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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
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ON d.ts_code = pl.ts_code AND d.trade_date = c.trade_date
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LEFT JOIN stock_daily nd
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ON nd.ts_code = pl.ts_code AND nd.trade_date = c.next_trade_date
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LEFT JOIN stock_basic sb
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ON sb.ts_code = pl.ts_code COLLATE utf8mb4_unicode_ci
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WHERE c.trade_date BETWEEN ? AND ?
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AND c.previous_trade_date IS NOT NULL
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AND c.previous_two_trade_date IS NOT NULL
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AND ppl.ts_code IS NULL
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AND d.high IS NOT NULL
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AND d.close IS NOT NULL
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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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DATE_FORMAT(previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
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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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COALESCE(symbol, '') AS symbol,
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ts_code,
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name,
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market,
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industry,
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previous_close,
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limit_price,
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t_high,
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t_close,
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t_pct_chg,
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status,
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next_high,
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next_close
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FROM candidate
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WHERE previous_close IS NOT NULL
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AND limit_price IS NOT NULL
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AND limit_price > 0
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AND t_high >= limit_price - 0.0001
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AND status IN ('limit', 'break')
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ORDER BY trade_date ASC, ts_code ASC`
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var rows []secondCalRow
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err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error
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return rows, err
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}
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// buildSecondCalStock 把数据库行转换成接口明细，并计算 T+1 盘中收益。
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func buildSecondCalStock(row secondCalRow) model.SecondCalStock {
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item := model.SecondCalStock{
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TradeDate: row.TradeDate,
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PreviousTradeDate: row.PreviousTradeDate,
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PreviousTwoTradeDate: row.PreviousTwoTradeDate,
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NextTradeDate: row.NextTradeDate,
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Symbol: row.Symbol,
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TsCode: row.TsCode,
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Name: row.Name,
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Market: row.Market,
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Industry: row.Industry,
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PreviousClose: row.PreviousClose,
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LimitPrice: row.LimitPrice,
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THigh: row.THigh,
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TClose: row.TClose,
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TPctChg: row.TPctChg,
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Status: row.Status,
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NextHigh: row.NextHigh,
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NextClose: row.NextClose,
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}
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if row.THigh != nil && *row.THigh > 0 && row.NextHigh != nil {
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// 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。
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profitable := *row.NextHigh > *row.THigh
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item.NextIntradayProfitable = &profitable
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profitPct := roundSecondCalPct((*row.NextHigh - *row.THigh) / *row.THigh * 100)
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item.NextHighProfitPct = &profitPct
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}
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return item
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}
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// accumulateSecondCalDay 把单只股票累加到对应交易日统计中。
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func accumulateSecondCalDay(day *model.SecondCalDay, item model.SecondCalStock) {
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day.SecondBoardCount++
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switch item.Status {
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case "limit":
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day.LimitCount++
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case "break":
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day.BreakCount++
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}
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if item.NextIntradayProfitable != nil {
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day.NextTradeDataCount++
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if item.Status == "limit" {
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day.LimitNextDataCount++
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}
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if item.Status == "break" {
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day.BreakNextDataCount++
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}
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if *item.NextIntradayProfitable {
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day.NextIntradayProfitCount++
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if item.Status == "limit" {
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day.LimitNextProfitCount++
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}
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if item.Status == "break" {
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day.BreakNextProfitCount++
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}
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}
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}
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day.Stocks = append(day.Stocks, item)
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}
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// finalizeSecondCalDay 计算单个交易日的概率字段。
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func finalizeSecondCalDay(day *model.SecondCalDay) {
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day.NextIntradayProfitRate = secondCalRate(day.NextIntradayProfitCount, day.NextTradeDataCount)
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day.LimitNextProfitRate = secondCalRate(day.LimitNextProfitCount, day.LimitNextDataCount)
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day.BreakNextProfitRate = secondCalRate(day.BreakNextProfitCount, day.BreakNextDataCount)
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}
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// accumulateSecondCalSummary 把单日统计累加到日期范围汇总中。
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func accumulateSecondCalSummary(summary *model.SecondCalSummary, day model.SecondCalDay) {
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summary.SecondBoardCount += day.SecondBoardCount
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summary.LimitCount += day.LimitCount
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summary.BreakCount += day.BreakCount
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summary.NextTradeDataCount += day.NextTradeDataCount
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summary.NextIntradayProfitCount += day.NextIntradayProfitCount
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summary.LimitNextDataCount += day.LimitNextDataCount
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summary.LimitNextProfitCount += day.LimitNextProfitCount
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summary.BreakNextDataCount += day.BreakNextDataCount
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summary.BreakNextProfitCount += day.BreakNextProfitCount
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}
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// finalizeSecondCalSummary 计算日期范围汇总的概率字段。
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func finalizeSecondCalSummary(summary *model.SecondCalSummary) {
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summary.NextIntradayProfitRate = secondCalRate(summary.NextIntradayProfitCount, summary.NextTradeDataCount)
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summary.LimitNextProfitRate = secondCalRate(summary.LimitNextProfitCount, summary.LimitNextDataCount)
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summary.BreakNextProfitRate = secondCalRate(summary.BreakNextProfitCount, summary.BreakNextDataCount)
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}
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// secondCalRate 计算百分比概率并保留两位小数。
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func secondCalRate(numerator, denominator int) float64 {
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if denominator == 0 {
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return 0
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}
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return roundSecondCalPct(float64(numerator) / float64(denominator) * 100)
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}
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// roundSecondCalPct 对二板日历中的百分比做两位小数舍入。
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func roundSecondCalPct(value float64) float64 {
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return math.Round(value*100) / 100
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}
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