feat(FEAT-MO-005): 增加行业题材资金流向接口

2026-08-25 01:56:51 +08:00
parent 8174f3f698
commit 7b76dd1353
6 changed files with 379 additions and 6 deletions
@@ -1,8 +1,12 @@
 import { BadRequestException, Controller, Get, Query } from '@nestjs/common';
 import { ApiOkResponse, ApiQuery, ApiTags } from '@nestjs/swagger';

-import { SectorRankingsResponseDto } from './market-structure.dto';
-import { MarketStructureService, parseSectorRankingQuery } from './market-structure.service';
+import { CapitalFlowResponseDto, SectorRankingsResponseDto } from './market-structure.dto';
+import {
+  MarketStructureService,
+  parseCapitalFlowQuery,
+  parseSectorRankingQuery,
+} from './market-structure.service';

@ApiTags('market-overview-structure')
@Controller('market-overview')
@@ -25,4 +29,21 @@ export class MarketStructureController {
      throw new BadRequestException(error instanceof Error ? error.message : '排行参数无效');
    }
  }
+
+  @Get('capital-flow')
+  @ApiQuery({ name: 'category', required: false, enum: ['industry', 'concept', 'board'] })
+  @ApiQuery({ name: 'sort', required: false, enum: ['inflow', 'outflow'] })
+  @ApiQuery({ name: 'limit', required: false, type: Number, minimum: 1, maximum: 100 })
+  @ApiOkResponse({ type: CapitalFlowResponseDto })
+  getCapitalFlow(
+    @Query('category') category?: string,
+    @Query('sort') sort?: string,
+    @Query('limit') limit?: string,
+  ): Promise<CapitalFlowResponseDto> {
+    try {
+      return this.service.getCapitalFlow(parseCapitalFlowQuery(category, sort, limit));
+    } catch (error) {
+      throw new BadRequestException(error instanceof Error ? error.message : '资金流参数无效');
+    }
+  }
 }
@@ -47,3 +47,45 @@ export class SectorRankingsResponseDto extends MarketOverviewMetaDto {
  @ApiProperty({ type: () => SectorRankingsDataDto, nullable: true })
  data!: SectorRankingsDataDto | null;
 }
+
+export class CapitalFlowItemDto {
+  @ApiProperty({ enum: ['industry', 'concept', 'board'] })
+  category!: StructureCategory;
+
+  @ApiPropertyOptional({ type: String, nullable: true })
+  code!: string | null;
+
+  @ApiProperty({ type: String })
+  name!: string;
+
+  @ApiPropertyOptional({ type: Number, nullable: true, description: '亿元' })
+  netInflow!: number | null;
+
+  @ApiPropertyOptional({ type: Number, nullable: true, description: '亿元' })
+  netOutflow!: number | null;
+
+  @ApiPropertyOptional({ type: Number, nullable: true, description: '亿元' })
+  turnoverAmount!: number | null;
+
+  @ApiPropertyOptional({ type: String, nullable: true })
+  tradeDate!: string | null;
+
+  @ApiProperty({ type: String })
+  flowDefinition!: string;
+}
+
+export class CapitalFlowDataDto {
+  @ApiProperty({ type: [CapitalFlowItemDto] })
+  items!: CapitalFlowItemDto[];
+
+  @ApiProperty({ enum: ['inflow', 'outflow'] })
+  sort!: Extract<StructureSort, 'inflow' | 'outflow'>;
+
+  @ApiProperty({ enum: ['industry', 'concept', 'board'] })
+  category!: StructureCategory;
+}
+
+export class CapitalFlowResponseDto extends MarketOverviewMetaDto {
+  @ApiProperty({ type: () => CapitalFlowDataDto, nullable: true })
+  data!: CapitalFlowDataDto | null;
+}
@@ -1,6 +1,10 @@
 import { describe, expect, it } from 'vitest';

-import { MarketStructureService, parseSectorRankingQuery } from './market-structure.service';
+import {
+  MarketStructureService,
+  parseCapitalFlowQuery,
+  parseSectorRankingQuery,
+} from './market-structure.service';
 import type { MarketStructureSourceClient } from './market-structure.types';

 const source: MarketStructureSourceClient = {
@@ -8,7 +12,10 @@ const source: MarketStructureSourceClient = {
    { 代码: 'BK2', 名称: '弱势', 涨跌幅: '-2', 成交额: '200000000', 日期: '20260825' },
    { 代码: 'BK1', 名称: '强势', 涨跌幅: '5', 成交额: '100000000', 日期: '20260825' },
  ],
-  getCapitalFlowRows: async () => [],
+  getCapitalFlowRows: async () => [
+    { 代码: 'BK1', 名称: '强势', '今日主力净流入-净额': '200000000', 日期: '20260825' },
+    { 代码: 'BK2', 名称: '弱势', '今日主力净流入-净额': '-100000000', 日期: '20260825' },
+  ],
  getMarketFundFlowRows: async () => [],
 };

@@ -53,4 +60,47 @@ describe('行业题材排行服务', () => {
    expect(response).toMatchObject({ status: 'unavailable', data: null });
    expect(response.warnings).toEqual(['行业排行数据不可用']);
  });
+
+  it('校验资金流分类、排序和数量参数', () => {
+    expect(parseCapitalFlowQuery('concept', 'outflow', '20')).toEqual({
+      category: 'concept',
+      sort: 'outflow',
+      limit: 20,
+    });
+    expect(() => parseCapitalFlowQuery('stock', 'inflow', '10')).toThrow('分类参数无效');
+    expect(() => parseCapitalFlowQuery('industry', 'unknown', '10')).toThrow('排序参数无效');
+    expect(() => parseCapitalFlowQuery('industry', 'inflow', '101')).toThrow('数量参数无效');
+  });
+
+  it('按净流入排序并保留资金口径', async () => {
+    const service = new MarketStructureService(source);
+    const response = await service.getCapitalFlow({
+      category: 'industry',
+      sort: 'inflow',
+      limit: 10,
+    });
+    expect(response.status).toBe('fresh');
+    expect(response.data?.items[0]).toMatchObject({
+      code: 'BK1',
+      netInflow: 2,
+      flowDefinition: '今日主力净流入-净额',
+    });
+  });
+
+  it('缺少上游净流入字段时标记 partial，不填充零值', async () => {
+    const partial: MarketStructureSourceClient = {
+      ...source,
+      getCapitalFlowRows: async () => [{ 代码: 'BK1', 名称: '未知', 成交额: '100000000' }],
+    };
+    const response = await new MarketStructureService(partial).getCapitalFlow({
+      category: 'industry',
+      sort: 'inflow',
+      limit: 10,
+    });
+    expect(response.status).toBe('partial');
+    expect(response.data?.items[0]).toMatchObject({
+      netInflow: null,
+      flowDefinition: 'unavailable',
+    });
+  });
 });
@@ -1,14 +1,15 @@
 import { Inject, Injectable } from '@nestjs/common';

 import type { MarketOverviewStatus } from '../market-overview.dto';
-import { mapSectorRanking } from './market-structure.mapper';
+import { mapCapitalFlow, mapSectorRanking } from './market-structure.mapper';
 import type {
+  CapitalFlowRecord,
  SectorRankingRecord,
  StructureCategory,
  StructureSort,
  MarketStructureSourceClient,
 } from './market-structure.types';
-import type { SectorRankingsResponseDto } from './market-structure.dto';
+import type { CapitalFlowResponseDto, SectorRankingsResponseDto } from './market-structure.dto';

 export const MARKET_STRUCTURE_SOURCE_PORT = Symbol('MARKET_STRUCTURE_SOURCE_PORT');

@@ -18,8 +19,15 @@ export interface SectorRankingQuery {
  limit: number;
 }

+export interface CapitalFlowQuery {
+  category: StructureCategory;
+  sort: Extract<StructureSort, 'inflow' | 'outflow'>;
+  limit: number;
+}
+
 const CATEGORIES = new Set<StructureCategory>(['industry', 'concept', 'board']);
 const SORTS = new Set<SectorRankingQuery['sort']>(['rise', 'fall', 'turnover']);
+const FLOW_SORTS = new Set<CapitalFlowQuery['sort']>(['inflow', 'outflow']);

 export function parseSectorRankingQuery(
  category = 'industry',
@@ -40,6 +48,25 @@ export function parseSectorRankingQuery(
  };
 }

+export function parseCapitalFlowQuery(
+  category = 'industry',
+  sort = 'inflow',
+  limit = '10',
+): CapitalFlowQuery {
+  if (!CATEGORIES.has(category as StructureCategory)) throw new Error('分类参数无效');
+  if (!FLOW_SORTS.has(sort as CapitalFlowQuery['sort'])) throw new Error('排序参数无效');
+  if (!/^\d+$/.test(limit)) throw new Error('数量参数无效');
+  const parsedLimit = Number(limit);
+  if (!Number.isSafeInteger(parsedLimit) || parsedLimit < 1 || parsedLimit > 100) {
+    throw new Error('数量参数无效');
+  }
+  return {
+    category: category as StructureCategory,
+    sort: sort as CapitalFlowQuery['sort'],
+    limit: parsedLimit,
+  };
+}
+
 function snapshotMeta(
  source: 'aktools',
 ): Pick<SectorRankingsResponseDto, 'snapshotId' | 'asOf' | 'source'> {
@@ -72,6 +99,32 @@ function statusFor(items: readonly SectorRankingRecord[], rawCount: number): Mar
  return 'fresh';
 }

+function sortFlows(
+  items: readonly CapitalFlowRecord[],
+  sort: CapitalFlowQuery['sort'],
+): CapitalFlowRecord[] {
+  return [...items].sort((left, right) => {
+    const leftValue = left.netInflow ?? Number.NEGATIVE_INFINITY;
+    const rightValue = right.netInflow ?? Number.NEGATIVE_INFINITY;
+    const difference = sort === 'inflow' ? rightValue - leftValue : leftValue - rightValue;
+    return difference || left.name.localeCompare(right.name, 'zh-CN');
+  });
+}
+
+function flowStatusFor(
+  items: readonly CapitalFlowRecord[],
+  rawCount: number,
+): MarketOverviewStatus {
+  if (!items.length) return 'unavailable';
+  if (
+    items.length < rawCount ||
+    items.some((item) => item.flowDefinition === 'unavailable' || item.tradeDate === null)
+  ) {
+    return 'partial';
+  }
+  return 'fresh';
+}
+
@Injectable()
 export class MarketStructureService {
  constructor(
@@ -114,6 +167,38 @@ export class MarketStructureService {
    }
  }

+  async getCapitalFlow(query: CapitalFlowQuery): Promise<CapitalFlowResponseDto> {
+    const meta = snapshotMeta('aktools');
+    try {
+      const rows = await this.source.getCapitalFlowRows(query.category);
+      const items = rows.map((row) => mapCapitalFlow(row, query.category, this.readTradeDate(row)));
+      const sortedAll = sortFlows(items, query.sort);
+      const sorted = sortedAll.slice(0, query.limit);
+      const status = flowStatusFor(sortedAll, rows.length);
+      return {
+        ...meta,
+        status,
+        data:
+          status === 'unavailable'
+            ? null
+            : { items: sorted, sort: query.sort, category: query.category },
+        warnings:
+          status === 'fresh'
+            ? []
+            : status === 'partial'
+              ? ['部分资金流向字段或交易日期不可用']
+              : ['资金流向数据不可用'],
+      };
+    } catch {
+      return {
+        ...meta,
+        status: 'unavailable',
+        data: null,
+        warnings: ['资金流向数据不可用'],
+      };
+    }
+  }
+
  private readTradeDate(row: Readonly<Record<string, unknown>>): string | null {
    const value = row['日期'] ?? row['交易日期'] ?? row['tradeDate'];
    return typeof value === 'string' && /^\d{8}$/.test(value) ? value : null;
@@ -29,6 +29,69 @@
        "required": ["snapshotId", "asOf", "source", "status", "warnings", "data"],
        "type": "object"
      },
+      "CapitalFlowDataDto": {
+        "properties": {
+          "category": {
+            "enum": ["industry", "concept", "board"],
+            "type": "string"
+          },
+          "items": {
+            "items": { "$ref": "#/components/schemas/CapitalFlowItemDto" },
+            "type": "array"
+          },
+          "sort": { "enum": ["inflow", "outflow"], "type": "string" }
+        },
+        "required": ["items", "sort", "category"],
+        "type": "object"
+      },
+      "CapitalFlowItemDto": {
+        "properties": {
+          "category": {
+            "enum": ["industry", "concept", "board"],
+            "type": "string"
+          },
+          "code": { "nullable": true, "type": "string" },
+          "flowDefinition": { "type": "string" },
+          "name": { "type": "string" },
+          "netInflow": {
+            "description": "亿元",
+            "nullable": true,
+            "type": "number"
+          },
+          "netOutflow": {
+            "description": "亿元",
+            "nullable": true,
+            "type": "number"
+          },
+          "tradeDate": { "nullable": true, "type": "string" },
+          "turnoverAmount": {
+            "description": "亿元",
+            "nullable": true,
+            "type": "number"
+          }
+        },
+        "required": ["category", "name", "flowDefinition"],
+        "type": "object"
+      },
+      "CapitalFlowResponseDto": {
+        "properties": {
+          "asOf": { "format": "date-time", "type": "string" },
+          "data": {
+            "allOf": [{ "$ref": "#/components/schemas/CapitalFlowDataDto" }],
+            "nullable": true,
+            "type": "object"
+          },
+          "snapshotId": { "type": "string" },
+          "source": { "enum": ["tdx", "aktools", "mixed"], "type": "string" },
+          "status": {
+            "enum": ["fresh", "delayed", "partial", "unavailable"],
+            "type": "string"
+          },
+          "warnings": { "items": { "type": "string" }, "type": "array" }
+        },
+        "required": ["snapshotId", "asOf", "source", "status", "warnings", "data"],
+        "type": "object"
+      },
      "DependencyHealthDto": {
        "properties": {
          "detail": { "type": "string" },
@@ -535,6 +598,47 @@
        "tags": ["market-overview"]
      }
    },
+    "/api/v1/market-overview/capital-flow": {
+      "get": {
+        "operationId": "MarketStructureController_getCapitalFlow",
+        "parameters": [
+          {
+            "in": "query",
+            "name": "limit",
+            "required": false,
+            "schema": { "maximum": 100, "minimum": 1, "type": "number" }
+          },
+          {
+            "in": "query",
+            "name": "sort",
+            "required": false,
+            "schema": { "enum": ["inflow", "outflow"], "type": "string" }
+          },
+          {
+            "in": "query",
+            "name": "category",
+            "required": false,
+            "schema": {
+              "enum": ["industry", "concept", "board"],
+              "type": "string"
+            }
+          }
+        ],
+        "responses": {
+          "200": {
+            "content": {
+              "application/json": {
+                "schema": {
+                  "$ref": "#/components/schemas/CapitalFlowResponseDto"
+                }
+              }
+            },
+            "description": ""
+          }
+        },
+        "tags": ["market-overview-structure"]
+      }
+    },
    "/api/v1/market-overview/funds": {
      "get": {
        "operationId": "MarketOverviewController_getFunds",
@@ -36,6 +36,22 @@ export interface paths {
    patch?: never;
    trace?: never;
  };
+  '/api/v1/market-overview/capital-flow': {
+    parameters: {
+      query?: never;
+      header?: never;
+      path?: never;
+      cookie?: never;
+    };
+    get: operations['MarketStructureController_getCapitalFlow'];
+    put?: never;
+    post?: never;
+    delete?: never;
+    options?: never;
+    head?: never;
+    patch?: never;
+    trace?: never;
+  };
  '/api/v1/market-overview/funds': {
    parameters: {
      query?: never;
@@ -200,6 +216,38 @@ export interface components {
      status: 'fresh' | 'delayed' | 'partial' | 'unavailable';
      warnings: string[];
    };
+    CapitalFlowDataDto: {
+      /** @enum {string} */
+      category: 'industry' | 'concept' | 'board';
+      items: components['schemas']['CapitalFlowItemDto'][];
+      /** @enum {string} */
+      sort: 'inflow' | 'outflow';
+    };
+    CapitalFlowItemDto: {
+      /** @enum {string} */
+      category: 'industry' | 'concept' | 'board';
+      code?: string | null;
+      flowDefinition: string;
+      name: string;
+      /** @description 亿元 */
+      netInflow?: number | null;
+      /** @description 亿元 */
+      netOutflow?: number | null;
+      tradeDate?: string | null;
+      /** @description 亿元 */
+      turnoverAmount?: number | null;
+    };
+    CapitalFlowResponseDto: {
+      /** Format: date-time */
+      asOf: string;
+      data: components['schemas']['CapitalFlowDataDto'] | null;
+      snapshotId: string;
+      /** @enum {string} */
+      source: 'tdx' | 'aktools' | 'mixed';
+      /** @enum {string} */
+      status: 'fresh' | 'delayed' | 'partial' | 'unavailable';
+      warnings: string[];
+    };
    DependencyHealthDto: {
      detail: string;
      /** @enum {string} */
@@ -509,6 +557,29 @@ export interface operations {
      };
    };
  };
+  MarketStructureController_getCapitalFlow: {
+    parameters: {
+      query?: {
+        limit?: number;
+        sort?: 'inflow' | 'outflow';
+        category?: 'industry' | 'concept' | 'board';
+      };
+      header?: never;
+      path?: never;
+      cookie?: never;
+    };
+    requestBody?: never;
+    responses: {
+      200: {
+        headers: {
+          [name: string]: unknown;
+        };
+        content: {
+          'application/json': components['schemas']['CapitalFlowResponseDto'];
+        };
+      };
+    };
+  };
  MarketOverviewController_getFunds: {
    parameters: {
      query?: never;