tradingSystem/app/repo/downstream_repo.py

# -*- coding: utf-8 -*-
"""
下游/上游只读表访问 (trading_* 与 strategy_daily_results, 153 代理, 严格单表)
==============================================================================
这三张表**归下游系统维护**, PMS 只读 (设计 §9)。

列名口径 (2026-07-27 实机 SHOW COLUMNS 确认, 见 check_db.py 输出):
  trading_position: id, stock_code, stock_name, total_quantity, available_quantity,
                    frozen_quantity, cost_price, market_price, market_value, profit_loss, ...
  → **可用数量列 available_quantity 下游已提供**, QMT 需求清单 A1 的核心疑问就此落地,
    PMS 无需自行按 T+1 推算下游可卖量 (账本侧仍按 T+1 自行维护, 对账时以下游为准)。
探测机制保留: 候选表把已确认列名排在首位, 万一下游改名或换表也能自动兜住, 探测结果经
「运维 → 导出下游表结构」可见, 也是回填 D1 的现成材料。
"""
from __future__ import annotations

from app.db.session import fetch_all, fetch_one

# 数量/可用量列名候选 (探测顺序即优先级; 首项为实机确认的真实列名)
QTY_CANDIDATES = ["total_quantity", "current_qty", "total_qty", "position_qty", "hold_qty",
                  "stock_qty", "volume", "quantity", "qty", "position_volume", "hold_volume"]
AVAIL_CANDIDATES = ["available_quantity", "available_qty", "avail_qty", "can_use_volume",
                    "available_volume", "sellable_qty", "enable_amount", "can_sell_qty"]
COST_CANDIDATES = ["cost_price", "avg_cost", "open_price", "position_cost", "cost"]
FROZEN_CANDIDATES = ["frozen_quantity", "frozen_qty", "frozen_volume", "freeze_qty"]
PRICE_CANDIDATES = ["market_price", "last_price", "current_price", "price"]

FILLED_STATUSES = ("completed", "filled")


def to_dot(code: str) -> str:
    """SH600000 / 600000 → 600000.SH (PMS 内部统一点式)。"""
    c = (code or "").strip().upper()
    if not c:
        return ""
    if "." in c:
        return c
    if c[:2] in ("SH", "SZ", "BJ") and c[2:].isdigit():
        return f"{c[2:]}.{c[:2]}"
    if c.isdigit() and len(c) == 6:
        return f"{c}.SH" if c[0] == "6" else (f"{c}.SZ" if c[0] in "03" else f"{c}.BJ")
    return c


def to_prefix(code: str) -> str:
    """600000.SH → SH600000 (strategy_daily_results 口径)。"""
    c = (code or "").strip().upper()
    if "." in c:
        num, mkt = c.split(".", 1)
        return f"{mkt}{num}"
    return c


def _pick(keys, candidates):
    low = {str(k).lower(): k for k in keys}
    for c in candidates:
        if c in low:
            return low[c]
    return None


def describe(table: str) -> list:
    """SHOW COLUMNS —— 供页面导出、回填 QMT_INTERFACE_REQUIREMENTS D1。"""
    if table not in ("trading_position", "trading_order", "trading_buy_plan",
                     "strategy_daily_results"):
        raise ValueError(f"不允许探测的表: {table}")
    return fetch_all(f"SHOW COLUMNS FROM {table}")


# ================================================================ trading_position
def fetch_positions() -> dict:
    """下游持仓快照。返回 {"rows":[{ts_code, qty, avail_qty, cost, frozen}], "columns":{...}}"""
    rows = fetch_all("SELECT * FROM trading_position LIMIT 1000")
    if not rows:
        return {"rows": [], "columns": {"qty": None, "avail": None, "cost": None},
                "raw_count": 0}
    keys = rows[0].keys()
    qty_col = _pick(keys, QTY_CANDIDATES)
    avail_col = _pick(keys, AVAIL_CANDIDATES)
    cost_col = _pick(keys, COST_CANDIDATES)
    frozen_col = _pick(keys, FROZEN_CANDIDATES)
    price_col = _pick(keys, PRICE_CANDIDATES)
    code_col = _pick(keys, ["stock_code", "ts_code", "code", "security_code"]) or "stock_code"

    out = []
    for r in rows:
        code = to_dot(str(r.get(code_col) or ""))
        if not code:
            continue
        out.append({
            "ts_code": code,
            "qty": _int(r.get(qty_col)) if qty_col else None,
            "avail_qty": _int(r.get(avail_col)) if avail_col else None,
            "cost": _float(r.get(cost_col)) if cost_col else None,
            "frozen": _int(r.get(frozen_col)) if frozen_col else None,
            "price": _float(r.get(price_col)) if price_col else None,
        })
    return {"rows": out, "raw_count": len(rows),
            "columns": {"code": code_col, "qty": qty_col, "avail": avail_col,
                        "cost": cost_col, "frozen": frozen_col, "price": price_col}}


def _int(v):
    try:
        return int(float(v or 0))
    except (TypeError, ValueError):
        return 0


def _float(v):
    try:
        return float(v or 0)
    except (TypeError, ValueError):
        return 0.0


# ================================================================ trading_order
def fetch_filled_orders(*, since_id=None, since_time=None, limit: int = 500) -> list:
    """已成交单增量拉取 (回放用)。价格口径: filled_price > order_price (下游 filled_amount 不可靠)。

    order_id 可能是字符串委托号 —— 游标同时支持数值与字符串比较, 取不到则按时间兜底。
    """
    # 状态枚举为常量 (QMT A2 待正式确认), 直接内联避免 IN 绑定展开
    where = ["order_status IN ('" + "', '".join(FILLED_STATUSES) + "')"]
    p = {"n": int(limit)}
    if since_id not in (None, "", 0):
        where.append("order_id > :sid")
        p["sid"] = since_id
    elif since_time:
        where.append("(filled_time >= :st OR order_time >= :st)")
        p["st"] = since_time
    sql = ("SELECT * FROM trading_order WHERE " + " AND ".join(where) +
           " ORDER BY order_id ASC LIMIT :n")
    rows = fetch_all(sql, p)
    return [_norm_order(r) for r in rows]


def latest_filled_order_id():
    """当前已成交单里最大的 order_id —— 回放游标冷启动时的锚点。

    取 MAX 而不是"最新时间", 是为了跟游标推进用同一把尺子: `fetch_filled_orders` 走的是
    `order_id > :sid` + `ORDER BY order_id ASC`, 即**字典序** (order_id 形如
    `SELL_601956.SH_1778549400`, 并非时间序)。锚点若按时间取, 会跟字典序对不上而漏行。
    """
    r = fetch_one("SELECT MAX(order_id) AS mx FROM trading_order WHERE order_status IN ('"
                  + "', '".join(FILLED_STATUSES) + "')")
    return (r or {}).get("mx")


def _norm_order(r: dict) -> dict:
    side = str(r.get("order_side") or "").strip().lower()
    if side in ("1", "b", "买入", "买"):
        side = "buy"
    elif side in ("2", "s", "卖出", "卖"):
        side = "sell"
    qty = r.get("filled_quantity") or r.get("filled_qty") or r.get("order_quantity")
    price = r.get("filled_price") or r.get("filled_avg_price") or r.get("order_price")
    return {"order_id": r.get("order_id"), "ts_code": to_dot(str(r.get("stock_code") or "")),
            "side": side, "qty": _int(qty), "price": _float(price),
            "done_time": str(r.get("filled_time") or r.get("order_time") or ""),
            "status": r.get("order_status"), "raw": r}


# ================================================================ trading_buy_plan
def fetch_buy_plans(*, is_active=None, limit: int = 200) -> list:
    """上游买入计划 (PMS 作为承接方, 替代原 ENTRY_GATE 角色 —— 设计 §6)。

    is_active: 7=待仲裁 (上游产出待承接), 6=待挂单 (下游取走), 5=盘中拒。
    """
    sql = ("SELECT id, strategy_id, stock_code, stock_name, target_price, buy_amount, "
           "factor_code, trading_time, create_time, update_time, tp_ratio, sl_ratio, "
           "prob_thresh, hold_days, is_active, approved_by FROM trading_buy_plan")
    p = {"n": int(limit)}
    if is_active is not None:
        sql += " WHERE is_active = :ia"
        p["ia"] = int(is_active)
    sql += " ORDER BY update_time DESC LIMIT :n"
    rows = fetch_all(sql, p)
    out = []
    for r in rows:
        px = _float(r.get("target_price"))
        out.append({"plan_id": r.get("id"), "ts_code": to_dot(str(r.get("stock_code") or "")),
                    "name": r.get("stock_name"), "price": px,
                    "amount": _float(r.get("buy_amount")),
                    "score": _float(r.get("prob_thresh")), "factor": r.get("factor_code"),
                    "tp_ratio": _float(r.get("tp_ratio")), "sl_ratio": _float(r.get("sl_ratio")),
                    "is_active": r.get("is_active"), "update_time": r.get("update_time")})
    return out


# ================================================================ strategy_daily_results
def fetch_refs(ts_code: str):
    """决策系统昨夜结论: 支撑/压力参考位 (主口径; 停更超期由 services 兜底自算)。"""
    r = fetch_one(
        "SELECT stock_code, signal_type, support_level, pressure_level, trade_date "
        "FROM strategy_daily_results WHERE stock_code = :code "
        "ORDER BY trade_date DESC LIMIT 1", {"code": to_prefix(ts_code)})
    if not r:
        return None
    return {"ts_code": ts_code, "signal_type": r.get("signal_type"),
            "support": _float(r.get("support_level")) or None,
            "pressure": _float(r.get("pressure_level")) or None,
            "trade_date": r.get("trade_date")}


def fetch_sector_from_category(ts_code: str):
    """行业适配器 gp_stock_category (映射表就绪前的临时数据源 —— 设计 §5)。"""
    for col in ("stock_code", "ts_code"):
        try:
            r = fetch_one(f"SELECT * FROM gp_stock_category WHERE {col} = :code LIMIT 1",
                          {"code": to_prefix(ts_code) if col == "stock_code" else ts_code})
        except Exception:
            continue
        if r:
            for k in ("industry", "category", "sector", "industry_name", "sw_industry"):
                if r.get(k):
                    return str(r[k])
    return None