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wanghep
390
backend/app/services/etf_monitor_service.py
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390
backend/app/services/etf_monitor_service.py
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from __future__ import annotations
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from datetime import datetime
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from uuid import uuid4
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from zoneinfo import ZoneInfo
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from app.clients.ths_etf_client import ThsEtfClient
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from app.repositories.monitoring_repository import MonitoringRepository
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from app.services.email_notification_service import email_notification_service
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ETF_GROUPS = {
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"broad": [
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{"code": "510050", "label": "上证50ETF", "market": "17"},
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{"code": "510300", "label": "沪深300ETF", "market": "17"},
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{"code": "510500", "label": "中证500ETF", "market": "17"},
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{"code": "588000", "label": "科创50ETF", "market": "17"},
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{"code": "159845", "label": "中证1000ETF", "market": "33"},
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{"code": "159532", "label": "中证2000ETF", "market": "33"},
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],
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"sector": [
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{"code": "512880", "label": "证券ETF", "market": "17"},
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{"code": "512800", "label": "银行ETF", "market": "17"},
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{"code": "159819", "label": "人工智能ETF", "market": "33"},
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{"code": "513180", "label": "恒生科技ETF", "market": "17"},
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{"code": "512480", "label": "半导体ETF", "market": "17"},
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],
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}
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class EtfMonitorService:
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def __init__(self) -> None:
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self.client = ThsEtfClient()
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self.repository = MonitoringRepository()
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self.tz = ZoneInfo("Asia/Shanghai")
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def _now(self) -> datetime:
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return datetime.now(self.tz)
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def _today(self) -> str:
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return self._now().date().isoformat()
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@staticmethod
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def _safe_float(value: str | float | int | None) -> float | None:
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if value in (None, "", "-"):
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return None
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return float(value)
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@staticmethod
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def _safe_int(value: str | float | int | None) -> int | None:
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if value in (None, "", "-"):
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return None
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return int(float(value))
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@staticmethod
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def _detail_url(code: str) -> str:
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return f"https://fund.10jqka.com.cn/{code}/"
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@staticmethod
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def _source_url(code: str) -> str:
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return f"https://basic.10jqka.com.cn/{code}/"
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def _normalize_turnover(self, value: str | float | int | None) -> float | None:
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parsed = self._safe_float(value)
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if parsed is None:
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return None
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return round(parsed / 100000000, 4)
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def _parse_intraday_points(self, raw: dict) -> list[dict]:
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raw_data = raw.get("data") or ""
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if not raw_data:
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return []
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points: list[dict] = []
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trade_date = raw.get("date")
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for item in raw_data.split(";"):
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parts = item.split(",")
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if len(parts) < 5:
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continue
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hhmm = parts[0]
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points.append(
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{
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"timestamp": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}T{hhmm[:2]}:{hhmm[2:]}:00+08:00",
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"price": self._safe_float(parts[1]),
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"volume": self._safe_int(parts[2]),
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"avg_price": self._safe_float(parts[3]),
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"turnover_amount": self._safe_int(parts[4]),
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}
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)
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return points
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@staticmethod
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def _compute_change(points: list[dict], minutes: int) -> float | None:
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if len(points) <= minutes:
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return None
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latest = points[-1].get("price")
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previous = points[-1 - minutes].get("price")
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if latest in (None, 0) or previous in (None, 0):
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return None
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return round((float(latest) / float(previous) - 1) * 100, 4)
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def _build_record(self, definition: dict) -> tuple[dict, dict]:
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code = definition["code"]
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market = definition["market"]
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profile_payload = self.client.fetch_profile(code)
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quote_payload = self.client.fetch_today_quote(market, code)
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intraday_payload = self.client.fetch_intraday_time(market, code)
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profile = profile_payload.get("data") or {}
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points = self._parse_intraday_points(intraday_payload)
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latest_point = points[-1] if points else {}
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previous_close = self._safe_float(intraday_payload.get("pre")) or self._safe_float(profile.get("net"))
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latest_price = self._safe_float(quote_payload.get("11")) or latest_point.get("price")
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if latest_price is None:
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latest_price = previous_close
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change_percent = None
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if latest_price not in (None, 0) and previous_close not in (None, 0):
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change_percent = round((float(latest_price) / float(previous_close) - 1) * 100, 4)
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updated_at = self._now().isoformat(timespec="seconds")
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snapshot_time = None
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if points:
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snapshot_time = points[-1]["timestamp"]
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elif quote_payload.get("dt"):
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dt = str(quote_payload["dt"]).zfill(4)
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snapshot_time = f"{self._today()}T{dt[:2]}:{dt[2:]}:00+08:00"
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record = {
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"trade_date": self._today(),
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"code": code,
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"name": definition["label"],
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"fund_name": profile.get("name") or definition["label"],
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"detail_url": self._detail_url(code),
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"source_url": self._source_url(code),
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"latest_price": latest_price,
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"change_percent": change_percent,
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"change_amount": round(float(latest_price) - float(previous_close), 4)
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if latest_price is not None and previous_close is not None
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else None,
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"previous_close": previous_close,
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"open_price": self._safe_float(quote_payload.get("7")),
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"high_price": self._safe_float(quote_payload.get("8")),
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"low_price": self._safe_float(quote_payload.get("9")),
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"volume": self._safe_int(quote_payload.get("13")),
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"turnover_amount": self._normalize_turnover(quote_payload.get("19")),
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"turnover_rate": self._safe_float(quote_payload.get("1968584")),
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"change_percent_1m": self._compute_change(points, 1),
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"change_percent_3m": self._compute_change(points, 3),
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"change_percent_4m": self._compute_change(points, 4),
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"updated_at": updated_at,
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"snapshot_time": snapshot_time,
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"source_name": "同花顺",
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"precision": "realtime_exact",
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"is_trading": bool(intraday_payload.get("isTrading")),
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}
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raw_payload = {
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"profile": profile_payload,
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"quote": quote_payload,
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"intraday": intraday_payload,
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}
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return record, raw_payload
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def _save_daily_records(self, group: str, records: list[dict], *, precision: str) -> None:
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payload = {
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"trade_date": self._today(),
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"updated_at": self._now().isoformat(timespec="seconds"),
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"source_name": "同花顺",
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"source_url": "https://fund.10jqka.com.cn/",
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"precision": precision,
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"records": sorted(records, key=lambda item: item["code"]),
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}
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self.repository.save_document(f"etf_{group}_daily", payload["trade_date"], payload, sort_value=payload["trade_date"])
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def _send_alert_if_needed(self, group: str, record: dict) -> None:
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config = self.repository.get_system_config()
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if not config.get("email_enabled"):
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return
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threshold = float(config.get("etf_3min_change_alert_percent", 0.8))
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cooldown_minutes = int(config.get("etf_alert_cooldown_minutes", 10))
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change_3m = record.get("change_percent_3m")
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if change_3m is None or abs(change_3m) < threshold:
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return
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alert_state = self.repository.get_document("etf_alert_state", self._today(), {})
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record_key = f"{group}:{record['code']}:{'up' if change_3m > 0 else 'down'}"
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last_sent_at = alert_state.get(record_key)
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now = self._now()
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if last_sent_at:
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elapsed = now - datetime.fromisoformat(last_sent_at)
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if elapsed.total_seconds() < cooldown_minutes * 60:
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return
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direction = "上涨" if change_3m > 0 else "下跌"
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subject = f"[ETF监控] {record['name']} 3分钟{direction} {change_3m:+.2f}%"
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body = "\n".join(
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[
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"ETF 异动提醒",
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"",
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f"分组: {'宽基ETF' if group == 'broad' else '板块ETF'}",
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f"名称: {record['name']}",
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f"代码: {record['code']}",
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f"最新价: {record['latest_price'] or '-'}",
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f"当日涨跌幅: {record['change_percent'] or '-'}%",
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f"3分钟涨跌幅: {change_3m:+.2f}%",
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f"4分钟涨跌幅: {record.get('change_percent_4m') if record.get('change_percent_4m') is not None else '-'}%",
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f"成交额(亿元): {record['turnover_amount'] or '-'}",
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f"时间: {record.get('snapshot_time') or record.get('updated_at') or '-'}",
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"",
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f"详情页: {record['detail_url']}",
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]
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)
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try:
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email_notification_service.send(
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smtp_host=config.get("smtp_host", ""),
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smtp_port=int(config.get("smtp_port", 465)),
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smtp_username=config.get("smtp_username", ""),
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smtp_password=config.get("smtp_password", ""),
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sender_email=config.get("sender_email", ""),
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recipients=config.get("recipients", []),
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subject=subject,
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text_body=body,
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)
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push_status = "sent"
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error_message = None
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except Exception as exc:
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push_status = "failed"
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error_message = str(exc)
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self.repository.append_push_record(
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{
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"id": f"push-{uuid4().hex[:12]}",
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"triggered_at": now.isoformat(timespec="seconds"),
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"push_type": "email",
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"rule_code": "etf_3min_change",
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"trigger_value_hkd_billion": None,
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"description": f"{record['name']} 3分钟{direction}触发 ETF 监控阈值",
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"email_subject": subject,
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"email_summary": f"{record['name']} 3分钟涨跌幅 {change_3m:+.2f}%",
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"status": push_status,
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"error_message": error_message,
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}
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)
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alert_state[record_key] = now.isoformat(timespec="seconds")
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self.repository.save_document("etf_alert_state", self._today(), alert_state, sort_value=self._today())
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def sync_group_realtime(self, group: str) -> dict:
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records: list[dict] = []
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raw_payloads: dict[str, dict] = {}
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for definition in ETF_GROUPS[group]:
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record, raw_payload = self._build_record(definition)
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records.append(record)
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raw_payloads[definition["code"]] = raw_payload
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self._send_alert_if_needed(group, record)
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payload = {
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"trade_date": self._today(),
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"updated_at": self._now().isoformat(timespec="seconds"),
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"source_name": "同花顺",
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"source_url": "https://fund.10jqka.com.cn/",
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"precision": "realtime_exact",
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"group": group,
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"records": records,
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}
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self.repository.save_document(f"etf_{group}_realtime", payload["trade_date"], payload, sort_value=payload["trade_date"])
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self.repository.save_document(f"etf_{group}_latest_success", "default", payload, sort_value=payload["trade_date"])
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self.repository.save_raw_payload(f"etf_{group}_realtime_{payload['trade_date']}", raw_payloads)
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self._save_daily_records(group, records, precision="realtime_exact")
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return payload
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def _parse_history_rows(self, definition: dict) -> list[dict]:
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code = definition["code"]
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market = definition["market"]
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payload = self.client.fetch_history(market, code)
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raw = payload.get(f"{market}_{code}", {})
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rows = raw.get("data") or ""
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if not rows:
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return []
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records: list[dict] = []
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for row in rows.split(";"):
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parts = row.split(",")
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if len(parts) < 8:
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continue
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trade_date = f"{parts[0][:4]}-{parts[0][4:6]}-{parts[0][6:8]}"
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if trade_date < "2026-01-01":
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continue
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close_price = self._safe_float(parts[4])
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previous_close = self._safe_float(parts[1])
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records.append(
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{
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"trade_date": trade_date,
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"code": code,
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"name": definition["label"],
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"fund_name": raw.get("name") or definition["label"],
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"detail_url": self._detail_url(code),
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"source_url": self._source_url(code),
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"latest_price": close_price,
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"change_percent": round((float(close_price) / float(previous_close) - 1) * 100, 4)
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if close_price is not None and previous_close not in (None, 0)
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else None,
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"change_amount": round(float(close_price) - float(previous_close), 4)
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if close_price is not None and previous_close is not None
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else None,
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"previous_close": previous_close,
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"open_price": self._safe_float(parts[1]),
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"high_price": self._safe_float(parts[2]),
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"low_price": self._safe_float(parts[3]),
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"volume": self._safe_int(parts[5]),
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"turnover_amount": self._normalize_turnover(parts[6]),
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"turnover_rate": self._safe_float(parts[7]),
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"change_percent_1m": None,
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"change_percent_3m": None,
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"change_percent_4m": None,
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"updated_at": self._now().isoformat(timespec="seconds"),
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"snapshot_time": None,
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"source_name": "同花顺",
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"precision": "historical_exact",
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"is_trading": False,
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}
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)
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return records
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def backfill_group_daily(self, group: str) -> dict:
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by_date: dict[str, list[dict]] = {}
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for definition in ETF_GROUPS[group]:
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for record in self._parse_history_rows(definition):
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by_date.setdefault(record["trade_date"], []).append(record)
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for trade_date, records in by_date.items():
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payload = {
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"trade_date": trade_date,
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"updated_at": self._now().isoformat(timespec="seconds"),
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"source_name": "同花顺",
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"source_url": "https://fund.10jqka.com.cn/",
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"precision": "historical_exact",
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"records": sorted(records, key=lambda item: item["code"]),
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}
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self.repository.save_document(f"etf_{group}_daily", trade_date, payload, sort_value=trade_date)
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meta = {
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"group": group,
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"updated_at": self._now().isoformat(timespec="seconds"),
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"trade_day_count": len(by_date),
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"etf_count": len(ETF_GROUPS[group]),
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"start_date": "2026-01-01",
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}
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self.repository.save_document("etf_history_meta", group, meta, sort_value=meta["updated_at"])
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return meta
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def ensure_history_backfilled(self) -> None:
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for group in ETF_GROUPS:
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meta = self.repository.get_document("etf_history_meta", group, {})
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if meta.get("start_date") == "2026-01-01" and meta.get("trade_day_count"):
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continue
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self.backfill_group_daily(group)
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def get_group_realtime(self, group: str) -> dict:
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payload = self.repository.get_document(f"etf_{group}_realtime", self._today(), {})
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if payload:
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return payload
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fallback = self.repository.get_document(f"etf_{group}_latest_success", "default", {})
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if fallback:
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return fallback
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return {
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"trade_date": self._today(),
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"updated_at": None,
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"source_name": "同花顺",
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"source_url": "https://fund.10jqka.com.cn/",
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"precision": "unavailable",
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"group": group,
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"records": [],
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}
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def get_group_daily(self, group: str, trade_date: str | None = None) -> dict:
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target_date = trade_date or self._today()
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payload = self.repository.get_document(f"etf_{group}_daily", target_date, {})
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if payload:
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return payload
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return {
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"trade_date": target_date,
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"updated_at": None,
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"source_name": "同花顺",
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"source_url": "https://fund.10jqka.com.cn/",
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"precision": "unavailable",
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"group": group,
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"records": [],
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}
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etf_monitor_service = EtfMonitorService()
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Reference in New Issue
Block a user