feat(HEL-490): 剩余行情改由数据中枢主线路提供
正式页面以 8766 为主线路,旧接口只作故障备用;compose 钉死全部 DATAHUB_READ_*,避免现网残留 0 造成假完成。 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
5d3465987d
commit
1c2f2ac057
@@ -16,6 +16,7 @@ from backend.data.datahub.native import (
|
||||
yyyymmdd,
|
||||
)
|
||||
from backend.data.datahub.redact import redact_text, redact_value
|
||||
from backend.data.datahub.route_state import LEDGER
|
||||
from backend.data.datahub.settings import DatahubSettings
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
|
||||
@@ -125,6 +126,7 @@ class DatahubBridge:
|
||||
raise DatahubError("EMPTY", "datahub intraday empty")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub intraday stale")
|
||||
self._record_route("intraday", "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return {
|
||||
"entity_type": str(data.get("entity_type") or "stock"),
|
||||
"identifier": str(data.get("identifier") or code),
|
||||
@@ -139,6 +141,106 @@ class DatahubBridge:
|
||||
self._log_failure("intraday", exc)
|
||||
return None
|
||||
|
||||
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._try_quote_rows("quotes", {}, expected_date=trade_date, minimum=200)
|
||||
|
||||
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
|
||||
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
|
||||
if not cleaned:
|
||||
return None
|
||||
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned[:60])}, minimum=1)
|
||||
|
||||
def try_index_quotes(self) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("index_quotes")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.index_quotes()
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if len(rows) < 3:
|
||||
raise DatahubError("EMPTY", "datahub index quotes incomplete")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub index quotes stale")
|
||||
self._record_route(
|
||||
"index_quotes",
|
||||
"datahub",
|
||||
str((response.meta or {}).get("source") or "datahub"),
|
||||
)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure("index_quotes", exc)
|
||||
return None
|
||||
|
||||
def try_daily_chart(
|
||||
self,
|
||||
code: str,
|
||||
end_date: str,
|
||||
limit: int = 90,
|
||||
dataset: str = "daily",
|
||||
) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read:
|
||||
return None
|
||||
compact_end = yyyymmdd(end_date)
|
||||
if not compact_end:
|
||||
return None
|
||||
try:
|
||||
start = _shift_yyyymmdd(compact_end, -max(190, int(limit) * 3))
|
||||
if dataset == "index_daily":
|
||||
response = self._paginate(
|
||||
self.client.index_bars,
|
||||
{"code": code, "from": start, "to": compact_end},
|
||||
)
|
||||
else:
|
||||
response = self._paginate(
|
||||
self.client.daily_bars,
|
||||
{"code": code, "from": start, "to": compact_end, "adjust": "none"},
|
||||
)
|
||||
self._validate_usable(dataset, list(response.data or []), response)
|
||||
rows = _chart_bars(list(response.data or []))
|
||||
if not rows:
|
||||
raise DatahubError("EMPTY", f"{dataset} chart empty")
|
||||
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return rows[-max(20, min(180, int(limit))):]
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
return None
|
||||
|
||||
def record_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
|
||||
self._record_route(dataset, "legacy", source, error)
|
||||
|
||||
def route_snapshot(self) -> list[dict[str, Any]]:
|
||||
return LEDGER.snapshot()
|
||||
|
||||
def _try_quote_rows(
|
||||
self,
|
||||
dataset: str,
|
||||
params: dict[str, Any],
|
||||
expected_date: str = "",
|
||||
minimum: int = 1,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.quotes_latest(**params)
|
||||
rows = [_native_quote(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
rows = [item for item in rows if item]
|
||||
want = yyyymmdd(expected_date)
|
||||
if want:
|
||||
dated = [item for item in rows if not item.get("quote_date") or item.get("quote_date") == want]
|
||||
if dated:
|
||||
rows = dated
|
||||
if len(rows) < minimum:
|
||||
raise DatahubError("EMPTY", f"datahub {dataset} empty")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", f"datahub {dataset} stale")
|
||||
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
return None
|
||||
|
||||
def query(
|
||||
self,
|
||||
api_name: str,
|
||||
@@ -180,12 +282,19 @@ class DatahubBridge:
|
||||
raise
|
||||
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error, fields))
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
self._record_route(dataset, "datahub", str(hub_meta.get("source") or "datahub"))
|
||||
return project_fields(hub_rows, fields)
|
||||
if flags.read:
|
||||
self._record_route(dataset, "legacy", "tushare", hub_error or "")
|
||||
return legacy_rows
|
||||
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
self._record_route(dataset, "datahub", str(hub_meta.get("source") or "datahub"))
|
||||
return project_fields(hub_rows, fields)
|
||||
return legacy_query(api_name, params, fields)
|
||||
result = legacy_query(api_name, params, fields)
|
||||
if flags.read:
|
||||
self._record_route(dataset, "legacy", "tushare", hub_error or "")
|
||||
return result
|
||||
|
||||
def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
|
||||
date = yyyymmdd(params.get("trade_date") or params.get("date"))
|
||||
@@ -298,11 +407,12 @@ class DatahubBridge:
|
||||
self.shadow_sink(report)
|
||||
|
||||
def _log_failure(self, dataset: str, exc: Exception) -> None:
|
||||
LOGGER.warning(
|
||||
"datahub fallback dataset=%s error=%s",
|
||||
dataset,
|
||||
redact_text(self._error_text(exc), self.settings.secrets()),
|
||||
)
|
||||
error = redact_text(self._error_text(exc), self.settings.secrets())
|
||||
LOGGER.warning("datahub fallback dataset=%s error=%s", dataset, error)
|
||||
self._record_route(dataset, "legacy", "pending-legacy", error)
|
||||
|
||||
def _record_route(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
|
||||
LEDGER.record(dataset, route, source, redact_text(error, self.settings.secrets()))
|
||||
|
||||
def _error_text(self, exc: Exception) -> str:
|
||||
if isinstance(exc, DatahubError):
|
||||
@@ -312,6 +422,75 @@ class DatahubBridge:
|
||||
return redact_text(text, self.settings.secrets())
|
||||
|
||||
|
||||
def _native_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "").strip()
|
||||
close = _finite(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
|
||||
previous = _finite(
|
||||
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
|
||||
)
|
||||
if not ts_code or close <= 0 or previous <= 0:
|
||||
return None
|
||||
volume = _finite(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"))
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": str(row.get("name") or ts_code).strip(),
|
||||
"pre_close": previous,
|
||||
"open": _finite(row.get("open")),
|
||||
"high": _finite(row.get("high")),
|
||||
"low": _finite(row.get("low")),
|
||||
"close": close,
|
||||
"vol": volume,
|
||||
"amount": _finite(row.get("amount")),
|
||||
"num": 0,
|
||||
"quote_date": yyyymmdd(row.get("quote_date") or row.get("trade_date")),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
}
|
||||
|
||||
|
||||
def _chart_bars(rows: list[Any]) -> list[dict[str, Any]]:
|
||||
normalized: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
compact = yyyymmdd(row.get("trade_date"))
|
||||
close = _finite(row.get("close"))
|
||||
if len(compact) != 8 or close <= 0:
|
||||
continue
|
||||
volume = _finite(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol"))
|
||||
amount = _finite(row.get("amount"))
|
||||
if volume and volume < close * 10 and amount > 1000:
|
||||
volume = volume * 100
|
||||
trade_date = f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
|
||||
previous = normalized[-1]["close"] if normalized else 0.0
|
||||
normalized.append(
|
||||
{
|
||||
"trade_date": trade_date,
|
||||
"open": _finite(row.get("open")),
|
||||
"high": _finite(row.get("high")),
|
||||
"low": _finite(row.get("low")),
|
||||
"close": close,
|
||||
"change": round((close / previous - 1) * 100, 4) if previous else _finite(row.get("pct_chg")),
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
}
|
||||
)
|
||||
return normalized
|
||||
|
||||
|
||||
def _shift_yyyymmdd(value: str, days: int) -> str:
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
stamp = datetime.strptime(value, "%Y%m%d")
|
||||
return (stamp + timedelta(days=days)).strftime("%Y%m%d")
|
||||
|
||||
|
||||
def _finite(value: Any) -> float:
|
||||
try:
|
||||
return float(value or 0)
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
|
||||
|
||||
class DatahubAwareTushareClient:
|
||||
def __init__(self, legacy: TushareClient, bridge: DatahubBridge) -> None:
|
||||
self._legacy = legacy
|
||||
@@ -325,5 +504,17 @@ class DatahubAwareTushareClient:
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._bridge.query(api_name, params, fields, self._legacy.query)
|
||||
|
||||
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_market_quotes(trade_date)
|
||||
|
||||
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_quotes(codes)
|
||||
|
||||
def try_index_quotes(self) -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_index_quotes()
|
||||
|
||||
def record_datahub_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
|
||||
self._bridge.record_legacy(dataset, source, error)
|
||||
|
||||
def __getattr__(self, name: str) -> Any:
|
||||
return getattr(self._legacy, name)
|
||||
|
||||
@@ -0,0 +1,57 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from threading import Lock
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.settings import DATASETS
|
||||
|
||||
DATASET_LABELS = {
|
||||
"calendar": "交易日历",
|
||||
"stocks": "股票主档",
|
||||
"daily": "个股日K",
|
||||
"index_daily": "指数日K",
|
||||
"valuation": "估值",
|
||||
"moneyflow": "资金流",
|
||||
"auction": "竞价",
|
||||
"limit_events": "涨停池",
|
||||
"popularity": "人气榜",
|
||||
"dragon_tiger": "龙虎榜",
|
||||
"sector_daily": "题材板块",
|
||||
"quotes": "全市场实时行情",
|
||||
"index_quotes": "指数实时行情",
|
||||
"intraday": "分时",
|
||||
"status": "数据集状态",
|
||||
}
|
||||
|
||||
|
||||
class DatahubRouteLedger:
|
||||
def __init__(self) -> None:
|
||||
self._lock = Lock()
|
||||
self._rows: dict[str, dict[str, Any]] = {}
|
||||
|
||||
def record(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
|
||||
name = str(dataset or "").strip() or "unknown"
|
||||
with self._lock:
|
||||
self._rows[name] = {
|
||||
"dataset": name,
|
||||
"label": DATASET_LABELS.get(name, name),
|
||||
"route": "legacy" if route == "legacy" else "datahub",
|
||||
"source": str(source or "").strip(),
|
||||
"error": str(error or "").strip(),
|
||||
"at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
}
|
||||
|
||||
def snapshot(self) -> list[dict[str, Any]]:
|
||||
with self._lock:
|
||||
rows = [dict(item) for item in self._rows.values()]
|
||||
order = {name: index for index, name in enumerate(DATASETS)}
|
||||
rows.sort(key=lambda item: (order.get(str(item.get("dataset")), 99), str(item.get("dataset"))))
|
||||
return rows
|
||||
|
||||
def clear(self) -> None:
|
||||
with self._lock:
|
||||
self._rows.clear()
|
||||
|
||||
|
||||
LEDGER = DatahubRouteLedger()
|
||||
@@ -47,6 +47,31 @@ class DataGateway:
|
||||
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
|
||||
return self.datahub.batches(trade_date, dataset)
|
||||
|
||||
def datahub_status(self) -> dict[str, Any]:
|
||||
from backend.data.datahub.route_state import DATASET_LABELS, LEDGER
|
||||
from backend.data.datahub.settings import DATASETS
|
||||
|
||||
settings = self.datahub.settings
|
||||
flags = []
|
||||
enabled = 0
|
||||
for name in DATASETS:
|
||||
read = bool(settings.flags(name).read)
|
||||
if read:
|
||||
enabled += 1
|
||||
flags.append({"dataset": name, "label": DATASET_LABELS.get(name, name), "read": read})
|
||||
routes = LEDGER.snapshot()
|
||||
fallbacks = [item for item in routes if item.get("route") == "legacy"]
|
||||
return {
|
||||
"configured": bool(settings.token and settings.base_url),
|
||||
"base_url": settings.base_url,
|
||||
"enabled_reads": enabled,
|
||||
"total_reads": len(DATASETS),
|
||||
"flags": flags,
|
||||
"routes": routes,
|
||||
"fallback_count": len(fallbacks),
|
||||
"fallback_labels": [str(item.get("label") or item.get("dataset")) for item in fallbacks],
|
||||
}
|
||||
|
||||
def assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
|
||||
self.policy.assert_allowed(dataset_id, provider_id, usage)
|
||||
|
||||
|
||||
@@ -186,7 +186,12 @@ class DashboardMixin:
|
||||
previous_sectors = _build_sectors(previous_limits)
|
||||
now = self._now()
|
||||
market_status = _realtime_market_status(now.time().replace(tzinfo=None))
|
||||
if quote_source == "eastmoney_clist":
|
||||
if quote_source == "datahub":
|
||||
notice = (
|
||||
"盘中行情由数据中枢统一提供;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "datahub"
|
||||
elif quote_source == "eastmoney_clist":
|
||||
notice = (
|
||||
"盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
@@ -241,10 +246,16 @@ class DashboardMixin:
|
||||
codes: str,
|
||||
trade_date: str,
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
hub = getattr(self, "try_market_quotes", None)
|
||||
if callable(hub):
|
||||
quotes = hub(trade_date)
|
||||
if quotes:
|
||||
return list(quotes), "datahub"
|
||||
rt_error = ""
|
||||
try:
|
||||
quotes = self.query("rt_k", {"ts_code": codes})
|
||||
if quotes:
|
||||
self._mark_quote_legacy("tushare_rt_k", rt_error)
|
||||
return list(quotes), "tushare_rt_k"
|
||||
rt_error = f"No realtime data returned for {trade_date}"
|
||||
except TushareError as exc:
|
||||
@@ -259,8 +270,14 @@ class DashboardMixin:
|
||||
raise TushareError(
|
||||
f"当天盘中实时行情不可用:rt_k={rt_error};免费源=empty"
|
||||
)
|
||||
self._mark_quote_legacy(quote_source, rt_error)
|
||||
return quotes, quote_source
|
||||
|
||||
def _mark_quote_legacy(self, source: str, error: str = "") -> None:
|
||||
marker = getattr(self, "record_datahub_legacy", None)
|
||||
if callable(marker):
|
||||
marker("quotes", source, error)
|
||||
|
||||
def _free_realtime_quotes(
|
||||
self,
|
||||
trade_date: str,
|
||||
@@ -286,8 +303,18 @@ class DashboardMixin:
|
||||
return quotes, "tencent_qt"
|
||||
|
||||
def _free_realtime_indices(self) -> list[dict[str, Any]]:
|
||||
hub = getattr(self, "try_index_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub()
|
||||
converted = [item for item in (_hub_index_quote(row) for row in rows or []) if item]
|
||||
if converted:
|
||||
return converted
|
||||
try:
|
||||
return self._realtime_aggregator().eastmoney_indices()
|
||||
rows = self._realtime_aggregator().eastmoney_indices()
|
||||
marker = getattr(self, "record_datahub_legacy", None)
|
||||
if callable(marker):
|
||||
marker("index_quotes", "eastmoney_push2")
|
||||
return rows
|
||||
except Exception:
|
||||
return []
|
||||
|
||||
@@ -692,6 +719,31 @@ def _build_yesterday_performance(
|
||||
return result
|
||||
|
||||
|
||||
def _hub_index_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
code = str(row.get("code") or ts_code.split(".")[0])
|
||||
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
previous = _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
)
|
||||
if close <= 0 or previous <= 0:
|
||||
return None
|
||||
amount = _number(row.get("amount"))
|
||||
amount_billion = _number(row.get("amount_billion"))
|
||||
if not amount_billion and amount:
|
||||
amount_billion = round(amount / 100_000_000, 2)
|
||||
return {
|
||||
"code": code,
|
||||
"name": str(row.get("name") or code),
|
||||
"price": close,
|
||||
"change": _number(row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change")),
|
||||
"previous_close": previous,
|
||||
"amount_billion": amount_billion,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": "datahub",
|
||||
}
|
||||
|
||||
|
||||
def _build_limit_performance(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
result = []
|
||||
for level in sorted({int(row.get("prior_streak") or 1) for row in rows}, reverse=True):
|
||||
|
||||
@@ -59,10 +59,85 @@ class IndexMixin:
|
||||
}
|
||||
|
||||
def realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
hub = getattr(self, "try_index_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub()
|
||||
if rows:
|
||||
try:
|
||||
return self._hub_realtime_market_indices(requested_date, rows)
|
||||
except TushareError:
|
||||
pass
|
||||
try:
|
||||
return self._tushare_realtime_market_indices(requested_date)
|
||||
payload = self._tushare_realtime_market_indices(requested_date)
|
||||
marker = getattr(self, "record_datahub_legacy", None)
|
||||
if callable(marker):
|
||||
marker("index_quotes", "tushare_rt_idx_k")
|
||||
return payload
|
||||
except TushareError:
|
||||
return self._free_realtime_market_indices(requested_date)
|
||||
payload = self._free_realtime_market_indices(requested_date)
|
||||
marker = getattr(self, "record_datahub_legacy", None)
|
||||
if callable(marker):
|
||||
marker("index_quotes", str(payload.get("source") or "eastmoney_push2"))
|
||||
return payload
|
||||
|
||||
def _hub_realtime_market_indices(
|
||||
self,
|
||||
requested_date: str,
|
||||
rows: list[dict[str, Any]],
|
||||
) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
index_names = {
|
||||
"000001.SH": "上证指数",
|
||||
"399001.SZ": "深证成指",
|
||||
"399006.SZ": "创业板指",
|
||||
}
|
||||
by_code = {str(row.get("ts_code") or ""): row for row in rows}
|
||||
by_symbol = {str(row.get("code") or ""): row for row in rows}
|
||||
indices = []
|
||||
for ts_code, name in index_names.items():
|
||||
row = by_code.get(ts_code) or by_symbol.get(ts_code.split(".")[0])
|
||||
if not row:
|
||||
continue
|
||||
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
previous_close = _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
)
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
amount = _number(row.get("amount"))
|
||||
amount_billion = _number(row.get("amount_billion"))
|
||||
if not amount_billion and amount:
|
||||
amount_billion = round(amount / 100_000_000, 2)
|
||||
indices.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": str(row.get("name") or name).strip(),
|
||||
"trade_date": trade_date,
|
||||
"close": close,
|
||||
"pct_chg": round(
|
||||
_number(row.get("pct_chg")) or (close / previous_close - 1) * 100,
|
||||
3,
|
||||
),
|
||||
"return_5d": 0,
|
||||
"amount_billion": amount_billion,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": "datahub",
|
||||
}
|
||||
)
|
||||
if len(indices) != 3:
|
||||
raise TushareError("Realtime index quotes are incomplete")
|
||||
return {
|
||||
"trade_date": trade_date,
|
||||
"source": "datahub",
|
||||
"realtime": True,
|
||||
"precise": True,
|
||||
"indices": indices,
|
||||
"aggregate": {
|
||||
"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
|
||||
"average_return_5d": 0,
|
||||
"average_return_20d": 0,
|
||||
},
|
||||
}
|
||||
|
||||
def _tushare_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
|
||||
Reference in New Issue
Block a user