rebuild(stage-7): deliver ladder and sector rotation

next/backend/data/gateway.py

@@ -107,6 +107,68 @@ class DataGateway:
             row = self._repository.latest_summary(connection, context.actual_date)
         return {"context": context, "values": json.loads(str(row["payload_json"])) if row else None}
 
+    def snapshot_inputs(
+        self, trade_date: str, previous_trade_date: str
+    ) -> dict[str, Any]:
+        provider = self._provider(DataSource.TUSHARE)
+        self._policy.assert_allowed(provider.source, DataUsage.CALCULATION)
+        return provider.snapshot_inputs(trade_date, previous_trade_date)
+
+    def sector_members(
+        self, trade_date: str, sector_name: str, representative: str
+    ) -> dict[str, Any]:
+        with self._database.read() as connection:
+            cached = self._repository.sector_members(connection, trade_date, sector_name)
+        if cached:
+            return json.loads(str(cached["payload_json"]))
+        provider = self._provider(DataSource.TUSHARE)
+        self._policy.assert_allowed(provider.source, DataUsage.CALCULATION)
+        result = provider.sector_members(representative, trade_date)
+        if not result.rows:
+            raise MarketDataUnavailable("该板块暂无可核验的申万成分股")
+        rows = sorted(
+            (dict(row) for row in result.rows),
+            key=lambda row: (
+                bool(row.get("quoted")),
+                _number(row.get("change")),
+                _number(row.get("amount")),
+            ),
+            reverse=True,
+        )
+        payload = {
+            "trade_date": trade_date,
+            "sector_name": str(rows[0].get("sector_name") or sector_name),
+            "sector_code": str(rows[0].get("sector_code") or ""),
+            "member_count": len(rows),
+            "quoted_count": sum(bool(row.get("quoted")) for row in rows),
+            "coverage": round(result.metadata.coverage, 4),
+            "items": [
+                {
+                    "identifier": str(row.get("ts_code") or ""),
+                    "code": str(row.get("ts_code") or "").split(".")[0],
+                    "name": str(row.get("name") or ""),
+                    "change": row.get("change"),
+                    "open": row.get("open"),
+                    "close": row.get("close"),
+                    "amount": row.get("amount"),
+                    "quoted": bool(row.get("quoted")),
+                }
+                for row in rows
+            ],
+        }
+        with self._database.transaction() as connection:
+            self._repository.save_sector_members(
+                connection,
+                trade_date=trade_date,
+                sector_name=sector_name,
+                sector_code=payload["sector_code"],
+                observed_at=result.metadata.observed_at.isoformat(timespec="seconds"),
+                source=result.metadata.source.value,
+                coverage=result.metadata.coverage,
+                payload=payload,
+            )
+        return payload
+
     def search(self, query: str) -> tuple[MarketEntity, ...]:
         with self._database.read() as connection:
             return self._repository.search(connection, query)

next/backend/data/providers/base.py

@@ -26,3 +26,5 @@ class MarketDataProvider(Protocol):
     def snapshot_inputs(
         self, trade_date: str, previous_trade_date: str
     ) -> dict[str, ProviderResult | dict[str, Any]]: ...
+
+    def sector_members(self, representative: str, trade_date: str) -> ProviderResult: ...

next/backend/data/providers/eastmoney.py

@@ -99,6 +99,9 @@ class EastmoneyProvider:
     ) -> dict[str, ProviderResult | dict[str, object]]:
         raise ProviderError("The display provider cannot build market snapshots")
 
+    def sector_members(self, representative: str, trade_date: str) -> ProviderResult:
+        raise ProviderError("The display provider is not the constituent authority")
+
     @staticmethod
     def _secid(entity_type: str, identifier: str) -> str:
         if entity_type == "index" and identifier in INDEX_CODES:

next/backend/data/providers/ifind.py

@@ -89,6 +89,9 @@ class IfindProvider:
     ) -> dict[str, ProviderResult | dict[str, Any]]:
         raise ProviderError("iFinD is not the post-close snapshot authority")
 
+    def sector_members(self, representative: str, trade_date: str) -> ProviderResult:
+        raise ProviderError("iFinD is not the Shenwan constituent authority")
+
     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")

next/backend/data/providers/tushare.py

@@ -130,6 +130,82 @@ class TushareProvider:
             )
         return datasets
 
+    def sector_members(self, representative: str, trade_date: str) -> ProviderResult:
+        target = _compact(trade_date)
+        memberships = self._membership_rows({"ts_code": representative})
+        active = [row for row in memberships if _active_on(row, target)]
+        if not active:
+            raise ProviderError("未找到该股票在目标日期的申万行业")
+        industry = max(
+            active,
+            key=lambda row: (
+                str(row.get("in_date") or ""),
+                str(row.get("l2_code") or ""),
+            ),
+        )
+        sector_code = str(industry.get("l2_code") or "")
+        sector_name = str(industry.get("l2_name") or "").strip()
+        if not sector_code:
+            raise ProviderError("该股票缺少申万二级行业")
+        members = [
+            row
+            for row in self._membership_rows({"l2_code": sector_code})
+            if _active_on(row, target)
+        ]
+        deduplicated: dict[str, dict[str, Any]] = {}
+        for row in members:
+            code = str(row.get("ts_code") or "")
+            current = deduplicated.get(code)
+            if code and (
+                current is None
+                or str(row.get("in_date") or "") > str(current.get("in_date") or "")
+            ):
+                deduplicated[code] = row
+        if not deduplicated:
+            raise ProviderError("该申万行业没有有效成分股")
+        daily = self._query(
+            "daily",
+            {"trade_date": target},
+            "ts_code,trade_date,open,close,pct_chg,amount",
+            unit="mixed",
+        )
+        quote_map = {str(row.get("ts_code") or ""): row for row in daily.rows}
+        rows = []
+        for code, member in deduplicated.items():
+            quote = quote_map.get(code) or {}
+            rows.append(
+                {
+                    "sector_code": sector_code,
+                    "sector_name": sector_name,
+                    "ts_code": code,
+                    "name": str(member.get("name") or "").strip(),
+                    "change": _number(quote.get("pct_chg")) if quote else None,
+                    "open": _number(quote.get("open")) if quote else None,
+                    "close": _number(quote.get("close")) if quote else None,
+                    "amount": _number(quote.get("amount")) * 1000 if quote else None,
+                    "quoted": bool(quote),
+                }
+            )
+        coverage = sum(bool(row["quoted"]) for row in rows) / len(rows)
+        return ProviderResult(tuple(rows), _metadata(self.source, "mixed", coverage))
+
+    def _membership_rows(self, params: dict[str, str]) -> list[dict[str, Any]]:
+        rows: list[dict[str, Any]] = []
+        fields = (
+            "l1_code,l1_name,l2_code,l2_name,l3_code,l3_name,"
+            "ts_code,name,in_date,out_date,is_new"
+        )
+        for is_new in ("Y", "N"):
+            result = self._query(
+                "index_member_all",
+                {**params, "is_new": is_new},
+                fields,
+                unit="membership",
+                empty_is_complete=True,
+            )
+            rows.extend(result.rows)
+        return rows
+
     def _query(
         self,
         api_name: str,
@@ -197,3 +273,17 @@ def _compact(value: str) -> str:
 def _display(value: str) -> str:
     compact = _compact(value)
     return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
+
+
+def _active_on(row: dict[str, Any], trade_date: str) -> bool:
+    start = str(row.get("in_date") or "")
+    end = str(row.get("out_date") or "")
+    return (not start or start <= trade_date) and (not end or end > trade_date)
+
+
+def _number(value: Any) -> float:
+    try:
+        number = float(value)
+        return number if number == number else 0.0
+    except (TypeError, ValueError):
+        return 0.0

next/backend/data/repository.py

@@ -188,6 +188,52 @@ class MarketRepository:
             (through,),
         ).fetchone()
 
+    def sector_members(
+        self, connection: sqlite3.Connection, trade_date: str, sector_name: str
+    ) -> sqlite3.Row | None:
+        return connection.execute(
+            """
+            SELECT * FROM sector_member_snapshots
+            WHERE trade_date = ? AND sector_name = ?
+            """,
+            (trade_date, sector_name),
+        ).fetchone()
+
+    def save_sector_members(
+        self,
+        connection: sqlite3.Connection,
+        *,
+        trade_date: str,
+        sector_name: str,
+        sector_code: str,
+        observed_at: str,
+        source: str,
+        coverage: float,
+        payload: dict[str, Any],
+    ) -> None:
+        connection.execute(
+            """
+            INSERT INTO sector_member_snapshots (
+                trade_date, sector_name, sector_code, observed_at, source, coverage, payload_json
+            ) VALUES (?, ?, ?, ?, ?, ?, ?)
+            ON CONFLICT(trade_date, sector_name) DO UPDATE SET
+                sector_code = excluded.sector_code,
+                observed_at = excluded.observed_at,
+                source = excluded.source,
+                coverage = excluded.coverage,
+                payload_json = excluded.payload_json
+            """,
+            (
+                trade_date,
+                sector_name,
+                sector_code,
+                observed_at,
+                source,
+                coverage,
+                json.dumps(payload, ensure_ascii=False, separators=(",", ":")),
+            ),
+        )
+
     def save_chart(
         self,
         connection: sqlite3.Connection,