feat: complete strategy and market data improvements

market_insights.py

@@ -668,8 +668,8 @@ class MarketInsightsService:
         start_stamp = f"{display_date} 09:15:00"
         snapshot_rows: list[dict[str, Any]] = []
         ordered_codes = sorted(selected_codes)
-        try:
-            for index in range(0, len(ordered_codes), 80):
+        for index in range(0, len(ordered_codes), 80):
+            try:
                 snapshot_rows.extend(
                     self.ifind.snapshots(
                         ordered_codes[index:index + 80],
@@ -682,13 +682,18 @@ class MarketInsightsService:
                         cache_ttl=8,
                     )
                 )
-        except IfindError:
-            return []
+            except IfindError:
+                continue
 
         latest: dict[str, dict[str, Any]] = {}
         for row in snapshot_rows:
             ts_code = str(row.get("thscode") or "")
-            if ts_code and _number(row.get("latest")) > 0:
+            previous = latest.get(ts_code) or {}
+            if (
+                ts_code
+                and _number(row.get("latest")) > 0
+                and str(row.get("time") or "") >= str(previous.get("time") or "")
+            ):
                 latest[ts_code] = row
         prior_factors = {
             str(item.get("ts_code") or ""): item
@@ -735,11 +740,13 @@ class MarketInsightsService:
         trade_date, previous_date = self._trade_context(requested_date)
         session = self._auction_session(requested_date, trade_date)
         phase = str(session["phase"])
-        dynamic = phase == "observing" and bool(self.ifind and self.ifind.configured)
-        data_date = previous_date if phase == "pending" or (phase == "observing" and not dynamic) else trade_date
+        ifind_ready = bool(self.ifind and self.ifind.configured)
+        live_dynamic = phase == "observing" and ifind_ready
+        use_ifind_snapshot = phase in {"observing", "selection", "finalized"} and ifind_ready
+        data_date = previous_date if phase == "pending" or (phase == "observing" and not live_dynamic) else trade_date
         carried_forward = data_date != trade_date
         cache_key = data_date
-        if not force and not dynamic:
+        if not force and not live_dynamic:
             cached = self.database.get_data_snapshot("auction_center_v6", cache_key)
             if cached:
                 result = copy.deepcopy(cached)
@@ -754,9 +761,11 @@ class MarketInsightsService:
                 }
                 return self._with_auction_watchlist(result, data_date, user_id)
 
-        if dynamic:
+        if use_ifind_snapshot:
             rows = self._dynamic_auction_rows(data_date, previous_date, user_id)
         else:
+            rows = []
+        if not rows and not live_dynamic:
             try:
                 rows = self.client.query("stk_auction", {"trade_date": data_date})
             except TushareError:
@@ -927,7 +936,7 @@ class MarketInsightsService:
             "one_price_rows": one_price_rows,
             "rows": candidates,
         }
-        if not dynamic:
+        if not live_dynamic:
             self.database.save_data_snapshot("auction_center_v6", cache_key, "market", result)
         return self._with_auction_watchlist(result, data_date, user_id)