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fix(HEL-488): 盘中日K补上今天实时变化的一根

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悬浮窗和详情页在 Tushare rt_k / iFinD 不可用时，改用免费实时行情或当日分时生成今日K，收盘后正式日K就绪再无缝替换。

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 11:18:21 +08:00
co-authored by Cursor multica-agent
parent dd89a09643
commit 5d3465987d
7 changed files with 604 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/data/realtime.py
+87
View File
@@ -19,6 +19,8 @@ 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_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
EASTMONEY_A_SHARE_BOARDS = (
"m:0+t:6",
@@ -283,6 +285,42 @@ class WebRealtimeAggregator:
)
return self._filter_quotes_by_date(quotes, expected_date)
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
symbol, _secid, ts_code = _a_share_identity(code)
raw, _cache_age = self._get_text(
f"{TENCENT_QUOTE_URL}{symbol}",
referer="https://gu.qq.com/",
encoding="gb18030",
)
quote = next(
(
item
for line in raw.splitlines()
if (item := _parse_tencent_stock_quote(line))
),
None,
)
if not quote:
raise RealtimeAggregateError(f"Tencent stock quote unavailable for {ts_code}")
return _require_quote_date(quote, expected_date)
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
_symbol, secid, ts_code = _a_share_identity(code)
payload = self._get_json(
EASTMONEY_STOCK_URL,
{
"secid": secid,
"invt": "2",
"fltt": "2",
"fields": EASTMONEY_STOCK_FIELDS,
},
referer="https://quote.eastmoney.com/",
)
quote = _normalize_eastmoney_stock_quote(payload.get("data") or {}, ts_code)
if not quote:
raise RealtimeAggregateError(f"Eastmoney stock quote unavailable for {ts_code}")
return _require_quote_date(quote, expected_date)
def tencent_indices(self) -> list[dict[str, Any]]:
raw, cache_age = self._get_text(
TENCENT_INDEX_URL,
@@ -553,6 +591,55 @@ def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
return [row for row in diff if isinstance(row, dict)]
def _a_share_identity(code: str) -> tuple[str, str, str]:
raw = str(code or "").strip().upper()
symbol = raw.split(".")[0]
if not symbol.isdigit() or len(symbol) != 6:
raise RealtimeAggregateError("Invalid stock code")
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
return f"sh{symbol}", f"1.{symbol}", f"{symbol}.SH"
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
return f"bj{symbol}", f"0.{symbol}", f"{symbol}.BJ"
return f"sz{symbol}", f"0.{symbol}", f"{symbol}.SZ"
def _require_quote_date(quote: dict[str, Any], expected_date: str) -> dict[str, Any]:
want = str(expected_date or "").replace("-", "")
got = str(quote.get("quote_date") or "")
if want and got != want:
raise RealtimeAggregateError(f"quote date {got or 'empty'} is not {want}")
return quote
def _normalize_eastmoney_stock_quote(
row: dict[str, Any], ts_code: str
) -> dict[str, Any] | None:
close = _number(row.get("f43"))
previous_close = _number(row.get("f60"))
if close <= 0 or previous_close <= 0:
return None
epoch = int(_number(row.get("f86")))
quote_date = ""
if epoch > 0:
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
return {
"ts_code": ts_code,
"name": row.get("f58") or ts_code.split(".")[0],
"pre_close": previous_close,
"open": _number(row.get("f46")),
"high": _number(row.get("f44")),
"low": _number(row.get("f45")),
"close": close,
"vol": _number(row.get("f47")) * 100,
"amount": _number(row.get("f48")),
"num": 0,
"quote_date": quote_date,
"quote_time_epoch": epoch,
"turnover_rate": _number(row.get("f168")),
"source": "eastmoney_stock",
}
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
if '="' not in line:
return None
backend/features/market/service.py
+143 -11
View File
@@ -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.realtime import RealtimeAggregateError
from backend.features.market.backfill_history import (
DEFAULT_RECENT_TRADING_DAYS,
MAX_RANGE_TRADING_DAYS,
@@ -42,6 +43,7 @@ SEARCH_TYPE_LABELS = {
"theme": "题材",
"index": "指数",
}
TODAY_DAILY_UNAVAILABLE_NOTICE = "今日日K暂不可用，仍显示最近收盘K线。"
THS_SEARCH_TYPES = {
"I": ("sector", "行业板块"),
"R": ("sector", "地域板块"),
@@ -814,26 +816,27 @@ class MarketServiceMixin:
"trade_date": f"{actual_date[:4]}-{actual_date[4:6]}-{actual_date[6:]}",
}
today = now.strftime("%Y%m%d")
latest_bar = (result.get("prices") or [{}])[-1] if result.get("prices") else {}
official_today = (
actual_date == today and not bool(latest_bar.get("realtime"))
)
after_close = now.time().replace(tzinfo=None) >= dt_time(15, 0)
should_merge = (
requested_date == today
and actual_date <= today
and now.weekday() < 5
and now.time().replace(tzinfo=None) >= dt_time(9, 30)
and not (official_today and after_close)
)
if should_merge:
quote = self._ifind_realtime_stock_quote(code)
quote = self._resolve_today_daily_quote(code, today, result)
if quote and self._valid_realtime_stock_quote(quote, today):
self._merge_realtime_stock_detail(result, quote, requested_date)
elif self.configured and actual_date < today:
client = self._tushare_client()
try:
resolved_date, _ = client.resolve_trade_context(requested_date)
if resolved_date == today:
quote = client.realtime_stock_quote(tushare_code(code), requested_date)
if self._valid_realtime_stock_quote(quote, today):
self._merge_realtime_stock_detail(result, quote, requested_date)
except TushareError:
pass
elif actual_date < today:
result["meta"] = {
**(result.get("meta") or {}),
"notice": TODAY_DAILY_UNAVAILABLE_NOTICE,
}
return self._enrich_stock_detail(result)
@staticmethod
@@ -948,6 +951,134 @@ class MarketServiceMixin:
"quote_time": str(row.get("time") or ""),
}
def _resolve_today_daily_quote(
self, code: str, today: str, payload: dict[str, Any]
) -> dict[str, Any] | None:
quote = self._ifind_realtime_stock_quote(code)
if quote and self._valid_realtime_stock_quote(quote, today):
return quote
if self.configured:
try:
client = self._tushare_client()
resolve = getattr(client, "resolve_trade_context", None)
resolved = today
if callable(resolve):
resolved, _ = resolve(today)
if str(resolved or "") == today:
quote = client.realtime_stock_quote(tushare_code(code), today)
if self._valid_realtime_stock_quote(quote, today):
return quote
except TushareError:
pass
quote = self._free_realtime_stock_quote(code, today)
if quote and self._valid_realtime_stock_quote(quote, today):
return quote
return self._intraday_realtime_stock_quote(code, today, payload)
def _free_realtime_stock_quote(self, code: str, today: str) -> dict[str, Any] | None:
aggregator = getattr(self, "realtime_aggregator", None)
if aggregator is None:
return None
ts_code = tushare_code(code)
for loader in (
getattr(aggregator, "tencent_stock_quote", None),
getattr(aggregator, "eastmoney_stock_quote", None),
):
if not callable(loader):
continue
try:
row = loader(ts_code, expected_date=today)
except (RealtimeAggregateError, Exception):
continue
quote = self._quote_from_free_row(code, today, row)
if quote:
return quote
return None
def _quote_from_free_row(
self, code: str, today: str, row: dict[str, Any]
) -> dict[str, Any] | None:
price = float(row.get("close") or 0)
previous_close = float(row.get("pre_close") or 0)
if price <= 0 or previous_close <= 0:
return None
try:
name, sector = self._stock_identity(code, today)
except Exception:
name, sector = "--", "其他"
epoch = int(row.get("quote_time_epoch") or 0)
if epoch > 0:
quote_time = datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
else:
quote_date = str(row.get("quote_date") or today)
quote_time = f"{quote_date[:4]}-{quote_date[4:6]}-{quote_date[6:]}"
return {
"name": str(row.get("name") or name or "--"),
"sector": sector,
"price": price,
"open": float(row.get("open") or 0),
"high": float(row.get("high") or 0),
"low": float(row.get("low") or 0),
"change": round((price / previous_close - 1) * 100, 4),
"volume": float(row.get("vol") or 0),
"amount_billion": float(row.get("amount") or 0) / 100_000_000,
"turnover_rate": float(row.get("turnover_rate") or 0),
"quote_time": quote_time,
}
def _intraday_realtime_stock_quote(
self, code: str, today: str, payload: dict[str, Any]
) -> dict[str, Any] | None:
chart_data = getattr(self, "chart_data", None)
if chart_data is None:
return None
try:
chart = chart_data.stock_intraday(code)
except (AttributeError, ChartDataError, Exception):
return None
points = [
point
for point in list(chart.get("points") or [])
if str(point.get("date") or "").replace("-", "") == today
]
if not points:
return None
opens = [float(point.get("open") or 0) for point in points if float(point.get("open") or 0) > 0]
highs = [float(point.get("high") or 0) for point in points if float(point.get("high") or 0) > 0]
lows = [float(point.get("low") or 0) for point in points if float(point.get("low") or 0) > 0]
closes = [float(point.get("close") or 0) for point in points if float(point.get("close") or 0) > 0]
if not opens or not highs or not lows or not closes:
return None
price = closes[-1]
previous_close = float(chart.get("previous_close") or 0)
if previous_close <= 0:
history = list(payload.get("prices") or [])
previous_close = float((history[-1] if history else {}).get("close") or 0)
if previous_close <= 0:
return None
volume = sum(float(point.get("volume") or 0) for point in points)
amount = sum(float(point.get("amount") or 0) for point in points)
if volume <= 0 and amount <= 0:
return None
try:
name, sector = self._stock_identity(code, today)
except Exception:
name, sector = "--", "其他"
return {
"name": name,
"sector": sector,
"price": price,
"open": opens[0],
"high": max(highs),
"low": min(lows),
"change": round((price / previous_close - 1) * 100, 4),
"volume": volume,
"volume_unit": "lots",
"amount_billion": amount / 100_000_000,
"turnover_rate": 0.0,
"quote_time": str(points[-1].get("date") or today),
}
@staticmethod
def _merge_realtime_stock_detail(
payload: dict[str, Any], quote: dict[str, Any], trade_date: str
@@ -986,6 +1117,7 @@ class MarketServiceMixin:
**(payload.get("meta") or {}),
"trade_date": display_date,
"realtime": True,
"notice": "",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
}