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fix(FEAT-MO-001): 修复交易日对齐与延迟状态

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FoXiMao
2026-08-18 20:12:26 +08:00
parent 49f6be9c43
commit 7e4dcd9232
15 changed files with 396 additions and 58 deletions
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server/apps/api/src/market-overview/market-overview.service.test.ts
+99 -2
View File
@@ -95,13 +95,30 @@ describe('市场概览服务', () => {
);
});
it('核心指数交易日旧于上海当前日期时标记 delayed', async () => {
vi.useFakeTimers();
vi.setSystemTime(new Date('2026-08-19T03:00:00.000Z'));
try {
const client = { request: vi.fn().mockResolvedValue(indexResult) };
const service = new MarketOverviewService(client);
const response = await service.getIndices();
expect(response.status).toBe('delayed');
expect(response.warnings).toEqual(['核心指数交易日期为 20260818，非当前日期']);
} finally {
vi.useRealTimers();
}
});
it('汇总三个市场指数的上涨和下跌家数并保留未知平盘数', async () => {
const client = {
request: vi
.fn()
.mockResolvedValueOnce(breadthSnapshot('10', '5'))
.mockResolvedValueOnce(breadthSnapshot('20', '15'))
.mockResolvedValueOnce(breadthSnapshot('3', '2')),
.mockResolvedValueOnce(breadthSnapshot('3', '2'))
.mockResolvedValueOnce(indexResult),
};
const service = new MarketOverviewService(client);
@@ -124,7 +141,8 @@ describe('市场概览服务', () => {
.fn()
.mockResolvedValueOnce(breadthSnapshot('10', '5'))
.mockResolvedValueOnce({ ErrorId: '0', UpHome: '', DownHome: '3' })
.mockRejectedValueOnce(new Error('raw network detail')),
.mockRejectedValueOnce(new Error('raw network detail'))
.mockResolvedValueOnce(indexResult),
};
const service = new MarketOverviewService(client);
@@ -138,6 +156,31 @@ describe('市场概览服务', () => {
expect(response.warnings.join(' ')).not.toContain('raw network detail');
});
it('市场宽度使用核心指数交易日识别 delayed，不把旧快照标为 fresh', async () => {
vi.useFakeTimers();
vi.setSystemTime(new Date('2026-08-18T03:00:00.000Z'));
try {
const staleIndexResult = structuredClone(indexResult);
staleIndexResult.Value['000001.SH'].Date = ['20260816', '20260817'];
const client = {
request: vi
.fn()
.mockResolvedValueOnce(breadthSnapshot('10', '5'))
.mockResolvedValueOnce(breadthSnapshot('20', '15'))
.mockResolvedValueOnce(breadthSnapshot('3', '2'))
.mockResolvedValueOnce(staleIndexResult),
};
const service = new MarketOverviewService(client);
const response = await service.getBreadth();
expect(response.status).toBe('delayed');
expect(response.warnings).toEqual(['市场宽度交易日期为 20260817，非当前日期']);
} finally {
vi.useRealTimers();
}
});
it('按一级行业涨跌幅排序板块并保留 TDX 代码', async () => {
const client = {
request: vi.fn().mockResolvedValueOnce(sectorResult).mockResolvedValueOnce(sectorKlineResult),
@@ -202,6 +245,44 @@ describe('市场概览服务', () => {
expect(response.data?.items[0].name).toBe('行业8');
});
it('一级行业混合交易日时返回 partial，不把不同日期误标 fresh', async () => {
const mixedDates = structuredClone(sectorKlineResult);
mixedDates.Value['881355.SH'].Date = ['20260818', '20260819'];
const client = {
request: vi.fn().mockResolvedValueOnce(sectorResult).mockResolvedValueOnce(mixedDates),
};
const service = new MarketOverviewService(client);
const response = await service.getSectors();
expect(response).toMatchObject({
status: 'partial',
data: { items: [expect.objectContaining({ code: '881355.SH', tradeDate: '20260819' })] },
});
expect(response.warnings).toEqual(['部分一级行业未返回有效行情']);
});
it('一级行业交易日旧于上海当前日期时标记 delayed', async () => {
vi.useFakeTimers();
vi.setSystemTime(new Date('2026-08-19T03:00:00.000Z'));
try {
const client = {
request: vi
.fn()
.mockResolvedValueOnce(sectorResult)
.mockResolvedValueOnce(sectorKlineResult),
};
const service = new MarketOverviewService(client);
const response = await service.getSectors();
expect(response.status).toBe('delayed');
expect(response.warnings).toEqual(['一级行业交易日期为 20260818，非当前日期']);
} finally {
vi.useRealTimers();
}
});
it('按交易所指数成交额计算亿元级趋势而不宣称主力净流入', async () => {
const client = { request: vi.fn().mockResolvedValue(turnoverResult) };
const service = new MarketOverviewService(client);
@@ -238,4 +319,20 @@ describe('市场概览服务', () => {
});
expect(response.warnings).toEqual(['部分市场成交额不可用，当前汇总 2 个市场']);
});
it('成交额交易日旧于上海当前日期时标记 delayed', async () => {
vi.useFakeTimers();
vi.setSystemTime(new Date('2026-08-19T03:00:00.000Z'));
try {
const client = { request: vi.fn().mockResolvedValue(turnoverResult) };
const service = new MarketOverviewService(client);
const response = await service.getFunds();
expect(response.status).toBe('delayed');
expect(response.warnings).toEqual(['成交额交易日期为 20260818，非当前日期']);
} finally {
vi.useRealTimers();
}
});
});
server/apps/api/src/market-overview/market-overview.service.ts
+86 -17
View File
@@ -42,6 +42,25 @@ function createSnapshotMeta(): Pick<
return { snapshotId, asOf, source: 'tdx' };
}
/** 交易日状态统一按上海日历判断；休市日保守标记 delayed，避免把历史值冒充实时。 */
function getShanghaiCalendarDate(asOf: string): string {
const parts = new Intl.DateTimeFormat('en-US', {
timeZone: 'Asia/Shanghai',
year: 'numeric',
month: '2-digit',
day: '2-digit',
}).formatToParts(new Date(asOf));
const values = Object.fromEntries(parts.map((part) => [part.type, part.value]));
return `${values.year}${values.month}${values.day}`;
}
function createTradeDateWarning(subject: string, tradeDate: string | undefined, asOf: string) {
if (!tradeDate) return `${subject}交易日期无法确认`;
return tradeDate === getShanghaiCalendarDate(asOf)
? null
: `${subject}交易日期为 ${tradeDate}，非当前日期`;
}
@Injectable()
export class MarketOverviewService {
constructor(@Inject(TDX_CLIENT_PORT) private readonly tdxClient: TdxClient) {}
@@ -56,12 +75,19 @@ export class MarketOverviewService {
period: '1d',
});
const items = mapIndexQuotes(result, CORE_INDEXES);
const status = items.length === CORE_INDEXES.length ? 'fresh' : 'partial';
const tradeDateWarning = createTradeDateWarning('核心指数', items[0]?.tradeDate, meta.asOf);
const status =
items.length !== CORE_INDEXES.length ? 'partial' : tradeDateWarning ? 'delayed' : 'fresh';
return {
...meta,
status,
data: { items },
warnings: status === 'partial' ? ['部分核心指数未返回有效数据'] : [],
warnings:
status === 'partial'
? ['部分核心指数未返回有效数据']
: tradeDateWarning
? [tradeDateWarning]
: [],
};
} catch (error) {
return {
@@ -105,13 +131,23 @@ export class MarketOverviewService {
async getBreadth(): Promise<MarketOverviewResponse<BreadthDataDto>> {
const meta = createSnapshotMeta();
const results = await Promise.allSettled(
BREADTH_INDEXES.map((item) =>
this.tdxClient.request<TdxMarketSnapshotResult>('get_market_snapshot', {
stock_code: item.code,
}),
const [results, [referenceResult]] = await Promise.all([
Promise.allSettled(
BREADTH_INDEXES.map((item) =>
this.tdxClient.request<TdxMarketSnapshotResult>('get_market_snapshot', {
stock_code: item.code,
}),
),
),
);
Promise.allSettled([
this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
stock_list: [CORE_INDEXES[0].code],
count: 1,
dividend_type: 'none',
period: '1d',
}),
]),
]);
const validSnapshots = results.flatMap((result) => {
if (result.status === 'rejected') return [];
return mapBreadthSnapshots([result.value]).validCount === 1 ? [result.value] : [];
@@ -133,13 +169,27 @@ export class MarketOverviewService {
warnings: [`市场宽度数据不可用：${unavailableMarkets.join('、')}`],
};
}
const status = mapped.validCount === BREADTH_INDEXES.length ? 'fresh' : 'partial';
const referenceTradeDate =
referenceResult?.status === 'fulfilled'
? mapIndexQuotes(referenceResult.value, [CORE_INDEXES[0]])[0]?.tradeDate
: undefined;
const tradeDateWarning = createTradeDateWarning('市场宽度', referenceTradeDate, meta.asOf);
const status =
mapped.validCount !== BREADTH_INDEXES.length
? 'partial'
: tradeDateWarning
? 'delayed'
: 'fresh';
return {
...meta,
status,
data: mapped.data,
warnings:
status === 'partial' ? [`部分市场涨跌家数不可用：${unavailableMarkets.join('、')}`] : [],
status === 'partial'
? [`部分市场涨跌家数不可用：${unavailableMarkets.join('、')}`]
: tradeDateWarning
? [tradeDateWarning]
: [],
};
}
@@ -167,12 +217,19 @@ export class MarketOverviewService {
});
const mappedItems = mapSectorQuotes(result, definitions);
const items = mappedItems.slice(0, 8);
const tradeDateWarning = createTradeDateWarning(
'一级行业',
mappedItems[0]?.tradeDate,
meta.asOf,
);
const status =
mappedItems.length === definitions.length
? 'fresh'
: mappedItems.length
mappedItems.length === 0
? 'unavailable'
: mappedItems.length !== definitions.length
? 'partial'
: 'unavailable';
: tradeDateWarning
? 'delayed'
: 'fresh';
return {
...meta,
status,
@@ -180,7 +237,11 @@ export class MarketOverviewService {
warnings:
status === 'fresh'
? []
: [status === 'partial' ? '部分一级行业未返回有效行情' : '一级行业行情不可用'],
: status === 'partial'
? ['部分一级行业未返回有效行情']
: status === 'delayed' && tradeDateWarning
? [tradeDateWarning]
: ['一级行业行情不可用'],
};
} catch (error) {
return {
@@ -204,7 +265,13 @@ export class MarketOverviewService {
const mapped = mapTurnoverTrend(result, TURNOVER_INDEXES);
if (!mapped.data)
return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不完整'] };
const status = mapped.validMarketCount === TURNOVER_INDEXES.length ? 'fresh' : 'partial';
const tradeDateWarning = createTradeDateWarning('成交额', mapped.data.tradeDate, meta.asOf);
const status =
mapped.validMarketCount !== TURNOVER_INDEXES.length
? 'partial'
: tradeDateWarning
? 'delayed'
: 'fresh';
return {
...meta,
status,
@@ -212,7 +279,9 @@ export class MarketOverviewService {
warnings:
status === 'partial'
? [`部分市场成交额不可用，当前汇总 ${mapped.validMarketCount} 个市场`]
: [],
: tradeDateWarning
? [tradeDateWarning]
: [],
};
} catch (error) {
return {
server/apps/api/src/market-overview/tdx/tdx.mapper.test.ts
+116
View File
@@ -87,6 +87,55 @@ describe('TDX 行情映射', () => {
});
});
it('市场宽度拒绝小数和十六进制字符串，避免把非计数值纳入汇总', () => {
expect(
mapBreadthSnapshots([
{ UpHome: '1.5', DownHome: '5' },
{ UpHome: '0x10', DownHome: '2' },
{ UpHome: '1e3', DownHome: '2' },
{ UpHome: '9007199254740992', DownHome: '2' },
{ UpHome: '10', DownHome: '5' },
]),
).toEqual({
data: { advancing: 10, declining: 5, unchanged: null },
validCount: 1,
});
});
it('核心指数混合交易日时只保留最新交易日，避免跨日组合', () => {
const result = mapIndexQuotes(
{
ErrorId: '0',
Value: {
'000001.SH': {
Date: ['20260817', '20260818'],
Open: ['1', '1'],
High: ['1', '1'],
Low: ['1', '1'],
Close: ['100', '102'],
Amount: ['1', '1'],
Volume: ['1', '1'],
},
'399001.SZ': {
Date: ['20260818', '20260819'],
Open: ['1', '1'],
High: ['1', '1'],
Low: ['1', '1'],
Close: ['100', '101'],
Amount: ['1', '1'],
Volume: ['1', '1'],
},
},
},
[
{ code: '000001.SH', name: '旧日期指数' },
{ code: '399001.SZ', name: '最新日期指数' },
],
);
expect(result).toEqual([expect.objectContaining({ code: '399001.SZ', tradeDate: '20260819' })]);
});
it('板块只保留有两个交易日和有效涨跌幅的精确字段', () => {
const result = mapSectorQuotes(
{
@@ -129,6 +178,33 @@ describe('TDX 行情映射', () => {
]);
});
it('板块混合交易日时只保留最新交易日，避免把不同日期混排', () => {
const series = (dates: string[], close: string[]) => ({
Date: dates,
Open: close,
High: close,
Low: close,
Close: close,
Amount: ['1', '1'],
Volume: ['1', '1'],
});
expect(
mapSectorQuotes(
{
ErrorId: '0',
Value: {
'881001.SH': series(['20260817', '20260818'], ['100', '102']),
'881002.SH': series(['20260818', '20260819'], ['100', '101']),
},
},
[
{ code: '881001.SH', name: '旧日期行业' },
{ code: '881002.SH', name: '最新日期行业' },
],
),
).toEqual([expect.objectContaining({ code: '881002.SH', tradeDate: '20260819' })]);
});
it('成交额映射将 TDX 万元转换为亿元并计算环比', () => {
expect(
mapTurnoverTrend(
@@ -193,4 +269,44 @@ describe('TDX 行情映射', () => {
data: { currentAmount: 12, previousAmount: 10, marketCount: 1, tradeDate: '20260818' },
});
});
it('成交额以多数市场的最新交易日为锚，避免首个市场日期异常导致丢数', () => {
const series = (dates: string[], amounts: string[]) => ({
Date: dates,
Open: ['1', '1'],
High: ['1', '1'],
Low: ['1', '1'],
Close: ['1', '1'],
Amount: amounts,
Volume: ['1', '1'],
});
expect(
mapTurnoverTrend(
{
ErrorId: '0',
Value: {
'000001.SH': series(['20260817', '20260818'], ['100000', '120000']),
'399001.SZ': series(['20260818', '20260819'], ['200000', '240000']),
'899050.BJ': series(['20260818', '20260819'], ['300000', '360000']),
},
},
[
{ code: '000001.SH', name: '上证市场' },
{ code: '399001.SZ', name: '深证市场' },
{ code: '899050.BJ', name: '北证市场' },
],
),
).toEqual({
data: {
currentAmount: 60,
previousAmount: 50,
changePercent: 20,
unit: '亿元',
marketCount: 2,
tradeDate: '20260819',
previousTradeDate: '20260818',
},
validMarketCount: 2,
});
});
});
server/apps/api/src/market-overview/tdx/tdx.mapper.ts
+50 -23
View File
@@ -17,6 +17,24 @@ function toNonNegativeNumber(value: string | undefined): number | null {
return parsed !== null && parsed >= 0 ? parsed : null;
}
function toNonNegativeInteger(value: string | undefined): number | null {
const normalized = value?.trim();
if (!normalized || !/^\d+$/.test(normalized)) return null;
const parsed = Number(normalized);
return Number.isSafeInteger(parsed) ? parsed : null;
}
function toTradeDate(value: string | undefined): string | null {
return value && /^\d{8}$/.test(value) ? value : null;
}
function latestTradeDate<T extends { tradeDate: string }>(items: readonly T[]): string | null {
return items.reduce<string | null>(
(latest, item) => (latest === null || item.tradeDate > latest ? item.tradeDate : latest),
null,
);
}
function mapDirection(changePercent: number | null): IndexQuoteDto['direction'] {
if (changePercent === null || changePercent === 0) return 'flat';
return changePercent > 0 ? 'up' : 'down';
@@ -26,7 +44,7 @@ function mapIndexQuote(series: TdxKlineSeries, definition: IndexDefinition): Ind
const lastIndex = series.Close.length - 1;
const price = toNumber(series.Close[lastIndex]);
const previousPrice = toNumber(series.Close[lastIndex - 1]);
const tradeDate = series.Date[lastIndex];
const tradeDate = toTradeDate(series.Date[lastIndex]);
if (price === null || !tradeDate) return null;
const changePercent =
@@ -49,12 +67,14 @@ export function mapIndexQuotes(
result: TdxMarketDataResult,
definitions: readonly IndexDefinition[],
): IndexQuoteDto[] {
return definitions.flatMap((definition) => {
const candidates = definitions.flatMap((definition) => {
const series = result.Value[definition.code];
if (!series) return [];
const quote = mapIndexQuote(series, definition);
return quote ? [quote] : [];
});
const tradeDate = latestTradeDate(candidates);
return tradeDate ? candidates.filter((item) => item.tradeDate === tradeDate) : [];
}
/** TDX 涨跌家数必须成对有效且非负；无效市场整体排除，禁止把缺失字段折算为零。 */
@@ -63,8 +83,8 @@ export function mapBreadthSnapshots(snapshots: readonly { UpHome?: string; DownH
validCount: number;
} {
const validSnapshots = snapshots.flatMap((item) => {
const advancing = toNonNegativeNumber(item.UpHome);
const declining = toNonNegativeNumber(item.DownHome);
const advancing = toNonNegativeInteger(item.UpHome);
const declining = toNonNegativeInteger(item.DownHome);
return advancing === null || declining === null ? [] : [{ advancing, declining }];
});
if (!validSnapshots.length) return { data: null, validCount: 0 };
@@ -84,22 +104,24 @@ export function mapSectorQuotes(
result: TdxMarketDataResult,
definitions: readonly IndexDefinition[],
): SectorQuoteDto[] {
return definitions
.flatMap((definition) => {
const series = result.Value[definition.code];
if (!series) return [];
const quote = mapIndexQuote(series, definition);
if (!quote || quote.changePercent === null) return [];
return [
{
code: quote.code,
name: quote.name,
changePercent: quote.changePercent,
direction: quote.direction,
tradeDate: quote.tradeDate,
},
];
})
const candidates = definitions.flatMap((definition) => {
const series = result.Value[definition.code];
if (!series) return [];
const quote = mapIndexQuote(series, definition);
if (!quote || quote.changePercent === null) return [];
return [
{
code: quote.code,
name: quote.name,
changePercent: quote.changePercent,
direction: quote.direction,
tradeDate: quote.tradeDate,
},
];
});
const tradeDate = latestTradeDate(candidates);
return candidates
.filter((item) => item.tradeDate === tradeDate)
.sort((left, right) => right.changePercent - left.changePercent);
}
@@ -113,8 +135,8 @@ export function mapTurnoverTrend(
if (!series) return [];
const current = toNonNegativeNumber(series.Amount.at(-1));
const previous = toNonNegativeNumber(series.Amount.at(-2));
const tradeDate = series.Date.at(-1);
const previousTradeDate = series.Date.at(-2);
const tradeDate = toTradeDate(series.Date.at(-1));
const previousTradeDate = toTradeDate(series.Date.at(-2));
if (
current === null ||
previous === null ||
@@ -129,7 +151,12 @@ export function mapTurnoverTrend(
});
if (!candidates.length) return { data: null, validMarketCount: 0 };
const expected = candidates[0];
const expected = candidates.reduce((latest, item) =>
item.tradeDate > latest.tradeDate ||
(item.tradeDate === latest.tradeDate && item.previousTradeDate > latest.previousTradeDate)
? item
: latest,
);
const aligned = candidates.filter(
(item) =>
item.tradeDate === expected.tradeDate &&