feat(FEAT-MO-001): 接入TDX市场宽度板块与成交额趋势

This commit is contained in:
2026-08-18 17:37:36 +08:00
parent 82619489a9
commit ff8ada8316
21 changed files with 616 additions and 69 deletions
@@ -72,18 +72,44 @@ export class BreadthDataDto {
@ApiProperty({ type: Number })
declining!: number;
@ApiProperty({ type: Number })
unchanged!: number;
@ApiPropertyOptional({ type: Number, nullable: true })
unchanged!: number | null;
}
export class SectorQuoteDto {
@ApiProperty({ type: String })
code!: string;
@ApiProperty({ type: String })
name!: string;
@ApiPropertyOptional({ type: Number, nullable: true })
changePercent!: number | null;
@ApiProperty({ enum: ['up', 'down', 'flat'] })
direction!: QuoteDirection;
@ApiProperty({ type: String })
tradeDate!: string;
}
export class SectorDataDto {
@ApiProperty({ type: [String] })
items!: string[];
@ApiProperty({ type: [SectorQuoteDto] })
items!: SectorQuoteDto[];
}
export class FundDataDto {
@ApiProperty({ type: [String] })
items!: string[];
@ApiProperty({ type: Number })
currentAmount!: number;
@ApiProperty({ type: Number })
previousAmount!: number;
@ApiProperty({ type: Number })
changePercent!: number;
@ApiProperty({ type: String, example: '亿元' })
unit!: '亿元';
}
export class SummaryResponseDto extends MarketOverviewMetaDto {
@@ -19,6 +19,63 @@ const indexResult = {
),
};
const breadthSnapshot = (up: string, down: string) => ({
ErrorId: '0',
UpHome: up,
DownHome: down,
ItemNum: '0',
});
const sectorResult = {
ErrorId: '0',
Value: [
{ Code: '881319.SH', Name: '半导体' },
{ Code: '881355.SH', Name: '软件服务' },
],
};
const sectorKlineResult = {
ErrorId: '0',
Value: {
'881319.SH': {
Date: ['20260817', '20260818'],
Open: ['100', '105'],
High: ['106', '110'],
Low: ['99', '104'],
Close: ['100', '108'],
Amount: ['1000', '1200'],
Volume: ['100', '120'],
},
'881355.SH': {
Date: ['20260817', '20260818'],
Open: ['100', '98'],
High: ['101', '99'],
Low: ['97', '95'],
Close: ['100', '96'],
Amount: ['1000', '900'],
Volume: ['100', '90'],
},
},
};
const turnoverResult = {
ErrorId: '0',
Value: Object.fromEntries(
['000001.SH', '399001.SZ', '899050.BJ'].map((code) => [
code,
{
Date: ['20260817', '20260818'],
Open: ['100', '100'],
High: ['101', '101'],
Low: ['99', '99'],
Close: ['100', '100'],
Amount: ['100000', '120000'],
Volume: ['1000', '1100'],
},
]),
),
};
describe('市场概览服务', () => {
it('读取指数并返回统一快照元数据', async () => {
const client = { request: vi.fn().mockResolvedValue(indexResult) };
@@ -38,14 +95,69 @@ describe('市场概览服务', () => {
);
});
it('对未验证的市场宽度能力返回不可用而不是伪造数据', async () => {
const client = { request: vi.fn() };
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')),
};
const service = new MarketOverviewService(client);
const response = await service.getBreadth();
expect(response).toMatchObject({ source: 'tdx', status: 'unavailable', data: null });
expect(response.warnings[0]).toContain('市场宽度');
expect(client.request).not.toHaveBeenCalled();
expect(response).toMatchObject({
source: 'tdx',
status: 'fresh',
data: { advancing: 33, declining: 22, unchanged: null },
});
expect(client.request).toHaveBeenCalledWith(
'get_market_snapshot',
expect.objectContaining({ stock_code: '000001.SH' }),
);
});
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),
};
const service = new MarketOverviewService(client);
const response = await service.getSectors();
expect(response).toMatchObject({
source: 'tdx',
status: 'fresh',
data: {
items: [
expect.objectContaining({ code: '881319.SH', name: '半导体', changePercent: 8 }),
expect.objectContaining({ code: '881355.SH', name: '软件服务', changePercent: -4 }),
],
},
});
expect(client.request).toHaveBeenNthCalledWith(1, 'get_stock_list', {
market: '16',
list_type: 1,
});
});
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);
const response = await service.getFunds();
expect(response).toMatchObject({
source: 'tdx',
status: 'fresh',
data: {
currentAmount: 36,
previousAmount: 30,
changePercent: 20,
unit: '亿元',
},
});
expect(response.warnings).toEqual([]);
});
});
@@ -8,9 +8,19 @@ import type {
SummaryDataDto,
} from './market-overview.dto';
import { CORE_INDEXES } from './tdx/tdx.types';
import { mapIndexQuotes } from './tdx/tdx.mapper';
import {
mapBreadthSnapshots,
mapIndexQuotes,
mapSectorQuotes,
mapTurnoverTrend,
} from './tdx/tdx.mapper';
import { TdxClientError, type TdxClient } from './tdx/tdx.client';
import type { TdxMarketDataResult } from './tdx/tdx.types';
import type {
TdxMarketDataResult,
TdxMarketSnapshotResult,
TdxStockListResult,
} from './tdx/tdx.types';
import { BREADTH_INDEXES, TURNOVER_INDEXES } from './tdx/tdx.types';
export const TDX_CLIENT_PORT = Symbol('TDX_CLIENT_PORT');
@@ -32,10 +42,6 @@ function createSnapshotMeta(): Pick<
return { snapshotId, asOf, source: 'tdx' };
}
function unavailable<TData>(warning: string): MarketOverviewResponse<TData> {
return { ...createSnapshotMeta(), status: 'unavailable', data: null, warnings: [warning] };
}
@Injectable()
export class MarketOverviewService {
constructor(@Inject(TDX_CLIENT_PORT) private readonly tdxClient: TdxClient) {}
@@ -89,24 +95,110 @@ export class MarketOverviewService {
? '市场维持偏强震荡'
: '市场维持偏弱震荡',
marketStatus,
volumeStatus: '成交量口径待接入',
sentimentStatus: '市场情绪口径待接入',
volumeStatus: '成交额趋势见下方',
sentimentStatus: '涨跌家数见下方',
drivers: changes.length ? [`核心指数平均涨跌幅 ${averageChange}%`] : ['核心指数数据不足'],
risks: ['市场宽度、板块和资金指标尚未由当前 TDX 桥接层提供'],
risks: ['主力净流入和盘中新闻仍待补充数据源验证'],
};
return { ...indices, data: summary };
}
async getBreadth(): Promise<MarketOverviewResponse<BreadthDataDto>> {
return unavailable<BreadthDataDto>('当前 TDX 桥接层未提供市场宽度方法');
const meta = createSnapshotMeta();
const results = await Promise.allSettled(
BREADTH_INDEXES.map((item) =>
this.tdxClient.request<TdxMarketSnapshotResult>('get_market_snapshot', {
stock_code: item.code,
}),
),
);
const snapshots = results.flatMap((result) =>
result.status === 'fulfilled' ? [result.value] : [],
);
if (!snapshots.length) {
return {
...meta,
status: 'unavailable',
data: null,
warnings: [
this.toWarning(
results[0]?.status === 'rejected' ? results[0].reason : undefined,
'市场宽度',
),
],
};
}
const status = snapshots.length === BREADTH_INDEXES.length ? 'fresh' : 'partial';
return {
...meta,
status,
data: mapBreadthSnapshots(snapshots),
warnings: status === 'partial' ? ['部分市场指数未返回涨跌家数'] : [],
};
}
async getSectors(): Promise<MarketOverviewResponse<SectorDataDto>> {
return unavailable<SectorDataDto>('当前 TDX 桥接层未提供板块排行方法');
const meta = createSnapshotMeta();
try {
const catalog = await this.tdxClient.request<TdxStockListResult>('get_stock_list', {
market: '16',
list_type: 1,
});
const definitions = catalog.Value.map(({ Code: code, Name: name }) => ({ code, name }));
const result = await this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
stock_list: definitions.map((item) => item.code),
count: 2,
dividend_type: 'none',
period: '1d',
});
const mappedItems = mapSectorQuotes(result, definitions);
const items = mappedItems.slice(0, 8);
const status =
mappedItems.length === definitions.length
? 'fresh'
: mappedItems.length
? 'partial'
: 'unavailable';
return {
...meta,
status,
data: items.length ? { items } : null,
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'],
};
} catch (error) {
return {
...meta,
status: 'unavailable',
data: null,
warnings: [this.toWarning(error, '板块行情')],
};
}
}
async getFunds(): Promise<MarketOverviewResponse<FundDataDto>> {
return unavailable<FundDataDto>('当前 TDX 桥接层未提供资金趋势方法');
const meta = createSnapshotMeta();
try {
const result = await this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
stock_list: TURNOVER_INDEXES.map((item) => item.code),
count: 2,
dividend_type: 'none',
period: '1d',
});
const data = mapTurnoverTrend(result, TURNOVER_INDEXES);
if (!data)
return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不完整'] };
return { ...meta, status: 'fresh', data, warnings: [] };
} catch (error) {
return {
...meta,
status: 'unavailable',
data: null,
warnings: [this.toWarning(error, '成交额趋势')],
};
}
}
private toWarning(error: unknown, subject: string): string {
@@ -1,6 +1,6 @@
import { describe, expect, it } from 'vitest';
import { mapIndexQuotes } from './tdx.mapper';
import { mapBreadthSnapshots, mapIndexQuotes, mapTurnoverTrend } from './tdx.mapper';
describe('TDX 行情映射', () => {
it('将 K 线数组转换为 A 股红涨绿跌的指数报价', () => {
@@ -55,4 +55,35 @@ describe('TDX 行情映射', () => {
expect(result[0]).toMatchObject({ price: 2105, changePercent: null, direction: 'flat' });
});
it('市场宽度映射只汇总可用的上涨和下跌家数', () => {
expect(
mapBreadthSnapshots([
{ UpHome: '10', DownHome: '5' },
{ UpHome: '2', DownHome: '3' },
]),
).toEqual({ advancing: 12, declining: 8, unchanged: null });
});
it('成交额映射将 TDX 万元转换为亿元并计算环比', () => {
expect(
mapTurnoverTrend(
{
ErrorId: '0',
Value: {
'000001.SH': {
Date: ['20260817', '20260818'],
Open: ['1', '1'],
High: ['1', '1'],
Low: ['1', '1'],
Close: ['1', '1'],
Amount: ['100000', '120000'],
Volume: ['1', '1'],
},
},
},
[{ code: '000001.SH', name: '上证市场' }],
),
).toEqual({ currentAmount: 12, previousAmount: 10, changePercent: 20, unit: '亿元' });
});
});
@@ -1,4 +1,9 @@
import type { IndexQuoteDto } from '../market-overview.dto';
import type {
BreadthDataDto,
FundDataDto,
IndexQuoteDto,
SectorQuoteDto,
} from '../market-overview.dto';
import type { IndexDefinition, TdxMarketDataResult, TdxKlineSeries } from './tdx.types';
function toNumber(value: string | undefined): number | null {
@@ -46,3 +51,51 @@ export function mapIndexQuotes(
return quote ? [quote] : [];
});
}
export function mapBreadthSnapshots(
snapshots: readonly { UpHome?: string; DownHome?: string }[],
): BreadthDataDto {
const advancing = snapshots.reduce((total, item) => total + (toNumber(item.UpHome) ?? 0), 0);
const declining = snapshots.reduce((total, item) => total + (toNumber(item.DownHome) ?? 0), 0);
return { advancing, declining, unchanged: null };
}
export function mapSectorQuotes(
result: TdxMarketDataResult,
definitions: readonly IndexDefinition[],
): SectorQuoteDto[] {
return mapIndexQuotes(result, definitions).sort((left, right) => {
return (
(right.changePercent ?? Number.NEGATIVE_INFINITY) -
(left.changePercent ?? Number.NEGATIVE_INFINITY)
);
});
}
export function mapTurnoverTrend(
result: TdxMarketDataResult,
definitions: readonly IndexDefinition[],
): FundDataDto | null {
let currentAmount = 0;
let previousAmount = 0;
let validSeries = 0;
for (const definition of definitions) {
const series = result.Value[definition.code];
if (!series) continue;
const current = toNumber(series.Amount.at(-1));
const previous = toNumber(series.Amount.at(-2));
if (current === null || previous === null) continue;
currentAmount += current;
previousAmount += previous;
validSeries += 1;
}
if (!validSeries || previousAmount === 0) return null;
return {
currentAmount: Math.round((currentAmount / 10000) * 100) / 100,
previousAmount: Math.round((previousAmount / 10000) * 100) / 100,
changePercent: Math.round(((currentAmount - previousAmount) / previousAmount) * 10000) / 100,
unit: '亿元',
};
}
@@ -14,6 +14,20 @@ export interface TdxMarketDataResult {
Value: Record<string, TdxKlineSeries>;
}
export interface TdxMarketSnapshotResult {
ErrorId: string | number;
UpHome?: string;
DownHome?: string;
Inside?: string;
Outside?: string;
Amount?: string;
}
export interface TdxStockListResult {
ErrorId: string | number;
Value: Array<{ Code: string; Name: string }>;
}
export interface IndexDefinition {
code: string;
name: string;
@@ -25,3 +39,17 @@ export const CORE_INDEXES: readonly IndexDefinition[] = [
{ code: '399001.SZ', name: '深证成指' },
{ code: '399006.SZ', name: '创业板指' },
];
/** TDX 快照对指数提供上涨/下跌家数,三个市场相加后作为首屏市场宽度口径。 */
export const BREADTH_INDEXES: readonly IndexDefinition[] = [
{ code: '000001.SH', name: '上证市场' },
{ code: '399001.SZ', name: '深证市场' },
{ code: '899050.BJ', name: '北证市场' },
];
/** 首屏资金模块使用交易所指数成交额,避免把成交额趋势误称为主力净流入。 */
export const TURNOVER_INDEXES: readonly IndexDefinition[] = [
{ code: '000001.SH', name: '上证市场' },
{ code: '399001.SZ', name: '深证市场' },
{ code: '899050.BJ', name: '北证市场' },
];