diff --git a/docs/api-overview.md b/docs/api-overview.md index 46bff07..1ea190f 100644 --- a/docs/api-overview.md +++ b/docs/api-overview.md @@ -4,7 +4,7 @@ - 服务前缀：`/api/v1` - 响应格式：`application/json` -- 当前项目接口总数：5 +- 当前项目接口总数：7 ## 2. 接口列表 @@ -15,6 +15,8 @@ | 股票行情 | `GET` | `/api/v1/stock/kline/:code` | 获取指定股票历史 K 线 | [stock-kline.md](./stock-kline.md) | | 涨停连板 | `GET` | `/api/v1/limit-board/overview` | 获取交易日涨停分组与近 30 日最高板趋势 | [limit-board-overview.md](./limit-board-overview.md) | | 涨停低开分组 | `GET` | `/api/v1/limit-board/open-lower-groups` | 获取查询日和前一交易日均涨停的股票，并按是否低于前一交易日收盘价分组 | [limit-board-open-lower-groups.md](./limit-board-open-lower-groups.md) | +| 涨停开盘阈值分组 | `GET` | `/api/v1/limit-board/open-threshold` | 获取查询日和前一交易日均涨停的股票，并按开盘价是否低于前一交易日收盘价 101% 分组 | [limit-board-open-threshold.md](./limit-board-open-threshold.md) | +| 下载 | `GET` | `/api/v1/download/limit-board/second-board-profit-csv` | 下载符合二板早盘开盘阈值条件的次日盈利 CSV 明细 | [download-second-board-profit-csv.md](./download-second-board-profit-csv.md) | ## 3. 错误响应约定 diff --git a/docs/limit-board-open-lower-groups.md b/docs/limit-board-open-lower-groups.md index d638840..c753d65 100644 --- a/docs/limit-board-open-lower-groups.md +++ b/docs/limit-board-open-lower-groups.md @@ -74,7 +74,7 @@ GET /api/v1/limit-board/open-lower-groups?trade_date=2026-04-24 | `ak_total_market_value` | `number \| null` | AKShare 总市值 | | `ak_turnover_rate` | `number \| null` | AKShare 换手率 | | `ak_seal_amount` | `number \| null` | AKShare 封板资金 | -| `ak_first_limit_time` | `string \| null` | AKShare 首次封板时间 | +| `ak_first_limit_time` | `string \| null` | Tushare 首次封板时间，可能为 `09:35:12` 或 `93200` 这类紧凑格式 | | `ak_last_limit_time` | `string \| null` | AKShare 最后封板时间 | | `ak_break_limit_count` | `int \| null` | AKShare 炸板次数 | | `ak_limit_up_stat` | `string \| null` | AKShare 涨停统计 | @@ -145,12 +145,12 @@ GET /api/v1/limit-board/open-lower-groups?trade_date=2026-04-24 ## 5. 业务规则 -- 只统计指定交易日 `stock_limit_data.status = 1` 且前一交易日 `stock_limit_data.status = 1` 的股票。 +- 只统计指定交易日 `stock_limit_combined_data.final_status = 1` 且前一交易日 `stock_limit_combined_data.final_status = 1` 的股票。 - 前一交易日、前二交易日通过 `trade_calendar` 中 `exchange = 'SSE'` 且 `is_open = 1` 的交易日确定。 - 只有当日 `stock_daily.open` 和前一交易日 `stock_daily.close` 都存在，且 `open < previous_close` 时，股票才会进入 `open_lower_previous_close` 分组。 - 行情缺失、没有前一交易日、或不满足 `open < previous_close` 的股票都会进入 `others` 分组。 - 当指定交易日涨停、前一交易日涨停、前二交易日不涨停时，返回 `is_first_to_second_board = true`，并设置 `highlight_label = "首板进二板"`。 -- 在 `open_lower_previous_close` 分组内，如果同时满足 `is_first_to_second_board = true` 且 `ak_first_limit_time` 早于 `11:00`，返回 `is_first_second_before_eleven = true`，并将 `highlight_label` 设为 `首二一一`。 +- 在 `open_lower_previous_close` 分组内，如果同时满足 `is_first_to_second_board = true` 且 `ak_first_limit_time` 早于 `11:00`，返回 `is_first_second_before_eleven = true`，并将 `highlight_label` 设为 `首二一一`。`93200` 会按 `09:32:00` 处理。 - 每个分组内的 `stocks` 按 `pct_chg` 从大到小排序；如果 `pct_chg` 相同，则按 `ts_code` 升序排序。 ## 6. 错误响应 diff --git a/docs/limit-board-overview.md b/docs/limit-board-overview.md index 8584bcd..3461238 100644 --- a/docs/limit-board-overview.md +++ b/docs/limit-board-overview.md @@ -71,7 +71,7 @@ GET /api/v1/limit-board/overview?trade_date=2026-04-24 | `ak_total_market_value` | `number \| null` | AKShare 总市值 | | `ak_turnover_rate` | `number \| null` | AKShare 换手率 | | `ak_seal_amount` | `number \| null` | AKShare 封板资金 | -| `ak_first_limit_time` | `string \| null` | AKShare 首次封板时间 | +| `ak_first_limit_time` | `string \| null` | Tushare 首次封板时间，可能为 `09:35:12` 或 `93200` 这类紧凑格式 | | `ak_last_limit_time` | `string \| null` | AKShare 最后封板时间 | | `ak_break_limit_count` | `int \| null` | AKShare 炸板次数 | | `ak_limit_up_stat` | `string \| null` | AKShare 涨停统计 | @@ -152,7 +152,7 @@ GET /api/v1/limit-board/overview?trade_date=2026-04-24 ## 6. 业务规则 -- 只统计 `stock_limit_data.status = 1` 的记录，即涨停股票。 +- 只统计 `stock_limit_combined_data.final_status = 1` 的记录，即涨停股票。 - 连板数的计算会结合 `trade_calendar` 开市日历处理，不会被周末或节假日打断。 - 首板、二板、三板等分组由后端直接计算，前端不需要二次处理。 - `summary.max_board_count` 即当天涨停强度最高的板数。 diff --git a/docs/stock-analyze.md b/docs/stock-analyze.md index 262afd1..e77eeec 100644 --- a/docs/stock-analyze.md +++ b/docs/stock-analyze.md @@ -76,7 +76,7 @@ Content-Type: application/json ## 6. 业务规则 -- 仅统计 `stock_limit_data.status = 1` 的涨停股票。 +- 仅统计 `stock_limit_combined_data.final_status = 1` 的涨停股票。 - `start_date` 用于确定样本池，即当日涨停股票。 - `end_date` 用于限定后续表现统计区间。 - 如果某只股票在区间内只有涨停当天数据，则不会进入最终结果。 diff --git a/internal/api/limit_board_handler.go b/internal/api/limit_board_handler.go index e05af69..78de8c9 100644 --- a/internal/api/limit_board_handler.go +++ b/internal/api/limit_board_handler.go @@ -47,3 +47,19 @@ func (h *LimitBoardHandler) GetOpenLowerGroups(c *gin.Context) { c.JSON(http.StatusOK, resp) } + +func (h *LimitBoardHandler) GetOpenThresholdGroups(c *gin.Context) { + var req model.LimitBoardRequest + if err := c.ShouldBindQuery(&req); err != nil || req.TradeDate == "" { + c.JSON(http.StatusBadRequest, gin.H{"error": "trade_date 参数不能为空"}) + return + } + + resp, err := h.Service.GetLimitOpenThresholdGroups(req.TradeDate) + if err != nil { + c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()}) + return + } + + c.JSON(http.StatusOK, resp) +} diff --git a/internal/model/limit_board.go b/internal/model/limit_board.go index 772e441..e487bbf 100644 --- a/internal/model/limit_board.go +++ b/internal/model/limit_board.go @@ -62,6 +62,36 @@ type LimitOpenCompareStock struct { Vol *int64 `json:"vol"` } +type LimitOpenThresholdStock struct { + Symbol string `json:"symbol"` + TsCode string `json:"ts_code"` + Name string `json:"name"` + Market string `json:"market"` + TradeDate string `json:"trade_date"` + HasOpen bool `json:"-"` + Open float64 `json:"open"` + Close float64 `json:"close"` + PreviousTradeDate string `json:"previous_trade_date"` + HasPreviousClose bool `json:"-"` + PreviousClose float64 `json:"previous_close"` + OpenThresholdPrice float64 `json:"open_threshold_price"` + OpenPreviousCloseRatio float64 `json:"open_previous_close_ratio"` + LimitPrice float64 `json:"limit_price"` + PctChg float64 `json:"pct_chg"` + AkAmount *float64 `json:"ak_amount"` + AkFloatMarketValue *float64 `json:"ak_float_market_value"` + AkTotalMarketValue *float64 `json:"ak_total_market_value"` + AkTurnoverRate *float64 `json:"ak_turnover_rate"` + AkSealAmount *float64 `json:"ak_seal_amount"` + AkFirstLimitTime *string `json:"ak_first_limit_time"` + AkLastLimitTime *string `json:"ak_last_limit_time"` + AkBreakLimitCount *int `json:"ak_break_limit_count"` + AkLimitUpStat *string `json:"ak_limit_up_stat"` + AkLimitUpDays *int `json:"ak_limit_up_days"` + AkIndustry *string `json:"ak_industry"` + Vol *int64 `json:"vol"` +} + type LimitOpenCompareGroup struct { Key string `json:"key"` Label string `json:"label"` @@ -69,6 +99,13 @@ type LimitOpenCompareGroup struct { Stocks []LimitOpenCompareStock `json:"stocks"` } +type LimitOpenThresholdGroup struct { + Key string `json:"key"` + Label string `json:"label"` + Count int `json:"count"` + Stocks []LimitOpenThresholdStock `json:"stocks"` +} + type LimitOpenCompareSummary struct { LimitCount int `json:"limit_count"` OpenLowerPreviousCloseCount int `json:"open_lower_previous_close_count"` @@ -77,6 +114,13 @@ type LimitOpenCompareSummary struct { FirstSecondBeforeElevenCount int `json:"first_second_before_eleven_count"` } +type LimitOpenThresholdSummary struct { + LimitCount int `json:"limit_count"` + OpenWithinThresholdCount int `json:"open_within_threshold_count"` + OpenAtOrAboveThresholdCount int `json:"open_at_or_above_threshold_count"` + ThresholdRatio float64 `json:"threshold_ratio"` +} + type LimitOpenCompareResponse struct { TradeDate string `json:"trade_date"` PreviousTradeDate string `json:"previous_trade_date"` @@ -85,6 +129,13 @@ type LimitOpenCompareResponse struct { Groups []LimitOpenCompareGroup `json:"groups"` } +type LimitOpenThresholdResponse struct { + TradeDate string `json:"trade_date"` + PreviousTradeDate string `json:"previous_trade_date"` + Summary LimitOpenThresholdSummary `json:"summary"` + Groups []LimitOpenThresholdGroup `json:"groups"` +} + type LimitBoardGroup struct { BoardCount int `json:"board_count"` Label string `json:"label"` diff --git a/internal/router/router.go b/internal/router/router.go index 0cff153..6558db3 100644 --- a/internal/router/router.go +++ b/internal/router/router.go @@ -13,6 +13,7 @@ func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler, limitBo c.Writer.Header().Set("Access-Control-Allow-Origin", "*") c.Writer.Header().Set("Access-Control-Allow-Methods", "POST, GET, OPTIONS") c.Writer.Header().Set("Access-Control-Allow-Headers", "Content-Type") + c.Writer.Header().Set("Access-Control-Expose-Headers", "Content-Disposition") if c.Request.Method == "OPTIONS" { c.AbortWithStatus(204) return @@ -25,8 +26,19 @@ func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler, limitBo v1.GET("/common/trade-calendar", commonApi.GetTradeCalendar) v1.POST("/stock/analyze", stockApi.Analyze) v1.GET("/stock/kline/:code", stockApi.GetKlineData) - v1.GET("/limit-board/overview", limitBoardApi.GetOverview) - v1.GET("/limit-board/open-lower-groups", limitBoardApi.GetOpenLowerGroups) + + limitBoard := v1.Group("/limit-board") + { + limitBoard.GET("/overview", limitBoardApi.GetOverview) + limitBoard.GET("/open-lower-groups", limitBoardApi.GetOpenLowerGroups) + limitBoard.GET("/open-threshold", limitBoardApi.GetOpenThresholdGroups) + limitBoard.GET("/open-threshold-groups", limitBoardApi.GetOpenThresholdGroups) + } + + download := v1.Group("/download") + { + download.GET("/limit-board/second-board-profit-csv", limitBoardApi.DownloadSecondBoardProfitCSV) + } } return r } diff --git a/internal/service/limit_board_service.go b/internal/service/limit_board_service.go index 78e5164..a672233 100644 --- a/internal/service/limit_board_service.go +++ b/internal/service/limit_board_service.go @@ -14,6 +14,8 @@ type LimitBoardService struct { DB *gorm.DB } +const stockLimitCombinedTable = "stock_limit_combined_data" + type limitBoardHistoryRow struct { TsCode string `gorm:"column:ts_code"` TradeDate string `gorm:"column:trade_date"` @@ -147,6 +149,59 @@ func (s *LimitBoardService) GetLimitOpenCompareGroups(tradeDate string) (model.L return resp, nil } +func (s *LimitBoardService) GetLimitOpenThresholdGroups(tradeDate string) (model.LimitOpenThresholdResponse, error) { + resp := model.LimitOpenThresholdResponse{TradeDate: tradeDate} + const thresholdRatio = 1.01 + + tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate) + if err != nil { + return resp, err + } + if dateIndex == -1 { + resp.Summary.ThresholdRatio = thresholdRatio + resp.Groups = buildLimitOpenThresholdGroups(nil, nil) + return resp, nil + } + + previousTradeDate := "" + if dateIndex > 0 { + previousTradeDate = tradeDates[dateIndex-1] + } + resp.PreviousTradeDate = previousTradeDate + + stocks, err := s.loadLimitOpenThresholdStocks(tradeDate, previousTradeDate) + if err != nil { + return resp, err + } + + withinThresholdStocks := make([]model.LimitOpenThresholdStock, 0) + atOrAboveThresholdStocks := make([]model.LimitOpenThresholdStock, 0) + for _, stock := range stocks { + if stock.HasPreviousClose && stock.PreviousClose > 0 { + stock.OpenThresholdPrice = stock.PreviousClose * thresholdRatio + } + if stock.HasOpen && stock.HasPreviousClose && stock.PreviousClose > 0 { + stock.OpenPreviousCloseRatio = stock.Open / stock.PreviousClose + } + + if stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.OpenThresholdPrice { + withinThresholdStocks = append(withinThresholdStocks, stock) + continue + } + atOrAboveThresholdStocks = append(atOrAboveThresholdStocks, stock) + } + + resp.Summary = model.LimitOpenThresholdSummary{ + LimitCount: len(stocks), + OpenWithinThresholdCount: len(withinThresholdStocks), + OpenAtOrAboveThresholdCount: len(atOrAboveThresholdStocks), + ThresholdRatio: thresholdRatio, + } + resp.Groups = buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks) + + return resp, nil +} + func isBeforeEleven(limitTime *string) bool { if limitTime == nil || *limitTime == "" { return false @@ -164,10 +219,13 @@ func isBeforeEleven(limitTime *string) bool { if len(timeText) < 4 { return false } - if len(timeText) == 4 { + switch len(timeText) { + case 4: timeText += "00" - } - if len(timeText) != 6 { + case 5: + timeText = "0" + timeText + case 6: + default: return false } var err error @@ -202,9 +260,9 @@ func (s *LimitBoardService) buildRecentMaxBoardStats(tradeDates []string, dateIn } var history []limitBoardHistoryRow - if err := s.DB.Table("stock_limit_data"). + if err := s.DB.Table(stockLimitCombinedTable). Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date"). - Where("trade_date BETWEEN ? AND ? AND status = ?", windowDates[0], windowDates[len(windowDates)-1], 1). + Where("trade_date BETWEEN ? AND ? AND final_status = ?", windowDates[0], windowDates[len(windowDates)-1], 1). Order("ts_code ASC, trade_date ASC"). Scan(&history).Error; err != nil { return nil, err @@ -283,25 +341,25 @@ func (s *LimitBoardService) loadCurrentLimitStocks(tradeDate string) ([]model.Li l.name, COALESCE(l.market, '') AS market, DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date, - COALESCE(d.close, l.close, 0) AS close, - COALESCE(l.limit_price, 0) AS limit_price, - COALESCE(d.pct_chg, 0) AS pct_chg, - l.ak_amount, - l.ak_float_market_value, - l.ak_total_market_value, - l.ak_turnover_rate, - l.ak_seal_amount, - l.ak_first_limit_time, - l.ak_last_limit_time, - l.ak_break_limit_count, - l.ak_limit_up_stat, - l.ak_limit_up_days, - l.ak_industry, - l.vol - FROM stock_limit_data l + COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close, + COALESCE(l.calc_limit_price, 0) AS limit_price, + COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg, + l.tushare_amount AS ak_amount, + l.tushare_float_mv AS ak_float_market_value, + l.tushare_total_mv AS ak_total_market_value, + l.tushare_turnover_ratio AS ak_turnover_rate, + l.tushare_fd_amount AS ak_seal_amount, + l.tushare_first_time AS ak_first_limit_time, + l.tushare_last_time AS ak_last_limit_time, + l.tushare_open_times AS ak_break_limit_count, + l.tushare_up_stat AS ak_limit_up_stat, + l.tushare_limit_times AS ak_limit_up_days, + l.tushare_industry AS ak_industry, + l.calc_vol AS vol + FROM stock_limit_combined_data l LEFT JOIN stock_daily d ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date - WHERE l.trade_date = ? AND l.status = 1 + WHERE l.trade_date = ? AND l.final_status = 1 ORDER BY d.pct_chg DESC, l.ts_code ASC` err := s.DB.Raw(query, tradeDate).Scan(&stocks).Error @@ -318,38 +376,38 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date, d.open IS NOT NULL AS has_open, COALESCE(d.open, 0) AS open, - COALESCE(d.close, l.close, 0) AS close, + COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close, ? AS previous_trade_date, ? AS previous_two_trade_date, pd.close IS NOT NULL AS has_previous_close, COALESCE(pd.close, 0) AS previous_close, (? <> '' AND NOT EXISTS ( SELECT 1 - FROM stock_limit_data ppl - WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.status = 1 + FROM stock_limit_combined_data ppl + WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1 )) AS is_first_to_second_board, - COALESCE(l.limit_price, 0) AS limit_price, - COALESCE(d.pct_chg, 0) AS pct_chg, - l.ak_amount, - l.ak_float_market_value, - l.ak_total_market_value, - l.ak_turnover_rate, - l.ak_seal_amount, - l.ak_first_limit_time, - l.ak_last_limit_time, - l.ak_break_limit_count, - l.ak_limit_up_stat, - l.ak_limit_up_days, - l.ak_industry, - l.vol - FROM stock_limit_data l + COALESCE(l.calc_limit_price, 0) AS limit_price, + COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg, + l.tushare_amount AS ak_amount, + l.tushare_float_mv AS ak_float_market_value, + l.tushare_total_mv AS ak_total_market_value, + l.tushare_turnover_ratio AS ak_turnover_rate, + l.tushare_fd_amount AS ak_seal_amount, + l.tushare_first_time AS ak_first_limit_time, + l.tushare_last_time AS ak_last_limit_time, + l.tushare_open_times AS ak_break_limit_count, + l.tushare_up_stat AS ak_limit_up_stat, + l.tushare_limit_times AS ak_limit_up_days, + l.tushare_industry AS ak_industry, + l.calc_vol AS vol + FROM stock_limit_combined_data l LEFT JOIN stock_daily d ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date LEFT JOIN stock_daily pd ON pd.ts_code = l.ts_code AND pd.trade_date = ? - INNER JOIN stock_limit_data pl - ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.status = 1 - WHERE l.trade_date = ? AND l.status = 1 + INNER JOIN stock_limit_combined_data pl + 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` if previousTradeDate == "" { @@ -360,6 +418,52 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD return stocks, err } +func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTradeDate string) ([]model.LimitOpenThresholdStock, error) { + var stocks []model.LimitOpenThresholdStock + query := `SELECT + l.symbol, + l.ts_code, + l.name, + COALESCE(l.market, '') AS market, + DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date, + d.open IS NOT NULL AS has_open, + COALESCE(d.open, 0) AS open, + COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close, + ? AS previous_trade_date, + (pl.calc_close IS NOT NULL OR pl.tushare_close IS NOT NULL OR pd.close IS NOT NULL) AS has_previous_close, + COALESCE(pl.calc_close, pl.tushare_close, pd.close, 0) AS previous_close, + COALESCE(l.calc_limit_price, 0) AS limit_price, + COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg, + l.tushare_amount AS ak_amount, + l.tushare_float_mv AS ak_float_market_value, + l.tushare_total_mv AS ak_total_market_value, + l.tushare_turnover_ratio AS ak_turnover_rate, + l.tushare_fd_amount AS ak_seal_amount, + l.tushare_first_time AS ak_first_limit_time, + l.tushare_last_time AS ak_last_limit_time, + l.tushare_open_times AS ak_break_limit_count, + l.tushare_up_stat AS ak_limit_up_stat, + l.tushare_limit_times AS ak_limit_up_days, + l.tushare_industry AS ak_industry, + l.calc_vol AS vol + FROM stock_limit_combined_data l + LEFT JOIN stock_daily d + ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date + LEFT JOIN stock_daily pd + ON pd.ts_code = l.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 + WHERE l.trade_date = ? AND l.final_status = 1 + ORDER BY d.pct_chg DESC, l.ts_code ASC` + + if previousTradeDate == "" { + return stocks, nil + } + + err := s.DB.Raw(query, previousTradeDate, previousTradeDate, previousTradeDate, tradeDate).Scan(&stocks).Error + return stocks, err +} + func (s *LimitBoardService) loadLimitHistory(stocks []model.LimitBoardStock, tradeDate string) (map[string]map[string]struct{}, error) { codes := make([]string, 0, len(stocks)) for _, stock := range stocks { @@ -367,9 +471,9 @@ func (s *LimitBoardService) loadLimitHistory(stocks []model.LimitBoardStock, tra } var history []limitBoardHistoryRow - if err := s.DB.Table("stock_limit_data"). + if err := s.DB.Table(stockLimitCombinedTable). Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date"). - Where("ts_code IN ? AND trade_date <= ? AND status = ?", codes, tradeDate, 1). + Where("ts_code IN ? AND trade_date <= ? AND final_status = ?", codes, tradeDate, 1). Scan(&history).Error; err != nil { return nil, err } @@ -470,6 +574,33 @@ func buildLimitOpenCompareGroups(openLowerStocks, otherStocks []model.LimitOpenC } } +func buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks []model.LimitOpenThresholdStock) []model.LimitOpenThresholdGroup { + if withinThresholdStocks == nil { + withinThresholdStocks = []model.LimitOpenThresholdStock{} + } + if atOrAboveThresholdStocks == nil { + atOrAboveThresholdStocks = []model.LimitOpenThresholdStock{} + } + + sortLimitOpenThresholdStocks(withinThresholdStocks) + sortLimitOpenThresholdStocks(atOrAboveThresholdStocks) + + return []model.LimitOpenThresholdGroup{ + { + Key: "open_within_previous_close_101", + Label: "开盘价低于前收101%", + Count: len(withinThresholdStocks), + Stocks: withinThresholdStocks, + }, + { + Key: "open_at_or_above_previous_close_101", + Label: "开盘价大于等于前收101%", + Count: len(atOrAboveThresholdStocks), + Stocks: atOrAboveThresholdStocks, + }, + } +} + func sortLimitOpenCompareStocks(stocks []model.LimitOpenCompareStock) { sort.Slice(stocks, func(i, j int) bool { if stocks[i].PctChg == stocks[j].PctChg { @@ -478,3 +609,12 @@ func sortLimitOpenCompareStocks(stocks []model.LimitOpenCompareStock) { return stocks[i].PctChg > stocks[j].PctChg }) } + +func sortLimitOpenThresholdStocks(stocks []model.LimitOpenThresholdStock) { + sort.Slice(stocks, func(i, j int) bool { + if stocks[i].PctChg == stocks[j].PctChg { + return stocks[i].TsCode < stocks[j].TsCode + } + return stocks[i].PctChg > stocks[j].PctChg + }) +} diff --git a/internal/service/stock_service.go b/internal/service/stock_service.go index ee9ddaa..6bd93ae 100644 --- a/internal/service/stock_service.go +++ b/internal/service/stock_service.go @@ -14,7 +14,7 @@ type StockService struct { func (s *StockService) GetHistoryKline(code string) ([]model.StockDaily, error) { var dailies []model.StockDaily - startDate := "2024-09-24" + startDate := "2020-01-02" err := s.DB.Table("stock_daily"). Where("ts_code = ? AND trade_date >= ?", code, startDate). @@ -38,9 +38,9 @@ func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.An } // 查询涨停股 - query := `SELECT l.ts_code, l.name, d.open, d.high FROM stock_limit_data l + 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 - WHERE l.trade_date = ? AND l.status = 1` + WHERE l.trade_date = ? AND l.final_status = 1` if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil { return nil, err