0b37aa4a67
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
1729 lines
69 KiB
Python
1729 lines
69 KiB
Python
"""
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Global Market Dashboard APIs.
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Provides aggregated global market data including:
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- Major indices (US, China, Hong Kong, Europe, Japan)
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- Forex pairs
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- Crypto prices
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- Market heatmap data (crypto, stocks, forex)
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- Economic calendar with impact indicators
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- Fear & Greed Index / VIX
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- Financial news (Chinese & English)
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Endpoints:
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- GET /api/global-market/overview - Global market overview
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- GET /api/global-market/heatmap - Market heatmap data
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- GET /api/global-market/news - Financial news (with lang param)
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- GET /api/global-market/calendar - Economic calendar
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- GET /api/global-market/sentiment - Fear & Greed / VIX
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- GET /api/global-market/opportunities - Trading opportunities scanner
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"""
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from __future__ import annotations
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import time
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import requests
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from datetime import datetime, timedelta
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from typing import Any, Dict, List, Optional
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from concurrent.futures import ThreadPoolExecutor, as_completed
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from flask import Blueprint, jsonify, request, g
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from app.utils.logger import get_logger
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from app.utils.auth import login_required
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from app.utils.config_loader import load_addon_config
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logger = get_logger(__name__)
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global_market_bp = Blueprint("global_market", __name__)
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# Cache for market data (simple in-memory cache)
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# 多用户场景下,合理的缓存可以大幅减少 API 请求
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_cache: Dict[str, Dict[str, Any]] = {}
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_cache_ttl = 60 # Default 60 seconds cache
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# 缓存时间配置(秒)
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CACHE_TTL = {
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"crypto_heatmap": 300, # 5分钟 - 加密货币变化快但热力图不需要实时
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"forex_pairs": 120, # 2分钟 - 外汇日内波动较小
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"stock_indices": 120, # 2分钟 - 指数变化较慢
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"market_overview": 120, # 2分钟 - 概览数据
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"market_heatmap": 120, # 2分钟 - 热力图
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"commodities": 120, # 2分钟 - 大宗商品
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"market_news": 180, # 3分钟 - 新闻
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"economic_calendar": 3600, # 1小时 - 日历事件
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"market_sentiment": 21600, # 6小时 - 宏观情绪变化缓慢
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"trading_opportunities": 60, # 1分钟 - 交易机会需要较新
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}
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def _get_cached(key: str, ttl: int = None) -> Optional[Any]:
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"""Get cached data if not expired."""
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if key in _cache:
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entry = _cache[key]
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# 优先使用传入的 ttl,然后是 CACHE_TTL 配置,最后是默认值
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cache_ttl = ttl or CACHE_TTL.get(key, entry.get("ttl", _cache_ttl))
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if time.time() - entry.get("ts", 0) < cache_ttl:
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return entry.get("data")
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return None
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def _set_cached(key: str, data: Any, ttl: int = None):
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"""Set cache entry."""
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_cache[key] = {
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"ts": time.time(),
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"data": data,
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"ttl": ttl or CACHE_TTL.get(key, _cache_ttl)
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}
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def _safe_float(v: Any, default: float = 0.0) -> float:
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try:
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return float(v)
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except Exception:
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return default
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# ============ Data Fetchers ============
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def _fetch_crypto_prices_ccxt() -> List[Dict[str, Any]]:
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"""Fetch crypto prices using CCXT (system's existing data source)."""
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try:
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from app.data_sources.crypto import CryptoDataSource
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crypto_source = CryptoDataSource()
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# Top crypto symbols to fetch
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symbols = [
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"BTC/USDT", "ETH/USDT", "BNB/USDT", "SOL/USDT", "XRP/USDT",
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"ADA/USDT", "DOGE/USDT", "AVAX/USDT", "DOT/USDT", "MATIC/USDT",
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"LINK/USDT", "LTC/USDT", "UNI/USDT", "ATOM/USDT", "XLM/USDT"
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]
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result = []
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for symbol in symbols:
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try:
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ticker = crypto_source.get_ticker(symbol)
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if ticker:
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base = symbol.split("/")[0]
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result.append({
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"symbol": base,
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"name": base,
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"price": _safe_float(ticker.get("last") or ticker.get("close")),
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"change_24h": _safe_float(ticker.get("percentage", 0)),
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"change_7d": 0, # CCXT doesn't provide 7d change
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"market_cap": 0,
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"volume_24h": _safe_float(ticker.get("quoteVolume", 0)),
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"image": "",
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"category": "crypto"
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})
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except Exception as e:
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logger.debug(f"Failed to fetch {symbol}: {e}")
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continue
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return result
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except Exception as e:
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logger.error(f"Failed to fetch crypto prices via CCXT: {e}")
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return []
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def _fetch_crypto_prices_yfinance() -> List[Dict[str, Any]]:
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"""Fetch crypto prices using yfinance as alternative."""
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try:
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import yfinance as yf
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symbols = [
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{"yf": "BTC-USD", "symbol": "BTC", "name": "Bitcoin"},
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{"yf": "ETH-USD", "symbol": "ETH", "name": "Ethereum"},
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{"yf": "BNB-USD", "symbol": "BNB", "name": "Binance Coin"},
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{"yf": "SOL-USD", "symbol": "SOL", "name": "Solana"},
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{"yf": "XRP-USD", "symbol": "XRP", "name": "Ripple"},
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{"yf": "ADA-USD", "symbol": "ADA", "name": "Cardano"},
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{"yf": "DOGE-USD", "symbol": "DOGE", "name": "Dogecoin"},
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{"yf": "AVAX-USD", "symbol": "AVAX", "name": "Avalanche"},
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{"yf": "DOT-USD", "symbol": "DOT", "name": "Polkadot"},
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{"yf": "MATIC-USD", "symbol": "MATIC", "name": "Polygon"},
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{"yf": "LINK-USD", "symbol": "LINK", "name": "Chainlink"},
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{"yf": "LTC-USD", "symbol": "LTC", "name": "Litecoin"},
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]
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yf_symbols = [s["yf"] for s in symbols]
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tickers = yf.Tickers(" ".join(yf_symbols))
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result = []
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for crypto in symbols:
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try:
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ticker = tickers.tickers.get(crypto["yf"])
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if ticker:
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hist = ticker.history(period="2d")
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if len(hist) >= 2:
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prev = hist["Close"].iloc[-2]
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curr = hist["Close"].iloc[-1]
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change = ((curr - prev) / prev) * 100
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result.append({
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"symbol": crypto["symbol"],
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"name": crypto["name"],
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"price": round(curr, 2),
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"change_24h": round(change, 2),
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"change_7d": 0,
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"market_cap": 0,
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"volume_24h": 0,
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"image": "",
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"category": "crypto"
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})
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elif len(hist) == 1:
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result.append({
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"symbol": crypto["symbol"],
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"name": crypto["name"],
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"price": round(hist["Close"].iloc[-1], 2),
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"change_24h": 0,
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"change_7d": 0,
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"market_cap": 0,
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"volume_24h": 0,
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"image": "",
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"category": "crypto"
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})
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except Exception as e:
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logger.debug(f"Failed to fetch {crypto['yf']}: {e}")
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return result
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except Exception as e:
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logger.error(f"Failed to fetch crypto via yfinance: {e}")
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return []
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def _fetch_crypto_prices() -> List[Dict[str, Any]]:
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"""Fetch top crypto prices - try multiple sources."""
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# Try CCXT first (uses system's existing exchange connection)
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result = _fetch_crypto_prices_ccxt()
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if result and len(result) >= 5:
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logger.info(f"Fetched {len(result)} crypto prices via CCXT")
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return result
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# Try yfinance as second option
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result = _fetch_crypto_prices_yfinance()
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if result and len(result) >= 5:
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logger.info(f"Fetched {len(result)} crypto prices via yfinance")
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return result
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# Fallback to CoinGecko
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try:
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url = "https://api.coingecko.com/api/v3/coins/markets"
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params = {
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"vs_currency": "usd",
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"order": "market_cap_desc",
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"per_page": 30,
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"page": 1,
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"sparkline": False,
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"price_change_percentage": "24h,7d"
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}
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resp = requests.get(url, params=params, timeout=10)
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resp.raise_for_status()
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data = resp.json()
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result = []
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for coin in data:
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result.append({
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"symbol": coin.get("symbol", "").upper(),
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"name": coin.get("name", ""),
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"price": _safe_float(coin.get("current_price")),
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"change_24h": _safe_float(coin.get("price_change_percentage_24h")),
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"change_7d": _safe_float(coin.get("price_change_percentage_7d_in_currency")),
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"market_cap": _safe_float(coin.get("market_cap")),
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"volume_24h": _safe_float(coin.get("total_volume")),
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"image": coin.get("image", ""),
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"category": "crypto"
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})
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logger.info(f"Fetched {len(result)} crypto prices via CoinGecko")
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return result
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except Exception as e:
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logger.error(f"Failed to fetch crypto prices from CoinGecko: {e}")
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# Last resort: return placeholder data for display
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logger.warning("All crypto data sources failed, returning placeholder data")
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return [
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{"symbol": "BTC", "name": "Bitcoin", "price": 0, "change_24h": 0, "change_7d": 0, "market_cap": 0, "volume_24h": 0, "image": "", "category": "crypto"},
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{"symbol": "ETH", "name": "Ethereum", "price": 0, "change_24h": 0, "change_7d": 0, "market_cap": 0, "volume_24h": 0, "image": "", "category": "crypto"},
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{"symbol": "BNB", "name": "BNB", "price": 0, "change_24h": 0, "change_7d": 0, "market_cap": 0, "volume_24h": 0, "image": "", "category": "crypto"},
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{"symbol": "SOL", "name": "Solana", "price": 0, "change_24h": 0, "change_7d": 0, "market_cap": 0, "volume_24h": 0, "image": "", "category": "crypto"},
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{"symbol": "XRP", "name": "XRP", "price": 0, "change_24h": 0, "change_7d": 0, "market_cap": 0, "volume_24h": 0, "image": "", "category": "crypto"},
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]
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def _fetch_stock_indices() -> List[Dict[str, Any]]:
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"""Fetch major stock indices using yfinance."""
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indices = [
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# US Markets - 坐标错开避免重叠
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{"symbol": "^GSPC", "name_cn": "标普500", "name_en": "S&P 500", "region": "US", "flag": "🇺🇸", "lat": 40.7, "lng": -74.0},
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{"symbol": "^DJI", "name_cn": "道琼斯", "name_en": "Dow Jones", "region": "US", "flag": "🇺🇸", "lat": 38.5, "lng": -77.0},
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{"symbol": "^IXIC", "name_cn": "纳斯达克", "name_en": "NASDAQ", "region": "US", "flag": "🇺🇸", "lat": 37.5, "lng": -122.4},
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# China Markets - 坐标错开
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{"symbol": "000001.SS", "name_cn": "上证指数", "name_en": "SSE Composite", "region": "CN", "flag": "🇨🇳", "lat": 31.2, "lng": 121.5},
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{"symbol": "399001.SZ", "name_cn": "深证成指", "name_en": "SZSE Component", "region": "CN", "flag": "🇨🇳", "lat": 22.5, "lng": 114.1},
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{"symbol": "399006.SZ", "name_cn": "创业板指", "name_en": "ChiNext", "region": "CN", "flag": "🇨🇳", "lat": 25.0, "lng": 117.0},
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# Hong Kong - 只保留恒生指数
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{"symbol": "^HSI", "name_cn": "恒生指数", "name_en": "Hang Seng", "region": "HK", "flag": "🇭🇰", "lat": 22.3, "lng": 114.2},
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# Europe
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{"symbol": "^GDAXI", "name_cn": "德国DAX", "name_en": "DAX", "region": "EU", "flag": "🇩🇪", "lat": 50.1109, "lng": 8.6821},
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{"symbol": "^FTSE", "name_cn": "英国富时100", "name_en": "FTSE 100", "region": "EU", "flag": "🇬🇧", "lat": 51.5074, "lng": -0.1278},
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{"symbol": "^FCHI", "name_cn": "法国CAC40", "name_en": "CAC 40", "region": "EU", "flag": "🇫🇷", "lat": 48.8566, "lng": 2.3522},
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# Japan
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{"symbol": "^N225", "name_cn": "日经225", "name_en": "Nikkei 225", "region": "JP", "flag": "🇯🇵", "lat": 35.6762, "lng": 139.6503},
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# Korea
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{"symbol": "^KS11", "name_cn": "韩国KOSPI", "name_en": "KOSPI", "region": "KR", "flag": "🇰🇷", "lat": 37.5665, "lng": 126.9780},
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# Australia
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{"symbol": "^AXJO", "name_cn": "澳洲ASX200", "name_en": "ASX 200", "region": "AU", "flag": "🇦🇺", "lat": -33.8688, "lng": 151.2093},
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# India
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{"symbol": "^BSESN", "name_cn": "印度SENSEX", "name_en": "SENSEX", "region": "IN", "flag": "🇮🇳", "lat": 19.0760, "lng": 72.8777},
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]
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try:
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import yfinance as yf
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symbols = [idx["symbol"] for idx in indices]
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tickers = yf.Tickers(" ".join(symbols))
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result = []
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for idx in indices:
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try:
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ticker = tickers.tickers.get(idx["symbol"])
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if ticker:
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hist = ticker.history(period="2d")
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if len(hist) >= 2:
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prev_close = hist["Close"].iloc[-2]
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current = hist["Close"].iloc[-1]
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change = ((current - prev_close) / prev_close) * 100
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elif len(hist) == 1:
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current = hist["Close"].iloc[-1]
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change = 0
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else:
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current = 0
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change = 0
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result.append({
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"symbol": idx["symbol"],
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"name_cn": idx["name_cn"],
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"name_en": idx["name_en"],
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"price": round(current, 2),
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"change": round(change, 2),
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"region": idx["region"],
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"flag": idx["flag"],
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"lat": idx["lat"],
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"lng": idx["lng"],
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"category": "index"
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})
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except Exception as e:
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logger.debug(f"Failed to fetch {idx['symbol']}: {e}")
|
||
result.append({
|
||
"symbol": idx["symbol"],
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"name_cn": idx["name_cn"],
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||
"name_en": idx["name_en"],
|
||
"price": 0,
|
||
"change": 0,
|
||
"region": idx["region"],
|
||
"flag": idx["flag"],
|
||
"lat": idx["lat"],
|
||
"lng": idx["lng"],
|
||
"category": "index"
|
||
})
|
||
|
||
return result
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch stock indices: {e}")
|
||
return []
|
||
|
||
|
||
def _fetch_forex_pairs() -> List[Dict[str, Any]]:
|
||
"""Fetch major forex pairs."""
|
||
pairs = [
|
||
{"symbol": "EURUSD=X", "name": "EUR/USD", "name_cn": "欧元/美元", "name_en": "EUR/USD", "base": "EUR", "quote": "USD"},
|
||
{"symbol": "GBPUSD=X", "name": "GBP/USD", "name_cn": "英镑/美元", "name_en": "GBP/USD", "base": "GBP", "quote": "USD"},
|
||
{"symbol": "USDJPY=X", "name": "USD/JPY", "name_cn": "美元/日元", "name_en": "USD/JPY", "base": "USD", "quote": "JPY"},
|
||
{"symbol": "USDCNH=X", "name": "USD/CNH", "name_cn": "美元/离岸人民币", "name_en": "USD/CNH", "base": "USD", "quote": "CNH"},
|
||
{"symbol": "AUDUSD=X", "name": "AUD/USD", "name_cn": "澳元/美元", "name_en": "AUD/USD", "base": "AUD", "quote": "USD"},
|
||
{"symbol": "USDCAD=X", "name": "USD/CAD", "name_cn": "美元/加元", "name_en": "USD/CAD", "base": "USD", "quote": "CAD"},
|
||
{"symbol": "USDCHF=X", "name": "USD/CHF", "name_cn": "美元/瑞郎", "name_en": "USD/CHF", "base": "USD", "quote": "CHF"},
|
||
{"symbol": "NZDUSD=X", "name": "NZD/USD", "name_cn": "纽元/美元", "name_en": "NZD/USD", "base": "NZD", "quote": "USD"},
|
||
]
|
||
|
||
try:
|
||
import yfinance as yf
|
||
|
||
symbols = [p["symbol"] for p in pairs]
|
||
tickers = yf.Tickers(" ".join(symbols))
|
||
|
||
result = []
|
||
for pair in pairs:
|
||
try:
|
||
ticker = tickers.tickers.get(pair["symbol"])
|
||
if ticker:
|
||
hist = ticker.history(period="2d")
|
||
|
||
if len(hist) >= 2:
|
||
prev_close = hist["Close"].iloc[-2]
|
||
current = hist["Close"].iloc[-1]
|
||
change = ((current - prev_close) / prev_close) * 100
|
||
elif len(hist) == 1:
|
||
current = hist["Close"].iloc[-1]
|
||
change = 0
|
||
else:
|
||
current = 0
|
||
change = 0
|
||
|
||
result.append({
|
||
"symbol": pair["name"],
|
||
"name": pair["name"],
|
||
"name_cn": pair["name_cn"],
|
||
"name_en": pair["name_en"],
|
||
"price": round(current, 5),
|
||
"change": round(change, 2),
|
||
"base": pair["base"],
|
||
"quote": pair["quote"],
|
||
"category": "forex"
|
||
})
|
||
except Exception as e:
|
||
logger.debug(f"Failed to fetch {pair['symbol']}: {e}")
|
||
|
||
return result
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch forex pairs: {e}")
|
||
return []
|
||
|
||
|
||
def _fetch_commodities() -> List[Dict[str, Any]]:
|
||
"""Fetch commodity prices."""
|
||
commodities = [
|
||
{"symbol": "GC=F", "name_cn": "黄金", "name_en": "Gold", "unit": "USD/oz"},
|
||
{"symbol": "SI=F", "name_cn": "白银", "name_en": "Silver", "unit": "USD/oz"},
|
||
{"symbol": "CL=F", "name_cn": "原油 WTI", "name_en": "Crude Oil WTI", "unit": "USD/bbl"},
|
||
{"symbol": "BZ=F", "name_cn": "原油 Brent", "name_en": "Brent Oil", "unit": "USD/bbl"},
|
||
{"symbol": "HG=F", "name_cn": "铜", "name_en": "Copper", "unit": "USD/lb"},
|
||
{"symbol": "NG=F", "name_cn": "天然气", "name_en": "Natural Gas", "unit": "USD/MMBtu"},
|
||
]
|
||
|
||
result = []
|
||
|
||
try:
|
||
import yfinance as yf
|
||
|
||
symbols = [c["symbol"] for c in commodities]
|
||
tickers = yf.Tickers(" ".join(symbols))
|
||
|
||
for commodity in commodities:
|
||
try:
|
||
ticker = tickers.tickers.get(commodity["symbol"])
|
||
if ticker:
|
||
hist = ticker.history(period="2d")
|
||
|
||
if len(hist) >= 2:
|
||
prev_close = hist["Close"].iloc[-2]
|
||
current = hist["Close"].iloc[-1]
|
||
change = ((current - prev_close) / prev_close) * 100
|
||
result.append({
|
||
"symbol": commodity["symbol"],
|
||
"name_cn": commodity["name_cn"],
|
||
"name_en": commodity["name_en"],
|
||
"price": round(current, 2),
|
||
"change": round(change, 2),
|
||
"unit": commodity["unit"],
|
||
"category": "commodity"
|
||
})
|
||
elif len(hist) == 1:
|
||
result.append({
|
||
"symbol": commodity["symbol"],
|
||
"name_cn": commodity["name_cn"],
|
||
"name_en": commodity["name_en"],
|
||
"price": round(hist["Close"].iloc[-1], 2),
|
||
"change": 0,
|
||
"unit": commodity["unit"],
|
||
"category": "commodity"
|
||
})
|
||
except Exception as e:
|
||
logger.debug(f"Failed to fetch {commodity['symbol']}: {e}")
|
||
|
||
if result:
|
||
logger.info(f"Fetched {len(result)} commodities via yfinance")
|
||
return result
|
||
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch commodities: {e}")
|
||
|
||
# Return placeholder data if all fetches failed
|
||
if not result:
|
||
logger.warning("Commodities fetch failed, returning placeholder data")
|
||
for commodity in commodities:
|
||
result.append({
|
||
"symbol": commodity["symbol"],
|
||
"name_cn": commodity["name_cn"],
|
||
"name_en": commodity["name_en"],
|
||
"price": 0,
|
||
"change": 0,
|
||
"unit": commodity["unit"],
|
||
"category": "commodity"
|
||
})
|
||
|
||
return result
|
||
|
||
|
||
def _fetch_fear_greed_index() -> Dict[str, Any]:
|
||
"""Fetch Fear & Greed Index from alternative.me (crypto)."""
|
||
try:
|
||
url = "https://api.alternative.me/fng/?limit=1"
|
||
logger.debug(f"Fetching Fear & Greed Index from {url}")
|
||
resp = requests.get(url, timeout=15)
|
||
resp.raise_for_status()
|
||
data = resp.json()
|
||
|
||
if data.get("data"):
|
||
item = data["data"][0]
|
||
value = int(item.get("value", 50))
|
||
classification = item.get("value_classification", "Neutral")
|
||
logger.info(f"Fear & Greed Index fetched: {value} ({classification})")
|
||
return {
|
||
"value": value,
|
||
"classification": classification,
|
||
"timestamp": int(item.get("timestamp", 0)),
|
||
"source": "alternative.me"
|
||
}
|
||
else:
|
||
logger.warning("Fear & Greed API returned empty data")
|
||
except requests.exceptions.Timeout:
|
||
logger.error("Fear & Greed Index request timeout")
|
||
except requests.exceptions.RequestException as e:
|
||
logger.error(f"Fear & Greed Index request failed: {e}")
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch Fear & Greed Index: {e}")
|
||
|
||
logger.warning("Returning default Fear & Greed value (50)")
|
||
return {"value": 50, "classification": "Neutral", "timestamp": 0, "source": "N/A"}
|
||
|
||
|
||
def _fetch_vix() -> Dict[str, Any]:
|
||
"""Fetch VIX (CBOE Volatility Index) with multiple fallbacks."""
|
||
# 默认值 - 合理的市场中性水平
|
||
DEFAULT_VIX = {"value": 18, "change": 0, "level": "low",
|
||
"interpretation": "低波动 - 市场稳定",
|
||
"interpretation_en": "Low - Market Stable"}
|
||
|
||
# 1) 尝试 yfinance
|
||
try:
|
||
import yfinance as yf
|
||
logger.debug("Fetching VIX from yfinance")
|
||
ticker = yf.Ticker("^VIX")
|
||
|
||
try:
|
||
hist = ticker.history(period="5d")
|
||
except Exception as hist_err:
|
||
logger.warning(f"yfinance VIX failed: {hist_err}")
|
||
hist = None
|
||
|
||
if hist is not None and not hist.empty and len(hist) >= 1:
|
||
current = float(hist["Close"].iloc[-1])
|
||
if current > 0:
|
||
prev_close = float(hist["Close"].iloc[-2]) if len(hist) >= 2 else current
|
||
change = ((current - prev_close) / prev_close) * 100 if prev_close else 0
|
||
logger.info(f"VIX from yfinance: {current:.2f}")
|
||
else:
|
||
raise ValueError("VIX value is 0")
|
||
else:
|
||
raise ValueError("VIX history empty")
|
||
|
||
except Exception as e:
|
||
logger.warning(f"yfinance VIX failed, trying akshare: {e}")
|
||
|
||
# 2) 尝试 Akshare (对中国服务器友好)
|
||
try:
|
||
import akshare as ak
|
||
vix_df = ak.index_vix() # VIX指数
|
||
if vix_df is not None and len(vix_df) > 0:
|
||
current = float(vix_df.iloc[-1]['close'])
|
||
prev_close = float(vix_df.iloc[-2]['close']) if len(vix_df) >= 2 else current
|
||
change = ((current - prev_close) / prev_close) * 100 if prev_close else 0
|
||
logger.info(f"VIX from akshare: {current:.2f}")
|
||
else:
|
||
raise ValueError("Akshare VIX empty")
|
||
except Exception as ak_err:
|
||
logger.warning(f"Akshare VIX also failed: {ak_err}")
|
||
return DEFAULT_VIX
|
||
|
||
if current <= 0:
|
||
return DEFAULT_VIX
|
||
|
||
# VIX levels interpretation
|
||
if current < 12:
|
||
level = "very_low"
|
||
interpretation_cn = "极低波动 - 市场极度乐观"
|
||
interpretation_en = "Very Low - Extreme Optimism"
|
||
elif current < 20:
|
||
level = "low"
|
||
interpretation_cn = "低波动 - 市场稳定"
|
||
interpretation_en = "Low - Market Stable"
|
||
elif current < 25:
|
||
level = "moderate"
|
||
interpretation_cn = "中等波动 - 正常水平"
|
||
interpretation_en = "Moderate - Normal Level"
|
||
elif current < 30:
|
||
level = "high"
|
||
interpretation_cn = "高波动 - 市场担忧"
|
||
interpretation_en = "High - Market Concern"
|
||
else:
|
||
level = "very_high"
|
||
interpretation_cn = "极高波动 - 市场恐慌"
|
||
interpretation_en = "Very High - Market Panic"
|
||
|
||
return {
|
||
"value": round(current, 2),
|
||
"change": round(change, 2),
|
||
"level": level,
|
||
"interpretation": interpretation_cn,
|
||
"interpretation_en": interpretation_en
|
||
}
|
||
|
||
|
||
def _fetch_dollar_index() -> Dict[str, Any]:
|
||
"""Fetch US Dollar Index (DXY) with multiple fallbacks."""
|
||
# 默认值 - 合理的中性水平
|
||
DEFAULT_DXY = {"value": 104, "change": 0, "level": "moderate_strong",
|
||
"interpretation": "美元偏强 - 关注资金流向",
|
||
"interpretation_en": "Moderately Strong - Watch capital flows"}
|
||
|
||
current = 0
|
||
change = 0
|
||
|
||
# 1) 尝试 yfinance
|
||
try:
|
||
import yfinance as yf
|
||
logger.debug("Fetching DXY from yfinance")
|
||
ticker = yf.Ticker("DX-Y.NYB")
|
||
|
||
try:
|
||
hist = ticker.history(period="5d")
|
||
except Exception as hist_err:
|
||
logger.warning(f"yfinance DXY failed: {hist_err}")
|
||
hist = None
|
||
|
||
if hist is not None and not hist.empty and len(hist) >= 1:
|
||
current = float(hist["Close"].iloc[-1])
|
||
if current > 0:
|
||
prev_close = float(hist["Close"].iloc[-2]) if len(hist) >= 2 else current
|
||
change = ((current - prev_close) / prev_close) * 100 if prev_close else 0
|
||
logger.info(f"DXY from yfinance: {current:.2f}")
|
||
else:
|
||
raise ValueError("DXY value is 0")
|
||
else:
|
||
raise ValueError("DXY history empty")
|
||
|
||
except Exception as e:
|
||
logger.warning(f"yfinance DXY failed, trying akshare: {e}")
|
||
|
||
# 2) 尝试 Akshare 获取美元指数
|
||
try:
|
||
import akshare as ak
|
||
# Akshare 外汇数据
|
||
fx_df = ak.currency_boc_sina(symbol="美元")
|
||
if fx_df is not None and len(fx_df) > 0:
|
||
# 使用中行汇率估算 DXY (近似值)
|
||
usd_cny = float(fx_df.iloc[-1]['中行汇买价']) / 100
|
||
current = usd_cny * 14.5 # 大致换算
|
||
change = 0
|
||
logger.info(f"DXY estimated from akshare: {current:.2f}")
|
||
else:
|
||
raise ValueError("Akshare DXY empty")
|
||
except Exception as ak_err:
|
||
logger.warning(f"Akshare DXY also failed: {ak_err}")
|
||
return DEFAULT_DXY
|
||
|
||
if current <= 0:
|
||
return DEFAULT_DXY
|
||
|
||
# DXY interpretation
|
||
if current > 105:
|
||
level = "strong"
|
||
interpretation_cn = "美元强势 - 利空大宗商品/新兴市场"
|
||
interpretation_en = "Strong USD - Bearish commodities/EM"
|
||
elif current > 100:
|
||
level = "moderate_strong"
|
||
interpretation_cn = "美元偏强 - 关注资金流向"
|
||
interpretation_en = "Moderately Strong - Watch capital flows"
|
||
elif current > 95:
|
||
level = "neutral"
|
||
interpretation_cn = "美元中性 - 市场均衡"
|
||
interpretation_en = "Neutral - Market balanced"
|
||
elif current > 90:
|
||
level = "moderate_weak"
|
||
interpretation_cn = "美元偏弱 - 利多风险资产"
|
||
interpretation_en = "Moderately Weak - Bullish risk assets"
|
||
else:
|
||
level = "weak"
|
||
interpretation_cn = "美元疲软 - 利多黄金/大宗商品"
|
||
interpretation_en = "Weak USD - Bullish gold/commodities"
|
||
|
||
logger.info(f"DXY fetched: {current:.2f} ({level})")
|
||
return {
|
||
"value": round(current, 2),
|
||
"change": round(change, 2),
|
||
"level": level,
|
||
"interpretation": interpretation_cn,
|
||
"interpretation_en": interpretation_en
|
||
}
|
||
|
||
|
||
def _fetch_yield_curve() -> Dict[str, Any]:
|
||
"""Fetch Treasury Yield Curve (10Y - 2Y spread)."""
|
||
try:
|
||
import yfinance as yf
|
||
|
||
logger.debug("Fetching Treasury Yield Curve")
|
||
|
||
# 10-year Treasury yield
|
||
tnx = yf.Ticker("^TNX")
|
||
|
||
# 使用 try-except 包裹 history 调用
|
||
try:
|
||
tnx_hist = tnx.history(period="5d")
|
||
except Exception as hist_err:
|
||
logger.warning(f"TNX history fetch failed: {hist_err}")
|
||
tnx_hist = None
|
||
|
||
# 安全检查
|
||
if tnx_hist is None or tnx_hist.empty:
|
||
logger.warning("TNX history is None or empty, returning default")
|
||
return {
|
||
"yield_10y": 4.2, "yield_2y": 4.0, "spread": 0.2, "change": 0,
|
||
"level": "normal", "interpretation": "数据暂不可用",
|
||
"interpretation_en": "Data temporarily unavailable", "signal": "neutral"
|
||
}
|
||
|
||
if len(tnx_hist) >= 1:
|
||
yield_10y = tnx_hist["Close"].iloc[-1]
|
||
|
||
# Get 2-year yield (using different ticker)
|
||
try:
|
||
# Use ^TYX (30-year) and calculate approximate 2Y
|
||
tyx = yf.Ticker("^TYX")
|
||
tyx_hist = tyx.history(period="5d")
|
||
yield_30y = tyx_hist["Close"].iloc[-1] if len(tyx_hist) >= 1 else 0
|
||
|
||
# Approximate 2Y as lower bound (rough estimate)
|
||
# In reality, we'd need proper 2Y data
|
||
yield_2y = yield_10y * 0.85 # Rough approximation
|
||
|
||
spread = yield_10y - yield_2y
|
||
|
||
if len(tnx_hist) >= 2:
|
||
prev_10y = tnx_hist["Close"].iloc[-2]
|
||
prev_2y = prev_10y * 0.85
|
||
prev_spread = prev_10y - prev_2y
|
||
change = spread - prev_spread
|
||
else:
|
||
change = 0
|
||
|
||
except:
|
||
yield_2y = yield_10y * 0.85
|
||
spread = yield_10y - yield_2y
|
||
change = 0
|
||
else:
|
||
yield_10y = 0
|
||
yield_2y = 0
|
||
spread = 0
|
||
change = 0
|
||
|
||
# Yield curve interpretation
|
||
if spread < -0.5:
|
||
level = "deeply_inverted"
|
||
interpretation_cn = "深度倒挂 - 强烈衰退信号"
|
||
interpretation_en = "Deeply Inverted - Strong recession signal"
|
||
signal = "bearish"
|
||
elif spread < 0:
|
||
level = "inverted"
|
||
interpretation_cn = "收益率倒挂 - 衰退预警"
|
||
interpretation_en = "Inverted - Recession warning"
|
||
signal = "bearish"
|
||
elif spread < 0.5:
|
||
level = "flat"
|
||
interpretation_cn = "曲线平坦 - 经济放缓信号"
|
||
interpretation_en = "Flat - Economic slowdown signal"
|
||
signal = "neutral"
|
||
elif spread < 1.5:
|
||
level = "normal"
|
||
interpretation_cn = "正常曲线 - 经济健康"
|
||
interpretation_en = "Normal - Healthy economy"
|
||
signal = "bullish"
|
||
else:
|
||
level = "steep"
|
||
interpretation_cn = "陡峭曲线 - 经济扩张预期"
|
||
interpretation_en = "Steep - Economic expansion expected"
|
||
signal = "bullish"
|
||
|
||
logger.info(f"Yield Curve: 10Y={yield_10y:.2f}%, spread={spread:.2f}% ({level})")
|
||
return {
|
||
"yield_10y": round(yield_10y, 2),
|
||
"yield_2y": round(yield_2y, 2),
|
||
"spread": round(spread, 2),
|
||
"change": round(change, 3),
|
||
"level": level,
|
||
"signal": signal,
|
||
"interpretation": interpretation_cn,
|
||
"interpretation_en": interpretation_en
|
||
}
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch Yield Curve: {e}", exc_info=True)
|
||
return {
|
||
"yield_10y": 0, "yield_2y": 0, "spread": 0, "change": 0,
|
||
"level": "unknown", "signal": "neutral",
|
||
"interpretation": "数据获取失败", "interpretation_en": "Data fetch failed"
|
||
}
|
||
|
||
|
||
def _fetch_vxn() -> Dict[str, Any]:
|
||
"""Fetch NASDAQ Volatility Index (VXN) - Tech sector fear gauge."""
|
||
try:
|
||
import yfinance as yf
|
||
|
||
logger.debug("Fetching VXN from yfinance")
|
||
ticker = yf.Ticker("^VXN")
|
||
hist = ticker.history(period="5d")
|
||
|
||
if len(hist) >= 2:
|
||
prev_close = hist["Close"].iloc[-2]
|
||
current = hist["Close"].iloc[-1]
|
||
change = ((current - prev_close) / prev_close) * 100
|
||
elif len(hist) == 1:
|
||
current = hist["Close"].iloc[-1]
|
||
change = 0
|
||
else:
|
||
current = 0
|
||
change = 0
|
||
|
||
# VXN levels (typically higher than VIX)
|
||
if current < 15:
|
||
level = "very_low"
|
||
interpretation_cn = "科技股极低波动 - 市场乐观"
|
||
interpretation_en = "Very Low Tech Volatility - Optimistic"
|
||
elif current < 22:
|
||
level = "low"
|
||
interpretation_cn = "科技股低波动 - 稳定"
|
||
interpretation_en = "Low Tech Volatility - Stable"
|
||
elif current < 28:
|
||
level = "moderate"
|
||
interpretation_cn = "科技股中等波动 - 正常"
|
||
interpretation_en = "Moderate Tech Volatility - Normal"
|
||
elif current < 35:
|
||
level = "high"
|
||
interpretation_cn = "科技股高波动 - 谨慎"
|
||
interpretation_en = "High Tech Volatility - Caution"
|
||
else:
|
||
level = "very_high"
|
||
interpretation_cn = "科技股极高波动 - 恐慌"
|
||
interpretation_en = "Very High Tech Volatility - Panic"
|
||
|
||
logger.info(f"VXN fetched: {current:.2f} ({level})")
|
||
return {
|
||
"value": round(current, 2),
|
||
"change": round(change, 2),
|
||
"level": level,
|
||
"interpretation": interpretation_cn,
|
||
"interpretation_en": interpretation_en
|
||
}
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch VXN: {e}", exc_info=True)
|
||
return {"value": 0, "change": 0, "level": "unknown", "interpretation": "数据获取失败", "interpretation_en": "Data fetch failed"}
|
||
|
||
|
||
def _fetch_gvz() -> Dict[str, Any]:
|
||
"""Fetch Gold Volatility Index (GVZ) - Safe haven sentiment."""
|
||
try:
|
||
import yfinance as yf
|
||
|
||
logger.debug("Fetching GVZ from yfinance")
|
||
ticker = yf.Ticker("^GVZ")
|
||
hist = ticker.history(period="5d")
|
||
|
||
if len(hist) >= 2:
|
||
prev_close = hist["Close"].iloc[-2]
|
||
current = hist["Close"].iloc[-1]
|
||
change = ((current - prev_close) / prev_close) * 100
|
||
elif len(hist) == 1:
|
||
current = hist["Close"].iloc[-1]
|
||
change = 0
|
||
else:
|
||
current = 0
|
||
change = 0
|
||
|
||
# GVZ levels
|
||
if current < 12:
|
||
level = "very_low"
|
||
interpretation_cn = "黄金低波动 - 避险需求低"
|
||
interpretation_en = "Low Gold Vol - Low safe haven demand"
|
||
elif current < 16:
|
||
level = "low"
|
||
interpretation_cn = "黄金稳定 - 市场平静"
|
||
interpretation_en = "Gold Stable - Market calm"
|
||
elif current < 20:
|
||
level = "moderate"
|
||
interpretation_cn = "黄金中等波动 - 关注避险情绪"
|
||
interpretation_en = "Moderate Gold Vol - Watch safe haven"
|
||
elif current < 25:
|
||
level = "high"
|
||
interpretation_cn = "黄金高波动 - 避险需求上升"
|
||
interpretation_en = "High Gold Vol - Rising safe haven demand"
|
||
else:
|
||
level = "very_high"
|
||
interpretation_cn = "黄金极高波动 - 市场避险"
|
||
interpretation_en = "Very High Gold Vol - Flight to safety"
|
||
|
||
logger.info(f"GVZ fetched: {current:.2f} ({level})")
|
||
return {
|
||
"value": round(current, 2),
|
||
"change": round(change, 2),
|
||
"level": level,
|
||
"interpretation": interpretation_cn,
|
||
"interpretation_en": interpretation_en
|
||
}
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch GVZ: {e}", exc_info=True)
|
||
return {"value": 0, "change": 0, "level": "unknown", "interpretation": "数据获取失败", "interpretation_en": "Data fetch failed"}
|
||
|
||
|
||
def _fetch_put_call_ratio() -> Dict[str, Any]:
|
||
"""
|
||
Calculate Put/Call Ratio proxy using VIX term structure.
|
||
Higher ratio = more bearish sentiment.
|
||
"""
|
||
try:
|
||
import yfinance as yf
|
||
|
||
logger.debug("Calculating Put/Call Ratio proxy")
|
||
|
||
# Use VIX and VIX3M as proxy for put/call sentiment
|
||
vix = yf.Ticker("^VIX")
|
||
vix3m = yf.Ticker("^VIX3M")
|
||
|
||
vix_hist = vix.history(period="5d")
|
||
vix3m_hist = vix3m.history(period="5d")
|
||
|
||
if len(vix_hist) >= 1 and len(vix3m_hist) >= 1:
|
||
vix_val = vix_hist["Close"].iloc[-1]
|
||
vix3m_val = vix3m_hist["Close"].iloc[-1]
|
||
|
||
# VIX/VIX3M ratio as sentiment proxy
|
||
# > 1 = backwardation (fear), < 1 = contango (complacency)
|
||
ratio = vix_val / vix3m_val if vix3m_val > 0 else 1.0
|
||
|
||
if len(vix_hist) >= 2 and len(vix3m_hist) >= 2:
|
||
prev_ratio = vix_hist["Close"].iloc[-2] / vix3m_hist["Close"].iloc[-2] if vix3m_hist["Close"].iloc[-2] > 0 else 1.0
|
||
change = ((ratio - prev_ratio) / prev_ratio) * 100
|
||
else:
|
||
change = 0
|
||
else:
|
||
ratio = 1.0
|
||
change = 0
|
||
|
||
# Interpretation
|
||
if ratio > 1.15:
|
||
level = "high_fear"
|
||
interpretation_cn = "VIX倒挂 - 短期恐慌情绪高涨"
|
||
interpretation_en = "VIX Backwardation - High short-term fear"
|
||
signal = "bearish"
|
||
elif ratio > 1.0:
|
||
level = "elevated"
|
||
interpretation_cn = "轻度倒挂 - 市场谨慎"
|
||
interpretation_en = "Slight Backwardation - Market cautious"
|
||
signal = "neutral"
|
||
elif ratio > 0.9:
|
||
level = "normal"
|
||
interpretation_cn = "正常结构 - 市场稳定"
|
||
interpretation_en = "Normal Structure - Market stable"
|
||
signal = "neutral"
|
||
elif ratio > 0.8:
|
||
level = "complacent"
|
||
interpretation_cn = "深度正价差 - 市场自满"
|
||
interpretation_en = "Deep Contango - Market complacent"
|
||
signal = "bullish"
|
||
else:
|
||
level = "extreme_complacency"
|
||
interpretation_cn = "极度自满 - 警惕反转"
|
||
interpretation_en = "Extreme Complacency - Watch for reversal"
|
||
signal = "neutral"
|
||
|
||
logger.info(f"VIX Term Structure: ratio={ratio:.3f} ({level})")
|
||
return {
|
||
"value": round(ratio, 3),
|
||
"vix": round(vix_val, 2) if 'vix_val' in dir() else 0,
|
||
"vix3m": round(vix3m_val, 2) if 'vix3m_val' in dir() else 0,
|
||
"change": round(change, 2),
|
||
"level": level,
|
||
"signal": signal,
|
||
"interpretation": interpretation_cn,
|
||
"interpretation_en": interpretation_en
|
||
}
|
||
except Exception as e:
|
||
logger.error(f"Failed to calculate Put/Call proxy: {e}", exc_info=True)
|
||
return {
|
||
"value": 1.0, "vix": 0, "vix3m": 0, "change": 0,
|
||
"level": "unknown", "signal": "neutral",
|
||
"interpretation": "数据获取失败", "interpretation_en": "Data fetch failed"
|
||
}
|
||
|
||
|
||
def _fetch_financial_news(lang: str = "all") -> Dict[str, List[Dict[str, Any]]]:
|
||
"""Fetch financial news using search service - separated by language."""
|
||
result = {"cn": [], "en": []}
|
||
|
||
try:
|
||
from app.services.search import SearchService
|
||
search = SearchService()
|
||
|
||
# Chinese news queries
|
||
cn_queries = [
|
||
"A股市场最新消息",
|
||
"加密货币新闻",
|
||
"美联储利率",
|
||
"中国经济数据",
|
||
"港股市场动态",
|
||
"外汇市场分析",
|
||
]
|
||
|
||
# English news queries
|
||
en_queries = [
|
||
"stock market news today",
|
||
"cryptocurrency bitcoin news",
|
||
"forex market analysis",
|
||
"federal reserve interest rate",
|
||
"global economic outlook",
|
||
"S&P 500 market update",
|
||
]
|
||
|
||
# Fetch Chinese news
|
||
if lang in ("all", "cn"):
|
||
for query in cn_queries:
|
||
try:
|
||
results = search.search(query, num_results=5, date_restrict="d1")
|
||
for r in results:
|
||
result["cn"].append({
|
||
"title": r.get("title", ""),
|
||
"link": r.get("link", ""),
|
||
"snippet": r.get("snippet", ""),
|
||
"source": r.get("source", ""),
|
||
"published": r.get("published", ""),
|
||
"category": query,
|
||
"lang": "cn"
|
||
})
|
||
except Exception:
|
||
pass
|
||
|
||
# Fetch English news
|
||
if lang in ("all", "en"):
|
||
for query in en_queries:
|
||
try:
|
||
results = search.search(query, num_results=5, date_restrict="d1")
|
||
for r in results:
|
||
result["en"].append({
|
||
"title": r.get("title", ""),
|
||
"link": r.get("link", ""),
|
||
"snippet": r.get("snippet", ""),
|
||
"source": r.get("source", ""),
|
||
"published": r.get("published", ""),
|
||
"category": query,
|
||
"lang": "en"
|
||
})
|
||
except Exception:
|
||
pass
|
||
|
||
# Remove duplicates
|
||
for lang_key in ["cn", "en"]:
|
||
seen = set()
|
||
unique = []
|
||
for news in result[lang_key]:
|
||
link = news.get("link", "")
|
||
if link and link not in seen:
|
||
seen.add(link)
|
||
unique.append(news)
|
||
result[lang_key] = unique[:15] # Limit to 15 per language
|
||
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch financial news: {e}")
|
||
|
||
return result
|
||
|
||
|
||
def _get_economic_calendar() -> List[Dict[str, Any]]:
|
||
"""
|
||
Get economic calendar events with impact indicators.
|
||
Impact: bullish (利多), bearish (利空), neutral (中性)
|
||
"""
|
||
today = datetime.now()
|
||
events = []
|
||
|
||
# Comprehensive economic events with impact analysis
|
||
sample_events = [
|
||
{
|
||
"name": "美国非农就业数据",
|
||
"name_en": "US Non-Farm Payrolls",
|
||
"country": "US",
|
||
"importance": "high",
|
||
"forecast": "180K",
|
||
"previous": "175K",
|
||
"impact_if_above": "bullish", # 高于预期利多美元
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "高于预期利多美元/美股,低于预期利空",
|
||
"impact_desc_en": "Above forecast: bullish USD/stocks; Below: bearish"
|
||
},
|
||
{
|
||
"name": "美联储利率决议",
|
||
"name_en": "Fed Interest Rate Decision",
|
||
"country": "US",
|
||
"importance": "high",
|
||
"forecast": "5.25%",
|
||
"previous": "5.25%",
|
||
"impact_if_above": "bearish", # 加息利空股市
|
||
"impact_if_below": "bullish",
|
||
"impact_desc": "加息利空股市/加密货币,降息利多",
|
||
"impact_desc_en": "Rate hike: bearish stocks/crypto; Cut: bullish"
|
||
},
|
||
{
|
||
"name": "美国CPI月率",
|
||
"name_en": "US CPI m/m",
|
||
"country": "US",
|
||
"importance": "high",
|
||
"forecast": "0.3%",
|
||
"previous": "0.4%",
|
||
"impact_if_above": "bearish", # CPI高利空
|
||
"impact_if_below": "bullish",
|
||
"impact_desc": "CPI高于预期增加加息预期,利空股市",
|
||
"impact_desc_en": "Higher CPI increases rate hike expectations, bearish stocks"
|
||
},
|
||
{
|
||
"name": "欧洲央行利率决议",
|
||
"name_en": "ECB Interest Rate Decision",
|
||
"country": "EU",
|
||
"importance": "high",
|
||
"forecast": "4.50%",
|
||
"previous": "4.50%",
|
||
"impact_if_above": "bearish",
|
||
"impact_if_below": "bullish",
|
||
"impact_desc": "加息利空欧股,利多欧元",
|
||
"impact_desc_en": "Rate hike: bearish EU stocks, bullish EUR"
|
||
},
|
||
{
|
||
"name": "中国GDP年率",
|
||
"name_en": "China GDP y/y",
|
||
"country": "CN",
|
||
"importance": "high",
|
||
"forecast": "5.2%",
|
||
"previous": "5.0%",
|
||
"impact_if_above": "bullish",
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "GDP高于预期利多A股和港股",
|
||
"impact_desc_en": "Above forecast: bullish A-shares and HK stocks"
|
||
},
|
||
{
|
||
"name": "中国CPI年率",
|
||
"name_en": "China CPI y/y",
|
||
"country": "CN",
|
||
"importance": "medium",
|
||
"forecast": "0.3%",
|
||
"previous": "0.1%",
|
||
"impact_if_above": "neutral",
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "通胀过低反映需求不足,利空股市",
|
||
"impact_desc_en": "Low inflation reflects weak demand, bearish stocks"
|
||
},
|
||
{
|
||
"name": "中国PMI",
|
||
"name_en": "China Manufacturing PMI",
|
||
"country": "CN",
|
||
"importance": "medium",
|
||
"forecast": "50.2",
|
||
"previous": "49.8",
|
||
"impact_if_above": "bullish",
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "PMI>50表示扩张,利多A股和大宗商品",
|
||
"impact_desc_en": "PMI>50 = expansion, bullish A-shares and commodities"
|
||
},
|
||
{
|
||
"name": "日本央行利率决议",
|
||
"name_en": "BoJ Interest Rate Decision",
|
||
"country": "JP",
|
||
"importance": "high",
|
||
"forecast": "0.10%",
|
||
"previous": "0.10%",
|
||
"impact_if_above": "bullish", # 日本加息利多日元
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "加息预期利多日元,利空日股",
|
||
"impact_desc_en": "Rate hike expectation: bullish JPY, bearish Nikkei"
|
||
},
|
||
{
|
||
"name": "美国初请失业金人数",
|
||
"name_en": "US Initial Jobless Claims",
|
||
"country": "US",
|
||
"importance": "medium",
|
||
"forecast": "215K",
|
||
"previous": "212K",
|
||
"impact_if_above": "bearish",
|
||
"impact_if_below": "bullish",
|
||
"impact_desc": "失业人数上升利空美元,利多黄金",
|
||
"impact_desc_en": "Rising claims: bearish USD, bullish gold"
|
||
},
|
||
{
|
||
"name": "英国央行利率决议",
|
||
"name_en": "BoE Interest Rate Decision",
|
||
"country": "UK",
|
||
"importance": "high",
|
||
"forecast": "5.25%",
|
||
"previous": "5.25%",
|
||
"impact_if_above": "bullish",
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "加息利多英镑,利空英股",
|
||
"impact_desc_en": "Rate hike: bullish GBP, bearish UK stocks"
|
||
},
|
||
{
|
||
"name": "美国零售销售月率",
|
||
"name_en": "US Retail Sales m/m",
|
||
"country": "US",
|
||
"importance": "medium",
|
||
"forecast": "0.4%",
|
||
"previous": "0.6%",
|
||
"impact_if_above": "bullish",
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "零售数据强劲利多美元和美股",
|
||
"impact_desc_en": "Strong retail: bullish USD and stocks"
|
||
},
|
||
{
|
||
"name": "OPEC月度报告",
|
||
"name_en": "OPEC Monthly Report",
|
||
"country": "INTL",
|
||
"importance": "medium",
|
||
"forecast": "-",
|
||
"previous": "-",
|
||
"impact_if_above": "bullish",
|
||
"impact_if_below": "bearish",
|
||
"impact_desc": "减产预期利多原油,增产预期利空",
|
||
"impact_desc_en": "Production cut: bullish oil; Increase: bearish"
|
||
},
|
||
]
|
||
|
||
import random
|
||
|
||
for i, evt in enumerate(sample_events):
|
||
# Some events in the past (released), some in the future (upcoming)
|
||
days_offset = i % 14 - 5 # Range from -5 to +8 days
|
||
event_date = today + timedelta(days=days_offset)
|
||
hour = (8 + (i * 3)) % 24
|
||
|
||
# Determine if event has been released (past events)
|
||
is_released = event_date.date() < today.date() or (
|
||
event_date.date() == today.date() and hour < today.hour
|
||
)
|
||
|
||
# Generate actual value and impact for released events
|
||
actual_value = None
|
||
actual_impact = None
|
||
expected_impact = evt["impact_if_above"] # Default expected impact
|
||
|
||
if is_released:
|
||
# Simulate actual values
|
||
forecast_num = ''.join(filter(lambda x: x.isdigit() or x == '.', evt["forecast"]))
|
||
if forecast_num:
|
||
try:
|
||
base = float(forecast_num)
|
||
# Random variation around forecast
|
||
variation = random.uniform(-0.15, 0.15)
|
||
actual_num = base * (1 + variation)
|
||
|
||
# Format like the forecast
|
||
if 'K' in evt["forecast"]:
|
||
actual_value = f"{actual_num:.0f}K"
|
||
elif '%' in evt["forecast"]:
|
||
actual_value = f"{actual_num:.2f}%"
|
||
else:
|
||
actual_value = f"{actual_num:.2f}"
|
||
|
||
# Determine actual impact based on actual vs forecast
|
||
if actual_num > base:
|
||
actual_impact = evt["impact_if_above"]
|
||
elif actual_num < base:
|
||
actual_impact = evt["impact_if_below"]
|
||
else:
|
||
actual_impact = "neutral"
|
||
except:
|
||
actual_value = evt["forecast"]
|
||
actual_impact = "neutral"
|
||
else:
|
||
actual_value = evt["forecast"]
|
||
actual_impact = "neutral"
|
||
|
||
events.append({
|
||
"id": i + 1,
|
||
"name": evt["name"],
|
||
"name_en": evt["name_en"],
|
||
"country": evt["country"],
|
||
"date": event_date.strftime("%Y-%m-%d"),
|
||
"time": f"{hour:02d}:30",
|
||
"importance": evt["importance"],
|
||
"actual": actual_value,
|
||
"forecast": evt["forecast"],
|
||
"previous": evt["previous"],
|
||
"impact_if_above": evt["impact_if_above"],
|
||
"impact_if_below": evt["impact_if_below"],
|
||
"impact_desc": evt["impact_desc"],
|
||
"impact_desc_en": evt["impact_desc_en"],
|
||
"expected_impact": expected_impact,
|
||
"actual_impact": actual_impact,
|
||
"is_released": is_released
|
||
})
|
||
|
||
# Sort by date
|
||
events.sort(key=lambda x: (x["date"], x["time"]))
|
||
|
||
return events
|
||
|
||
|
||
def _generate_heatmap_data() -> Dict[str, Any]:
|
||
"""Generate heatmap data for crypto, stock sectors, and forex."""
|
||
|
||
# Get crypto data (prefer market-cap ranked data for heatmap)
|
||
# NOTE: CCXT/yfinance often lack market_cap -> heatmap should use CoinGecko when possible.
|
||
crypto_data = _get_cached("crypto_heatmap")
|
||
if not crypto_data:
|
||
try:
|
||
url = "https://api.coingecko.com/api/v3/coins/markets"
|
||
params = {
|
||
"vs_currency": "usd",
|
||
"order": "market_cap_desc",
|
||
"per_page": 30,
|
||
"page": 1,
|
||
"sparkline": False,
|
||
"price_change_percentage": "24h"
|
||
}
|
||
resp = requests.get(url, params=params, timeout=10)
|
||
resp.raise_for_status()
|
||
data = resp.json() or []
|
||
crypto_data = []
|
||
for coin in data:
|
||
crypto_data.append({
|
||
"symbol": (coin.get("symbol") or "").upper(),
|
||
"name": coin.get("name", ""),
|
||
"price": _safe_float(coin.get("current_price")),
|
||
"change_24h": _safe_float(coin.get("price_change_percentage_24h")),
|
||
"market_cap": _safe_float(coin.get("market_cap")),
|
||
"volume_24h": _safe_float(coin.get("total_volume")),
|
||
"image": coin.get("image", ""),
|
||
"category": "crypto"
|
||
})
|
||
logger.info(f"Fetched crypto heatmap data via CoinGecko: {len(crypto_data)} items")
|
||
# Heatmap data doesn't need ultra-frequent refresh
|
||
_set_cached("crypto_heatmap", crypto_data, 300)
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch crypto heatmap via CoinGecko: {e}")
|
||
# Fallback to existing multi-source crypto fetcher
|
||
crypto_data = _get_cached("crypto_prices") or _fetch_crypto_prices()
|
||
_set_cached("crypto_prices", crypto_data, 30)
|
||
_set_cached("crypto_heatmap", crypto_data, 30)
|
||
|
||
# Get forex data
|
||
forex_data = _get_cached("forex_pairs")
|
||
if not forex_data:
|
||
forex_data = _fetch_forex_pairs()
|
||
_set_cached("forex_pairs", forex_data, 30)
|
||
|
||
heatmap = {
|
||
"crypto": [],
|
||
"sectors": [],
|
||
"forex": [],
|
||
"commodities": [], # 新增大宗商品热力图
|
||
"indices": []
|
||
}
|
||
|
||
# Commodities heatmap (黄金、白银、原油等)
|
||
commodities_data = _get_cached("commodities")
|
||
if not commodities_data:
|
||
commodities_data = _fetch_commodities()
|
||
_set_cached("commodities", commodities_data)
|
||
|
||
for comm in (commodities_data or []):
|
||
heatmap["commodities"].append({
|
||
"name": comm.get("name_cn", comm.get("name_en", "")),
|
||
"name_cn": comm.get("name_cn", ""),
|
||
"name_en": comm.get("name_en", ""),
|
||
"value": comm.get("change", 0),
|
||
"price": comm.get("price", 0),
|
||
"unit": comm.get("unit", "")
|
||
})
|
||
|
||
# Crypto heatmap
|
||
# Ensure mainstream coins by market cap appear first; also avoid blank symbols
|
||
crypto_sorted = sorted(
|
||
(crypto_data or []),
|
||
key=lambda x: _safe_float(x.get("market_cap", 0)),
|
||
reverse=True
|
||
)
|
||
for coin in [c for c in crypto_sorted if c.get("symbol")][:25]:
|
||
heatmap["crypto"].append({
|
||
"name": coin.get("symbol", ""),
|
||
"fullName": coin.get("name", ""),
|
||
"value": coin.get("change_24h", 0),
|
||
"marketCap": coin.get("market_cap", 0),
|
||
"volume": coin.get("volume_24h", 0),
|
||
"price": coin.get("price", 0)
|
||
})
|
||
|
||
# Forex heatmap
|
||
for pair in forex_data:
|
||
heatmap["forex"].append({
|
||
"name": pair.get("name", ""),
|
||
"name_cn": pair.get("name_cn", pair.get("name", "")),
|
||
"name_en": pair.get("name_en", pair.get("name", "")),
|
||
"value": pair.get("change", 0),
|
||
"price": pair.get("price", 0)
|
||
})
|
||
|
||
# Stock sectors (using ETFs as proxy for real-time data)
|
||
sectors = [
|
||
{"name": "科技", "name_en": "Technology", "etf": "XLK", "value": 0, "stocks": ["AAPL", "MSFT", "GOOGL", "NVDA", "META"]},
|
||
{"name": "金融", "name_en": "Financials", "etf": "XLF", "value": 0, "stocks": ["JPM", "BAC", "WFC", "GS", "MS"]},
|
||
{"name": "医疗", "name_en": "Healthcare", "etf": "XLV", "value": 0, "stocks": ["JNJ", "PFE", "UNH", "MRK", "ABBV"]},
|
||
{"name": "消费", "name_en": "Consumer", "etf": "XLY", "value": 0, "stocks": ["AMZN", "TSLA", "HD", "NKE", "MCD"]},
|
||
{"name": "能源", "name_en": "Energy", "etf": "XLE", "value": 0, "stocks": ["XOM", "CVX", "COP", "SLB", "EOG"]},
|
||
{"name": "工业", "name_en": "Industrials", "etf": "XLI", "value": 0, "stocks": ["CAT", "BA", "GE", "HON", "UPS"]},
|
||
{"name": "材料", "name_en": "Materials", "etf": "XLB", "value": 0, "stocks": ["LIN", "APD", "DD", "NEM", "FCX"]},
|
||
{"name": "公用事业", "name_en": "Utilities", "etf": "XLU", "value": 0, "stocks": ["NEE", "DUK", "SO", "D", "AEP"]},
|
||
{"name": "房地产", "name_en": "Real Estate", "etf": "XLRE", "value": 0, "stocks": ["AMT", "PLD", "CCI", "EQIX", "SPG"]},
|
||
{"name": "通信", "name_en": "Communication", "etf": "XLC", "value": 0, "stocks": ["GOOGL", "META", "DIS", "NFLX", "VZ"]},
|
||
]
|
||
|
||
# Try to fetch real sector ETF data
|
||
try:
|
||
import yfinance as yf
|
||
etf_symbols = [s["etf"] for s in sectors]
|
||
tickers = yf.Tickers(" ".join(etf_symbols))
|
||
|
||
for sector in sectors:
|
||
try:
|
||
ticker = tickers.tickers.get(sector["etf"])
|
||
if ticker:
|
||
hist = ticker.history(period="2d")
|
||
if len(hist) >= 2:
|
||
prev = hist["Close"].iloc[-2]
|
||
curr = hist["Close"].iloc[-1]
|
||
sector["value"] = round(((curr - prev) / prev) * 100, 2)
|
||
elif len(hist) == 1:
|
||
sector["value"] = 0
|
||
except Exception:
|
||
pass
|
||
except Exception as e:
|
||
logger.debug(f"Failed to fetch sector ETFs: {e}")
|
||
|
||
heatmap["sectors"] = sectors
|
||
|
||
# Index heatmap by region
|
||
indices_data = _get_cached("stock_indices")
|
||
if indices_data:
|
||
for idx in indices_data:
|
||
heatmap["indices"].append({
|
||
"symbol": idx.get("symbol", ""),
|
||
"name": idx.get("name_cn", idx.get("name", "")),
|
||
"name_cn": idx.get("name_cn", ""),
|
||
"name_en": idx.get("name_en", ""),
|
||
"region": idx.get("region", ""),
|
||
"value": idx.get("change", 0),
|
||
"price": idx.get("price", 0),
|
||
"flag": idx.get("flag", "")
|
||
})
|
||
|
||
return heatmap
|
||
|
||
|
||
# ============ API Endpoints ============
|
||
|
||
@global_market_bp.route("/overview", methods=["GET"])
|
||
@login_required
|
||
def market_overview():
|
||
"""
|
||
Get global market overview including indices, forex, crypto, and commodities.
|
||
Includes geo coordinates for world map display.
|
||
"""
|
||
try:
|
||
# Check cache first
|
||
cached = _get_cached("market_overview", 30)
|
||
if cached:
|
||
logger.debug(f"Returning cached overview: indices={len(cached.get('indices', []))}, "
|
||
f"forex={len(cached.get('forex', []))}, crypto={len(cached.get('crypto', []))}, "
|
||
f"commodities={len(cached.get('commodities', []))}")
|
||
return jsonify({"code": 1, "msg": "success", "data": cached})
|
||
|
||
logger.info("Fetching fresh market overview data...")
|
||
|
||
# Fetch data in parallel
|
||
result = {
|
||
"indices": [],
|
||
"forex": [],
|
||
"crypto": [],
|
||
"commodities": [],
|
||
"timestamp": int(time.time())
|
||
}
|
||
|
||
with ThreadPoolExecutor(max_workers=4) as executor:
|
||
futures = {
|
||
executor.submit(_fetch_stock_indices): "indices",
|
||
executor.submit(_fetch_forex_pairs): "forex",
|
||
executor.submit(_fetch_crypto_prices): "crypto",
|
||
executor.submit(_fetch_commodities): "commodities"
|
||
}
|
||
|
||
for future in as_completed(futures):
|
||
key = futures[future]
|
||
try:
|
||
data = future.result()
|
||
result[key] = data if data else []
|
||
logger.info(f"Fetched {key}: {len(result[key])} items")
|
||
# Cache individual results
|
||
_set_cached(f"{key}_data", result[key], 30)
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch {key}: {e}", exc_info=True)
|
||
result[key] = []
|
||
|
||
# Log summary
|
||
logger.info(f"Market overview complete: indices={len(result['indices'])}, "
|
||
f"forex={len(result['forex'])}, crypto={len(result['crypto'])}, "
|
||
f"commodities={len(result['commodities'])}")
|
||
|
||
# Also cache indices for heatmap
|
||
_set_cached("stock_indices", result["indices"], 30)
|
||
_set_cached("forex_pairs", result["forex"], 30)
|
||
_set_cached("crypto_prices", result["crypto"], 30)
|
||
|
||
# Cache the full result
|
||
_set_cached("market_overview", result, 30)
|
||
|
||
return jsonify({"code": 1, "msg": "success", "data": result})
|
||
|
||
except Exception as e:
|
||
logger.error(f"market_overview failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|
||
|
||
|
||
@global_market_bp.route("/heatmap", methods=["GET"])
|
||
@login_required
|
||
def market_heatmap():
|
||
"""
|
||
Get market heatmap data for crypto, stock sectors, forex, and indices.
|
||
"""
|
||
try:
|
||
cached = _get_cached("market_heatmap", 30)
|
||
if cached:
|
||
return jsonify({"code": 1, "msg": "success", "data": cached})
|
||
|
||
data = _generate_heatmap_data()
|
||
_set_cached("market_heatmap", data, 30)
|
||
|
||
return jsonify({"code": 1, "msg": "success", "data": data})
|
||
|
||
except Exception as e:
|
||
logger.error(f"market_heatmap failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|
||
|
||
|
||
@global_market_bp.route("/news", methods=["GET"])
|
||
@login_required
|
||
def market_news():
|
||
"""
|
||
Get financial news from various sources.
|
||
Query params:
|
||
- lang: 'cn', 'en', or 'all' (default: 'all')
|
||
"""
|
||
try:
|
||
lang = request.args.get("lang", "all")
|
||
cache_key = f"market_news_{lang}"
|
||
|
||
cached = _get_cached(cache_key, 180) # 3 minutes cache for news
|
||
if cached:
|
||
return jsonify({"code": 1, "msg": "success", "data": cached})
|
||
|
||
news = _fetch_financial_news(lang)
|
||
_set_cached(cache_key, news, 180)
|
||
|
||
return jsonify({"code": 1, "msg": "success", "data": news})
|
||
|
||
except Exception as e:
|
||
logger.error(f"market_news failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|
||
|
||
|
||
@global_market_bp.route("/calendar", methods=["GET"])
|
||
@login_required
|
||
def economic_calendar():
|
||
"""
|
||
Get economic calendar events with impact indicators.
|
||
"""
|
||
try:
|
||
cached = _get_cached("economic_calendar", 3600) # 1 hour cache
|
||
if cached:
|
||
return jsonify({"code": 1, "msg": "success", "data": cached})
|
||
|
||
events = _get_economic_calendar()
|
||
_set_cached("economic_calendar", events, 3600)
|
||
|
||
return jsonify({"code": 1, "msg": "success", "data": events})
|
||
|
||
except Exception as e:
|
||
logger.error(f"economic_calendar failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|
||
|
||
|
||
@global_market_bp.route("/sentiment", methods=["GET"])
|
||
@login_required
|
||
def market_sentiment():
|
||
"""
|
||
Get comprehensive market sentiment indicators.
|
||
Includes: Fear & Greed, VIX, DXY, Yield Curve, VXN, GVZ, VIX Term Structure.
|
||
"""
|
||
try:
|
||
# 缓存6小时 (21600秒),宏观数据变化缓慢,减少 API 调用
|
||
MACRO_CACHE_TTL = 21600 # 6 hours
|
||
cached = _get_cached("market_sentiment", MACRO_CACHE_TTL)
|
||
if cached:
|
||
logger.debug("Returning cached sentiment data (6h cache)")
|
||
return jsonify({"code": 1, "msg": "success", "data": cached})
|
||
|
||
logger.info("Fetching fresh sentiment data (comprehensive)")
|
||
|
||
# Fetch all indicators in parallel
|
||
with ThreadPoolExecutor(max_workers=7) as executor:
|
||
futures = {
|
||
executor.submit(_fetch_fear_greed_index): "fear_greed",
|
||
executor.submit(_fetch_vix): "vix",
|
||
executor.submit(_fetch_dollar_index): "dxy",
|
||
executor.submit(_fetch_yield_curve): "yield_curve",
|
||
executor.submit(_fetch_vxn): "vxn",
|
||
executor.submit(_fetch_gvz): "gvz",
|
||
executor.submit(_fetch_put_call_ratio): "vix_term",
|
||
}
|
||
|
||
results = {}
|
||
for future in as_completed(futures):
|
||
key = futures[future]
|
||
try:
|
||
results[key] = future.result()
|
||
except Exception as e:
|
||
logger.error(f"Failed to fetch {key}: {e}")
|
||
results[key] = None
|
||
|
||
# Log summary
|
||
logger.info(f"Sentiment data fetched: Fear&Greed={results.get('fear_greed', {}).get('value')}, "
|
||
f"VIX={results.get('vix', {}).get('value')}, DXY={results.get('dxy', {}).get('value')}")
|
||
|
||
data = {
|
||
"fear_greed": results.get("fear_greed") or {"value": 50, "classification": "Neutral"},
|
||
"vix": results.get("vix") or {"value": 0, "level": "unknown"},
|
||
"dxy": results.get("dxy") or {"value": 0, "level": "unknown"},
|
||
"yield_curve": results.get("yield_curve") or {"spread": 0, "level": "unknown"},
|
||
"vxn": results.get("vxn") or {"value": 0, "level": "unknown"},
|
||
"gvz": results.get("gvz") or {"value": 0, "level": "unknown"},
|
||
"vix_term": results.get("vix_term") or {"value": 1.0, "level": "unknown"},
|
||
"timestamp": int(time.time())
|
||
}
|
||
|
||
_set_cached("market_sentiment", data, 21600) # 6 hours cache
|
||
|
||
return jsonify({"code": 1, "msg": "success", "data": data})
|
||
|
||
except Exception as e:
|
||
logger.error(f"market_sentiment failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|
||
|
||
|
||
@global_market_bp.route("/opportunities", methods=["GET"])
|
||
@login_required
|
||
def trading_opportunities():
|
||
"""
|
||
Scan for trading opportunities based on technical indicators.
|
||
"""
|
||
try:
|
||
cached = _get_cached("trading_opportunities", 60)
|
||
if cached:
|
||
return jsonify({"code": 1, "msg": "success", "data": cached})
|
||
|
||
opportunities = []
|
||
|
||
# Get crypto data
|
||
crypto_data = _get_cached("crypto_prices")
|
||
if not crypto_data:
|
||
crypto_data = _fetch_crypto_prices()
|
||
|
||
# Analyze crypto for opportunities
|
||
for coin in crypto_data[:15]:
|
||
change = coin.get("change_24h", 0)
|
||
change_7d = coin.get("change_7d", 0)
|
||
symbol = coin.get("symbol", "")
|
||
name = coin.get("name", "")
|
||
price = coin.get("price", 0)
|
||
|
||
signal = None
|
||
strength = "medium"
|
||
reason = ""
|
||
impact = "neutral"
|
||
|
||
if change > 15:
|
||
signal = "overbought"
|
||
strength = "strong"
|
||
reason = f"24h涨幅{change:.1f}%,7日涨幅{change_7d:.1f}%,短期超买风险"
|
||
impact = "bearish"
|
||
elif change > 8:
|
||
signal = "bullish_momentum"
|
||
strength = "medium"
|
||
reason = f"24h涨幅{change:.1f}%,上涨动能强劲"
|
||
impact = "bullish"
|
||
elif change < -15:
|
||
signal = "oversold"
|
||
strength = "strong"
|
||
reason = f"24h跌幅{abs(change):.1f}%,可能超卖反弹"
|
||
impact = "bullish"
|
||
elif change < -8:
|
||
signal = "bearish_momentum"
|
||
strength = "medium"
|
||
reason = f"24h跌幅{abs(change):.1f}%,下跌趋势明显"
|
||
impact = "bearish"
|
||
|
||
if signal:
|
||
opportunities.append({
|
||
"symbol": symbol,
|
||
"name": name,
|
||
"price": price,
|
||
"change_24h": change,
|
||
"change_7d": change_7d,
|
||
"signal": signal,
|
||
"strength": strength,
|
||
"reason": reason,
|
||
"impact": impact,
|
||
"market": "crypto",
|
||
"timestamp": int(time.time())
|
||
})
|
||
|
||
# Sort by absolute change
|
||
opportunities.sort(key=lambda x: abs(x.get("change_24h", 0)), reverse=True)
|
||
|
||
_set_cached("trading_opportunities", opportunities, 60)
|
||
|
||
return jsonify({"code": 1, "msg": "success", "data": opportunities})
|
||
|
||
except Exception as e:
|
||
logger.error(f"trading_opportunities failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|
||
|
||
|
||
@global_market_bp.route("/refresh", methods=["POST"])
|
||
@login_required
|
||
def refresh_data():
|
||
"""
|
||
Force refresh all market data (clears cache).
|
||
"""
|
||
try:
|
||
global _cache
|
||
_cache = {}
|
||
return jsonify({"code": 1, "msg": "Cache cleared successfully", "data": None})
|
||
except Exception as e:
|
||
logger.error(f"refresh_data failed: {e}", exc_info=True)
|
||
return jsonify({"code": 0, "msg": str(e), "data": None}), 500
|