feat(FEAT-MO-005): 增加全市场成交额趋势接口
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@@ -1,7 +1,11 @@
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import { Inject, Injectable } from '@nestjs/common';
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import { Inject, Injectable, Optional } from '@nestjs/common';
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import type { MarketOverviewStatus } from '../market-overview.dto';
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import { TDX_CLIENT_PORT } from '../market-overview.service';
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import type { TdxClient } from '../tdx/tdx.client';
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import { TURNOVER_INDEXES, type TdxKlineSeries, type TdxMarketDataResult } from '../tdx/tdx.types';
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import { mapCapitalFlow, mapSectorRanking } from './market-structure.mapper';
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import { mapTurnoverPoints } from './market-structure.mapper';
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import type {
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CapitalFlowRecord,
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SectorRankingRecord,
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@@ -9,7 +13,11 @@ import type {
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StructureSort,
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MarketStructureSourceClient,
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} from './market-structure.types';
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import type { CapitalFlowResponseDto, SectorRankingsResponseDto } from './market-structure.dto';
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import type {
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CapitalFlowResponseDto,
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SectorRankingsResponseDto,
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TurnoverTrendResponseDto,
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} from './market-structure.dto';
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export const MARKET_STRUCTURE_SOURCE_PORT = Symbol('MARKET_STRUCTURE_SOURCE_PORT');
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@@ -25,6 +33,11 @@ export interface CapitalFlowQuery {
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limit: number;
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}
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export interface TurnoverTrendQuery {
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interval: '5' | '15';
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tradeDate: string;
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}
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const CATEGORIES = new Set<StructureCategory>(['industry', 'concept', 'board']);
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const SORTS = new Set<SectorRankingQuery['sort']>(['rise', 'fall', 'turnover']);
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const FLOW_SORTS = new Set<CapitalFlowQuery['sort']>(['inflow', 'outflow']);
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@@ -67,6 +80,36 @@ export function parseCapitalFlowQuery(
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};
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}
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function isValidDate(value: string): boolean {
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if (!/^\d{8}$/.test(value)) return false;
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const date = new Date(`${value.slice(0, 4)}-${value.slice(4, 6)}-${value.slice(6, 8)}T00:00:00Z`);
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return (
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date.getUTCFullYear() === Number(value.slice(0, 4)) &&
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date.getUTCMonth() + 1 === Number(value.slice(4, 6)) &&
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date.getUTCDate() === Number(value.slice(6, 8))
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);
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}
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export function parseTurnoverTrendQuery(
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interval = '5',
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tradeDate = currentShanghaiDate(),
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): TurnoverTrendQuery {
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if (interval !== '5' && interval !== '15') throw new Error('粒度参数无效');
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if (!isValidDate(tradeDate)) throw new Error('交易日期参数无效');
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return { interval, tradeDate };
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}
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function currentShanghaiDate(now = new Date()): string {
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const values = new Intl.DateTimeFormat('en-CA', {
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timeZone: 'Asia/Shanghai',
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year: 'numeric',
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month: '2-digit',
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day: '2-digit',
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}).formatToParts(now);
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const parts = Object.fromEntries(values.map((item) => [item.type, item.value]));
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return `${parts.year}${parts.month}${parts.day}`;
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}
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function snapshotMeta(
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source: 'aktools',
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): Pick<SectorRankingsResponseDto, 'snapshotId' | 'asOf' | 'source'> {
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@@ -125,11 +168,50 @@ function flowStatusFor(
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return 'fresh';
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}
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function aggregateTdxSeries(
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result: TdxMarketDataResult,
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tradeDate: string,
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): { rows: Array<{ 时间: string; 成交额: number }>; marketCount: number } {
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const amountsByTime = new Map<string, number>();
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let marketCount = 0;
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for (const definition of TURNOVER_INDEXES) {
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const series: TdxKlineSeries | undefined = result.Value?.[definition.code];
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if (!series || !Array.isArray(series.Date) || !Array.isArray(series.Amount)) continue;
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if (series.Date.length === 0 || series.Date.length !== series.Amount.length) continue;
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const validRows = series.Date.flatMap((time, index) => {
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if (
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typeof time !== 'string' ||
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!time.startsWith(
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`${tradeDate.slice(0, 4)}-${tradeDate.slice(4, 6)}-${tradeDate.slice(6, 8)}`,
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)
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)
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return [];
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const amount = Number(series.Amount[index]);
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return Number.isFinite(amount) && amount >= 0 ? [{ time, amount: amount * 10_000 }] : [];
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});
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if (!validRows.length) continue;
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marketCount += 1;
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for (const row of validRows)
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amountsByTime.set(row.time, (amountsByTime.get(row.time) ?? 0) + row.amount);
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}
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return {
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rows: [...amountsByTime.entries()]
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.sort(([left], [right]) => left.localeCompare(right))
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.map(([时间, 成交额]) => ({ 时间, 成交额 })),
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marketCount,
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};
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}
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@Injectable()
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export class MarketStructureService {
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constructor(
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@Inject(MARKET_STRUCTURE_SOURCE_PORT)
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private readonly source: MarketStructureSourceClient,
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@Optional()
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@Inject(TDX_CLIENT_PORT)
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private readonly tdxClient: TdxClient = {
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request: async <TResponse>() => ({}) as TResponse,
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},
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) {}
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async getSectorRankings(query: SectorRankingQuery): Promise<SectorRankingsResponseDto> {
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@@ -199,6 +281,53 @@ export class MarketStructureService {
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}
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}
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async getTurnoverTrend(query: TurnoverTrendQuery): Promise<TurnoverTrendResponseDto> {
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const asOf = new Date().toISOString();
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const meta = {
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snapshotId: asOf.replace(/[-:TZ.]/g, '').slice(0, 15),
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asOf,
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source: 'tdx' as const,
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};
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try {
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const result = await this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
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stock_list: TURNOVER_INDEXES.map((item) => item.code),
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count: 240,
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dividend_type: 'none',
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period: `${query.interval}m`,
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});
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const aggregated = aggregateTdxSeries(result, query.tradeDate);
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const mapped = mapTurnoverPoints(aggregated.rows);
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if (!mapped.points.length) {
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return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不可用'] };
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}
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const dateStatus: MarketOverviewStatus =
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query.tradeDate === currentShanghaiDate() ? 'fresh' : 'delayed';
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const status: MarketOverviewStatus =
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aggregated.marketCount < TURNOVER_INDEXES.length || mapped.invalidCount > 0
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? 'partial'
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: dateStatus;
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return {
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...meta,
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status,
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data: {
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points: mapped.points,
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granularity: query.interval,
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unit: '亿元',
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marketCount: aggregated.marketCount,
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invalidPointCount: mapped.invalidCount,
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},
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warnings:
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status === 'fresh'
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? []
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: status === 'partial'
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? ['部分市场或成交额点不可用']
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: [`成交额交易日期为 ${query.tradeDate},非当前日期`],
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};
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} catch {
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return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不可用'] };
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}
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}
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private readTradeDate(row: Readonly<Record<string, unknown>>): string | null {
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const value = row['日期'] ?? row['交易日期'] ?? row['tradeDate'];
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return typeof value === 'string' && /^\d{8}$/.test(value) ? value : null;
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