rebuild(runtime): govern market operations and job truth

next/backend/data/providers/tushare.py

@@ -130,6 +130,59 @@ class TushareProvider:
             )
         return datasets
 
+    def realtime_market_inputs(
+        self,
+        trade_date: str,
+        previous_trade_date: str,
+        identifiers: tuple[str, ...],
+    ) -> dict[str, ProviderResult | dict[str, Any]]:
+        current = _compact(trade_date)
+        previous = _compact(previous_trade_date)
+        quotes = self._query(
+            "rt_k",
+            {"ts_code": ",".join(identifiers)},
+            "",
+            unit="mixed",
+        )
+        normalized = tuple(
+            {
+                **row,
+                "trade_date": current,
+                "pct_chg": _change(row.get("close"), row.get("pre_close")),
+                "amount_unit": "yuan",
+            }
+            for row in quotes.rows
+            if _number(row.get("close")) > 0 and _number(row.get("pre_close")) > 0
+        )
+        daily = ProviderResult(
+            normalized,
+            replace(
+                quotes.metadata,
+                coverage=min(len(normalized) / max(len(identifiers), 1), 1),
+                state=SnapshotState.REALTIME,
+            ),
+        )
+        return {
+            "daily": daily,
+            "price_limits": self._query(
+                "stk_limit",
+                {"trade_date": current},
+                "ts_code,trade_date,up_limit,down_limit",
+                unit="yuan/share",
+            ),
+            "previous_limit_up": self._query(
+                "limit_list_d",
+                {"trade_date": previous, "limit_type": "U"},
+                (
+                    "trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
+                    "float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
+                    "open_times,up_stat,limit_times"
+                ),
+                unit="mixed",
+                empty_is_complete=True,
+            ),
+        }
+
     def sector_members(self, representative: str, trade_date: str) -> ProviderResult:
         target = _compact(trade_date)
         industry, members = self._sector_memberships(representative, target)
@@ -354,6 +407,9 @@ class TushareProvider:
     ) -> ProviderResult:
         raise ProviderError("Tushare不提供动态竞价快照")
 
+    def event_reasons(self, trade_date: str) -> ProviderResult:
+        raise ProviderError("Tushare涨跌停榜单不提供可用的事件原因字段")
+
     def screener_inputs(self, trade_dates: tuple[str, ...]) -> dict[str, ProviderResult | None]:
         if len(trade_dates) < 21:
             raise ProviderError("选股因子至少需要21个交易日")
@@ -628,6 +684,12 @@ def _display(value: str) -> str:
     return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
 
 
+def _change(close: Any, previous: Any) -> float:
+    current = _number(close)
+    prior = _number(previous)
+    return round((current / prior - 1) * 100, 4) if current > 0 and prior > 0 else 0.0
+
+
 def _quarter_periods(through: str, count: int) -> tuple[str, ...]:
     year = int(through[:4])
     quarter = (int(through[4:6]) - 1) // 3