339 lines
13 KiB
Python
339 lines
13 KiB
Python
from __future__ import annotations
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import re
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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 (
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normalize_date,
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tushare_code,
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validate_stock_code,
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validate_text,
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)
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from backend.data.providers.tushare_client import TushareError
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class HeavenMarketContextMixin:
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def _resolve_heaven_stock_code(self, query: str) -> str:
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raw = validate_text(query, "股票代码或名称", 30, required=True)
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code_match = re.fullmatch(r"(\d{6})(?:\.(?:SH|SZ|BJ))?", raw.upper())
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if code_match:
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return validate_stock_code(code_match.group(1))
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candidates = self.database.search_stock_master(raw)
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exact = [item for item in candidates if str(item.get("name") or "").casefold() == raw.casefold()]
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if not exact and self.configured:
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try:
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rows = self._tushare_client().query(
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"stock_basic",
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{"name": raw, "list_status": "L"},
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"ts_code,symbol,name,industry,market,list_date",
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)
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except TushareError:
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rows = []
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if rows:
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self.database.upsert_stock_master(rows)
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candidates = self.database.search_stock_master(raw)
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exact = [
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item
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for item in candidates
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if str(item.get("name") or "").casefold() == raw.casefold()
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]
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matches = exact or candidates
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if len(matches) == 1:
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return validate_stock_code(str(matches[0].get("code") or ""))
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if len(matches) > 1:
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choices = "、".join(
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f"{item.get('name') or '--'}（{item.get('code') or '--'}）"
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for item in matches[:5]
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)
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raise ValueError(f"匹配到多只股票：{choices}。请输入六位股票代码。")
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raise ValueError(f"未找到股票“{raw}”，请检查名称或输入六位股票代码。")
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def _heaven_stock_context(
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self,
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stock_code: str,
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trade_date: str,
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dashboard: dict[str, Any],
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market_mode: str,
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) -> dict[str, Any]:
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"""Return the only stock contract accepted by heaven trend."""
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pool_row = next(
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(
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dict(row) for key in ("limits", "broken", "down_limits")
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for row in dashboard.get(key) or []
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if str(row.get("code") or "") == stock_code
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),
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{},
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)
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if market_mode == "intraday":
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if self.configured:
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try:
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quote = self._tushare_client().realtime_stock_quote(
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tushare_code(stock_code),
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trade_date,
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)
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return {
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**quote,
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"status": pool_row.get("status") or "普通",
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"seal_amount_million": pool_row.get("seal_amount_million") or 0,
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"open_times": pool_row.get("open_times") or 0,
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"streak": pool_row.get("streak") or 0,
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"precise": True,
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}
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except TushareError:
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pass
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if pool_row:
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return {
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**pool_row,
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"data_source": "dashboard_rt" if dashboard.get("meta", {}).get("realtime") else "dashboard",
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"trade_date": trade_date,
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"realtime": bool(dashboard.get("meta", {}).get("realtime")),
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"precise": False,
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}
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return {
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"code": stock_code,
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"name": "--",
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"sector": "其他",
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"trade_date": trade_date,
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"realtime": False,
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"precise": False,
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}
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detail = self.get_stock_detail(stock_code, trade_date, force=True)
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detail_meta = detail.get("meta") or {}
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stock = detail.get("stock") or {}
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resolved_date = normalize_date(str(detail_meta.get("trade_date") or trade_date))
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source = str(detail_meta.get("source") or "")
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return {
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"code": stock_code,
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"name": stock.get("name") or pool_row.get("name") or "--",
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"sector": stock.get("industry") or pool_row.get("sector") or "其他",
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"status": pool_row.get("status") or "普通",
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"change": stock.get("change") or 0,
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"turnover_rate": stock.get("turnover_rate") or 0,
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"amount_billion": stock.get("amount_billion") or 0,
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"seal_amount_million": pool_row.get("seal_amount_million") or 0,
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"open_times": pool_row.get("open_times") or 0,
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"streak": pool_row.get("streak") or 0,
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"data_source": source,
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"trade_date": resolved_date,
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"realtime": False,
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"precise": source == "tushare" and resolved_date == trade_date,
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}
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def _heaven_index_context(
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self,
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trade_date: str,
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dashboard: dict[str, Any],
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market_mode: str = "historical",
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) -> dict[str, Any]:
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cached = self.database.get_data_snapshot("heaven_indices", trade_date)
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cached_valid = False
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if cached:
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cached_rows = list(cached.get("indices") or [])
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cached_dates = {
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str(row.get("trade_date") or "").replace("-", "")
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for row in cached_rows
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}
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cached_valid = (
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len(cached_rows) == 3
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and cached_dates == {trade_date}
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and bool(cached.get("precise"))
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and not cached.get("realtime")
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and str(cached.get("source") or "") == "tushare"
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and int(cached.get("schema_version") or 0) >= 3
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)
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if market_mode != "intraday" and cached_valid:
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return cached
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if not self.configured:
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error = "Tushare Token 未配置"
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else:
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try:
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client = self._tushare_client()
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if market_mode == "intraday":
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payload = self._aggregate_index_context(trade_date)
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payload["schema_version"] = 3
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return payload
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payload = client.market_indices(trade_date)
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payload["schema_version"] = 3
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if market_mode == "closed":
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payload["finalized"] = True
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self.database.save_data_snapshot(
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"heaven_indices",
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trade_date,
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str(payload.get("source") or "tushare"),
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payload,
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)
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return payload
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except Exception as exc:
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error = str(exc)
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overview = dashboard.get("overview") or {}
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up_count = float(overview.get("up_count") or 0)
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down_count = float(overview.get("down_count") or 0)
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breadth = (up_count - down_count) / max(up_count + down_count, 1)
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return {
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"source": "market_breadth_proxy",
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"trade_date": trade_date,
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"realtime": False,
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"precise": False,
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"schema_version": 3,
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"notice": f"指数数据不可用，当前以市场宽度代理：{error}",
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"indices": [],
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"aggregate": {
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"average_pct_chg": round(breadth * 2.5, 3),
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"average_return_5d": 0,
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"average_return_20d": 0,
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},
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}
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def _aggregate_index_context(
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self,
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trade_date: str,
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tushare_error: str = "",
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) -> dict[str, Any]:
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quotes = self.realtime_aggregator.tencent_indices()
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epochs = [int(item.get("quote_time_epoch") or 0) for item in quotes]
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quote_dates = {
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datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
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for epoch in epochs if epoch
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}
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if len(quotes) != 3 or quote_dates != {trade_date}:
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raise ValueError("腾讯三大指数日期与目标交易日不一致")
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now = datetime.now().astimezone()
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max_skew = 120 if now.hour >= 15 else 15
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if max(epochs) - min(epochs) > max_skew:
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raise ValueError(f"腾讯三大指数时间差超过{max_skew}秒")
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code_map = {
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"000001": "000001.SH",
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"399001": "399001.SZ",
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"399006": "399006.SZ",
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}
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client = self._tushare_client()
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indices = []
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start_date = (
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datetime.strptime(trade_date, "%Y%m%d") - timedelta(days=20)
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).strftime("%Y%m%d")
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for quote in quotes:
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ts_code = code_map[str(quote.get("code") or "")]
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history = client.query(
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"index_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,close,pct_chg",
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)
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history.sort(key=lambda item: str(item.get("trade_date") or ""))
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completed_closes = [
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float(item.get("close") or 0)
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for item in history
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if str(item.get("trade_date") or "") < trade_date
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and float(item.get("close") or 0) > 0
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]
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close_5d = (
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completed_closes[-5]
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if len(completed_closes) >= 5
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else completed_closes[0] if completed_closes else 0
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)
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close = float(quote.get("price") or 0)
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indices.append(
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{
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"ts_code": ts_code,
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"name": quote.get("name") or ts_code,
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"trade_date": trade_date,
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"close": close,
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"pct_chg": round(float(quote.get("change") or 0), 3),
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"return_5d": round((close / close_5d - 1) * 100, 3) if close_5d else 0,
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"return_20d": 0,
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"amount_billion": float(quote.get("amount_billion") or 0),
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"quote_time": quote.get("quote_time") or "",
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}
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)
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return {
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"trade_date": trade_date,
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"source": "+".join(
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sorted({str(item.get("source") or "web_quote") for item in quotes})
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+ ["tushare_index_daily"]
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),
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"realtime": True,
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"precise": True,
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"indices": indices,
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"aggregate": {
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"average_pct_chg": round(
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sum(item["pct_chg"] for item in indices) / len(indices), 3
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),
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"average_return_5d": round(
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sum(item["return_5d"] for item in indices) / len(indices), 3
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),
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"average_return_20d": 0,
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},
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"quote_time_skew_seconds": max(epochs) - min(epochs),
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"notice": (
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"指数实时行情来自腾讯行情，5日趋势来自Tushare历史指数。"
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+ (f" Tushare实时指数未使用：{tushare_error}" if tushare_error else "")
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),
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}
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def _heaven_sector_context(
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self,
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identifier: str,
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trade_date: str,
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market_mode: str = "historical",
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) -> dict[str, Any] | None:
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"""Return the Shenwan L2 sector context for heaven trend.
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观势行业层只使用申万二级行业。外显盘中使用 rt_sw_k、历史使用
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sw_daily；内核独立使用目标日期成分股行情聚合。收盘过渡期在
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sw_daily 入库前接受同日15:00后的 rt_sw_k 收盘快照。
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"""
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cache_key = f"{trade_date}:{identifier.strip().lower()}"
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cached = self.database.get_data_snapshot("heaven_sector", cache_key)
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cached_date = str((cached or {}).get("trade_date") or "").replace("-", "")
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cached_valid = bool(
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cached
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and cached_date == trade_date
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and cached.get("taxonomy") == "sw_l2"
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and cached.get("inner_precise", cached.get("precise"))
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and cached.get("outer_precise", cached.get("precise"))
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and not cached.get("realtime")
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and int(cached.get("schema_version") or 0) >= 6
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)
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if market_mode != "intraday" and cached_valid:
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return cached
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if not self.configured:
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return None
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try:
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payload = self._tushare_client().sw_sector_snapshot(
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tushare_code(identifier),
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trade_date,
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realtime_expected=market_mode == "intraday",
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allow_realtime_close=market_mode == "closed",
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)
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except TushareError as exc:
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if cached_valid:
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return cached
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return {
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"name": "",
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"code": "",
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"taxonomy": "sw_l2",
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"source": "tushare",
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"trade_date": trade_date,
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"realtime": market_mode == "intraday",
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"precise": False,
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"inner_precise": False,
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"outer_precise": False,
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"coverage": 0,
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"member_count": 0,
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"quote_count": 0,
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"error": f"申万二级行业数据获取失败：{exc}",
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}
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if not payload.get("realtime") and payload.get("precise"):
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self.database.save_data_snapshot(
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"heaven_sector",
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cache_key,
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str(payload.get("source") or "tushare"),
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payload,
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)
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return payload
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