1、新增二板炸板情况统计；
2、更新项目结构；
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package service
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import (
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"math"
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"strings"
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"level_go/internal/model"
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)
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type limitBreakNextPerformanceRow struct {
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TradeDate string `gorm:"column:trade_date"`
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PreviousTradeDate string `gorm:"column:previous_trade_date"`
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PreviousTwoTradeDate string `gorm:"column:previous_two_trade_date"`
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NextTradeDate string `gorm:"column:next_trade_date"`
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Symbol string `gorm:"column:symbol"`
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TsCode string `gorm:"column:ts_code"`
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Name string `gorm:"column:name"`
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Market string `gorm:"column:market"`
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Industry string `gorm:"column:industry"`
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PreviousClose *float64 `gorm:"column:previous_close"`
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TPreClose *float64 `gorm:"column:t_pre_close"`
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TOpen *float64 `gorm:"column:t_open"`
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THigh *float64 `gorm:"column:t_high"`
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TClose *float64 `gorm:"column:t_close"`
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TPctChg *float64 `gorm:"column:t_pct_chg"`
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FirstTime *string `gorm:"column:first_time"`
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HasTushareBreakData bool `gorm:"column:has_tushare_break_data"`
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NextOpen *float64 `gorm:"column:next_open"`
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NextHigh *float64 `gorm:"column:next_high"`
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NextLow *float64 `gorm:"column:next_low"`
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NextClose *float64 `gorm:"column:next_close"`
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}
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func (s *LimitBoardService) GetLimitBreakNextPerformance(req model.LimitBreakNextPerformanceRequest) (model.LimitBreakNextPerformanceResponse, error) {
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resp := model.LimitBreakNextPerformanceResponse{
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TradeStartDate: req.TradeStartDate,
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TradeEndDate: req.TradeEndDate,
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Page: req.Page,
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PageSize: req.PageSize,
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List: []model.LimitBreakNextPerformanceStock{},
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}
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items, nextTradeDataCount, err := s.ListLimitBreakNextPerformanceStocks(req)
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if err != nil {
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return resp, err
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}
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resp.Total = len(items)
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if resp.Total > 0 {
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resp.TotalPages = (resp.Total + req.PageSize - 1) / req.PageSize
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}
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resp.Summary = model.LimitBreakNextPerformanceSummary{
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BreakCount: resp.Total,
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NextTradeDataCount: nextTradeDataCount,
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}
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start := (req.Page - 1) * req.PageSize
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if start > resp.Total {
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start = resp.Total
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}
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end := start + req.PageSize
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if end > resp.Total {
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end = resp.Total
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}
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resp.List = items[start:end]
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return resp, nil
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}
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func (s *LimitBoardService) ListLimitBreakNextPerformanceStocks(req model.LimitBreakNextPerformanceRequest) ([]model.LimitBreakNextPerformanceStock, int, error) {
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rows, err := s.loadLimitBreakNextPerformanceRows(req.TradeStartDate, req.TradeEndDate)
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if err != nil {
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return nil, 0, err
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}
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items := make([]model.LimitBreakNextPerformanceStock, 0, len(rows))
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nextTradeDataCount := 0
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for _, row := range rows {
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item := buildLimitBreakNextPerformanceStock(row)
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if req.TOpenGainLt101 != nil && item.TOpenGainLt101 != *req.TOpenGainLt101 {
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continue
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}
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if req.BreakTimeBefore1100 != nil && item.BreakTimeBefore1100 != *req.BreakTimeBefore1100 {
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continue
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}
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if item.NextOpen != nil || item.NextHigh != nil || item.NextLow != nil || item.NextClose != nil {
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nextTradeDataCount++
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}
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items = append(items, item)
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}
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return items, nextTradeDataCount, nil
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}
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func (s *LimitBoardService) loadLimitBreakNextPerformanceRows(startDate, endDate string) ([]limitBreakNextPerformanceRow, 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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DATE_FORMAT(c.trade_date, '%Y-%m-%d') AS trade_date,
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DATE_FORMAT(c.previous_trade_date, '%Y-%m-%d') AS previous_trade_date,
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DATE_FORMAT(c.previous_two_trade_date, '%Y-%m-%d') AS previous_two_trade_date,
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COALESCE(DATE_FORMAT(c.next_trade_date, '%Y-%m-%d'), '') AS next_trade_date,
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l.symbol,
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l.ts_code,
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l.name,
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COALESCE(NULLIF(l.market, ''), '') AS market,
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COALESCE(NULLIF(l.tushare_industry, ''), NULLIF(sb.industry, ''), '') AS industry,
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COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS previous_close,
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COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS t_pre_close,
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d.open AS t_open,
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d.high AS t_high,
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COALESCE(l.calc_close, l.tushare_close, d.close) AS t_close,
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COALESCE(l.tushare_pct_chg, d.pct_chg) AS t_pct_chg,
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CASE
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WHEN l.tushare_limit_type = 'Z'
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THEN NULLIF(NULLIF(TRIM(l.tushare_first_time), ''), 'None')
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ELSE NULL
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END AS first_time,
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(l.tushare_limit_type = 'Z') AS has_tushare_break_data,
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nd.open AS next_open,
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nd.high AS next_high,
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nd.low AS next_low,
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nd.close AS next_close
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FROM open_calendar c
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INNER JOIN stock_limit_combined_data l
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ON l.trade_date = c.trade_date AND l.final_status = 2
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INNER JOIN stock_limit_combined_data pl
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ON pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
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LEFT JOIN stock_limit_combined_data ppl
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ON ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
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LEFT JOIN stock_daily d
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ON d.ts_code = l.ts_code AND d.trade_date = c.trade_date
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LEFT JOIN stock_daily pd
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ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
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LEFT JOIN stock_daily nd
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ON nd.ts_code = l.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 = l.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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)
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SELECT *
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FROM candidate
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WHERE previous_close IS NOT NULL
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AND t_close IS NOT NULL
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ORDER BY trade_date ASC, ts_code ASC`
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var rows []limitBreakNextPerformanceRow
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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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func buildLimitBreakNextPerformanceStock(row limitBreakNextPerformanceRow) model.LimitBreakNextPerformanceStock {
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item := model.LimitBreakNextPerformanceStock{
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TradeDate: row.TradeDate,
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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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TOpen: row.TOpen,
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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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HasTushareBreakData: row.HasTushareBreakData,
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NextOpen: row.NextOpen,
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NextHigh: row.NextHigh,
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NextLow: row.NextLow,
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NextClose: row.NextClose,
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}
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if row.FirstTime != nil {
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item.FirstTime = formatLimitTime(*row.FirstTime)
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}
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item.BreakTimeBefore1100 = isLimitBreakTimeBeforeEleven(item.FirstTime)
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if row.TPreClose != nil && *row.TPreClose > 0 {
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item.TOpenPctChg = pctChangePtr(row.TOpen, *row.TPreClose)
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if row.TOpen != nil {
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item.TOpenGainLt101 = *row.TOpen < *row.TPreClose*1.01
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}
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}
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if row.TClose != nil && *row.TClose > 0 {
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item.NextOpenPctChg = pctChangePtr(row.NextOpen, *row.TClose)
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item.NextHighProfitPct = pctChangePtr(row.NextHigh, *row.TClose)
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item.NextLowLossPct = pctChangePtr(row.NextLow, *row.TClose)
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item.NextClosePctChg = pctChangePtr(row.NextClose, *row.TClose)
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if row.NextHigh != nil && row.THigh != nil {
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nextIntradayProfitable := *row.NextHigh >= *row.THigh
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item.NextIntradayProfitable = &nextIntradayProfitable
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}
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}
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return item
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}
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func pctChangePtr(value *float64, base float64) *float64 {
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if value == nil || base == 0 {
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return nil
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}
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result := roundLimitBreakPct((*value - base) / base * 100)
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return &result
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}
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func roundLimitBreakPct(value float64) float64 {
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return math.Round(value*100) / 100
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}
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func formatLimitTime(value string) string {
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timeText := strings.TrimSpace(value)
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if timeText == "" || strings.EqualFold(timeText, "none") || strings.EqualFold(timeText, "null") {
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return ""
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}
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if strings.Contains(timeText, ":") {
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return timeText
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}
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switch len(timeText) {
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case 4:
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timeText += "00"
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case 5:
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timeText = "0" + timeText
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case 6:
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default:
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return value
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}
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return timeText[0:2] + ":" + timeText[2:4] + ":" + timeText[4:6]
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}
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func isLimitBreakTimeBeforeEleven(limitTime string) bool {
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if strings.TrimSpace(limitTime) == "" {
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return true
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}
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return isBeforeEleven(&limitTime)
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}
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