update pay function
This commit is contained in:
243
mcp_database.py
243
mcp_database.py
@@ -781,3 +781,246 @@ async def remove_favorite_event(user_id: str, event_id: int) -> Dict[str, Any]:
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return {"success": True, "message": "删除自选事件成功"}
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else:
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return {"success": False, "message": "未找到该自选事件"}
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# ==================== ClickHouse 分钟频数据查询 ====================
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from clickhouse_driver import Client as ClickHouseClient
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# ClickHouse 连接配置
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CLICKHOUSE_CONFIG = {
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'host': '222.128.1.157',
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'port': 18000,
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'user': 'default',
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'password': 'Zzl33818!',
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'database': 'stock'
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}
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# ClickHouse 客户端(懒加载)
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_clickhouse_client = None
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def get_clickhouse_client():
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"""获取 ClickHouse 客户端(单例模式)"""
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global _clickhouse_client
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if _clickhouse_client is None:
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_clickhouse_client = ClickHouseClient(
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host=CLICKHOUSE_CONFIG['host'],
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port=CLICKHOUSE_CONFIG['port'],
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user=CLICKHOUSE_CONFIG['user'],
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password=CLICKHOUSE_CONFIG['password'],
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database=CLICKHOUSE_CONFIG['database']
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)
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logger.info("ClickHouse client created")
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return _clickhouse_client
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async def get_stock_minute_data(
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code: str,
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start_time: Optional[str] = None,
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end_time: Optional[str] = None,
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limit: int = 240
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) -> List[Dict[str, Any]]:
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"""
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获取股票分钟频数据
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Args:
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code: 股票代码(例如:'600519' 或 '600519.SH')
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start_time: 开始时间,格式:YYYY-MM-DD HH:MM:SS 或 YYYY-MM-DD
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end_time: 结束时间,格式:YYYY-MM-DD HH:MM:SS 或 YYYY-MM-DD
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limit: 返回条数,默认240(一个交易日的分钟数据)
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Returns:
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分钟频数据列表
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"""
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try:
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client = get_clickhouse_client()
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# 标准化股票代码(去除后缀)
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stock_code = code.split('.')[0] if '.' in code else code
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# 构建查询
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query = """
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SELECT
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code,
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timestamp,
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open,
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high,
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low,
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close,
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volume,
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amt
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FROM stock_minute
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WHERE code = %(code)s
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"""
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params = {'code': stock_code}
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if start_time:
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query += " AND timestamp >= %(start_time)s"
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params['start_time'] = start_time
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if end_time:
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query += " AND timestamp <= %(end_time)s"
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params['end_time'] = end_time
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query += " ORDER BY timestamp DESC LIMIT %(limit)s"
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params['limit'] = limit
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# 执行查询
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result = client.execute(query, params, with_column_types=True)
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rows = result[0]
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columns = [col[0] for col in result[1]]
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# 转换为字典列表
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data = []
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for row in rows:
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record = {}
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for i, col in enumerate(columns):
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value = row[i]
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# 处理 datetime 类型
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if hasattr(value, 'isoformat'):
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record[col] = value.isoformat()
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else:
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record[col] = value
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data.append(record)
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logger.info(f"[ClickHouse] 查询分钟数据: code={stock_code}, 返回 {len(data)} 条记录")
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return data
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except Exception as e:
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logger.error(f"[ClickHouse] 查询分钟数据失败: {e}", exc_info=True)
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return []
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async def get_stock_minute_aggregation(
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code: str,
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date: str,
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interval: int = 5
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) -> List[Dict[str, Any]]:
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"""
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获取股票分钟频数据的聚合(按指定分钟间隔)
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Args:
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code: 股票代码
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date: 日期,格式:YYYY-MM-DD
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interval: 聚合间隔(分钟),默认5分钟
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Returns:
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聚合后的K线数据
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"""
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try:
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client = get_clickhouse_client()
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# 标准化股票代码
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stock_code = code.split('.')[0] if '.' in code else code
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# 使用 ClickHouse 的时间函数进行聚合
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query = f"""
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SELECT
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code,
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toStartOfInterval(timestamp, INTERVAL {interval} MINUTE) as interval_start,
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argMin(open, timestamp) as open,
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max(high) as high,
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min(low) as low,
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argMax(close, timestamp) as close,
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sum(volume) as volume,
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sum(amt) as amt
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FROM stock_minute
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WHERE code = %(code)s
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AND toDate(timestamp) = %(date)s
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GROUP BY code, interval_start
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ORDER BY interval_start
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"""
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params = {'code': stock_code, 'date': date}
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result = client.execute(query, params, with_column_types=True)
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rows = result[0]
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columns = [col[0] for col in result[1]]
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data = []
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for row in rows:
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record = {}
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for i, col in enumerate(columns):
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value = row[i]
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if hasattr(value, 'isoformat'):
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record[col] = value.isoformat()
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else:
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record[col] = value
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data.append(record)
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logger.info(f"[ClickHouse] 聚合分钟数据: code={stock_code}, date={date}, interval={interval}min, 返回 {len(data)} 条记录")
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return data
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except Exception as e:
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logger.error(f"[ClickHouse] 聚合分钟数据失败: {e}", exc_info=True)
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return []
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async def get_stock_intraday_statistics(
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code: str,
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date: str
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) -> Dict[str, Any]:
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"""
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获取股票日内统计数据
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Args:
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code: 股票代码
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date: 日期,格式:YYYY-MM-DD
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Returns:
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日内统计数据(开盘价、最高价、最低价、收盘价、成交量、成交额、波动率等)
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"""
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try:
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client = get_clickhouse_client()
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stock_code = code.split('.')[0] if '.' in code else code
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query = """
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SELECT
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code,
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toDate(timestamp) as trade_date,
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argMin(open, timestamp) as open,
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max(high) as high,
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min(low) as low,
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argMax(close, timestamp) as close,
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sum(volume) as total_volume,
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sum(amt) as total_amount,
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count(*) as data_points,
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min(timestamp) as first_time,
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max(timestamp) as last_time,
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(max(high) - min(low)) / min(low) * 100 as intraday_range_pct,
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stddevPop(close) as price_volatility
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FROM stock_minute
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WHERE code = %(code)s
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AND toDate(timestamp) = %(date)s
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GROUP BY code, trade_date
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"""
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params = {'code': stock_code, 'date': date}
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result = client.execute(query, params, with_column_types=True)
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if not result[0]:
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return {"success": False, "error": f"未找到 {stock_code} 在 {date} 的分钟数据"}
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row = result[0][0]
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columns = [col[0] for col in result[1]]
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data = {}
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for i, col in enumerate(columns):
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value = row[i]
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if hasattr(value, 'isoformat'):
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data[col] = value.isoformat()
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else:
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data[col] = float(value) if isinstance(value, (int, float)) else value
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logger.info(f"[ClickHouse] 日内统计: code={stock_code}, date={date}")
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return {"success": True, "data": data}
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except Exception as e:
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logger.error(f"[ClickHouse] 日内统计失败: {e}", exc_info=True)
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return {"success": False, "error": str(e)}
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