feat(HEL-402): 接通网站首批只读 datahub 并建立双路对比
默认全部读取/影子开关关闭,网站继续走旧 Tushare 链路;开启单项时只替换该类原料并在失败时回旧,问天保持旧路径。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
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Cursor
multica-agent
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0d13066386
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from __future__ import annotations
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from typing import Any
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from backend.data.numbers import finite_number
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AMOUNT_THOUSAND_YUAN = 1000.0
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AMOUNT_WAN_YUAN = 10000.0
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VOLUME_LOT = 100.0
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API_TO_DATASET = {
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"trade_cal": "calendar",
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"stock_basic": "stocks",
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"daily": "daily",
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"daily_basic": "valuation",
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"index_daily": "index_daily",
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"moneyflow": "moneyflow",
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"stk_auction": "auction",
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}
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SCALE_FIELDS = {
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"daily": {"vol": VOLUME_LOT, "amount": AMOUNT_THOUSAND_YUAN},
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"index_daily": {"vol": VOLUME_LOT, "amount": AMOUNT_THOUSAND_YUAN},
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"valuation": {"total_mv": AMOUNT_WAN_YUAN, "circ_mv": AMOUNT_WAN_YUAN},
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"moneyflow": {
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"buy_sm_amount": AMOUNT_WAN_YUAN,
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"sell_sm_amount": AMOUNT_WAN_YUAN,
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"buy_md_amount": AMOUNT_WAN_YUAN,
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"sell_md_amount": AMOUNT_WAN_YUAN,
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"buy_lg_amount": AMOUNT_WAN_YUAN,
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"sell_lg_amount": AMOUNT_WAN_YUAN,
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"buy_elg_amount": AMOUNT_WAN_YUAN,
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"sell_elg_amount": AMOUNT_WAN_YUAN,
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"net_mf_amount": AMOUNT_WAN_YUAN,
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},
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"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
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}
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def yyyymmdd(value: Any) -> str:
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return str(value or "").replace("-", "")[:8]
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def to_native_rows(dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
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return [to_native_row(dataset, row) for row in rows]
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def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
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if dataset == "calendar":
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is_open = row.get("is_open")
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return {
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"exchange": str(row.get("exchange") or "SSE"),
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"cal_date": yyyymmdd(row.get("cal_date")),
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"is_open": 1 if is_open in (True, 1, "1", "Y", "y") else 0,
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"pretrade_date": yyyymmdd(row.get("pretrade_date")) or None,
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}
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converted = dict(row)
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converted.pop("batch_id", None)
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if "volume" in converted and "vol" not in converted:
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converted["vol"] = converted.pop("volume")
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elif "volume" in converted:
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converted.pop("volume", None)
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scales = SCALE_FIELDS.get(dataset) or {}
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for field, factor in scales.items():
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if field in converted:
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converted[field] = _unscale(converted.get(field), factor)
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if dataset == "stocks":
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converted.pop("updated_at", None)
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return converted
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def to_canonical_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
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if dataset == "calendar":
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is_open = row.get("is_open")
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return {
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"exchange": str(row.get("exchange") or "SSE"),
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"cal_date": yyyymmdd(row.get("cal_date")),
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"is_open": 1 if is_open in (True, 1, "1", "Y", "y") else 0,
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"pretrade_date": yyyymmdd(row.get("pretrade_date")) or None,
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}
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converted = dict(row)
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if "volume" in converted and "vol" not in converted:
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converted["vol"] = converted.pop("volume")
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scales = SCALE_FIELDS.get(dataset) or {}
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for field, factor in scales.items():
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if field in converted:
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converted[field] = _scale(converted.get(field), factor)
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return converted
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def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
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if dataset == "calendar":
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return (yyyymmdd(row.get("cal_date")),)
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if dataset == "stocks":
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return (str(row.get("ts_code") or "").upper(),)
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if dataset == "status":
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return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
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return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
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def project_fields(rows: list[dict[str, Any]], fields: str) -> list[dict[str, Any]]:
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keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
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if not keys:
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return rows
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return [{key: row.get(key) for key in keys} for row in rows]
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def filter_stock_rows(rows: list[dict[str, Any]], params: dict[str, Any] | None) -> list[dict[str, Any]]:
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payload = params or {}
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ts_code = str(payload.get("ts_code") or "").strip().upper()
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status = str(payload.get("list_status") or "").strip()
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name = str(payload.get("name") or "").strip()
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filtered = rows
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if ts_code:
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filtered = [row for row in filtered if str(row.get("ts_code") or "").upper() == ts_code]
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if status:
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filtered = [row for row in filtered if str(row.get("list_status") or status) == status]
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if name:
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filtered = [row for row in filtered if name.casefold() in str(row.get("name") or "").casefold()]
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return filtered
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def filter_calendar_rows(rows: list[dict[str, Any]], params: dict[str, Any] | None) -> list[dict[str, Any]]:
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payload = params or {}
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if payload.get("is_open") in (1, "1", True):
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return [row for row in rows if int(row.get("is_open") or 0) == 1]
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if payload.get("is_open") in (0, "0", False):
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return [row for row in rows if int(row.get("is_open") or 0) == 0]
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return rows
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def _scale(value: Any, factor: float) -> float | None:
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number = _optional_number(value)
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if number is None:
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return None
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return number * factor
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def _unscale(value: Any, factor: float) -> float | None:
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number = _optional_number(value)
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if number is None or factor == 0:
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return None
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return number / factor
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def _optional_number(value: Any) -> float | None:
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if value in (None, ""):
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return None
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number = finite_number(value, default=float("nan"))
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if number != number:
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return None
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return number
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