适配mysql

internal/api/limit_second_profit_csv_handler.go

@@ -11,6 +11,7 @@ import (
 	"time"
 
 	"github.com/gin-gonic/gin"
+	"level_go/internal/dbcompat"
 )
 
 const (
@@ -336,21 +337,21 @@ 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 open_calendar AS (
-	SELECT
-		DATE_FORMAT(cal_date, '%Y-%m-%d') AS trade_date,
-		LAG(DATE_FORMAT(cal_date, '%Y-%m-%d'), 1) OVER (ORDER BY cal_date) AS previous_trade_date,
-		LAG(DATE_FORMAT(cal_date, '%Y-%m-%d'), 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
-		LEAD(DATE_FORMAT(cal_date, '%Y-%m-%d'), 1) OVER (ORDER BY cal_date) AS next_trade_date
-	FROM trade_calendar
-	WHERE exchange = 'SSE' AND is_open = 1
-)
 SELECT
-	c.trade_date,
-	c.previous_trade_date,
-	c.previous_two_trade_date,
-	COALESCE(c.next_trade_date, '') AS next_trade_date,
+	DATE_FORMAT(c.trade_date, '%Y-%m-%d') AS trade_date,
+	DATE_FORMAT(c.previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
+	DATE_FORMAT(c.previous_two_trade_date, '%Y-%m-%d') AS previous_two_trade_date,
+	COALESCE(DATE_FORMAT(c.next_trade_date, '%Y-%m-%d'), '') AS next_trade_date,
 	l.ts_code,
 	COALESCE(l.symbol, '') AS symbol,
 	COALESCE(l.name, '') AS name,
@@ -373,29 +374,28 @@ SELECT
 	nd.high AS next_high,
 	nd.low AS next_low,
 	nd.close AS next_close
-FROM open_calendar c
+FROM (` + calendarTable + `) 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 pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
+	ON ` + dbcompat.TsCodeEqual("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 ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
+	ON ` + dbcompat.TsCodeEqual("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 l.ts_code = d.ts_code AND d.trade_date = l.trade_date
+	ON ` + dbcompat.TsCodeEqual("l.ts_code", "d.ts_code") + ` AND d.trade_date = l.trade_date
 LEFT JOIN stock_daily pd
-	ON l.ts_code = pd.ts_code AND pd.trade_date = c.previous_trade_date
+	ON ` + dbcompat.TsCodeEqual("l.ts_code", "pd.ts_code") + ` AND pd.trade_date = c.previous_trade_date
 LEFT JOIN stock_daily ppd
-	ON l.ts_code = ppd.ts_code AND ppd.trade_date = c.previous_two_trade_date
+	ON ` + dbcompat.TsCodeEqual("l.ts_code", "ppd.ts_code") + ` AND ppd.trade_date = c.previous_two_trade_date
 LEFT JOIN stock_daily nd
-	ON l.ts_code = nd.ts_code AND nd.trade_date = c.next_trade_date
-WHERE c.trade_date BETWEEN ? AND ?
-	AND c.previous_trade_date IS NOT NULL
+	ON ` + dbcompat.TsCodeEqual("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, req.TradeStartDate, req.TradeEndDate).Scan(&rawRows).Error; err != nil {
+	if err := h.Service.DB.Raw(query, calendarArgs...).Scan(&rawRows).Error; err != nil {
 		return nil, err
 	}
 

internal/dbcompat/dbcompat.go

@@ -0,0 +1,147 @@
+package dbcompat
+
+import (
+	"strings"
+
+	"gorm.io/gorm"
+)
+
+// CalendarSeed is a MySQL-version-neutral replacement for LAG/LEAD over the
+// trade calendar. Keeping the adjacent dates in Go avoids depending on MySQL 8.
+type CalendarSeed struct {
+	TradeDate            string
+	PreviousTradeDate    string
+	PreviousTwoTradeDate string
+	NextTradeDate        string
+}
+
+type calendarDateRow struct {
+	TradeDate string `gorm:"column:trade_date"`
+}
+
+type columnCollationRow struct {
+	CollationName string `gorm:"column:collation_name"`
+}
+
+// LoadSSEOpenCalendarSeeds loads all SSE open dates and builds the date window
+// needed by range queries. The returned seeds are limited to [startDate, endDate].
+func LoadSSEOpenCalendarSeeds(db *gorm.DB, startDate, endDate string) ([]CalendarSeed, error) {
+	var rows []calendarDateRow
+	if err := db.Table("trade_calendar").
+		Select("DATE_FORMAT(cal_date, '%Y-%m-%d') AS trade_date").
+		Where("exchange = ? AND is_open = ?", "SSE", 1).
+		Order("cal_date ASC").
+		Scan(&rows).Error; err != nil {
+		return nil, err
+	}
+
+	seeds := make([]CalendarSeed, 0)
+	for i, row := range rows {
+		if row.TradeDate < startDate || row.TradeDate > endDate {
+			continue
+		}
+
+		seed := CalendarSeed{TradeDate: row.TradeDate}
+		if i > 0 {
+			seed.PreviousTradeDate = rows[i-1].TradeDate
+		}
+		if i > 1 {
+			seed.PreviousTwoTradeDate = rows[i-2].TradeDate
+		}
+		if i+1 < len(rows) {
+			seed.NextTradeDate = rows[i+1].TradeDate
+		}
+		seeds = append(seeds, seed)
+	}
+
+	return seeds, nil
+}
+
+// CalendarSeedTable converts calendar seeds into a derived table that works on
+// MySQL 5.7, MySQL 8, and MariaDB without CTE/window-function support.
+func CalendarSeedTable(seeds []CalendarSeed) (string, []any) {
+	if len(seeds) == 0 {
+		return `SELECT
+	CAST(NULL AS DATE) AS trade_date,
+	CAST(NULL AS DATE) AS previous_trade_date,
+	CAST(NULL AS DATE) AS previous_two_trade_date,
+	CAST(NULL AS DATE) AS next_trade_date
+WHERE 1 = 0`, nil
+	}
+
+	parts := make([]string, 0, len(seeds))
+	args := make([]any, 0, len(seeds)*4)
+	for _, seed := range seeds {
+		parts = append(parts, `SELECT
+	CAST(? AS DATE) AS trade_date,
+	CAST(? AS DATE) AS previous_trade_date,
+	CAST(? AS DATE) AS previous_two_trade_date,
+	CAST(? AS DATE) AS next_trade_date`)
+		args = append(args,
+			nullableDate(seed.TradeDate),
+			nullableDate(seed.PreviousTradeDate),
+			nullableDate(seed.PreviousTwoTradeDate),
+			nullableDate(seed.NextTradeDate),
+		)
+	}
+
+	return strings.Join(parts, "\nUNION ALL\n"), args
+}
+
+// TsCodeEqual keeps joins free of hard-coded COLLATE clauses. This avoids
+// binding SQL to MySQL-8-only collations while preserving index-friendly joins.
+func TsCodeEqual(left, right string) string {
+	return left + " = " + right
+}
+
+// ColumnCollation returns the current database collation for one column.
+func ColumnCollation(db *gorm.DB, tableName, columnName string) (string, error) {
+	var row columnCollationRow
+	err := db.Raw(`
+SELECT COLLATION_NAME AS collation_name
+FROM information_schema.COLUMNS
+WHERE TABLE_SCHEMA = DATABASE()
+	AND TABLE_NAME = ?
+	AND COLUMN_NAME = ?
+LIMIT 1`, tableName, columnName).Scan(&row).Error
+	if err != nil {
+		return "", err
+	}
+	return row.CollationName, nil
+}
+
+// TsCodeEqualUnicode compares a utf8mb4_unicode_ci column with a column that
+// may be utf8mb4_0900_ai_ci. utf8mb4_unicode_ci exists on both MySQL 5.7 and 8.
+func TsCodeEqualUnicode(left, right string) string {
+	return left + " = " + right + " COLLATE utf8mb4_unicode_ci"
+}
+
+// TsCodeEqualRightCollation compares two stock-code columns using a collation
+// known to exist on the connected database. This avoids MySQL-version-specific
+// literals while preserving the fast side of joins such as stock_daily.ts_code.
+func TsCodeEqualRightCollation(left, right, collation string) string {
+	if !safeCollationName(collation) {
+		return TsCodeEqual(left, right)
+	}
+	return left + " = " + right + " COLLATE " + collation
+}
+
+func safeCollationName(collation string) bool {
+	if collation == "" {
+		return false
+	}
+	for _, r := range collation {
+		if (r >= 'a' && r <= 'z') || (r >= 'A' && r <= 'Z') || (r >= '0' && r <= '9') || r == '_' {
+			continue
+		}
+		return false
+	}
+	return true
+}
+
+func nullableDate(date string) any {
+	if strings.TrimSpace(date) == "" {
+		return nil
+	}
+	return date
+}

internal/model/limit_board.go

@@ -157,6 +157,8 @@ type SecondCalStock struct {
 	TClose                 *float64 `json:"t_close"`                  // T 日收盘价。
 	TPctChg                *float64 `json:"t_pct_chg"`                // T 日收盘涨跌幅。
 	Status                 string   `json:"status"`                   // T 日二板状态：limit 表示封板，break 表示炸板。
+	FirstLimitTime         string   `json:"first_limit_time"`         // T 日二板首次涨停时间，格式化为 HH:MM:SS。
+	OpenTimes              *int     `json:"open_times"`               // T 日二板开板次数。
 	NextHigh               *float64 `json:"next_high"`                // T+1 日最高价。
 	NextClose              *float64 `json:"next_close"`               // T+1 日收盘价。
 	NextIntradayProfitable *bool    `json:"next_intraday_profitable"` // T+1 盘中最高价是否高于 T 日最高价。

internal/service/limit_board_break_next_performance_service.go

@@ -5,6 +5,7 @@ import (
 	"strconv"
 	"strings"
 
+	"level_go/internal/dbcompat"
 	"level_go/internal/model"
 )
 
@@ -104,17 +105,18 @@ 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 open_calendar AS (
-	SELECT
-		cal_date AS trade_date,
-		LAG(cal_date, 1) 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, 1) OVER (ORDER BY cal_date) AS next_trade_date
-	FROM trade_calendar
-	WHERE exchange = 'SSE' AND is_open = 1
-),
-candidate AS (
+SELECT *
+FROM (
 	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,
@@ -141,34 +143,31 @@ candidate AS (
 		nd.high AS next_high,
 		nd.low AS next_low,
 		nd.close AS next_close
-	FROM open_calendar c
+	FROM (` + calendarTable + `) 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 pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
+		ON ` + dbcompat.TsCodeEqual("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 ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
+		ON ` + dbcompat.TsCodeEqual("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 d.ts_code = l.ts_code AND d.trade_date = c.trade_date
+		ON ` + dbcompat.TsCodeEqual("d.ts_code", "l.ts_code") + ` AND d.trade_date = c.trade_date
 	LEFT JOIN stock_daily pd
-		ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
+		ON ` + dbcompat.TsCodeEqual("pd.ts_code", "l.ts_code") + ` AND pd.trade_date = c.previous_trade_date
 	LEFT JOIN stock_daily nd
-		ON nd.ts_code = l.ts_code AND nd.trade_date = c.next_trade_date
+		ON ` + dbcompat.TsCodeEqual("nd.ts_code", "l.ts_code") + ` AND nd.trade_date = c.next_trade_date
 	LEFT JOIN stock_basic sb
-		ON sb.ts_code = l.ts_code COLLATE utf8mb4_unicode_ci
-	WHERE c.trade_date BETWEEN ? AND ?
-		AND c.previous_trade_date IS NOT NULL
+		ON ` + dbcompat.TsCodeEqualUnicode("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
-)
-SELECT *
-FROM candidate
+) candidate
 WHERE previous_close IS NOT NULL
 	AND t_close IS NOT NULL
 ORDER BY trade_date ASC, ts_code ASC`
 
 	var rows []limitBreakNextPerformanceRow
-	err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
+	err = s.DB.Raw(query, calendarArgs...).Scan(&rows).Error
 	return rows, err
 }
 

internal/service/limit_board_open_compare_service.go

@@ -6,6 +6,7 @@ import (
 	"strconv"
 	"strings"
 
+	"level_go/internal/dbcompat"
 	"level_go/internal/model"
 )
 
@@ -146,7 +147,7 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
 		(? <> '' AND NOT EXISTS (
 			SELECT 1
 			FROM stock_limit_combined_data ppl
-			WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1
+			WHERE ` + dbcompat.TsCodeEqual("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,
@@ -164,11 +165,11 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
 		l.calc_vol AS vol
 	FROM stock_limit_combined_data l
 	LEFT JOIN stock_daily d
-		ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
+		ON ` + dbcompat.TsCodeEqual("l.ts_code", "d.ts_code") + ` AND d.trade_date = l.trade_date
 	LEFT JOIN stock_daily pd
-		ON l.ts_code = pd.ts_code AND pd.trade_date = ?
+		ON ` + dbcompat.TsCodeEqual("l.ts_code", "pd.ts_code") + ` AND pd.trade_date = ?
 	INNER JOIN stock_limit_combined_data pl
-		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
+		ON ` + dbcompat.TsCodeEqual("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

@@ -3,6 +3,7 @@ package service
 import (
 	"sort"
 
+	"level_go/internal/dbcompat"
 	"level_go/internal/model"
 )
 
@@ -93,11 +94,11 @@ func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTrad
 		l.calc_vol AS vol
 	FROM stock_limit_combined_data l
 	LEFT JOIN stock_daily d
-		ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
+		ON ` + dbcompat.TsCodeEqual("l.ts_code", "d.ts_code") + ` AND d.trade_date = l.trade_date
 	LEFT JOIN stock_daily pd
-		ON l.ts_code = pd.ts_code AND pd.trade_date = ?
+		ON ` + dbcompat.TsCodeEqual("l.ts_code", "pd.ts_code") + ` AND pd.trade_date = ?
 	INNER JOIN stock_limit_combined_data pl
-		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
+		ON ` + dbcompat.TsCodeEqual("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

@@ -3,6 +3,7 @@ package service
 import (
 	"sort"
 
+	"level_go/internal/dbcompat"
 	"level_go/internal/model"
 )
 
@@ -146,7 +147,7 @@ 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 l.ts_code = d.ts_code AND d.trade_date = l.trade_date
+		ON ` + dbcompat.TsCodeEqual("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

@@ -3,6 +3,7 @@ package service
 import (
 	"math"
 
+	"level_go/internal/dbcompat"
 	"level_go/internal/model"
 )
 
@@ -23,6 +24,8 @@ type secondCalRow struct {
 	TClose               *float64 `gorm:"column:t_close"`                 // T 日收盘价。
 	TPctChg              *float64 `gorm:"column:t_pct_chg"`               // T 日收盘涨跌幅。
 	Status               string   `gorm:"column:status"`                  // T 日二板状态。
+	FirstLimitTime       *string  `gorm:"column:first_limit_time"`        // T 日首次涨停时间。
+	OpenTimes            *int     `gorm:"column:open_times"`              // T 日开板次数。
 	NextHigh             *float64 `gorm:"column:next_high"`               // T+1 日最高价。
 	NextClose            *float64 `gorm:"column:next_close"`              // T+1 日收盘价。
 }
@@ -85,29 +88,19 @@ 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) {
-	query := `
-WITH open_calendar AS (
-	SELECT
-		cal_date AS trade_date,
-		LAG(cal_date, 1) 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, 1) 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 open_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 {
+	seeds, err := dbcompat.LoadSSEOpenCalendarSeeds(s.DB, startDate, endDate)
+	if 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))
@@ -119,17 +112,41 @@ ORDER BY trade_date ASC`
 
 // 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 open_calendar AS (
-	SELECT
-		cal_date AS trade_date,
-		LAG(cal_date, 1) 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, 1) OVER (ORDER BY cal_date) AS next_trade_date
-	FROM trade_calendar
-	WHERE exchange = 'SSE' AND is_open = 1
-),
-candidate AS (
+SELECT
+	DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date,
+	DATE_FORMAT(previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
+	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,
+	COALESCE(symbol, '') AS symbol,
+	ts_code,
+	name,
+	market,
+	industry,
+	previous_close,
+	limit_price,
+	t_high,
+	t_close,
+	t_pct_chg,
+	status,
+	first_limit_time,
+	open_times,
+	next_high,
+	next_close
+FROM (
 	SELECT
 		c.trade_date,
 		c.previous_trade_date,
@@ -159,45 +176,41 @@ candidate AS (
 			WHEN d.close < d.high THEN 'break'
 			ELSE 'unknown'
 		END AS status,
+		CASE
+			WHEN ABS(d.close - d.high) < 0.0001
+				THEN NULLIF(NULLIF(TRIM(tlu.first_time), ''), 'None')
+			WHEN d.close < d.high
+				THEN NULLIF(NULLIF(TRIM(tlz.first_time), ''), 'None')
+			ELSE NULL
+		END AS first_limit_time,
+		CASE
+			WHEN ABS(d.close - d.high) < 0.0001 THEN tlu.open_times
+			WHEN d.close < d.high THEN tlz.open_times
+			ELSE NULL
+		END AS open_times,
 		nd.high AS next_high,
 		nd.close AS next_close
-	FROM open_calendar c
+	FROM (` + calendarTable + `) 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 ppl.ts_code = pl.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.` + "`limit`" + ` = 'U'
+		ON ` + dbcompat.TsCodeEqual("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 d.ts_code = pl.ts_code COLLATE utf8mb4_0900_ai_ci AND d.trade_date = c.trade_date
+		ON ` + dbcompat.TsCodeEqualRightCollation("d.ts_code", "pl.ts_code", stockDailyTsCodeCollation) + ` AND d.trade_date = c.trade_date
 	LEFT JOIN stock_daily nd
-		ON nd.ts_code = pl.ts_code COLLATE utf8mb4_0900_ai_ci AND nd.trade_date = c.next_trade_date
+		ON ` + dbcompat.TsCodeEqualRightCollation("nd.ts_code", "pl.ts_code", stockDailyTsCodeCollation) + ` 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'
+	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'
 	LEFT JOIN stock_basic sb
-		ON sb.ts_code = pl.ts_code COLLATE utf8mb4_unicode_ci
-	WHERE c.trade_date BETWEEN ? AND ?
-		AND c.previous_trade_date IS NOT NULL
+		ON ` + dbcompat.TsCodeEqual("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
 		AND d.high IS NOT NULL
 		AND d.close IS NOT NULL
-)
-SELECT
-	DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date,
-	DATE_FORMAT(previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
-	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,
-	COALESCE(symbol, '') AS symbol,
-	ts_code,
-	name,
-	market,
-	industry,
-	previous_close,
-	limit_price,
-	t_high,
-	t_close,
-	t_pct_chg,
-	status,
-	next_high,
-	next_close
-FROM candidate
+) candidate
 WHERE previous_close IS NOT NULL
 	AND limit_price IS NOT NULL
 	AND limit_price > 0
@@ -206,7 +219,7 @@ WHERE previous_close IS NOT NULL
 ORDER BY trade_date ASC, ts_code ASC`
 
 	var rows []secondCalRow
-	err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
+	err = s.DB.Raw(query, calendarArgs...).Scan(&rows).Error
 	return rows, err
 }
 
@@ -228,9 +241,13 @@ func buildSecondCalStock(row secondCalRow) model.SecondCalStock {
 		TClose:               row.TClose,
 		TPctChg:              row.TPctChg,
 		Status:               row.Status,
+		OpenTimes:            row.OpenTimes,
 		NextHigh:             row.NextHigh,
 		NextClose:            row.NextClose,
 	}
+	if row.FirstLimitTime != nil {
+		item.FirstLimitTime = formatLimitTime(*row.FirstLimitTime)
+	}
 
 	if row.THigh != nil && *row.THigh > 0 && row.NextHigh != nil {
 		// T+1 盘中盈利统一按 T+1 最高价是否高于 T 日最高价判断。

internal/service/stock_service.go

@@ -5,6 +5,7 @@ import (
 	"sort"
 
 	"gorm.io/gorm"
+	"level_go/internal/dbcompat"
 	"level_go/internal/model"
 )
 
@@ -45,7 +46,7 @@ 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 l.ts_code = d.ts_code AND l.trade_date = d.trade_date
+              LEFT JOIN stock_daily d ON ` + dbcompat.TsCodeEqual("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 {