适配mysql

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。