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彻底解决 sql 兼容性问题

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This commit is contained in:
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/service/limit_board_break_next_performance_service.go
+22 -18
View File
@@ -5,7 +5,6 @@ import (
"strconv"
"strings"
"level_go/internal/dbcompat"
"level_go/internal/model"
)
@@ -105,16 +104,21 @@ func (s *LimitBoardService) ListLimitBreakNextPerformanceStocks(req model.LimitB
//
// 口径：前一交易日涨停、前两交易日未涨停、当前交易日 final_status = 2。
func (s *LimitBoardService) loadLimitBreakNextPerformanceRows(startDate, endDate string) ([]limitBreakNextPerformanceRow, error) {
seeds, err := dbcompat.LoadSSEOpenCalendarSeeds(s.DB, startDate, endDate)
if err != nil {
return nil, err
}
if len(seeds) == 0 {
return []limitBreakNextPerformanceRow{}, 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 *
FROM (
SELECT
@@ -143,21 +147,21 @@ FROM (
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 = 2
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("d.ts_code", "l.ts_code") + ` AND d.trade_date = c.trade_date
ON d.ts_code = l.ts_code AND d.trade_date = c.trade_date
LEFT JOIN stock_daily pd
ON ` + dbcompat.TsCodeEqual("pd.ts_code", "l.ts_code") + ` AND pd.trade_date = c.previous_trade_date
ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
LEFT JOIN stock_daily nd
ON ` + dbcompat.TsCodeEqual("nd.ts_code", "l.ts_code") + ` AND nd.trade_date = c.next_trade_date
ON nd.ts_code = l.ts_code AND nd.trade_date = c.next_trade_date
LEFT JOIN stock_basic sb
ON ` + dbcompat.TsCodeEqualUnicode("sb.ts_code", "l.ts_code") + `
ON sb.ts_code = l.ts_code
WHERE c.previous_trade_date IS NOT NULL
AND c.previous_two_trade_date IS NOT NULL
AND ppl.ts_code IS NULL
@@ -167,7 +171,7 @@ WHERE previous_close IS NOT NULL
ORDER BY trade_date ASC, ts_code ASC`
var rows []limitBreakNextPerformanceRow
err = s.DB.Raw(query, calendarArgs...).Scan(&rows).Error
err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
return rows, err
}
internal/service/limit_board_open_compare_service.go
+4 -5
View File
@@ -6,7 +6,6 @@ import (
"strconv"
"strings"
"level_go/internal/dbcompat"
"level_go/internal/model"
)
@@ -147,7 +146,7 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
(? <> '' AND NOT EXISTS (
SELECT 1
FROM stock_limit_combined_data ppl
WHERE ` + dbcompat.TsCodeEqual("ppl.ts_code", "l.ts_code") + ` AND ppl.trade_date = ? AND ppl.final_status = 1
WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1
)) AS is_first_to_second_board,
COALESCE(l.calc_limit_price, 0) AS limit_price,
COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
@@ -165,11 +164,11 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
l.calc_vol AS vol
FROM stock_limit_combined_data l
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 = ?
ON l.ts_code = pd.ts_code AND pd.trade_date = ?
INNER JOIN stock_limit_combined_data pl
ON ` + dbcompat.TsCodeEqual("pl.ts_code", "l.ts_code") + ` AND pl.trade_date = ? AND pl.final_status = 1
ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
WHERE l.trade_date = ? AND l.final_status = 1
ORDER BY d.pct_chg DESC, l.ts_code ASC`
internal/service/limit_board_open_threshold_service.go
+3 -4
View File
@@ -3,7 +3,6 @@ package service
import (
"sort"
"level_go/internal/dbcompat"
"level_go/internal/model"
)
@@ -94,11 +93,11 @@ func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTrad
l.calc_vol AS vol
FROM stock_limit_combined_data l
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 = ?
ON l.ts_code = pd.ts_code AND pd.trade_date = ?
INNER JOIN stock_limit_combined_data pl
ON ` + dbcompat.TsCodeEqual("pl.ts_code", "l.ts_code") + ` AND pl.trade_date = ? AND pl.final_status = 1
ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
WHERE l.trade_date = ? AND l.final_status = 1
ORDER BY d.pct_chg DESC, l.ts_code ASC`
internal/service/limit_board_overview_service.go
+1 -2
View File
@@ -3,7 +3,6 @@ package service
import (
"sort"
"level_go/internal/dbcompat"
"level_go/internal/model"
)
@@ -147,7 +146,7 @@ func (s *LimitBoardService) loadCurrentLimitStocks(tradeDate string) ([]model.Li
l.calc_vol AS vol
FROM stock_limit_combined_data l
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
WHERE l.trade_date = ? AND l.final_status = 1
ORDER BY d.pct_chg DESC, l.ts_code ASC`
internal/service/second_cal_service.go
+43 -33
View File
@@ -3,7 +3,6 @@ package service
import (
"math"
"level_go/internal/dbcompat"
"level_go/internal/model"
)
@@ -88,19 +87,29 @@ func (s *LimitBoardService) GetSecondCal(req model.SecondCalRequest) (model.Seco
// loadSecondCalDays 查询日期范围内的开市交易日和相邻交易日。
func (s *LimitBoardService) loadSecondCalDays(startDate, endDate string) ([]secondCalDaySeed, map[string]int, error) {
seeds, err := dbcompat.LoadSSEOpenCalendarSeeds(s.DB, startDate, endDate)
if err != nil {
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
)
SELECT
DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date,
COALESCE(DATE_FORMAT(previous_trade_date, '%Y-%m-%d'), '') AS previous_trade_date,
COALESCE(DATE_FORMAT(previous_two_trade_date, '%Y-%m-%d'), '') AS previous_two_trade_date,
COALESCE(DATE_FORMAT(next_trade_date, '%Y-%m-%d'), '') AS next_trade_date
FROM calendar
WHERE trade_date BETWEEN ? AND ?
ORDER BY trade_date ASC`
var days []secondCalDaySeed
if err := s.DB.Raw(query, startDate, endDate).Scan(&days).Error; err != nil {
return nil, nil, err
}
days := make([]secondCalDaySeed, 0, len(seeds))
for _, seed := range seeds {
days = append(days, secondCalDaySeed{
TradeDate: seed.TradeDate,
PreviousTradeDate: seed.PreviousTradeDate,
PreviousTwoTradeDate: seed.PreviousTwoTradeDate,
NextTradeDate: seed.NextTradeDate,
})
}
// 构建交易日到响应数组下标的映射，后续聚合明细时可以 O(1) 定位。
dayIndex := make(map[string]int, len(days))
@@ -112,20 +121,21 @@ func (s *LimitBoardService) loadSecondCalDays(startDate, endDate string) ([]seco
// loadSecondCalRows 查询 T-1 涨停、T-2 未涨停、T 日再次触及涨停价的二板股票。
func (s *LimitBoardService) loadSecondCalRows(startDate, endDate string) ([]secondCalRow, error) {
seeds, err := dbcompat.LoadSSEOpenCalendarSeeds(s.DB, startDate, endDate)
if err != nil {
return nil, err
}
if len(seeds) == 0 {
return []secondCalRow{}, nil
}
calendarTable, calendarArgs := dbcompat.CalendarSeedTable(seeds)
stockDailyTsCodeCollation, err := dbcompat.ColumnCollation(s.DB, "stock_daily", "ts_code")
if err != nil {
return nil, err
}
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(trade_date, '%Y-%m-%d') AS trade_date,
DATE_FORMAT(previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
@@ -190,21 +200,21 @@ FROM (
END AS open_times,
nd.high AS next_high,
nd.close AS next_close
FROM (` + calendarTable + `) c
FROM calendar_window c
INNER JOIN limit_list_d pl
ON pl.trade_date = c.previous_trade_date AND pl.` + "`limit`" + ` = 'U'
LEFT JOIN limit_list_d ppl
ON ` + dbcompat.TsCodeEqual("ppl.ts_code", "pl.ts_code") + ` AND ppl.trade_date = c.previous_two_trade_date AND ppl.` + "`limit`" + ` = 'U'
ON ppl.ts_code = pl.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.` + "`limit`" + ` = 'U'
INNER JOIN stock_daily d
ON ` + dbcompat.TsCodeEqualRightCollation("d.ts_code", "pl.ts_code", stockDailyTsCodeCollation) + ` AND d.trade_date = c.trade_date
ON d.ts_code = pl.ts_code AND d.trade_date = c.trade_date
LEFT JOIN stock_daily nd
ON ` + dbcompat.TsCodeEqualRightCollation("nd.ts_code", "pl.ts_code", stockDailyTsCodeCollation) + ` AND nd.trade_date = c.next_trade_date
ON nd.ts_code = pl.ts_code AND nd.trade_date = c.next_trade_date
LEFT JOIN limit_list_d tlu
ON ` + dbcompat.TsCodeEqual("tlu.ts_code", "pl.ts_code") + ` AND tlu.trade_date = c.trade_date AND tlu.` + "`limit`" + ` = 'U'
ON tlu.ts_code = pl.ts_code AND tlu.trade_date = c.trade_date AND tlu.` + "`limit`" + ` = 'U'
LEFT JOIN limit_list_d tlz
ON ` + dbcompat.TsCodeEqual("tlz.ts_code", "pl.ts_code") + ` AND tlz.trade_date = c.trade_date AND tlz.` + "`limit`" + ` = 'Z'
ON tlz.ts_code = pl.ts_code AND tlz.trade_date = c.trade_date AND tlz.` + "`limit`" + ` = 'Z'
LEFT JOIN stock_basic sb
ON ` + dbcompat.TsCodeEqual("sb.ts_code", "pl.ts_code") + `
ON sb.ts_code = pl.ts_code
WHERE c.previous_trade_date IS NOT NULL
AND c.previous_two_trade_date IS NOT NULL
AND ppl.ts_code IS NULL
@@ -219,7 +229,7 @@ WHERE previous_close IS NOT NULL
ORDER BY trade_date ASC, ts_code ASC`
var rows []secondCalRow
err = s.DB.Raw(query, calendarArgs...).Scan(&rows).Error
err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
return rows, err
}
internal/service/stock_service.go
+1 -2
View File
@@ -5,7 +5,6 @@ import (
"sort"
"gorm.io/gorm"
"level_go/internal/dbcompat"
"level_go/internal/model"
)
@@ -46,7 +45,7 @@ func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.An
// 查询 startDate 当日涨停股，并优先使用涨停合并表中的计算最高价。
query := `SELECT l.ts_code, l.name, d.open, COALESCE(l.calc_high, d.high, 0) AS high FROM stock_limit_combined_data l
LEFT JOIN stock_daily d ON ` + dbcompat.TsCodeEqual("l.ts_code", "d.ts_code") + ` AND l.trade_date = d.trade_date
LEFT JOIN stock_daily d ON l.ts_code = d.ts_code AND l.trade_date = d.trade_date
WHERE l.trade_date = ? AND l.final_status = 1`
if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {