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 (
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yyyymmdd,
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)
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from backend.data.datahub.redact import redact_text, redact_value
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from backend.data.datahub.route_state import LEDGER
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from backend.data.datahub.settings import DatahubSettings
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from backend.data.providers.tushare_client import TushareClient
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@@ -125,6 +126,7 @@ class DatahubBridge:
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raise DatahubError("EMPTY", "datahub intraday empty")
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if (response.meta or {}).get("stale"):
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raise DatahubError("STALE", "datahub intraday stale")
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self._record_route("intraday", "datahub", str((response.meta or {}).get("source") or "datahub"))
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return {
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"entity_type": str(data.get("entity_type") or "stock"),
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"identifier": str(data.get("identifier") or code),
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@@ -139,6 +141,106 @@ class DatahubBridge:
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self._log_failure("intraday", exc)
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return None
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def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
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return self._try_quote_rows("quotes", {}, expected_date=trade_date, minimum=200)
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def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
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cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
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if not cleaned:
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return None
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return self._try_quote_rows("quotes", {"codes": ",".join(cleaned[:60])}, minimum=1)
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def try_index_quotes(self) -> list[dict[str, Any]] | None:
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flags = self.settings.flags("index_quotes")
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if not flags.read:
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return None
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try:
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response = self.client.index_quotes()
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rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
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if len(rows) < 3:
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raise DatahubError("EMPTY", "datahub index quotes incomplete")
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if (response.meta or {}).get("stale"):
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raise DatahubError("STALE", "datahub index quotes stale")
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self._record_route(
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"index_quotes",
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"datahub",
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str((response.meta or {}).get("source") or "datahub"),
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)
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return rows
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except Exception as exc:
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self._log_failure("index_quotes", exc)
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return None
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def try_daily_chart(
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self,
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code: str,
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end_date: str,
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limit: int = 90,
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dataset: str = "daily",
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) -> list[dict[str, Any]] | None:
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flags = self.settings.flags(dataset)
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if not flags.read:
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return None
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compact_end = yyyymmdd(end_date)
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if not compact_end:
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return None
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try:
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start = _shift_yyyymmdd(compact_end, -max(190, int(limit) * 3))
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if dataset == "index_daily":
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response = self._paginate(
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self.client.index_bars,
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{"code": code, "from": start, "to": compact_end},
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)
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else:
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response = self._paginate(
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self.client.daily_bars,
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{"code": code, "from": start, "to": compact_end, "adjust": "none"},
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)
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self._validate_usable(dataset, list(response.data or []), response)
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rows = _chart_bars(list(response.data or []))
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if not rows:
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raise DatahubError("EMPTY", f"{dataset} chart empty")
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self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
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return rows[-max(20, min(180, int(limit))):]
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except Exception as exc:
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self._log_failure(dataset, exc)
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return None
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def record_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
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self._record_route(dataset, "legacy", source, error)
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def route_snapshot(self) -> list[dict[str, Any]]:
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return LEDGER.snapshot()
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def _try_quote_rows(
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self,
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dataset: str,
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params: dict[str, Any],
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expected_date: str = "",
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minimum: int = 1,
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) -> list[dict[str, Any]] | None:
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flags = self.settings.flags(dataset)
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if not flags.read:
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return None
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try:
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response = self.client.quotes_latest(**params)
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rows = [_native_quote(item) for item in (response.data or []) if isinstance(item, dict)]
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rows = [item for item in rows if item]
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want = yyyymmdd(expected_date)
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if want:
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dated = [item for item in rows if not item.get("quote_date") or item.get("quote_date") == want]
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if dated:
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rows = dated
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if len(rows) < minimum:
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raise DatahubError("EMPTY", f"datahub {dataset} empty")
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if (response.meta or {}).get("stale"):
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raise DatahubError("STALE", f"datahub {dataset} stale")
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self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
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return rows
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except Exception as exc:
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self._log_failure(dataset, exc)
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return None
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def query(
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self,
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api_name: str,
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@@ -180,12 +282,19 @@ class DatahubBridge:
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raise
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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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self._record_route(dataset, "datahub", str(hub_meta.get("source") or "datahub"))
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return project_fields(hub_rows, fields)
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if flags.read:
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self._record_route(dataset, "legacy", "tushare", hub_error or "")
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return legacy_rows
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if flags.read and hub_rows is not None and hub_error is None:
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self._record_route(dataset, "datahub", str(hub_meta.get("source") or "datahub"))
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return project_fields(hub_rows, fields)
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return legacy_query(api_name, params, fields)
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result = legacy_query(api_name, params, fields)
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if flags.read:
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self._record_route(dataset, "legacy", "tushare", hub_error or "")
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return result
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def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
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date = yyyymmdd(params.get("trade_date") or params.get("date"))
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@@ -298,11 +407,12 @@ class DatahubBridge:
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self.shadow_sink(report)
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def _log_failure(self, dataset: str, exc: Exception) -> None:
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LOGGER.warning(
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"datahub fallback dataset=%s error=%s",
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dataset,
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redact_text(self._error_text(exc), self.settings.secrets()),
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)
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error = redact_text(self._error_text(exc), self.settings.secrets())
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LOGGER.warning("datahub fallback dataset=%s error=%s", dataset, error)
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self._record_route(dataset, "legacy", "pending-legacy", error)
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def _record_route(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
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LEDGER.record(dataset, route, source, redact_text(error, self.settings.secrets()))
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def _error_text(self, exc: Exception) -> str:
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if isinstance(exc, DatahubError):
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@@ -312,6 +422,75 @@ class DatahubBridge:
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return redact_text(text, self.settings.secrets())
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def _native_quote(row: dict[str, Any]) -> dict[str, Any] | None:
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ts_code = str(row.get("ts_code") or "").strip()
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close = _finite(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
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previous = _finite(
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row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
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)
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if not ts_code or close <= 0 or previous <= 0:
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return None
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volume = _finite(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"))
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return {
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"ts_code": ts_code,
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"name": str(row.get("name") or ts_code).strip(),
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"pre_close": previous,
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"open": _finite(row.get("open")),
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"high": _finite(row.get("high")),
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"low": _finite(row.get("low")),
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"close": close,
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"vol": volume,
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"amount": _finite(row.get("amount")),
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"num": 0,
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"quote_date": yyyymmdd(row.get("quote_date") or row.get("trade_date")),
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"source": str(row.get("source") or "datahub"),
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}
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def _chart_bars(rows: list[Any]) -> list[dict[str, Any]]:
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normalized: list[dict[str, Any]] = []
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for row in rows:
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if not isinstance(row, dict):
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continue
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compact = yyyymmdd(row.get("trade_date"))
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close = _finite(row.get("close"))
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if len(compact) != 8 or close <= 0:
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continue
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volume = _finite(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol"))
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amount = _finite(row.get("amount"))
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if volume and volume < close * 10 and amount > 1000:
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volume = volume * 100
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trade_date = f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
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previous = normalized[-1]["close"] if normalized else 0.0
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normalized.append(
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{
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"trade_date": trade_date,
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"open": _finite(row.get("open")),
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"high": _finite(row.get("high")),
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"low": _finite(row.get("low")),
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"close": close,
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"change": round((close / previous - 1) * 100, 4) if previous else _finite(row.get("pct_chg")),
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"volume": volume,
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"amount_billion": amount / 100_000_000,
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}
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)
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return normalized
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def _shift_yyyymmdd(value: str, days: int) -> str:
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from datetime import datetime, timedelta
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stamp = datetime.strptime(value, "%Y%m%d")
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return (stamp + timedelta(days=days)).strftime("%Y%m%d")
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def _finite(value: Any) -> float:
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try:
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return float(value or 0)
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except (TypeError, ValueError):
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return 0.0
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class DatahubAwareTushareClient:
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def __init__(self, legacy: TushareClient, bridge: DatahubBridge) -> None:
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self._legacy = legacy
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@@ -325,5 +504,17 @@ class DatahubAwareTushareClient:
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) -> list[dict[str, Any]]:
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return self._bridge.query(api_name, params, fields, self._legacy.query)
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def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
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return self._bridge.try_market_quotes(trade_date)
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def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
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return self._bridge.try_quotes(codes)
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def try_index_quotes(self) -> list[dict[str, Any]] | None:
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return self._bridge.try_index_quotes()
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def record_datahub_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
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self._bridge.record_legacy(dataset, source, error)
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def __getattr__(self, name: str) -> Any:
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return getattr(self._legacy, name)
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