98 lines
4.2 KiB
Python
98 lines
4.2 KiB
Python
# 这是要替换的涨跌幅计算逻辑（第3729-3738行）
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# 计算基于事件时间的涨跌幅（参考 app.py /api/stock/quotes 的实现）
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change_pct = None
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change_amount = None
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current_price = None
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try:
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# 获取事件时间和当前时间
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evt_time = event.start_time if event.start_time else event.created_at
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cur_time = datetime.now()
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# 获取交易日和时间范围
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evt_date = evt_time.date()
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evt_time_only = evt_time.time()
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market_open = dt_time(9, 30)
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market_close = dt_time(15, 0)
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# 检查是否是交易日
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is_trading_day_result = db.session.execute(text("""
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SELECT 1 FROM trading_days WHERE EXCHANGE_DATE = :date
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"""), {"date": evt_date}).fetchone()
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trading_day = None
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start_time = None
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end_time = None
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if is_trading_day_result:
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# 是交易日
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if evt_time_only < market_open:
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# 盘前 - 使用当日开盘
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trading_day, start_time, end_time = evt_date, market_open, market_close
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elif evt_time_only > market_close:
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# 盘后 - 使用下一交易日
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next_day_result = db.session.execute(text("""
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SELECT EXCHANGE_DATE FROM trading_days
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WHERE EXCHANGE_DATE > :date ORDER BY EXCHANGE_DATE LIMIT 1
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"""), {"date": evt_date}).fetchone()
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if next_day_result:
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trading_day, start_time, end_time = next_day_result[0].date(), market_open, market_close
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else:
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# 盘中 - 从事件时间到收盘
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trading_day, start_time, end_time = evt_date, evt_time_only, market_close
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else:
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# 非交易日 - 获取下一交易日
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next_day_result = db.session.execute(text("""
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SELECT EXCHANGE_DATE FROM trading_days
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WHERE EXCHANGE_DATE > :date ORDER BY EXCHANGE_DATE LIMIT 1
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"""), {"date": evt_date}).fetchone()
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if next_day_result:
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trading_day, start_time, end_time = next_day_result[0].date(), market_open, market_close
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# 如果有有效的交易日且不在未来，查询涨跌幅
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if trading_day and trading_day <= cur_time.date():
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start_dt = datetime.combine(trading_day, start_time)
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end_dt = datetime.combine(trading_day, end_time)
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# 查询第一个bar和最后一个bar的价格
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price_data = client.execute("""
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WITH first_price AS (
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SELECT close FROM stock_minute
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WHERE code = %(code)s AND timestamp >= %(start)s AND timestamp <= %(end)s
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ORDER BY timestamp LIMIT 1
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),
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last_price AS (
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SELECT close FROM stock_minute
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WHERE code = %(code)s AND timestamp >= %(start)s AND timestamp <= %(end)s
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ORDER BY timestamp DESC LIMIT 1
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)
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SELECT first_price.close as first_price,
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last_price.close as last_price,
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(last_price.close - first_price.close) / first_price.close * 100 as change_pct
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FROM last_price CROSS JOIN first_price
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WHERE EXISTS (SELECT 1 FROM first_price) AND EXISTS (SELECT 1 FROM last_price)
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""", {'code': stock.stock_code, 'start': start_dt, 'end': end_dt})
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if price_data and price_data[0] and price_data[0][0] is not None:
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first_price = float(price_data[0][0])
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current_price = float(price_data[0][1])
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change_pct = float(price_data[0][2])
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change_amount = current_price - first_price
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except Exception as e:
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print(f"计算事件涨跌幅失败 {stock.stock_code}: {e}")
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# 如果ClickHouse没有数据，fallback到原来的逻辑
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if change_pct is None:
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if latest_trade and prev_trade:
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if prev_trade.F007N and prev_trade.F007N != 0:
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change_amount = float(latest_trade.F007N) - float(prev_trade.F007N)
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change_pct = (change_amount / float(prev_trade.F007N)) * 100
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elif latest_trade and latest_trade.F010N:
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change_pct = float(latest_trade.F010N)
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change_amount = float(latest_trade.F009N) if latest_trade.F009N else None
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# 如果还没有当前价格，使用latest_trade
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if current_price is None and latest_trade and latest_trade.F007N:
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current_price = float(latest_trade.F007N)
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