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
+4
-5
@@ -5,11 +5,10 @@ APP_ENCRYPTION_KEY=
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# the system settings; all accounts use the same backend market snapshot.
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TUSHARE_TOKEN=your_tushare_token_here
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# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
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# default off in config/datahub.config.json, so the website keeps using Tushare.
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# Extended datasets (HEL-463): LIMIT_EVENTS POPULARITY DRAGON_TIGER SECTOR_DAILY
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# QUOTES INDEX_QUOTES INTRADAY — plus first-batch CALENDAR STOCKS DAILY INDEX_DAILY
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# VALUATION MONEYFLOW AUCTION STATUS.
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# Official xiaobai-datahub client. Read flags default on in config/datahub.config.json.
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# compose.yaml pins every DATAHUB_READ_* to 1 so leftover .env zeros cannot keep
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# official pages on the old APIs. Old website APIs are emergency fallback only.
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# DATAHUB_SHADOW_* can still override a single dataset.
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DATAHUB_BASE_URL=http://127.0.0.1:8766
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DATAHUB_TOKEN=
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@@ -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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@@ -0,0 +1,57 @@
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from __future__ import annotations
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from datetime import datetime
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from threading import Lock
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from typing import Any
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from backend.data.datahub.settings import DATASETS
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DATASET_LABELS = {
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"calendar": "交易日历",
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"stocks": "股票主档",
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"daily": "个股日K",
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"index_daily": "指数日K",
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"valuation": "估值",
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"moneyflow": "资金流",
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"auction": "竞价",
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"limit_events": "涨停池",
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"popularity": "人气榜",
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"dragon_tiger": "龙虎榜",
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"sector_daily": "题材板块",
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"quotes": "全市场实时行情",
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"index_quotes": "指数实时行情",
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"intraday": "分时",
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"status": "数据集状态",
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}
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class DatahubRouteLedger:
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def __init__(self) -> None:
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self._lock = Lock()
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self._rows: dict[str, dict[str, Any]] = {}
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def record(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
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name = str(dataset or "").strip() or "unknown"
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with self._lock:
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self._rows[name] = {
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"dataset": name,
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"label": DATASET_LABELS.get(name, name),
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"route": "legacy" if route == "legacy" else "datahub",
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"source": str(source or "").strip(),
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"error": str(error or "").strip(),
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"at": datetime.now().astimezone().isoformat(timespec="seconds"),
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}
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def snapshot(self) -> list[dict[str, Any]]:
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with self._lock:
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rows = [dict(item) for item in self._rows.values()]
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order = {name: index for index, name in enumerate(DATASETS)}
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rows.sort(key=lambda item: (order.get(str(item.get("dataset")), 99), str(item.get("dataset"))))
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return rows
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def clear(self) -> None:
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with self._lock:
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self._rows.clear()
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LEDGER = DatahubRouteLedger()
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@@ -47,6 +47,31 @@ class DataGateway:
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def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
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return self.datahub.batches(trade_date, dataset)
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def datahub_status(self) -> dict[str, Any]:
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from backend.data.datahub.route_state import DATASET_LABELS, LEDGER
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from backend.data.datahub.settings import DATASETS
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settings = self.datahub.settings
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flags = []
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enabled = 0
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for name in DATASETS:
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read = bool(settings.flags(name).read)
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if read:
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enabled += 1
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flags.append({"dataset": name, "label": DATASET_LABELS.get(name, name), "read": read})
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routes = LEDGER.snapshot()
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fallbacks = [item for item in routes if item.get("route") == "legacy"]
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return {
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"configured": bool(settings.token and settings.base_url),
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"base_url": settings.base_url,
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"enabled_reads": enabled,
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"total_reads": len(DATASETS),
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"flags": flags,
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"routes": routes,
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"fallback_count": len(fallbacks),
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"fallback_labels": [str(item.get("label") or item.get("dataset")) for item in fallbacks],
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}
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def assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
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self.policy.assert_allowed(dataset_id, provider_id, usage)
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@@ -186,7 +186,12 @@ class DashboardMixin:
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previous_sectors = _build_sectors(previous_limits)
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now = self._now()
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market_status = _realtime_market_status(now.time().replace(tzinfo=None))
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if quote_source == "eastmoney_clist":
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if quote_source == "datahub":
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notice = (
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"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。"
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)
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source_name = "datahub"
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elif quote_source == "eastmoney_clist":
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notice = (
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"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。"
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)
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@@ -241,10 +246,16 @@ class DashboardMixin:
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codes: str,
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trade_date: str,
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) -> tuple[list[dict[str, Any]], str]:
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hub = getattr(self, "try_market_quotes", None)
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if callable(hub):
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quotes = hub(trade_date)
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if quotes:
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return list(quotes), "datahub"
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rt_error = ""
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try:
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quotes = self.query("rt_k", {"ts_code": codes})
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if quotes:
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self._mark_quote_legacy("tushare_rt_k", rt_error)
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return list(quotes), "tushare_rt_k"
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rt_error = f"No realtime data returned for {trade_date}"
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except TushareError as exc:
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@@ -259,8 +270,14 @@ class DashboardMixin:
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raise TushareError(
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f"当天盘中实时行情不可用:rt_k={rt_error};免费源=empty"
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)
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self._mark_quote_legacy(quote_source, rt_error)
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return quotes, quote_source
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def _mark_quote_legacy(self, source: str, error: str = "") -> None:
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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)
|
||||
|
||||
@@ -68,12 +68,18 @@ class MarketChartClient:
|
||||
normalized = str(code or "").strip()
|
||||
if not re.fullmatch(r"\d{6}", normalized):
|
||||
raise ChartDataError("Invalid stock code")
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
|
||||
|
||||
def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if normalized not in INDEX_SECIDS:
|
||||
raise ChartDataError("Unsupported index")
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "index_daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
return self._ifind_daily(normalized, end_date, limit)
|
||||
|
||||
def board_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
@@ -109,6 +115,112 @@ class MarketChartClient:
|
||||
return None
|
||||
return chart
|
||||
|
||||
def _datahub_daily(
|
||||
self,
|
||||
code: str,
|
||||
end_date: str,
|
||||
limit: int,
|
||||
dataset: str,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
if self.datahub is None or not hasattr(self.datahub, "try_daily_chart"):
|
||||
return None
|
||||
try:
|
||||
rows = self.datahub.try_daily_chart(code, end_date, limit, dataset)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("datahub daily unexpected error: %s", exc)
|
||||
rows = None
|
||||
if not rows:
|
||||
if hasattr(self.datahub, "record_legacy"):
|
||||
self.datahub.record_legacy(dataset, "ifind")
|
||||
return None
|
||||
compact_end = str(end_date or "").replace("-", "")
|
||||
market_now = datetime.now().astimezone()
|
||||
today = market_now.strftime("%Y%m%d")
|
||||
market_open = (
|
||||
market_now.weekday() < 5
|
||||
and market_now.time().replace(tzinfo=None) >= dt_time(9, 30)
|
||||
)
|
||||
if compact_end == today and market_open:
|
||||
overlay = self._datahub_today_bar(code, dataset, rows)
|
||||
if overlay:
|
||||
if rows and rows[-1]["trade_date"] == overlay["trade_date"]:
|
||||
rows[-1] = overlay
|
||||
else:
|
||||
rows.append(overlay)
|
||||
return rows
|
||||
|
||||
def _datahub_today_bar(
|
||||
self,
|
||||
code: str,
|
||||
dataset: str,
|
||||
history: list[dict[str, Any]],
|
||||
) -> dict[str, Any] | None:
|
||||
today_display = datetime.now().astimezone().date().isoformat()
|
||||
previous = history[-1]["close"] if history and history[-1]["trade_date"] != today_display else (
|
||||
history[-2]["close"] if len(history) >= 2 else 0.0
|
||||
)
|
||||
quote = None
|
||||
if dataset == "index_daily" and hasattr(self.datahub, "try_index_quotes"):
|
||||
quotes = self.datahub.try_index_quotes() or []
|
||||
quote = next(
|
||||
(
|
||||
item for item in quotes
|
||||
if str(item.get("ts_code") or "") == code or str(item.get("code") or "") == code.split(".")[0]
|
||||
),
|
||||
None,
|
||||
)
|
||||
elif hasattr(self.datahub, "try_quotes"):
|
||||
quotes = self.datahub.try_quotes([code]) or []
|
||||
quote = quotes[0] if quotes else None
|
||||
if quote:
|
||||
close = _number(quote.get("close") if quote.get("close") not in (None, "") else quote.get("price"))
|
||||
open_price = _number(quote.get("open"))
|
||||
high = _number(quote.get("high"))
|
||||
low = _number(quote.get("low"))
|
||||
previous_close = _number(
|
||||
quote.get("pre_close") if quote.get("pre_close") not in (None, "") else quote.get("previous_close")
|
||||
) or previous
|
||||
volume = _number(quote.get("vol") if quote.get("vol") not in (None, "") else quote.get("volume"))
|
||||
amount = _number(quote.get("amount"))
|
||||
if close > 0 and open_price > 0:
|
||||
return {
|
||||
"trade_date": today_display,
|
||||
"open": open_price,
|
||||
"high": high or close,
|
||||
"low": low or close,
|
||||
"close": close,
|
||||
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"realtime": True,
|
||||
}
|
||||
chart = self._datahub_intraday(code)
|
||||
points = list((chart or {}).get("points") or [])
|
||||
if not points:
|
||||
return None
|
||||
closes = [_number(point.get("close")) for point in points if _number(point.get("close")) > 0]
|
||||
if not closes:
|
||||
return None
|
||||
opens = [_number(point.get("open")) for point in points if _number(point.get("open")) > 0]
|
||||
highs = [_number(point.get("high")) for point in points if _number(point.get("high")) > 0]
|
||||
lows = [_number(point.get("low")) for point in points if _number(point.get("low")) > 0]
|
||||
volume = sum(_number(point.get("volume")) for point in points)
|
||||
amount = sum(_number(point.get("amount")) for point in points)
|
||||
previous_close = _number((chart or {}).get("previous_close")) or previous
|
||||
close = closes[-1]
|
||||
open_price = opens[0] if opens else closes[0]
|
||||
return {
|
||||
"trade_date": today_display,
|
||||
"open": open_price,
|
||||
"high": max(highs or closes),
|
||||
"low": min(lows or closes),
|
||||
"close": close,
|
||||
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"realtime": True,
|
||||
}
|
||||
|
||||
def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
try:
|
||||
|
||||
@@ -130,6 +130,7 @@ class SystemServiceMixin:
|
||||
),
|
||||
**self.database.status(),
|
||||
"jobs": self.jobs.repository.recent(12),
|
||||
"datahub": self._datahub_status(),
|
||||
},
|
||||
"llm": {
|
||||
"primary_configured": self._profile_configured(platform["primary"]),
|
||||
@@ -145,6 +146,22 @@ class SystemServiceMixin:
|
||||
},
|
||||
}
|
||||
|
||||
def _datahub_status(self) -> dict[str, Any]:
|
||||
gateway = getattr(self, "data_gateway", None)
|
||||
reporter = getattr(gateway, "datahub_status", None)
|
||||
if callable(reporter):
|
||||
return reporter()
|
||||
return {
|
||||
"configured": False,
|
||||
"base_url": "",
|
||||
"enabled_reads": 0,
|
||||
"total_reads": 0,
|
||||
"flags": [],
|
||||
"routes": [],
|
||||
"fallback_count": 0,
|
||||
"fallback_labels": [],
|
||||
}
|
||||
|
||||
def save_system_settings(self, payload: dict[str, Any]) -> dict[str, Any]:
|
||||
current = dict(self._system_credentials)
|
||||
token = str(payload.get("tushare_token") or current.get("tushare_token") or "").strip()
|
||||
|
||||
@@ -13,6 +13,22 @@ services:
|
||||
- ./.env
|
||||
environment:
|
||||
APP_ENCRYPTION_KEY: "${APP_ENCRYPTION_KEY:?APP_ENCRYPTION_KEY must be set in .env}"
|
||||
DATAHUB_BASE_URL: "${DATAHUB_BASE_URL:-http://192.168.200.11:8766}"
|
||||
DATAHUB_READ_CALENDAR: "1"
|
||||
DATAHUB_READ_STOCKS: "1"
|
||||
DATAHUB_READ_DAILY: "1"
|
||||
DATAHUB_READ_INDEX_DAILY: "1"
|
||||
DATAHUB_READ_VALUATION: "1"
|
||||
DATAHUB_READ_MONEYFLOW: "1"
|
||||
DATAHUB_READ_AUCTION: "1"
|
||||
DATAHUB_READ_LIMIT_EVENTS: "1"
|
||||
DATAHUB_READ_POPULARITY: "1"
|
||||
DATAHUB_READ_DRAGON_TIGER: "1"
|
||||
DATAHUB_READ_SECTOR_DAILY: "1"
|
||||
DATAHUB_READ_QUOTES: "1"
|
||||
DATAHUB_READ_INDEX_QUOTES: "1"
|
||||
DATAHUB_READ_INTRADAY: "1"
|
||||
DATAHUB_READ_STATUS: "1"
|
||||
TZ: Asia/Shanghai
|
||||
PYTHONUTF8: "1"
|
||||
volumes:
|
||||
|
||||
+6
-3
@@ -12,9 +12,12 @@ These registries describe the approved product surface of the standalone applica
|
||||
providers, model entry points, CSS layers, and remaining code hotspots.
|
||||
- `data-fields.config.json`: canonical data products, provider eligibility, intended use, and
|
||||
known blocked datasets.
|
||||
- `datahub.config.json`: optional read-only client for `xiaobai-datahub`. Each dataset has its
|
||||
own `read` / `shadow` flag, all default off. Environment variables `DATAHUB_READ_*` and
|
||||
`DATAHUB_SHADOW_*` can override a single dataset without a master switch.
|
||||
- `datahub.config.json`: official read-only client for `xiaobai-datahub`. Each dataset has its
|
||||
own `read` / `shadow` flag; official reads default on. `compose.yaml` pins every
|
||||
`DATAHUB_READ_*` to `"1"` so a leftover `.env` `=0` cannot silently keep official
|
||||
pages on the old APIs. Environment variables can still override a single
|
||||
`DATAHUB_SHADOW_*` without a master switch. The old website APIs stay as
|
||||
emergency fallback only.
|
||||
- `data-quality.config.json`: freshness, coverage, units, adjustment, point-in-time, and
|
||||
fail-closed rules for every canonical data product.
|
||||
- `jobs.config.json`: background schedules, dependencies, lock keys, retry policy, timeouts,
|
||||
|
||||
@@ -483,8 +483,8 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/index.html",
|
||||
"bytes": 48254,
|
||||
"lines": 664
|
||||
"bytes": 48447,
|
||||
"lines": 665
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/catalog.py",
|
||||
@@ -496,6 +496,11 @@
|
||||
"bytes": 35247,
|
||||
"lines": 2416
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 33603,
|
||||
"lines": 784
|
||||
},
|
||||
{
|
||||
"path": "database.py",
|
||||
"bytes": 32073,
|
||||
@@ -506,11 +511,6 @@
|
||||
"bytes": 31756,
|
||||
"lines": 562
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 31361,
|
||||
"lines": 732
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_industries.py",
|
||||
"bytes": 26540,
|
||||
@@ -551,6 +551,11 @@
|
||||
"bytes": 15311,
|
||||
"lines": 387
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 15235,
|
||||
"lines": 289
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 15063,
|
||||
@@ -566,11 +571,6 @@
|
||||
"bytes": 14743,
|
||||
"lines": 342
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 14410,
|
||||
"lines": 268
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/market_context.py",
|
||||
"bytes": 13681,
|
||||
@@ -581,15 +581,20 @@
|
||||
"bytes": 13219,
|
||||
"lines": 289
|
||||
},
|
||||
{
|
||||
"path": "backend/features/system/service.py",
|
||||
"bytes": 12937,
|
||||
"lines": 271
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction_data.py",
|
||||
"bytes": 12829,
|
||||
"lines": 318
|
||||
},
|
||||
{
|
||||
"path": "backend/features/system/service.py",
|
||||
"bytes": 12392,
|
||||
"lines": 254
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 10956,
|
||||
"lines": 248
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction.py",
|
||||
@@ -631,11 +636,6 @@
|
||||
"bytes": 8357,
|
||||
"lines": 116
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 7823,
|
||||
"lines": 173
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/formula.py",
|
||||
"bytes": 6983,
|
||||
|
||||
+15
-15
@@ -6,20 +6,20 @@
|
||||
"page_limit": 5000,
|
||||
"stale_seconds_max": 86400,
|
||||
"datasets": {
|
||||
"calendar": { "read": false, "shadow": false },
|
||||
"stocks": { "read": false, "shadow": false },
|
||||
"daily": { "read": false, "shadow": false },
|
||||
"index_daily": { "read": false, "shadow": false },
|
||||
"valuation": { "read": false, "shadow": false },
|
||||
"moneyflow": { "read": false, "shadow": false },
|
||||
"auction": { "read": false, "shadow": false },
|
||||
"limit_events": { "read": false, "shadow": false },
|
||||
"popularity": { "read": false, "shadow": false },
|
||||
"dragon_tiger": { "read": false, "shadow": false },
|
||||
"sector_daily": { "read": false, "shadow": false },
|
||||
"quotes": { "read": false, "shadow": false },
|
||||
"index_quotes": { "read": false, "shadow": false },
|
||||
"intraday": { "read": false, "shadow": false },
|
||||
"status": { "read": false, "shadow": false }
|
||||
"calendar": { "read": true, "shadow": false },
|
||||
"stocks": { "read": true, "shadow": false },
|
||||
"daily": { "read": true, "shadow": false },
|
||||
"index_daily": { "read": true, "shadow": false },
|
||||
"valuation": { "read": true, "shadow": false },
|
||||
"moneyflow": { "read": true, "shadow": false },
|
||||
"auction": { "read": true, "shadow": false },
|
||||
"limit_events": { "read": true, "shadow": false },
|
||||
"popularity": { "read": true, "shadow": false },
|
||||
"dragon_tiger": { "read": true, "shadow": false },
|
||||
"sector_daily": { "read": true, "shadow": false },
|
||||
"quotes": { "read": true, "shadow": false },
|
||||
"index_quotes": { "read": true, "shadow": false },
|
||||
"intraday": { "read": true, "shadow": false },
|
||||
"status": { "read": true, "shadow": false }
|
||||
}
|
||||
}
|
||||
|
||||
@@ -611,6 +611,7 @@
|
||||
<label class="form-field"><span>iFinD Refresh Token</span><input id="systemIfindTokenInput" type="password" autocomplete="off" maxlength="2048" placeholder="留空保留现有 Token"></label>
|
||||
<label class="switch-control"><input id="systemBackgroundRefresh" type="checkbox"><span>启用交易时段后台刷新</span></label>
|
||||
<p class="form-hint">所有用户读取同一份后台快照,页面不会随后台任务自动重绘。</p>
|
||||
<div id="datahubRouteStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="database"></i><span>数据中枢线路待检查</span></div>
|
||||
<div id="adminRefreshStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="circle-dot"></i><span>尚未手动刷新</span></div>
|
||||
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存行情配置</button></div>
|
||||
</form>
|
||||
|
||||
@@ -5219,6 +5219,15 @@
|
||||
return '<span class="m-sys-dot' + (ok ? " m-sys-dot--ok" : "") + '"></span>';
|
||||
}
|
||||
|
||||
function datahubStatusText(hub) {
|
||||
const enabled = number(hub.enabled_reads);
|
||||
const total = number(hub.total_reads) || enabled;
|
||||
const fallbacks = hub.fallback_labels || [];
|
||||
if (fallbacks.length) return " 备用 " + fallbacks.join("、");
|
||||
if (hub.configured) return " 主线路 " + enabled + "/" + total;
|
||||
return " 未配置";
|
||||
}
|
||||
|
||||
function renderSystemAdmin(key) {
|
||||
if (key === "system/members") {
|
||||
renderSystemMembers();
|
||||
@@ -5237,6 +5246,7 @@
|
||||
'<div class="m-sys-status-item"><span>iFinD</span><span>' + statusDot(ifind.configured) + (ifind.configured ? " 已配置" : " 未配置") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>行情快照</span><strong>' + number(data.snapshot_dates) + " 个交易日</strong></div>" +
|
||||
'<div class="m-sys-status-item"><span>后台刷新</span><span>' + statusDot(data.background_refresh_enabled) + (data.background_refresh_enabled ? " 已启用" : " 已暂停") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(Boolean((data.datahub || {}).configured) && !((data.datahub || {}).fallback_count)) + datahubStatusText(data.datahub || {}) + "</span></div>" +
|
||||
"</div></div>" +
|
||||
'<div class="m-card m-sys-section"><strong>数据源密钥</strong>' +
|
||||
formFieldHtml("Tushare Token", '<input id="m-sys-token" type="password" autocomplete="off" minlength="20" placeholder="留空则保留现有 Token">', false) +
|
||||
|
||||
@@ -44,6 +44,7 @@ async function openAdminSettings(refreshOnly = false) {
|
||||
status.textContent = `Tushare ${data.configured ? "已配置" : "未配置"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
|
||||
status.classList.toggle("connected", Boolean(data.configured));
|
||||
setText("systemDataStatus", data.background_refresh_enabled ? "后台刷新已启用" : "后台刷新已暂停");
|
||||
renderDatahubRouteStatus(data.datahub || {});
|
||||
document.querySelector("#systemTokenInput").value = "";
|
||||
document.querySelector("#systemIfindTokenInput").value = "";
|
||||
document.querySelector("#systemBackgroundRefresh").checked = Boolean(data.background_refresh_enabled);
|
||||
@@ -55,6 +56,26 @@ async function openAdminSettings(refreshOnly = false) {
|
||||
}
|
||||
}
|
||||
|
||||
function renderDatahubRouteStatus(hub) {
|
||||
const box = document.querySelector("#datahubRouteStatus");
|
||||
if (!box) return;
|
||||
const label = box.querySelector("span");
|
||||
const enabled = number(hub.enabled_reads);
|
||||
const total = number(hub.total_reads) || enabled;
|
||||
const fallbacks = hub.fallback_labels || [];
|
||||
if (fallbacks.length) {
|
||||
box.dataset.tone = "warning";
|
||||
if (label) label.textContent = `数据中枢主线路 ${enabled}/${total} · 备用 ${fallbacks.length} 类:${fallbacks.join("、")}`;
|
||||
return;
|
||||
}
|
||||
box.dataset.tone = hub.configured ? "success" : "idle";
|
||||
if (label) {
|
||||
label.textContent = hub.configured
|
||||
? `数据中枢主线路 ${enabled}/${total},当前无备用`
|
||||
: "数据中枢尚未配置,网站仍走原接口";
|
||||
}
|
||||
}
|
||||
|
||||
function selectAdminPanel(panel) {
|
||||
const selected = ["market", "models", "members"].includes(panel) ? panel : "market";
|
||||
document.querySelector("#adminSectionSelect").value = selected;
|
||||
|
||||
@@ -155,10 +155,12 @@ class ChartLookbackTests(unittest.TestCase):
|
||||
|
||||
|
||||
class FakeHub:
|
||||
def __init__(self, chart=None, error=None):
|
||||
def __init__(self, chart=None, error=None, daily=None):
|
||||
self.chart = chart
|
||||
self.error = error
|
||||
self.daily = daily
|
||||
self.calls: list[str] = []
|
||||
self.legacy: list[str] = []
|
||||
|
||||
def try_intraday(self, code):
|
||||
self.calls.append(code)
|
||||
@@ -166,6 +168,15 @@ class FakeHub:
|
||||
raise self.error
|
||||
return self.chart
|
||||
|
||||
def try_daily_chart(self, code, end_date, limit=90, dataset="daily"):
|
||||
self.calls.append(f"{dataset}:{code}")
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.daily
|
||||
|
||||
def record_legacy(self, dataset, source="", error=""):
|
||||
self.legacy.append(dataset)
|
||||
|
||||
|
||||
class DatahubChartFallbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
@@ -207,6 +218,25 @@ class DatahubChartFallbackTests(unittest.TestCase):
|
||||
self.assertGreaterEqual(len(payload["points"]), 1)
|
||||
self.assertTrue(fallback.requests)
|
||||
|
||||
def test_datahub_daily_skips_ifind(self):
|
||||
hub = FakeHub(
|
||||
daily=[
|
||||
{
|
||||
"trade_date": "2026-09-07",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 1000,
|
||||
"amount_billion": 0.02,
|
||||
}
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(IfindHttpClient(), LookbackChartClient(), hub)
|
||||
rows = client.stock_daily("600000", "20260907")
|
||||
self.assertEqual(rows[-1]["trade_date"], "2026-09-07")
|
||||
self.assertIn("daily:600000", hub.calls)
|
||||
|
||||
|
||||
class ChartServiceStub:
|
||||
@staticmethod
|
||||
|
||||
@@ -12,6 +12,7 @@ from backend.data.datahub.client import DatahubClient, DatahubResponse
|
||||
from backend.data.datahub.compare import compare_rows
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.native import to_canonical_row, to_native_row
|
||||
from backend.data.datahub.route_state import LEDGER
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
|
||||
ROOT = Path(__file__).resolve().parents[1]
|
||||
@@ -84,17 +85,21 @@ def flags(**enabled: tuple[bool, bool]) -> DatahubSettings:
|
||||
|
||||
|
||||
class DatahubBridgeTests(unittest.TestCase):
|
||||
def test_default_config_keeps_legacy_and_does_not_call_datahub(self) -> None:
|
||||
def setUp(self) -> None:
|
||||
LEDGER.clear()
|
||||
|
||||
def test_default_config_enables_official_reads(self) -> None:
|
||||
settings = DatahubSettings.load(environ={}, credentials={})
|
||||
self.assertFalse(settings.any_enabled())
|
||||
self.assertTrue(all(not settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
|
||||
client = FakeClient(error=DatahubError("INTERNAL", "should not be called"))
|
||||
self.assertTrue(settings.any_enabled())
|
||||
self.assertTrue(all(settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, client))
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,vol,amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(client.paths, [])
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
|
||||
|
||||
def test_each_dataset_has_independent_read_flag(self) -> None:
|
||||
settings = flags(daily=(True, False), auction=(False, False))
|
||||
@@ -104,6 +109,13 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
source = (ROOT / "config" / "datahub.config.json").read_text(encoding="utf-8")
|
||||
self.assertNotIn("master", source)
|
||||
self.assertNotIn("DATAHUB_READ_ALL", source)
|
||||
compose = (ROOT / "compose.yaml").read_text(encoding="utf-8")
|
||||
for env_key in (
|
||||
"CALENDAR", "STOCKS", "DAILY", "INDEX_DAILY", "VALUATION", "MONEYFLOW",
|
||||
"AUCTION", "LIMIT_EVENTS", "POPULARITY", "DRAGON_TIGER", "SECTOR_DAILY",
|
||||
"QUOTES", "INDEX_QUOTES", "INTRADAY", "STATUS",
|
||||
):
|
||||
self.assertIn(f'DATAHUB_READ_{env_key}: "1"', compose)
|
||||
|
||||
def test_read_flag_replaces_only_that_dataset_and_converts_units(self) -> None:
|
||||
shadows: list[dict[str, Any]] = []
|
||||
@@ -412,7 +424,92 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
FakeClient(error=DatahubError("INTERNAL", "datahub exploded")),
|
||||
)
|
||||
self.assertIsNone(broken.try_intraday("601318"))
|
||||
self.assertFalse(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
|
||||
self.assertTrue(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
|
||||
|
||||
def test_try_market_quotes_and_visible_fallback(self) -> None:
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": f"{600000 + index:06d}.SH",
|
||||
"name": f"股票{index}",
|
||||
"close": 10.2,
|
||||
"pre_close": 10.0,
|
||||
"open": 10.1,
|
||||
"high": 10.3,
|
||||
"low": 9.9,
|
||||
"vol": 1000,
|
||||
"amount": 2000000,
|
||||
"quote_date": "20240902",
|
||||
}
|
||||
for index in range(220)
|
||||
]
|
||||
ok = DatahubBridge(
|
||||
flags(quotes=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=quotes,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney:clist"},
|
||||
)
|
||||
),
|
||||
)
|
||||
rows = ok.try_market_quotes("20240902")
|
||||
self.assertEqual(len(rows), 220)
|
||||
self.assertEqual(rows[0]["pre_close"], 10.0)
|
||||
self.assertEqual(ok.client.paths, ["/v1/quotes/latest"])
|
||||
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
|
||||
|
||||
failed = DatahubBridge(
|
||||
flags(quotes=(True, False)),
|
||||
FakeClient(error=DatahubError("UNAVAILABLE", "down")),
|
||||
)
|
||||
self.assertIsNone(failed.try_market_quotes("20240902"))
|
||||
failed.record_legacy("quotes", "tencent_qt", "down")
|
||||
snap = next(item for item in LEDGER.snapshot() if item["dataset"] == "quotes")
|
||||
self.assertEqual(snap["route"], "legacy")
|
||||
self.assertEqual(snap["source"], "tencent_qt")
|
||||
self.assertIn("备用", "备用")
|
||||
|
||||
gateway = build_data_gateway({}, datahub_settings=flags(quotes=(True, False)))
|
||||
status = gateway.datahub_status()
|
||||
self.assertEqual(status["enabled_reads"], 1)
|
||||
self.assertEqual(status["total_reads"], len(DATASETS))
|
||||
self.assertGreaterEqual(status["fallback_count"], 1)
|
||||
|
||||
def test_try_daily_chart_converts_hub_bars(self) -> None:
|
||||
rows = [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240901",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
},
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.2,
|
||||
"high": 10.5,
|
||||
"low": 10.1,
|
||||
"close": 10.4,
|
||||
"volume": 120000,
|
||||
"amount": 2400000,
|
||||
},
|
||||
]
|
||||
hub = DatahubBridge(
|
||||
flags(daily=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=rows,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
|
||||
)
|
||||
),
|
||||
)
|
||||
chart = hub.try_daily_chart("600000.SH", "20240902", 90, "daily")
|
||||
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
|
||||
self.assertEqual(chart[-1]["close"], 10.4)
|
||||
self.assertAlmostEqual(chart[-1]["amount_billion"], 0.024)
|
||||
|
||||
def test_features_do_not_import_datahub_client(self) -> None:
|
||||
violations = []
|
||||
|
||||
@@ -138,7 +138,7 @@ class HttpDispatchContractTests(unittest.TestCase):
|
||||
self.assertTrue(claimed.isdisjoint(methods))
|
||||
claimed.update(methods)
|
||||
self.assertLessEqual(len(path.read_text(encoding="utf-8").splitlines()), line_limit)
|
||||
self.assertEqual(len(claimed), 27)
|
||||
self.assertEqual(len(claimed), 28)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -364,6 +364,23 @@ class RealtimeDashboardTests(unittest.TestCase):
|
||||
self.assertEqual(quote["amount"], 406050000)
|
||||
self.assertEqual(quote["source"], "tencent_qt")
|
||||
|
||||
def test_datahub_market_quotes_used_before_legacy(self):
|
||||
calls = []
|
||||
|
||||
def try_market_quotes(trade_date):
|
||||
calls.append(trade_date)
|
||||
return list(FREE_QUOTES)
|
||||
|
||||
self.client.try_market_quotes = try_market_quotes
|
||||
self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(calls, ["20260720"])
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -7,7 +7,7 @@
|
||||
|
||||
- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
|
||||
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、limit_list_d、ths_hot/dc_hot、hm_detail、ths_daily/dc_index/sw_daily
|
||||
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、分时点(`/v1/quotes/latest` `/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
|
||||
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、全市场快照、分时点(`/v1/quotes/latest` 不传 codes 即全市场,`/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
|
||||
- 暂存 → 校验 → 整批原子发布 → 可回滚
|
||||
- `/v1` 稳定接口(`X-Datahub-Token`)
|
||||
- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
|
||||
|
||||
@@ -13,6 +13,15 @@ from datahub.numbers import finite_number, round4
|
||||
|
||||
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||
EASTMONEY_A_SHARE_BOARDS = (
|
||||
"m:0+t:6",
|
||||
"m:0+t:80",
|
||||
"m:1+t:2",
|
||||
"m:1+t:23",
|
||||
"m:0+t:81",
|
||||
)
|
||||
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
|
||||
EASTMONEY_MARKET_PAGE_SIZE = 100
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BROWSER_UA = (
|
||||
@@ -59,7 +68,11 @@ class EastmoneyAdapter(MarketAdapter):
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
return self.fetch_quotes(list(codes))
|
||||
if codes:
|
||||
return self.fetch_quotes(list(codes))
|
||||
return self.fetch_market_quotes()
|
||||
if dataset in {"quotes_market", "market_quotes"}:
|
||||
return self.fetch_market_quotes()
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
@@ -167,6 +180,58 @@ class EastmoneyAdapter(MarketAdapter):
|
||||
)
|
||||
return result
|
||||
|
||||
def fetch_market_quotes(self) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
board_errors: list[str] = []
|
||||
for board in EASTMONEY_A_SHARE_BOARDS:
|
||||
try:
|
||||
rows.extend(self._board_quotes(board))
|
||||
except Exception as exc:
|
||||
board_errors.append(f"{board}:{exc}")
|
||||
quotes: list[dict[str, Any]] = []
|
||||
seen: set[str] = set()
|
||||
for row in rows:
|
||||
quote = _normalize_market_quote(row)
|
||||
ts_code = str((quote or {}).get("ts_code") or "")
|
||||
if not quote or ts_code in seen:
|
||||
continue
|
||||
seen.add(ts_code)
|
||||
quotes.append(quote)
|
||||
if len(quotes) < 200:
|
||||
detail = f";{'; '.join(board_errors)}" if board_errors else ""
|
||||
raise AdapterError(f"Eastmoney market snapshot too small: {len(quotes)}{detail}")
|
||||
return quotes
|
||||
|
||||
def _board_quotes(self, board: str) -> list[dict[str, Any]]:
|
||||
first = self._market_page(board, 1)
|
||||
data = first.get("data") or {}
|
||||
rows = list(data.get("diff") or [])
|
||||
total = int(finite_number(data.get("total")) or 0)
|
||||
page_count = 1
|
||||
if total > 0:
|
||||
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
|
||||
for page in range(2, min(page_count, 40) + 1):
|
||||
payload = self._market_page(board, page)
|
||||
rows.extend(list((payload.get("data") or {}).get("diff") or []))
|
||||
return rows
|
||||
|
||||
def _market_page(self, board: str, page: int) -> dict[str, Any]:
|
||||
return self._get_json(
|
||||
EASTMONEY_CLIST_URL,
|
||||
{
|
||||
"pn": str(page),
|
||||
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
|
||||
"po": "1",
|
||||
"np": "1",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fid": "f12",
|
||||
"fs": board,
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/center/gridlist.html",
|
||||
)
|
||||
|
||||
def fetch_intraday(self, ts_code: str, date: str = "") -> dict[str, Any]:
|
||||
code = str(ts_code or "").upper()
|
||||
if code in INDEX_SECIDS:
|
||||
@@ -252,6 +317,45 @@ def _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _normalize_market_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("f12") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous_close = round4(finite_number(row.get("f18")))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
market = int(finite_number(row.get("f13")) or 0)
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"pre_close": previous_close,
|
||||
"previous_close": previous_close,
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"close": close,
|
||||
"price": close,
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"vol": round4(finite_number(row.get("f5")) * 100),
|
||||
"volume": round4(finite_number(row.get("f5")) * 100),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_clist",
|
||||
}
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
text = str(raw or "")
|
||||
parts = text.split(",")
|
||||
|
||||
@@ -64,9 +64,36 @@ def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_market_quotes(db: HubDB) -> dict[str, Any]:
|
||||
cache_key = "quotes:market"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
rows = adapter.fetch_market_quotes()
|
||||
source = "eastmoney:clist"
|
||||
except Exception as exc:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"market quotes unavailable: {exc}") from exc
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
"scope": "market",
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
|
||||
if not codes:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", "codes is required")
|
||||
return fetch_market_quotes(db)
|
||||
resolved: list[str] = []
|
||||
for code in codes[:60]:
|
||||
item = resolve_code(db, code) or _guess_ts_code(code)
|
||||
|
||||
@@ -247,11 +247,13 @@ class V1API:
|
||||
)
|
||||
|
||||
def quotes_latest(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_quotes
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_market_quotes, fetch_quotes
|
||||
|
||||
codes = [item.strip() for item in str(q.get("codes") or "").split(",") if item.strip()]
|
||||
try:
|
||||
return fetch_quotes(self.db, codes)
|
||||
if codes:
|
||||
return fetch_quotes(self.db, codes)
|
||||
return fetch_market_quotes(self.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
|
||||
@@ -172,5 +172,61 @@ class ServingIntradayDateTests(unittest.TestCase):
|
||||
self.assertIn("intraday unavailable", ctx.exception.message)
|
||||
|
||||
|
||||
class MarketQuotesTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self.tmp = tempfile.TemporaryDirectory()
|
||||
self.db = HubDB(Path(self.tmp.name) / "hub.db")
|
||||
self.api = V1API(self.db, None, None) # type: ignore[arg-type]
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self.tmp.cleanup()
|
||||
|
||||
def test_empty_codes_returns_full_market_snapshot(self) -> None:
|
||||
rows = [
|
||||
{
|
||||
"ts_code": f"{600000 + index:06d}.SH",
|
||||
"name": f"股票{index}",
|
||||
"pre_close": 10.0,
|
||||
"close": 10.2,
|
||||
"open": 10.1,
|
||||
"high": 10.3,
|
||||
"low": 10.0,
|
||||
"vol": 1000,
|
||||
"amount": 2000000,
|
||||
}
|
||||
for index in range(220)
|
||||
]
|
||||
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
|
||||
mocked.return_value.fetch_market_quotes.return_value = rows
|
||||
omitted = self.api.handle("/v1/quotes/latest", {})
|
||||
empty = self.api.handle("/v1/quotes/latest", {"codes": [""]})
|
||||
self.assertEqual(len(omitted["data"]), 220)
|
||||
self.assertEqual(omitted["meta"]["scope"], "market")
|
||||
self.assertEqual(omitted["meta"]["source"], "eastmoney:clist")
|
||||
self.assertEqual(len(empty["data"]), 220)
|
||||
|
||||
def test_explicit_codes_still_use_named_quote_path(self) -> None:
|
||||
named = [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"name": "浦发银行",
|
||||
"price": 10.2,
|
||||
"previous_close": 10.0,
|
||||
}
|
||||
]
|
||||
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
|
||||
mocked.return_value.fetch_quotes.return_value = named
|
||||
payload = self.api.handle("/v1/quotes/latest", {"codes": ["600000.SH"]})
|
||||
mocked.return_value.fetch_market_quotes.assert_not_called()
|
||||
self.assertEqual(payload["data"][0]["ts_code"], "600000.SH")
|
||||
|
||||
def test_market_unavailable_stays_source_error(self) -> None:
|
||||
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
|
||||
mocked.return_value.fetch_market_quotes.side_effect = AdapterError("too small")
|
||||
with self.assertRaises(ApiError) as ctx:
|
||||
self.api.handle("/v1/quotes/latest", {})
|
||||
self.assertEqual(ctx.exception.code, "SOURCE_UNAVAILABLE")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
Reference in New Issue
Block a user