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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_second_profit_csv_handler.go
+22 -18
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@@ -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
}