Merge pull request '更新' (#1) from main into master

Reviewed-on: #1

cmd/server/main.go

@@ -1,68 +1,37 @@
 package main
 
 import (
-	"fmt"
-	"github.com/gin-gonic/gin"
 	"gorm.io/driver/mysql"
 	"gorm.io/gorm"
+	"level_go/internal/api"
+	"level_go/internal/router"
 	"level_go/internal/service"
-	"level_go/pkg/config"
+	"level_go/pkg/config" // 引入配置包
+	"log"
 )
 
 func main() {
-	// 1. 加载配置
+	// 1. 初始化配置
 	config.InitConfig()
-	dbConf := config.AppConfig.Database
-
-	// 2. 连接数据库
-	dsn := fmt.Sprintf("%s:%s@tcp(%s:%d)/%s?charset=%s&parseTime=True&loc=Local",
-		dbConf.User, dbConf.Password, dbConf.Host, dbConf.Port, dbConf.Dbname, dbConf.Charset)
 
+	// 2. 使用配置中的 DSN 连接数据库
+	dsn := config.GetDSN()
 	db, err := gorm.Open(mysql.Open(dsn), &gorm.Config{})
 	if err != nil {
-		panic("数据库连接失败: " + err.Error())
+		log.Fatal("数据库连接失败:", err)
 	}
 
-	// 3. 注入 Service
+	// 3. 依赖注入
-	stockSvc := &service.StockService{DB: db}
+	commonSrv := &service.CommonService{DB: db}
+	stockSrv := &service.StockService{DB: db}
 
-	// 4. 路由设置
+	commonHandler := &api.CommonHandler{Service: commonSrv}
-	r := gin.Default()
+	stockHandler := &api.StockHandler{Service: stockSrv}
 
-	// 跨域中间件
+	// 4. 启动路由
-	r.Use(func(c *gin.Context) {
+	r := router.NewRouter(commonHandler, stockHandler)
-		c.Writer.Header().Set("Access-Control-Allow-Origin", "*")
-		c.Writer.Header().Set("Access-Control-Allow-Methods", "GET, POST, OPTIONS")
-		c.Writer.Header().Set("Access-Control-Allow-Headers", "Content-Type")
-		if c.Request.Method == "OPTIONS" {
-			c.AbortWithStatus(204)
-			return
-		}
-		c.Next()
-	})
 
-	api := r.Group("/api/v1")
+	port := config.GetServerPort()
-	{
+	log.Printf("服务启动于端口 %s", port)
-		api.GET("/stock/analyze", func(c *gin.Context) {
-			start := c.Query("start_date")
-			end := c.Query("end_date")
-
-			if start == "" || end == "" {
-				c.JSON(400, gin.H{"error": "参数缺失"})
-				return
-			}
-
-			data, err := stockSvc.AnalyzePerformance(start, end)
-			if err != nil {
-				c.JSON(500, gin.H{"error": err.Error()})
-				return
-			}
-			c.JSON(200, data)
-		})
-	}
-
-	// 5. 启动
-	port := fmt.Sprintf(":%d", config.AppConfig.Server.Port)
-	fmt.Printf("服务已启动，监听端口 %s\n", port)
 	r.Run(port)
 }

internal/api/common_handler.go

@@ -0,0 +1,20 @@
+package api
+
+import (
+	"github.com/gin-gonic/gin"
+	"level_go/internal/service"
+	"net/http"
+)
+
+type CommonHandler struct {
+	Service *service.CommonService
+}
+
+func (h *CommonHandler) GetTradeCalendar(c *gin.Context) {
+	resp, err := h.Service.GetTradeCalendar()
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, resp)
+}

internal/api/stock_handler.go

@@ -0,0 +1,48 @@
+package api
+
+import (
+	"github.com/gin-gonic/gin"
+	"level_go/internal/model"
+	"level_go/internal/service"
+	"net/http"
+)
+
+type StockHandler struct {
+	Service *service.StockService
+}
+
+func NewStockHandler(s *service.StockService) *StockHandler {
+	return &StockHandler{Service: s}
+}
+
+// GetKlineData 获取指定股票从2024-09-24至今的K线
+func (h *StockHandler) GetKlineData(c *gin.Context) {
+	code := c.Param("code")
+	if code == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "股票代码不能为空"})
+		return
+	}
+
+	data, err := h.Service.GetHistoryKline(code)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+
+	c.JSON(http.StatusOK, data)
+}
+
+func (h *StockHandler) Analyze(c *gin.Context) {
+	var req model.AnalyzeRequest
+	if err := c.ShouldBindJSON(&req); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "参数错误"})
+		return
+	}
+
+	results, err := h.Service.AnalyzePerformance(req.StartDate, req.EndDate)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+	c.JSON(http.StatusOK, results)
+}

internal/model/calendar.go

@@ -0,0 +1,17 @@
+package model
+
+import "time"
+
+type TradeCalendar struct {
+	CalDate      time.Time `gorm:"column:cal_date;primaryKey"`
+	Exchange     string    `gorm:"column:exchange;primaryKey"`
+	IsOpen       int       `gorm:"column:is_open"`
+	PretradeDate time.Time `gorm:"column:pretrade_date"`
+}
+
+func (TradeCalendar) TableName() string { return "trade_calendar" }
+
+type CalendarResponse struct {
+	OpenDates []string `json:"open_dates"`
+	MaxDate   string   `json:"max_date"`
+}

internal/model/stock.go

@@ -2,25 +2,35 @@ package model
 
 import "time"
 
+// StockDaily 对应数据库中的 stock_daily 表
 type StockDaily struct {
-	TsCode    string    `gorm:"column:ts_code"`
+	TsCode    string    `gorm:"column:ts_code" json:"ts_code"`
-	TradeDate time.Time `gorm:"column:trade_date"`
+	TradeDate time.Time `gorm:"column:trade_date" json:"trade_date"`
-	Open      float64   `gorm:"column:open"`
+	Open      float64   `gorm:"column:open" json:"open"`
-	High      float64   `gorm:"column:high"`
+	High      float64   `gorm:"column:high" json:"high"`
-	Low       float64   `gorm:"column:low"`
+	Low       float64   `gorm:"column:low" json:"low"`
-	Close     float64   `gorm:"column:close"`
+	Close     float64   `gorm:"column:close" json:"close"`
+	PctChg    float64   `gorm:"column:pct_chg" json:"pct_chg"`
 }
 
-func (StockDaily) TableName() string { return "stock_daily" }
+// AnalyzeRequest 用于接收前端 POST 请求的参数
+type AnalyzeRequest struct {
+	StartDate string `json:"start_date"`
+	EndDate   string `json:"end_date"`
+}
 
+// AnalysisResponse 用于向前端返回分析结果
 type AnalysisResponse struct {
-	Code       string   `json:"code"`
+	Code           string    `json:"code"`
-	Name       string   `json:"name"`
+	Name           string    `json:"name"`
-	DayOpen    float64  `json:"day_open"`
+	DayOpen        float64   `json:"day_open"`
-	DayHigh    float64  `json:"day_high"`
+	DayHigh        float64   `json:"day_high"`
-	MaxHigh    float64  `json:"max_high"`
+	MaxHigh        float64   `json:"max_high"`         // 逻辑最高点（用于计算降幅）
-	MaxDate    string   `json:"max_date"`
+	MaxDate        string    `json:"max_date"`         // 逻辑最高点日期
-	PostMinLow float64  `json:"post_min_low"`
+	OverallMaxHigh float64   `json:"overall_max_high"` // 区间绝对最高点
-	DropPct    *float64 `json:"drop_pct"`    // 改为指针以支持 null
+	OverallMaxDate string    `json:"overall_max_date"` // 区间绝对最高点日期
-	ReboundPct *float64 `json:"rebound_pct"` // 改为指针以支持 null
+	PostMinLow     float64   `json:"post_min_low"`     // 涨停日后的最低点
+	DropPct        *float64  `json:"drop_pct"`         // 降幅 (跌破涨停价才有)
+	ReboundPct     *float64  `json:"rebound_pct"`      // 涨幅/反弹
+	ClosePrices    []float64 `json:"close_prices"`     // 用于前端画图的收盘价序列
 }

internal/router/router.go

@@ -0,0 +1,30 @@
+package router
+
+import (
+	"github.com/gin-gonic/gin"
+	"level_go/internal/api"
+)
+
+func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler) *gin.Engine {
+	r := gin.Default()
+
+	// 跨域中间件 (根据需要开启)
+	r.Use(func(c *gin.Context) {
+		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")
+		if c.Request.Method == "OPTIONS" {
+			c.AbortWithStatus(204)
+			return
+		}
+		c.Next()
+	})
+
+	v1 := r.Group("/api/v1")
+	{
+		v1.GET("/common/trade-calendar", commonApi.GetTradeCalendar)
+		v1.POST("/stock/analyze", stockApi.Analyze)
+		v1.GET("/stock/kline/:code", stockApi.GetKlineData)
+	}
+	return r
+}

internal/service/analyzer.go

@@ -1,128 +0,0 @@
-package service
-
-import (
-	"level_go/internal/model"
-	"math"
-	"sort"
-
-	"gorm.io/gorm"
-)
-
-type StockService struct {
-	DB *gorm.DB
-}
-
-func roundTo4(val float64) float64 {
-	return math.Round(val*10000) / 10000
-}
-
-func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.AnalysisResponse, error) {
-	var results []model.AnalysisResponse
-	var limits []struct {
-		TsCode string
-		Name   string
-		Open   float64
-		High   float64
-	}
-
-	// 1. 获取选定日期当天涨停的股票
-	query := `
-		SELECT l.ts_code, l.name, d.open, d.high 
-		FROM stock_limit_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`
-
-	if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {
-		return nil, err
-	}
-
-	for _, stock := range limits {
-		var dailies []model.StockDaily
-		s.DB.Where("ts_code = ? AND trade_date BETWEEN ? AND ?", stock.TsCode, startDate, endDate).
-			Order("trade_date ASC").Find(&dailies)
-
-		if len(dailies) == 0 {
-			continue
-		}
-
-		// --- 步骤 1：寻找全区间的最高点 (MaxHigh) ---
-		maxPrice := -1.0
-		maxIdx := 0
-		for i, d := range dailies {
-			if d.High > maxPrice {
-				maxPrice = d.High
-				maxIdx = i
-			}
-		}
-
-		var dropPct, reboundPct *float64
-		var postMinLow float64
-		maxDateStr := dailies[maxIdx].TradeDate.Format("2006-01-02")
-
-		// --- 步骤 2：寻找最高点之后的最低点 (PostMinLow) ---
-		if maxIdx < len(dailies)-1 {
-			postMaxData := dailies[maxIdx+1:]
-			minLow := postMaxData[0].Low
-			minLowIdx := 0
-
-			for i, d := range postMaxData {
-				if d.Low < minLow {
-					minLow = d.Low
-					minLowIdx = i
-				}
-			}
-			postMinLow = minLow
-
-			// 只要出现比 MaxHigh 低的价格，就计算回落幅度
-			if minLow < maxPrice {
-				dVal := roundTo4(((maxPrice - minLow) / maxPrice) * 100)
-				dropPct = &dVal
-
-				// --- 步骤 3：寻找最低点之后的反弹 ---
-				if minLowIdx < len(postMaxData)-1 {
-					lastClose := postMaxData[len(postMaxData)-1].Close
-					if lastClose > minLow {
-						rVal := roundTo4(((lastClose - minLow) / minLow) * 100)
-						reboundPct = &rVal
-					}
-				}
-			}
-		}
-
-		// --- 步骤 4：处理特殊形态（如持续上涨无回落） ---
-		if dropPct == nil {
-			lastClose := dailies[len(dailies)-1].Close
-			firstDayHigh := dailies[0].High
-			if lastClose > firstDayHigh {
-				rVal := roundTo4(((lastClose - firstDayHigh) / firstDayHigh) * 100)
-				reboundPct = &rVal
-			}
-		}
-
-		results = append(results, model.AnalysisResponse{
-			Code:       stock.TsCode,
-			Name:       stock.Name,
-			DayOpen:    stock.Open,
-			DayHigh:    stock.High,
-			MaxHigh:    maxPrice,
-			MaxDate:    maxDateStr,
-			PostMinLow: postMinLow,
-			DropPct:    dropPct,
-			ReboundPct: reboundPct,
-		})
-	}
-
-	// 5. 基础排序（仅按回落幅度降序，不处理 null 特殊逻辑）
-	sort.Slice(results, func(i, j int) bool {
-		valI, valJ := -1.0, -1.0
-		if results[i].DropPct != nil {
-			valI = *results[i].DropPct
-		}
-		if results[j].DropPct != nil {
-			valJ = *results[j].DropPct
-		}
-		return valI > valJ
-	})
-
-	return results, nil
-}

internal/service/common_service.go

@@ -0,0 +1,32 @@
+package service
+
+import (
+	"gorm.io/gorm"
+	"level_go/internal/model"
+)
+
+type CommonService struct {
+	DB *gorm.DB
+}
+
+func (s *CommonService) GetTradeCalendar() (model.CalendarResponse, error) {
+	var results []struct {
+		DateStr string `gorm:"column:ds"`
+	}
+	var resp model.CalendarResponse
+
+	err := s.DB.Model(&model.TradeCalendar{}).
+		Select("DATE_FORMAT(cal_date, '%Y-%m-%d') as ds").
+		Where("is_open = ? AND exchange = ?", 1, "SSE").
+		Order("cal_date ASC").Scan(&results).Error
+
+	if err != nil {
+		return resp, err
+	}
+
+	for _, r := range results {
+		resp.OpenDates = append(resp.OpenDates, r.DateStr)
+		resp.MaxDate = r.DateStr
+	}
+	return resp, nil
+}

internal/service/stock_service.go

@@ -0,0 +1,186 @@
+package service
+
+import (
+	"gorm.io/gorm"
+	"level_go/internal/model"
+	"math"
+	"sort"
+)
+
+type StockService struct {
+	DB *gorm.DB
+}
+
+func (s *StockService) GetHistoryKline(code string) ([]model.StockDaily, error) {
+	var dailies []model.StockDaily
+	startDate := "2024-09-24"
+
+	err := s.DB.Table("stock_daily").
+		Where("ts_code = ? AND trade_date >= ?", code, startDate).
+		Order("trade_date ASC").
+		Find(&dailies).Error
+
+	return dailies, err
+}
+
+func roundTo2(val float64) float64 {
+	return math.Round(val*100) / 100
+}
+
+func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.AnalysisResponse, error) {
+	var results []model.AnalysisResponse
+	var limits []struct {
+		TsCode string
+		Name   string
+		Open   float64
+		High   float64
+	}
+
+	// 查询涨停股
+	query := `SELECT l.ts_code, l.name, d.open, d.high FROM stock_limit_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`
+
+	if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {
+		return nil, err
+	}
+
+	if len(limits) == 0 {
+		return results, nil
+	}
+
+	codes := make([]string, 0, len(limits))
+	for _, stock := range limits {
+		codes = append(codes, stock.TsCode)
+	}
+
+	var allDailies []model.StockDaily
+	if err := s.DB.Table("stock_daily").
+		Select("ts_code", "trade_date", "open", "high", "low", "close").
+		Where("ts_code IN ? AND trade_date BETWEEN ? AND ?", codes, startDate, endDate).
+		Order("ts_code ASC, trade_date ASC").
+		Find(&allDailies).Error; err != nil {
+		return nil, err
+	}
+
+	dailiesByCode := make(map[string][]model.StockDaily, len(codes))
+	for _, daily := range allDailies {
+		dailiesByCode[daily.TsCode] = append(dailiesByCode[daily.TsCode], daily)
+	}
+
+	for _, stock := range limits {
+		dailies := dailiesByCode[stock.TsCode]
+		if len(dailies) <= 1 {
+			continue
+		}
+
+		// A. 计算区间绝对最高价
+		overallMax := dailies[0].High
+		overallMaxDate := dailies[0].TradeDate.Format("2006-01-02")
+		for _, d := range dailies {
+			if d.High > overallMax {
+				overallMax = d.High
+				overallMaxDate = d.TradeDate.Format("2006-01-02")
+			}
+		}
+
+		// B. 逻辑计算
+		limitHigh := stock.High
+		postDailies := dailies[1:]
+
+		// 找出涨停后的全局最低
+		minLowAfterLimit := postDailies[0].Low
+		for _, d := range postDailies {
+			if d.Low < minLowAfterLimit {
+				minLowAfterLimit = d.Low
+			}
+		}
+
+		var dropPct, reboundPct *float64
+		var logicMaxHigh float64
+		var logicMaxDate string
+
+		if minLowAfterLimit >= limitHigh {
+			// 形态 1：强势。计算涨幅
+			currMax := limitHigh
+			maxIdx := -1
+			for i, d := range postDailies {
+				if d.High > currMax {
+					currMax = d.High
+					maxIdx = i
+				}
+			}
+			logicMaxHigh = currMax
+			logicMaxDate = startDate
+			if maxIdx != -1 {
+				logicMaxDate = postDailies[maxIdx].TradeDate.Format("2006-01-02")
+				val := roundTo2(((logicMaxHigh - limitHigh) / limitHigh) * 100)
+				reboundPct = &val
+			}
+			dropPct = nil
+		} else {
+			// 形态 2：破位。计算降幅和反弹
+			absMinLow := postDailies[0].Low
+			minIdx := 0
+			for i, d := range postDailies {
+				if d.Low < absMinLow {
+					absMinLow = d.Low
+					minIdx = i
+				}
+			}
+			// 找到涨停到该最低点之间的最高
+			rangeDailies := dailies[:minIdx+2]
+			rangeMax := dailies[0].High
+			maxD := startDate
+			for _, d := range rangeDailies {
+				if d.High > rangeMax {
+					rangeMax = d.High
+					maxD = d.TradeDate.Format("2006-01-02")
+				}
+			}
+			logicMaxHigh = rangeMax
+			logicMaxDate = maxD
+
+			dVal := roundTo2(((rangeMax - absMinLow) / rangeMax) * 100)
+			dropPct = &dVal
+
+			lastClose := postDailies[len(postDailies)-1].Close
+			rVal := roundTo2(((lastClose - absMinLow) / absMinLow) * 100)
+			reboundPct = &rVal
+		}
+
+		var closePrices []float64
+		for _, d := range dailies {
+			closePrices = append(closePrices, d.Close)
+		}
+
+		results = append(results, model.AnalysisResponse{
+			Code:           stock.TsCode,
+			Name:           stock.Name,
+			DayOpen:        stock.Open,
+			DayHigh:        stock.High,
+			MaxHigh:        logicMaxHigh,
+			MaxDate:        logicMaxDate,
+			OverallMaxHigh: overallMax,
+			OverallMaxDate: overallMaxDate,
+			PostMinLow:     minLowAfterLimit,
+			DropPct:        dropPct,
+			ReboundPct:     reboundPct,
+			ClosePrices:    closePrices,
+		})
+	}
+
+	sort.Slice(results, func(i, j int) bool {
+		if results[i].DropPct == nil && results[j].DropPct != nil {
+			return false
+		}
+		if results[i].DropPct != nil && results[j].DropPct == nil {
+			return true
+		}
+		if results[i].DropPct != nil && results[j].DropPct != nil {
+			return *results[i].DropPct > *results[j].DropPct
+		}
+		return false
+	})
+	return results, nil
+}

pkg/config/config.go

@@ -24,7 +24,8 @@ var AppConfig *Config
 func InitConfig() {
 	viper.SetConfigName("config")
 	viper.SetConfigType("yaml")
-	viper.AddConfigPath(".") // 在当前目录查找 config.yaml
+	viper.AddConfigPath(".")        // 在当前目录查找 config.yaml
+	viper.AddConfigPath("./config") // 兼容多一层目录的情况
 
 	if err := viper.ReadInConfig(); err != nil {
 		panic(fmt.Errorf("无法读取配置文件: %w", err))
@@ -34,3 +35,15 @@ func InitConfig() {
 		panic(fmt.Errorf("无法解析配置结构体: %w", err))
 	}
 }
+
+// GetDSN 生成 MySQL 连接字符串
+func GetDSN() string {
+	db := AppConfig.Database
+	return fmt.Sprintf("%s:%s@tcp(%s:%d)/%s?charset=%s&parseTime=True&loc=Local",
+		db.User, db.Password, db.Host, db.Port, db.Dbname, db.Charset)
+}
+
+// GetServerPort 获取服务器端口字符串
+func GetServerPort() string {
+	return fmt.Sprintf(":%d", AppConfig.Server.Port)
+}