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接口优化 #4

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yang merged 1 commits from main into master 2026-05-07 00:25:16 +08:00
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+16 -9
4 changed files with 16 additions and 9 deletions
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docs/download-second-board-profit-csv.md
+3
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@@ -95,6 +95,7 @@ GET /api/v1/download/limit-board/second-board-profit-csv?tradeStartDate=2026-04-
| `name` | `string` | `股票简称` | 股票简称 |
| `market` | `string` | `市场` | 市场信息 |
| `industry` | `string` | `行业` | 所属行业 |
| `open_pct_chg` | `number \| null` | `T日开盘涨跌幅%` | T 日开盘价相对 T-1 收盘价的涨跌幅百分比 |
| `next_open_profitable` | `string` | `T+1开盘是否盈利` | T+1 开盘收益大于 0 时为 `是`，否则为 `否`；无次日数据时为 `无次日数据` |
| `next_close_profitable` | `string` | `T+1收盘是否盈利` | T+1 收盘收益大于 0 时为 `是`，否则为 `否`；无次日数据时为 `无次日数据` |
| `next_intraday_profitable` | `string` | `T+1盘中是否可盈利` | T+1 最高收益大于 0 时为 `是`，否则为 `否`；无次日数据时为 `无次日数据` |
@@ -131,6 +132,7 @@ GET /api/v1/download/limit-board/second-board-profit-csv?tradeStartDate=2026-04-
"name": "示例股份",
"market": "主板",
"industry": "软件开发",
"open_pct_chg": 1.36,
"next_open_profitable": "是",
"next_close_profitable": "否",
"next_intraday_profitable": "是",
@@ -162,6 +164,7 @@ CSV 字段顺序：
| `股票简称` | 股票简称 |
| `市场` | 市场信息 |
| `行业` | 所属行业 |
| `T日开盘涨跌幅%` | T 日开盘价相对 T-1 收盘价的涨跌幅百分比 |
| `T+1开盘是否盈利` | T+1 开盘收益大于 0 时为 `是`，否则为 `否`；无次日数据时为 `无次日数据` |
| `T+1收盘是否盈利` | T+1 收盘收益大于 0 时为 `是`，否则为 `否`；无次日数据时为 `无次日数据` |
| `T+1盘中是否可盈利` | T+1 最高收益大于 0 时为 `是`，否则为 `否`；无次日数据时为 `无次日数据` |
internal/api/limit_second_profit_csv_handler.go
+7 -3
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@@ -86,6 +86,7 @@ type secondProfitListItem struct {
Name string `json:"name"`
Market string `json:"market"`
Industry string `json:"industry"`
OpenPctChg *float64 `json:"open_pct_chg"`
NextOpenProfitable string `json:"next_open_profitable"`
NextCloseProfitable string `json:"next_close_profitable"`
NextIntradayProfitable string `json:"next_intraday_profitable"`
@@ -344,11 +345,11 @@ INNER JOIN stock_limit_combined_data pl
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 l.ts_code COLLATE utf8mb4_0900_ai_ci = d.ts_code AND d.trade_date = l.trade_date
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
LEFT JOIN stock_daily pd
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = pd.ts_code AND pd.trade_date = c.previous_trade_date
ON l.ts_code = pd.ts_code AND pd.trade_date = c.previous_trade_date
LEFT JOIN stock_daily nd
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = nd.ts_code AND nd.trade_date = c.next_trade_date
ON l.ts_code = nd.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
@@ -397,6 +398,7 @@ ORDER BY c.trade_date ASC, l.ts_code ASC`
func secondProfitCSVHeaders() []string {
return []string{
"交易日", "股票代码", "股票简称", "市场", "行业",
"T日开盘涨跌幅%",
"T+1开盘是否盈利", "T+1收盘是否盈利", "T+1盘中是否可盈利",
"T+1最高盈利%", "T+1最低盈利%", "开板次数", "换手率%",
"首次涨停时间", "封单额", "成交额",
@@ -410,6 +412,7 @@ func secondProfitCSVRecord(row secondProfitCSVRow) []string {
row.Name,
row.Market,
row.Industry,
secondProfitFormatNullFloat(row.OpenPctChg),
row.NextOpenProfitable,
row.NextCloseProfitable,
row.NextIntradayProfitable,
@@ -430,6 +433,7 @@ func secondProfitBuildItem(row secondProfitCSVRow) secondProfitListItem {
Name: row.Name,
Market: row.Market,
Industry: row.Industry,
OpenPctChg: secondProfitNullFloatPtr(row.OpenPctChg),
NextOpenProfitable: row.NextOpenProfitable,
NextCloseProfitable: row.NextCloseProfitable,
NextIntradayProfitable: row.NextIntradayProfitable,
internal/service/limit_board_service.go
+5 -5
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@@ -358,7 +358,7 @@ func (s *LimitBoardService) loadCurrentLimitStocks(tradeDate string) ([]model.Li
l.calc_vol AS vol
FROM stock_limit_combined_data l
LEFT JOIN stock_daily d
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = d.ts_code AND d.trade_date = l.trade_date
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
WHERE l.trade_date = ? AND l.final_status = 1
ORDER BY d.pct_chg DESC, l.ts_code ASC`
@@ -402,9 +402,9 @@ func (s *LimitBoardService) loadLimitOpenCompareStocks(tradeDate, previousTradeD
l.calc_vol AS vol
FROM stock_limit_combined_data l
LEFT JOIN stock_daily d
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = d.ts_code AND d.trade_date = l.trade_date
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
LEFT JOIN stock_daily pd
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = pd.ts_code AND pd.trade_date = ?
ON l.ts_code = pd.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
@@ -448,9 +448,9 @@ func (s *LimitBoardService) loadLimitOpenThresholdStocks(tradeDate, previousTrad
l.calc_vol AS vol
FROM stock_limit_combined_data l
LEFT JOIN stock_daily d
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = d.ts_code AND d.trade_date = l.trade_date
ON l.ts_code = d.ts_code AND d.trade_date = l.trade_date
LEFT JOIN stock_daily pd
ON l.ts_code COLLATE utf8mb4_0900_ai_ci = pd.ts_code AND pd.trade_date = ?
ON l.ts_code = pd.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
internal/service/stock_service.go
+1 -1
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@@ -39,7 +39,7 @@ func (s *StockService) AnalyzePerformance(startDate, endDate string) ([]model.An
// 查询涨停股
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 COLLATE utf8mb4_0900_ai_ci = d.ts_code AND l.trade_date = d.trade_date
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.final_status = 1`
if err := s.DB.Raw(query, startDate).Scan(&limits).Error; err != nil {