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彻底解决 sql 兼容性问题

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mianyang
2026-05-13 21:26:22 +08:00
parent 61cc29d7b3
commit 50b10fa880
13 changed files with 109 additions and 559 deletions
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internal/api/limit_board_handler.go
+12 -2
View File
@@ -112,8 +112,8 @@ func parseSecondCalRequest(c *gin.Context) (model.SecondCalRequest, error) {
// includePagination 为 false 时跳过分页参数，供 CSV 导出复用同一套日期和过滤条件解析逻辑。
func parseLimitBreakNextPerformanceRequest(c *gin.Context, includePagination bool) (model.LimitBreakNextPerformanceRequest, error) {
req := model.LimitBreakNextPerformanceRequest{
TradeStartDate: strings.TrimSpace(c.DefaultQuery("tradeStartDate", c.Query("start_date"))),
TradeEndDate: strings.TrimSpace(c.DefaultQuery("tradeEndDate", c.Query("end_date"))),
TradeStartDate: firstNonEmptyQuery(c, "tradeStartDate", "trade_start_date", "start_date"),
TradeEndDate: firstNonEmptyQuery(c, "tradeEndDate", "trade_end_date", "end_date"),
Page: 1,
PageSize: 20,
}
@@ -159,6 +159,16 @@ func parseLimitBreakNextPerformanceRequest(c *gin.Context, includePagination boo
return req, nil
}
// firstNonEmptyQuery 按优先级读取第一个非空查询参数。
func firstNonEmptyQuery(c *gin.Context, keys ...string) string {
for _, key := range keys {
if value := strings.TrimSpace(c.Query(key)); value != "" {
return value
}
}
return ""
}
// parseOptionalBoolQuery 从多个兼容参数名中读取可选布尔值。
//
// 返回 nil 表示用户没有传入该过滤项；返回 *bool 表示需要按 true/false 过滤。
internal/api/limit_second_profit_csv_handler.go
+22 -18
View File
@@ -11,7 +11,6 @@ import (
"time"
"github.com/gin-gonic/gin"
"level_go/internal/dbcompat"
)
const (
@@ -337,16 +336,21 @@ func validateSecondProfitDateRange(startDate, endDate string) error {
// SQL 先找出“前一日涨停、前两日未涨停、当日继续涨停”的股票，再补齐 T+1 行情；
// Go 代码负责应用动态过滤条件并计算开盘、最高、最低、收盘相对 T 日收盘的收益率。
func (h *LimitBoardHandler) loadSecondProfitRows(req secondProfitQuery) ([]secondProfitCSVRow, error) {
seeds, err := dbcompat.LoadSSEOpenCalendarSeeds(h.Service.DB, req.TradeStartDate, req.TradeEndDate)
if err != nil {
return nil, err
}
if len(seeds) == 0 {
return []secondProfitCSVRow{}, nil
}
calendarTable, calendarArgs := dbcompat.CalendarSeedTable(seeds)
query := `
WITH calendar AS (
SELECT
cal_date AS trade_date,
LAG(cal_date) OVER (ORDER BY cal_date) AS previous_trade_date,
LAG(cal_date, 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
LEAD(cal_date) OVER (ORDER BY cal_date) AS next_trade_date
FROM trade_calendar
WHERE exchange = 'SSE' AND is_open = 1
),
calendar_window AS (
SELECT *
FROM calendar
WHERE trade_date BETWEEN ? AND ?
)
SELECT
DATE_FORMAT(c.trade_date, '%Y-%m-%d') AS trade_date,
DATE_FORMAT(c.previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
@@ -374,28 +378,28 @@ SELECT
nd.high AS next_high,
nd.low AS next_low,
nd.close AS next_close
FROM (` + calendarTable + `) c
FROM calendar_window c
INNER JOIN stock_limit_combined_data l
ON l.trade_date = c.trade_date AND l.final_status = 1
INNER JOIN stock_limit_combined_data pl
ON ` + dbcompat.TsCodeEqual("pl.ts_code", "l.ts_code") + ` AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
ON pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
LEFT JOIN stock_limit_combined_data ppl
ON ` + dbcompat.TsCodeEqual("ppl.ts_code", "l.ts_code") + ` AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
ON ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
LEFT JOIN stock_daily d
ON ` + dbcompat.TsCodeEqual("l.ts_code", "d.ts_code") + ` AND d.trade_date = l.trade_date
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
LEFT JOIN stock_daily pd
ON ` + dbcompat.TsCodeEqual("l.ts_code", "pd.ts_code") + ` AND pd.trade_date = c.previous_trade_date
ON l.ts_code = pd.ts_code AND pd.trade_date = c.previous_trade_date
LEFT JOIN stock_daily ppd
ON ` + dbcompat.TsCodeEqual("l.ts_code", "ppd.ts_code") + ` AND ppd.trade_date = c.previous_two_trade_date
ON l.ts_code = ppd.ts_code AND ppd.trade_date = c.previous_two_trade_date
LEFT JOIN stock_daily nd
ON ` + dbcompat.TsCodeEqual("l.ts_code", "nd.ts_code") + ` AND nd.trade_date = c.next_trade_date
ON l.ts_code = nd.ts_code AND nd.trade_date = c.next_trade_date
WHERE c.previous_trade_date IS NOT NULL
AND c.previous_two_trade_date IS NOT NULL
AND ppl.ts_code IS NULL
ORDER BY c.trade_date ASC, l.ts_code ASC`
var rawRows []secondProfitCSVRow
if err := h.Service.DB.Raw(query, calendarArgs...).Scan(&rawRows).Error; err != nil {
if err := h.Service.DB.Raw(query, req.TradeStartDate, req.TradeEndDate).Scan(&rawRows).Error; err != nil {
return nil, err
}