feat(sector_radar): enhance sector radar functionality with active moneyflow and detailed metrics
- Introduced ActiveMoneyflowSource to fetch optional active-order flow, enhancing the sector radar's data capabilities. - Updated StockFactRecord and DailyAggregateRecord to include pct_change and active_buy_net_amount_yuan for improved financial insights. - Modified the build process to incorporate active moneyflow data without invalidating main rankings on failure. - Enhanced the HTTP API to return detailed sector history and metrics, including pct_change and active buy metrics for members. - Updated tests to validate the new functionality and ensure data integrity across various scenarios.
This commit is contained in:
yuxuanhui
@@ -9,6 +9,11 @@ import {
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radarViews,
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sectorTypes,
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type RadarDatesResponse,
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type RadarSectorQuery,
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type RadarHistoryResponse,
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type RadarHistoryMetric,
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type RadarDetailResponse,
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type RadarMember,
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type RadarMetricDefinition,
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type RadarPublication,
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type RadarRankingRow,
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@@ -176,7 +181,11 @@ export function parseStockSectorMembershipResponse(
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): StockSectorMembershipResponse {
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const record = readRecord(value, "membership")
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return {
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status: readEnum(record.status, ["success", "no_data"], "membership.status"),
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status: readEnum(
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record.status,
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["success", "no_data"],
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"membership.status",
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),
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ts_code: readNonEmptyString(record.ts_code, "membership.ts_code"),
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requested_trade_date: readDate(
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record.requested_trade_date,
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@@ -309,6 +318,33 @@ function readRankingRow(value: unknown, index: number): RadarRankingRow {
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record.metric_value,
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`${path}.metric_value`,
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),
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pct_change: readNullableFiniteNumber(
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record.pct_change ?? null,
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`${path}.pct_change`,
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),
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daily_net_amount_yuan: readNullableFiniteNumber(
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record.daily_net_amount_yuan ?? null,
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`${path}.daily_net_amount_yuan`,
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),
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daily_ratio: readNullableFiniteNumber(
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record.daily_ratio ?? null,
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`${path}.daily_ratio`,
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),
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on_list_count:
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record.on_list_count == null
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? null
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: readIntegerInRange(
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record.on_list_count,
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0,
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30,
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`${path}.on_list_count`,
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),
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history_available_days: readIntegerInRange(
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record.history_available_days ?? 0,
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0,
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30,
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`${path}.history_available_days`,
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),
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quality: readEnum(record.quality, radarMetricQualities, `${path}.quality`),
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member_count: readIntegerInRange(
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record.member_count,
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@@ -427,7 +463,8 @@ function readFiniteNumber(value: unknown, path: string): number {
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const number =
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typeof value === "number"
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? value
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: typeof value === "string" && value.trim().length > 0
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: typeof value === "string" &&
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/^[+-]?(?:\d+(?:\.\d*)?|\.\d+)(?:[eE][+-]?\d+)?$/.test(value.trim())
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? Number(value)
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: Number.NaN
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if (!Number.isFinite(number)) throw contractError(path, "must be finite")
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@@ -483,3 +520,240 @@ function readNullablePositiveNumber(
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function contractError(path: string, reason: string): Error {
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return new Error(`Invalid sector radar response: ${path} ${reason}`)
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}
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/** Fetch persisted history for a sector/date; forward cancellation and reject malformed decimals. */
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export async function getSectorRadarHistory(
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query: RadarSectorQuery,
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signal?: AbortSignal,
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) {
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const payload = await requestJson<unknown>(
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sectorResourceUrl(query, "history"),
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{ signal },
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)
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return parseRadarHistoryResponse(payload)
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}
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/** Fetch persisted detail on demand; no supplier calls originate from the browser. */
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export async function getSectorRadarDetail(
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query: RadarSectorQuery,
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signal?: AbortSignal,
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) {
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const payload = await requestJson<unknown>(
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sectorResourceUrl(query, "detail"),
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{ signal },
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)
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return parseRadarDetailResponse(payload)
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}
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function sectorResourceUrl(
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query: RadarSectorQuery,
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resource: "history" | "detail",
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) {
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const params = new URLSearchParams({ trade_date: query.tradeDate })
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return `/api/v1/sector-radar/sectors/${query.sectorType}/${encodeURIComponent(query.sectorCode)}/${resource}?${params}`
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}
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function readSectorIdentity(record: JsonRecord, path: string) {
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return {
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status: readEnum(record.status, ["success", "no_data"], `${path}.status`),
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requested_trade_date: readNullableDate(
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record.requested_trade_date,
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`${path}.requested_trade_date`,
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),
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trade_date: readNullableDate(record.trade_date, `${path}.trade_date`),
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publication: readNullablePublication(
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record.publication,
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`${path}.publication`,
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),
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sector_type: readEnum(
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record.sector_type,
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sectorTypes,
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`${path}.sector_type`,
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),
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sector_code: readNonEmptyString(record.sector_code, `${path}.sector_code`),
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sector_name: readNullableString(record.sector_name, `${path}.sector_name`),
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}
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}
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/** Normalize the finite Decimal fields while preserving missing ranks as null. */
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export function parseRadarHistoryResponse(
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value: unknown,
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): RadarHistoryResponse {
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const record = readRecord(value, "history")
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return {
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...readSectorIdentity(record, "history"),
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window_size: readIntegerInRange(
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record.window_size,
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1,
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30,
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"history.window_size",
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),
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available_days: readIntegerInRange(
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record.available_days,
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0,
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30,
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"history.available_days",
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),
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points: readArray(record.points, "history.points").map((value, index) => {
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const path = `history.points[${index}]`
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const point = readRecord(value, path)
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return {
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trade_date: readDate(point.trade_date, `${path}.trade_date`),
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publication_id: readNullableString(
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point.publication_id,
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`${path}.publication_id`,
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),
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...readMetricSummary(point, path),
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}
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}),
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}
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}
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function readMetricSummary(record: JsonRecord, path: string) {
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return {
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amount: readHistoryMetric(record.amount, `${path}.amount`),
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ratio: readHistoryMetric(record.ratio, `${path}.ratio`),
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swing: readHistoryMetric(record.swing, `${path}.swing`),
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}
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}
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function readHistoryMetric(value: unknown, path: string): RadarHistoryMetric {
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const record = readRecord(value, path)
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return {
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rank_position: readNullableInteger(
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record.rank_position,
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1,
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`${path}.rank_position`,
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),
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rank_percentile: readNullablePositiveNumber(
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record.rank_percentile,
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100,
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`${path}.rank_percentile`,
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),
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pool_size: readIntegerInRange(
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record.pool_size,
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0,
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Number.MAX_SAFE_INTEGER,
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`${path}.pool_size`,
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),
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metric_value: readNullableFiniteNumber(
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record.metric_value,
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`${path}.metric_value`,
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),
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missing: readBoolean(record.missing, `${path}.missing`),
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in_top: readBoolean(record.in_top, `${path}.in_top`),
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in_bottom: readBoolean(record.in_bottom, `${path}.in_bottom`),
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}
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}
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function readBoolean(value: unknown, path: string): boolean {
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if (typeof value !== "boolean") throw contractError(path, "must be a boolean")
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return value
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}
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function readMembers(value: unknown, path: string): RadarMember[] {
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return readArray(value, path).map((value, index) => {
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const itemPath = `${path}[${index}]`
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const record = readRecord(value, itemPath)
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return {
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ts_code: readNonEmptyString(record.ts_code, `${itemPath}.ts_code`),
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name: readNonEmptyString(record.name, `${itemPath}.name`),
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pct_change: readNullableFiniteNumber(
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record.pct_change,
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`${itemPath}.pct_change`,
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),
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net_amount_yuan: readNullableFiniteNumber(
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record.net_amount_yuan,
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`${itemPath}.net_amount_yuan`,
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),
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active_buy_net_amount_yuan: readNullableFiniteNumber(
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record.active_buy_net_amount_yuan,
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`${itemPath}.active_buy_net_amount_yuan`,
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),
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}
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})
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}
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/** Validate the full detail payload, including independent member metrics and overlaps. */
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export function parseRadarDetailResponse(value: unknown): RadarDetailResponse {
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const record = readRecord(value, "detail")
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const leading =
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record.leading_stock === null
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? null
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: readRecord(record.leading_stock, "detail.leading_stock")
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const leaders = readRecord(record.leaders, "detail.leaders")
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function readLeaders(key: string) {
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const path = `detail.leaders.${key}`
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const group = readRecord(leaders[key], path)
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return {
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top: readMembers(group.top, `${path}.top`),
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bottom: readMembers(group.bottom, `${path}.bottom`),
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}
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}
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return {
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...readSectorIdentity(record, "detail"),
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pct_change: readNullableFiniteNumber(
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record.pct_change,
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"detail.pct_change",
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),
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leading_stock:
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leading === null
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? null
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: {
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ts_code: readNonEmptyString(
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leading.ts_code,
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"detail.leading_stock.ts_code",
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),
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name: readNullableString(leading.name, "detail.leading_stock.name"),
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},
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summary: readMetricSummary(
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readRecord(record.summary, "detail.summary"),
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"detail.summary",
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),
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history: parseRadarHistoryResponse(record.history),
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members: readMembers(record.members, "detail.members"),
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leaders: {
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pct_change: readLeaders("pct_change"),
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net_amount_yuan: readLeaders("net_amount_yuan"),
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active_buy_net_amount_yuan: readLeaders("active_buy_net_amount_yuan"),
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},
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similar_sectors: readArray(
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record.similar_sectors,
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"detail.similar_sectors",
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).map((value, index) => {
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const path = `detail.similar_sectors[${index}]`
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const sector = readRecord(value, path)
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return {
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sector_type: readEnum(
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sector.sector_type,
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sectorTypes,
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`${path}.sector_type`,
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),
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sector_code: readNonEmptyString(
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sector.sector_code,
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`${path}.sector_code`,
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),
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sector_name: readNonEmptyString(
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sector.sector_name,
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`${path}.sector_name`,
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),
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overlap_ratio: readFraction(
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sector.overlap_ratio,
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`${path}.overlap_ratio`,
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),
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intersection_count: readIntegerInRange(
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sector.intersection_count,
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0,
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Number.MAX_SAFE_INTEGER,
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`${path}.intersection_count`,
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),
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union_count: readIntegerInRange(
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sector.union_count,
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1,
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Number.MAX_SAFE_INTEGER,
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`${path}.union_count`,
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),
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}
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}),
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}
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}
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