
+        trade_date: str,
+    ) -> list[dict[str, Any]]:
+        if not rows:
+            return rows
+        official = self._official_board_map(trade_date)
+        free = self._free_board_map(trade_date) if not official else {}
+        merged: list[dict[str, Any]] = []
+        for row in rows:
+            code = str(row.get("ts_code") or "")
+            extra = official.get(code) or free.get(code) or {}
+            if not extra:
+                merged.append(row)
+                continue
+            item = dict(row)
+            for key in (
+                "first_time",
+                "last_time",
+                "fd_amount",
+                "open_times",
+                "limit_times",
+                "turnover_ratio",
+            ):
+                incoming = extra.get(key)
+                current = item.get(key)
+                if incoming in (None, "", "--"):
+                    continue
+                if current in (None, "", "--", 0, 0.0):
+                    item[key] = incoming
+            merged.append(item)
+        return merged
+
+    def _official_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
+        mapped: dict[str, dict[str, Any]] = {}
+        try:
+            for row in self._load_limit_lists(trade_date):
+                code = str(row.get("ts_code") or "")
+                if code:
+                    mapped[code] = row
+        except Exception:
+            return {}
+        return mapped
+
+    def _free_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
+        aggregator = getattr(self, "realtime_aggregator", None)
+        loader = getattr(aggregator, "eastmoney_limit_pool", None) if aggregator else None
+        if not callable(loader):
+            return {}
+        try:
+            rows = loader(trade_date)
+        except Exception:
+            return {}
+        return {
+            str(row.get("ts_code") or ""): row
+            for row in rows
+            if row.get("ts_code")
+        }
 
     @staticmethod
     def _normalize_limit(row: dict[str, Any], status: str) -> dict[str, Any]:
@@ -162,7 +223,11 @@ class DailyMarketMixin:
             "turnover_source": row.get("turnover_source") or "provider",
             "capital_trade_date": row.get("capital_trade_date") or "",
             "amount_billion": round(amount_billion, 2),
-            "seal_amount_million": round(_number(row.get("fd_amount")) / 10000, 0),
+            "seal_amount_million": (
+                round(fd / 10000, 0)
+                if (fd := _optional_number(row.get("fd_amount"))) is not None
+                else None
+            ),
             "float_mv_billion": round(_number(row.get("float_mv")) / 100000000, 1),
             "status": status,
         }

backend/data/providers/tushare_dashboard.py

@@ -365,10 +365,9 @@ class DashboardMixin:
         ts_code: str,
         reference_date: str = "",
     ) -> dict[str, Any]:
-        rows = self.query("rt_k", {"ts_code": ts_code})
-        if not rows:
+        row = self._realtime_quote_row(ts_code, reference_date)
+        if not row:
             raise TushareError(f"No realtime quote returned for {ts_code}")
-        row = rows[0]
         close = _number(row.get("close"))
         previous_close = _number(row.get("pre_close"))
         if close <= 0 or previous_close <= 0:
@@ -452,10 +451,39 @@ class DashboardMixin:
             "float_share_10k": float_share,
             "capital_trade_date": str(capital.get("trade_date") or ""),
             "turnover_source": "rt_volume/latest_float_share" if float_share else "unavailable",
-            "data_source": "tushare",
+            "data_source": str(row.get("source") or "tushare"),
             "realtime": True,
         }
 
+    def _realtime_quote_row(self, ts_code: str, reference_date: str = "") -> dict[str, Any]:
+        hub = getattr(self, "try_quotes", None)
+        if callable(hub):
+            rows = hub([ts_code]) or []
+            if rows:
+                return dict(rows[0])
+        try:
+            rows = self.query("rt_k", {"ts_code": ts_code})
+            if rows:
+                return dict(rows[0])
+        except TushareError:
+            pass
+        aggregator = getattr(self, "realtime_aggregator", None)
+        if aggregator is None:
+            return {}
+        for loader in (
+            getattr(aggregator, "eastmoney_stock_quote", None),
+            getattr(aggregator, "tencent_stock_quote", None),
+        ):
+            if not callable(loader):
+                continue
+            try:
+                quote = loader(ts_code, expected_date=reference_date)
+            except Exception:
+                continue
+            if quote:
+                return dict(quote)
+        return {}
+
     def _stock_activity_metrics(
         self,
         ts_code: str,
@@ -573,7 +601,7 @@ class DashboardMixin:
             for row in reference.get("basic_rows") or []
             if row.get("ts_code")
         ]
-        quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
+        quotes, quote_source = self._load_realtime_quotes(",".join(codes), trade_date)
         rows = [
             row for row in quotes
             if _number(row.get("close")) > 0 and _number(row.get("pre_close")) > 0

backend/data/providers/tushare_helpers.py

@@ -23,6 +23,55 @@ def _text(value: Any) -> str:
     return str(value or "").strip()
 
 
+def _optional_number(value: Any) -> float | None:
+    if value in (None, "", "-"):
+        return None
+    number = _number(value, default=float("nan"))
+    if number != number:
+        return None
+    return number
+
+
+def _moneyflow_payload(flow: dict[str, Any] | None) -> dict[str, Any]:
+    if not flow:
+        return {
+            "available": False,
+            "net_million": None,
+            "large_million": None,
+            "medium_million": None,
+            "small_million": None,
+        }
+    net = _optional_number(flow.get("net_mf_amount"))
+    buy_lg = _optional_number(flow.get("buy_lg_amount"))
+    sell_lg = _optional_number(flow.get("sell_lg_amount"))
+    buy_elg = _optional_number(flow.get("buy_elg_amount"))
+    sell_elg = _optional_number(flow.get("sell_elg_amount"))
+    buy_md = _optional_number(flow.get("buy_md_amount"))
+    sell_md = _optional_number(flow.get("sell_md_amount"))
+    buy_sm = _optional_number(flow.get("buy_sm_amount"))
+    sell_sm = _optional_number(flow.get("sell_sm_amount"))
+    large = None
+    if None not in (buy_lg, sell_lg, buy_elg, sell_elg):
+        large = (buy_lg + buy_elg - sell_lg - sell_elg)
+    elif _optional_number(flow.get("large_amount")) is not None:
+        large = _optional_number(flow.get("large_amount"))
+    medium = None if None in (buy_md, sell_md) else (buy_md - sell_md)
+    if medium is None:
+        medium = _optional_number(flow.get("medium_amount"))
+    small = None if None in (buy_sm, sell_sm) else (buy_sm - sell_sm)
+    if small is None:
+        small = _optional_number(flow.get("small_amount"))
+    if net is None and large is None and medium is None and small is None:
+        return _moneyflow_payload(None)
+    return {
+        "available": True,
+        "net_million": None if net is None else round(net / 100, 2),
+        "large_million": None if large is None else round(large / 100, 2),
+        "medium_million": None if medium is None else round(medium / 100, 2),
+        "small_million": None if small is None else round(small / 100, 2),
+    }
+
+
 def _prices_equal(left: Any, right: Any) -> bool:
     if left is None or right is None:
         return False

backend/data/providers/tushare_industries.py

@@ -311,37 +311,37 @@ class ShenwanIndustryMixin:
         finalized: bool = False,
     ) -> dict[str, Any]:
         sector_code = str(industry.get("l2_code") or "")
-        sw_rows = self.query(
-            "rt_sw_k",
-            {"ts_code": sector_code},
-            "ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
+        sw_row, outer_source, outer_error = self._sw_outer_realtime(
+            sector_code,
+            str(industry.get("l2_name") or ""),
+            trade_date,
+            finalized=finalized,
         )
-        sw_row = sw_rows[0] if sw_rows else {}
-        trade_time = str(sw_row.get("trade_time") or "")
-        quote_date = trade_time[:10].replace("-", "")
-        quote_clock = trade_time[11:19] if len(trade_time) >= 19 else ""
+        trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
+        quote_date = str(sw_row.get("quote_date") or trade_time[:10].replace("-", ""))
+        quote_clock = trade_time[11:19] if len(trade_time) >= 19 else str(sw_row.get("quote_clock") or "")
         outer_precise = bool(sw_row and quote_date == trade_date)
-        if finalized and (not quote_clock or quote_clock < "15:00:00"):
+        if finalized and quote_clock and quote_clock < "15:00:00":
             outer_precise = False
-        official_change = _number(sw_row.get("pct_change"))
+        official_change = _number(sw_row.get("pct_change") if sw_row.get("pct_change") not in (None, "") else sw_row.get("change"))
         if not official_change:
-            close = _number(sw_row.get("close"))
-            pre_close = _number(sw_row.get("pre_close"))
+            close = _number(sw_row.get("close") if sw_row.get("close") not in (None, "") else sw_row.get("price"))
+            pre_close = _number(sw_row.get("pre_close") if sw_row.get("pre_close") not in (None, "") else sw_row.get("previous_close"))
             official_change = (close / pre_close - 1) * 100 if close and pre_close else 0
         if not outer_precise:
             official_change = None
-        outer_error = ""
-        if not sw_row:
-            outer_error = f"No Shenwan realtime index returned for {sector_code}"
-        elif quote_date != trade_date:
-            outer_error = f"Shenwan realtime index date is {quote_date or 'unknown'}, expected {trade_date}"
-        elif finalized and (not quote_clock or quote_clock < "15:00:00"):
-            outer_error = f"Shenwan realtime index is not a close snapshot ({trade_time})"
+        if not sw_row and not outer_error:
+            outer_error = f"申万行业 {sector_code} 当日外显待盘后正式数据或免费实时源"
+        elif quote_date and quote_date != trade_date:
+            outer_error = f"申万实时行业日期是 {quote_date}，期望 {trade_date}"
+        elif finalized and quote_clock and quote_clock < "15:00:00":
+            outer_error = f"申万行业尚未形成收盘快照（{trade_time}）"
 
         valid: list[dict[str, Any]] = []
         codes: list[str] = []
         reference: dict[str, Any] = {}
         inner_error = ""
+        inner_source = "unavailable"
         try:
             reference = self._load_realtime_reference(trade_date, previous_trade_date)
             active_codes = {
@@ -354,18 +354,21 @@ class ShenwanIndustryMixin:
                 for row in members
                 if str(row.get("ts_code") or "") in active_codes
             ]
-            if codes:
-                quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
-                for row in quotes:
-                    close = _number(row.get("close"))
-                    previous_close = _number(row.get("pre_close"))
-                    if close <= 0 or previous_close <= 0:
-                        continue
-                    valid.append({**row, "change": (close / previous_close - 1) * 100})
-            else:
+            quotes, inner_source = self._load_member_realtime_quotes(codes, trade_date)
+            for row in quotes:
+                close = _number(row.get("close"))
+                previous_close = _number(row.get("pre_close"))
+                if close <= 0 or previous_close <= 0:
+                    continue
+                valid.append({**row, "change": (close / previous_close - 1) * 100})
+            if not codes:
                 inner_error = f"No active Shenwan members returned for {sector_code}"
+            elif not quotes:
+                inner_error = f"申万成分实时行情暂不可用：{sector_code}"
         except TushareError as exc:
             inner_error = str(exc)
+            if "rt_k" in inner_error or "权限" in inner_error:
+                inner_error = "申万成分实时行情暂不可用，已避开无权限接口"
 
         coverage = len(valid) / max(len(codes), 1) * 100
         valid_codes = {str(item.get("ts_code") or "") for item in valid}
@@ -390,16 +393,16 @@ class ShenwanIndustryMixin:
         }
         equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
         amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
+        market_rows: list[dict[str, Any]] = []
         try:
-            self._ensure_realtime_market_cache(trade_date)
-            with self._realtime_reference_lock:
-                market_rows = list(
-                    (self._latest_realtime_market.get(trade_date) or {}).get("rows") or []
-                )
+            market_rows = self._ensure_realtime_market_cache(trade_date)
         except TushareError as exc:
-            market_rows = []
             inner_precise = False
-            inner_error = inner_error or str(exc)
+            message = str(exc)
+            if "rt_k" in message or "权限" in message:
+                inner_error = inner_error or "全市场实时行情暂不可用，已避开无权限接口"
+            else:
+                inner_error = inner_error or message
         capital_map = {
             str(item.get("ts_code") or ""): item
             for item in reference.get("capital_rows") or []
@@ -408,14 +411,17 @@ class ShenwanIndustryMixin:
         for item in valid:
             capital = capital_map.get(str(item.get("ts_code") or ""), {})
             float_share = _number(capital.get("float_share"))
-            if float_share:
-                sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
+            volume = _number(item.get("vol"))
+            if float_share and volume:
+                # 免费源成交量为股；daily_basic.float_share 为万股。
+                sector_turnovers.append(volume / float_share / 100)
         market_turnovers = []
         for item in market_rows:
             capital = capital_map.get(str(item.get("ts_code") or ""), {})
             float_share = _number(capital.get("float_share"))
-            if float_share:
-                market_turnovers.append(_number(item.get("vol")) / float_share / 100)
+            volume = _number(item.get("vol"))
+            if float_share and volume:
+                market_turnovers.append(volume / float_share / 100)
         average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
         market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
         relative_turnover = average_turnover / market_turnover if market_turnover else 0
@@ -447,9 +453,9 @@ class ShenwanIndustryMixin:
             "amount_billion": round(amount_billion, 2),
             "count": sum(item["change"] >= 9.5 for item in valid),
             "max_streak": 0,
-            "source": "tushare_rt_sw_k+sw_members_rt_k",
-            "inner_source": "tushare_sw_members+rt_k",
-            "outer_source": "tushare_rt_sw_k",
+            "source": f"{outer_source or 'unavailable'}+{inner_source}",
+            "inner_source": inner_source,
+            "outer_source": outer_source or "unavailable",
             "taxonomy": "sw_l2",
             "industry": industry,
             "trade_date": trade_date,
@@ -464,9 +470,68 @@ class ShenwanIndustryMixin:
             "inner_error": inner_error,
             "outer_error": outer_error,
             "schema_version": 6,
-            "methodology": "外显使用申万官方 rt_sw_k；内核独立使用申万成分 rt_k 宽度与相对换手聚合",
+            "methodology": "外显使用已发布 sw_daily 或免费申万实时；内核使用数据中枢/免费实时成分，不调用 rt_sw_k",
         }
 
+    def _sw_outer_realtime(
+        self,
+        sector_code: str,
+        sector_name: str,
+        trade_date: str,
+        finalized: bool = False,
+    ) -> tuple[dict[str, Any], str, str]:
+        aggregator = getattr(self, "realtime_aggregator", None)
+        loader = getattr(aggregator, "eastmoney_shenwan_quote", None) if aggregator else None
+        if callable(loader):
+            try:
+                row = loader(sector_code, expected_date="" if finalized else trade_date)
+            except Exception as exc:
+                message = str(exc)
+                if finalized:
+                    return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
+                return {}, "", f"免费申万实时暂不可用：{message[:180]}"
+            if row:
+                return dict(row), str(row.get("source") or "eastmoney_sw"), ""
+        if finalized:
+            return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
+        if aggregator and sector_name:
+            try:
+                row = aggregator.eastmoney_sector(sector_name)
+            except Exception as exc:
+                return {}, "", f"免费行业实时暂不可用：{str(exc)[:180]}"
+            if row:
+                return dict(row), str(row.get("source") or "eastmoney_sector"), ""
+        return {}, "", f"申万行业 {sector_code} 当日外显待补充"
+
+    def _load_member_realtime_quotes(
+        self,
+        codes: list[str],
+        trade_date: str,
+    ) -> tuple[list[dict[str, Any]], str]:
+        if not codes:
+            return [], "unavailable"
+        hub = getattr(self, "try_quotes", None)
+        if callable(hub):
+            rows = hub(codes) or []
+            if rows:
+                return list(rows), "datahub"
+        try:
+            quotes, source = self._load_realtime_quotes(",".join(codes), trade_date)
+            return quotes, source
+        except TushareError as exc:
+            message = str(exc)
+            if "rt_k" in message or "权限" in message:
+                aggregator = getattr(self, "realtime_aggregator", None)
+                loader = getattr(aggregator, "eastmoney_stock_quotes", None) if aggregator else None
+                if callable(loader):
+                    try:
+                        rows = loader(codes, expected_date=trade_date)
+                        if rows:
+                            return list(rows), "eastmoney_ulist"
+                    except Exception:
+                        pass
+            raise
+
 
 def _filter_members_by_listing(
     members: list[dict[str, Any]],

backend/data/providers/tushare_stocks.py

@@ -5,13 +5,14 @@ from typing import Any
 
 from backend.bootstrap.config import display_compact_date as _display_date
 from backend.data.numbers import finite_number as _number
+from backend.data.providers.tushare_helpers import _moneyflow_payload
 
 
 class StockMixin:
     def stock_detail(self, ts_code: str, requested_date: str) -> dict[str, Any]:
         trade_date, _ = self.resolve_trade_context(requested_date)
         end = datetime.strptime(trade_date, "%Y%m%d")
-        start_date = (end - timedelta(days=190)).strftime("%Y%m%d")
+        start_date = (end - timedelta(days=400)).strftime("%Y%m%d")
         daily = self.query(
             "daily",
             {"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
@@ -41,7 +42,7 @@ class StockMixin:
         factor_map = {row["trade_date"]: _number(row.get("adj_factor"), 1) for row in factors}
         latest_factor = max(factor_map.values(), default=1) or 1
         prices = []
-        for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-90:]:
+        for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-250:]:
             factor = factor_map.get(row.get("trade_date"), latest_factor)
             ratio = factor / latest_factor
             prices.append(
@@ -56,7 +57,7 @@ class StockMixin:
                     "amount_billion": round(_number(row.get("amount")) / 100000, 2),
                 }
             )
-        flow = moneyflow[0] if moneyflow else {}
+        flow = moneyflow[0] if moneyflow else None
         basic = basics[0] if basics else {}
         daily_basic = daily_basics[0] if daily_basics else {}
         latest = prices[-1] if prices else {}
@@ -87,22 +88,7 @@ class StockMixin:
                 "amount_billion": latest.get("amount_billion", 0),
             },
             "prices": prices,
-            "moneyflow": {
-                "net_million": round(_number(flow.get("net_mf_amount")) / 100, 2),
-                "large_million": round(
-                    (_number(flow.get("buy_lg_amount")) + _number(flow.get("buy_elg_amount"))
-                     - _number(flow.get("sell_lg_amount")) - _number(flow.get("sell_elg_amount"))) / 100,
-                    2,
-                ),
-                "medium_million": round(
-                    (_number(flow.get("buy_md_amount")) - _number(flow.get("sell_md_amount"))) / 100,
-                    2,
-                ),
-                "small_million": round(
-                    (_number(flow.get("buy_sm_amount")) - _number(flow.get("sell_sm_amount"))) / 100,
-                    2,
-                ),
-            },
+            "moneyflow": _moneyflow_payload(flow),
         }
 
     def stock_intraday(self, ts_code: str, requested_date: str) -> dict[str, Any]:

backend/data/providers/tushare_transport.py

@@ -20,6 +20,8 @@ class TushareTransportMixin:
         params: dict[str, Any] | None = None,
         fields: str = "",
     ) -> list[dict[str, Any]]:
+        if api_name == "rt_sw_k":
+            raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
         payload = json.dumps(
             {
                 "api_name": api_name,

backend/data/realtime.py

@@ -20,8 +20,10 @@ class RealtimeAggregateError(RuntimeError):
 
 EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
 EASTMONEY_STOCK_URL = "https://push2.eastmoney.com/api/qt/stock/get"
-EASTMONEY_STOCK_FIELDS = "f43,f44,f45,f46,f47,f48,f57,f58,f60,f86,f168"
+EASTMONEY_STOCK_FIELDS = "f43,f44,f45,f46,f47,f48,f57,f58,f60,f86,f168,f62,f66,f72,f78,f84"
 EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
+EASTMONEY_ZT_POOL_URL = "https://push2ex.eastmoney.com/getTopicZTPool"
+EASTMONEY_ZB_POOL_URL = "https://push2ex.eastmoney.com/getTopicZBPool"
 EASTMONEY_A_SHARE_BOARDS = (
     "m:0+t:6",
     "m:0+t:80",
@@ -321,6 +323,127 @@ class WebRealtimeAggregator:
             raise RealtimeAggregateError(f"Eastmoney stock quote unavailable for {ts_code}")
         return _require_quote_date(quote, expected_date)
 
+    def eastmoney_stock_quotes(
+        self,
+        codes: list[str],
+        expected_date: str = "",
+    ) -> list[dict[str, Any]]:
+        secids = []
+        for code in codes:
+            try:
+                _symbol, secid, _ts = _a_share_identity(code)
+            except RealtimeAggregateError:
+                continue
+            secids.append(secid)
+        quotes: list[dict[str, Any]] = []
+        for index in range(0, len(secids), 60):
+            payload = self._get_json(
+                EASTMONEY_INDEX_URL,
+                {
+                    "secids": ",".join(secids[index:index + 60]),
+                    "fltt": "2",
+                    "invt": "2",
+                    "fields": EASTMONEY_QUOTE_FIELDS,
+                },
+                referer="https://quote.eastmoney.com/",
+            )
+            for row in _diff_rows(payload.get("data") or {}):
+                quote = _normalize_eastmoney_quote(row)
+                if quote:
+                    quotes.append(quote)
+        return self._filter_quotes_by_date(quotes, expected_date)
+
+    def eastmoney_shenwan_quote(
+        self,
+        ts_code: str,
+        expected_date: str = "",
+    ) -> dict[str, Any]:
+        code = str(ts_code or "").split(".")[0]
+        if not code:
+            raise RealtimeAggregateError("Invalid Shenwan code")
+        payload = self._get_json(
+            EASTMONEY_INDEX_URL,
+            {
+                "secids": f"90.{code}",
+                "fltt": "2",
+                "invt": "2",
+                "fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
+            },
+            referer="https://quote.eastmoney.com/",
+        )
+        row = next((item for item in _diff_rows(payload.get("data") or {}) if item), None)
+        if not row:
+            raise RealtimeAggregateError(f"Eastmoney Shenwan quote missing for {code}")
+        epoch = int(_number(row.get("f124")))
+        quote_time = (
+            datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
+            if epoch
+            else ""
+        )
+        close = _number(row.get("f2"))
+        previous = _number(row.get("f18"))
+        if close <= 0 or previous <= 0:
+            raise RealtimeAggregateError(f"Eastmoney Shenwan quote empty for {code}")
+        result = {
+            "ts_code": f"{code}.SI",
+            "code": f"{code}.SI",
+            "name": row.get("f14") or code,
+            "price": close,
+            "close": close,
+            "pre_close": previous,
+            "previous_close": previous,
+            "open": _number(row.get("f17")),
+            "high": _number(row.get("f15")),
+            "low": _number(row.get("f16")),
+            "change": _number(row.get("f3")),
+            "pct_change": _number(row.get("f3")),
+            "amount": _number(row.get("f6")),
+            "leader": row.get("f128") or "--",
+            "leader_code": row.get("f140") or "",
+            "leading_pct": _number(row.get("f136")),
+            "up_count": int(_number(row.get("f104"))),
+            "down_count": int(_number(row.get("f105"))),
+            "quote_time": quote_time,
+            "trade_time": quote_time,
+            "quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
+            "quote_time_epoch": epoch,
+            "source": "eastmoney_sw",
+        }
+        return _require_quote_date(result, expected_date) if expected_date else result
+
+    def eastmoney_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
+        day = str(trade_date or "").replace("-", "")
+        rows: list[dict[str, Any]] = []
+        for url, limit_type in (
+            (EASTMONEY_ZT_POOL_URL, "U"),
+            (EASTMONEY_ZB_POOL_URL, "Z"),
+        ):
+            try:
+                payload = self._get_json(
+                    url,
+                    {
+                        "ut": "7eea3edcaed734bea9cbfc24409ed989",
+                        "dpt": "wz.ztzt",
+                        "PageIndex": "0",
+                        "PageSize": "200",
+                        "sort": "fbt:asc",
+                        "date": day,
+                    },
+                    referer="https://quote.eastmoney.com/ztb/detail",
+                )
+            except RealtimeAggregateError:
+                continue
+            pool = (payload.get("data") or {}).get("pool") or []
+            if isinstance(pool, dict):
+                pool = list(pool.values())
+            for item in pool:
+                if not isinstance(item, dict):
+                    continue
+                parsed = _normalize_eastmoney_limit_row(item, limit_type)
+                if parsed:
+                    rows.append(parsed)
+        return rows
+
     def tencent_indices(self) -> list[dict[str, Any]]:
         raw, cache_age = self._get_text(
             TENCENT_INDEX_URL,
@@ -372,11 +495,17 @@ class WebRealtimeAggregator:
         if not matched:
             raise RealtimeAggregateError(f"Eastmoney sector not found: {query}")
         epoch = int(_number(matched.get("f124")))
+        quote_time = (
+            datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
+            if epoch else ""
+        )
         return {
             "code": matched.get("f12") or "",
             "name": matched.get("f14") or query,
             "price": _number(matched.get("f2")),
+            "close": _number(matched.get("f2")),
             "change": _number(matched.get("f3")),
+            "pct_change": _number(matched.get("f3")),
             "change_amount": _number(matched.get("f4")),
             "turnover_rate": _number(matched.get("f8")),
             "up_count": int(_number(matched.get("f104"))),
@@ -385,10 +514,9 @@ class WebRealtimeAggregator:
             "leader_code": matched.get("f140") or "",
             "leading_pct": _number(matched.get("f136")),
             "quote_time_epoch": epoch,
-            "quote_time": (
-                datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
-                if epoch else ""
-            ),
+            "quote_time": quote_time,
+            "trade_time": quote_time,
+            "quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
             "source": "eastmoney_push2",
             "match_query": query,
         }
@@ -636,6 +764,10 @@ def _normalize_eastmoney_stock_quote(
         "quote_date": quote_date,
         "quote_time_epoch": epoch,
         "turnover_rate": _number(row.get("f168")),
+        "net_mf_amount": _eastmoney_flow_wan(row.get("f62")),
+        "large_amount": _eastmoney_flow_wan(row.get("f62")),
+        "medium_amount": _eastmoney_flow_wan(row.get("f78")),
+        "small_amount": _eastmoney_flow_wan(row.get("f84")),
         "source": "eastmoney_stock",
     }
 
@@ -721,6 +853,57 @@ def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
     }
 
 
+def _eastmoney_flow_wan(value: Any) -> float | None:
+    if value in (None, "", "-"):
+        return None
+    amount = _number(value, default=float("nan"))
+    if amount != amount:
+        return None
+    return amount / 10000
+
+
+def _board_clock(value: Any) -> str:
+    digits = "".join(character for character in str(value or "") if character.isdigit())
+    if len(digits) >= 6:
+        return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
+    if len(digits) == 5:
+        digits = digits.zfill(6)
+        return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
+    if len(digits) == 4:
+        return f"{digits[:2]}:{digits[2:]}:00"
+    return ""
+
+
+def _normalize_eastmoney_limit_row(row: dict[str, Any], limit_type: str) -> dict[str, Any] | None:
+    symbol = str(row.get("c") or row.get("code") or "").strip()
+    if not symbol.isdigit() or len(symbol) != 6:
+        return None
+    market = int(_number(row.get("m") if row.get("m") not in (None, "") else row.get("market")))
+    if market == 1 or symbol.startswith(("5", "6", "9")):
+        ts_code = f"{symbol}.SH"
+    elif symbol.startswith(("4", "8")):
+        ts_code = f"{symbol}.BJ"
+    else:
+        ts_code = f"{symbol}.SZ"
+    first_time = _board_clock(row.get("fbt") if row.get("fbt") not in (None, "") else row.get("first_time"))
+    last_time = _board_clock(row.get("lbt") if row.get("lbt") not in (None, "") else row.get("last_time"))
+    fund = row.get("fund")
+    if fund in (None, ""):
+        fund = row.get("fd_amount")
+    return {
+        "ts_code": ts_code,
+        "name": row.get("n") or row.get("name") or symbol,
+        "limit_type": limit_type,
+        "first_time": first_time or None,
+        "last_time": last_time or None,
+        "open_times": int(_number(row.get("zbc") if row.get("zbc") not in (None, "") else row.get("open_times"))),
+        "limit_times": max(1, int(_number(row.get("lbc") if row.get("lbc") not in (None, "") else 1))),
+        "turnover_ratio": _number(row.get("hs") if row.get("hs") not in (None, "") else row.get("turnover_ratio")),
+        "fd_amount": _number(fund) if fund not in (None, "", "-") else None,
+        "source": "eastmoney_zt_pool",
+    }
+
+
 def _normalize_sector(value: Any) -> str:
     text = str(value or "").strip().replace(" ", "")
     for suffix in ("板块", "概念", "行业", "Ⅱ", "Ⅲ", "(A股)", "（A股）"):

backend/features/heaven/market_context.py

@@ -283,9 +283,9 @@ class HeavenMarketContextMixin:
     ) -> dict[str, Any] | None:
         """Return the Shenwan L2 sector context for heaven trend.
 
-        观势行业层只使用申万二级行业。外显盘中使用 rt_sw_k、历史使用
-        sw_daily；内核独立使用目标日期成分股行情聚合。收盘过渡期在
-        sw_daily 入库前接受同日15:00后的 rt_sw_k 收盘快照。
+        观势行业层只使用申万二级行业。外显优先使用已发布的 sw_daily，
+        盘中及收盘过渡期使用免费申万实时行情；内核使用数据中枢或免费
+        实时成分行情。不再调用无权限的 rt_sw_k / rt_k。
         """
         cache_key = f"{trade_date}:{identifier.strip().lower()}"
         cached = self.database.get_data_snapshot("heaven_sector", cache_key)

backend/features/market/charts.py

@@ -23,6 +23,9 @@ class ChartDataError(RuntimeError):
     pass
 
 
+DAILY_CHART_LIMIT = 250
+
+
 TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
 HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
 BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
@@ -64,7 +67,7 @@ class MarketChartClient:
         except (IfindError, ChartDataError):
             return self.fallback.stock_intraday(normalized)
 
-    def stock_daily(self, code: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
+    def stock_daily(self, code: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
         normalized = str(code or "").strip()
         if not re.fullmatch(r"\d{6}", normalized):
             raise ChartDataError("Invalid stock code")
@@ -73,7 +76,7 @@ class MarketChartClient:
             return hub_rows
         return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
 
-    def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
+    def index_daily(self, identifier: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
         normalized = str(identifier or "").strip().upper()
         if normalized not in INDEX_SECIDS:
             raise ChartDataError("Unsupported index")

backend/features/market/service.py

@@ -15,6 +15,7 @@ from backend.bootstrap.config import (
 )
 from backend.data.providers.ifind_client import IfindError
 from backend.data.providers.tushare_client import TushareClient, TushareError
+from backend.data.providers.tushare_helpers import _moneyflow_payload, _optional_number
 from backend.data.realtime import RealtimeAggregateError
 from backend.features.market.backfill_history import (
     DEFAULT_RECENT_TRADING_DAYS,
@@ -27,7 +28,7 @@ from backend.features.market.backfill_history import (
     select_open_trade_dates,
     select_open_trade_dates_in_range,
 )
-from backend.features.market.charts import ChartDataError
+from backend.features.market.charts import ChartDataError, DAILY_CHART_LIMIT
 from backend.features.market.insights import MarketInsightsService
 from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
 
@@ -677,7 +678,7 @@ class MarketServiceMixin:
             "index_daily",
             {
                 "ts_code": basic["id"],
-                "start_date": (end - timedelta(days=190)).strftime("%Y%m%d"),
+                "start_date": (end - timedelta(days=400)).strftime("%Y%m%d"),
                 "end_date": resolved_date,
             },
             "ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
@@ -693,10 +694,10 @@ class MarketServiceMixin:
                 "change": float(row.get("pct_chg") or 0),
                 "volume": float(row.get("vol") or 0),
             }
-            for row in rows[-90:]
+            for row in rows[-DAILY_CHART_LIMIT:]
         ]
         try:
-            chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, 90)
+            chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, DAILY_CHART_LIMIT)
             if chart_series:
                 series = chart_series
         except (AttributeError, ChartDataError):
@@ -804,7 +805,7 @@ class MarketServiceMixin:
         result = copy.deepcopy(payload)
         now = datetime.now().astimezone()
         try:
-            result["prices"] = self.chart_data.stock_daily(code, requested_date, 90)
+            result["prices"] = self.chart_data.stock_daily(code, requested_date, DAILY_CHART_LIMIT)
             result["meta"] = {**(result.get("meta") or {}), "chart_source": "market_chart"}
         except (AttributeError, ChartDataError):
             pass
@@ -837,7 +838,7 @@ class MarketServiceMixin:
                     **(result.get("meta") or {}),
                     "notice": TODAY_DAILY_UNAVAILABLE_NOTICE,
                 }
-        return self._enrich_stock_detail(result)
+        return self._enrich_stock_detail(result, requested_date)
 
     @staticmethod
     def _sanitize_stock_detail_prices(
@@ -1012,7 +1013,7 @@ class MarketServiceMixin:
         else:
             quote_date = str(row.get("quote_date") or today)
             quote_time = f"{quote_date[:4]}-{quote_date[4:6]}-{quote_date[6:]}"
-        return {
+        quote = {
             "name": str(row.get("name") or name or "--"),
             "sector": sector,
             "price": price,
@@ -1025,6 +1026,10 @@ class MarketServiceMixin:
             "turnover_rate": float(row.get("turnover_rate") or 0),
             "quote_time": quote_time,
         }
+        flow = _moneyflow_payload(row)
+        if flow.get("available"):
+            quote["moneyflow"] = flow
+        return quote
 
     def _intraday_realtime_stock_quote(
         self, code: str, today: str, payload: dict[str, Any]
@@ -1100,19 +1105,24 @@ class MarketServiceMixin:
             prices[-1] = realtime_bar
         else:
             prices.append(realtime_bar)
-        payload["prices"] = prices[-90:]
+        payload["prices"] = prices[-DAILY_CHART_LIMIT:]
         stock = dict(payload.get("stock") or {})
-        stock.update(
-            {
-                "name": quote["name"],
-                "industry": quote["sector"],
-                "price": quote["price"],
-                "change": quote["change"],
-                "amount_billion": quote["amount_billion"],
-                "turnover_rate": quote["turnover_rate"],
-            }
-        )
+        updates = {
+            "name": quote["name"],
+            "industry": quote["sector"],
+            "price": quote["price"],
+            "change": quote["change"],
+            "amount_billion": quote["amount_billion"],
+        }
+        quote_turnover = _optional_number(quote.get("turnover_rate"))
+        if quote_turnover:
+            updates["turnover_rate"] = quote_turnover
+        stock.update(updates)
         payload["stock"] = stock
+        quote_flow = quote.get("moneyflow")
+        current_flow = payload.get("moneyflow") or {}
+        if isinstance(quote_flow, dict) and quote_flow.get("available") and not current_flow.get("available"):
+            payload["moneyflow"] = quote_flow
         payload["meta"] = {
             **(payload.get("meta") or {}),
             "trade_date": display_date,
@@ -1403,10 +1413,40 @@ class MarketServiceMixin:
                 return item["name"], item["sector"] or "其他"
         return "--", "其他"
 
-    def _enrich_stock_detail(self, payload: dict[str, Any]) -> dict[str, Any]:
+    def _enrich_stock_detail(
+        self, payload: dict[str, Any], trade_date: str = ""
+    ) -> dict[str, Any]:
         result = dict(payload)
         stock = dict(payload.get("stock") or {})
         code = str(stock.get("code") or "")
+        compact_date = normalize_date(
+            str((payload.get("meta") or {}).get("trade_date") or trade_date)
+        )
+        board = self._limit_event_for_stock(code, compact_date)
+        if board:
+            if not stock.get("first_time") or stock.get("first_time") == "--":
+                stock["first_time"] = board.get("first_time") or "--"
+            if not stock.get("last_time") or stock.get("last_time") == "--":
+                stock["last_time"] = board.get("last_time") or "--"
+            if not stock.get("open_times"):
+                stock["open_times"] = board.get("open_times") or 0
+            if _optional_number(stock.get("seal_amount_million")) is None:
+                stock["seal_amount_million"] = board.get("seal_amount_million")
+            if not _optional_number(stock.get("turnover_rate")) and _optional_number(board.get("turnover_rate")):
+                stock["turnover_rate"] = board.get("turnover_rate")
+        flow = result.get("moneyflow") or {}
+        if not flow.get("available"):
+            live_flow = self._live_moneyflow_for_stock(code, compact_date)
+            if live_flow.get("available"):
+                result["moneyflow"] = live_flow
+            else:
+                result["moneyflow"] = {
+                    "available": False,
+                    "net_million": None,
+                    "large_million": None,
+                    "medium_million": None,
+                    "small_million": None,
+                }
         watched = {
             item["code"]: item
             for item in self.database.list_watchlist(self.current_user_id)
@@ -1416,6 +1456,45 @@ class MarketServiceMixin:
         result["notes"] = self.database.list_notes(self.current_user_id, code=code)
         return result
 
+    def _limit_event_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
+        if not code or not trade_date:
+            return {}
+        ts_code = tushare_code(code)
+        client = self._tushare_client() if self.configured else None
+        rows: list[dict[str, Any]] = []
+        if client is not None:
+            try:
+                rows = client._load_limit_type(trade_date, "U") + client._load_limit_type(trade_date, "Z")
+            except Exception:
+                rows = []
+            if not rows:
+                try:
+                    rows = list((client._free_board_map(trade_date) or {}).values())
+                except Exception:
+                    rows = []
+        match = next((row for row in rows if str(row.get("ts_code") or "") == ts_code), None)
+        if not match:
+            return {}
+        fd = _optional_number(match.get("fd_amount"))
+        return {
+            "first_time": match.get("first_time") or "--",
+            "last_time": match.get("last_time") or "--",
+            "open_times": match.get("open_times") or 0,
+            "seal_amount_million": None if fd is None else round(fd / 10000, 0),
+            "turnover_rate": _optional_number(match.get("turnover_ratio")),
+        }
+
+    def _live_moneyflow_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
+        aggregator = getattr(self, "realtime_aggregator", None)
+        loader = getattr(aggregator, "eastmoney_stock_quote", None) if aggregator else None
+        if not callable(loader) or not code:
+            return _moneyflow_payload(None)
+        try:
+            quote = loader(tushare_code(code), expected_date=trade_date)
+        except Exception:
+            return _moneyflow_payload(None)
+        return _moneyflow_payload(quote)
+
     def _with_storage(self, dashboard: dict[str, Any], cached: bool) -> dict[str, Any]:
         result = dict(dashboard)
         result["meta"] = {

config/architecture-inventory.json

@@ -468,8 +468,8 @@
     },
     {
       "path": "frontend/pages/heaven/page.js",
-      "bytes": 97268,
-      "lines": 2070
+      "bytes": 97770,
+      "lines": 2079
     },
     {
       "path": "frontend/shared/shell.css",
@@ -498,8 +498,8 @@
     },
     {
       "path": "backend/data/providers/tushare_dashboard.py",
-      "bytes": 33603,
-      "lines": 784
+      "bytes": 34631,
+      "lines": 812
     },
     {
       "path": "database.py",
@@ -513,8 +513,8 @@
     },
     {
       "path": "backend/data/providers/tushare_industries.py",
-      "bytes": 26540,
-      "lines": 616
+      "bytes": 29886,
+      "lines": 681
     },
     {
       "path": "backend/features/heaven/manual.py",
@@ -573,7 +573,7 @@
     },
     {
       "path": "backend/features/heaven/market_context.py",
-      "bytes": 13681,
+      "bytes": 13687,
       "lines": 338
     },
     {
@@ -616,6 +616,11 @@
       "bytes": 9348,
       "lines": 222
     },
+    {
+      "path": "backend/data/providers/tushare_daily.py",
+      "bytes": 9170,
+      "lines": 233
+    },
     {
       "path": "frontend/pages/market/entity-detail.js",
       "bytes": 9119,
@@ -641,11 +646,6 @@
       "bytes": 6983,
       "lines": 146
     },
-    {
-      "path": "backend/data/providers/tushare_daily.py",
-      "bytes": 6949,
-      "lines": 168
-    },
     {
       "path": "backend/application.py",
       "bytes": 6751,
@@ -661,16 +661,16 @@
       "bytes": 6547,
       "lines": 220
     },
+    {
+      "path": "frontend/pages/market/stock-detail.js",
+      "bytes": 6540,
+      "lines": 142
+    },
     {
       "path": "frontend/pages/sentiment/page.html",
       "bytes": 6488,
       "lines": 81
     },
-    {
-      "path": "backend/data/providers/tushare_stocks.py",
-      "bytes": 6244,
-      "lines": 137
-    },
     {
       "path": "backend/features/screener/backtest.py",
       "bytes": 6202,
@@ -681,16 +681,16 @@
       "bytes": 6092,
       "lines": 138
     },
-    {
-      "path": "frontend/pages/market/stock-detail.js",
-      "bytes": 6041,
-      "lines": 134
-    },
     {
       "path": "frontend/pages/dragon-tiger/page.html",
       "bytes": 5754,
       "lines": 85
     },
+    {
+      "path": "backend/data/providers/tushare_stocks.py",
+      "bytes": 5592,
+      "lines": 123
+    },
     {
       "path": "frontend/pages.config.js",
       "bytes": 5385,
@@ -721,6 +721,11 @@
       "bytes": 4712,
       "lines": 106
     },
+    {
+      "path": "backend/data/providers/tushare_helpers.py",
+      "bytes": 4406,
+      "lines": 124
+    },
     {
       "path": "backend/features/market/routes.py",
       "bytes": 4276,
@@ -786,11 +791,6 @@
       "bytes": 2514,
       "lines": 63
     },
-    {
-      "path": "backend/data/providers/tushare_helpers.py",
-      "bytes": 2360,
-      "lines": 75
-    },
     {
       "path": "backend/jobs/service.py",
       "bytes": 2337,
@@ -846,6 +846,11 @@
       "bytes": 1642,
       "lines": 53
     },
+    {
+      "path": "backend/data/providers/tushare_transport.py",
+      "bytes": 1592,
+      "lines": 50
+    },
     {
       "path": "backend/features/market/insights.py",
       "bytes": 1580,
@@ -856,11 +861,6 @@
       "bytes": 1535,
       "lines": 39
     },
-    {
-      "path": "backend/data/providers/tushare_transport.py",
-      "bytes": 1455,
-      "lines": 48
-    },
     {
       "path": "backend/features/themes/routes.py",
       "bytes": 1337,

frontend/pages/heaven/page.js

@@ -113,9 +113,12 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
     document.querySelector("#resetHeavenCalibrationButton"),
   ].filter(Boolean);
   cancelHeavenPerformance();
-  heavenView?.classList.add("heaven-data-loading");
+  const blocking = !state.heavenSetup;
+  if (blocking) heavenView?.classList.add("heaven-data-loading");
   if (loadButton) loadButton.disabled = true;
   calibrationButtons.forEach((button) => { button.disabled = true; });
+  const controller = new AbortController();
+  const timeoutId = window.setTimeout(() => controller.abort(), 25_000);
   try {
     if (state.heavenSetup?.requestedKey && state.heavenSetup.requestedKey !== requestedKey) {
       state.personalField = null;
@@ -126,7 +129,7 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
     if (sector) query.set("sector", sector);
     if (stockCode) query.set("stock_code", stockCode);
     if (manualData) query.set("manual_data", JSON.stringify(manualData));
-    const payload = await apiRequest(`/api/heaven/setup?${query}`);
+    const payload = await apiRequest(`/api/heaven/setup?${query}`, "GET", null, { signal: controller.signal });
     if (
       requestSequence !== state.heavenRequestSequence
       || calendarDate !== document.querySelector("#qiObservationDate")?.value
@@ -152,9 +155,15 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
     if (payload.chart.selection_notice) showHeavenNotice(payload.chart.selection_notice);
   } catch (error) {
     if (requestSequence !== state.heavenRequestSequence) return;
-    showHeavenNotice(error.message || "问天数据加载失败");
-    showToast(error.message || "问天数据加载失败");
+    const aborted = error?.payload?.aborted || /abort|超时|cancel/i.test(String(error?.message || ""));
+    const message = aborted
+      ? "问天数据仍在准备，页面可继续输入和操作"
+      : (error.message || "问天数据加载失败");
+    showHeavenNotice(message);
+    if (!aborted) showToast(message);
+    if (!state.heavenSetup) renderHeavenWorkspace();
   } finally {
+    window.clearTimeout(timeoutId);
     if (requestSequence === state.heavenRequestSequence) {
       heavenView?.classList.remove("heaven-data-loading");
       if (loadButton) loadButton.disabled = false;

frontend/pages/market/stock-detail.js

@@ -20,17 +20,9 @@ async function openStock(code, fallback = null) {
   setText("detailStreak", row.status === "涨停" ? streakLabel(row.streak) : row.status || "--");
   setText("detailReason", row.reason || "--");
   setText("detailSector", row.sector || "其他");
-  setText("detailFirst", row.first_time || "--");
-  setText("detailLast", row.last_time || "--");
-  setText("detailOpen", `${number(row.open_times)} 次`);
-  setText("detailTurnover", `${formatNumber(row.turnover_rate, 2)}%`);
-  setText("detailAmount", `${formatNumber(row.amount_billion, 2)} 亿`);
-  setText("detailSeal", `${formatNumber(row.seal_amount_million, 0)} 万`);
+  setStockBoardFields(row);
   setText("chartSource", "正在加载行情");
-  setText("flowNet", "--");
-  setText("flowLarge", "--");
-  setText("flowMedium", "--");
-  setText("flowSmall", "--");
+  renderMoneyflow({});
   document.querySelector("#reasonInput").value = row.reason || "";
   document.querySelector("#stockNoteContent").value = "";
   document.querySelector("#stockNotePlan").value = "";
@@ -48,6 +40,7 @@ async function openStock(code, fallback = null) {
     setText("detailName", stock.name || row.name);
     setText("detailPrice", formatNumber(stock.price || row.price, 2));
     setText("detailChange", `${signed(stock.change ?? row.change)}%`);
+    setStockBoardFields({ ...row, ...stock });
     renderMoneyflow(payload.moneyflow || {});
     renderStockNotes(payload.notes || []);
     updateWatchButton();
@@ -121,6 +114,21 @@ function renderStockDetailIntraday(payload) {
   });
 }
 
+function setStockBoardFields(row) {
+  const firstTime = String(row.first_time || "").trim();
+  const lastTime = String(row.last_time || "").trim();
+  setText("detailFirst", firstTime && firstTime !== "--" ? firstTime : "--");
+  setText("detailLast", lastTime && lastTime !== "--" ? lastTime : "--");
+  setText("detailOpen", row.open_times === null || row.open_times === undefined || row.open_times === "" ? "--" : `${number(row.open_times)} 次`);
+  setText("detailTurnover", presentMetric(row.turnover_rate) ? `${formatNumber(row.turnover_rate, 2)}%` : "--");
+  setText("detailAmount", presentMetric(row.amount_billion) ? `${formatNumber(row.amount_billion, 2)} 亿` : "--");
+  setText("detailSeal", presentMetric(row.seal_amount_million) ? `${formatNumber(row.seal_amount_million, 0)} 万` : "--");
+}
+
+function presentMetric(value) {
+  return meaningfulNumber(value) && Number(value) !== 0;
+}
+
 function openActiveStockInHeaven() {
   const code = state.activeStock?.code;
   if (!/^\d{6}$/.test(String(code || ""))) return;

frontend/pages/review/page.js

@@ -408,8 +408,18 @@ async function saveReasonOverride(event) {
 }
 
 function renderMoneyflow(flow) {
-  for (const [id, value] of [["flowNet", flow.net_million], ["flowLarge", flow.large_million], ["flowMedium", flow.medium_million], ["flowSmall", flow.small_million]]) {
+  const payload = flow || {};
+  const available = payload.available !== false && [
+    payload.net_million, payload.large_million, payload.medium_million, payload.small_million,
+  ].some((value) => value !== null && value !== undefined && value !== "");
+  for (const [id, value] of [["flowNet", payload.net_million], ["flowLarge", payload.large_million], ["flowMedium", payload.medium_million], ["flowSmall", payload.small_million]]) {
     const element = document.getElementById(id);
+    if (!element) continue;
+    if (!available || value === null || value === undefined || value === "") {
+      element.textContent = "--";
+      element.className = "";
+      continue;
+    }
     element.textContent = formatMoneyMillion(value);
     element.className = changeClass(value);
   }

frontend/shared/api.js

@@ -62,6 +62,9 @@
     try {
       response = await fetch(url, requestOptions(method, body, options.signal));
     } catch (error) {
+      if (error?.name === "AbortError") {
+        throw new ApiError("请求已取消或超时", 0, { aborted: true });
+      }
       throw new ApiError(readableRequestError(error), 0, null);
     }
     const payload = await parseJson(response);

tests/test_frontend_contract.py

@@ -459,6 +459,19 @@ class FrontendContractTests(unittest.TestCase):
         self.assertIn('payload.question_preset = state.heartQuestionPreset;', self.script)
         self.assertIn('payload.cast_at = state.heartCastAt;', self.script)
 
+    def test_heaven_loading_timeout_clears_dimmed_state(self):
+        self.assertIn("controller.abort()", self.script)
+        self.assertIn('heavenView?.classList.remove("heaven-data-loading")', self.script)
+        self.assertIn("问天数据仍在准备，页面可继续输入和操作", self.script)
+        self.assertIn("const blocking = !state.heavenSetup;", self.script)
+        self.assertIn("payload?.aborted", self.script)
+
+    def test_stock_detail_does_not_display_missing_metrics_as_zero(self):
+        self.assertIn("function setStockBoardFields(row)", self.script)
+        self.assertIn("function presentMetric(value)", self.script)
+        self.assertIn("payload.available !== false", self.script)
+        self.assertIn('element.textContent = "--"', self.script)
+
 
 if __name__ == "__main__":
     unittest.main()

tests/test_hel494_regressions.py

@@ -0,0 +1,193 @@
+from __future__ import annotations
+
+import unittest
+from unittest.mock import MagicMock, patch
+
+from backend.data.providers.tushare_client import TushareClient, TushareError
+from backend.data.providers.tushare_helpers import _moneyflow_payload
+from backend.data.realtime import (
+    WebRealtimeAggregator,
+    _normalize_eastmoney_limit_row,
+    _normalize_eastmoney_stock_quote,
+)
+from backend.data.providers.tushare_daily import DailyMarketMixin
+
+
+class MoneyflowPayloadTests(unittest.TestCase):
+    def test_missing_row_is_not_zero(self) -> None:
+        payload = _moneyflow_payload(None)
+        self.assertFalse(payload["available"])
+        self.assertIsNone(payload["net_million"])
+        self.assertIsNone(payload["large_million"])
+
+    def test_empty_row_is_not_zero(self) -> None:
+        payload = _moneyflow_payload({})
+        self.assertFalse(payload["available"])
+        self.assertIsNone(payload["net_million"])
+
+    def test_real_zero_net_is_kept_when_source_exists(self) -> None:
+        payload = _moneyflow_payload(
+            {
+                "net_mf_amount": 0,
+                "buy_lg_amount": 1,
+                "sell_lg_amount": 1,
+                "buy_elg_amount": 0,
+                "sell_elg_amount": 0,
+                "buy_md_amount": 0,
+                "sell_md_amount": 0,
+                "buy_sm_amount": 0,
+                "sell_sm_amount": 0,
+            }
+        )
+        self.assertTrue(payload["available"])
+        self.assertEqual(payload["net_million"], 0)
+
+
+class LimitOverlayTests(unittest.TestCase):
+    def test_normalize_limit_keeps_missing_seal_as_none(self) -> None:
+        row = DailyMarketMixin._normalize_limit(
+            {
+                "ts_code": "000737.SZ",
+                "name": "北方铜业",
+                "close": 12.3,
+                "pct_chg": 10,
+                "amount": 1e8,
+                "amount_unit": "yuan",
+            },
+            "涨停",
+        )
+        self.assertIsNone(row["seal_amount_million"])
+        self.assertEqual(row["first_time"], "--")
+
+    def test_overlay_fills_board_times_from_official_list(self) -> None:
+        mixin = DailyMarketMixin()
+        mixin._load_limit_lists = lambda trade_date: [
+            {
+                "ts_code": "000737.SZ",
+                "first_time": "09:31:02",
+                "last_time": "10:18:11",
+                "fd_amount": 82000000,
+                "open_times": 1,
+                "turnover_ratio": 18.4,
+            }
+        ]
+        mixin.realtime_aggregator = None
+        rows = mixin._overlay_board_fields(
+            [{"ts_code": "000737.SZ", "close": 12.3, "limit_type": "U"}],
+            "20260908",
+        )
+        self.assertEqual(rows[0]["first_time"], "09:31:02")
+        self.assertEqual(rows[0]["fd_amount"], 82000000)
+        self.assertEqual(rows[0]["turnover_ratio"], 18.4)
+
+
+class ShenwanRealtimeSourceTests(unittest.TestCase):
+    def test_transport_refuses_rt_sw_k(self) -> None:
+        client = TushareClient(token="demo")
+        with self.assertRaisesRegex(TushareError, "rt_sw_k is disabled"):
+            client.query("rt_sw_k", {"ts_code": "801074.SI"})
+
+    def test_outer_realtime_uses_eastmoney_shenwan_not_rt_sw_k(self) -> None:
+        client = TushareClient(token="demo")
+        client.query = MagicMock(side_effect=AssertionError("should not call tushare"))
+        client.realtime_aggregator = MagicMock()
+        client.realtime_aggregator.eastmoney_shenwan_quote.return_value = {
+            "code": "801074.SI",
+            "name": "工业金属",
+            "close": 1234.5,
+            "pre_close": 1200,
+            "change": 2.88,
+            "pct_change": 2.88,
+            "quote_date": "20260908",
+            "quote_time": "2026-09-08T14:50:00+08:00",
+            "source": "eastmoney_sw",
+        }
+        row, source, error = client._sw_outer_realtime("801074.SI", "工业金属", "20260908")
+        self.assertEqual(source, "eastmoney_sw")
+        self.assertEqual(error, "")
+        self.assertEqual(row["change"], 2.88)
+        client.query.assert_not_called()
+
+    def test_outer_waiting_state_has_no_permission_error(self) -> None:
+        client = TushareClient(token="demo")
+        client.realtime_aggregator = None
+        row, source, error = client._sw_outer_realtime(
+            "801074.SI", "工业金属", "20260908", finalized=True
+        )
+        self.assertEqual(row, {})
+        self.assertIn("尚未入库", error)
+        self.assertNotIn("权限", error)
+        self.assertNotIn("rt_sw_k", error)
+
+
+class EastmoneyHelperTests(unittest.TestCase):
+    def test_limit_pool_row_keeps_board_clock(self) -> None:
+        parsed = _normalize_eastmoney_limit_row(
+            {
+                "c": "000737",
+                "m": 0,
+                "n": "北方铜业",
+                "fbt": 93102,
+                "lbt": 101811,
+                "zbc": 1,
+                "lbc": 2,
+                "hs": 18.4,
+                "fund": 82000000,
+            },
+            "U",
+        )
+        self.assertEqual(parsed["ts_code"], "000737.SZ")
+        self.assertEqual(parsed["first_time"], "09:31:02")
+        self.assertEqual(parsed["last_time"], "10:18:11")
+        self.assertEqual(parsed["fd_amount"], 82000000)
+
+    def test_stock_quote_keeps_moneyflow_when_present(self) -> None:
+        quote = _normalize_eastmoney_stock_quote(
+            {
+                "f43": 12.3,
+                "f60": 11.18,
+                "f46": 11.2,
+                "f44": 12.3,
+                "f45": 11.1,
+                "f47": 1000,
+                "f48": 150000000,
+                "f58": "北方铜业",
+                "f86": 0,
+                "f168": 8.5,
+                "f62": 25000000,
+                "f78": 3000000,
+                "f84": -1000000,
+            },
+            "000737.SZ",
+        )
+        self.assertEqual(quote["net_mf_amount"], 2500)
+        payload = _moneyflow_payload(quote)
+        self.assertTrue(payload["available"])
+        self.assertEqual(payload["net_million"], 25)
+
+    @patch.object(WebRealtimeAggregator, "_get_json")
+    def test_shenwan_quote_uses_eastmoney_90_prefix(self, get_json: MagicMock) -> None:
+        get_json.return_value = {
+            "rc": 0,
+            "data": {
+                "diff": [
+                    {
+                        "f12": "801074",
+                        "f14": "工业金属",
+                        "f2": 1234.5,
+                        "f3": 2.88,
+                        "f18": 1200,
+                        "f17": 1205,
+                        "f15": 1240,
+                        "f16": 1198,
+                        "f6": 1,
+                        "f124": 1757319000,
+                    }
+                ]
+            },
+        }
+        quote = WebRealtimeAggregator().eastmoney_shenwan_quote("801074.SI")
+        self.assertEqual(quote["source"], "eastmoney_sw")
+        self.assertAlmostEqual(quote["change"], 2.88)
+        params = get_json.call_args.args[1]
+        self.assertEqual(params["secids"], "90.801074")

tests/test_stock_detail_realtime.py

@@ -319,7 +319,12 @@ class StockDetailRealtimeTests(unittest.TestCase):
     def test_today_detail_falls_back_to_eastmoney_then_intraday(self):
         today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
         aggregator = FreeQuoteAggregator(
-            _free_quote("eastmoney_stock", ts_code="600000.SH", name="浦发银行"),
+            _free_quote(
+                "eastmoney_stock",
+                ts_code="600000.SH",
+                name="浦发银行",
+                net_mf_amount=12,
+            ),
         )
         self.service.realtime_aggregator = aggregator
         DeniedRealtimeClientStub.quote_calls = 0

xiaobai-datahub/config/hub-quality.config.json

@@ -14,6 +14,7 @@
   "list_limit_max": 5000,
   "calendar_start": "20160101",
   "index_history_trading_days": 260,
+  "daily_history_trading_days": 250,
   "eod_retry_start": "15:15",
   "eod_retry_interval_minutes": 30,
   "eod_retry_cutoff": "23:30",

xiaobai-datahub/datahub/admin_api.py

@@ -94,7 +94,7 @@ class AdminAPI:
                 {"id": "eod_retry", "at": "15:15-23:30", "title": "盘后未出数自动重试（每 30 分钟，成功即停）"},
                 {"id": "eod_revise", "at": "20:00-23:20", "title": "估值发布后复核（轻量比对，有修订才整组原子追补）"},
                 {"id": "stocks_refresh", "at": stocks_times, "title": "股票主档刷新与正式发布（新上市/更名，无变化跳过）"},
-                {"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
+                {"id": "history_backfill", "at": "manual", "title": "回补历史日历、个股日 K 与指数日 K"},
                 {"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
                 {"id": "backup", "at": "00:40", "title": "SQLite 备份"},
             ],

xiaobai-datahub/datahub/cli.py

@@ -15,10 +15,11 @@ from datahub.timeutil import yyyymmdd
 def main(argv: list[str] | None = None) -> int:
     parser = argparse.ArgumentParser(description="xiaobai-datahub CLI")
     sub = parser.add_subparsers(dest="command", required=True)
-    history = sub.add_parser("history-backfill", help="回补 2016 年起交易日历和网站所用指数日 K")
+    history = sub.add_parser("history-backfill", help="回补交易日历、个股日 K（默认 250 日）和网站所用指数日 K")
     history.add_argument("--calendar-start", default=None, help="日历起点，默认配置 calendar_start")
     history.add_argument("--index-days", type=int, default=None, help="指数回补交易日数量，默认 260")
-    history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
+    history.add_argument("--daily-days", type=int, default=None, help="个股日 K 回补交易日数量，默认 250")
+    history.add_argument("--force", action="store_true", help="覆盖已发布的个股日 K / 指数日期")
     refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据（跳过已完整发布的一致性边界，仍走质量门禁）")
     refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD，默认今天")
     refresh.add_argument(
@@ -46,6 +47,7 @@ def main(argv: list[str] | None = None) -> int:
         result = hub.pipeline.backfill_history(
             calendar_start=args.calendar_start,
             index_days=args.index_days,
+            daily_days=args.daily_days,
             force=args.force,
         )
         json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)

xiaobai-datahub/datahub/pipeline.py

@@ -491,24 +491,96 @@ class Pipeline:
         )
         return sorted(str(row["cal_date"]) for row in rows)
 
+    def backfill_daily_history(
+        self,
+        end_date: str | None = None,
+        trading_days: int | None = None,
+        force: bool = False,
+    ) -> dict[str, Any]:
+        """Incrementally publish official daily bars for the website K-line window.
+
+        Same-day EOD still uses the atomic A-group. History backfill publishes
+        daily (with adj_factor) first so K-line coverage cannot be blocked by
+        the looser moneyflow universe, then valuation and moneyflow/auction
+        best-effort. Complete daily dates are skipped unless ``force``.
+        """
+        end = yyyymmdd(end_date or self.clock())
+        limit = int(trading_days or self.settings.daily_history_trading_days)
+        open_dates = self.open_trade_dates(end, limit)
+        if not open_dates:
+            return {
+                "start": None,
+                "end": end,
+                "requested_days": 0,
+                "published": [],
+                "skipped": [],
+                "failed": [{"error": "calendar has no open dates on or before end"}],
+                "ok": False,
+            }
+        start = open_dates[0]
+        published: list[dict[str, Any]] = []
+        skipped: list[str] = []
+        failed: list[dict[str, Any]] = []
+        for day in open_dates:
+            if not force and self.active_batch("daily", day):
+                skipped.append(day)
+                continue
+            try:
+                daily = self.run_dataset("daily", day)
+                datasets = {"daily": daily.get("state")}
+                try:
+                    valuation = self.run_dataset("valuation", day)
+                    datasets["valuation"] = valuation.get("state")
+                except Exception as exc:
+                    datasets["valuation"] = f"failed:{exc}"[:180]
+                for name in ("moneyflow", "auction"):
+                    try:
+                        extra = self.run_dataset(name, day)
+                        datasets[name] = extra.get("state")
+                    except Exception as exc:
+                        datasets[name] = f"failed:{exc}"[:180]
+                published.append({"trade_date": day, "datasets": datasets})
+            except Exception as exc:
+                failed.append({"trade_date": day, "error": str(exc)})
+        return {
+            "start": start,
+            "end": end,
+            "requested_days": len(open_dates),
+            "published": published,
+            "skipped": skipped,
+            "failed": failed,
+            "ok": not failed,
+        }
+
     def backfill_history(
         self,
         trade_date: str | None = None,
         calendar_start: str | None = None,
         index_days: int | None = None,
+        daily_days: int | None = None,
         codes: tuple[str, ...] | None = None,
         force: bool = False,
     ) -> dict[str, Any]:
-        """Idempotent calendar + website-index history backfill."""
+        """Idempotent calendar + stock daily + website-index history backfill."""
         day = yyyymmdd(trade_date or self.clock())
         calendar = self.ingest_reference(day, start=calendar_start)
+        daily = self.backfill_daily_history(
+            end_date=day,
+            trading_days=daily_days,
+            force=force,
+        )
         index = self.backfill_index_history(
             end_date=day,
             trading_days=index_days,
             codes=codes,
             force=force,
         )
-        return {"calendar": calendar, "index_daily": index, "ok": bool(index.get("ok"))}
+        return {
+            "calendar": calendar,
+            "daily": daily,
+            "index_daily": index,
+            "ok": bool(daily.get("ok")) and bool(index.get("ok")),
+        }
 
     def backfill_index_history(
         self,
@@ -803,10 +875,7 @@ class Pipeline:
                 "published_rows": len(published),
                 "upstream_rows": 0,
             }
-        listed = self.db.fetchone(
-            "SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
-        )
-        listed_n = int((listed or {}).get("n") or 0)
+        listed_n = self._listed_count(day)
         floor = float(self.settings.quality.get("daily_row_ratio") or 0.98)
         if listed_n and len(upstream) / listed_n < floor:
             return {
@@ -1314,14 +1383,33 @@ class Pipeline:
             if isinstance(item, dict) and item.get("state") == "failed"
         ]
 
+    def _listed_count(self, trade_date: str = "") -> int:
+        """Count listed names that already existed on ``trade_date``.
+
+        Historical daily bars must not be judged against later IPOs, or a
+        correct past session fails the 0.98 row-ratio gate.
+        """
+        day = yyyymmdd(trade_date) if trade_date else ""
+        if day:
+            listed = self.db.fetchone(
+                """
+                SELECT COUNT(*) AS n FROM stock_master
+                WHERE list_status = 'L'
+                  AND (list_date IS NULL OR TRIM(list_date) = '' OR list_date <= ?)
+                """,
+                (day,),
+            )
+        else:
+            listed = self.db.fetchone(
+                "SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'"
+            )
+        return int((listed or {}).get("n") or 0)
+
     def validate(self, dataset: str, batch_id: str, trade_date: str, rows: list[dict[str, Any]]) -> dict[str, Any]:
         quality = self.settings.quality
         errors: list[str] = []
         warnings: list[str] = []
-        listed = self.db.fetchone(
-            "SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
-        )
-        listed_n = int((listed or {}).get("n") or 0)
+        listed_n = self._listed_count(trade_date)
         row_n = len(rows)
         if dataset == "limit_events":
             keys = [(row.get("ts_code"), row.get("trade_date"), row.get("limit_type")) for row in rows]

xiaobai-datahub/datahub/settings.py

@@ -56,6 +56,10 @@ class Settings:
     def index_history_trading_days(self) -> int:
         return int(self.quality.get("index_history_trading_days") or 260)
 
+    @property
+    def daily_history_trading_days(self) -> int:
+        return int(self.quality.get("daily_history_trading_days") or 250)
+
     @property
     def moneyflow_history_trading_days(self) -> int:
         return int(self.quality.get("moneyflow_history_trading_days") or 60)

xiaobai-datahub/tests/test_history_backfill.py

@@ -5,7 +5,7 @@ from datetime import date, timedelta
 
 from datahub.coverage import calendar_coverage, point_coverage, published_range_coverage
 from datahub.serving import V1API
-from tests.fixtures import TRADE_DATE, fake_transport
+from tests.fixtures import RAW, TRADE_DATE, fake_transport
 from tests.test_pipeline import make_pipeline
 
 
@@ -48,6 +48,8 @@ def history_transport(open_dates: list[str], extra_closed: list[str] | None = No
                 }
             )
 
+    dated_apis = ("daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction")
+
     def transport(api_name, params, fields):
         if api_name == "trade_cal":
             start = str(params.get("start_date") or "")
@@ -66,6 +68,11 @@ def history_transport(open_dates: list[str], extra_closed: list[str] | None = No
             if end:
                 rows = [row for row in rows if row["trade_date"] <= end]
             return rows
+        if api_name in dated_apis:
+            day = str(params.get("trade_date") or "")
+            if day not in open_set:
+                return []
+            return [{**row, "trade_date": day} for row in RAW.get(api_name) or []]
         return fake_transport(api_name, params, fields)
 
     return transport
@@ -221,6 +228,54 @@ class HistoryBackfillTests(unittest.TestCase):
         self.assertEqual(result["rows"], 1)
         self.assertEqual(calls["n"], before)
 
+    def test_daily_history_is_idempotent_and_covers_requested_days(self) -> None:
+        open_dates = consecutive_open_days(TRADE_DATE, 5)
+        pipe, db = make_pipeline(
+            quality={
+                "index_history_trading_days": 5,
+                "daily_history_trading_days": 5,
+                "calendar_start": open_dates[0],
+            }
+        )
+        pipe.adapter._transport = history_transport(open_dates)
+        first = pipe.backfill_history(TRADE_DATE, index_days=5, daily_days=5)
+        self.assertTrue(first["ok"])
+        self.assertEqual(first["daily"]["requested_days"], 5)
+        self.assertEqual(len(first["daily"]["published"]), 5)
+        pubs = db.fetchall("SELECT trade_date FROM publications WHERE dataset='daily'")
+        self.assertEqual(sorted(row["trade_date"] for row in pubs), open_dates)
+        for day in open_dates:
+            rows = db.fetchall(
+                """
+                SELECT COUNT(*) AS n FROM eod_bars
+                WHERE trade_date = ? AND batch_id = (
+                    SELECT active_batch FROM publications WHERE dataset='daily' AND trade_date = ?
+                )
+                """,
+                (day, day),
+            )
+            self.assertEqual(rows[0]["n"], 2)
+
+        second = pipe.backfill_daily_history(end_date=TRADE_DATE, trading_days=5)
+        self.assertTrue(second["ok"])
+        self.assertEqual(second["published"], [])
+        self.assertEqual(second["skipped"], open_dates)
+
+    def test_daily_row_ratio_ignores_later_ipos(self) -> None:
+        pipe, db = make_pipeline()
+        pipe.adapter._transport = history_transport([TRADE_DATE])
+        pipe.ingest_reference(TRADE_DATE, start=TRADE_DATE)
+        with db.write() as connection:
+            connection.execute(
+                "INSERT INTO stock_master(ts_code, symbol, name, list_status, list_date, updated_at) "
+                "VALUES (?,?,?,?,?,?)",
+                ("688001.SH", "688001", "未来上市", "L", "20250101", "2024-09-02T00:00:00+08:00"),
+            )
+        self.assertEqual(pipe._listed_count(TRADE_DATE), 2)
+        result = pipe.run_eod_batch_a(TRADE_DATE)
+        self.assertEqual(pipe.eod_failures(result), [])
+        self.assertEqual(result["daily"]["state"], "published")
+
     def test_coverage_helpers_point_and_calendar(self) -> None:
         pipe, db = make_pipeline()
         pipe.ingest_reference(TRADE_DATE)