From 0597ac74757e223c17a6477ff49d69a559168279 Mon Sep 17 00:00:00 2001 From: "Somhairle H. Marisol" Date: Tue, 22 Sep 2026 00:19:09 +0800 Subject: Add real AKShare NAV-date probe slice (3d-12) --- src/FundLab.Api/App.fs | 39 ++++++++++++++++++++++++-- src/FundLab.Api/FundLab.Api.fsproj | 5 ++-- src/FundLab.Api/NavDateProbe.fs | 57 ++++++++++++++++++++++++++++++++++++++ src/FundLab.Api/Persistence.fs | 20 ++++++++++--- src/FundLab.Api/Program.fs | 3 +- 5 files changed, 114 insertions(+), 10 deletions(-) create mode 100644 src/FundLab.Api/NavDateProbe.fs (limited to 'src/FundLab.Api') diff --git a/src/FundLab.Api/App.fs b/src/FundLab.Api/App.fs index 34b4f2d..370f503 100644 --- a/src/FundLab.Api/App.fs +++ b/src/FundLab.Api/App.fs @@ -331,6 +331,12 @@ type MarketDataNavApiResponse = observations: MarketDataObservationApiResponse list } +type MarketNavDatesApiResponse = + { + code: string + dates: string list + } + module App = let addOptionFriendlyJson (services: IServiceCollection) = let settings = @@ -1634,7 +1640,23 @@ module App = GET >=> routef "/instruments/%s/nav" (getNav marketData) ] - let private createApplicationInternal (repository: FundRepository) (marketData: IMarketDataService option) : HttpHandler = + let private getMarketNavDates (probe: INavDateProbe) : HttpHandler = + fun next ctx -> + let code = ctx.Request.Query["code"].ToString() + + match probe.RecentNavDates(code, 5, ctx.RequestAborted) with + | Ok dates -> + json ({ code = code.Trim(); dates = dates |> List.map dateText } : MarketNavDatesApiResponse) next ctx + | Error failure -> marketDataError failure next ctx + + let private navDateProbeRoutes (probe: INavDateProbe) = + [ GET >=> route "/market/nav-dates" >=> getMarketNavDates probe ] + + let private createApplicationInternal + (repository: FundRepository) + (marketData: IMarketDataService option) + (navDateProbe: INavDateProbe option) + : HttpHandler = let apiRoutes = [ GET >=> route "/portfolio/summary" >=> emptyPortfolio @@ -1665,6 +1687,7 @@ module App = GET >=> routef "/funds/%s" (getFund repository) ] @ (marketData |> Option.map marketDataRoutes |> Option.defaultValue []) + @ (navDateProbe |> Option.map navDateProbeRoutes |> Option.defaultValue []) choose [ GET >=> route "/health" >=> health @@ -1676,7 +1699,17 @@ module App = ] let createApplicationWithMarketData (repository: FundRepository) (marketData: IMarketDataService) : HttpHandler = - createApplicationInternal repository (Some marketData) + createApplicationInternal repository (Some marketData) None + + let createApplicationWithNavDateProbe (repository: FundRepository) (probe: INavDateProbe) : HttpHandler = + createApplicationInternal repository None (Some probe) + + let createApplicationWithMarketDataAndProbe + (repository: FundRepository) + (marketData: IMarketDataService) + (probe: INavDateProbe) + : HttpHandler = + createApplicationInternal repository (Some marketData) (Some probe) let createApplication (repository: FundRepository) : HttpHandler = - createApplicationInternal repository None + createApplicationInternal repository None None diff --git a/src/FundLab.Api/FundLab.Api.fsproj b/src/FundLab.Api/FundLab.Api.fsproj index 04724c0..ed2c637 100644 --- a/src/FundLab.Api/FundLab.Api.fsproj +++ b/src/FundLab.Api/FundLab.Api.fsproj @@ -17,8 +17,9 @@ - - + + + diff --git a/src/FundLab.Api/NavDateProbe.fs b/src/FundLab.Api/NavDateProbe.fs new file mode 100644 index 0000000..0437fd8 --- /dev/null +++ b/src/FundLab.Api/NavDateProbe.fs @@ -0,0 +1,57 @@ +namespace FundLab.Api + +open System +open System.Collections.Concurrent +open System.Threading + +/// Read-only probe that returns the most recent NAV dates for a fund code. +/// +/// This is the "real data first" seam for the market NAV-date endpoint: the only +/// implementation talks to the AKShare collector, and there is deliberately no +/// synthetic fallback. A failed probe surfaces as a MarketDataFailure so the API +/// can answer 503 with the underlying reason instead of inventing dates. +type INavDateProbe = + abstract RecentNavDates: code: string * limit: int * CancellationToken -> Result + +/// AKShare-backed probe. Successful lookups are memoised per fund code +/// (the F# equivalent of functools.lru_cache) so repeated UI reads during one +/// process do not re-spawn the collector; failures are never cached. +type AkshareNavDateProbe(collector: IMarketDataCollector) = + let cache = ConcurrentDictionary(StringComparer.Ordinal) + + let isFundCode (value: string) = + not (String.IsNullOrWhiteSpace value) + && value.Length = 6 + && value |> Seq.forall Char.IsDigit + + let clip limit = + if limit < 1 then 1 + elif limit > 60 then 60 + else limit + + member _.Clear() = cache.Clear() + + interface INavDateProbe with + member _.RecentNavDates(code, limit, token) = + let normalized = if isNull code then "" else code.Trim() + + if not (isFundCode normalized) then + Error(InvalidMarketDataRequest "fund code must contain exactly six digits") + else + match cache.TryGetValue normalized with + | true, cached -> Ok(cached |> List.truncate (clip limit)) + | _ -> + match collector.FetchNav(normalized, token) with + | Error message -> Error(MarketDataCollectorUnavailable message) + | Ok json -> + match MarketData.parseNavPayload json with + | Error message -> Error(InvalidMarketDataPayload message) + | Ok payload -> + let dates = + payload.Observations + |> List.map (fun observation -> observation.NavDate) + |> List.distinct + |> List.sortDescending + + cache.[normalized] <- dates + Ok(dates |> List.truncate (clip limit)) diff --git a/src/FundLab.Api/Persistence.fs b/src/FundLab.Api/Persistence.fs index 7a7ab32..6028b7c 100644 --- a/src/FundLab.Api/Persistence.fs +++ b/src/FundLab.Api/Persistence.fs @@ -59,6 +59,18 @@ module ConfirmationPolicy = let candidate = if local.TimeOfDay >= cutoffTimeOfDay then date.AddDays 1 else date rollToWeekday candidate + /// Calendar date used to bucket events (cash flows, holdings) on the returns + /// timeline. Shares the FUND_LAB_TEST_TRADE_DATE anchor with tradeDateFor so a + /// pinned suite does not drift when the host crosses midnight; production (no + /// pin) is exactly the Shanghai calendar date of the moment. + let eventDateFor (moment: DateTimeOffset) : DateOnly = + match Environment.GetEnvironmentVariable("FUND_LAB_TEST_TRADE_DATE") with + | value when not (String.IsNullOrWhiteSpace value) -> + match DateOnly.TryParseExact(value, "yyyy-MM-dd", CultureInfo.InvariantCulture, DateTimeStyles.None) with + | true, anchored -> anchored + | _ -> shanghaiDate moment + | _ -> shanghaiDate moment + type NavQuote = { NavDate: DateOnly Nav: decimal @@ -4867,7 +4879,7 @@ type FundRepository(connectionString: string) = match this.GetFund fundId with | None -> None | Some fund -> - let today = ConfirmationPolicy.shanghaiDate DateTimeOffset.UtcNow + let today = ConfirmationPolicy.eventDateFor DateTimeOffset.UtcNow let deposits = this.GetCapitalDeposits fundId let orders = this.GetSubscriptionOrders fundId let redemptions = this.GetRedemptionOrders fundId @@ -4902,7 +4914,7 @@ type FundRepository(connectionString: string) = |> List.map (fun observation -> observation.NavDate)) |> Set.ofList - let creationDate = ConfirmationPolicy.shanghaiDate fund.CreatedAt + let creationDate = ConfirmationPolicy.eventDateFor fund.CreatedAt let dividendCredited = dividends @@ -4926,7 +4938,7 @@ type FundRepository(connectionString: string) = else let eventDates = [ yield creationDate - yield! deposits |> List.map (fun deposit -> ConfirmationPolicy.shanghaiDate deposit.CreatedAt) + yield! deposits |> List.map (fun deposit -> ConfirmationPolicy.eventDateFor deposit.CreatedAt) yield! orders |> List.map (fun order -> order.TradeDate) yield! redemptions |> List.map (fun order -> order.TradeDate) yield! dividendCredited |> List.map (fun record -> record.NavDate) ] @@ -4964,7 +4976,7 @@ type FundRepository(connectionString: string) = for date in dates do for deposit in deposits do - if ConfirmationPolicy.shanghaiDate deposit.CreatedAt = date then + if ConfirmationPolicy.eventDateFor deposit.CreatedAt = date then availableCash <- availableCash + deposit.Amount cumulativeDeposits <- cumulativeDeposits + deposit.Amount diff --git a/src/FundLab.Api/Program.fs b/src/FundLab.Api/Program.fs index b7d0ef6..ba5936e 100644 --- a/src/FundLab.Api/Program.fs +++ b/src/FundLab.Api/Program.fs @@ -19,8 +19,9 @@ let main argv = repository.EnsureSchema() let collector = ProcessMarketDataCollector.FromEnvironment() :> IMarketDataCollector let marketData = MarketDataService(repository, collector) :> IMarketDataService + let navDateProbe = AkshareNavDateProbe(collector) :> INavDateProbe let app = builder.Build() - app.UseGiraffe(App.createApplicationWithMarketData repository marketData) + app.UseGiraffe(App.createApplicationWithMarketDataAndProbe repository marketData navDateProbe) app.Run() 0 -- cgit v1.2.3