rebuild(stage-8): deliver market insight workspaces

2026-07-30 04:12:04 +08:00
parent a18e8e9d27
commit 976a5cac03
39 changed files with 3671 additions and 14 deletions
@@ -92,6 +92,51 @@ class IfindProvider:
    def sector_members(self, representative: str, trade_date: str) -> ProviderResult:
        raise ProviderError("iFinD is not the Shenwan constituent authority")

+    def market_insight(
+        self,
+        kind: str,
+        trade_date: str,
+        previous_trade_date: str = "",
+        identifier: str = "",
+    ) -> dict[str, ProviderResult | None]:
+        raise ProviderError("iFinD只承担许可范围内的动态竞价快照")
+
+    def realtime_snapshots(
+        self, identifiers: tuple[str, ...], start_time: str, end_time: str
+    ) -> ProviderResult:
+        rows: list[dict[str, Any]] = []
+        for offset in range(0, len(identifiers), 80):
+            batch = identifiers[offset : offset + 80]
+            if not batch:
+                continue
+            payload = self._request(
+                "snap_shot",
+                {
+                    "codes": ",".join(batch),
+                    "indicators": "latest,volume,amount,preClose,turnoverRatio,volumeRatio,"
+                    "bid1,bidSize1,ask1,askSize1",
+                    "starttime": start_time,
+                    "endtime": end_time,
+                },
+            )
+            rows.extend(_result(payload, "mixed", "not_applicable", SnapshotState.REALTIME).rows)
+        covered = {
+            str(row.get("thscode") or "") for row in rows if row.get("thscode")
+        }
+        return ProviderResult(
+            tuple(rows),
+            ObservationMetadata(
+                source=self.source,
+                observed_at=datetime.now(SHANGHAI),
+                unit="mixed",
+                adjustment="not_applicable",
+                freshness_seconds=0,
+                coverage=min(len(covered) / max(len(identifiers), 1), 1),
+                state=SnapshotState.REALTIME,
+                usage=DataUsage.CALCULATION,
+            ),
+        )
+
    def _request(self, endpoint: str, body: dict[str, Any]) -> dict[str, Any]:
        if not self.configured:
            raise ProviderError("实时行情服务尚未配置")