"""시장 overview API. GET /api/markets/movers ?market=KOSPI|KOSDAQ|ALL (기본 ALL) ?limit=10 (각 카테고리 별 상위 N) 응답 (4 카테고리): - gainers : 등락률 상위 (전일종가 대비 상승%) - losers : 등락률 하위 (하락%) - by_volume : 거래량 상위 (당일 volume) - by_trading_value: 거래대금 상위 (close × volume, 원 단위) ohlcv_daily 에서 가장 최근 2 거래일을 잡아 비교한다. 데이터가 한 종목당 2 일치 이상 없을 때는 그 종목은 자연 누락된다. GET /api/markets/related/{code} ?limit=8 같은 market 에서 등락률이 비슷한 (또는 가장 활발한) 종목 N 개. sector 컬럼은 비어있는 경우가 많아, market 동질성만으로 묶는다. """ from __future__ import annotations from fastapi import APIRouter, HTTPException, Query from sqlalchemy import text from app.db.connection import get_engine router = APIRouter(prefix="/api/markets", tags=["markets"]) def _movers_sql(where_market: str) -> str: """ohlcv_daily 에서 종목별 최신 2일 비교 + 카테고리 분류. market filter 는 symbols 테이블에서 적용. WITH … AS 안에 :market 바인딩이 있는 단일 쿼리. """ return f""" WITH last_dates AS ( SELECT DISTINCT date FROM ohlcv_daily ORDER BY date DESC LIMIT 2 ), ordered AS ( SELECT MAX(date) AS d0, MIN(date) AS d1 FROM last_dates ), symb AS ( SELECT code, name, market FROM symbols WHERE active = TRUE {where_market} ), latest AS ( SELECT o.code, o.close AS close0, o.volume AS volume0 FROM ohlcv_daily o, ordered WHERE o.date = ordered.d0 ), prev AS ( SELECT o.code, o.close AS close1 FROM ohlcv_daily o, ordered WHERE o.date = ordered.d1 ) SELECT s.code, s.name, s.market, l.close0 AS close, p.close1 AS prev_close, l.volume0 AS volume, CASE WHEN p.close1 > 0 THEN (l.close0 - p.close1) / p.close1 * 100 ELSE NULL END AS pct_change, (l.close0 * l.volume0) AS trading_value FROM symb s JOIN latest l ON l.code = s.code JOIN prev p ON p.code = s.code WHERE l.close0 IS NOT NULL AND p.close1 IS NOT NULL """ @router.get("/movers") def movers( market: str = Query(default="ALL", pattern="^(ALL|KOSPI|KOSDAQ)$"), limit: int = Query(default=10, ge=1, le=50), ) -> dict: where_market = "" if market == "ALL" else "AND market = :market" params: dict[str, object] = {"lim": limit} if market != "ALL": params["market"] = market eng = get_engine() base_sql = _movers_sql(where_market) with eng.connect() as conn: gainers = conn.execute( text(base_sql + " ORDER BY pct_change DESC NULLS LAST LIMIT :lim"), params, ).all() losers = conn.execute( text(base_sql + " ORDER BY pct_change ASC NULLS LAST LIMIT :lim"), params, ).all() by_volume = conn.execute( text(base_sql + " ORDER BY volume DESC NULLS LAST LIMIT :lim"), params, ).all() by_trading_value = conn.execute( text(base_sql + " ORDER BY trading_value DESC NULLS LAST LIMIT :lim"), params, ).all() def _row(r) -> dict: return { "code": r[0], "name": r[1], "market": r[2], "close": float(r[3]) if r[3] is not None else None, "prev_close": float(r[4]) if r[4] is not None else None, "volume": int(r[5]) if r[5] is not None else None, "pct_change": float(r[6]) if r[6] is not None else None, "trading_value": float(r[7]) if r[7] is not None else None, } return { "market": market, "limit": limit, "gainers": [_row(r) for r in gainers], "losers": [_row(r) for r in losers], "by_volume": [_row(r) for r in by_volume], "by_trading_value": [_row(r) for r in by_trading_value], } @router.get("/indices") def indices(days: int = Query(default=60, ge=2, le=400)) -> dict: """KOSPI / KOSDAQ 지수 N일 종가 시계열. macro_daily 에 yfinance 가 채우는 'kospi','kosdaq' key 를 그대로 읽음. 채워져 있지 않으면 series 가 빈 배열로 반환되어 프런트가 '데이터 준비 중' 안내. """ sql = text( """ SELECT date, key, value FROM macro_daily WHERE key IN ('kospi','kosdaq') AND date >= (CURRENT_DATE - (:d || ' day')::interval) ORDER BY date ASC """ ) eng = get_engine() with eng.connect() as conn: rows = conn.execute(sql, {"d": days}).all() series: dict[str, list[dict]] = {"kospi": [], "kosdaq": []} for r in rows: d, k, v = r[0], r[1], r[2] if v is None: continue series.setdefault(k, []).append({"date": str(d), "value": float(v)}) def _summary(pts: list[dict]) -> dict: if not pts: return {"latest": None, "prev": None, "pct_change": None} latest = pts[-1]["value"] prev = pts[-2]["value"] if len(pts) >= 2 else None pct = ((latest - prev) / prev * 100) if (prev and prev > 0) else None return {"latest": latest, "prev": prev, "pct_change": pct} return { "days": days, "indices": [ { "key": "kospi", "name": "KOSPI", "points": series["kospi"], **_summary(series["kospi"]), }, { "key": "kosdaq", "name": "KOSDAQ", "points": series["kosdaq"], **_summary(series["kosdaq"]), }, ], } @router.get("/related/{code}") def related(code: str, limit: int = Query(default=8, ge=1, le=30)) -> dict: """같은 market 에서 등락률 절대값 기준 가까운 종목 N 개. sector 컬럼은 시드 단계에서 NULL 인 경우가 많아 market 만으로 동질성을 잡는다. 백엔드가 sector 분류를 채우게 되면 같은 sector 우선 정렬로 강화할 수 있음. """ eng = get_engine() with eng.connect() as conn: target = conn.execute( text("SELECT market FROM symbols WHERE code = :c"), {"c": code}, ).first() if not target: raise HTTPException(status_code=404, detail=f"unknown code: {code}") market = target[0] rows = conn.execute( text( _movers_sql("AND market = :market AND code <> :c") + " ORDER BY volume DESC NULLS LAST LIMIT :lim" ), {"market": market, "c": code, "lim": limit}, ).all() return { "code": code, "market": market, "items": [ { "code": r[0], "name": r[1], "market": r[2], "close": float(r[3]) if r[3] is not None else None, "prev_close": float(r[4]) if r[4] is not None else None, "volume": int(r[5]) if r[5] is not None else None, "pct_change": float(r[6]) if r[6] is not None else None, } for r in rows ], }