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2 changed files with 148 additions and 94 deletions

189
app.py
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@@ -5514,7 +5514,7 @@ def remove_from_watchlist(stock_code):
@app.route('/api/account/watchlist/realtime', methods=['GET'])
def get_watchlist_realtime():
"""获取自选股实时行情数据(基于分钟线)"""
"""获取自选股实时行情数据(基于分钟线)- 优化为批量查询"""
try:
if 'user_id' not in session:
return jsonify({'success': False, 'error': '未登录'}), 401
@@ -5524,103 +5524,127 @@ def get_watchlist_realtime():
if not watchlist:
return jsonify({'success': True, 'data': []})
# 获取股票代码列表
stock_codes = []
# 获取股票代码列表并标准化
code_mapping = {} # code6 -> full_code 映射
full_codes = []
for item in watchlist:
code6, _ = _normalize_stock_input(item.stock_code)
# 统一内部查询代码
normalized = code6 or str(item.stock_code).strip().upper()
stock_codes.append(normalized)
# 使用现有的分钟线接口获取最新行情
client = get_clickhouse_client()
quotes_data = {}
# 获取最新交易日
today = datetime.now().date()
# 获取每只股票的最新价格
for code in stock_codes:
raw_code = str(code).strip().upper()
if '.' in raw_code:
stock_code_full = raw_code
elif raw_code.startswith('6'):
stock_code_full = f"{raw_code}.SH" # 上海
elif raw_code.startswith(('8', '9', '4')):
stock_code_full = f"{raw_code}.BJ" # 北交所
# 转换为带后缀的完整代码
if '.' in normalized:
full_code = normalized
elif normalized.startswith('6'):
full_code = f"{normalized}.SH"
elif normalized.startswith(('8', '9', '4')):
full_code = f"{normalized}.BJ"
else:
stock_code_full = f"{raw_code}.SZ" # 深圳
full_code = f"{normalized}.SZ"
# 获取最新分钟线数据先查近7天若无数据再兜底倒序取最近一条
query = """
SELECT
close, timestamp, high, low, volume, amt
FROM stock_minute
WHERE code = %(code)s
AND timestamp >= %(start)s
ORDER BY timestamp DESC
LIMIT 1 \
"""
code_mapping[normalized] = full_code
full_codes.append(full_code)
# 获取最近7天的分钟数据
start_date = today - timedelta(days=7)
if not full_codes:
return jsonify({'success': True, 'data': []})
result = client.execute(query, {
'code': stock_code_full,
'start': datetime.combine(start_date, dt_time(9, 30))
})
# 使用批量查询获取最新行情(单次查询)
client = get_clickhouse_client()
today = datetime.now().date()
start_date = today - timedelta(days=7)
# 若近7天无数据兜底直接取最近一条
if not result:
fallback_query = """
SELECT
close, timestamp, high, low, volume, amt
FROM stock_minute
WHERE code = %(code)s
ORDER BY timestamp DESC
LIMIT 1 \
"""
result = client.execute(fallback_query, {'code': stock_code_full})
# 批量查询:获取每只股票的最新一条分钟数据
batch_query = """
WITH latest AS (
SELECT
code,
close,
timestamp,
high,
low,
volume,
amt,
ROW_NUMBER() OVER (PARTITION BY code ORDER BY timestamp DESC) as rn
FROM stock_minute
WHERE code IN %(codes)s
AND timestamp >= %(start)s
)
SELECT code, close, timestamp, high, low, volume, amt
FROM latest
WHERE rn = 1
"""
if result:
latest_data = result[0]
latest_ts = latest_data[1]
result = client.execute(batch_query, {
'codes': full_codes,
'start': datetime.combine(start_date, dt_time(9, 30))
})
# 获取该bar所属交易日前一个交易日的收盘价
prev_close_query = """
SELECT close
FROM stock_minute
WHERE code = %(code)s
AND timestamp \
< %(start)s
ORDER BY timestamp DESC
LIMIT 1 \
"""
# 构建最新价格映射
latest_data_map = {}
for row in result:
code, close, ts, high, low, volume, amt = row
latest_data_map[code] = {
'close': float(close),
'timestamp': ts,
'high': float(high),
'low': float(low),
'volume': int(volume),
'amount': float(amt)
}
prev_result = client.execute(prev_close_query, {
'code': stock_code_full,
'start': datetime.combine(latest_ts.date(), dt_time(9, 30))
})
# 批量查询前收盘价(使用 ea_trade 表,更准确)
prev_close_map = {}
if latest_data_map:
# 获取前一交易日
prev_trading_day = None
for td in reversed(trading_days):
if td < today:
prev_trading_day = td
break
prev_close = float(prev_result[0][0]) if prev_result else float(latest_data[0])
if prev_trading_day:
base_codes = [code.split('.')[0] for code in full_codes]
prev_day_str = prev_trading_day.strftime('%Y%m%d')
# 计算涨跌幅
change = float(latest_data[0]) - prev_close
change_percent = (change / prev_close * 100) if prev_close > 0 else 0.0
with engine.connect() as conn:
placeholders = ','.join([f':code{i}' for i in range(len(base_codes))])
params = {f'code{i}': code for i, code in enumerate(base_codes)}
params['trade_date'] = prev_day_str
quotes_data[code] = {
'price': float(latest_data[0]),
'prev_close': float(prev_close),
'change': float(change),
'change_percent': float(change_percent),
'high': float(latest_data[2]),
'low': float(latest_data[3]),
'volume': int(latest_data[4]),
'amount': float(latest_data[5]),
'update_time': latest_ts.strftime('%H:%M:%S')
}
prev_result = conn.execute(text(f"""
SELECT SECCODE, F007N as close_price
FROM ea_trade
WHERE SECCODE IN ({placeholders})
AND TRADEDATE = :trade_date
"""), params).fetchall()
for row in prev_result:
base_code, close_price = row[0], row[1]
if close_price:
prev_close_map[base_code] = float(close_price)
# 构建响应数据
quotes_data = {}
for code6, full_code in code_mapping.items():
latest = latest_data_map.get(full_code)
if latest:
base_code = full_code.split('.')[0]
prev_close = prev_close_map.get(base_code, latest['close'])
change = latest['close'] - prev_close
change_percent = (change / prev_close * 100) if prev_close > 0 else 0.0
quotes_data[code6] = {
'price': latest['close'],
'prev_close': prev_close,
'change': change,
'change_percent': change_percent,
'high': latest['high'],
'low': latest['low'],
'volume': latest['volume'],
'amount': latest['amount'],
'update_time': latest['timestamp'].strftime('%H:%M:%S')
}
response_data = []
for item in watchlist:
code6, _ = _normalize_stock_input(item.stock_code)
@@ -5637,7 +5661,6 @@ def get_watchlist_realtime():
'volume': quote.get('volume', 0),
'amount': quote.get('amount', 0),
'update_time': quote.get('update_time', ''),
# industry 字段在 Watchlist 模型中不存在,先不返回该字段
})
return jsonify({
@@ -5647,6 +5670,8 @@ def get_watchlist_realtime():
except Exception as e:
print(f"获取实时行情失败: {str(e)}")
import traceback
traceback.print_exc()
return jsonify({'success': False, 'error': '获取实时行情失败'}), 500

View File

@@ -7,24 +7,44 @@
// 数据基础路径
const DATA_BASE_URL = '/data/zt';
// 内存缓存
// 缓存过期时间(毫秒)- dates.json 缓存5分钟daily数据缓存30分钟
const CACHE_TTL = {
dates: 5 * 60 * 1000, // 5分钟
daily: 30 * 60 * 1000, // 30分钟
stocksJsonl: 60 * 60 * 1000, // 1小时
};
// 内存缓存(带过期时间)
const cache = {
dates: null,
datesTimestamp: 0,
daily: new Map(),
stocksJsonl: null, // 缓存 stocks.jsonl 数据
dailyTimestamps: new Map(),
stocksJsonl: null,
stocksJsonlTimestamp: 0,
};
/**
* 检查缓存是否过期
*/
const isCacheExpired = (timestamp, ttl) => {
return Date.now() - timestamp > ttl;
};
/**
* 获取可用日期列表
* @param {boolean} forceRefresh - 是否强制刷新缓存
*/
export const fetchAvailableDates = async () => {
export const fetchAvailableDates = async (forceRefresh = false) => {
try {
// 使用缓存
if (cache.dates) {
return { success: true, events: cache.dates };
// 使用缓存(未过期且非强制刷新)
if (!forceRefresh && cache.dates && !isCacheExpired(cache.datesTimestamp, CACHE_TTL.dates)) {
console.log('[ztStaticService] fetchAvailableDates: using cache');
return { success: true, events: cache.dates, from_cache: true };
}
const response = await fetch(`${DATA_BASE_URL}/dates.json`);
console.log('[ztStaticService] fetchAvailableDates: fetching from server');
const response = await fetch(`${DATA_BASE_URL}/dates.json?t=${Date.now()}`);
if (!response.ok) {
throw new Error(`HTTP ${response.status}`);
}
@@ -44,8 +64,9 @@ export const fetchAvailableDates = async () => {
// 缓存结果
cache.dates = events;
cache.datesTimestamp = Date.now();
return { success: true, events, total: events.length };
return { success: true, events, total: events.length, from_cache: false };
} catch (error) {
console.error('[ztStaticService] fetchAvailableDates error:', error);
return { success: false, error: error.message, events: [] };
@@ -54,15 +75,18 @@ export const fetchAvailableDates = async () => {
/**
* 获取指定日期的分析数据
* @param {string} date - 日期YYYYMMDD格式
* @param {boolean} forceRefresh - 是否强制刷新缓存
*/
export const fetchDailyAnalysis = async (date) => {
export const fetchDailyAnalysis = async (date, forceRefresh = false) => {
try {
// 使用缓存
if (cache.daily.has(date)) {
// 使用缓存(未过期且非强制刷新)
const cachedTimestamp = cache.dailyTimestamps.get(date);
if (!forceRefresh && cache.daily.has(date) && cachedTimestamp && !isCacheExpired(cachedTimestamp, CACHE_TTL.daily)) {
return { success: true, data: cache.daily.get(date), from_cache: true };
}
const response = await fetch(`${DATA_BASE_URL}/daily/${date}.json`);
const response = await fetch(`${DATA_BASE_URL}/daily/${date}.json?t=${Date.now()}`);
if (!response.ok) {
if (response.status === 404) {
return { success: false, error: `日期 ${date} 的数据不存在` };
@@ -102,6 +126,7 @@ export const fetchDailyAnalysis = async (date) => {
// 缓存结果
cache.daily.set(date, data);
cache.dailyTimestamps.set(date, Date.now());
return { success: true, data, from_cache: false };
} catch (error) {
@@ -348,8 +373,12 @@ export const fetchStocksBatchDetail = async (codes, date) => {
*/
export const clearCache = () => {
cache.dates = null;
cache.datesTimestamp = 0;
cache.daily.clear();
cache.dailyTimestamps.clear();
cache.stocksJsonl = null;
cache.stocksJsonlTimestamp = 0;
console.log('[ztStaticService] Cache cleared');
};
export default {