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,