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适配mysql

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This commit is contained in:
yangfan
2026-05-13 17:46:03 +08:00
parent 81dc55baaf
commit 61cc29d7b3
12 changed files with 456 additions and 114 deletions
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internal/service/limit_board_break_next_performance_service.go
+22 -23
View File
@@ -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
}