Files
Blizzard 92329ddce2
Checks / verify (push) Failing after 9m52s
feat: 完成模拟交易闭环、App 与 A 股行情接入
统一单入口 Go 工程与前端依赖目录,增加后台供应商配置、候选审核、计划预算、成交冲正、持仓复盘和站内通知。接入策略版本、Python 回测、可配置 A 股公开行情及 zap 文件轮转日志,补充迁移、契约与验证。
2026-10-08 22:58:52 +08:00

165 lines
5.6 KiB
Go

package market
import (
"context"
"errors"
"git.sundynix.cn/Blizzard/Veyra/internal/model"
"golang.org/x/text/encoding/simplifiedchinese"
"io"
"net/http"
"net/url"
"strconv"
"strings"
"time"
_ "time/tzdata"
)
func exactPublicPrice(s string) (int64, error) {
if strings.Contains(s, ".") {
s = strings.TrimRight(s, "0")
s = strings.TrimSuffix(s, ".")
}
return model.ParseMoney(s)
}
func (c *Client) sinaSnapshot(ctx context.Context, config model.ProviderConfig) ([]model.Instrument, error) {
all := make([]model.Instrument, 0)
seen := map[string]bool{}
zone, _ := time.LoadLocation("Asia/Shanghai")
for page := 1; page <= 150; page++ {
var rows []struct{ Symbol, Code, Name string }
p := url.Values{"page": {strconv.Itoa(page)}, "num": {"80"}, "sort": {"symbol"}, "asc": {"1"}, "node": {"hs_a"}, "symbol": {""}}
p.Set("symbol", "")
if e := c.get(ctx, config.BaseURL, "/quotes_service/api/json_v2.php/Market_Center.getHQNodeData", p, &rows, config.TimeoutSeconds); e != nil {
return nil, e
}
if len(rows) == 0 {
if len(all) == 0 {
return nil, errors.New("empty market universe")
}
return all, nil
}
symbols := make([]string, 0)
names := map[string]string{}
for _, row := range rows {
if !(strings.HasPrefix(row.Symbol, "sh") || strings.HasPrefix(row.Symbol, "sz")) || len(row.Code) != 6 {
continue
}
if seen[row.Symbol] {
return nil, errors.New("duplicate market page")
}
seen[row.Symbol] = true
symbols = append(symbols, row.Symbol)
names[row.Symbol] = row.Name
}
if len(symbols) > 0 {
u, e := url.Parse(config.QuoteBaseURL)
if e != nil {
return nil, errors.New("invalid quote endpoint")
}
u.Path = strings.TrimRight(u.Path, "/") + "/list=" + strings.Join(symbols, ",")
req, e := http.NewRequestWithContext(ctx, http.MethodGet, u.String(), nil)
if e != nil {
return nil, errors.New("invalid quote request")
}
req.Header.Set("Referer", "https://finance.sina.com.cn/")
req.Header.Set("User-Agent", "Mozilla/5.0")
seconds := config.TimeoutSeconds
if seconds < 1 || seconds > 30 {
seconds = 4
}
quoteCtx, cancel := context.WithTimeout(ctx, time.Duration(seconds)*time.Second)
req = req.WithContext(quoteCtx)
resp, e := c.http.Do(req)
if e != nil {
cancel()
return nil, errors.New("quote provider unavailable")
}
data, readError := io.ReadAll(io.LimitReader(resp.Body, 1<<20))
resp.Body.Close()
cancel()
if readError != nil || resp.StatusCode != 200 {
return nil, errors.New("quote provider rejected request")
}
decoded, e := simplifiedchinese.GBK.NewDecoder().Bytes(data)
if e != nil {
return nil, errors.New("invalid quote text")
}
for _, line := range strings.Split(string(decoded), ";") {
left, right, ok := strings.Cut(strings.TrimSpace(line), "=")
if !ok {
continue
}
symbol := strings.TrimPrefix(left, "var hq_str_")
name, exists := names[symbol]
if !exists {
continue
}
parts := strings.Split(strings.Trim(right, "\"\r\n "), ",")
if len(parts) < 32 {
continue
}
price, e := exactPublicPrice(parts[3])
when, dateError := time.ParseInLocation("2006-01-02 15:04:05", parts[30]+" "+parts[31], zone)
if e != nil || dateError != nil || price <= 0 || price > 100000000 || when.After(time.Now().Add(time.Minute)) {
continue
}
exchange := "SZSE"
if strings.HasPrefix(symbol, "sh") {
exchange = "SSE"
}
all = append(all, model.Instrument{Symbol: symbol[2:], Exchange: exchange, Name: name, Price: model.FormatMoney(price), PriceCents: price, ObservedAt: when.UTC(), SourceID: config.ID, SourceVersion: config.Version})
}
}
if len(rows) < 80 {
if len(all) == 0 {
return nil, errors.New("no valid market quotes")
}
return all, nil
}
select {
case <-ctx.Done():
return nil, ctx.Err()
case <-time.After(200 * time.Millisecond):
}
}
return nil, errors.New("market universe exceeds limit")
}
func (c *Client) sinaHistory(ctx context.Context, config model.ProviderConfig, symbol, exchange, start, end string) (model.MarketHistory, error) {
ticker := "sz" + symbol
if exchange == "SSE" {
ticker = "sh" + symbol
}
var envelope struct {
Result struct {
Status struct{ Code int }
Data []struct{ Day, Open, High, Low, Close string }
}
}
p := url.Values{"symbol": {ticker}, "scale": {"240"}, "ma": {"no"}, "datalen": {"1000"}}
result := model.MarketHistory{Symbol: symbol, Exchange: exchange, Source: "sina_public", SourceVersion: config.Version, Adjustment: "unadjusted", ReceivedAt: time.Now().UTC(), Bars: make([]model.HistoricalBar, 0)}
if e := c.get(ctx, config.HistoryBaseURL, "/cn/api/openapi.php/CN_MarketDataService.getKLineData", p, &envelope, config.TimeoutSeconds); e != nil {
return result, e
}
if envelope.Result.Status.Code != 0 || len(envelope.Result.Data) == 0 {
return result, errors.New("historical provider unavailable")
}
previous := ""
for _, b := range envelope.Result.Data {
date := strings.Split(b.Day, " ")[0]
if date < start || date > end {
continue
}
_, e := time.Parse("2006-01-02", date)
o, e1 := exactPublicPrice(b.Open)
h, e2 := exactPublicPrice(b.High)
l, e3 := exactPublicPrice(b.Low)
v, e4 := exactPublicPrice(b.Close)
if e != nil || date <= previous || e1 != nil || e2 != nil || e3 != nil || e4 != nil || l <= 0 || l > o || l > v || h < o || h < v || h > 100000000 {
return result, errors.New("invalid provider OHLC")
}
previous = date
result.Bars = append(result.Bars, model.HistoricalBar{Date: date, Open: model.FormatMoney(o), High: model.FormatMoney(h), Low: model.FormatMoney(l), Close: model.FormatMoney(v)})
}
return result, nil
}