docs/api-overview.md

@@ -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
 

docs/limit-board-open-lower-groups.md

@@ -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

docs/limit-board-overview.md

@@ -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。

docs/stock-analyze.md

@@ -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。

internal/api/limit_board_handler.go

@@ -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)
+}

internal/model/limit_board.go

@@ -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"`

internal/router/router.go

@@ -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
 }

internal/service/limit_board_service.go

@@ -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"
-		}
+		case 5:
-		if len(timeText) != 6 {
+			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.calc_close, l.tushare_close, d.close, 0) AS close,
-		COALESCE(l.limit_price, 0) AS limit_price,
+		COALESCE(l.calc_limit_price, 0) AS limit_price,
-		COALESCE(d.pct_chg, 0) AS pct_chg,
+		COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
-		l.ak_amount,
+		l.tushare_amount AS ak_amount,
-		l.ak_float_market_value,
+		l.tushare_float_mv AS ak_float_market_value,
-		l.ak_total_market_value,
+		l.tushare_total_mv AS ak_total_market_value,
-		l.ak_turnover_rate,
+		l.tushare_turnover_ratio AS ak_turnover_rate,
-		l.ak_seal_amount,
+		l.tushare_fd_amount AS ak_seal_amount,
-		l.ak_first_limit_time,
+		l.tushare_first_time AS ak_first_limit_time,
-		l.ak_last_limit_time,
+		l.tushare_last_time AS ak_last_limit_time,
-		l.ak_break_limit_count,
+		l.tushare_open_times AS ak_break_limit_count,
-		l.ak_limit_up_stat,
+		l.tushare_up_stat AS ak_limit_up_stat,
-		l.ak_limit_up_days,
+		l.tushare_limit_times AS ak_limit_up_days,
-		l.ak_industry,
+		l.tushare_industry AS ak_industry,
-		l.vol
+		l.calc_vol AS vol
-	FROM stock_limit_data l
+	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
+			FROM stock_limit_combined_data ppl
-			WHERE ppl.ts_code = l.ts_code AND ppl.trade_date = ? AND ppl.status = 1
+			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(l.calc_limit_price, 0) AS limit_price,
-		COALESCE(d.pct_chg, 0) AS pct_chg,
+		COALESCE(l.tushare_pct_chg, d.pct_chg, 0) AS pct_chg,
-		l.ak_amount,
+		l.tushare_amount AS ak_amount,
-		l.ak_float_market_value,
+		l.tushare_float_mv AS ak_float_market_value,
-		l.ak_total_market_value,
+		l.tushare_total_mv AS ak_total_market_value,
-		l.ak_turnover_rate,
+		l.tushare_turnover_ratio AS ak_turnover_rate,
-		l.ak_seal_amount,
+		l.tushare_fd_amount AS ak_seal_amount,
-		l.ak_first_limit_time,
+		l.tushare_first_time AS ak_first_limit_time,
-		l.ak_last_limit_time,
+		l.tushare_last_time AS ak_last_limit_time,
-		l.ak_break_limit_count,
+		l.tushare_open_times AS ak_break_limit_count,
-		l.ak_limit_up_stat,
+		l.tushare_up_stat AS ak_limit_up_stat,
-		l.ak_limit_up_days,
+		l.tushare_limit_times AS ak_limit_up_days,
-		l.ak_industry,
+		l.tushare_industry AS ak_industry,
-		l.vol
+		l.calc_vol AS vol
-	FROM stock_limit_data l
+	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
+	INNER JOIN stock_limit_combined_data pl
-		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.status = 1
+		ON pl.ts_code = l.ts_code AND pl.trade_date = ? AND pl.final_status = 1
-	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`
 
 	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
+	})
+}

internal/service/stock_service.go

@@ -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