refactor: establish standalone application boundary
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leefer
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from __future__ import annotations
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from datetime import datetime, timedelta
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from typing import Any
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from backend.bootstrap.config import display_compact_date as _display_date
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from backend.data.numbers import finite_number as _number
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class StockMixin:
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def stock_detail(self, ts_code: str, requested_date: str) -> dict[str, Any]:
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trade_date, _ = self.resolve_trade_context(requested_date)
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end = datetime.strptime(trade_date, "%Y%m%d")
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start_date = (end - timedelta(days=190)).strftime("%Y%m%d")
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daily = self.query(
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"daily",
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{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
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"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
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)
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factors = self.query(
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"adj_factor",
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{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
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"ts_code,trade_date,adj_factor",
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)
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basics = self.query(
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"stock_basic",
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{"ts_code": ts_code},
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"ts_code,symbol,name,area,industry,market,list_date",
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)
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daily_basics = self.query(
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"daily_basic",
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{"ts_code": ts_code, "trade_date": trade_date},
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"ts_code,trade_date,turnover_rate,volume_ratio,total_mv,circ_mv",
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)
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moneyflow = self.query(
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"moneyflow",
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{"ts_code": ts_code, "trade_date": trade_date},
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"ts_code,trade_date,buy_sm_amount,sell_sm_amount,buy_md_amount,sell_md_amount,"
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"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount",
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)
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factor_map = {row["trade_date"]: _number(row.get("adj_factor"), 1) for row in factors}
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latest_factor = max(factor_map.values(), default=1) or 1
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prices = []
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for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-90:]:
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factor = factor_map.get(row.get("trade_date"), latest_factor)
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ratio = factor / latest_factor
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prices.append(
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{
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"trade_date": _display_date(str(row.get("trade_date", ""))),
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"open": round(_number(row.get("open")) * ratio, 3),
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"high": round(_number(row.get("high")) * ratio, 3),
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"low": round(_number(row.get("low")) * ratio, 3),
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"close": round(_number(row.get("close")) * ratio, 3),
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"change": _number(row.get("pct_chg")),
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"volume": _number(row.get("vol")),
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"amount_billion": round(_number(row.get("amount")) / 100000, 2),
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}
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)
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flow = moneyflow[0] if moneyflow else {}
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basic = basics[0] if basics else {}
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daily_basic = daily_basics[0] if daily_basics else {}
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latest = prices[-1] if prices else {}
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actual_trade_date = max(
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(str(row.get("trade_date") or "") for row in daily),
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default=trade_date,
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) or trade_date
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return {
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"meta": {
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"requested_date": _display_date(requested_date),
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"trade_date": _display_date(actual_trade_date),
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"source": "tushare",
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"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
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"notice": "",
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},
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"stock": {
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"code": ts_code.split(".")[0],
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"ts_code": ts_code,
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"name": basic.get("name") or "--",
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"industry": basic.get("industry") or "其他",
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"area": basic.get("area") or "--",
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"market": basic.get("market") or "--",
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"list_date": _display_date(str(basic.get("list_date") or "")),
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"price": latest.get("close", 0),
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"change": latest.get("change", 0),
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"turnover_rate": _number(daily_basic.get("turnover_rate")),
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"volume_ratio": _number(daily_basic.get("volume_ratio")),
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"amount_billion": latest.get("amount_billion", 0),
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},
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"prices": prices,
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"moneyflow": {
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"net_million": round(_number(flow.get("net_mf_amount")) / 100, 2),
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"large_million": round(
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(_number(flow.get("buy_lg_amount")) + _number(flow.get("buy_elg_amount"))
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- _number(flow.get("sell_lg_amount")) - _number(flow.get("sell_elg_amount"))) / 100,
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2,
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),
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"medium_million": round(
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(_number(flow.get("buy_md_amount")) - _number(flow.get("sell_md_amount"))) / 100,
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2,
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),
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"small_million": round(
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(_number(flow.get("buy_sm_amount")) - _number(flow.get("sell_sm_amount"))) / 100,
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2,
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),
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},
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}
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def stock_intraday(self, ts_code: str, requested_date: str) -> dict[str, Any]:
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trade_date, _ = self.resolve_trade_context(requested_date)
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display_date = _display_date(trade_date)
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rows = self.query(
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"stk_mins",
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{
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"ts_code": ts_code,
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"freq": "1min",
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"start_date": f"{display_date} 09:00:00",
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"end_date": f"{display_date} 15:30:00",
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},
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"ts_code,trade_time,open,close,high,low,vol,amount",
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)
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points = []
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for row in sorted(rows, key=lambda item: str(item.get("trade_time") or "")):
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trade_time = str(row.get("trade_time") or "")
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if not trade_time:
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continue
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points.append(
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{
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"time": trade_time[-8:-3] if len(trade_time) >= 8 else trade_time,
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"open": round(_number(row.get("open")), 3),
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"high": round(_number(row.get("high")), 3),
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"low": round(_number(row.get("low")), 3),
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"close": round(_number(row.get("close")), 3),
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"volume": _number(row.get("vol")),
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"amount": _number(row.get("amount")),
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}
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)
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return {"trade_date": display_date, "points": points}
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