feat(FEAT-MO-005): 增加全市场成交额趋势接口

2026-08-25 02:04:00 +08:00
parent 7b76dd1353
commit ad40ffffc4
6 changed files with 381 additions and 3 deletions
@@ -1,11 +1,16 @@
 import { BadRequestException, Controller, Get, Query } from '@nestjs/common';
 import { ApiOkResponse, ApiQuery, ApiTags } from '@nestjs/swagger';

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

@ApiTags('market-overview-structure')
@@ -46,4 +51,19 @@ export class MarketStructureController {
      throw new BadRequestException(error instanceof Error ? error.message : '资金流参数无效');
    }
  }
+
+  @Get('turnover-trend')
+  @ApiQuery({ name: 'interval', required: false, enum: ['5', '15'] })
+  @ApiQuery({ name: 'tradeDate', required: false, type: String, pattern: '^\\d{8}$' })
+  @ApiOkResponse({ type: TurnoverTrendResponseDto })
+  getTurnoverTrend(
+    @Query('interval') interval?: string,
+    @Query('tradeDate') tradeDate?: string,
+  ): Promise<TurnoverTrendResponseDto> {
+    try {
+      return this.service.getTurnoverTrend(parseTurnoverTrendQuery(interval, tradeDate));
+    } catch (error) {
+      throw new BadRequestException(error instanceof Error ? error.message : '成交额趋势参数无效');
+    }
+  }
 }
@@ -89,3 +89,36 @@ export class CapitalFlowResponseDto extends MarketOverviewMetaDto {
  @ApiProperty({ type: () => CapitalFlowDataDto, nullable: true })
  data!: CapitalFlowDataDto | null;
 }
+
+export class TurnoverPointDto {
+  @ApiProperty({ type: String, format: 'date-time' })
+  time!: string;
+
+  @ApiProperty({ type: Number, description: '该时间区间成交额，单位亿元' })
+  amount!: number;
+
+  @ApiProperty({ type: Number, description: '当日累计成交额，单位亿元' })
+  cumulativeAmount!: number;
+}
+
+export class TurnoverTrendDataDto {
+  @ApiProperty({ type: [TurnoverPointDto] })
+  points!: TurnoverPointDto[];
+
+  @ApiProperty({ enum: ['5', '15'] })
+  granularity!: '5' | '15';
+
+  @ApiProperty({ type: String, example: '亿元' })
+  unit!: '亿元';
+
+  @ApiProperty({ type: Number, minimum: 1, maximum: 3 })
+  marketCount!: number;
+
+  @ApiProperty({ type: Number })
+  invalidPointCount!: number;
+}
+
+export class TurnoverTrendResponseDto extends MarketOverviewMetaDto {
+  @ApiProperty({ type: () => TurnoverTrendDataDto, nullable: true })
+  data!: TurnoverTrendDataDto | null;
+}
@@ -4,8 +4,10 @@ import {
  MarketStructureService,
  parseCapitalFlowQuery,
  parseSectorRankingQuery,
+  parseTurnoverTrendQuery,
 } from './market-structure.service';
 import type { MarketStructureSourceClient } from './market-structure.types';
+import type { TdxClient } from '../tdx/tdx.client';

 const source: MarketStructureSourceClient = {
  getSectorRows: async () => [
@@ -103,4 +105,52 @@ describe('行业题材排行服务', () => {
      flowDefinition: 'unavailable',
    });
  });
+
+  it('校验成交额趋势粒度和交易日期', () => {
+    expect(parseTurnoverTrendQuery('15', '20260824')).toEqual({
+      interval: '15',
+      tradeDate: '20260824',
+    });
+    expect(() => parseTurnoverTrendQuery('1', '20260824')).toThrow('粒度参数无效');
+    expect(() => parseTurnoverTrendQuery('5', '20260231')).toThrow('交易日期参数无效');
+  });
+
+  it('聚合多个市场的 TDX 分时成交额并计算累计值', async () => {
+    const tdxClient: TdxClient = {
+      request: async <TResponse>() =>
+        ({
+          ErrorId: '0',
+          Value: {
+            '000001.SH': {
+              Date: ['2026-08-24 09:30:00', '2026-08-24 09:35:00'],
+              Amount: ['10000', '20000'],
+            },
+            '399001.SZ': {
+              Date: ['2026-08-24 09:30:00', '2026-08-24 09:35:00'],
+              Amount: ['30000', '40000'],
+            },
+          },
+        }) as TResponse,
+    };
+    const response = await new MarketStructureService(source, tdxClient).getTurnoverTrend({
+      interval: '5',
+      tradeDate: '20260824',
+    });
+    expect(response.status).toBe('partial');
+    expect(response.data?.points).toEqual([
+      { time: '2026-08-24 09:30:00', amount: 4, cumulativeAmount: 4 },
+      { time: '2026-08-24 09:35:00', amount: 6, cumulativeAmount: 10 },
+    ]);
+  });
+
+  it('TDX 分时序列为空时返回不可用', async () => {
+    const tdxClient: TdxClient = {
+      request: async <TResponse>() => ({ ErrorId: '0', Value: {} }) as TResponse,
+    };
+    const response = await new MarketStructureService(source, tdxClient).getTurnoverTrend({
+      interval: '5',
+      tradeDate: '20260824',
+    });
+    expect(response).toMatchObject({ status: 'unavailable', data: null });
+  });
 });
@@ -1,7 +1,11 @@
-import { Inject, Injectable } from '@nestjs/common';
+import { Inject, Injectable, Optional } from '@nestjs/common';

 import type { MarketOverviewStatus } from '../market-overview.dto';
+import { TDX_CLIENT_PORT } from '../market-overview.service';
+import type { TdxClient } from '../tdx/tdx.client';
+import { TURNOVER_INDEXES, type TdxKlineSeries, type TdxMarketDataResult } from '../tdx/tdx.types';
 import { mapCapitalFlow, mapSectorRanking } from './market-structure.mapper';
+import { mapTurnoverPoints } from './market-structure.mapper';
 import type {
  CapitalFlowRecord,
  SectorRankingRecord,
@@ -9,7 +13,11 @@ import type {
  StructureSort,
  MarketStructureSourceClient,
 } from './market-structure.types';
-import type { CapitalFlowResponseDto, SectorRankingsResponseDto } from './market-structure.dto';
+import type {
+  CapitalFlowResponseDto,
+  SectorRankingsResponseDto,
+  TurnoverTrendResponseDto,
+} from './market-structure.dto';

 export const MARKET_STRUCTURE_SOURCE_PORT = Symbol('MARKET_STRUCTURE_SOURCE_PORT');

@@ -25,6 +33,11 @@ export interface CapitalFlowQuery {
  limit: number;
 }

+export interface TurnoverTrendQuery {
+  interval: '5' | '15';
+  tradeDate: string;
+}
+
 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']);
@@ -67,6 +80,36 @@ export function parseCapitalFlowQuery(
  };
 }

+function isValidDate(value: string): boolean {
+  if (!/^\d{8}$/.test(value)) return false;
+  const date = new Date(`${value.slice(0, 4)}-${value.slice(4, 6)}-${value.slice(6, 8)}T00:00:00Z`);
+  return (
+    date.getUTCFullYear() === Number(value.slice(0, 4)) &&
+    date.getUTCMonth() + 1 === Number(value.slice(4, 6)) &&
+    date.getUTCDate() === Number(value.slice(6, 8))
+  );
+}
+
+export function parseTurnoverTrendQuery(
+  interval = '5',
+  tradeDate = currentShanghaiDate(),
+): TurnoverTrendQuery {
+  if (interval !== '5' && interval !== '15') throw new Error('粒度参数无效');
+  if (!isValidDate(tradeDate)) throw new Error('交易日期参数无效');
+  return { interval, tradeDate };
+}
+
+function currentShanghaiDate(now = new Date()): string {
+  const values = new Intl.DateTimeFormat('en-CA', {
+    timeZone: 'Asia/Shanghai',
+    year: 'numeric',
+    month: '2-digit',
+    day: '2-digit',
+  }).formatToParts(now);
+  const parts = Object.fromEntries(values.map((item) => [item.type, item.value]));
+  return `${parts.year}${parts.month}${parts.day}`;
+}
+
 function snapshotMeta(
  source: 'aktools',
 ): Pick<SectorRankingsResponseDto, 'snapshotId' | 'asOf' | 'source'> {
@@ -125,11 +168,50 @@ function flowStatusFor(
  return 'fresh';
 }

+function aggregateTdxSeries(
+  result: TdxMarketDataResult,
+  tradeDate: string,
+): { rows: Array<{ 时间: string; 成交额: number }>; marketCount: number } {
+  const amountsByTime = new Map<string, number>();
+  let marketCount = 0;
+  for (const definition of TURNOVER_INDEXES) {
+    const series: TdxKlineSeries | undefined = result.Value?.[definition.code];
+    if (!series || !Array.isArray(series.Date) || !Array.isArray(series.Amount)) continue;
+    if (series.Date.length === 0 || series.Date.length !== series.Amount.length) continue;
+    const validRows = series.Date.flatMap((time, index) => {
+      if (
+        typeof time !== 'string' ||
+        !time.startsWith(
+          `${tradeDate.slice(0, 4)}-${tradeDate.slice(4, 6)}-${tradeDate.slice(6, 8)}`,
+        )
+      )
+        return [];
+      const amount = Number(series.Amount[index]);
+      return Number.isFinite(amount) && amount >= 0 ? [{ time, amount: amount * 10_000 }] : [];
+    });
+    if (!validRows.length) continue;
+    marketCount += 1;
+    for (const row of validRows)
+      amountsByTime.set(row.time, (amountsByTime.get(row.time) ?? 0) + row.amount);
+  }
+  return {
+    rows: [...amountsByTime.entries()]
+      .sort(([left], [right]) => left.localeCompare(right))
+      .map(([时间, 成交额]) => ({ 时间, 成交额 })),
+    marketCount,
+  };
+}
+
@Injectable()
 export class MarketStructureService {
  constructor(
    @Inject(MARKET_STRUCTURE_SOURCE_PORT)
    private readonly source: MarketStructureSourceClient,
+    @Optional()
+    @Inject(TDX_CLIENT_PORT)
+    private readonly tdxClient: TdxClient = {
+      request: async <TResponse>() => ({}) as TResponse,
+    },
  ) {}

  async getSectorRankings(query: SectorRankingQuery): Promise<SectorRankingsResponseDto> {
@@ -199,6 +281,53 @@ export class MarketStructureService {
    }
  }

+  async getTurnoverTrend(query: TurnoverTrendQuery): Promise<TurnoverTrendResponseDto> {
+    const asOf = new Date().toISOString();
+    const meta = {
+      snapshotId: asOf.replace(/[-:TZ.]/g, '').slice(0, 15),
+      asOf,
+      source: 'tdx' as const,
+    };
+    try {
+      const result = await this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
+        stock_list: TURNOVER_INDEXES.map((item) => item.code),
+        count: 240,
+        dividend_type: 'none',
+        period: `${query.interval}m`,
+      });
+      const aggregated = aggregateTdxSeries(result, query.tradeDate);
+      const mapped = mapTurnoverPoints(aggregated.rows);
+      if (!mapped.points.length) {
+        return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不可用'] };
+      }
+      const dateStatus: MarketOverviewStatus =
+        query.tradeDate === currentShanghaiDate() ? 'fresh' : 'delayed';
+      const status: MarketOverviewStatus =
+        aggregated.marketCount < TURNOVER_INDEXES.length || mapped.invalidCount > 0
+          ? 'partial'
+          : dateStatus;
+      return {
+        ...meta,
+        status,
+        data: {
+          points: mapped.points,
+          granularity: query.interval,
+          unit: '亿元',
+          marketCount: aggregated.marketCount,
+          invalidPointCount: mapped.invalidCount,
+        },
+        warnings:
+          status === 'fresh'
+            ? []
+            : status === 'partial'
+              ? ['部分市场或成交额点不可用']
+              : [`成交额交易日期为 ${query.tradeDate}，非当前日期`],
+      };
+    } catch {
+      return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不可用'] };
+    }
+  }
+
  private readTradeDate(row: Readonly<Record<string, unknown>>): string | null {
    const value = row['日期'] ?? row['交易日期'] ?? row['tradeDate'];
    return typeof value === 'string' && /^\d{8}$/.test(value) ? value : null;
@@ -545,6 +545,54 @@
        },
        "required": ["snapshotId", "asOf", "source", "status", "warnings", "data"],
        "type": "object"
+      },
+      "TurnoverPointDto": {
+        "properties": {
+          "amount": {
+            "description": "该时间区间成交额，单位亿元",
+            "type": "number"
+          },
+          "cumulativeAmount": {
+            "description": "当日累计成交额，单位亿元",
+            "type": "number"
+          },
+          "time": { "format": "date-time", "type": "string" }
+        },
+        "required": ["time", "amount", "cumulativeAmount"],
+        "type": "object"
+      },
+      "TurnoverTrendDataDto": {
+        "properties": {
+          "granularity": { "enum": ["5", "15"], "type": "string" },
+          "invalidPointCount": { "type": "number" },
+          "marketCount": { "maximum": 3, "minimum": 1, "type": "number" },
+          "points": {
+            "items": { "$ref": "#/components/schemas/TurnoverPointDto" },
+            "type": "array"
+          },
+          "unit": { "example": "亿元", "type": "string" }
+        },
+        "required": ["points", "granularity", "unit", "marketCount", "invalidPointCount"],
+        "type": "object"
+      },
+      "TurnoverTrendResponseDto": {
+        "properties": {
+          "asOf": { "format": "date-time", "type": "string" },
+          "data": {
+            "allOf": [{ "$ref": "#/components/schemas/TurnoverTrendDataDto" }],
+            "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"
      }
    }
  },
@@ -873,6 +921,38 @@
        },
        "tags": ["market-overview"]
      }
+    },
+    "/api/v1/market-overview/turnover-trend": {
+      "get": {
+        "operationId": "MarketStructureController_getTurnoverTrend",
+        "parameters": [
+          {
+            "in": "query",
+            "name": "tradeDate",
+            "required": false,
+            "schema": { "pattern": "^\\d{8}$", "type": "string" }
+          },
+          {
+            "in": "query",
+            "name": "interval",
+            "required": false,
+            "schema": { "enum": ["5", "15"], "type": "string" }
+          }
+        ],
+        "responses": {
+          "200": {
+            "content": {
+              "application/json": {
+                "schema": {
+                  "$ref": "#/components/schemas/TurnoverTrendResponseDto"
+                }
+              }
+            },
+            "description": ""
+          }
+        },
+        "tags": ["market-overview-structure"]
+      }
    }
  },
  "servers": [],
@@ -196,6 +196,22 @@ export interface paths {
    patch?: never;
    trace?: never;
  };
+  '/api/v1/market-overview/turnover-trend': {
+    parameters: {
+      query?: never;
+      header?: never;
+      path?: never;
+      cookie?: never;
+    };
+    get: operations['MarketStructureController_getTurnoverTrend'];
+    put?: never;
+    post?: never;
+    delete?: never;
+    options?: never;
+    head?: never;
+    patch?: never;
+    trace?: never;
+  };
 }
 export type webhooks = Record<string, never>;
 export interface components {
@@ -502,6 +518,34 @@ export interface components {
      status: 'fresh' | 'delayed' | 'partial' | 'unavailable';
      warnings: string[];
    };
+    TurnoverPointDto: {
+      /** @description 该时间区间成交额，单位亿元 */
+      amount: number;
+      /** @description 当日累计成交额，单位亿元 */
+      cumulativeAmount: number;
+      /** Format: date-time */
+      time: string;
+    };
+    TurnoverTrendDataDto: {
+      /** @enum {string} */
+      granularity: '5' | '15';
+      invalidPointCount: number;
+      marketCount: number;
+      points: components['schemas']['TurnoverPointDto'][];
+      /** @example 亿元 */
+      unit: string;
+    };
+    TurnoverTrendResponseDto: {
+      /** Format: date-time */
+      asOf: string;
+      data: components['schemas']['TurnoverTrendDataDto'] | null;
+      snapshotId: string;
+      /** @enum {string} */
+      source: 'tdx' | 'aktools' | 'mixed';
+      /** @enum {string} */
+      status: 'fresh' | 'delayed' | 'partial' | 'unavailable';
+      warnings: string[];
+    };
  };
  responses: never;
  parameters: never;
@@ -767,4 +811,26 @@ export interface operations {
      };
    };
  };
+  MarketStructureController_getTurnoverTrend: {
+    parameters: {
+      query?: {
+        tradeDate?: string;
+        interval?: '5' | '15';
+      };
+      header?: never;
+      path?: never;
+      cookie?: never;
+    };
+    requestBody?: never;
+    responses: {
+      200: {
+        headers: {
+          [name: string]: unknown;
+        };
+        content: {
+          'application/json': components['schemas']['TurnoverTrendResponseDto'];
+        };
+      };
+    };
+  };
 }