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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

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Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
总工
2026-09-08 16:26:13 +08:00
co-authored by Cursor multica-agent
parent c8a9376adb
commit 3e828b346c
24 changed files with 1011 additions and 160 deletions
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backend/data/realtime.py
+188 -5
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@@ -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）"):