refactor: establish standalone application boundary
This commit is contained in:
leefer
@@ -0,0 +1,224 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
import re
|
||||
from datetime import datetime, time as dt_time
|
||||
from typing import Any
|
||||
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_industries import _match_sector_row
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
|
||||
class SectorMixin:
|
||||
def sector_snapshot(
|
||||
self,
|
||||
identifier: str,
|
||||
requested_date: str,
|
||||
realtime_expected: bool | None = None,
|
||||
) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
raw_identifier = identifier.strip()
|
||||
if not raw_identifier:
|
||||
raise TushareError("Sector identifier is empty")
|
||||
errors = []
|
||||
now = datetime.now().astimezone()
|
||||
if realtime_expected is None:
|
||||
realtime_expected = (
|
||||
trade_date == now.strftime("%Y%m%d")
|
||||
and dt_time(9, 15) <= now.time().replace(tzinfo=None) <= dt_time(15, 5)
|
||||
)
|
||||
try:
|
||||
dc_params = {"trade_date": trade_date}
|
||||
if re.fullmatch(r"[A-Z0-9.]+", raw_identifier.upper()) and "." in raw_identifier:
|
||||
dc_params["ts_code"] = raw_identifier.upper()
|
||||
else:
|
||||
dc_params["name"] = raw_identifier
|
||||
dc_rows = self.query(
|
||||
"dc_index",
|
||||
dc_params,
|
||||
"ts_code,trade_date,name,leading,leading_code,pct_change,leading_pct,"
|
||||
"total_mv,turnover_rate,up_num,down_num",
|
||||
)
|
||||
if not dc_rows and "name" in dc_params:
|
||||
dc_rows = self.query(
|
||||
"dc_index",
|
||||
{"trade_date": trade_date},
|
||||
"ts_code,trade_date,name,leading,leading_code,pct_change,leading_pct,"
|
||||
"total_mv,turnover_rate,up_num,down_num",
|
||||
)
|
||||
dc_row = _match_sector_row(dc_rows, raw_identifier)
|
||||
if dc_row and not realtime_expected:
|
||||
change = _number(dc_row.get("pct_change"))
|
||||
actual_trade_date = str(dc_row.get("trade_date") or "")
|
||||
return {
|
||||
"code": dc_row.get("ts_code") or "",
|
||||
"name": dc_row.get("name") or raw_identifier,
|
||||
"leader": dc_row.get("leading") or "--",
|
||||
"leader_code": dc_row.get("leading_code") or "",
|
||||
"leading_pct": _number(dc_row.get("leading_pct")),
|
||||
"change": change,
|
||||
"turnover_rate": _number(dc_row.get("turnover_rate")),
|
||||
"up_count": int(_number(dc_row.get("up_num"))),
|
||||
"down_count": int(_number(dc_row.get("down_num"))),
|
||||
"total_mv": _number(dc_row.get("total_mv")),
|
||||
"strength": round(max(0, min(100, 50 + change * 5)), 1),
|
||||
"amount_billion": 0,
|
||||
"count": 0,
|
||||
"max_streak": 0,
|
||||
"source": "tushare_dc",
|
||||
"trade_date": actual_trade_date,
|
||||
"realtime": False,
|
||||
"precise": actual_trade_date == trade_date,
|
||||
}
|
||||
except TushareError as exc:
|
||||
errors.append(f"DC: {exc}")
|
||||
|
||||
ts_code = raw_identifier.upper()
|
||||
if re.fullmatch(r"\d{6}", ts_code):
|
||||
ts_code = f"{ts_code}.TI"
|
||||
try:
|
||||
if re.fullmatch(r"\d{6}\.TI", ts_code):
|
||||
index_rows = self.query(
|
||||
"ths_index",
|
||||
{"ts_code": ts_code},
|
||||
"ts_code,name,count,exchange,list_date,type",
|
||||
)
|
||||
else:
|
||||
index_rows = self.query(
|
||||
"ths_index",
|
||||
{},
|
||||
"ts_code,name,count,exchange,list_date,type",
|
||||
)
|
||||
basic = _match_sector_row(index_rows, raw_identifier)
|
||||
if not basic:
|
||||
raise TushareError(f"No THS sector returned for {raw_identifier}")
|
||||
except TushareError as exc:
|
||||
errors.append(f"THS: {exc}")
|
||||
raise TushareError("; ".join(errors)) from exc
|
||||
actual_code = str(basic.get("ts_code") or ts_code)
|
||||
if realtime_expected:
|
||||
try:
|
||||
realtime_sector = self._realtime_sector_snapshot(actual_code, basic, trade_date)
|
||||
if realtime_sector:
|
||||
return realtime_sector
|
||||
except TushareError as exc:
|
||||
errors.append(f"THS realtime members: {exc}")
|
||||
daily_rows = self.query(
|
||||
"ths_daily",
|
||||
{"ts_code": actual_code, "trade_date": trade_date},
|
||||
"ts_code,trade_date,close,pct_change,vol,turnover_rate,total_mv,float_mv",
|
||||
)
|
||||
daily = daily_rows[0] if daily_rows else {}
|
||||
actual_trade_date = str(daily.get("trade_date") or "")
|
||||
change = _number(daily.get("pct_change"))
|
||||
return {
|
||||
"code": actual_code,
|
||||
"name": basic.get("name") or raw_identifier,
|
||||
"leader": "--",
|
||||
"change": change,
|
||||
"leading_pct": change,
|
||||
"turnover_rate": _number(daily.get("turnover_rate")),
|
||||
"up_count": 0,
|
||||
"down_count": 0,
|
||||
"strength": round(max(0, min(100, 50 + change * 5)), 1),
|
||||
"amount_billion": 0,
|
||||
"count": 0,
|
||||
"max_streak": 0,
|
||||
"source": "tushare_ths",
|
||||
"trade_date": actual_trade_date,
|
||||
"realtime": False,
|
||||
"precise": actual_trade_date == trade_date,
|
||||
}
|
||||
|
||||
def _realtime_sector_snapshot(
|
||||
self,
|
||||
sector_code: str,
|
||||
basic: dict[str, Any],
|
||||
trade_date: str,
|
||||
) -> dict[str, Any] | None:
|
||||
members = self.query(
|
||||
"ths_member",
|
||||
{"ts_code": sector_code, "is_new": "Y"},
|
||||
"ts_code,con_code,con_name,is_new",
|
||||
)
|
||||
codes = [str(row.get("con_code") or "") for row in members if row.get("con_code")]
|
||||
if not codes:
|
||||
return None
|
||||
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
|
||||
valid = []
|
||||
for row in quotes:
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
valid.append(
|
||||
{
|
||||
**row,
|
||||
"change": (close / previous_close - 1) * 100,
|
||||
}
|
||||
)
|
||||
minimum = max(1, math.ceil(len(codes) * 0.9))
|
||||
if len(valid) < minimum:
|
||||
raise TushareError(
|
||||
f"Realtime sector coverage is insufficient ({len(valid)}/{len(codes)})"
|
||||
)
|
||||
up_count = sum(item["change"] > 0 for item in valid)
|
||||
down_count = sum(item["change"] < 0 for item in valid)
|
||||
flat_count = len(valid) - up_count - down_count
|
||||
leader = max(valid, key=lambda item: item["change"])
|
||||
change = sum(item["change"] for item in valid) / len(valid)
|
||||
amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
|
||||
self._ensure_realtime_market_cache(trade_date)
|
||||
with self._realtime_reference_lock:
|
||||
references = list(self._realtime_reference_cache.values())
|
||||
market_rows = list((self._latest_realtime_market.get(trade_date) or {}).get("rows") or [])
|
||||
capital_map: dict[str, dict[str, Any]] = {}
|
||||
for reference in reversed(references):
|
||||
capital_map = {
|
||||
str(item.get("ts_code") or ""): item
|
||||
for item in reference.get("capital_rows") or []
|
||||
}
|
||||
if capital_map:
|
||||
break
|
||||
sector_turnovers = []
|
||||
for item in valid:
|
||||
capital = capital_map.get(str(item.get("ts_code") or ""), {})
|
||||
float_share = _number(capital.get("float_share"))
|
||||
if float_share:
|
||||
sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
|
||||
market_turnovers = []
|
||||
for item in market_rows:
|
||||
capital = capital_map.get(str(item.get("ts_code") or ""), {})
|
||||
float_share = _number(capital.get("float_share"))
|
||||
if float_share:
|
||||
market_turnovers.append(_number(item.get("vol")) / float_share / 100)
|
||||
average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
|
||||
market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
|
||||
relative_turnover = average_turnover / market_turnover if market_turnover else 0
|
||||
return {
|
||||
"code": sector_code,
|
||||
"name": basic.get("name") or sector_code,
|
||||
"leader": str(leader.get("name") or "--").strip(),
|
||||
"leader_code": leader.get("ts_code") or "",
|
||||
"leading_pct": round(leader["change"], 3),
|
||||
"change": round(change, 3),
|
||||
"turnover_rate": round(average_turnover, 4),
|
||||
"market_turnover_rate": round(market_turnover, 4),
|
||||
"relative_turnover": round(relative_turnover, 4),
|
||||
"up_count": up_count,
|
||||
"down_count": down_count,
|
||||
"flat_count": flat_count,
|
||||
"member_count": len(codes),
|
||||
"quote_count": len(valid),
|
||||
"coverage": round(len(valid) / len(codes) * 100, 1),
|
||||
"strength": round(max(0, min(100, 50 + change * 5)), 1),
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"count": sum(item["change"] >= 9.5 for item in valid),
|
||||
"max_streak": 0,
|
||||
"source": "tushare_rt_ths_members",
|
||||
"trade_date": trade_date,
|
||||
"realtime": True,
|
||||
"precise": True,
|
||||
"methodology": "同花顺行业最新成分股的 rt_k 等权涨跌、宽度与成交额聚合",
|
||||
}
|
||||
Reference in New Issue
Block a user