fix(HEL-459): 影子比较按请求字段投影,盘后整批原子发布
比较侧只对网站本次请求字段计业务差异,忽略数据中枢额外列; 盘后 A/B/重发改为先整批暂存与交叉校验,再单事务切换公开版本。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
co-authored by
Cursor
multica-agent
parent
bed6450992
commit
16841e9ae3
@@ -122,10 +122,12 @@ class DatahubBridge:
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legacy_rows = legacy_query(api_name, params, fields)
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except Exception as exc:
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if flags.read and hub_rows is not None and hub_error is None:
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self._emit_shadow(compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc)))
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self._emit_shadow(
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compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc), fields)
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)
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return project_fields(hub_rows, fields)
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raise
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self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error))
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self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error, fields))
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if flags.read and hub_rows is not None and hub_error is None:
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return project_fields(hub_rows, fields)
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return legacy_rows
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@@ -5,6 +5,7 @@ from typing import Any
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from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
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NUMERIC_TOLERANCE = 1e-4
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CANONICAL_ALIASES = {"volume": "vol"}
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def compare_rows(
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@@ -13,8 +14,10 @@ def compare_rows(
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hub_rows: list[dict[str, Any]] | None,
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hub_meta: dict[str, Any] | None = None,
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hub_error: str | None = None,
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fields: str = "",
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) -> dict[str, Any]:
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hub = hub_rows or []
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requested = _requested_fields(fields)
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legacy_map = {row_key(dataset, row): row for row in legacy_rows}
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hub_map = {row_key(dataset, _align_hub_row(row)): row for row in hub}
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missing_hub = sorted(key for key in legacy_map if key not in hub_map)
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@@ -26,7 +29,7 @@ def compare_rows(
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hub_row = hub_map.get(key)
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if hub_row is None:
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continue
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field_report = _compare_fields(dataset, legacy, hub_row)
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field_report = _compare_fields(dataset, legacy, hub_row, requested)
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if field_report["unit_conversion"]:
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unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
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if field_report["value_diff"]:
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@@ -53,6 +56,7 @@ def compare_rows(
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"published_at": (hub_meta or {}).get("published_at"),
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"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
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"hub_error": hub_error,
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"fields_compared": sorted(requested) if requested is not None else None,
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"equal": (
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not hub_error
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and not missing_hub
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@@ -71,13 +75,36 @@ def _align_hub_row(row: dict[str, Any]) -> dict[str, Any]:
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return aligned
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def _compare_fields(dataset: str, legacy: dict[str, Any], hub: dict[str, Any]) -> dict[str, list[dict[str, Any]]]:
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def _requested_fields(fields: str) -> list[str] | None:
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"""Fields the website actually asked for; None means "no projection"."""
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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 None
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seen: list[str] = []
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for key in keys:
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canonical = CANONICAL_ALIASES.get(key, key)
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if canonical not in seen:
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seen.append(canonical)
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return seen
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def _compare_fields(
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dataset: str,
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legacy: dict[str, Any],
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hub: dict[str, Any],
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requested: list[str] | None = None,
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) -> dict[str, list[dict[str, Any]]]:
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canonical_legacy = to_canonical_row(dataset, legacy)
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hub_canonical = _hub_canonical(dataset, hub)
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native_hub = _align_hub_row(hub)
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value_diff: list[dict[str, Any]] = []
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unit_conversion: list[dict[str, Any]] = []
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keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"}
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if requested is not None:
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# Compare only what the website asked for. Extra hub columns are
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# transport detail, not business differences; a requested field still
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# alarms when it is missing or holds a different value.
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keys = set(requested) - {"batch_id", "updated_at", "volume"}
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scales = SCALE_FIELDS.get(dataset) or {}
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for field in sorted(keys):
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left = canonical_legacy.get(field)
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@@ -201,6 +201,87 @@ class DatahubBridgeTests(unittest.TestCase):
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skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
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self.assertTrue(skew["time_skew"])
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def test_shadow_extra_hub_columns_are_not_false_diffs_when_projected(self) -> None:
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hub_full = {**HUB_DAILY, "adj_factor": 1.1}
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legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
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report = compare_rows(
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"daily", [legacy_close_only], [hub_full],
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{"stale": False, "staleness_seconds": 0},
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fields="ts_code,trade_date,close",
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)
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self.assertTrue(report["equal"])
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self.assertEqual(report["value_diff_count"], 0)
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self.assertEqual(report["fields_compared"], ["close", "trade_date", "ts_code"])
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# without projection the same pair shows the historic false diff
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unprojected = compare_rows("daily", [legacy_close_only], [hub_full])
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self.assertFalse(unprojected["equal"])
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legacy_stocks = {"ts_code": "600000.SH", "name": "浦发银行"}
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hub_stocks = {
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"ts_code": "600000.SH", "symbol": "600000", "name": "浦发银行", "area": "上海",
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"industry": "银行", "market": "主板", "list_status": "L", "list_date": "19991110",
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}
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stocks = compare_rows("stocks", [legacy_stocks], [hub_stocks], {}, fields="ts_code,name")
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self.assertTrue(stocks["equal"])
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legacy_cal = {"cal_date": "20240902", "is_open": 1}
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hub_cal = {
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"cal_date": "20240902", "is_open": True,
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"pretrade_date": "20240830", "prev_open": "20240830",
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}
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calendar = compare_rows(
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"calendar", [legacy_cal], [hub_cal], {}, fields="cal_date,is_open"
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)
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self.assertTrue(calendar["equal"])
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def test_shadow_projection_still_alarms_on_requested_field_problems(self) -> None:
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hub_missing_field = {k: v for k, v in HUB_DAILY.items() if k != "close"}
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legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
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lost = compare_rows(
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"daily", [legacy_close_only], [hub_missing_field], fields="ts_code,trade_date,close"
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)
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self.assertFalse(lost["equal"])
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self.assertEqual(lost["value_diff_count"], 1)
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changed = compare_rows(
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"daily", [legacy_close_only], [{**HUB_DAILY, "close": 99.0}],
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fields="ts_code,trade_date,close",
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)
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self.assertFalse(changed["equal"])
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self.assertEqual(changed["value_diff_count"], 1)
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self.assertEqual(changed["value_diffs"][0]["fields"][0]["field"], "close")
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gone = compare_rows("daily", [LEGACY_DAILY], [], fields="ts_code,trade_date,close")
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self.assertEqual(gone["missing_hub_count"], 1)
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self.assertFalse(gone["equal"])
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unit = compare_rows(
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"daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}],
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fields="ts_code,trade_date,vol,amount",
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)
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self.assertGreater(unit["unit_conversion_count"], 0)
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self.assertFalse(unit["equal"])
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def test_bridge_shadow_report_uses_website_request_fields(self) -> None:
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hub_full = {**HUB_DAILY, "adj_factor": 1.1}
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legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close", "vol", "amount")}
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reports: list[dict[str, Any]] = []
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client = FakeClient(
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response=DatahubResponse(
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data=[hub_full],
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meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
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)
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)
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wrapped = DatahubAwareTushareClient(
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FakeLegacy([legacy_close_only]),
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DatahubBridge(flags(daily=(False, True)), client, shadow_sink=reports.append),
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)
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rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,trade_date,close,vol,amount")
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self.assertEqual(rows[0]["close"], 10.20)
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self.assertEqual(rows[0]["vol"], 1000.0)
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self.assertTrue(reports[0]["equal"])
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self.assertEqual(reports[0]["matched"], 1)
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def test_native_roundtrip_matches_known_scales(self) -> None:
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native = to_native_row("daily", HUB_DAILY)
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self.assertEqual(native["vol"], 1000.0)
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@@ -83,6 +83,16 @@ python -m datahub history-backfill
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`hub-quality.config.json` 的 `field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
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## 整批原子发布(release group)
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盘后发布/重发(eod_a、eod_retry、`eod-refresh`、跨数据集重发)不再逐数据集各自切换,而是走整批原子可见机制:
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- 一致性边界:日 K、估值、资金流、竞价同属 A 组整批;指数日 K 为 B 组;当日股票主档快照随 A 组一同切换(主档 `stock_master` 的 UPSERT 与快照发布同一事务,不会出现主档先行/滞后)。
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- 流程:组内全部成员先在暂存表完成拉取、字段质量门、覆盖检查和跨数据集交叉校验(`cross_gates` 配置 ts_code 覆盖重叠率下限),全部达标后才在**一个 SQLite 事务**里复制正式表并翻转全部 `publications` 指针。
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- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error` 与 `audit_log`(`action=release-group`),等待晚间自动重试。
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- 读取侧任何时刻只会看到"旧完整版本"或"新完整版本":发布指针在单事务内统一翻转,容器重启/事务中断自动回滚,不暴露字段残缺或跨数据集混合版本。
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- 幂等:已发布数据集自动跳过;重复执行、并发重试不会生成重复批次或覆盖正常版本(调度器另有 EOD 互斥锁)。
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## 股票主档每日刷新与发布
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交易日 20:00 与 23:10(`stocks_refresh_times` 可配)自动刷新股票主档并发布版本化快照(`eod_stocks` + `publications.dataset='stocks'`),覆盖当日新上市、证券简称变化和上市首日 N/C 前缀摘除;无变化则跳过,重复执行幂等。`/v1/stocks` 从最新已发布快照提供数据并带 `batch_id` / `published_at`;`/v1/datasets/status` 同步展示 stocks 状态。
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@@ -22,6 +22,18 @@
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"20:00",
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"23:10"
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],
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"cross_gates": [
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{
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"left": "daily",
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"right": "valuation",
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"min_key_overlap": 0.98
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},
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{
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"left": "daily",
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"right": "moneyflow",
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"min_key_overlap": 0.98
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}
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],
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"field_gates": {
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"valuation": {
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"fields": [
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@@ -133,6 +133,95 @@ def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
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return int(row["n"] if row is not None else 0)
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def _staging_count_or_raise(connection: Any, dataset: str, trade_date: str, batch_id: str) -> int:
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rows_out = _staging_row_count(connection, dataset, batch_id)
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if rows_out <= 0:
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report = {
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"rows": 0,
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"errors": [EMPTY_BATCH_ERROR],
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"warnings": [],
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"hard_fail": True,
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"soft_fail": False,
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"batch_id": batch_id,
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"dataset": dataset,
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"trade_date": trade_date,
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}
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LOGGER.warning(
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"skip official publish for empty batch",
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extra={
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"hub": {
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"dataset": dataset,
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"trade_date": trade_date,
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"batch_id": batch_id,
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"rows_out": rows_out,
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"reason": "upstream_empty",
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}
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},
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)
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raise QualityError("empty batch cannot be officially published", report)
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return rows_out
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def _upsert_publication(
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connection: Any,
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dataset: str,
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trade_date: str,
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batch_id: str,
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state: str,
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published_at: str,
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) -> None:
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current = connection.execute(
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"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
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(dataset, trade_date),
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).fetchone()
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prev = str(current["active_batch"]) if current else None
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connection.execute(
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"""
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INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
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VALUES (?, ?, ?, ?, ?, ?)
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ON CONFLICT(dataset, trade_date) DO UPDATE SET
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prev_batch=excluded.prev_batch,
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active_batch=excluded.active_batch,
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state=excluded.state,
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published_at=excluded.published_at
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""",
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(dataset, trade_date, batch_id, prev, state, published_at),
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)
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def _record_publication_history(
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connection: Any,
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dataset: str,
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trade_date: str,
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batch_id: str,
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published_at: str,
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quality: dict[str, Any],
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) -> None:
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max_gen = connection.execute(
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"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
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(dataset, trade_date),
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).fetchone()
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generation = int(max_gen["g"]) + 1
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connection.execute(
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"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
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(dataset, trade_date, batch_id, published_at, generation),
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)
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keep = int(quality.get("publication_generations") or 3)
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stale = connection.execute(
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"""
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SELECT batch_id FROM publication_history
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WHERE dataset = ? AND trade_date = ?
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ORDER BY generation DESC
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""",
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(dataset, trade_date),
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).fetchall()
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for row in stale[keep:]:
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connection.execute(
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"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
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(dataset, trade_date, row["batch_id"]),
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)
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class QualityError(RuntimeError):
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def __init__(self, message: str, report: dict[str, Any]) -> None:
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super().__init__(message)
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@@ -551,20 +640,40 @@ class Pipeline:
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"""Fetch/publish every official dataset still missing for the date.
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Idempotent: datasets with an existing publication are skipped, so
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repeats never overwrite the current official batch. Per-dataset
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failures are collected instead of aborting the remaining datasets.
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repeats never overwrite the current official batch. All missing
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members stage first and switch in one atomic release group; a single
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member failure keeps the previous complete official version serving.
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"""
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return self._run_eod_datasets(tuple(sorted(OFFICIAL_DATASETS)), trade_date)
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return self.run_release_group(tuple(sorted(OFFICIAL_DATASETS)), trade_date, include_stocks=True)
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def run_eod_batch_a(self, trade_date: str) -> dict[str, Any]:
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return self._run_eod_datasets(EOD_A_DATASETS, trade_date)
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return self.run_release_group(EOD_A_DATASETS, trade_date, include_stocks=True)
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def run_eod_batch_b(self, trade_date: str) -> dict[str, Any]:
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return self._run_eod_datasets(EOD_B_DATASETS, trade_date)
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return self.run_release_group(EOD_B_DATASETS, trade_date)
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def _run_eod_datasets(self, datasets: tuple[str, ...], trade_date: str) -> dict[str, Any]:
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def run_release_group(
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self,
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datasets: tuple[str, ...],
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trade_date: str,
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include_stocks: bool = False,
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) -> dict[str, Any]:
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"""One post-market publish/republish becomes one atomic visibility flip.
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Consistency boundary: every member (official datasets, plus the daily
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stocks snapshot when ``include_stocks`` and not yet published) is
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fetched, staged, field-gated and cross-validated BEFORE any reader can
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see it. Only when the whole group passes does a single SQLite
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transaction copy all staging batches to the official tables and flip
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every ``publications`` row at once. Any member failure aborts the
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group: the previous complete official version keeps serving and the
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reason is recorded on the batches and in the audit log.
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"""
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day = yyyymmdd(trade_date)
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results: dict[str, Any] = {}
|
||||
staged: dict[str, dict[str, Any]] = {}
|
||||
failure: str | None = None
|
||||
pending: list[str] = []
|
||||
for dataset in datasets:
|
||||
if self.active_batch(dataset, day) is not None:
|
||||
results[dataset] = {
|
||||
@@ -573,18 +682,247 @@ class Pipeline:
|
||||
"state": "skipped",
|
||||
"reason": "already_published",
|
||||
}
|
||||
else:
|
||||
pending.append(dataset)
|
||||
|
||||
for dataset in pending:
|
||||
if failure is not None:
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "aborted",
|
||||
"reason": f"release group aborted: {failure}",
|
||||
}
|
||||
continue
|
||||
try:
|
||||
results[dataset] = self.run_dataset(dataset, day)
|
||||
staged[dataset] = self._stage_and_validate(dataset, day)
|
||||
except Exception as exc:
|
||||
failure = f"{dataset}: {exc}"
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": str(exc),
|
||||
}
|
||||
|
||||
if include_stocks and failure is None and self.active_batch(STOCKS_DATASET, day) is None:
|
||||
try:
|
||||
stocks_plan = self._stage_stocks_snapshot(day)
|
||||
except Exception as exc:
|
||||
failure = f"{STOCKS_DATASET}: {exc}"
|
||||
results[STOCKS_DATASET] = {
|
||||
"dataset": STOCKS_DATASET,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": str(exc),
|
||||
}
|
||||
else:
|
||||
if stocks_plan is not None:
|
||||
staged[STOCKS_DATASET] = stocks_plan
|
||||
|
||||
if failure is None and staged:
|
||||
cross_errors = self._cross_gate_errors(staged)
|
||||
if cross_errors:
|
||||
failure = "; ".join(cross_errors)
|
||||
|
||||
if failure is not None:
|
||||
for dataset, item in staged.items():
|
||||
self._abandon_batch(item["batch_id"], f"release group not switched: {failure}")
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": f"release group not switched: {failure}",
|
||||
"batch_id": item["batch_id"],
|
||||
}
|
||||
LOGGER.warning(
|
||||
"release group blocked, previous official version keeps serving",
|
||||
extra={
|
||||
"hub": {
|
||||
"trade_date": day,
|
||||
"datasets": sorted(staged),
|
||||
"reason": failure,
|
||||
"event": "release_group_blocked",
|
||||
}
|
||||
},
|
||||
)
|
||||
self.audit(
|
||||
"pipeline", "release-group", f"eod:{day}",
|
||||
json.dumps({"state": "failed", "reason": failure}, ensure_ascii=False),
|
||||
)
|
||||
return results
|
||||
|
||||
if staged:
|
||||
try:
|
||||
self._switch_release_group(day, staged)
|
||||
except Exception as exc:
|
||||
for item in staged.values():
|
||||
self._abandon_batch(item["batch_id"], f"release group switch failed: {exc}")
|
||||
raise
|
||||
for dataset, item in staged.items():
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": item["state"],
|
||||
"batch_id": item["batch_id"],
|
||||
"rows": item["rows"],
|
||||
}
|
||||
self.audit(
|
||||
"pipeline", "release-group", f"eod:{day}",
|
||||
json.dumps(
|
||||
{"state": "ok", "switched": sorted(staged)}, ensure_ascii=False
|
||||
),
|
||||
)
|
||||
return results
|
||||
|
||||
def _stage_and_validate(self, dataset: str, trade_date: str, attempts: int | None = None) -> dict[str, Any]:
|
||||
"""Fetch → stage → quality-gate one member without publishing it."""
|
||||
day = yyyymmdd(trade_date)
|
||||
batch_id = self.next_batch_id(dataset, day)
|
||||
max_attempts = attempts or self.settings.max_publish_attempts
|
||||
rows: list[dict[str, Any]] = []
|
||||
self._set_batch(batch_id, dataset, day, "scheduled", 0)
|
||||
try:
|
||||
self._set_batch(batch_id, dataset, day, "fetching", 1)
|
||||
rows = retry_call(
|
||||
lambda: self._fetch_dataset(dataset, day),
|
||||
attempts=max_attempts,
|
||||
base_delay=0.05,
|
||||
sleeper=lambda _d: time.sleep(_d),
|
||||
)
|
||||
self._stage(dataset, batch_id, rows)
|
||||
self._set_batch(batch_id, dataset, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
self._set_batch(batch_id, dataset, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
report = self.validate(dataset, batch_id, day, rows)
|
||||
if report["hard_fail"]:
|
||||
self._reject_batch(batch_id, dataset, day, rows, report)
|
||||
raise QualityError("integrity gate failed", report)
|
||||
except RetryError as exc:
|
||||
self._set_batch(batch_id, dataset, day, "failed", max_attempts, error=str(exc), finished=True)
|
||||
raise
|
||||
except QualityError as exc:
|
||||
current = self.db.fetchone("SELECT state FROM batches WHERE batch_id = ?", (batch_id,))
|
||||
if current and current["state"] not in {"staged", "failed"}:
|
||||
self._reject_batch(batch_id, dataset, day, rows, exc.report)
|
||||
raise
|
||||
except Exception as exc:
|
||||
self._set_batch(batch_id, dataset, day, "failed", 1, error=str(exc), finished=True)
|
||||
raise
|
||||
self._set_batch(
|
||||
batch_id, dataset, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
||||
)
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"batch_id": batch_id,
|
||||
"rows": len(rows),
|
||||
"quality": report,
|
||||
"state": "degraded" if report["soft_fail"] else "published",
|
||||
}
|
||||
|
||||
def _stage_stocks_snapshot(self, trade_date: str) -> dict[str, Any] | None:
|
||||
"""Stage the daily stocks snapshot for a release group switch.
|
||||
|
||||
Returns None when the published snapshot is already identical to
|
||||
upstream (idempotent skip). The stock_master upsert is deferred into
|
||||
the group switch transaction so the master never runs ahead of the
|
||||
published snapshot.
|
||||
"""
|
||||
day = yyyymmdd(trade_date)
|
||||
active, snapshot = self.published_stock_snapshot(day)
|
||||
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
||||
if active is not None:
|
||||
upstream = sorted(
|
||||
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
||||
)
|
||||
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
||||
if upstream == published:
|
||||
return None
|
||||
batch_id = self.next_batch_id(STOCKS_DATASET, day)
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "scheduled", 0)
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "fetching", 1)
|
||||
self._stage(STOCKS_DATASET, batch_id, rows)
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
report = self.validate(STOCKS_DATASET, batch_id, day, rows)
|
||||
if report["hard_fail"]:
|
||||
self._reject_batch(batch_id, STOCKS_DATASET, day, rows, report)
|
||||
raise QualityError("integrity gate failed", report)
|
||||
self._set_batch(
|
||||
batch_id, STOCKS_DATASET, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
||||
)
|
||||
return {
|
||||
"dataset": STOCKS_DATASET,
|
||||
"trade_date": day,
|
||||
"batch_id": batch_id,
|
||||
"rows": len(rows),
|
||||
"row_values": rows,
|
||||
"quality": report,
|
||||
"state": "degraded" if report["soft_fail"] else "published",
|
||||
}
|
||||
|
||||
def _cross_gate_errors(self, staged: dict[str, dict[str, Any]]) -> list[str]:
|
||||
"""Cross-dataset consistency checks on staged batches (交叉校验)."""
|
||||
errors: list[str] = []
|
||||
gates = self.settings.quality.get("cross_gates") or []
|
||||
for gate in gates if isinstance(gates, list) else []:
|
||||
if not isinstance(gate, dict):
|
||||
continue
|
||||
left = str(gate.get("left") or "")
|
||||
right = str(gate.get("right") or "")
|
||||
if not left or not right or left not in staged or right not in staged:
|
||||
continue
|
||||
floor = float(gate.get("min_key_overlap") or 0.98)
|
||||
left_keys = self._staging_keys(left, staged[left]["batch_id"])
|
||||
right_keys = self._staging_keys(right, staged[right]["batch_id"])
|
||||
denom = max(len(left_keys), len(right_keys))
|
||||
overlap = (len(left_keys & right_keys) / denom) if denom else 1.0
|
||||
if overlap < floor:
|
||||
errors.append(
|
||||
f"cross gate: {left} vs {right} key overlap {overlap:.4f} < {floor}"
|
||||
)
|
||||
return errors
|
||||
|
||||
def _staging_keys(self, dataset: str, batch_id: str) -> set[str]:
|
||||
table = DATASET_TABLES[dataset][1]
|
||||
rows = self.db.fetchall(
|
||||
f"SELECT DISTINCT ts_code FROM {table} WHERE batch_id = ?",
|
||||
(batch_id,),
|
||||
)
|
||||
return {str(row["ts_code"]) for row in rows}
|
||||
|
||||
def _switch_release_group(self, trade_date: str, members: dict[str, dict[str, Any]]) -> None:
|
||||
"""Single transaction: copy every member and flip every publication."""
|
||||
day = yyyymmdd(trade_date)
|
||||
published_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
for dataset, item in members.items():
|
||||
_staging_count_or_raise(connection, dataset, day, item["batch_id"])
|
||||
for dataset, item in members.items():
|
||||
connection.execute(EOD_COPY[dataset], (item["batch_id"],))
|
||||
if dataset == STOCKS_DATASET:
|
||||
self._upsert_stock_master(connection, item["row_values"], published_at)
|
||||
if self.before_commit:
|
||||
self.before_commit()
|
||||
for dataset, item in members.items():
|
||||
_upsert_publication(connection, dataset, day, item["batch_id"], item["state"], published_at)
|
||||
_record_publication_history(
|
||||
connection, dataset, day, item["batch_id"], published_at, self.settings.quality
|
||||
)
|
||||
connection.execute(
|
||||
"UPDATE batches SET state='published', finished_at=? WHERE batch_id=?",
|
||||
(published_at, item["batch_id"]),
|
||||
)
|
||||
|
||||
def _abandon_batch(self, batch_id: str, reason: str) -> None:
|
||||
row = self.db.fetchone("SELECT dataset, trade_date FROM batches WHERE batch_id = ?", (batch_id,))
|
||||
if not row:
|
||||
return
|
||||
self._set_batch(
|
||||
batch_id, str(row["dataset"]), str(row["trade_date"]), "failed", 1,
|
||||
error=reason, finished=True,
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def eod_failures(results: dict[str, Any]) -> list[str]:
|
||||
return [
|
||||
@@ -735,77 +1073,14 @@ class Pipeline:
|
||||
return batch_id, stats
|
||||
|
||||
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
||||
copy_sql = EOD_COPY[dataset]
|
||||
published_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
rows_out = _staging_row_count(connection, dataset, batch_id)
|
||||
if rows_out <= 0:
|
||||
report = {
|
||||
"rows": 0,
|
||||
"errors": [EMPTY_BATCH_ERROR],
|
||||
"warnings": [],
|
||||
"hard_fail": True,
|
||||
"soft_fail": False,
|
||||
"batch_id": batch_id,
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
}
|
||||
LOGGER.warning(
|
||||
"skip official publish for empty batch",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
"batch_id": batch_id,
|
||||
"rows_out": rows_out,
|
||||
"reason": "upstream_empty",
|
||||
}
|
||||
},
|
||||
)
|
||||
raise QualityError("empty batch cannot be officially published", report)
|
||||
current = connection.execute(
|
||||
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
prev = str(current["active_batch"]) if current else None
|
||||
connection.execute(copy_sql, (batch_id,))
|
||||
_staging_count_or_raise(connection, dataset, trade_date, batch_id)
|
||||
connection.execute(EOD_COPY[dataset], (batch_id,))
|
||||
if self.before_commit:
|
||||
self.before_commit()
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
||||
prev_batch=excluded.prev_batch,
|
||||
active_batch=excluded.active_batch,
|
||||
state=excluded.state,
|
||||
published_at=excluded.published_at
|
||||
""",
|
||||
(dataset, trade_date, batch_id, prev, state, published_at),
|
||||
)
|
||||
max_gen = connection.execute(
|
||||
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
generation = int(max_gen["g"]) + 1
|
||||
connection.execute(
|
||||
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
||||
(dataset, trade_date, batch_id, published_at, generation),
|
||||
)
|
||||
keep = int(self.settings.quality.get("publication_generations") or 3)
|
||||
stale = connection.execute(
|
||||
"""
|
||||
SELECT batch_id FROM publication_history
|
||||
WHERE dataset = ? AND trade_date = ?
|
||||
ORDER BY generation DESC
|
||||
""",
|
||||
(dataset, trade_date),
|
||||
).fetchall()
|
||||
for row in stale[keep:]:
|
||||
connection.execute(
|
||||
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
||||
(dataset, trade_date, row["batch_id"]),
|
||||
)
|
||||
_upsert_publication(connection, dataset, trade_date, batch_id, state, published_at)
|
||||
_record_publication_history(connection, dataset, trade_date, batch_id, published_at, self.settings.quality)
|
||||
|
||||
def rollback(self, dataset: str, trade_date: str, actor: str = "admin") -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(trade_date)
|
||||
|
||||
@@ -0,0 +1,235 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
import tempfile
|
||||
|
||||
from datahub.adapters.tushare import TushareAdapter
|
||||
from datahub.crypto import SecretVault
|
||||
from datahub.db import HubDB
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.settings import Settings
|
||||
from datahub.serving import V1API
|
||||
from tests.fixtures import TRADE_DATE, fake_transport
|
||||
|
||||
GROUP_A = ("daily", "valuation", "moneyflow", "auction")
|
||||
|
||||
|
||||
class GroupTransport:
|
||||
"""fake_transport with per-API degradation switches for release-group tests."""
|
||||
|
||||
def __init__(self) -> None:
|
||||
self.empty: set[str] = set()
|
||||
self.keep_rows: dict[str, int] = {}
|
||||
self.stocks: list[dict] = []
|
||||
self.calls: list[str] = []
|
||||
|
||||
def __call__(self, api_name: str, params: dict, fields: str):
|
||||
self.calls.append(api_name)
|
||||
if api_name in self.empty:
|
||||
return []
|
||||
if api_name == "stock_basic" and self.stocks:
|
||||
return [dict(row) for row in self.stocks]
|
||||
rows = fake_transport(api_name, params, fields)
|
||||
keep = self.keep_rows.get(api_name)
|
||||
if keep is not None:
|
||||
return rows[:keep]
|
||||
return rows
|
||||
|
||||
|
||||
def make_pipe(transport: GroupTransport, quality_extra: dict | None = None):
|
||||
tmp = tempfile.TemporaryDirectory()
|
||||
db = HubDB(Path(tmp.name) / "hub.db")
|
||||
adapter = TushareAdapter("test-token", transport=transport)
|
||||
quality = {
|
||||
"daily_row_ratio": 0.98,
|
||||
"null_rate_max": 0.01,
|
||||
"max_publish_attempts": 2,
|
||||
"publication_generations": 3,
|
||||
}
|
||||
if quality_extra:
|
||||
quality.update(quality_extra)
|
||||
settings = Settings(
|
||||
encryption_key=SecretVault.generate_key(),
|
||||
api_token="t" * 32,
|
||||
admin_password="admin-pass",
|
||||
tushare_token="test-token",
|
||||
db_path=db.path,
|
||||
quality=quality,
|
||||
scheduler_enabled=False,
|
||||
)
|
||||
pipe = Pipeline(db, adapter, settings)
|
||||
pipe._tmp = tmp
|
||||
return pipe, db
|
||||
|
||||
|
||||
def publications_map(db: HubDB, day: str) -> dict[str, str]:
|
||||
rows = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
||||
return {str(row["dataset"]): str(row["active_batch"]) for row in rows}
|
||||
|
||||
|
||||
class ReleaseGroupSwitchTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self.transport = GroupTransport()
|
||||
self.pipe, self.db = make_pipe(self.transport)
|
||||
self.pipe.ingest_reference(TRADE_DATE)
|
||||
|
||||
def test_whole_group_switches_in_one_publish_instant(self) -> None:
|
||||
results = self.pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.assertEqual(set(results), {*GROUP_A, "stocks"})
|
||||
self.assertEqual({item["state"] for item in results.values()}, {"published"})
|
||||
pubs = self.db.fetchall("SELECT * FROM publications WHERE trade_date = ?", (TRADE_DATE,))
|
||||
self.assertEqual(len(pubs), 5)
|
||||
self.assertEqual(len({row["published_at"] for row in pubs}), 1)
|
||||
# official rows copied and serving resolves the new batches
|
||||
api = V1API(self.db, self.pipe, self.pipe.settings)
|
||||
payload = api.handle("/v1/bars/daily", {"date": [TRADE_DATE], "code": ["600000.SH"]})
|
||||
self.assertEqual(payload["meta"]["batch_id"], results["daily"]["batch_id"])
|
||||
stocks = api.handle("/v1/stocks", {})
|
||||
self.assertEqual(stocks["meta"]["batch_id"], results["stocks"]["batch_id"])
|
||||
|
||||
def test_any_member_failure_blocks_entire_group(self) -> None:
|
||||
self.transport.empty = {"daily_basic"} # valuation upstream returns nothing
|
||||
results = self.pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.assertEqual(results["valuation"]["state"], "failed")
|
||||
self.assertEqual(results["moneyflow"]["state"], "aborted")
|
||||
self.assertEqual(results["auction"]["state"], "aborted")
|
||||
self.assertEqual(results["daily"]["state"], "failed") # staged fine, then abandoned
|
||||
# nothing became visible, and the reason is recorded
|
||||
self.assertEqual(publications_map(self.db, TRADE_DATE), {})
|
||||
abandoned = self.db.fetchall(
|
||||
"SELECT * FROM batches WHERE trade_date = ? AND state = 'failed'",
|
||||
(TRADE_DATE,),
|
||||
)
|
||||
self.assertTrue(any("release group not switched" in str(row["error"] or "") for row in abandoned))
|
||||
audit = self.db.fetchone(
|
||||
"SELECT * FROM audit_log WHERE action = 'release-group' ORDER BY id DESC"
|
||||
)
|
||||
self.assertIn("valuation", str(audit["detail"]))
|
||||
# still missing → evening retries keep trying
|
||||
self.assertIn("daily", self.pipe.missing_official_datasets(TRADE_DATE))
|
||||
|
||||
def test_failure_keeps_previous_complete_version_serving(self) -> None:
|
||||
first = self.pipe.run_dataset("daily", TRADE_DATE)
|
||||
self.transport.empty = {"daily_basic"}
|
||||
results = self.pipe.run_eod_missing(TRADE_DATE)
|
||||
self.assertEqual(results["daily"]["state"], "skipped")
|
||||
self.assertEqual(results["valuation"]["state"], "failed")
|
||||
# the already-published complete batch is untouched and keeps serving
|
||||
self.assertEqual(self.pipe.active_batch("daily", TRADE_DATE), first["batch_id"])
|
||||
self.assertEqual(
|
||||
publications_map(self.db, TRADE_DATE),
|
||||
{"daily": first["batch_id"]},
|
||||
)
|
||||
payload = V1API(self.db, self.pipe, self.pipe.settings).handle(
|
||||
"/v1/bars/daily", {"date": [TRADE_DATE], "code": ["600000.SH"]}
|
||||
)
|
||||
self.assertEqual(payload["meta"]["batch_id"], first["batch_id"])
|
||||
|
||||
def test_reads_during_switch_see_old_state_until_commit(self) -> None:
|
||||
snapshots: list[dict] = []
|
||||
|
||||
def watcher() -> None:
|
||||
with self.db.connect() as connection:
|
||||
rows = connection.execute(
|
||||
"SELECT dataset, active_batch FROM publications WHERE trade_date = ?",
|
||||
(TRADE_DATE,),
|
||||
).fetchall()
|
||||
snapshots.append({str(row["dataset"]): row["active_batch"] for row in rows})
|
||||
|
||||
self.pipe.before_commit = watcher
|
||||
self.pipe.run_eod_batch_a(TRADE_DATE)
|
||||
# inside the switch transaction the group was still invisible
|
||||
self.assertEqual(snapshots[0], {})
|
||||
after = publications_map(self.db, TRADE_DATE)
|
||||
self.assertEqual(set(after), {*GROUP_A, "stocks"})
|
||||
|
||||
def test_switch_crash_rolls_back_whole_group(self) -> None:
|
||||
def explode() -> None:
|
||||
raise RuntimeError("killed mid-switch")
|
||||
|
||||
self.pipe.before_commit = explode
|
||||
with self.assertRaises(RuntimeError):
|
||||
self.pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.assertEqual(publications_map(self.db, TRADE_DATE), {})
|
||||
for table in ("eod_bars", "eod_valuation", "eod_moneyflow", "eod_auction", "eod_stocks"):
|
||||
rows = self.db.fetchall(f"SELECT * FROM {table} WHERE trade_date = ?", (TRADE_DATE,))
|
||||
self.assertEqual(rows, [], table)
|
||||
|
||||
def test_duplicate_runs_are_idempotent(self) -> None:
|
||||
self.pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.pipe.run_eod_batch_b(TRADE_DATE)
|
||||
batches_before = {
|
||||
str(row["batch_id"])
|
||||
for row in self.db.fetchall("SELECT batch_id FROM batches WHERE trade_date = ?", (TRADE_DATE,))
|
||||
}
|
||||
calls_before = len(self.transport.calls)
|
||||
again = self.pipe.run_eod_missing(TRADE_DATE)
|
||||
self.assertEqual({item["state"] for item in again.values()}, {"skipped"})
|
||||
self.assertEqual({item["reason"] for item in again.values()}, {"already_published"})
|
||||
batches_after = {
|
||||
str(row["batch_id"])
|
||||
for row in self.db.fetchall("SELECT batch_id FROM batches WHERE trade_date = ?", (TRADE_DATE,))
|
||||
}
|
||||
self.assertEqual(batches_after, batches_before)
|
||||
self.assertEqual(len(self.transport.calls), calls_before)
|
||||
self.assertEqual(self.pipe.missing_official_datasets(TRADE_DATE), [])
|
||||
|
||||
def test_cross_gate_failure_blocks_switch(self) -> None:
|
||||
transport = GroupTransport()
|
||||
pipe, db = make_pipe(
|
||||
transport,
|
||||
quality_extra={"cross_gates": [
|
||||
{"left": "daily", "right": "moneyflow", "min_key_overlap": 1.0},
|
||||
]},
|
||||
)
|
||||
pipe.ingest_reference(TRADE_DATE)
|
||||
transport.keep_rows["moneyflow"] = 1 # moneyflow covers only half the market
|
||||
results = pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.assertEqual(results["moneyflow"]["state"], "failed")
|
||||
self.assertIn("cross gate", str(results["moneyflow"]["error"]))
|
||||
self.assertEqual(publications_map(db, TRADE_DATE), {})
|
||||
|
||||
def test_stocks_master_and_snapshot_switch_together_or_not_at_all(self) -> None:
|
||||
original = [
|
||||
{"ts_code": "600000.SH", "symbol": "600000", "name": "浦发银行", "area": "上海",
|
||||
"industry": "银行", "market": "主板", "list_status": "L", "list_date": "19991110"},
|
||||
{"ts_code": "920071.BJ", "symbol": "920071", "name": "N金钛", "area": "辽宁",
|
||||
"industry": "小金属", "market": "北交所", "list_status": "L", "list_date": "20240901"},
|
||||
]
|
||||
renamed = [dict(original[0]), {**original[1], "name": "金钛股份"}]
|
||||
self.transport.stocks = renamed
|
||||
self.pipe.run_eod_batch_a(TRADE_DATE)
|
||||
master = self.db.fetchone("SELECT name FROM stock_master WHERE ts_code = '920071.BJ'")
|
||||
self.assertEqual(master["name"], "金钛股份")
|
||||
stocks_pub = self.db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset = 'stocks' AND trade_date = ?",
|
||||
(TRADE_DATE,),
|
||||
)
|
||||
self.assertIsNotNone(stocks_pub)
|
||||
|
||||
# failure path: rename staged but the group is blocked → master stays untouched
|
||||
transport = GroupTransport()
|
||||
transport.stocks = original
|
||||
pipe, db = make_pipe(
|
||||
transport,
|
||||
quality_extra={"cross_gates": [
|
||||
{"left": "daily", "right": "moneyflow", "min_key_overlap": 1.0},
|
||||
]},
|
||||
)
|
||||
pipe.ingest_reference(TRADE_DATE) # master seeded with "N金钛"
|
||||
transport.stocks = renamed
|
||||
transport.keep_rows["moneyflow"] = 1
|
||||
results = pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.assertEqual(results["stocks"]["state"], "failed")
|
||||
master = db.fetchone("SELECT name FROM stock_master WHERE ts_code = '920071.BJ'")
|
||||
self.assertEqual(master["name"], "N金钛") # rename not applied
|
||||
stocks_pub = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset = 'stocks' AND trade_date = ?",
|
||||
(TRADE_DATE,),
|
||||
)
|
||||
self.assertIsNone(stocks_pub)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user