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feat: 增加入库原始日线信息

This commit is contained in:
2025-09-06 20:32:36 +08:00
parent a1e6f314a4
commit fccf059416
11 changed files with 351 additions and 24 deletions

View File

@@ -1,6 +1,9 @@
package com.lanyuanxiaoyao.leopard.server;
import com.blinkfox.fenix.EnableFenix;
import com.lanyuanxiaoyao.leopard.server.service.TuShareService;
import com.yomahub.liteflow.core.FlowExecutor;
import jakarta.annotation.Resource;
import lombok.extern.slf4j.Slf4j;
import org.springframework.boot.ApplicationArguments;
import org.springframework.boot.ApplicationRunner;
@@ -21,7 +24,14 @@ public class LeopardServerApplication implements ApplicationRunner {
SpringApplication.run(LeopardServerApplication.class, args);
}
@Resource
private FlowExecutor executor;
@Resource
private TuShareService tuShareService;
@Override
public void run(ApplicationArguments args) {
executor.execute2RespWithEL("THEN(update_daily)");
// executor.execute2RespWithEL("THEN(update_stock)");
}
}

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@@ -0,0 +1,58 @@
package com.lanyuanxiaoyao.leopard.server.entity;
import com.lanyuanxiaoyao.leopard.server.Constants;
import com.lanyuanxiaoyao.service.template.entity.SimpleEntity;
import jakarta.persistence.Column;
import jakarta.persistence.Entity;
import jakarta.persistence.EntityListeners;
import jakarta.persistence.ManyToOne;
import jakarta.persistence.Table;
import java.time.LocalDate;
import lombok.Getter;
import lombok.Setter;
import lombok.ToString;
import lombok.experimental.FieldNameConstants;
import org.hibernate.annotations.Comment;
import org.hibernate.annotations.DynamicInsert;
import org.hibernate.annotations.DynamicUpdate;
import org.hibernate.annotations.SoftDelete;
import org.springframework.data.jpa.domain.support.AuditingEntityListener;
@Setter
@Getter
@ToString(callSuper = true)
@FieldNameConstants
@Entity
@SoftDelete
@DynamicUpdate
@DynamicInsert
@EntityListeners(AuditingEntityListener.class)
@Table(name = Constants.DATABASE_PREFIX + "daily")
public class Daily extends SimpleEntity {
@Column(nullable = false)
private LocalDate tradeDate;
@Comment("开盘价")
private Double open;
@Comment("最高价")
private Double high;
@Comment("最低价")
private Double low;
@Comment("收盘价")
private Double close;
@Comment("昨收价")
private Double previousClose;
@Comment("涨跌额")
private Double priceChangeAmount;
@Comment("涨跌幅")
private Double priceFluctuationRange;
@Comment("成交量")
private Double volume;
@Comment("成交额")
private Double turnover;
@Comment("除权因子")
private Double factor;
@ManyToOne
@ToString.Exclude
private Stock stock;
}

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@@ -0,0 +1,14 @@
package com.lanyuanxiaoyao.leopard.server.repository;
import com.lanyuanxiaoyao.leopard.server.entity.Daily;
import com.lanyuanxiaoyao.service.template.repository.SimpleRepository;
import java.time.LocalDate;
import java.util.List;
import org.springframework.data.jpa.repository.Query;
import org.springframework.stereotype.Repository;
@Repository
public interface DailyRepository extends SimpleRepository<Daily> {
@Query("select distinct daily.tradeDate from Daily daily")
List<LocalDate> findDistinctTradeDate();
}

View File

@@ -0,0 +1,22 @@
package com.lanyuanxiaoyao.leopard.server.service;
import com.lanyuanxiaoyao.leopard.server.entity.Daily;
import com.lanyuanxiaoyao.leopard.server.repository.DailyRepository;
import com.lanyuanxiaoyao.service.template.service.SimpleServiceSupport;
import java.time.LocalDate;
import java.util.List;
import org.springframework.stereotype.Service;
@Service
public class DailyService extends SimpleServiceSupport<Daily> {
private final DailyRepository dailyRepository;
public DailyService(DailyRepository repository) {
super(repository);
this.dailyRepository = repository;
}
public List<LocalDate> findDistinctTradeDate() {
return dailyRepository.findDistinctTradeDate();
}
}

View File

@@ -3,6 +3,8 @@ package com.lanyuanxiaoyao.leopard.server.service;
import cn.hutool.http.HttpUtil;
import com.fasterxml.jackson.annotation.JsonProperty;
import com.fasterxml.jackson.databind.ObjectMapper;
import java.time.LocalDate;
import java.time.format.DateTimeFormatter;
import java.util.List;
import java.util.Map;
import lombok.SneakyThrows;
@@ -21,6 +23,7 @@ import org.springframework.stereotype.Service;
public class TuShareService {
private static final String API_URL = "https://api.tushare.pro";
private static final String API_TOKEN = "64ebff4fa679167600b905ee45dd88e76f3963c0ff39157f3f085f0e";
public static final DateTimeFormatter TRADE_FORMAT = DateTimeFormatter.ofPattern("yyyyMMdd");
private final ObjectMapper mapper;
@@ -31,19 +34,61 @@ public class TuShareService {
@SneakyThrows
private String buildRequest(String apiName, Map<String, Object> params, List<String> fields) {
return mapper.writeValueAsString(Map.of(
"api_name", apiName,
"token", API_TOKEN,
"params", params,
"fields", fields
"api_name", apiName,
"token", API_TOKEN,
"params", params,
"fields", fields
));
}
@SneakyThrows
public TuShareResponse stockList() {
var response = HttpUtil.post(API_URL, buildRequest(
"stock_basic",
Map.of("list_status", "D,P,L"),
List.of("ts_code", "name", "fullname", "exchange", "industry", "list_status")
"stock_basic",
Map.of("list_status", "L"),
List.of("ts_code", "name", "fullname", "exchange", "industry")
));
var tuShareResponse = mapper.readValue(response, TuShareResponse.class);
if (tuShareResponse.code != 0) {
throw new RuntimeException(tuShareResponse.message);
}
return tuShareResponse;
}
@SneakyThrows
public TuShareResponse dailyList(LocalDate tradeDate) {
var response = HttpUtil.post(API_URL, buildRequest(
"daily",
Map.of("trade_date", tradeDate.format(TRADE_FORMAT)),
List.of("ts_code", "trade_date", "open", "high", "low", "close", "pre_close", "change", "pct_chg", "vol", "amount")
));
var tuShareResponse = mapper.readValue(response, TuShareResponse.class);
if (tuShareResponse.code != 0) {
throw new RuntimeException(tuShareResponse.message);
}
return tuShareResponse;
}
@SneakyThrows
public TuShareResponse tradeDateList(String exchange) {
var response = HttpUtil.post(API_URL, buildRequest(
"trade_cal",
Map.of("exchange", exchange, "is_open", 1),
List.of("cal_date")
));
var tuShareResponse = mapper.readValue(response, TuShareResponse.class);
if (tuShareResponse.code != 0) {
throw new RuntimeException(tuShareResponse.message);
}
return tuShareResponse;
}
@SneakyThrows
public TuShareResponse factorList(LocalDate tradeDate) {
var response = HttpUtil.post(API_URL, buildRequest(
"adj_factor",
Map.of("trade_date", tradeDate.format(TRADE_FORMAT)),
List.of("ts_code", "trade_date", "adj_factor")
));
var tuShareResponse = mapper.readValue(response, TuShareResponse.class);
if (tuShareResponse.code != 0) {
@@ -53,14 +98,14 @@ public class TuShareService {
}
public record TuShareResponse(
Integer code,
@JsonProperty("msg")
String message,
Data data
Integer code,
@JsonProperty("msg")
String message,
Data data
) {
public record Data(
List<String> fields,
List<List<String>> items
List<String> fields,
List<List<String>> items
) {
}
}

View File

@@ -26,8 +26,8 @@ public class TaskMonitorNodes {
@LiteflowMethod(value = LiteFlowMethodEnum.PROCESS, nodeId = "task_start", nodeName = "任务开始", nodeType = NodeTypeEnum.COMMON)
public void taskStart(NodeComponent node) {
var context = node.getContextBean(TaskMonitorContext.class);
if (ObjectUtil.isNotNull(context)) {
try {
var context = node.getContextBean(TaskMonitorContext.class);
var task = new Task();
task.setName(context.getTemplate().getName());
task.setDescription(context.getTemplate().getDescription());
@@ -35,6 +35,8 @@ public class TaskMonitorNodes {
task.setLaunchedTime(LocalDateTime.now());
var taskId = taskService.save(task);
context.setTaskId(taskId);
} catch (Exception exception) {
log.warn("Not in task", exception);
}
}

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@@ -0,0 +1,101 @@
package com.lanyuanxiaoyao.leopard.server.service.task;
import cn.hutool.core.thread.ThreadUtil;
import cn.hutool.core.util.ObjectUtil;
import cn.hutool.core.util.StrUtil;
import com.lanyuanxiaoyao.leopard.server.entity.Daily;
import com.lanyuanxiaoyao.leopard.server.entity.Stock;
import com.lanyuanxiaoyao.leopard.server.service.DailyService;
import com.lanyuanxiaoyao.leopard.server.service.StockService;
import com.lanyuanxiaoyao.leopard.server.service.TuShareService;
import com.yomahub.liteflow.annotation.LiteflowComponent;
import com.yomahub.liteflow.core.NodeComponent;
import java.time.LocalDate;
import java.util.HashMap;
import java.util.HashSet;
import java.util.List;
import java.util.stream.Collectors;
import lombok.extern.slf4j.Slf4j;
import org.springframework.transaction.support.TransactionTemplate;
@Slf4j
@LiteflowComponent("update_daily")
public class UpdateDailyNode extends NodeComponent {
private final StockService stockService;
private final DailyService dailyService;
private final TuShareService tuShareService;
private final TransactionTemplate transactionTemplate;
public UpdateDailyNode(StockService stockService, DailyService dailyService, TuShareService tuShareService, TransactionTemplate transactionTemplate) {
this.stockService = stockService;
this.dailyService = dailyService;
this.tuShareService = tuShareService;
this.transactionTemplate = transactionTemplate;
}
// @Transactional(rollbackOn = Throwable.class)
@Override
public void process() {
var tradeDates = new HashSet<LocalDate>();
for (String exchange : List.of("SSE", "SZSE", "BSE")) {
var response = tuShareService.tradeDateList(exchange);
for (List<String> item : response.data().items()) {
if (ObjectUtil.isNotEmpty(item) && StrUtil.isNotBlank(item.get(0))) {
tradeDates.add(LocalDate.parse(item.get(0), TuShareService.TRADE_FORMAT));
}
}
}
var existsTradeDates = dailyService.findDistinctTradeDate();
var nowDate = LocalDate.now();
var targetDates = tradeDates.stream()
.filter(date -> date.isBefore(nowDate) || date.isEqual(nowDate))
.filter(date -> !existsTradeDates.contains(date))
.sorted()
.toList();
log.info("Target: {}", targetDates);
var stocks = stockService.list();
var stocksMap = stocks.stream().collect(Collectors.toMap(Stock::getCode, stock -> stock));
for (LocalDate tradeDate : targetDates) {
log.info("Trade date: {}", tradeDate);
var factorResponse = tuShareService.factorList(tradeDate);
var factorMap = new HashMap<String, Double>();
for (List<String> item : factorResponse.data().items()) {
factorMap.put(item.get(0), Double.valueOf(item.get(2)));
}
log.info("Factor: {}", factorMap);
var response = tuShareService.dailyList(tradeDate);
transactionTemplate.execute(status -> {
try {
for (List<String> item : response.data().items()) {
var code = item.get(0);
if (stocksMap.containsKey(code)) {
var stock = stocksMap.get(code);
var factor = factorMap.get(code);
var daily = new Daily();
daily.setTradeDate(LocalDate.parse(item.get(1), TuShareService.TRADE_FORMAT));
daily.setOpen(Double.valueOf(item.get(2)));
daily.setHigh(Double.valueOf(item.get(3)));
daily.setLow(Double.valueOf(item.get(4)));
daily.setClose(Double.valueOf(item.get(5)));
daily.setPreviousClose(Double.valueOf(item.get(6)));
daily.setPriceChangeAmount(Double.valueOf(item.get(7)));
daily.setPriceFluctuationRange(Double.valueOf(item.get(8)));
daily.setVolume(Double.valueOf(item.get(9)));
daily.setTurnover(Double.valueOf(item.get(10)));
daily.setFactor(factor);
daily.setStock(stock);
log.info("Daily: {}", daily);
dailyService.save(daily);
}
}
return true;
} catch (Exception exception) {
status.setRollbackOnly();
return false;
}
});
ThreadUtil.safeSleep(1000);
}
}
}

View File

@@ -1,30 +1,31 @@
package com.lanyuanxiaoyao.leopard.server.service.task;
import cn.hutool.core.util.EnumUtil;
import cn.hutool.core.util.StrUtil;
import com.lanyuanxiaoyao.leopard.server.entity.Stock;
import com.lanyuanxiaoyao.leopard.server.service.StockService;
import com.lanyuanxiaoyao.leopard.server.service.TuShareService;
import com.yomahub.liteflow.annotation.LiteflowComponent;
import com.yomahub.liteflow.core.NodeComponent;
import jakarta.transaction.Transactional;
import java.util.HashSet;
import java.util.stream.Collectors;
@LiteflowComponent("update_stock_information")
public class UpdateStockInformationNode extends NodeComponent {
@LiteflowComponent("update_stock")
public class UpdateStockNode extends NodeComponent {
private final StockService stockService;
private final TuShareService tuShareService;
public UpdateStockInformationNode(StockService stockService, TuShareService tuShareService) {
public UpdateStockNode(StockService stockService, TuShareService tuShareService) {
this.stockService = stockService;
this.tuShareService = tuShareService;
}
@Transactional(rollbackOn = Throwable.class)
@Override
public void process() throws Exception {
public void process() {
var stocks = stockService.list();
var stocksMap = stocks.stream().collect(Collectors.toMap(Stock::getCode, stock -> stock));
var targetCodes = new HashSet<String>();
tuShareService.stockList()
.data()
.items()
@@ -34,14 +35,12 @@ public class UpdateStockInformationNode extends NodeComponent {
var fullname = item.get(2);
var market = EnumUtil.fromString(Stock.Market.class, item.get(3));
var industry = item.get(4);
var listed = StrUtil.equals("L", item.get(5));
if (stocksMap.containsKey(code)) {
var stock = stocksMap.get(code);
stock.setName(name);
stock.setFullname(fullname);
stock.setMarket(market);
stock.setIndustry(industry);
stock.setListed(listed);
} else {
var stock = new Stock();
stock.setCode(code);
@@ -49,10 +48,16 @@ public class UpdateStockInformationNode extends NodeComponent {
stock.setFullname(fullname);
stock.setMarket(market);
stock.setIndustry(industry);
stock.setListed(listed);
stocks.add(stock);
}
targetCodes.add(code);
});
var deleteStocks = stocks.stream()
.filter(stock -> !targetCodes.contains(stock.getCode()))
.map(Stock::getId)
.toList();
stockService.remove(deleteStocks);
stockService.save(stocks);
}
}

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@@ -2,6 +2,9 @@
<!DOCTYPE flow PUBLIC "liteflow" "https://liteflow.cc/liteflow.dtd">
<flow>
<chain id="update_stock_information">
CATCH(THEN(task_start, update_stock_information, task_end)).DO(task_error)
CATCH(THEN(task_start, update_stock, task_end)).DO(task_error)
</chain>
<chain id="update_daily_information">
CATCH(THEN(task_start, update_daily, task_end)).DO(task_error)
</chain>
</flow>

View File

@@ -45,3 +45,64 @@ Content-Type: application/json
"total_revenue_to_parent"
]
}
### Get daily list
POST {{api_url}}
Content-Type: application/json
{
"api_name": "daily",
"token": "{{api_key}}",
"params": {
"trade_date": "19901219"
},
"fields": [
"ts_code",
"trade_date",
"open",
"high",
"low",
"close",
"pre_close",
"change",
"pct_chg",
"vol",
"amount"
]
}
### Get trade date
POST {{api_url}}
Content-Type: application/json
{
"api_name": "trade_cal",
"token": "{{api_key}}",
"params": {
"exchange": "BSE",
"is_open": 1
},
"fields": [
"exchange",
"cal_date",
"is_open",
"pretrade_date"
]
}
### Get Factor
POST {{api_url}}
Content-Type: application/json
{
"api_name": "adj_factor",
"token": "{{api_key}}",
"params": {
"trade_date": "20241231"
},
"fields": [
"ts_code",
"trade_date",
"adj_factor"
]
}