302 lines
9.8 KiB
TypeScript
302 lines
9.8 KiB
TypeScript
import { Inject, Injectable } from '@nestjs/common';
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import type {
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BreadthDataDto,
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FundDataDto,
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IndicesDataDto,
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SectorDataDto,
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SummaryDataDto,
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} from './market-overview.dto';
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import { CORE_INDEXES } from './tdx/tdx.types';
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import {
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mapBreadthSnapshots,
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mapIndexQuotes,
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mapSectorQuotes,
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mapTurnoverTrend,
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} from './tdx/tdx.mapper';
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import { TdxClientError, type TdxClient } from './tdx/tdx.client';
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import type {
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TdxMarketDataResult,
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TdxMarketSnapshotResult,
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TdxStockListResult,
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} from './tdx/tdx.types';
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import { BREADTH_INDEXES, TURNOVER_INDEXES } from './tdx/tdx.types';
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export const TDX_CLIENT_PORT = Symbol('TDX_CLIENT_PORT');
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export type MarketOverviewResponse<TData> = {
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snapshotId: string;
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asOf: string;
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source: 'tdx';
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status: 'fresh' | 'delayed' | 'partial' | 'unavailable';
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data: TData | null;
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warnings: string[];
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};
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function createSnapshotMeta(): Pick<
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MarketOverviewResponse<never>,
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'snapshotId' | 'asOf' | 'source'
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> {
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const asOf = new Date().toISOString();
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const snapshotId = `${asOf.slice(0, 10).replaceAll('-', '')}-${asOf.slice(11, 19).replaceAll(':', '')}`;
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return { snapshotId, asOf, source: 'tdx' };
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}
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/** 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。 */
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function getShanghaiCalendarDate(asOf: string): string {
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const parts = new Intl.DateTimeFormat('en-US', {
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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(new Date(asOf));
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const values = Object.fromEntries(parts.map((part) => [part.type, part.value]));
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return `${values.year}${values.month}${values.day}`;
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}
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function createTradeDateWarning(subject: string, tradeDate: string | undefined, asOf: string) {
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if (!tradeDate) return `${subject}交易日期无法确认`;
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return tradeDate === getShanghaiCalendarDate(asOf)
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? null
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: `${subject}交易日期为 ${tradeDate}，非当前日期`;
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}
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@Injectable()
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export class MarketOverviewService {
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constructor(@Inject(TDX_CLIENT_PORT) private readonly tdxClient: TdxClient) {}
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async getIndices(): Promise<MarketOverviewResponse<IndicesDataDto>> {
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const meta = createSnapshotMeta();
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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: CORE_INDEXES.map((item) => item.code),
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count: 5,
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dividend_type: 'none',
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period: '1d',
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});
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const items = mapIndexQuotes(result, CORE_INDEXES);
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const tradeDateWarning = createTradeDateWarning('核心指数', items[0]?.tradeDate, meta.asOf);
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const status =
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items.length !== CORE_INDEXES.length ? 'partial' : tradeDateWarning ? 'delayed' : 'fresh';
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return {
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...meta,
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status,
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data: { items },
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warnings:
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status === 'partial'
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? ['部分核心指数未返回有效数据']
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: tradeDateWarning
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? [tradeDateWarning]
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: [],
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};
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} catch (error) {
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return {
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...meta,
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status: 'unavailable',
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data: null,
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warnings: [this.toWarning(error, '核心指数')],
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};
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}
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}
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async getSummary(): Promise<MarketOverviewResponse<SummaryDataDto>> {
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const indices = await this.getIndices();
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if (indices.status === 'unavailable' || !indices.data) {
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return { ...indices, data: null };
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}
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const changes = indices.data.items
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.map((item) => item.changePercent)
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.filter((value): value is number => value !== null);
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const averageChange = changes.length
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? Math.round((changes.reduce((sum, value) => sum + value, 0) / changes.length) * 100) / 100
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: null;
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const marketStatus =
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averageChange === null ? '指数数据不完整' : averageChange >= 0 ? '指数偏强' : '指数偏弱';
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const summary: SummaryDataDto = {
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verdict:
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averageChange === null
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? '市场状态待确认'
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: averageChange >= 0
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? '市场维持偏强震荡'
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: '市场维持偏弱震荡',
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marketStatus,
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volumeStatus: '成交额趋势见下方',
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sentimentStatus: '涨跌家数见下方',
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drivers: changes.length ? [`核心指数平均涨跌幅 ${averageChange}%`] : ['核心指数数据不足'],
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risks: ['主力净流入和盘中新闻仍待补充数据源验证'],
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};
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return { ...indices, data: summary };
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}
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async getBreadth(): Promise<MarketOverviewResponse<BreadthDataDto>> {
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const meta = createSnapshotMeta();
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const [results, [referenceResult]] = await Promise.all([
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Promise.allSettled(
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BREADTH_INDEXES.map((item) =>
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this.tdxClient.request<TdxMarketSnapshotResult>('get_market_snapshot', {
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stock_code: item.code,
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}),
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),
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),
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Promise.allSettled([
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this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
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stock_list: [CORE_INDEXES[0].code],
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count: 1,
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dividend_type: 'none',
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period: '1d',
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}),
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]),
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]);
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const validSnapshots = results.flatMap((result) => {
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if (result.status === 'rejected') return [];
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return mapBreadthSnapshots([result.value]).validCount === 1 ? [result.value] : [];
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});
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const mapped = mapBreadthSnapshots(validSnapshots);
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const unavailableMarkets = BREADTH_INDEXES.filter((_, index) => {
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const result = results[index];
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return (
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!result ||
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result.status === 'rejected' ||
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mapBreadthSnapshots([result.value]).validCount === 0
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);
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}).map((item) => item.name);
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if (!mapped.data) {
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return {
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...meta,
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status: 'unavailable',
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data: null,
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warnings: [`市场宽度数据不可用：${unavailableMarkets.join('、')}`],
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};
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}
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const referenceTradeDate =
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referenceResult?.status === 'fulfilled'
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? mapIndexQuotes(referenceResult.value, [CORE_INDEXES[0]])[0]?.tradeDate
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: undefined;
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const tradeDateWarning = createTradeDateWarning('市场宽度', referenceTradeDate, meta.asOf);
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const status =
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mapped.validCount !== BREADTH_INDEXES.length
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? 'partial'
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: tradeDateWarning
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? 'delayed'
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: 'fresh';
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return {
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...meta,
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status,
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data: mapped.data,
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warnings:
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status === 'partial'
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? [`部分市场涨跌家数不可用：${unavailableMarkets.join('、')}`]
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: tradeDateWarning
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? [tradeDateWarning]
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: [],
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};
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}
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async getSectors(): Promise<MarketOverviewResponse<SectorDataDto>> {
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const meta = createSnapshotMeta();
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try {
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const catalog = await this.tdxClient.request<TdxStockListResult>('get_stock_list', {
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market: '16',
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list_type: 1,
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});
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const definitions = catalog.Value.map(({ Code: code, Name: name }) => ({ code, name }));
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if (!definitions.length) {
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return {
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...meta,
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status: 'unavailable',
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data: null,
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warnings: ['一级行业目录为空'],
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};
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}
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const result = await this.tdxClient.request<TdxMarketDataResult>('get_market_data', {
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stock_list: definitions.map((item) => item.code),
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count: 2,
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dividend_type: 'none',
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period: '1d',
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});
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const mappedItems = mapSectorQuotes(result, definitions);
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const items = mappedItems.slice(0, 8);
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const tradeDateWarning = createTradeDateWarning(
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'一级行业',
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mappedItems[0]?.tradeDate,
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meta.asOf,
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);
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const status =
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mappedItems.length === 0
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? 'unavailable'
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: mappedItems.length !== definitions.length
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? 'partial'
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: tradeDateWarning
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? 'delayed'
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: 'fresh';
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return {
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...meta,
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status,
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data: items.length ? { items } : null,
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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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? ['部分一级行业未返回有效行情']
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: status === 'delayed' && tradeDateWarning
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? [tradeDateWarning]
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: ['一级行业行情不可用'],
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};
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} catch (error) {
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return {
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...meta,
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status: 'unavailable',
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data: null,
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warnings: [this.toWarning(error, '板块行情')],
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};
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}
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}
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async getFunds(): Promise<MarketOverviewResponse<FundDataDto>> {
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const meta = createSnapshotMeta();
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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: 2,
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dividend_type: 'none',
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period: '1d',
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});
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const mapped = mapTurnoverTrend(result, TURNOVER_INDEXES);
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if (!mapped.data)
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return { ...meta, status: 'unavailable', data: null, warnings: ['成交额趋势数据不完整'] };
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const tradeDateWarning = createTradeDateWarning('成交额', mapped.data.tradeDate, meta.asOf);
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const status =
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mapped.validMarketCount !== TURNOVER_INDEXES.length
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? 'partial'
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: tradeDateWarning
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? 'delayed'
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: 'fresh';
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return {
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...meta,
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status,
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data: mapped.data,
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warnings:
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status === 'partial'
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? [`部分市场成交额不可用，当前汇总 ${mapped.validMarketCount} 个市场`]
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: tradeDateWarning
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? [tradeDateWarning]
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: [],
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};
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} catch (error) {
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return {
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...meta,
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status: 'unavailable',
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data: null,
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warnings: [this.toWarning(error, '成交额趋势')],
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};
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}
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}
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private toWarning(error: unknown, subject: string): string {
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if (error instanceof TdxClientError && error.kind === 'timeout') return `${subject}请求超时`;
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if (error instanceof TdxClientError && error.kind === 'network') return `${subject}网络不可用`;
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return `${subject}数据不可用`;
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}
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}
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