107 lines
3.6 KiB
Python
107 lines
3.6 KiB
Python
"""涨跌停/异动监控 API"""
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from fastapi import APIRouter
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from app.data.tushare_client import tushare_client
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from app.config import is_market_session
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router = APIRouter(prefix="/api/monitor", tags=["monitor"])
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@router.get("/limits")
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async def get_limits():
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"""获取涨跌停数据"""
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trade_date = tushare_client.get_latest_trade_date()
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limit_df = tushare_client.get_limit_list(trade_date)
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if limit_df.empty:
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return {"trade_date": trade_date, "limit_up": [], "limit_down": []}
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# 拆分涨停和跌停
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up_df = limit_df[limit_df["limit"] == "U"].sort_values("pct_chg", ascending=False)
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down_df = limit_df[limit_df["limit"] == "D"].sort_values("pct_chg", ascending=True)
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def _parse(df):
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results = []
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for _, r in df.head(50).iterrows():
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results.append({
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"ts_code": r.get("ts_code", ""),
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"name": r.get("name", ""),
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"close": float(r.get("close", 0)),
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"pct_chg": float(r.get("pct_chg", 0)),
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"limit_times": int(r.get("limit_times", 0)),
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"first_time": str(r.get("first_time", "")),
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"last_time": str(r.get("last_time", "")),
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"open_times": int(r.get("open_times", 0)),
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"fd_amount": float(r.get("fd_amount", 0)) if r.get("fd_amount") else 0,
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"up_stat": str(r.get("up_stat", "")),
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})
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return results
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return {
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"trade_date": trade_date,
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"is_realtime": is_market_session(),
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"limit_up": _parse(up_df),
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"limit_down": _parse(down_df),
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}
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@router.get("/unusual")
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async def get_unusual():
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"""获取异动股（量比>3、振幅>8%、快速拉升）"""
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trade_date = tushare_client.get_latest_trade_date()
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# 获取全市场日线
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daily = tushare_client.get_daily_all(trade_date)
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if daily.empty:
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return {"trade_date": trade_date, "stocks": []}
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basic = tushare_client.get_daily_basic(trade_date)
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if not basic.empty:
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daily = daily.merge(basic[["ts_code", "turnover_rate", "volume_ratio"]], on="ts_code", how="left")
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stock_basic = tushare_client.get_stock_basic()
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name_map = {}
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if not stock_basic.empty:
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for _, r in stock_basic.iterrows():
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name_map[r["ts_code"]] = r["name"]
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# 筛选异动条件
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unusual = []
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for _, r in daily.iterrows():
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ts = r.get("ts_code", "")
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if not ts.endswith((".SH", ".SZ")):
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continue
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pct = r.get("pct_chg", 0)
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vol_ratio = r.get("volume_ratio", 0)
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high = r.get("high", 0)
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low = r.get("low", 0)
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pre_close = r.get("pre_close", 0)
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amplitude = (high - low) / pre_close * 100 if pre_close > 0 else 0
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tags = []
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if vol_ratio and vol_ratio > 3:
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tags.append("巨量")
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if amplitude > 8:
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tags.append("高振幅")
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if pct > 7:
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tags.append("急涨")
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elif pct < -7:
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tags.append("急跌")
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if tags:
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unusual.append({
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"ts_code": ts,
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"name": name_map.get(ts, ts),
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"close": float(r.get("close", 0)),
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"pct_chg": float(pct),
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"amplitude": round(float(amplitude), 2),
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"volume_ratio": round(float(vol_ratio), 2) if vol_ratio and vol_ratio == vol_ratio else 0,
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"turnover_rate": round(float(r.get("turnover_rate", 0)), 2),
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"tags": tags,
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})
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unusual.sort(key=lambda x: abs(x["pct_chg"]), reverse=True)
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return {"trade_date": trade_date, "stocks": unusual[:50]}
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