package service import ( "math" "strings" "level_go/internal/model" ) type limitBreakNextPerformanceRow 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"` Symbol string `gorm:"column:symbol"` TsCode string `gorm:"column:ts_code"` Name string `gorm:"column:name"` Market string `gorm:"column:market"` Industry string `gorm:"column:industry"` PreviousClose *float64 `gorm:"column:previous_close"` TPreClose *float64 `gorm:"column:t_pre_close"` TOpen *float64 `gorm:"column:t_open"` THigh *float64 `gorm:"column:t_high"` TClose *float64 `gorm:"column:t_close"` TPctChg *float64 `gorm:"column:t_pct_chg"` FirstTime *string `gorm:"column:first_time"` HasTushareBreakData bool `gorm:"column:has_tushare_break_data"` NextOpen *float64 `gorm:"column:next_open"` NextHigh *float64 `gorm:"column:next_high"` NextLow *float64 `gorm:"column:next_low"` NextClose *float64 `gorm:"column:next_close"` } func (s *LimitBoardService) GetLimitBreakNextPerformance(req model.LimitBreakNextPerformanceRequest) (model.LimitBreakNextPerformanceResponse, error) { resp := model.LimitBreakNextPerformanceResponse{ TradeStartDate: req.TradeStartDate, TradeEndDate: req.TradeEndDate, Page: req.Page, PageSize: req.PageSize, List: []model.LimitBreakNextPerformanceStock{}, } items, nextTradeDataCount, err := s.ListLimitBreakNextPerformanceStocks(req) if err != nil { return resp, err } resp.Total = len(items) if resp.Total > 0 { resp.TotalPages = (resp.Total + req.PageSize - 1) / req.PageSize } resp.Summary = model.LimitBreakNextPerformanceSummary{ BreakCount: resp.Total, NextTradeDataCount: nextTradeDataCount, } start := (req.Page - 1) * req.PageSize if start > resp.Total { start = resp.Total } end := start + req.PageSize if end > resp.Total { end = resp.Total } resp.List = items[start:end] return resp, nil } func (s *LimitBoardService) ListLimitBreakNextPerformanceStocks(req model.LimitBreakNextPerformanceRequest) ([]model.LimitBreakNextPerformanceStock, int, error) { rows, err := s.loadLimitBreakNextPerformanceRows(req.TradeStartDate, req.TradeEndDate) if err != nil { return nil, 0, err } items := make([]model.LimitBreakNextPerformanceStock, 0, len(rows)) nextTradeDataCount := 0 for _, row := range rows { item := buildLimitBreakNextPerformanceStock(row) if req.TOpenGainLt101 != nil && item.TOpenGainLt101 != *req.TOpenGainLt101 { continue } if req.BreakTimeBefore1100 != nil && item.BreakTimeBefore1100 != *req.BreakTimeBefore1100 { continue } if item.NextOpen != nil || item.NextHigh != nil || item.NextLow != nil || item.NextClose != nil { nextTradeDataCount++ } items = append(items, item) } return items, nextTradeDataCount, nil } func (s *LimitBoardService) loadLimitBreakNextPerformanceRows(startDate, endDate string) ([]limitBreakNextPerformanceRow, error) { query := ` WITH open_calendar AS ( SELECT cal_date AS trade_date, LAG(cal_date, 1) OVER (ORDER BY cal_date) AS previous_trade_date, LAG(cal_date, 2) OVER (ORDER BY cal_date) AS previous_two_trade_date, LEAD(cal_date, 1) OVER (ORDER BY cal_date) AS next_trade_date FROM trade_calendar WHERE exchange = 'SSE' AND is_open = 1 ), candidate AS ( SELECT DATE_FORMAT(c.trade_date, '%Y-%m-%d') AS trade_date, DATE_FORMAT(c.previous_trade_date, '%Y-%m-%d') AS previous_trade_date, DATE_FORMAT(c.previous_two_trade_date, '%Y-%m-%d') AS previous_two_trade_date, COALESCE(DATE_FORMAT(c.next_trade_date, '%Y-%m-%d'), '') AS next_trade_date, l.symbol, l.ts_code, l.name, COALESCE(NULLIF(l.market, ''), '') AS market, COALESCE(NULLIF(l.tushare_industry, ''), NULLIF(sb.industry, ''), '') AS industry, COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS previous_close, COALESCE(d.pre_close, l.calc_pre_close, pd.close, pl.calc_close, pl.tushare_close) AS t_pre_close, d.open AS t_open, d.high AS t_high, COALESCE(l.calc_close, l.tushare_close, d.close) AS t_close, COALESCE(l.tushare_pct_chg, d.pct_chg) AS t_pct_chg, CASE WHEN l.tushare_limit_type = 'Z' THEN NULLIF(NULLIF(TRIM(l.tushare_first_time), ''), 'None') ELSE NULL END AS first_time, (l.tushare_limit_type = 'Z') AS has_tushare_break_data, 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 = 2 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 = c.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 LEFT JOIN stock_basic sb ON sb.ts_code = l.ts_code COLLATE utf8mb4_unicode_ci 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 ) SELECT * FROM candidate WHERE previous_close IS NOT NULL AND t_close IS NOT NULL ORDER BY trade_date ASC, ts_code ASC` var rows []limitBreakNextPerformanceRow err := s.DB.Raw(query, startDate, endDate).Scan(&rows).Error return rows, err } func buildLimitBreakNextPerformanceStock(row limitBreakNextPerformanceRow) model.LimitBreakNextPerformanceStock { item := model.LimitBreakNextPerformanceStock{ TradeDate: row.TradeDate, Symbol: row.Symbol, TsCode: row.TsCode, Name: row.Name, Market: row.Market, Industry: row.Industry, TOpen: row.TOpen, THigh: row.THigh, TClose: row.TClose, TPctChg: row.TPctChg, HasTushareBreakData: row.HasTushareBreakData, NextOpen: row.NextOpen, NextHigh: row.NextHigh, NextLow: row.NextLow, NextClose: row.NextClose, } if row.FirstTime != nil { item.FirstTime = formatLimitTime(*row.FirstTime) } item.BreakTimeBefore1100 = isLimitBreakTimeBeforeEleven(item.FirstTime) if row.TPreClose != nil && *row.TPreClose > 0 { item.TOpenPctChg = pctChangePtr(row.TOpen, *row.TPreClose) if row.TOpen != nil { item.TOpenGainLt101 = *row.TOpen < *row.TPreClose*1.01 } } if row.TClose != nil && *row.TClose > 0 { item.NextOpenPctChg = pctChangePtr(row.NextOpen, *row.TClose) item.NextHighProfitPct = pctChangePtr(row.NextHigh, *row.TClose) item.NextLowLossPct = pctChangePtr(row.NextLow, *row.TClose) item.NextClosePctChg = pctChangePtr(row.NextClose, *row.TClose) if row.NextHigh != nil && row.THigh != nil { nextIntradayProfitable := *row.NextHigh >= *row.THigh item.NextIntradayProfitable = &nextIntradayProfitable } } return item } func pctChangePtr(value *float64, base float64) *float64 { if value == nil || base == 0 { return nil } result := roundLimitBreakPct((*value - base) / base * 100) return &result } func roundLimitBreakPct(value float64) float64 { return math.Round(value*100) / 100 } func formatLimitTime(value string) string { timeText := strings.TrimSpace(value) if timeText == "" || strings.EqualFold(timeText, "none") || strings.EqualFold(timeText, "null") { return "" } if 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 isLimitBreakTimeBeforeEleven(limitTime string) bool { if strings.TrimSpace(limitTime) == "" { return true } return isBeforeEleven(&limitTime) }