merge(HEL-193): 以 .11 线上基线 013ed29 整合行情历史补档 8e94c7b（HEL-190/HEL-199）

- 合入 agent/agent/ebb4e3e0638a：真实交易日历补最近60日快照 + sys.path 引导返工
- architecture-inventory 于合并后重新生成

Co-authored-by: multica-agent <github@multica.ai>

backend/features/market/backfill_history.py

@@ -0,0 +1,202 @@
+"""Auditable recent-trading-day snapshot backfill helpers.
+
+Planning and backup stay free of provider imports so feature boundary tests remain green.
+The service layer supplies open trading dates from the live calendar and executes sync.
+"""
+
+from __future__ import annotations
+
+import sqlite3
+from datetime import date, datetime, timedelta
+from pathlib import Path
+from typing import Any, Iterable
+
+
+MAX_RANGE_TRADING_DAYS = 15
+MAX_RECENT_TRADING_DAYS = 60
+DEFAULT_RECENT_TRADING_DAYS = 60
+
+# Tables touched by a successful historical dashboard sync. User / token / model
+# tables must never appear here.
+SNAPSHOT_BACKFILL_WRITE_TABLES = frozenset(
+    {
+        "dashboard_snapshots",
+        "data_snapshots",
+        "sync_runs",
+    }
+)
+
+
+def clamp_recent_lookback(lookback: int) -> int:
+    value = int(lookback)
+    if value < 1:
+        raise ValueError("回补交易日数量至少为 1。")
+    if value > MAX_RECENT_TRADING_DAYS:
+        raise ValueError(f"单次最多回补最近 {MAX_RECENT_TRADING_DAYS} 个交易日。")
+    return value
+
+
+def calendar_window_start(end_date: str, lookback: int) -> str:
+    """Natural-day lower bound large enough to cover lookback open sessions."""
+    end = datetime.strptime(end_date, "%Y%m%d").date()
+    span = max(40, int(lookback * 2) + 20)
+    return (end - timedelta(days=span)).strftime("%Y%m%d")
+
+
+def select_open_trade_dates(
+    calendar_rows: Iterable[dict[str, Any]],
+    end_date: str,
+    lookback: int,
+) -> list[str]:
+    """Pick the last ``lookback`` open SSE sessions on or before ``end_date``."""
+    lookback = clamp_recent_lookback(lookback)
+    end = normalize_compact_date(end_date)
+    open_dates = sorted(
+        {
+            normalize_compact_date(str(row.get("cal_date") or ""))
+            for row in calendar_rows
+            if int(row.get("is_open") or 0) == 1 and row.get("cal_date")
+        }
+    )
+    open_dates = [item for item in open_dates if item <= end]
+    if not open_dates:
+        raise ValueError("交易日历未返回可用交易日，请检查行情 Token。")
+    return open_dates[-lookback:]
+
+
+def select_open_trade_dates_in_range(
+    calendar_rows: Iterable[dict[str, Any]],
+    start_date: str,
+    end_date: str,
+    *,
+    maximum: int = MAX_RANGE_TRADING_DAYS,
+) -> tuple[list[str], list[str]]:
+    """Return (open_dates, skipped_non_trading_days) inside an inclusive range."""
+    start = normalize_compact_date(start_date)
+    end = normalize_compact_date(end_date)
+    if start > end:
+        raise ValueError("开始日期不能晚于结束日期。")
+    open_set = {
+        normalize_compact_date(str(row.get("cal_date") or ""))
+        for row in calendar_rows
+        if int(row.get("is_open") or 0) == 1 and row.get("cal_date")
+    }
+    open_dates: list[str] = []
+    skipped: list[str] = []
+    cursor = datetime.strptime(start, "%Y%m%d").date()
+    last = datetime.strptime(end, "%Y%m%d").date()
+    while cursor <= last:
+        compact = cursor.strftime("%Y%m%d")
+        if compact in open_set:
+            open_dates.append(compact)
+        else:
+            skipped.append(compact)
+        cursor += timedelta(days=1)
+    if len(open_dates) > maximum:
+        raise ValueError(f"单次最多回补 {maximum} 个交易日。")
+    return open_dates, skipped
+
+
+def classify_snapshot_coverage(
+    trade_dates: list[str],
+    existing_dates: Iterable[str],
+) -> dict[str, Any]:
+    present_set = {
+        normalize_compact_date(item)
+        for item in existing_dates
+        if item
+    }
+    present = [item for item in trade_dates if item in present_set]
+    missing = [item for item in trade_dates if item not in present_set]
+    return {
+        "trade_dates": list(trade_dates),
+        "present": present,
+        "missing": missing,
+        "present_count": len(present),
+        "missing_count": len(missing),
+    }
+
+
+def create_sqlite_backup(
+    source_path: Path,
+    backup_dir: Path,
+    *,
+    label: str = "pre-backfill",
+    stamped_at: datetime | None = None,
+) -> Path:
+    """Create a timestamped SQLite backup via the native backup API."""
+    source = Path(source_path)
+    if not source.exists():
+        raise FileNotFoundError(f"数据库不存在：{source}")
+    stamp = (stamped_at or datetime.now().astimezone()).strftime("%Y%m%d-%H%M%S")
+    safe_label = "".join(ch if ch.isalnum() or ch in "-_" else "-" for ch in label).strip("-") or "backup"
+    backup_dir = Path(backup_dir)
+    backup_dir.mkdir(parents=True, exist_ok=True)
+    target = backup_dir / f"review-{safe_label}-{stamp}.db"
+    source_conn = sqlite3.connect(f"file:{source}?mode=ro", uri=True)
+    try:
+        target_conn = sqlite3.connect(target)
+        try:
+            source_conn.backup(target_conn)
+            target_conn.commit()
+        finally:
+            target_conn.close()
+    finally:
+        source_conn.close()
+    return target
+
+
+def display_date(compact: str) -> str:
+    value = normalize_compact_date(compact)
+    return f"{value[:4]}-{value[4:6]}-{value[6:8]}"
+
+
+def normalize_compact_date(value: str) -> str:
+    compact = str(value or "").replace("-", "").strip()
+    if len(compact) != 8 or not compact.isdigit():
+        raise ValueError("日期格式应为 YYYY-MM-DD。")
+    datetime.strptime(compact, "%Y%m%d")
+    return compact
+
+
+def build_backfill_audit(
+    *,
+    mode: str,
+    end_date: str,
+    lookback: int | None,
+    coverage: dict[str, Any],
+    skipped_non_trading_days: list[str] | None = None,
+    backup_path: str | None = None,
+    dry_run: bool = False,
+    results: list[dict[str, Any]] | None = None,
+) -> dict[str, Any]:
+    results = list(results or [])
+    succeeded = [row for row in results if row.get("status") == "success"]
+    skipped = [row for row in results if row.get("status") == "skipped"]
+    failed = [row for row in results if row.get("status") == "failed"]
+    return {
+        "ok": not failed,
+        "mode": mode,
+        "dry_run": dry_run,
+        "end_date": display_date(end_date),
+        "lookback": lookback,
+        "backup_path": backup_path,
+        "write_tables": sorted(SNAPSHOT_BACKFILL_WRITE_TABLES),
+        "trade_dates": [display_date(item) for item in coverage.get("trade_dates") or []],
+        "present": [display_date(item) for item in coverage.get("present") or []],
+        "missing": [display_date(item) for item in coverage.get("missing") or []],
+        "skipped_non_trading_days": [
+            display_date(item) for item in (skipped_non_trading_days or [])
+        ],
+        "present_count": int(coverage.get("present_count") or 0),
+        "missing_count": int(coverage.get("missing_count") or 0),
+        "results": results,
+        "succeeded_count": len(succeeded),
+        "skipped_count": len(skipped),
+        "failed_count": len(failed),
+        "created_dates": [
+            str(row.get("trade_date") or "")
+            for row in succeeded
+            if row.get("action") == "created"
+        ],
+    }

backend/features/market/repository.py

@@ -227,6 +227,31 @@ class MarketRepositoryMixin:
             result.append(payload)
         return result
 
+    def list_snapshot_trade_dates(
+        self,
+        start_date: str = "",
+        end_date: str = "",
+    ) -> list[str]:
+        clauses: list[str] = []
+        parameters: list[Any] = []
+        if start_date:
+            clauses.append("trade_date >= ?")
+            parameters.append(start_date)
+        if end_date:
+            clauses.append("trade_date <= ?")
+            parameters.append(end_date)
+        where = f"WHERE {' AND '.join(clauses)}" if clauses else ""
+        with self.connect() as connection:
+            rows = connection.execute(
+                f"""
+                SELECT trade_date FROM dashboard_snapshots
+                {where}
+                ORDER BY trade_date
+                """,
+                parameters,
+            ).fetchall()
+        return [str(row["trade_date"]) for row in rows]
+
     def start_sync(self, trade_date: str, source: str) -> int:
         started_at = datetime.now().astimezone().isoformat(timespec="seconds")
         with self.connect() as connection:

backend/features/market/service.py

@@ -3,9 +3,11 @@ from __future__ import annotations
 import copy
 import re
 from datetime import date, datetime, time as dt_time, timedelta
+from pathlib import Path
 from typing import Any
 
 from backend.bootstrap.config import (
+    DATA_DIR,
     normalize_date,
     tushare_code,
     validate_stock_code,
@@ -13,6 +15,17 @@ from backend.bootstrap.config import (
 )
 from backend.data.providers.ifind_client import IfindError
 from backend.data.providers.tushare_client import TushareClient, TushareError
+from backend.features.market.backfill_history import (
+    DEFAULT_RECENT_TRADING_DAYS,
+    MAX_RANGE_TRADING_DAYS,
+    build_backfill_audit,
+    calendar_window_start,
+    classify_snapshot_coverage,
+    create_sqlite_backup,
+    display_date,
+    select_open_trade_dates,
+    select_open_trade_dates_in_range,
+)
 from backend.features.market.charts import ChartDataError
 from backend.features.market.insights import MarketInsightsService
 from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
@@ -890,31 +903,226 @@ class MarketServiceMixin:
             "intraday": intraday_points,
         }
 
-    def backfill(self, start_date: str, end_date: str) -> list[dict[str, Any]]:
-        start = datetime.strptime(normalize_date(start_date), "%Y%m%d").date()
-        end = datetime.strptime(normalize_date(end_date), "%Y%m%d").date()
-        if start > end:
-            raise ValueError("开始日期不能晚于结束日期。")
-        weekdays = []
-        current = start
-        while current <= end:
-            if current.weekday() < 5:
-                weekdays.append(current)
-            current += timedelta(days=1)
-        if len(weekdays) > 15:
-            raise ValueError("单次最多回补 15 个工作日。")
-        results = []
-        for day in weekdays:
-            dashboard = self.sync_dashboard(day.strftime("%Y%m%d"))
+    def backfill(
+        self,
+        start_date: str = "",
+        end_date: str = "",
+        *,
+        lookback: int | None = None,
+        dry_run: bool = False,
+        force: bool = False,
+        create_backup: bool = True,
+    ) -> dict[str, Any]:
+        """Backfill dashboard snapshots for real trading days only.
+
+        - Date-range mode keeps the admin UI contract (max 15 open sessions).
+        - Recent mode fills the last N open sessions (default/max 60).
+        Weekends and holidays are reported as skipped non-trading days, not errors.
+        """
+        if not self.configured:
+            raise ValueError("公共行情尚未配置，无法回补历史快照。")
+        normalized_end = normalize_date(end_date or date.today().isoformat())
+        if lookback is not None or not (start_date and end_date):
+            target_lookback = (
+                DEFAULT_RECENT_TRADING_DAYS if lookback is None else int(lookback)
+            )
+            return self.backfill_recent_trading_days(
+                end_date=normalized_end,
+                lookback=target_lookback,
+                dry_run=dry_run,
+                force=force,
+                create_backup=create_backup,
+            )
+        return self._backfill_date_range(
+            start_date=normalize_date(start_date),
+            end_date=normalized_end,
+            dry_run=dry_run,
+            force=force,
+            create_backup=create_backup,
+        )
+
+    def backfill_recent_trading_days(
+        self,
+        end_date: str = "",
+        lookback: int = DEFAULT_RECENT_TRADING_DAYS,
+        *,
+        dry_run: bool = False,
+        force: bool = False,
+        create_backup: bool = True,
+    ) -> dict[str, Any]:
+        normalized_end = normalize_date(end_date or date.today().isoformat())
+        trade_dates = self._load_recent_open_trade_dates(normalized_end, lookback)
+        existing = self.database.list_snapshot_trade_dates(
+            trade_dates[0], trade_dates[-1]
+        )
+        coverage = classify_snapshot_coverage(trade_dates, existing)
+        return self._execute_snapshot_backfill(
+            mode="recent",
+            end_date=normalized_end,
+            lookback=lookback,
+            coverage=coverage,
+            skipped_non_trading_days=[],
+            dry_run=dry_run,
+            force=force,
+            create_backup=create_backup,
+        )
+
+    def _backfill_date_range(
+        self,
+        start_date: str,
+        end_date: str,
+        *,
+        dry_run: bool = False,
+        force: bool = False,
+        create_backup: bool = True,
+    ) -> dict[str, Any]:
+        window_start = calendar_window_start(end_date, MAX_RANGE_TRADING_DAYS)
+        calendar_rows = self._tushare_client().query(
+            "trade_cal",
+            {
+                "exchange": "SSE",
+                "start_date": min(window_start, start_date),
+                "end_date": end_date,
+            },
+            "cal_date,is_open,pretrade_date",
+        )
+        trade_dates, skipped = select_open_trade_dates_in_range(
+            calendar_rows,
+            start_date,
+            end_date,
+            maximum=MAX_RANGE_TRADING_DAYS,
+        )
+        if not trade_dates:
+            raise ValueError("选定区间内没有交易日，周末或节假日无需回补。")
+        existing = self.database.list_snapshot_trade_dates(trade_dates[0], trade_dates[-1])
+        coverage = classify_snapshot_coverage(trade_dates, existing)
+        return self._execute_snapshot_backfill(
+            mode="range",
+            end_date=end_date,
+            lookback=None,
+            coverage=coverage,
+            skipped_non_trading_days=skipped,
+            dry_run=dry_run,
+            force=force,
+            create_backup=create_backup,
+        )
+
+    def _load_recent_open_trade_dates(self, end_date: str, lookback: int) -> list[str]:
+        start_date = calendar_window_start(end_date, lookback)
+        calendar_rows = self._tushare_client().query(
+            "trade_cal",
+            {
+                "exchange": "SSE",
+                "start_date": start_date,
+                "end_date": end_date,
+            },
+            "cal_date,is_open,pretrade_date",
+        )
+        return select_open_trade_dates(calendar_rows, end_date, lookback)
+
+    def _execute_snapshot_backfill(
+        self,
+        *,
+        mode: str,
+        end_date: str,
+        lookback: int | None,
+        coverage: dict[str, Any],
+        skipped_non_trading_days: list[str],
+        dry_run: bool,
+        force: bool,
+        create_backup: bool,
+    ) -> dict[str, Any]:
+        targets = list(coverage["trade_dates"] if force else coverage["missing"])
+        backup_path: str | None = None
+        if create_backup and not dry_run and targets:
+            backup = create_sqlite_backup(
+                Path(self.database.path),
+                DATA_DIR / "backups",
+                label=f"pre-{mode}-backfill",
+            )
+            backup_path = str(backup)
+
+        results: list[dict[str, Any]] = []
+        if dry_run:
+            for trade_date in coverage["trade_dates"]:
+                exists = trade_date in coverage["present"]
+                if exists and not force:
+                    status = "skipped"
+                    action = "exists"
+                else:
+                    status = "planned"
+                    action = "refresh" if exists else "create"
+                results.append(
+                    {
+                        "requested_date": display_date(trade_date),
+                        "trade_date": display_date(trade_date),
+                        "status": status,
+                        "action": action,
+                    }
+                )
+            return build_backfill_audit(
+                mode=mode,
+                end_date=end_date,
+                lookback=lookback,
+                coverage=coverage,
+                skipped_non_trading_days=skipped_non_trading_days,
+                backup_path=backup_path,
+                dry_run=True,
+                results=results,
+            )
+
+        present_before = set(coverage["present"])
+        for trade_date in targets:
+            existed = trade_date in present_before
+            try:
+                dashboard = self.sync_dashboard(trade_date)
+                actual = normalize_date(
+                    str(dashboard.get("meta", {}).get("trade_date") or trade_date)
+                )
+                results.append(
+                    {
+                        "requested_date": display_date(trade_date),
+                        "trade_date": display_date(actual),
+                        "status": "success",
+                        "action": "refreshed" if existed else "created",
+                        "source": dashboard.get("meta", {}).get("source"),
+                        "records": self._record_count(dashboard),
+                    }
+                )
+            except Exception as exc:
+                results.append(
+                    {
+                        "requested_date": display_date(trade_date),
+                        "trade_date": display_date(trade_date),
+                        "status": "failed",
+                        "action": "refresh" if existed else "create",
+                        "error": str(exc),
+                    }
+                )
+
+        for trade_date in coverage["present"]:
+            if force:
+                continue
             results.append(
                 {
-                    "requested_date": day.isoformat(),
-                    "trade_date": dashboard["meta"]["trade_date"],
-                    "source": dashboard["meta"]["source"],
-                    "records": self._record_count(dashboard),
+                    "requested_date": display_date(trade_date),
+                    "trade_date": display_date(trade_date),
+                    "status": "skipped",
+                    "action": "exists",
                 }
             )
-        return results
+
+        results.sort(key=lambda row: str(row.get("requested_date") or ""))
+        return build_backfill_audit(
+            mode=mode,
+            end_date=end_date,
+            lookback=lookback,
+            coverage=coverage,
+            skipped_non_trading_days=skipped_non_trading_days,
+            backup_path=backup_path,
+            dry_run=False,
+            results=results,
+        )
 
     def _stock_identity(self, code: str, trade_date: str) -> tuple[str, str]:
         snapshot = self.database.get_snapshot(trade_date) or {}

backend/features/system/routes.py

@@ -29,11 +29,17 @@ class SystemRoutesMixin:
     def backfill_data(self) -> None:
         try:
             body = self.read_json_body()
-            results = self.application_service.backfill(
+            lookback_raw = body.get("lookback")
+            lookback = int(lookback_raw) if lookback_raw not in (None, "") else None
+            audit = self.application_service.backfill(
                 str(body.get("start_date") or ""),
                 str(body.get("end_date") or ""),
+                lookback=lookback,
+                dry_run=bool(body.get("dry_run")),
+                force=bool(body.get("force")),
+                create_backup=body.get("create_backup", True) is not False,
             )
-            self.send_json({"ok": True, "results": results})
+            self.send_json({"ok": True, **audit, "results": audit.get("results") or []})
         except ValueError as exc:
             self.send_json({"error": str(exc)}, HTTPStatus.BAD_REQUEST)
         except Exception as exc: