Merge pull request '新增当日开盘价低于前一交易日涨停价格 101% 的判断。新增下载csv 文件接口。' (#3 ) from main into master

Reviewed-on: #3
新增当日开盘价低于前一交易日涨停价格 101% 的判断。新增下载csv 文件接口。
2026-05-05 19:33:14 +08:00 · 2026-05-05 19:05:21 +08:00 · 2026-05-05 19:04:45 +08:00
12 changed files with 840 additions and 57 deletions
@@ -4,7 +4,7 @@

 - 服务前缀：`/api/v1`
 - 响应格式：`application/json`
- 当前项目接口总数：5
+- 当前项目接口总数：7

 ## 2. 接口列表

@@ -15,6 +15,8 @@
 | 股票行情 | `GET` | `/api/v1/stock/kline/:code` | 获取指定股票历史 K 线 | [stock-kline.md](./stock-kline.md) |
 | 涨停连板 | `GET` | `/api/v1/limit-board/overview` | 获取交易日涨停分组与近 30 日最高板趋势 | [limit-board-overview.md](./limit-board-overview.md) |
 | 涨停低开分组 | `GET` | `/api/v1/limit-board/open-lower-groups` | 获取查询日和前一交易日均涨停的股票，并按是否低于前一交易日收盘价分组 | [limit-board-open-lower-groups.md](./limit-board-open-lower-groups.md) |
+| 涨停开盘阈值分组 | `GET` | `/api/v1/limit-board/open-threshold` | 获取查询日和前一交易日均涨停的股票，并按开盘价是否低于前一交易日收盘价 101% 分组 | [limit-board-open-threshold.md](./limit-board-open-threshold.md) |
+| 下载 | `GET` | `/api/v1/download/limit-board/second-board-profit-csv` | 下载符合二板早盘开盘阈值条件的次日盈利 CSV 明细 | [download-second-board-profit-csv.md](./download-second-board-profit-csv.md) |

 ## 3. 错误响应约定

@@ -0,0 +1,69 @@
+# 二板早盘次日盈利 CSV 下载接口文档
+
+## 1. 接口说明
+
+- 接口名称：二板早盘次日盈利 CSV 下载
+- 请求方式：`GET`
+- 请求路径：`/api/v1/download/limit-board/second-board-profit-csv`
+- 接口用途：下载符合二板早盘开盘阈值条件的股票明细，并查看后一交易日是否盈利。
+
+## 2. 请求参数
+
+| 参数名 | 类型 | 必填 | 默认值 | 示例 | 说明 |
+| --- | --- | --- | --- | --- | --- |
+| `start_date` | `string` | 否 | `2020-01-01` | `2026-01-01` | 开始交易日期，格式固定为 `YYYY-MM-DD` |
+| `end_date` | `string` | 否 | `2026-12-31` | `2026-12-31` | 结束交易日期，格式固定为 `YYYY-MM-DD` |
+
+- `start_date` 可以等于 `end_date`，用于下载单日数据。
+- `end_date` 不能早于 `start_date`。
+
+请求示例：
+
+```http
+GET /api/v1/download/limit-board/second-board-profit-csv?start_date=2026-01-01&end_date=2026-12-31
+```
+
+单日下载示例：
+
+```http
+GET /api/v1/download/limit-board/second-board-profit-csv?start_date=2026-04-29&end_date=2026-04-29
+```
+
+## 3. 响应说明
+
+- 响应类型：`text/csv; charset=utf-8`
+- 响应头：`Content-Disposition: attachment; filename="limit_second_board_profit_YYYYMMDD_YYYYMMDD_daily_detail.csv"`
+- CSV 文件带 UTF-8 BOM，便于 Excel 直接打开中文列名。
+
+## 4. CSV 字段
+
+| 字段名 | 说明 |
+| --- | --- |
+| `交易日` | 符合条件的交易日 |
+| `前一交易日` | 交易日的前一个交易日 |
+| `前二交易日` | 交易日的前两个交易日 |
+| `后一交易日` | 用于判断盈利的后一交易日 |
+| `股票代码` | TS 股票代码 |
+| `股票简称` | 股票名称 |
+| `市场` | 市场信息 |
+| `行业` | 所属行业 |
+| `T日开盘价` | 交易日开盘价 |
+| `T日收盘价` | 交易日收盘价 |
+| `T日涨停价` | 理论涨停价 |
+| `T-1收盘价` | 前一交易日收盘价 |
+| `开盘/T-1收盘%` | 交易日开盘价相对前一交易日收盘价的百分比 |
+| `首次涨停时间` | 交易日首次涨停时间，格式化为 `HH:MM:SS` |
+| `T+1开盘收益%` | 后一交易日开盘价相对 T 日收盘价的收益率 |
+| `T+1最高收益%` | 后一交易日最高价相对 T 日收盘价的收益率 |
+| `T+1收盘收益%` | 后一交易日收盘价相对 T 日收盘价的收益率 |
+| `T+1收盘是否盈利` | `T+1收盘收益% > 0` 时为 `是`，否则为 `否` |
+| `T+1盘中是否可盈利` | `T+1最高收益% > 0` 时为 `是`，否则为 `否` |
+
+## 5. 业务规则
+
+- T 日涨停。
+- T-1 交易日也涨停。
+- T-2 交易日必须不涨停。
+- T 日开盘价必须低于 T-1 收盘价的 101%。
+- T 日首次涨停时间必须早于 11:00。
+- 盈利口径默认按 T 日收盘价买入，T+1 收盘价卖出。
@@ -74,7 +74,7 @@ GET /api/v1/limit-board/open-lower-groups?trade_date=2026-04-24
 | `ak_total_market_value` | `number \| null` | AKShare 总市值 |
 | `ak_turnover_rate` | `number \| null` | AKShare 换手率 |
 | `ak_seal_amount` | `number \| null` | AKShare 封板资金 |
-| `ak_first_limit_time` | `string \| null` | AKShare 首次封板时间 |
+| `ak_first_limit_time` | `string \| null` | Tushare 首次封板时间，可能为 `09:35:12` 或 `93200` 这类紧凑格式 |
 | `ak_last_limit_time` | `string \| null` | AKShare 最后封板时间 |
 | `ak_break_limit_count` | `int \| null` | AKShare 炸板次数 |
 | `ak_limit_up_stat` | `string \| null` | AKShare 涨停统计 |
@@ -145,12 +145,12 @@ GET /api/v1/limit-board/open-lower-groups?trade_date=2026-04-24

 ## 5. 业务规则

- 只统计指定交易日 `stock_limit_data.status = 1` 且前一交易日 `stock_limit_data.status = 1` 的股票。
+- 只统计指定交易日 `stock_limit_combined_data.final_status = 1` 且前一交易日 `stock_limit_combined_data.final_status = 1` 的股票。
 - 前一交易日、前二交易日通过 `trade_calendar` 中 `exchange = 'SSE'` 且 `is_open = 1` 的交易日确定。
 - 只有当日 `stock_daily.open` 和前一交易日 `stock_daily.close` 都存在，且 `open < previous_close` 时，股票才会进入 `open_lower_previous_close` 分组。
 - 行情缺失、没有前一交易日、或不满足 `open < previous_close` 的股票都会进入 `others` 分组。
 - 当指定交易日涨停、前一交易日涨停、前二交易日不涨停时，返回 `is_first_to_second_board = true`，并设置 `highlight_label = "首板进二板"`。
- 在 `open_lower_previous_close` 分组内，如果同时满足 `is_first_to_second_board = true` 且 `ak_first_limit_time` 早于 `11:00`，返回 `is_first_second_before_eleven = true`，并将 `highlight_label` 设为 `首二一一`。
+- 在 `open_lower_previous_close` 分组内，如果同时满足 `is_first_to_second_board = true` 且 `ak_first_limit_time` 早于 `11:00`，返回 `is_first_second_before_eleven = true`，并将 `highlight_label` 设为 `首二一一`。`93200` 会按 `09:32:00` 处理。
 - 每个分组内的 `stocks` 按 `pct_chg` 从大到小排序；如果 `pct_chg` 相同，则按 `ts_code` 升序排序。

 ## 6. 错误响应
@@ -0,0 +1,164 @@
+# 涨停开盘阈值分组接口文档
+
+## 1. 接口说明
+
+- 接口名称：涨停开盘阈值分组
+- 请求方式：`GET`
+- 请求路径：`/api/v1/limit-board/open-threshold`
+- 接口用途：查询指定交易日涨停且前一交易日也涨停的股票，并按指定交易日开盘价是否低于前一交易日收盘价的 101% 分为两组。
+
+## 2. 请求参数
+
+| 参数名 | 类型 | 必填 | 示例 | 说明 |
+| --- | --- | --- | --- | --- |
+| `trade_date` | `string` | 是 | `2026-04-24` | 交易日，格式固定为 `YYYY-MM-DD` |
+
+请求示例：
+
+```http
+GET /api/v1/limit-board/open-threshold?trade_date=2026-04-24
+```
+
+## 3. 响应说明
+
+### 3.1 顶层字段
+
+| 字段名 | 类型 | 说明 |
+| --- | --- | --- |
+| `trade_date` | `string` | 查询的交易日 |
+| `previous_trade_date` | `string` | 前一交易日；如果查询日没有前一交易日则为空字符串 |
+| `summary` | `object` | 摘要信息 |
+| `groups` | `array` | 分组后的股票列表，固定返回两组 |
+
+### 3.2 summary 字段
+
+| 字段名 | 类型 | 说明 |
+| --- | --- | --- |
+| `limit_count` | `int` | 指定交易日涨停且前一交易日也涨停的股票总数 |
+| `open_within_threshold_count` | `int` | 指定交易日开盘价低于前一交易日收盘价 101% 的股票数量 |
+| `open_at_or_above_threshold_count` | `int` | 指定交易日开盘价大于等于前一交易日收盘价 101% 的股票数量 |
+| `threshold_ratio` | `number` | 分组阈值，固定为 `1.01` |
+
+### 3.3 groups 字段
+
+| 字段名 | 类型 | 说明 |
+| --- | --- | --- |
+| `key` | `string` | 分组标识，取值为 `open_within_previous_close_101` 或 `open_at_or_above_previous_close_101` |
+| `label` | `string` | 分组展示文案 |
+| `count` | `int` | 当前分组内股票数量 |
+| `stocks` | `array` | 当前分组内的股票列表 |
+
+### 3.4 groups[].stocks 字段
+
+| 字段名 | 类型 | 说明 |
+| --- | --- | --- |
+| `symbol` | `string` | 股票代码 |
+| `ts_code` | `string` | TS 股票代码 |
+| `name` | `string` | 股票名称 |
+| `market` | `string` | 所属板块或市场信息 |
+| `trade_date` | `string` | 交易日 |
+| `open` | `number` | 当日开盘价 |
+| `close` | `number` | 当日收盘价 |
+| `previous_trade_date` | `string` | 前一交易日 |
+| `previous_close` | `number` | 前一交易日收盘价，优先取前一交易日 `stock_limit_combined_data.calc_close/tushare_close` |
+| `open_threshold_price` | `number` | 分组阈值价格，即 `previous_close * 1.01` |
+| `open_previous_close_ratio` | `number` | 当日开盘价 / 前一交易日收盘价 |
+| `limit_price` | `number` | 理论涨停价 |
+| `pct_chg` | `number` | 当日涨跌幅 |
+| `ak_amount` | `number \| null` | Tushare 成交额 |
+| `ak_float_market_value` | `number \| null` | Tushare 流通市值 |
+| `ak_total_market_value` | `number \| null` | Tushare 总市值 |
+| `ak_turnover_rate` | `number \| null` | Tushare 换手率 |
+| `ak_seal_amount` | `number \| null` | Tushare 封板资金 |
+| `ak_first_limit_time` | `string \| null` | Tushare 首次封板时间，可能为 `09:35:12` 或 `93200` 这类紧凑格式 |
+| `ak_last_limit_time` | `string \| null` | Tushare 最后封板时间 |
+| `ak_break_limit_count` | `int \| null` | Tushare 炸板次数 |
+| `ak_limit_up_stat` | `string \| null` | Tushare 涨停统计 |
+| `ak_limit_up_days` | `int \| null` | Tushare 连板数 |
+| `ak_industry` | `string \| null` | Tushare 所属行业 |
+| `vol` | `int \| null` | 成交量 |
+
+## 4. 响应示例
+
+```json
+{
+  "trade_date": "2026-04-24",
+  "previous_trade_date": "2026-04-23",
+  "summary": {
+    "limit_count": 23,
+    "open_within_threshold_count": 8,
+    "open_at_or_above_threshold_count": 15,
+    "threshold_ratio": 1.01
+  },
+  "groups": [
+    {
+      "key": "open_within_previous_close_101",
+      "label": "开盘价低于前收101%",
+      "count": 8,
+      "stocks": [
+        {
+          "symbol": "000001",
+          "ts_code": "000001.SZ",
+          "name": "示例股份",
+          "market": "主板",
+          "trade_date": "2026-04-24",
+          "open": 10.09,
+          "close": 11.0,
+          "previous_trade_date": "2026-04-23",
+          "previous_close": 10.0,
+          "open_threshold_price": 10.1,
+          "open_previous_close_ratio": 1.009,
+          "limit_price": 11.0,
+          "pct_chg": 10.0,
+          "ak_amount": 1523000000,
+          "ak_float_market_value": 8245000000,
+          "ak_total_market_value": 12678000000,
+          "ak_turnover_rate": 18.64,
+          "ak_seal_amount": 286000000,
+          "ak_first_limit_time": "93200",
+          "ak_last_limit_time": "144208",
+          "ak_break_limit_count": 2,
+          "ak_limit_up_stat": "2天2板",
+          "ak_limit_up_days": 2,
+          "ak_industry": "软件开发",
+          "vol": 123456789
+        }
+      ]
+    },
+    {
+      "key": "open_at_or_above_previous_close_101",
+      "label": "开盘价大于等于前收101%",
+      "count": 15,
+      "stocks": []
+    }
+  ]
+}
+```
+
+## 5. 业务规则
+
+- 只统计指定交易日 `stock_limit_combined_data.final_status = 1` 且前一交易日 `stock_limit_combined_data.final_status = 1` 的股票。
+- 前一交易日通过 `trade_calendar` 中 `exchange = 'SSE'` 且 `is_open = 1` 的交易日确定。
+- 分组阈值为 `previous_close * 1.01`。
+- 当 `open < previous_close * 1.01` 时，股票进入 `open_within_previous_close_101` 分组。
+- 当 `open >= previous_close * 1.01` 时，股票进入 `open_at_or_above_previous_close_101` 分组。
+- 如果当日开盘价或前一交易日收盘价缺失，股票进入 `open_at_or_above_previous_close_101` 分组。
+- 每个分组内的 `stocks` 按 `pct_chg` 从大到小排序；如果 `pct_chg` 相同，则按 `ts_code` 升序排序。
+
+## 6. 错误响应
+
+当缺少 `trade_date` 参数时：
+
+```json
+{
+  "error": "trade_date 参数不能为空"
+}
+```
+
+当服务端内部异常时：
+
+```json
+{
+  "error": "具体错误信息"
+}
+```
@@ -71,7 +71,7 @@ GET /api/v1/limit-board/overview?trade_date=2026-04-24
 | `ak_total_market_value` | `number \| null` | AKShare 总市值 |
 | `ak_turnover_rate` | `number \| null` | AKShare 换手率 |
 | `ak_seal_amount` | `number \| null` | AKShare 封板资金 |
-| `ak_first_limit_time` | `string \| null` | AKShare 首次封板时间 |
+| `ak_first_limit_time` | `string \| null` | Tushare 首次封板时间，可能为 `09:35:12` 或 `93200` 这类紧凑格式 |
 | `ak_last_limit_time` | `string \| null` | AKShare 最后封板时间 |
 | `ak_break_limit_count` | `int \| null` | AKShare 炸板次数 |
 | `ak_limit_up_stat` | `string \| null` | AKShare 涨停统计 |
@@ -152,7 +152,7 @@ GET /api/v1/limit-board/overview?trade_date=2026-04-24

 ## 6. 业务规则

- 只统计 `stock_limit_data.status = 1` 的记录，即涨停股票。
+- 只统计 `stock_limit_combined_data.final_status = 1` 的记录，即涨停股票。
 - 连板数的计算会结合 `trade_calendar` 开市日历处理，不会被周末或节假日打断。
 - 首板、二板、三板等分组由后端直接计算，前端不需要二次处理。
 - `summary.max_board_count` 即当天涨停强度最高的板数。
@@ -76,7 +76,7 @@ Content-Type: application/json

 ## 6. 业务规则

- 仅统计 `stock_limit_data.status = 1` 的涨停股票。
+- 仅统计 `stock_limit_combined_data.final_status = 1` 的涨停股票。
 - `start_date` 用于确定样本池，即当日涨停股票。
 - `end_date` 用于限定后续表现统计区间。
 - 如果某只股票在区间内只有涨停当天数据，则不会进入最终结果。
@@ -47,3 +47,19 @@ func (h *LimitBoardHandler) GetOpenLowerGroups(c *gin.Context) {

 	c.JSON(http.StatusOK, resp)
 }
+
+func (h *LimitBoardHandler) GetOpenThresholdGroups(c *gin.Context) {
+	var req model.LimitBoardRequest
+	if err := c.ShouldBindQuery(&req); err != nil || req.TradeDate == "" {
+		c.JSON(http.StatusBadRequest, gin.H{"error": "trade_date 参数不能为空"})
+		return
+	}
+
+	resp, err := h.Service.GetLimitOpenThresholdGroups(req.TradeDate)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+
+	c.JSON(http.StatusOK, resp)
+}
@@ -0,0 +1,329 @@
+package api
+
+import (
+	"database/sql"
+	"encoding/csv"
+	"fmt"
+	"math"
+	"net/http"
+	"strconv"
+	"strings"
+	"time"
+
+	"github.com/gin-gonic/gin"
+)
+
+const (
+	defaultSecondProfitStartDate = "2020-01-01"
+	defaultSecondProfitEndDate   = "2026-12-31"
+)
+
+type secondProfitCSVRow struct {
+	TradeDate              string          `gorm:"column:trade_date"`
+	PreviousTradeDate      string          `gorm:"column:previous_trade_date"`
+	PreviousTwoTradeDate   string          `gorm:"column:previous_two_trade_date"`
+	NextTradeDate          string          `gorm:"column:next_trade_date"`
+	TsCode                 string          `gorm:"column:ts_code"`
+	Symbol                 string          `gorm:"column:symbol"`
+	Name                   string          `gorm:"column:name"`
+	Market                 string          `gorm:"column:market"`
+	Industry               string          `gorm:"column:industry"`
+	Open                   float64         `gorm:"column:open"`
+	Close                  float64         `gorm:"column:close_price"`
+	LimitPrice             float64         `gorm:"column:limit_price"`
+	PreviousClose          float64         `gorm:"column:previous_close"`
+	FirstLimitTime         sql.NullString  `gorm:"column:tushare_first_time"`
+	PctChg                 sql.NullFloat64 `gorm:"column:pct_chg"`
+	Amount                 sql.NullFloat64 `gorm:"column:tushare_amount"`
+	TurnoverRate           sql.NullFloat64 `gorm:"column:tushare_turnover_ratio"`
+	SealAmount             sql.NullFloat64 `gorm:"column:tushare_fd_amount"`
+	BreakLimitCount        sql.NullInt64   `gorm:"column:tushare_open_times"`
+	LimitUpStat            string          `gorm:"column:limit_up_stat"`
+	NextOpen               sql.NullFloat64 `gorm:"column:next_open"`
+	NextHigh               sql.NullFloat64 `gorm:"column:next_high"`
+	NextLow                sql.NullFloat64 `gorm:"column:next_low"`
+	NextClose              sql.NullFloat64 `gorm:"column:next_close"`
+	OpenPreviousCloseRatio float64
+	NextOpenReturnPct      sql.NullFloat64
+	NextHighReturnPct      sql.NullFloat64
+	NextCloseReturnPct     sql.NullFloat64
+	NextCloseProfitable    string
+	NextIntradayProfitable string
+}
+
+func (h *LimitBoardHandler) DownloadSecondBoardProfitCSV(c *gin.Context) {
+	startDate := c.DefaultQuery("start_date", defaultSecondProfitStartDate)
+	endDate := c.DefaultQuery("end_date", defaultSecondProfitEndDate)
+	if err := validateSecondProfitDateRange(startDate, endDate); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+
+	rows, err := h.loadSecondProfitCSVRows(startDate, endDate)
+	if err != nil {
+		c.JSON(http.StatusInternalServerError, gin.H{"error": err.Error()})
+		return
+	}
+
+	filename := fmt.Sprintf("limit_second_board_profit_%s_%s_daily_detail.csv",
+		strings.ReplaceAll(startDate, "-", ""),
+		strings.ReplaceAll(endDate, "-", ""),
+	)
+	c.Header("Content-Type", "text/csv; charset=utf-8")
+	c.Header("Content-Disposition", `attachment; filename="`+filename+`"`)
+	c.Status(http.StatusOK)
+
+	if _, err := c.Writer.Write([]byte{0xEF, 0xBB, 0xBF}); err != nil {
+		return
+	}
+
+	writer := csv.NewWriter(c.Writer)
+	defer writer.Flush()
+
+	_ = writer.Write(secondProfitCSVHeaders())
+	for _, row := range rows {
+		if err := writer.Write(secondProfitCSVRecord(row)); err != nil {
+			return
+		}
+	}
+}
+
+func validateSecondProfitDateRange(startDate, endDate string) error {
+	start, err := time.Parse("2006-01-02", startDate)
+	if err != nil {
+		return fmt.Errorf("start_date 格式必须为 YYYY-MM-DD")
+	}
+	end, err := time.Parse("2006-01-02", endDate)
+	if err != nil {
+		return fmt.Errorf("end_date 格式必须为 YYYY-MM-DD")
+	}
+	if end.Before(start) {
+		return fmt.Errorf("end_date 不能早于 start_date")
+	}
+	return nil
+}
+
+func (h *LimitBoardHandler) loadSecondProfitCSVRows(startDate, endDate string) ([]secondProfitCSVRow, error) {
+	query := `
+WITH open_calendar AS (
+	SELECT
+		DATE_FORMAT(cal_date, '%Y-%m-%d') AS trade_date,
+		LAG(DATE_FORMAT(cal_date, '%Y-%m-%d'), 1) OVER (ORDER BY cal_date) AS previous_trade_date,
+		LAG(DATE_FORMAT(cal_date, '%Y-%m-%d'), 2) OVER (ORDER BY cal_date) AS previous_two_trade_date,
+		LEAD(DATE_FORMAT(cal_date, '%Y-%m-%d'), 1) OVER (ORDER BY cal_date) AS next_trade_date
+	FROM trade_calendar
+	WHERE exchange = 'SSE' AND is_open = 1
+)
+SELECT
+	c.trade_date,
+	c.previous_trade_date,
+	c.previous_two_trade_date,
+	COALESCE(c.next_trade_date, '') AS next_trade_date,
+	l.ts_code,
+	COALESCE(l.symbol, '') AS symbol,
+	COALESCE(l.name, '') AS name,
+	COALESCE(l.market, '') AS market,
+	COALESCE(l.tushare_industry, '') AS industry,
+	d.open,
+	COALESCE(l.calc_close, l.tushare_close, d.close) AS close_price,
+	COALESCE(l.calc_limit_price, 0) AS limit_price,
+	COALESCE(pl.calc_close, pl.tushare_close, pd.close) AS previous_close,
+	l.tushare_first_time,
+	COALESCE(l.tushare_pct_chg, d.pct_chg) AS pct_chg,
+	l.tushare_amount,
+	l.tushare_turnover_ratio,
+	l.tushare_fd_amount,
+	l.tushare_open_times,
+	COALESCE(l.tushare_up_stat, '') AS limit_up_stat,
+	nd.open AS next_open,
+	nd.high AS next_high,
+	nd.low AS next_low,
+	nd.close AS next_close
+FROM open_calendar c
+INNER JOIN stock_limit_combined_data l
+	ON l.trade_date = c.trade_date AND l.final_status = 1
+INNER JOIN stock_limit_combined_data pl
+	ON pl.ts_code = l.ts_code AND pl.trade_date = c.previous_trade_date AND pl.final_status = 1
+LEFT JOIN stock_limit_combined_data ppl
+	ON ppl.ts_code = l.ts_code AND ppl.trade_date = c.previous_two_trade_date AND ppl.final_status = 1
+LEFT JOIN stock_daily d
+	ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date
+LEFT JOIN stock_daily pd
+	ON pd.ts_code = l.ts_code AND pd.trade_date = c.previous_trade_date
+LEFT JOIN stock_daily nd
+	ON nd.ts_code = l.ts_code AND nd.trade_date = c.next_trade_date
+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.open IS NOT NULL
+	AND COALESCE(pl.calc_close, pl.tushare_close, pd.close) > 0
+	AND d.open < COALESCE(pl.calc_close, pl.tushare_close, pd.close) * 1.01
+ORDER BY c.trade_date ASC, l.ts_code ASC`
+
+	var rawRows []secondProfitCSVRow
+	if err := h.Service.DB.Raw(query, startDate, endDate).Scan(&rawRows).Error; err != nil {
+		return nil, err
+	}
+
+	rows := make([]secondProfitCSVRow, 0, len(rawRows))
+	for _, row := range rawRows {
+		if !isSecondProfitBeforeEleven(row.FirstLimitTime.String) {
+			continue
+		}
+		row.OpenPreviousCloseRatio = row.Open / row.PreviousClose
+		if row.Close > 0 {
+			row.NextOpenReturnPct = secondProfitPctReturn(row.NextOpen, row.Close)
+			row.NextHighReturnPct = secondProfitPctReturn(row.NextHigh, row.Close)
+			row.NextCloseReturnPct = secondProfitPctReturn(row.NextClose, row.Close)
+		}
+		row.NextCloseProfitable = secondProfitLabel(row.NextCloseReturnPct)
+		row.NextIntradayProfitable = secondProfitLabel(row.NextHighReturnPct)
+		rows = append(rows, row)
+	}
+	return rows, nil
+}
+
+func secondProfitCSVHeaders() []string {
+	return []string{
+		"交易日", "前一交易日", "前二交易日", "后一交易日", "股票代码", "股票简称", "市场", "行业",
+		"T日开盘价", "T日收盘价", "T日涨停价", "T-1收盘价", "开盘/T-1收盘%", "首次涨停时间",
+		"T日涨跌幅%", "成交额", "换手率%", "封单额", "开板次数", "涨停统计",
+		"T+1开盘价", "T+1最高价", "T+1最低价", "T+1收盘价",
+		"T+1开盘收益%", "T+1最高收益%", "T+1收盘收益%", "T+1收盘是否盈利", "T+1盘中是否可盈利",
+	}
+}
+
+func secondProfitCSVRecord(row secondProfitCSVRow) []string {
+	return []string{
+		row.TradeDate,
+		row.PreviousTradeDate,
+		row.PreviousTwoTradeDate,
+		row.NextTradeDate,
+		row.TsCode,
+		row.Name,
+		row.Market,
+		row.Industry,
+		secondProfitFormatFloat(row.Open),
+		secondProfitFormatFloat(row.Close),
+		secondProfitFormatFloat(row.LimitPrice),
+		secondProfitFormatFloat(row.PreviousClose),
+		secondProfitFormatFloat(secondProfitRound2(row.OpenPreviousCloseRatio * 100)),
+		secondProfitFormatLimitTime(row.FirstLimitTime.String),
+		secondProfitFormatNullFloat(row.PctChg),
+		secondProfitFormatNullFloat(row.Amount),
+		secondProfitFormatNullFloat(row.TurnoverRate),
+		secondProfitFormatNullFloat(row.SealAmount),
+		secondProfitFormatNullInt(row.BreakLimitCount),
+		row.LimitUpStat,
+		secondProfitFormatNullFloat(row.NextOpen),
+		secondProfitFormatNullFloat(row.NextHigh),
+		secondProfitFormatNullFloat(row.NextLow),
+		secondProfitFormatNullFloat(row.NextClose),
+		secondProfitFormatNullFloat(row.NextOpenReturnPct),
+		secondProfitFormatNullFloat(row.NextHighReturnPct),
+		secondProfitFormatNullFloat(row.NextCloseReturnPct),
+		row.NextCloseProfitable,
+		row.NextIntradayProfitable,
+	}
+}
+
+func isSecondProfitBeforeEleven(limitTime string) bool {
+	timeText := strings.TrimSpace(limitTime)
+	if timeText == "" {
+		return false
+	}
+
+	hour, minute, second := 0, 0, 0
+	if strings.Contains(timeText, ":") {
+		if n, _ := fmt.Sscanf(timeText, "%d:%d:%d", &hour, &minute, &second); n < 2 {
+			return false
+		}
+	} else {
+		if len(timeText) < 4 {
+			return false
+		}
+		switch len(timeText) {
+		case 4:
+			timeText += "00"
+		case 5:
+			timeText = "0" + timeText
+		case 6:
+		default:
+			return false
+		}
+		var err error
+		hour, err = strconv.Atoi(timeText[0:2])
+		if err != nil {
+			return false
+		}
+		minute, err = strconv.Atoi(timeText[2:4])
+		if err != nil {
+			return false
+		}
+		second, err = strconv.Atoi(timeText[4:6])
+		if err != nil {
+			return false
+		}
+	}
+	if hour < 0 || hour > 23 || minute < 0 || minute > 59 || second < 0 || second > 59 {
+		return false
+	}
+	return hour < 11
+}
+
+func secondProfitFormatLimitTime(value string) string {
+	timeText := strings.TrimSpace(value)
+	if timeText == "" || strings.Contains(timeText, ":") {
+		return timeText
+	}
+	switch len(timeText) {
+	case 4:
+		timeText += "00"
+	case 5:
+		timeText = "0" + timeText
+	case 6:
+	default:
+		return value
+	}
+	return timeText[0:2] + ":" + timeText[2:4] + ":" + timeText[4:6]
+}
+
+func secondProfitPctReturn(value sql.NullFloat64, base float64) sql.NullFloat64 {
+	if !value.Valid || base == 0 {
+		return sql.NullFloat64{}
+	}
+	return sql.NullFloat64{Float64: secondProfitRound2((value.Float64 - base) / base * 100), Valid: true}
+}
+
+func secondProfitLabel(value sql.NullFloat64) string {
+	if !value.Valid {
+		return "无次日数据"
+	}
+	if value.Float64 > 0 {
+		return "是"
+	}
+	return "否"
+}
+
+func secondProfitRound2(value float64) float64 {
+	return math.Round(value*100) / 100
+}
+
+func secondProfitFormatFloat(value float64) string {
+	return strconv.FormatFloat(value, 'f', -1, 64)
+}
+
+func secondProfitFormatNullFloat(value sql.NullFloat64) string {
+	if !value.Valid {
+		return ""
+	}
+	return secondProfitFormatFloat(value.Float64)
+}
+
+func secondProfitFormatNullInt(value sql.NullInt64) string {
+	if !value.Valid {
+		return ""
+	}
+	return strconv.FormatInt(value.Int64, 10)
+}
@@ -62,6 +62,36 @@ type LimitOpenCompareStock struct {
 	Vol                       *int64   `json:"vol"`
 }

+type LimitOpenThresholdStock struct {
+	Symbol                 string   `json:"symbol"`
+	TsCode                 string   `json:"ts_code"`
+	Name                   string   `json:"name"`
+	Market                 string   `json:"market"`
+	TradeDate              string   `json:"trade_date"`
+	HasOpen                bool     `json:"-"`
+	Open                   float64  `json:"open"`
+	Close                  float64  `json:"close"`
+	PreviousTradeDate      string   `json:"previous_trade_date"`
+	HasPreviousClose       bool     `json:"-"`
+	PreviousClose          float64  `json:"previous_close"`
+	OpenThresholdPrice     float64  `json:"open_threshold_price"`
+	OpenPreviousCloseRatio float64  `json:"open_previous_close_ratio"`
+	LimitPrice             float64  `json:"limit_price"`
+	PctChg                 float64  `json:"pct_chg"`
+	AkAmount               *float64 `json:"ak_amount"`
+	AkFloatMarketValue     *float64 `json:"ak_float_market_value"`
+	AkTotalMarketValue     *float64 `json:"ak_total_market_value"`
+	AkTurnoverRate         *float64 `json:"ak_turnover_rate"`
+	AkSealAmount           *float64 `json:"ak_seal_amount"`
+	AkFirstLimitTime       *string  `json:"ak_first_limit_time"`
+	AkLastLimitTime        *string  `json:"ak_last_limit_time"`
+	AkBreakLimitCount      *int     `json:"ak_break_limit_count"`
+	AkLimitUpStat          *string  `json:"ak_limit_up_stat"`
+	AkLimitUpDays          *int     `json:"ak_limit_up_days"`
+	AkIndustry             *string  `json:"ak_industry"`
+	Vol                    *int64   `json:"vol"`
+}
+
 type LimitOpenCompareGroup struct {
 	Key    string                  `json:"key"`
 	Label  string                  `json:"label"`
@@ -69,6 +99,13 @@ type LimitOpenCompareGroup struct {
 	Stocks []LimitOpenCompareStock `json:"stocks"`
 }

+type LimitOpenThresholdGroup struct {
+	Key    string                    `json:"key"`
+	Label  string                    `json:"label"`
+	Count  int                       `json:"count"`
+	Stocks []LimitOpenThresholdStock `json:"stocks"`
+}
+
 type LimitOpenCompareSummary struct {
 	LimitCount                   int `json:"limit_count"`
 	OpenLowerPreviousCloseCount  int `json:"open_lower_previous_close_count"`
@@ -77,6 +114,13 @@ type LimitOpenCompareSummary struct {
 	FirstSecondBeforeElevenCount int `json:"first_second_before_eleven_count"`
 }

+type LimitOpenThresholdSummary struct {
+	LimitCount                  int     `json:"limit_count"`
+	OpenWithinThresholdCount    int     `json:"open_within_threshold_count"`
+	OpenAtOrAboveThresholdCount int     `json:"open_at_or_above_threshold_count"`
+	ThresholdRatio              float64 `json:"threshold_ratio"`
+}
+
 type LimitOpenCompareResponse struct {
 	TradeDate            string                  `json:"trade_date"`
 	PreviousTradeDate    string                  `json:"previous_trade_date"`
@@ -85,6 +129,13 @@ type LimitOpenCompareResponse struct {
 	Groups               []LimitOpenCompareGroup `json:"groups"`
 }

+type LimitOpenThresholdResponse struct {
+	TradeDate         string                    `json:"trade_date"`
+	PreviousTradeDate string                    `json:"previous_trade_date"`
+	Summary           LimitOpenThresholdSummary `json:"summary"`
+	Groups            []LimitOpenThresholdGroup `json:"groups"`
+}
+
 type LimitBoardGroup struct {
 	BoardCount int               `json:"board_count"`
 	Label      string            `json:"label"`
@@ -13,6 +13,7 @@ func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler, limitBo
 		c.Writer.Header().Set("Access-Control-Allow-Origin", "*")
 		c.Writer.Header().Set("Access-Control-Allow-Methods", "POST, GET, OPTIONS")
 		c.Writer.Header().Set("Access-Control-Allow-Headers", "Content-Type")
+		c.Writer.Header().Set("Access-Control-Expose-Headers", "Content-Disposition")
 		if c.Request.Method == "OPTIONS" {
 			c.AbortWithStatus(204)
 			return
@@ -25,8 +26,19 @@ func NewRouter(commonApi *api.CommonHandler, stockApi *api.StockHandler, limitBo
 		v1.GET("/common/trade-calendar", commonApi.GetTradeCalendar)
 		v1.POST("/stock/analyze", stockApi.Analyze)
 		v1.GET("/stock/kline/:code", stockApi.GetKlineData)
-		v1.GET("/limit-board/overview", limitBoardApi.GetOverview)
-		v1.GET("/limit-board/open-lower-groups", limitBoardApi.GetOpenLowerGroups)
+
+		limitBoard := v1.Group("/limit-board")
+		{
+			limitBoard.GET("/overview", limitBoardApi.GetOverview)
+			limitBoard.GET("/open-lower-groups", limitBoardApi.GetOpenLowerGroups)
+			limitBoard.GET("/open-threshold", limitBoardApi.GetOpenThresholdGroups)
+			limitBoard.GET("/open-threshold-groups", limitBoardApi.GetOpenThresholdGroups)
+		}
+
+		download := v1.Group("/download")
+		{
+			download.GET("/limit-board/second-board-profit-csv", limitBoardApi.DownloadSecondBoardProfitCSV)
+		}
 	}
 	return r
 }
@@ -14,6 +14,8 @@ type LimitBoardService struct {
 	DB *gorm.DB
 }

+const stockLimitCombinedTable = "stock_limit_combined_data"
+
 type limitBoardHistoryRow struct {
 	TsCode    string `gorm:"column:ts_code"`
 	TradeDate string `gorm:"column:trade_date"`
@@ -147,6 +149,59 @@ func (s *LimitBoardService) GetLimitOpenCompareGroups(tradeDate string) (model.L
 	return resp, nil
 }

+func (s *LimitBoardService) GetLimitOpenThresholdGroups(tradeDate string) (model.LimitOpenThresholdResponse, error) {
+	resp := model.LimitOpenThresholdResponse{TradeDate: tradeDate}
+	const thresholdRatio = 1.01
+
+	tradeDates, dateIndex, err := s.loadTradeCalendar(tradeDate)
+	if err != nil {
+		return resp, err
+	}
+	if dateIndex == -1 {
+		resp.Summary.ThresholdRatio = thresholdRatio
+		resp.Groups = buildLimitOpenThresholdGroups(nil, nil)
+		return resp, nil
+	}
+
+	previousTradeDate := ""
+	if dateIndex > 0 {
+		previousTradeDate = tradeDates[dateIndex-1]
+	}
+	resp.PreviousTradeDate = previousTradeDate
+
+	stocks, err := s.loadLimitOpenThresholdStocks(tradeDate, previousTradeDate)
+	if err != nil {
+		return resp, err
+	}
+
+	withinThresholdStocks := make([]model.LimitOpenThresholdStock, 0)
+	atOrAboveThresholdStocks := make([]model.LimitOpenThresholdStock, 0)
+	for _, stock := range stocks {
+		if stock.HasPreviousClose && stock.PreviousClose > 0 {
+			stock.OpenThresholdPrice = stock.PreviousClose * thresholdRatio
+		}
+		if stock.HasOpen && stock.HasPreviousClose && stock.PreviousClose > 0 {
+			stock.OpenPreviousCloseRatio = stock.Open / stock.PreviousClose
+		}
+
+		if stock.HasOpen && stock.HasPreviousClose && stock.Open < stock.OpenThresholdPrice {
+			withinThresholdStocks = append(withinThresholdStocks, stock)
+			continue
+		}
+		atOrAboveThresholdStocks = append(atOrAboveThresholdStocks, stock)
+	}
+
+	resp.Summary = model.LimitOpenThresholdSummary{
+		LimitCount:                  len(stocks),
+		OpenWithinThresholdCount:    len(withinThresholdStocks),
+		OpenAtOrAboveThresholdCount: len(atOrAboveThresholdStocks),
+		ThresholdRatio:              thresholdRatio,
+	}
+	resp.Groups = buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks)
+
+	return resp, nil
+}
+
 func isBeforeEleven(limitTime *string) bool {
 	if limitTime == nil || *limitTime == "" {
 		return false
@@ -164,10 +219,13 @@ func isBeforeEleven(limitTime *string) bool {
 		if len(timeText) < 4 {
 			return false
 		}
-		if len(timeText) == 4 {
+		switch len(timeText) {
+		case 4:
 			timeText += "00"
-		}
-		if len(timeText) != 6 {
+		case 5:
+			timeText = "0" + timeText
+		case 6:
+		default:
 			return false
 		}
 		var err error
@@ -202,9 +260,9 @@ func (s *LimitBoardService) buildRecentMaxBoardStats(tradeDates []string, dateIn
 	}

 	var history []limitBoardHistoryRow
-	if err := s.DB.Table("stock_limit_data").
+	if err := s.DB.Table(stockLimitCombinedTable).
 		Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date").
-		Where("trade_date BETWEEN ? AND ? AND status = ?", windowDates[0], windowDates[len(windowDates)-1], 1).
+		Where("trade_date BETWEEN ? AND ? AND final_status = ?", windowDates[0], windowDates[len(windowDates)-1], 1).
 		Order("ts_code ASC, trade_date ASC").
 		Scan(&history).Error; err != nil {
 		return nil, err
@@ -283,25 +341,25 @@ func (s *LimitBoardService) loadCurrentLimitStocks(tradeDate string) ([]model.Li
 		l.name,
 		COALESCE(l.market, '') AS market,
 		DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
-		COALESCE(d.close, l.close, 0) AS close,
-		COALESCE(l.limit_price, 0) AS limit_price,
-		COALESCE(d.pct_chg, 0) AS pct_chg,
-		l.ak_amount,
-		l.ak_float_market_value,
-		l.ak_total_market_value,
-		l.ak_turnover_rate,
-		l.ak_seal_amount,
-		l.ak_first_limit_time,
-		l.ak_last_limit_time,
-		l.ak_break_limit_count,
-		l.ak_limit_up_stat,
-		l.ak_limit_up_days,
-		l.ak_industry,
-		l.vol
-	FROM stock_limit_data l
+		COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
+		COALESCE(l.calc_limit_price, 0) AS limit_price,
+		COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
+		l.tushare_amount AS ak_amount,
+		l.tushare_float_mv AS ak_float_market_value,
+		l.tushare_total_mv AS ak_total_market_value,
+		l.tushare_turnover_ratio AS ak_turnover_rate,
+		l.tushare_fd_amount AS ak_seal_amount,
+		l.tushare_first_time AS ak_first_limit_time,
+		l.tushare_last_time AS ak_last_limit_time,
+		l.tushare_open_times AS ak_break_limit_count,
+		l.tushare_up_stat AS ak_limit_up_stat,
+		l.tushare_limit_times AS ak_limit_up_days,
+		l.tushare_industry AS ak_industry,
+		l.calc_vol AS vol
+	FROM stock_limit_combined_data l
 	LEFT JOIN stock_daily d
 		ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date
-	WHERE l.trade_date = ? AND l.status = 1
+	WHERE l.trade_date = ? AND l.final_status = 1
 	ORDER BY d.pct_chg DESC, l.ts_code ASC`

 	err := s.DB.Raw(query, tradeDate).Scan(&stocks).Error
@@ -318,38 +376,38 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
 		DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
 		d.open IS NOT NULL AS has_open,
 		COALESCE(d.open, 0) AS open,
-		COALESCE(d.close, l.close, 0) AS close,
+		COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
 		? AS previous_trade_date,
 		? AS previous_two_trade_date,
 		pd.close IS NOT NULL AS has_previous_close,
 		COALESCE(pd.close, 0) AS previous_close,
 		(? <> '' AND NOT EXISTS (
 			SELECT 1
-			FROM stock_limit_data ppl
-			WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.status = 1
+			FROM stock_limit_combined_data ppl
+			WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.final_status = 1
 		)) AS is_first_to_second_board,
-		COALESCE(l.limit_price, 0) AS limit_price,
-		COALESCE(d.pct_chg, 0) AS pct_chg,
-		l.ak_amount,
-		l.ak_float_market_value,
-		l.ak_total_market_value,
-		l.ak_turnover_rate,
-		l.ak_seal_amount,
-		l.ak_first_limit_time,
-		l.ak_last_limit_time,
-		l.ak_break_limit_count,
-		l.ak_limit_up_stat,
-		l.ak_limit_up_days,
-		l.ak_industry,
-		l.vol
-	FROM stock_limit_data l
+		COALESCE(l.calc_limit_price, 0) AS limit_price,
+		COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
+		l.tushare_amount AS ak_amount,
+		l.tushare_float_mv AS ak_float_market_value,
+		l.tushare_total_mv AS ak_total_market_value,
+		l.tushare_turnover_ratio AS ak_turnover_rate,
+		l.tushare_fd_amount AS ak_seal_amount,
+		l.tushare_first_time AS ak_first_limit_time,
+		l.tushare_last_time AS ak_last_limit_time,
+		l.tushare_open_times AS ak_break_limit_count,
+		l.tushare_up_stat AS ak_limit_up_stat,
+		l.tushare_limit_times AS ak_limit_up_days,
+		l.tushare_industry AS ak_industry,
+		l.calc_vol AS vol
+	FROM stock_limit_combined_data l
 	LEFT JOIN stock_daily d
 		ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date
 	LEFT JOIN stock_daily pd
 		ON pd.ts_code = l.ts_code AND pd.trade_date = ?
-	INNER JOIN stock_limit_data pl
-		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.status = 1
-	WHERE l.trade_date = ? AND l.status = 1
+	INNER JOIN stock_limit_combined_data pl
+		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
+	WHERE l.trade_date = ? AND l.final_status = 1
 	ORDER BY d.pct_chg DESC, l.ts_code ASC`

 	if previousTradeDate == "" {
@@ -360,6 +418,52 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
 	return stocks, err
 }

+func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTradeDate string) ([]model.LimitOpenThresholdStock, error) {
+	var stocks []model.LimitOpenThresholdStock
+	query := `SELECT
+		l.symbol,
+		l.ts_code,
+		l.name,
+		COALESCE(l.market, '') AS market,
+		DATE_FORMAT(l.trade_date, '%Y-%m-%d') AS trade_date,
+		d.open IS NOT NULL AS has_open,
+		COALESCE(d.open, 0) AS open,
+		COALESCE(l.calc_close, l.tushare_close, d.close, 0) AS close,
+		? AS previous_trade_date,
+		(pl.calc_close IS NOT NULL OR pl.tushare_close IS NOT NULL OR pd.close IS NOT NULL) AS has_previous_close,
+		COALESCE(pl.calc_close, pl.tushare_close, pd.close, 0) AS previous_close,
+		COALESCE(l.calc_limit_price, 0) AS limit_price,
+		COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
+		l.tushare_amount AS ak_amount,
+		l.tushare_float_mv AS ak_float_market_value,
+		l.tushare_total_mv AS ak_total_market_value,
+		l.tushare_turnover_ratio AS ak_turnover_rate,
+		l.tushare_fd_amount AS ak_seal_amount,
+		l.tushare_first_time AS ak_first_limit_time,
+		l.tushare_last_time AS ak_last_limit_time,
+		l.tushare_open_times AS ak_break_limit_count,
+		l.tushare_up_stat AS ak_limit_up_stat,
+		l.tushare_limit_times AS ak_limit_up_days,
+		l.tushare_industry AS ak_industry,
+		l.calc_vol AS vol
+	FROM stock_limit_combined_data l
+	LEFT JOIN stock_daily d
+		ON d.ts_code = l.ts_code AND d.trade_date = l.trade_date
+	LEFT JOIN stock_daily pd
+		ON pd.ts_code = l.ts_code AND pd.trade_date = ?
+	INNER JOIN stock_limit_combined_data pl
+		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
+	WHERE l.trade_date = ? AND l.final_status = 1
+	ORDER BY d.pct_chg DESC, l.ts_code ASC`
+
+	if previousTradeDate == "" {
+		return stocks, nil
+	}
+
+	err := s.DB.Raw(query, previousTradeDate, previousTradeDate, previousTradeDate, tradeDate).Scan(&stocks).Error
+	return stocks, err
+}
+
 func (s *LimitBoardService) loadLimitHistory(stocks []model.LimitBoardStock, tradeDate string) (map[string]map[string]struct{}, error) {
 	codes := make([]string, 0, len(stocks))
 	for _, stock := range stocks {
@@ -367,9 +471,9 @@ func (s *LimitBoardService) loadLimitHistory(stocks []model.LimitBoardStock, tra
 	}

 	var history []limitBoardHistoryRow
-	if err := s.DB.Table("stock_limit_data").
+	if err := s.DB.Table(stockLimitCombinedTable).
 		Select("ts_code, DATE_FORMAT(trade_date, '%Y-%m-%d') AS trade_date").
-		Where("ts_code IN ? AND trade_date <= ? AND status = ?", codes, tradeDate, 1).
+		Where("ts_code IN ? AND trade_date <= ? AND final_status = ?", codes, tradeDate, 1).
 		Scan(&history).Error; err != nil {
 		return nil, err
 	}
@@ -470,6 +574,33 @@ func buildLimitOpenCompareGroups(openLowerStocks, otherStocks []model.LimitOpenC
 	}
 }

+func buildLimitOpenThresholdGroups(withinThresholdStocks, atOrAboveThresholdStocks []model.LimitOpenThresholdStock) []model.LimitOpenThresholdGroup {
+	if withinThresholdStocks == nil {
+		withinThresholdStocks = []model.LimitOpenThresholdStock{}
+	}
+	if atOrAboveThresholdStocks == nil {
+		atOrAboveThresholdStocks = []model.LimitOpenThresholdStock{}
+	}
+
+	sortLimitOpenThresholdStocks(withinThresholdStocks)
+	sortLimitOpenThresholdStocks(atOrAboveThresholdStocks)
+
+	return []model.LimitOpenThresholdGroup{
+		{
+			Key:    "open_within_previous_close_101",
+			Label:  "开盘价低于前收101%",
+			Count:  len(withinThresholdStocks),
+			Stocks: withinThresholdStocks,
+		},
+		{
+			Key:    "open_at_or_above_previous_close_101",
+			Label:  "开盘价大于等于前收101%",
+			Count:  len(atOrAboveThresholdStocks),
+			Stocks: atOrAboveThresholdStocks,
+		},
+	}
+}
+
 func sortLimitOpenCompareStocks(stocks []model.LimitOpenCompareStock) {
 	sort.Slice(stocks, func(i, j int) bool {
 		if stocks[i].PctChg == stocks[j].PctChg {
@@ -478,3 +609,12 @@ func sortLimitOpenCompareStocks(stocks []model.LimitOpenCompareStock) {
 		return stocks[i].PctChg > stocks[j].PctChg
 	})
 }
+
+func sortLimitOpenThresholdStocks(stocks []model.LimitOpenThresholdStock) {
+	sort.Slice(stocks, func(i, j int) bool {
+		if stocks[i].PctChg == stocks[j].PctChg {
+			return stocks[i].TsCode < stocks[j].TsCode
+		}
+		return stocks[i].PctChg > stocks[j].PctChg
+	})
+}
@@ -14,7 +14,7 @@ type StockService struct {

 func (s *StockService) GetHistoryKline(code string) ([]model.StockDaily, error) {
 	var dailies []model.StockDaily
-	startDate := "2024-09-24"
+	startDate := "2020-01-02"

 	err := s.DB.Table("stock_daily").
 		Where("ts_code = ? AND trade_date >= ?", code, startDate).
@@ -38,9 +38,9 @@ func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.An
 	}

 	// 查询涨停股
-	query := `SELECT l.ts_code, l.name, d.open, d.high FROM stock_limit_data l
+	query := `SELECT l.ts_code, l.name, d.open, COALESCE(l.calc_high, d.high, 0) AS high FROM stock_limit_combined_data l
              LEFT JOIN stock_daily d ON l.ts_code = d.ts_code AND l.trade_date = d.trade_date
-              WHERE l.trade_date = ? AND l.status = 1`
+              WHERE l.trade_date = ? AND l.final_status = 1`

 	if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {
 		return nil, err
Author	SHA1	Message	Date
yang	f1734a68ae	Merge pull request '新增当日开盘价低于前一交易日涨停价格 101% 的判断。新增下载csv 文件接口。' (#3 ) from main into master Reviewed-on: #3	2026-05-05 19:33:14 +08:00
yang	cd25b65314	新增当日开盘价低于前一交易日涨停价格 101% 的判断。新增下载csv 文件接口。	2026-05-05 19:05:21 +08:00
yang	996d4f0af7	新增当日开盘价低于前一交易日涨停价格 101% 的判断。新增下载csv 文件接口。	2026-05-05 19:04:45 +08:00