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Detect 10:15-10:30 morning break in trading session clock.

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Split day session into 9:00-10:15 and 10:30-11:30; show 上午休盘 status and countdown to 10:30 reopen.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-29 10:27:21 +08:00
parent 19676943d0
commit 7ce59d2d71
2 changed files with 73 additions and 55 deletions
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kline_stream.py
+1 -21
View File
@@ -18,6 +18,7 @@ from zoneinfo import ZoneInfo
from kline_chart import fetch_market_klines, ths_to_sina_chart_symbol
from kline_store import is_cache_fresh, load_meta, ensure_kline_tables
from market_sessions import is_trading_session
logger = logging.getLogger(__name__)
TZ = ZoneInfo("Asia/Shanghai")
@@ -27,27 +28,6 @@ FAST_PERIODS = frozenset({
})
def is_trading_session() -> bool:
d = datetime.now(TZ)
wd = d.weekday()
if wd == 6:
return False
if wd == 5 and d.hour < 21:
return False
t = d.hour * 60 + d.minute
def in_range(sh: int, sm: int, eh: int, em: int) -> bool:
return t >= sh * 60 + sm and t < eh * 60 + em
if in_range(9, 0, 11, 30):
return True
if in_range(13, 30, 15, 0):
return True
if in_range(21, 0, 24, 0):
return True
if in_range(0, 0, 2, 30):
return True
return False
def sse_format(event: str, data: dict) -> str:
return f"event: {event}\ndata: {json.dumps(data, ensure_ascii=False)}\n\n"
market_sessions.py
+72 -34
View File
@@ -15,52 +15,82 @@ TZ = ZoneInfo("Asia/Shanghai")
# 各交易段开盘时刻 (时, 分)
SESSION_OPENS = (
(9, 0),
(10, 30), # 上午小节休息后续盘
(13, 30),
(21, 0),
)
# 日盘各连续交易段 (start_h, start_m, end_h, end_m)，左闭右开
_DAY_SEGMENTS = (
(9, 0, 10, 15),
(10, 30, 11, 30),
(13, 30, 15, 0),
)
def is_trading_session(now: Optional[datetime] = None) -> bool:
def _normalize_dt(now: Optional[datetime] = None) -> datetime:
d = now or datetime.now(TZ)
if d.tzinfo is None:
d = d.replace(tzinfo=TZ)
else:
d = d.astimezone(TZ)
return d.replace(tzinfo=TZ)
return d.astimezone(TZ)
def _minutes_of_day(d: datetime) -> int:
return d.hour * 60 + d.minute
def _in_time_range(t: int, sh: int, sm: int, eh: int, em: int) -> bool:
return t >= sh * 60 + sm and t < eh * 60 + em
def is_trading_session(now: Optional[datetime] = None) -> bool:
d = _normalize_dt(now)
wd = d.weekday()
if wd == 6:
return False
if wd == 5 and d.hour < 21:
return False
t = d.hour * 60 + d.minute
def in_range(sh: int, sm: int, eh: int, em: int) -> bool:
return t >= sh * 60 + sm and t < eh * 60 + em
if in_range(9, 0, 11, 30):
t = _minutes_of_day(d)
for sh, sm, eh, em in _DAY_SEGMENTS:
if _in_time_range(t, sh, sm, eh, em):
return True
if _in_time_range(t, 21, 0, 24, 0):
return True
if in_range(13, 30, 15, 0):
return True
if in_range(21, 0, 24, 0):
return True
if in_range(0, 0, 2, 30):
if _in_time_range(t, 0, 0, 2, 30):
return True
return False
def is_morning_break(now: Optional[datetime] = None) -> bool:
"""10:15–10:30 上午小节休息。"""
d = _normalize_dt(now)
if d.weekday() >= 5:
return False
t = _minutes_of_day(d)
return _in_time_range(t, 10, 15, 10, 30)
def is_lunch_break(now: Optional[datetime] = None) -> bool:
"""11:30–13:30 午间休盘。"""
d = _normalize_dt(now)
if d.weekday() >= 5:
return False
t = _minutes_of_day(d)
return _in_time_range(t, 11, 30, 13, 30)
def is_night_trading_session(now: Optional[datetime] = None) -> bool:
"""当前是否处于夜盘时段（21:00–02:30，且整体仍在交易时段内）。"""
if not is_trading_session(now):
return False
d = now or datetime.now(TZ)
if d.tzinfo is None:
d = d.replace(tzinfo=TZ)
else:
d = d.astimezone(TZ)
t = d.hour * 60 + d.minute
d = _normalize_dt(now)
t = _minutes_of_day(d)
return t >= 21 * 60 or t < 2 * 60 + 30
def _session_open_allowed(day: datetime, hour: int, minute: int) -> bool:
wd = day.weekday()
if (hour, minute) == (9, 0) or (hour, minute) == (13, 30):
if (hour, minute) in ((9, 0), (10, 30), (13, 30)):
return wd < 5
if (hour, minute) == (21, 0):
if wd < 5:
@@ -95,11 +125,7 @@ def iter_session_starts(
def minutes_until_next_session(now: Optional[datetime] = None) -> Optional[float]:
d = now or datetime.now(TZ)
if d.tzinfo is None:
d = d.replace(tzinfo=TZ)
else:
d = d.astimezone(TZ)
d = _normalize_dt(now)
starts = iter_session_starts(d, hours_ahead=48)
if not starts:
return None
@@ -110,6 +136,8 @@ def _session_open_label(dt: datetime) -> str:
h, m = dt.hour, dt.minute
if (h, m) == (9, 0):
return "日盘开盘"
if (h, m) == (10, 30):
return "上午续盘"
if (h, m) == (13, 30):
return "午盘开盘"
if (h, m) == (21, 0):
@@ -117,6 +145,16 @@ def _session_open_label(dt: datetime) -> str:
return "开盘"
def _session_status_label(d: datetime, in_sess: bool) -> str:
if in_sess:
return "交易时间段"
if is_morning_break(d):
return "上午休盘"
if is_lunch_break(d):
return "午间休盘"
return "非交易时间段"
def _fmt_countdown(seconds: int) -> str:
s = max(0, int(seconds))
h, rem = divmod(s, 3600)
@@ -142,12 +180,16 @@ def _night_close_dt(d: datetime) -> datetime:
def _current_break_close(d: datetime) -> tuple[Optional[datetime], Optional[datetime], Optional[str], Optional[str]]:
"""当前交易段内的休盘/收盘时刻与标签。"""
t = d.hour * 60 + d.minute
if 9 * 60 <= t < 11 * 60 + 30:
t = _minutes_of_day(d)
if _in_time_range(t, 9, 0, 10, 15):
br = d.replace(hour=10, minute=15, second=0, microsecond=0)
cl = _day_close_dt(d)
return br, cl, "上午休盘", "日盘收盘"
if _in_time_range(t, 10, 30, 11, 30):
br = d.replace(hour=11, minute=30, second=0, microsecond=0)
cl = _day_close_dt(d)
return br, cl, "午间休盘", "日盘收盘"
if 13 * 60 + 30 <= t < 15 * 60:
if _in_time_range(t, 13, 30, 15, 0):
cl = _day_close_dt(d)
return None, cl, None, "日盘收盘"
if t >= 21 * 60 or t < 2 * 60 + 30:
@@ -158,17 +200,13 @@ def _current_break_close(d: datetime) -> tuple[Optional[datetime], Optional[date
def trading_session_clock(now: Optional[datetime] = None) -> dict:
"""顶栏展示：当前时间、交易状态、距开盘/休盘/收盘倒计时。"""
d = now or datetime.now(TZ)
if d.tzinfo is None:
d = d.replace(tzinfo=TZ)
else:
d = d.astimezone(TZ)
d = _normalize_dt(now)
in_sess = is_trading_session(d)
out = {
"now": d.strftime("%Y-%m-%d %H:%M:%S"),
"now_time": d.strftime("%m-%d %H:%M:%S"),
"in_session": in_sess,
"status_label": "交易时间段" if in_sess else "非交易时间段",
"status_label": _session_status_label(d, in_sess),
}
if not in_sess:
starts = iter_session_starts(d, hours_ahead=72)