适配mysql

This commit is contained in:
2026-05-13 17:46:03 +08:00
parent 81dc55baaf
commit 61cc29d7b3
12 changed files with 456 additions and 114 deletions
+23 -23
View File
@@ -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
}