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"""
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品种服务：管理品种元数据、品种树、主力合约计算
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"""
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from typing import List, Optional, Dict
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from sqlalchemy.orm import Session
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from sqlalchemy import func, and_
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from app.models import ProductInfo, ContractInfo
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from app.database import SessionLocal
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class ProductService:
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"""品种信息服务"""
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def get_products(
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self,
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exchange: Optional[str] = None,
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category: Optional[str] = None,
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is_active: Optional[bool] = None
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) -> List[dict]:
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"""获取品种列表，包含合约数量和主力合约信息"""
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db = SessionLocal()
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try:
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query = db.query(
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ProductInfo,
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func.count(ContractInfo.symbol).label('contract_count'),
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func.max(ContractInfo.symbol).label('main_contract') # 临时使用，后续优化
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).outerjoin(
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ContractInfo,
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and_(
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ProductInfo.product_code == ContractInfo.product,
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ContractInfo.is_active == True
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)
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).group_by(ProductInfo.id)
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if exchange:
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query = query.filter(ProductInfo.exchange == exchange)
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if category:
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query = query.filter(ProductInfo.category == category)
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if is_active is not None:
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query = query.filter(ProductInfo.is_active == is_active)
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results = query.all()
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return [
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{
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"id": p.id,
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"product_code": p.product_code,
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"product_name": p.product_name,
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"exchange": p.exchange,
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"multiplier": p.multiplier,
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"price_tick": p.price_tick,
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"category": p.category,
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"is_active": p.is_active,
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"contract_count": count,
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"main_contract": main,
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}
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for p, count, main in results
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]
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finally:
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db.close()
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def get_product_tree(self) -> List[dict]:
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"""获取品种树结构（按分类分组）"""
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db = SessionLocal()
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try:
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# 获取所有品种
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products = db.query(ProductInfo).order_by(
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ProductInfo.category,
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ProductInfo.product_code
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).all()
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# 按分类分组
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tree = {}
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for p in products:
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if p.category not in tree:
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tree[p.category] = []
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# 获取该品种的活跃合约
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contracts = db.query(ContractInfo).filter(
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and_(
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ContractInfo.product == p.product_code,
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ContractInfo.is_active == True
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)
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).order_by(ContractInfo.year_month).all()
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contract_list = [
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{
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"symbol": c.symbol,
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"year_month": c.year_month,
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"delivery_month": c.delivery_month,
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"is_main": c.is_main,
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"name": c.name,
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}
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for c in contracts
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]
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tree[p.category].append({
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"product_code": p.product_code,
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"product_name": p.product_name,
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"exchange": p.exchange,
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"contract_count": len(contract_list),
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"main_contract": next((c["symbol"] for c in contract_list if c["is_main"]), None),
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"contracts": contract_list,
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})
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# 转换为列表格式
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return [
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{"category": cat, "products": prods}
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for cat, prods in tree.items()
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]
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finally:
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db.close()
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def get_product_contracts(
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self,
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product_code: str,
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is_active: Optional[bool] = None
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) -> List[dict]:
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"""获取指定品种的所有合约"""
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db = SessionLocal()
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try:
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query = db.query(ContractInfo).filter(
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ContractInfo.product == product_code
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)
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if is_active is not None:
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query = query.filter(ContractInfo.is_active == is_active)
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contracts = query.order_by(ContractInfo.year_month).all()
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return [
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{
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"id": c.id,
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"symbol": c.symbol,
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"name": c.name,
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"exchange": c.exchange,
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"year_month": c.year_month,
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"delivery_month": c.delivery_month,
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"is_main": c.is_main,
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"is_active": c.is_active,
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"expire_date": c.expire_date,
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"multiplier": c.multiplier,
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"price_tick": c.price_tick,
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}
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for c in contracts
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]
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finally:
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db.close()
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def set_main_contract(self, symbol: str) -> bool:
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"""设置主力合约"""
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db = SessionLocal()
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try:
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# 获取合约信息
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contract = db.query(ContractInfo).filter(
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ContractInfo.symbol == symbol
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).first()
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if not contract:
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return False
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# 取消同品种其他合约的主力标识
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db.query(ContractInfo).filter(
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and_(
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ContractInfo.product == contract.product,
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ContractInfo.symbol != symbol
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)
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).update({"is_main": False})
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# 设置当前合约为主力
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contract.is_main = True
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db.commit()
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return True
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except Exception:
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db.rollback()
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return False
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finally:
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db.close()
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def update_main_contracts(self) -> int:
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"""根据持仓量自动更新主力合约标识
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规则：
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1. 优先按持仓量最大的活跃合约为主力
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2. 当持仓量数据缺失（全为0）时，按交割月取最近的活跃合约
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"""
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db = SessionLocal()
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try:
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products = db.query(ProductInfo).all()
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updated_count = 0
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for product in products:
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# 获取该品种所有活跃合约
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active_contracts = db.query(ContractInfo).filter(
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and_(
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ContractInfo.product == product.product_code,
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ContractInfo.is_active == True
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)
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).all()
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if not active_contracts:
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continue
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# 检查是否有持仓量数据
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has_volume_data = any(c.open_interest > 0 for c in active_contracts)
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if has_volume_data:
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# 方案1：按持仓量排序
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main_contract = max(active_contracts, key=lambda c: c.open_interest)
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else:
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# 方案2：按交割月取最近的（当前时间之后最近的合约）
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from datetime import datetime
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now = datetime.utcnow()
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# 过滤出未来交割的合约
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future_contracts = []
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for c in active_contracts:
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if c.year_month:
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try:
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expiry = datetime.strptime(c.year_month, '%Y-%m')
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if expiry >= now:
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future_contracts.append(c)
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except ValueError:
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pass
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if future_contracts:
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# 取最近的
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main_contract = min(future_contracts, key=lambda c: c.year_month)
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else:
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# 如果没有未来合约，取最后一个活跃的
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main_contract = active_contracts[-1]
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# 取消同品种其他合约的主力标识
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db.query(ContractInfo).filter(
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and_(
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ContractInfo.product == product.product_code,
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ContractInfo.symbol != main_contract.symbol
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)
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).update({"is_main": False})
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# 设置主力合约
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if not main_contract.is_main:
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main_contract.is_main = True
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updated_count += 1
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db.commit()
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return updated_count
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except Exception:
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db.rollback()
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return 0
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finally:
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db.close()
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product_service = ProductService()
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