feat(FEAT-DS-001): 接入AKTools超短行情补充数据源

2026-08-24 21:40:22 +08:00
parent 81c48af8cc
commit 6e8a05114e
42 changed files with 1449 additions and 36 deletions
@@ -0,0 +1,150 @@
+import { Inject, Injectable } from '@nestjs/common';
+
+import {
+  mapBrokenBoardPool,
+  mapLimitUpPool,
+  mapPreviousLimitUpPool,
+  type BrokenBoardSummary,
+  type LimitUpSummary,
+  type PreviousLimitUpSummary,
+} from './aktools/aktools.mapper';
+import { AktoolsClientError } from './aktools/aktools.client';
+import type { AktoolsDataClient, AktoolsRawRow } from './aktools/aktools.types';
+import {
+  type ShortTermConclusionDataDto,
+  type ShortTermConclusionResponseDto,
+  type ShortTermEmotionDataDto,
+  type ShortTermEmotionResponseDto,
+} from './short-term.dto';
+
+export const AKTOOLS_CLIENT_PORT = Symbol('AKTOOLS_CLIENT_PORT');
+
+function getShanghaiDate(date: Date): string {
+  const parts = new Intl.DateTimeFormat('en-US', {
+    timeZone: 'Asia/Shanghai',
+    year: 'numeric',
+    month: '2-digit',
+    day: '2-digit',
+  }).formatToParts(date);
+  const values = Object.fromEntries(parts.map((part) => [part.type, part.value]));
+  return `${values.year}${values.month}${values.day}`;
+}
+
+function createMeta(tradeDate: string) {
+  const asOf = new Date().toISOString();
+  return {
+    snapshotId: `${asOf.slice(0, 10).replaceAll('-', '')}-${asOf.slice(11, 19).replaceAll(':', '')}`,
+    asOf,
+    source: 'akshare' as const,
+    tradeDate,
+  };
+}
+
+function warningFor(error: unknown, subject: string): string {
+  if (error instanceof AktoolsClientError && error.kind === 'timeout') {
+    return `${subject}请求超时`;
+  }
+  if (error instanceof AktoolsClientError && error.kind === 'disabled') {
+    return 'AKTools 未启用';
+  }
+  return `${subject}数据不可用`;
+}
+
+function toEmotionData(
+  tradeDate: string,
+  limitUp: LimitUpSummary | null,
+  brokenBoard: BrokenBoardSummary | null,
+  previousLimitUp: PreviousLimitUpSummary | null,
+): ShortTermEmotionDataDto {
+  return {
+    tradeDate,
+    limitUpCount: limitUp?.count ?? null,
+    maxBoard: limitUp?.maxBoard ?? null,
+    tiers: limitUp?.tiers ?? [],
+    brokenBoardCount: brokenBoard?.count ?? null,
+    previousAverageChangePercent: previousLimitUp?.averageChangePercent ?? null,
+    previousUpCount: previousLimitUp?.upCount ?? null,
+    previousDownCount: previousLimitUp?.downCount ?? null,
+    previousFlatCount: previousLimitUp?.flatCount ?? null,
+    sealFundsAmount: limitUp?.sealFundsAmount ?? null,
+    industries: limitUp?.industries ?? [],
+  };
+}
+
+function createConclusion(data: ShortTermEmotionDataDto): ShortTermConclusionDataDto {
+  const strong =
+    (data.maxBoard ?? 0) >= 4 &&
+    (data.previousAverageChangePercent ?? Number.NEGATIVE_INFINITY) > 0 &&
+    (data.brokenBoardCount ?? 0) <= (data.limitUpCount ?? 0);
+  const weak =
+    (data.previousAverageChangePercent ?? 0) < 0 ||
+    (data.brokenBoardCount ?? 0) > (data.limitUpCount ?? 0);
+  const verdict = strong ? '超短情绪偏强' : weak ? '超短情绪偏弱' : '超短情绪分化';
+  return {
+    verdict,
+    drivers: [
+      data.limitUpCount === null ? '涨停池数据缺失' : `涨停 ${data.limitUpCount} 家`,
+      data.maxBoard === null ? '最高连板数据缺失' : `最高连板 ${data.maxBoard} 板`,
+      data.previousAverageChangePercent === null
+        ? '昨日涨停表现缺失'
+        : `昨日涨停股平均涨跌幅 ${data.previousAverageChangePercent}%`,
+    ],
+    risks: [
+      data.brokenBoardCount === null ? '炸板池数据缺失' : `炸板 ${data.brokenBoardCount} 家`,
+      '结论仅为规则统计，不构成交易建议',
+    ],
+  };
+}
+
+@Injectable()
+export class ShortTermMarketService {
+  constructor(
+    @Inject(AKTOOLS_CLIENT_PORT) private readonly aktoolsClient: AktoolsDataClient,
+  ) {}
+
+  async getEmotion(): Promise<ShortTermEmotionResponseDto> {
+    const tradeDate = getShanghaiDate(new Date());
+    const meta = createMeta(tradeDate);
+    const [limitUp, brokenBoard, previousLimitUp] = await Promise.allSettled([
+      this.aktoolsClient.getLimitUpPool(tradeDate),
+      this.aktoolsClient.getBrokenBoardPool(tradeDate),
+      this.aktoolsClient.getPreviousLimitUpPool(tradeDate),
+    ]);
+    const limitUpData = this.readResult(limitUp, mapLimitUpPool);
+    const brokenBoardData = this.readResult(brokenBoard, mapBrokenBoardPool);
+    const previousLimitUpData = this.readResult(previousLimitUp, mapPreviousLimitUpPool);
+    const failures = [
+      [limitUp, '涨停池'],
+      [brokenBoard, '炸板池'],
+      [previousLimitUp, '昨日涨停池'],
+    ] as const;
+    const warnings = failures.flatMap(([result, subject]) =>
+      result.status === 'rejected' ? [warningFor(result.reason, subject)] : [],
+    );
+    const data =
+      limitUpData || brokenBoardData || previousLimitUpData
+        ? toEmotionData(tradeDate, limitUpData, brokenBoardData, previousLimitUpData)
+        : null;
+    return {
+      ...meta,
+      status: data === null ? 'unavailable' : warnings.length ? 'partial' : 'fresh',
+      data,
+      warnings,
+    };
+  }
+
+  async getConclusion(): Promise<ShortTermConclusionResponseDto> {
+    const emotion = await this.getEmotion();
+    return {
+      ...emotion,
+      data: emotion.data ? createConclusion(emotion.data) : null,
+    };
+  }
+
+  private readResult<T>(
+    result: PromiseSettledResult<AktoolsRawRow[]>,
+    mapper: (rows: readonly AktoolsRawRow[]) => T,
+  ): T | null {
+    return result.status === 'fulfilled' ? mapper(result.value) : null;
+  }
+}