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@@ -72,6 +72,41 @@ func (h *LimitBoardHandler) GetBreakNextPerformance(c *gin.Context) {
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c.JSON(http.StatusOK, resp)
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}
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// GetSecondCal 返回日期范围内的二板日历统计。
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func (h *LimitBoardHandler) GetSecondCal(c *gin.Context) {
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req, err := parseSecondCalRequest(c)
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if err != nil {
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c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
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return
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}
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resp, err := h.Service.GetSecondCal(req)
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if err != nil {
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c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
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return
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}
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c.JSON(http.StatusOK, resp)
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}
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// parseSecondCalRequest 解析二板日历接口的日期范围参数。
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func parseSecondCalRequest(c *gin.Context) (model.SecondCalRequest, error) {
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req := model.SecondCalRequest{
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TradeStartDate: strings.TrimSpace(c.DefaultQuery("tradeStartDate", c.Query("start_date"))),
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TradeEndDate: strings.TrimSpace(c.DefaultQuery("tradeEndDate", c.Query("end_date"))),
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}
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if req.TradeStartDate == "" {
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return req, errors.New("tradeStartDate 参数不能为空")
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}
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if req.TradeEndDate == "" {
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return req, errors.New("tradeEndDate 参数不能为空")
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}
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if err := validateSecondProfitDateRange(req.TradeStartDate, req.TradeEndDate); err != nil {
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return req, err
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}
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return req, nil
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}
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// parseLimitBreakNextPerformanceRequest 解析炸板次日表现接口的查询参数。
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//
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// includePagination 为 false 时跳过分页参数，供 CSV 导出复用同一套日期和过滤条件解析逻辑。
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@@ -15,6 +15,12 @@ type LimitBreakNextPerformanceRequest struct {
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BreakTimeBefore1100 *bool `json:"break_time_before_1100,omitempty"` // 可选过滤：炸板时间是否早于 11:00。
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}
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// SecondCalRequest 是二板日历接口的日期范围请求。
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type SecondCalRequest struct {
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TradeStartDate string `form:"tradeStartDate" json:"trade_start_date"` // 查询起始 T 日。
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TradeEndDate string `form:"tradeEndDate" json:"trade_end_date"` // 查询结束 T 日。
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}
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// LimitBoardStock 表示单只涨停股在涨停概览中的展示数据。
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type LimitBoardStock struct {
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Symbol string `json:"symbol"` // 市场展示用股票代码。
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@@ -134,6 +140,29 @@ type LimitBreakNextPerformanceStock struct {
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NextClosePctChg *float64 `json:"next_close_pct_chg"` // T+1 收盘相对 T 日收盘的收益率。
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}
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// SecondCalStock 表示二板日历中单只二板股票的 T 日和 T+1 表现。
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type SecondCalStock struct {
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TradeDate string `json:"trade_date"` // T 日交易日。
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PreviousTradeDate string `json:"previous_trade_date"` // T-1 交易日。
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PreviousTwoTradeDate string `json:"previous_two_trade_date"` // T-2 交易日。
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NextTradeDate string `json:"next_trade_date"` // T+1 交易日。
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Symbol string `json:"symbol"` // 股票代码。
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TsCode string `json:"ts_code"` // TuShare 股票代码。
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Name string `json:"name"` // 股票简称。
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Market string `json:"market"` // 所属板块，来自 stock_basic.market。
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Industry string `json:"industry"` // 所属行业，来自 stock_basic.industry。
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PreviousClose *float64 `json:"previous_close"` // T-1 收盘价。
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LimitPrice *float64 `json:"limit_price"` // 按 T-1 收盘价和板块涨跌幅规则计算的 T 日涨停价。
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THigh *float64 `json:"t_high"` // T 日最高价。
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TClose *float64 `json:"t_close"` // T 日收盘价。
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TPctChg *float64 `json:"t_pct_chg"` // T 日收盘涨跌幅。
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Status string `json:"status"` // T 日二板状态：limit 表示封板，break 表示炸板。
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NextHigh *float64 `json:"next_high"` // T+1 日最高价。
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NextClose *float64 `json:"next_close"` // T+1 日收盘价。
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NextIntradayProfitable *bool `json:"next_intraday_profitable"` // T+1 盘中最高价是否高于 T 日最高价。
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NextHighProfitPct *float64 `json:"next_high_profit_pct"` // T+1 最高价相对 T 日最高价的收益率。
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}
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// LimitOpenCompareGroup 是开盘价低于前收接口的分组结果。
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type LimitOpenCompareGroup struct {
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Key string `json:"key"` // 分组唯一标识。
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@@ -173,6 +202,23 @@ type LimitBreakNextPerformanceSummary struct {
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NextTradeDataCount int `json:"next_trade_data_count"` // 具备 T+1 行情数据的股票数量。
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}
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// SecondCalSummary 汇总日期范围内所有二板日历指标。
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type SecondCalSummary struct {
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TradeDayCount int `json:"trade_day_count"` // 返回的交易日数量。
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SecondBoardCount int `json:"second_board_count"` // 触及二板涨停价的股票总数。
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LimitCount int `json:"limit_count"` // 二板中封住涨停的股票数量。
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BreakCount int `json:"break_count"` // 二板中炸板的股票数量。
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NextTradeDataCount int `json:"next_trade_data_count"` // 具备 T+1 最高价和 T 日最高价的股票数量。
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NextIntradayProfitCount int `json:"next_intraday_profit_count"` // T+1 最高价高于 T 日最高价的股票数量。
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NextIntradayProfitRate float64 `json:"next_intraday_profit_rate"` // T+1 盘中盈利概率，百分比。
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LimitNextDataCount int `json:"limit_next_data_count"` // T 日封板股票中具备 T+1 盈利判断数据的数量。
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LimitNextProfitCount int `json:"limit_next_profit_count"` // T 日封板股票中 T+1 盘中盈利数量。
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LimitNextProfitRate float64 `json:"limit_next_profit_rate"` // T 日封板股票的 T+1 盘中盈利概率，百分比。
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BreakNextDataCount int `json:"break_next_data_count"` // T 日炸板股票中具备 T+1 盈利判断数据的数量。
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BreakNextProfitCount int `json:"break_next_profit_count"` // T 日炸板股票中 T+1 盘中盈利数量。
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BreakNextProfitRate float64 `json:"break_next_profit_rate"` // T 日炸板股票的 T+1 盘中盈利概率，百分比。
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}
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// LimitOpenCompareResponse 是开盘价低于前收接口响应。
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type LimitOpenCompareResponse struct {
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TradeDate string `json:"trade_date"` // 查询交易日。
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@@ -194,6 +240,35 @@ type LimitBreakNextPerformanceResponse struct {
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List []LimitBreakNextPerformanceStock `json:"list"` // 当前页记录。
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}
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// SecondCalDay 表示二板日历中单个交易日的聚合统计。
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type SecondCalDay struct {
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TradeDate string `json:"trade_date"` // T 日交易日。
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PreviousTradeDate string `json:"previous_trade_date"` // T-1 交易日。
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PreviousTwoTradeDate string `json:"previous_two_trade_date"` // T-2 交易日。
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NextTradeDate string `json:"next_trade_date"` // T+1 交易日。
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SecondBoardCount int `json:"second_board_count"` // 当日触及二板涨停价的股票数量。
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LimitCount int `json:"limit_count"` // 当日二板封板数量。
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BreakCount int `json:"break_count"` // 当日二板炸板数量。
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NextTradeDataCount int `json:"next_trade_data_count"` // 当日具备 T+1 盈利判断数据的股票数量。
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NextIntradayProfitCount int `json:"next_intraday_profit_count"` // 当日 T+1 最高价高于 T 日最高价数量。
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NextIntradayProfitRate float64 `json:"next_intraday_profit_rate"` // 当日 T+1 盘中盈利概率，百分比。
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LimitNextDataCount int `json:"limit_next_data_count"` // 当日封板股中具备 T+1 盈利判断数据的数量。
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LimitNextProfitCount int `json:"limit_next_profit_count"` // 当日封板股 T+1 盘中盈利数量。
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LimitNextProfitRate float64 `json:"limit_next_profit_rate"` // 当日封板股 T+1 盘中盈利概率，百分比。
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BreakNextDataCount int `json:"break_next_data_count"` // 当日炸板股中具备 T+1 盈利判断数据的数量。
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BreakNextProfitCount int `json:"break_next_profit_count"` // 当日炸板股 T+1 盘中盈利数量。
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BreakNextProfitRate float64 `json:"break_next_profit_rate"` // 当日炸板股 T+1 盘中盈利概率，百分比。
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Stocks []SecondCalStock `json:"stocks"` // 当日二板股票明细。
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}
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// SecondCalResponse 是二板日历接口响应。
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type SecondCalResponse struct {
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TradeStartDate string `json:"trade_start_date"` // 查询起始 T 日。
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TradeEndDate string `json:"trade_end_date"` // 查询结束 T 日。
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Summary SecondCalSummary `json:"summary"` // 日期范围汇总统计。
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List []SecondCalDay `json:"list"` // 按交易日升序排列的日历统计。
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}
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// LimitOpenThresholdResponse 是开盘价阈值分组接口响应。
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type LimitOpenThresholdResponse struct {
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TradeDate string `json:"trade_date"` // 查询交易日。
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@@ -37,6 +37,7 @@ func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler, limitBo
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limitBoard.GET("/open-threshold", limitBoardApi.GetOpenThresholdGroups)
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limitBoard.GET("/open-threshold-groups", limitBoardApi.GetOpenThresholdGroups)
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limitBoard.GET("/second-board-profit", limitBoardApi.ListSecondBoardProfit)
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limitBoard.GET("/second-cal", limitBoardApi.GetSecondCal)
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limitBoard.GET("/break-next-performance", limitBoardApi.GetBreakNextPerformance)
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}
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@@ -0,0 +1,314 @@
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package service
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import (
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"math"
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"level_go/internal/model"
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)
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// secondCalRow 是二板日历 SQL 查询扫描出的单股基础数据。
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type secondCalRow struct {
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TradeDate string `gorm:"column:trade_date"` // T 日交易日。
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PreviousTradeDate string `gorm:"column:previous_trade_date"` // T-1 交易日。
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PreviousTwoTradeDate string `gorm:"column:previous_two_trade_date"` // T-2 交易日。
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NextTradeDate string `gorm:"column:next_trade_date"` // T+1 交易日。
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Symbol string `gorm:"column:symbol"` // 股票代码。
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TsCode string `gorm:"column:ts_code"` // TuShare 股票代码。
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Name string `gorm:"column:name"` // 股票简称。
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Market string `gorm:"column:market"` // 所属板块。
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Industry string `gorm:"column:industry"` // 所属行业。
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PreviousClose *float64 `gorm:"column:previous_close"` // T-1 收盘价。
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LimitPrice *float64 `gorm:"column:limit_price"` // T 日涨停价。
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THigh *float64 `gorm:"column:t_high"` // T 日最高价。
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TClose *float64 `gorm:"column:t_close"` // T 日收盘价。
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TPctChg *float64 `gorm:"column:t_pct_chg"` // T 日收盘涨跌幅。
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Status string `gorm:"column:status"` // T 日二板状态。
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NextHigh *float64 `gorm:"column:next_high"` // T+1 日最高价。
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NextClose *float64 `gorm:"column:next_close"` // T+1 日收盘价。
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}
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// secondCalDaySeed 是日期范围内每个交易日的前后交易日信息。
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type secondCalDaySeed struct {
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TradeDate string `gorm:"column:trade_date"` // T 日交易日。
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PreviousTradeDate string `gorm:"column:previous_trade_date"` // T-1 交易日。
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PreviousTwoTradeDate string `gorm:"column:previous_two_trade_date"` // T-2 交易日。
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NextTradeDate string `gorm:"column:next_trade_date"` // T+1 交易日。
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}
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// GetSecondCal 返回按交易日聚合的二板日历统计。
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func (s *LimitBoardService) GetSecondCal(req model.SecondCalRequest) (model.SecondCalResponse, error) {
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resp := model.SecondCalResponse{
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TradeStartDate: req.TradeStartDate,
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TradeEndDate: req.TradeEndDate,
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List: []model.SecondCalDay{},
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}
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// 先加载完整交易日骨架，确保没有二板的交易日也能出现在日历中。
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days, dayIndex, err := s.loadSecondCalDays(req.TradeStartDate, req.TradeEndDate)
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if err != nil {
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return resp, err
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}
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for _, day := range days {
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resp.List = append(resp.List, model.SecondCalDay{
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TradeDate: day.TradeDate,
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PreviousTradeDate: day.PreviousTradeDate,
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PreviousTwoTradeDate: day.PreviousTwoTradeDate,
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NextTradeDate: day.NextTradeDate,
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Stocks: []model.SecondCalStock{},
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})
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}
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// 再加载命中二板口径的单股明细，并累加到对应交易日。
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rows, err := s.loadSecondCalRows(req.TradeStartDate, req.TradeEndDate)
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if err != nil {
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return resp, err
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}
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for _, row := range rows {
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item := buildSecondCalStock(row)
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idx, ok := dayIndex[item.TradeDate]
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if !ok {
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continue
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}
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accumulateSecondCalDay(&resp.List[idx], item)
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}
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// 最后汇总整个日期范围，并补齐各交易日的概率字段。
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resp.Summary.TradeDayCount = len(resp.List)
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for i := range resp.List {
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finalizeSecondCalDay(&resp.List[i])
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accumulateSecondCalSummary(&resp.Summary, resp.List[i])
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}
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finalizeSecondCalSummary(&resp.Summary)
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return resp, nil
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}
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// loadSecondCalDays 查询日期范围内的开市交易日和相邻交易日。
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func (s *LimitBoardService) loadSecondCalDays(startDate, endDate string) ([]secondCalDaySeed, map[string]int, error) {
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query := `
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WITH open_calendar AS (
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SELECT
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cal_date AS trade_date,
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LAG(cal_date, 1) OVER (ORDER BY cal_date) AS previous_trade_date,
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LAG(cal_date, 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
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LEAD(cal_date, 1) OVER (ORDER BY cal_date) AS next_trade_date
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FROM trade_calendar
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WHERE exchange = 'SSE' AND is_open = 1
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)
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SELECT
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DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date,
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COALESCE(DATE_FORMAT(previous_trade_date, '%Y-%m-%d'), '') AS previous_trade_date,
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COALESCE(DATE_FORMAT(previous_two_trade_date, '%Y-%m-%d'), '') AS previous_two_trade_date,
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COALESCE(DATE_FORMAT(next_trade_date, '%Y-%m-%d'), '') AS next_trade_date
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FROM open_calendar
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WHERE trade_date BETWEEN ? AND ?
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ORDER BY trade_date ASC`
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var days []secondCalDaySeed
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if err := s.DB.Raw(query, startDate, endDate).Scan(&days).Error; err != nil {
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return nil, nil, err
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}
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// 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。
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dayIndex := make(map[string]int, len(days))
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for i, day := range days {
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dayIndex[day.TradeDate] = i
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}
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return days, dayIndex, nil
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}
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// 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。
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func (s *LimitBoardService) loadSecondCalRows(startDate, endDate string) ([]secondCalRow, error) {
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query := `
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WITH open_calendar AS (
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SELECT
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cal_date AS trade_date,
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LAG(cal_date, 1) OVER (ORDER BY cal_date) AS previous_trade_date,
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LAG(cal_date, 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
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LEAD(cal_date, 1) OVER (ORDER BY cal_date) AS next_trade_date
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FROM trade_calendar
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WHERE exchange = 'SSE' AND is_open = 1
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),
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candidate AS (
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SELECT
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c.trade_date,
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c.previous_trade_date,
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c.previous_two_trade_date,
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c.next_trade_date,
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d.symbol,
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pl.ts_code,
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COALESCE(NULLIF(sb.name, ''), NULLIF(pl.name, ''), '') AS name,
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COALESCE(NULLIF(sb.market, ''), '') AS market,
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COALESCE(NULLIF(sb.industry, ''), NULLIF(pl.industry, ''), '') AS industry,
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COALESCE(d.pre_close, pl.close) AS previous_close,
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ROUND(
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COALESCE(d.pre_close, pl.close) *
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CASE
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WHEN COALESCE(sb.market, '') = '北交所' THEN 1.30
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WHEN COALESCE(sb.market, '') IN ('创业板', '科创板') THEN 1.20
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WHEN COALESCE(sb.name, pl.name, '') LIKE '%ST%' THEN 1.05
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ELSE 1.10
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END,
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2
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) AS limit_price,
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d.high AS t_high,
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d.close AS t_close,
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d.pct_chg AS t_pct_chg,
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CASE
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WHEN ABS(d.close - d.high) < 0.0001 THEN 'limit'
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WHEN d.close < d.high THEN 'break'
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ELSE 'unknown'
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END AS status,
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nd.high AS next_high,
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nd.close AS next_close
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FROM open_calendar c
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INNER JOIN limit_list_d pl
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ON pl.trade_date = c.previous_trade_date AND pl.` + "`limit`" + ` = 'U'
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LEFT JOIN limit_list_d ppl
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ON ppl.ts_code = pl.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.` + "`limit`" + ` = 'U'
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INNER JOIN stock_daily d
|
||||
ON d.ts_code = pl.ts_code AND d.trade_date = c.trade_date
|
||||
LEFT JOIN stock_daily nd
|
||||
ON nd.ts_code = pl.ts_code AND nd.trade_date = c.next_trade_date
|
||||
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
|
||||
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
|
||||
WHERE previous_close IS NOT NULL
|
||||
AND limit_price IS NOT NULL
|
||||
AND limit_price > 0
|
||||
AND t_high >= limit_price - 0.0001
|
||||
AND status IN ('limit', 'break')
|
||||
ORDER BY trade_date ASC, ts_code ASC`
|
||||
|
||||
var rows []secondCalRow
|
||||
err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
|
||||
return rows, err
|
||||
}
|
||||
|
||||
// buildSecondCalStock 把数据库行转换成接口明细，并计算 T+1 盘中收益。
|
||||
func buildSecondCalStock(row secondCalRow) model.SecondCalStock {
|
||||
item := model.SecondCalStock{
|
||||
TradeDate: row.TradeDate,
|
||||
PreviousTradeDate: row.PreviousTradeDate,
|
||||
PreviousTwoTradeDate: row.PreviousTwoTradeDate,
|
||||
NextTradeDate: row.NextTradeDate,
|
||||
Symbol: row.Symbol,
|
||||
TsCode: row.TsCode,
|
||||
Name: row.Name,
|
||||
Market: row.Market,
|
||||
Industry: row.Industry,
|
||||
PreviousClose: row.PreviousClose,
|
||||
LimitPrice: row.LimitPrice,
|
||||
THigh: row.THigh,
|
||||
TClose: row.TClose,
|
||||
TPctChg: row.TPctChg,
|
||||
Status: row.Status,
|
||||
NextHigh: row.NextHigh,
|
||||
NextClose: row.NextClose,
|
||||
}
|
||||
|
||||
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。
|
||||
profitable := *row.NextHigh > *row.THigh
|
||||
item.NextIntradayProfitable = &profitable
|
||||
profitPct := roundSecondCalPct((*row.NextHigh - *row.THigh) / *row.THigh * 100)
|
||||
item.NextHighProfitPct = &profitPct
|
||||
}
|
||||
return item
|
||||
}
|
||||
|
||||
// accumulateSecondCalDay 把单只股票累加到对应交易日统计中。
|
||||
func accumulateSecondCalDay(day *model.SecondCalDay, item model.SecondCalStock) {
|
||||
day.SecondBoardCount++
|
||||
switch item.Status {
|
||||
case "limit":
|
||||
day.LimitCount++
|
||||
case "break":
|
||||
day.BreakCount++
|
||||
}
|
||||
|
||||
if item.NextIntradayProfitable != nil {
|
||||
day.NextTradeDataCount++
|
||||
if item.Status == "limit" {
|
||||
day.LimitNextDataCount++
|
||||
}
|
||||
if item.Status == "break" {
|
||||
day.BreakNextDataCount++
|
||||
}
|
||||
if *item.NextIntradayProfitable {
|
||||
day.NextIntradayProfitCount++
|
||||
if item.Status == "limit" {
|
||||
day.LimitNextProfitCount++
|
||||
}
|
||||
if item.Status == "break" {
|
||||
day.BreakNextProfitCount++
|
||||
}
|
||||
}
|
||||
}
|
||||
day.Stocks = append(day.Stocks, item)
|
||||
}
|
||||
|
||||
// finalizeSecondCalDay 计算单个交易日的概率字段。
|
||||
func finalizeSecondCalDay(day *model.SecondCalDay) {
|
||||
day.NextIntradayProfitRate = secondCalRate(day.NextIntradayProfitCount, day.NextTradeDataCount)
|
||||
day.LimitNextProfitRate = secondCalRate(day.LimitNextProfitCount, day.LimitNextDataCount)
|
||||
day.BreakNextProfitRate = secondCalRate(day.BreakNextProfitCount, day.BreakNextDataCount)
|
||||
}
|
||||
|
||||
// accumulateSecondCalSummary 把单日统计累加到日期范围汇总中。
|
||||
func accumulateSecondCalSummary(summary *model.SecondCalSummary, day model.SecondCalDay) {
|
||||
summary.SecondBoardCount += day.SecondBoardCount
|
||||
summary.LimitCount += day.LimitCount
|
||||
summary.BreakCount += day.BreakCount
|
||||
summary.NextTradeDataCount += day.NextTradeDataCount
|
||||
summary.NextIntradayProfitCount += day.NextIntradayProfitCount
|
||||
summary.LimitNextDataCount += day.LimitNextDataCount
|
||||
summary.LimitNextProfitCount += day.LimitNextProfitCount
|
||||
summary.BreakNextDataCount += day.BreakNextDataCount
|
||||
summary.BreakNextProfitCount += day.BreakNextProfitCount
|
||||
}
|
||||
|
||||
// finalizeSecondCalSummary 计算日期范围汇总的概率字段。
|
||||
func finalizeSecondCalSummary(summary *model.SecondCalSummary) {
|
||||
summary.NextIntradayProfitRate = secondCalRate(summary.NextIntradayProfitCount, summary.NextTradeDataCount)
|
||||
summary.LimitNextProfitRate = secondCalRate(summary.LimitNextProfitCount, summary.LimitNextDataCount)
|
||||
summary.BreakNextProfitRate = secondCalRate(summary.BreakNextProfitCount, summary.BreakNextDataCount)
|
||||
}
|
||||
|
||||
// secondCalRate 计算百分比概率并保留两位小数。
|
||||
func secondCalRate(numerator, denominator int) float64 {
|
||||
if denominator == 0 {
|
||||
return 0
|
||||
}
|
||||
return roundSecondCalPct(float64(numerator) / float64(denominator) * 100)
|
||||
}
|
||||
|
||||
// roundSecondCalPct 对二板日历中的百分比做两位小数舍入。
|
||||
func roundSecondCalPct(value float64) float64 {
|
||||
return math.Round(value*100) / 100
|
||||
}
|
||||
Reference in New Issue
Block a user