from __future__ import annotations import json from datetime import date, datetime, time, timedelta from typing import Any from zoneinfo import ZoneInfo from backend.data.contracts import ProviderResult, SnapshotState from backend.data.gateway import DataGateway, MarketDataUnavailable from backend.data.providers.base import ProviderError from backend.data.repository import MarketRepository from backend.data.sentiment import calculate_sentiment from backend.database.connection import Database from backend.features.market.events import apply_event_revisions from backend.features.market.snapshot import build_realtime_inputs, build_snapshot SHANGHAI = ZoneInfo("Asia/Shanghai") class SnapshotSyncError(RuntimeError): pass class MarketSnapshotService: def __init__( self, database: Database, repository: MarketRepository, gateway: DataGateway ) -> None: self._database = database self._repository = repository self._gateway = gateway def sync( self, requested_date: str | None = None, now: datetime | None = None ) -> dict[str, Any]: clock = now or datetime.now(SHANGHAI) requested = _date(requested_date or clock.date().isoformat()) through = requested if requested == clock.date().isoformat() and clock.time() < time(9, 15): through = (clock.date() - timedelta(days=1)).isoformat() elif requested == clock.date().isoformat() and clock.time() < time(15, 10): raise SnapshotSyncError("盘中快照任务尚未开放,请保留最近真实收盘数据") with self._database.read() as connection: dates = self._repository.open_dates(connection, through, 2) active_count = self._repository.active_stock_count(connection) if len(dates) < 2: raise SnapshotSyncError("请先同步完整交易日历") if active_count <= 0: raise SnapshotSyncError("请先同步股票目录") trade_date, previous_date = dates[0], dates[1] try: inputs = self._gateway.snapshot_inputs(trade_date, previous_date) except (ProviderError, MarketDataUnavailable) as exc: raise SnapshotSyncError("收盘行情读取失败,已保留原有快照") from exc daily = inputs.get("daily") if not isinstance(daily, ProviderResult): raise SnapshotSyncError("收盘日线缺失,已保留原有快照") coverage = len(daily.rows) / active_count if coverage < 0.98: raise SnapshotSyncError(f"收盘日线覆盖率仅{coverage * 100:.1f}%,未写入不完整快照") for key in ("limit_up", "limit_down", "broken", "previous_limit_up", "price_limits"): value = inputs.get(key) if not isinstance(value, ProviderResult) or value.metadata.coverage < 1: raise SnapshotSyncError("涨跌停事件数据不完整,已保留原有快照") snapshot = build_snapshot(trade_date, previous_date, inputs) with self._database.read() as connection: rows = self._repository.summaries(connection, previous_date, 250) history = [json.loads(str(row["payload_json"])) for row in rows] sentiment = calculate_sentiment(snapshot, history) snapshot["sentiment"] = sentiment snapshot.update(snapshot["overview"]) snapshot["temperature"] = sentiment["score"] observed_at = datetime.combine( date.fromisoformat(trade_date), time(15), tzinfo=SHANGHAI ).isoformat(timespec="seconds") state = ( SnapshotState.FINAL if trade_date == clock.date().isoformat() else SnapshotState.ARCHIVE ) with self._database.transaction() as connection: self._repository.save_summary( connection, trade_date=trade_date, observed_at=observed_at, state=state.value, source="tushare", coverage=min(coverage, 1), payload=snapshot, ) return { "trade_date": trade_date, "observed_at": observed_at, "coverage": round(min(coverage, 1), 4), "stocks": len(daily.rows), "limit_up": len(snapshot["limits"]), "limit_down": len(snapshot["down_limits"]), "broken": len(snapshot["broken"]), "temperature": sentiment["score"], "source_set": ["tushare", "local"], "output_version": "market-summary-v1", } def sync_realtime( self, requested_date: str | None = None, now: datetime | None = None ) -> dict[str, Any]: clock = now or datetime.now(SHANGHAI) target = _date(requested_date or clock.date().isoformat()) if target != clock.date().isoformat(): raise SnapshotSyncError("盘中任务只允许同步当前交易日") local_time = clock.time().replace(tzinfo=None) in_window = time(9, 15) <= local_time < time(11, 35) or time( 12, 55 ) <= local_time < time(15, 5) if not in_window: raise SnapshotSyncError("当前不在盘中行情刷新窗口") with self._database.read() as connection: dates = self._repository.open_dates(connection, target, 2) active_count = self._repository.active_stock_count(connection) if len(dates) < 2 or dates[0] != target: raise SnapshotSyncError("当前日期不是有效交易日") if active_count <= 0: raise SnapshotSyncError("请先同步股票目录") try: raw = self._gateway.realtime_snapshot_inputs(target, dates[1]) except (ProviderError, MarketDataUnavailable) as exc: raise SnapshotSyncError("盘中行情读取失败,已保留最后成功快照") from exc daily = raw.get("daily") price_limits = raw.get("price_limits") if not isinstance(daily, ProviderResult): raise SnapshotSyncError("盘中行情缺失,已保留最后成功快照") coverage = len(daily.rows) / active_count if coverage < 0.9: raise SnapshotSyncError( f"盘中行情覆盖率仅{coverage * 100:.1f}%,已保留最后成功快照" ) if not isinstance(price_limits, ProviderResult): raise SnapshotSyncError("盘中涨跌停价格缺失,已保留最后成功快照") limit_coverage = len(price_limits.rows) / max(len(daily.rows), 1) if limit_coverage < 0.95: raise SnapshotSyncError("盘中涨跌停价格覆盖不足,已保留最后成功快照") inputs = build_realtime_inputs(raw, self._gateway.stock_directory()) snapshot = build_snapshot(target, dates[1], inputs) with self._database.read() as connection: rows = self._repository.summaries(connection, dates[1], 250) history = [json.loads(str(row["payload_json"])) for row in rows] sentiment = calculate_sentiment(snapshot, history) snapshot["sentiment"] = sentiment snapshot.update(snapshot["overview"]) snapshot["temperature"] = sentiment["score"] observed_at = clock.isoformat(timespec="seconds") with self._database.transaction() as connection: self._repository.save_summary( connection, trade_date=target, observed_at=observed_at, state=SnapshotState.REALTIME.value, source="tushare", coverage=min(coverage, 1), payload=snapshot, ) return { "trade_date": target, "observed_at": observed_at, "coverage": round(min(coverage, 1), 4), "stocks": len(daily.rows), "limit_up": len(snapshot["limits"]), "limit_down": len(snapshot["down_limits"]), "broken": len(snapshot["broken"]), "temperature": sentiment["score"], "source_set": ["tushare", "local"], "output_version": "market-summary-realtime-v1", } def workspace(self, key: str, requested_date: str | None = None) -> dict[str, Any]: requested = _date(requested_date or datetime.now(SHANGHAI).date().isoformat()) with self._database.read() as connection: row = self._repository.latest_summary(connection, requested) history_rows = self._repository.summaries(connection, requested, 60) if row is None: return {"trade_date": None, "message": "等待管理员首次同步真实收盘行情"} payload = json.loads(str(row["payload_json"])) with self._database.read() as connection: revisions = self._repository.event_revisions(connection, str(row["trade_date"])) apply_event_revisions(payload, revisions) response: dict[str, Any] = { "trade_date": str(row["trade_date"]), "observed_at": str(row["observed_at"]), "carried_forward": str(row["trade_date"]) != requested, "message": "沿用最近真实收盘快照" if str(row["trade_date"]) != requested else "", "overview": payload.get("overview") or {}, } if key == "emotion": response["sentiment"] = payload.get("sentiment") or {} response["history"] = [ _history_item(json.loads(str(item["payload_json"]))) for item in history_rows ] elif key == "pool": response["items"] = payload.get("limits") or [] elif key == "broken": response["items"] = payload.get("broken") or [] elif key == "limit-down": response["items"] = payload.get("down_limits") or [] elif key == "yesterday": response["items"] = payload.get("yesterday_limits") or [] elif key == "performance": response["items"] = payload.get("limit_performance") or [] elif key == "ladder": response["items"] = payload.get("ladders") or [] response["history"] = payload.get("limit_performance") or [] elif key == "rotation": response["history"] = [ { "trade_date": item_payload.get("trade_date"), "sectors": item_payload.get("sector_rotation") or [], } for item_payload in ( json.loads(str(item["payload_json"])) for item in history_rows[-9:] ) ] else: raise SnapshotSyncError("不支持的市场工作区") return response def entity_detail( self, entity_type: str, identifier: str, requested_date: str | None = None ) -> dict[str, Any]: context = self._gateway.trade_context(requested_date) if context.actual_date is None: raise SnapshotSyncError("等待管理员首次同步真实收盘行情") entity = self._gateway.resolve_entity(entity_type, identifier) series = self._gateway.chart(entity_type, entity.identifier, "day") eligible = [point for point in series.points if point.time <= context.actual_date] if not eligible: raise SnapshotSyncError("所选日期之前没有可核验的真实行情") current = eligible[-1] previous = eligible[-2].close if len(eligible) > 1 else series.previous_close change = (current.close / previous - 1) * 100 if previous else None with self._database.read() as connection: summary = self._repository.latest_summary(connection, context.actual_date) factor_row = connection.execute( """ SELECT factor_values.payload_json FROM screener_factor_values AS factor_values JOIN screener_factor_snapshots AS snapshots ON snapshots.id = factor_values.snapshot_id WHERE factor_values.identifier = ? AND snapshots.trade_date <= ? ORDER BY snapshots.trade_date DESC, snapshots.id DESC LIMIT 1 """, (entity.identifier, context.actual_date), ).fetchone() factors = json.loads(str(factor_row["payload_json"])) if factor_row else {} snapshot = json.loads(str(summary["payload_json"])) if summary else {} if summary: with self._database.read() as connection: revisions = self._repository.event_revisions( connection, str(summary["trade_date"]) ) apply_event_revisions(snapshot, revisions) event = ( _entity_event(snapshot, entity.identifier, entity.code) if entity_type == "stock" else None ) metrics = [ {"key": "open", "label": "开盘", "value": current.open, "unit": "元"}, {"key": "high", "label": "最高", "value": current.high, "unit": "元"}, {"key": "low", "label": "最低", "value": current.low, "unit": "元"}, {"key": "amount", "label": "成交额", "value": current.amount, "unit": "元"}, {"key": "volume", "label": "成交量", "value": current.volume, "unit": "股"}, ] for key, label, unit in ( ("turnover_rate", "换手率", "%"), ("return_5d", "近5日", "%"), ("return_20d", "近20日", "%"), ("total_mv_billion", "总市值", "亿"), ("circ_mv_billion", "流通市值", "亿"), ): metrics.append({"key": key, "label": label, "value": factors.get(key), "unit": unit}) money_flow = None if entity_type == "stock": money_flow = { "available": any( factors.get(key) is not None for key in ("net_flow_million", "large_flow_million", "net_flow_5d_million") ), "net_million": factors.get("net_flow_million"), "large_million": factors.get("large_flow_million"), "net_5d_million": factors.get("net_flow_5d_million"), "flow_to_circ_mv_5d": factors.get("flow_to_circ_mv_5d"), } return { "entity": { "entity_type": entity.entity_type, "identifier": entity.identifier, "code": entity.code, "name": factors.get("name") or entity.name, "sector": factors.get("sector") or entity.sector, }, "trade_date": current.time, "observed_at": series.metadata.observed_at, "price": current.close, "previous_close": previous, "change": round(change, 4) if change is not None else None, "metrics": metrics, "money_flow": money_flow, "event": event, } def rotation_member_target( self, requested_date: str | None, sector_name: str ) -> tuple[str, str]: requested = _date(requested_date or datetime.now(SHANGHAI).date().isoformat()) with self._database.read() as connection: row = self._repository.latest_summary(connection, requested) if row is None: raise SnapshotSyncError("等待管理员首次同步真实收盘行情") payload = json.loads(str(row["payload_json"])) sector = next( ( item for item in payload.get("sectors") or [] if str(item.get("name") or "") == sector_name ), None, ) representative = str((sector or {}).get("representative") or "") if not representative: raise SnapshotSyncError("该板块缺少可核验的代表股票") return str(row["trade_date"]), representative def _history_item(payload: dict[str, Any]) -> dict[str, Any]: sentiment = payload.get("sentiment") or {} stats = sentiment.get("stats") or {} overview = payload.get("overview") or {} return { "trade_date": payload.get("trade_date"), "temperature": sentiment.get("score"), "phase": sentiment.get("phase"), "direction": sentiment.get("direction"), "positive_rate": stats.get("positive_rate"), "seal_rate": overview.get("seal_rate"), "limit_up": overview.get("limit_up"), "broken": overview.get("broken"), "limit_down": overview.get("limit_down"), "max_height": stats.get("max_height"), "amount": overview.get("amount"), } def _entity_event( snapshot: dict[str, Any], identifier: str, code: str ) -> dict[str, Any] | None: for key, status in (("limits", "涨停"), ("broken", "炸板"), ("down_limits", "跌停")): for row in snapshot.get(key) or []: if str(row.get("identifier") or "") == identifier or str(row.get("code") or "") == code: return { "status": status, "reason": str(row.get("reason") or ""), "streak": row.get("streak"), "first_time": row.get("first_time"), "last_time": row.get("last_time"), "open_times": row.get("open_times"), "seal_amount": row.get("seal_amount"), } return None def _date(value: str) -> str: try: return date.fromisoformat(value).isoformat() except ValueError as exc: raise SnapshotSyncError("日期格式无效") from exc