feat(HEL-382): 搭建 datahub 底座和盘后正式数据链路

新增独立 xiaobai-datahub 服务(SQLite WAL、Tushare 盘后发布、/v1 契约和管理后台),不改现站页面与数据链路。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
总工
2026-09-02 12:05:26 +08:00
co-authored by Cursor multica-agent
parent c2ebc0ab91
commit 3498dd7a4b
52 changed files with 4259 additions and 0 deletions
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from __future__ import annotations
import tempfile
import unittest
from pathlib import Path
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline, QualityError
from datahub.settings import Settings
from tests.fixtures import TRADE_DATE, fake_transport
def make_pipeline(before_commit=None) -> tuple[Pipeline, HubDB]:
tmp = tempfile.TemporaryDirectory()
db = HubDB(Path(tmp.name) / "hub.db")
adapter = TushareAdapter("test-token", transport=fake_transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
api_token="t" * 32,
admin_password="admin-pass",
tushare_token="test-token",
db_path=db.path,
quality={"daily_row_ratio": 0.98, "null_rate_max": 0.01, "max_publish_attempts": 3, "publication_generations": 3},
scheduler_enabled=False,
)
pipe = Pipeline(db, adapter, settings, before_commit=before_commit)
pipe._tmp = tmp # keep alive
return pipe, db
class PipelineTests(unittest.TestCase):
def test_reference_and_daily_publish(self) -> None:
pipe, db = make_pipeline()
ref = pipe.ingest_reference(TRADE_DATE)
self.assertEqual(ref["stocks"], 2)
result = pipe.run_dataset("daily", TRADE_DATE)
self.assertEqual(result["state"], "published")
self.assertEqual(result["rows"], 2)
pub = db.fetchone("SELECT * FROM publications WHERE dataset='daily' AND trade_date=?", (TRADE_DATE,))
self.assertEqual(pub["active_batch"], result["batch_id"])
rows = db.fetchall("SELECT * FROM eod_bars WHERE batch_id=?", (result["batch_id"],))
self.assertEqual(len(rows), 2)
self.assertEqual(rows[0]["amount"] if rows[0]["ts_code"] == "600000.SH" else rows[1]["amount"], 2_000_000.0)
def test_atomic_publish_abort_leaves_no_half_batch(self) -> None:
pipe, db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
first = pipe.run_dataset("daily", TRADE_DATE)
boom = {"n": 0}
def explode() -> None:
boom["n"] += 1
raise RuntimeError("killed")
pipe.before_commit = explode
with self.assertRaises(RuntimeError):
pipe.run_dataset("daily", TRADE_DATE)
pub = db.fetchone("SELECT * FROM publications WHERE dataset='daily' AND trade_date=?", (TRADE_DATE,))
self.assertEqual(pub["active_batch"], first["batch_id"])
visible = db.fetchall(
"SELECT DISTINCT batch_id FROM eod_bars WHERE trade_date=? AND batch_id=?",
(TRADE_DATE, pub["active_batch"]),
)
self.assertEqual(len(visible), 1)
def test_rollback_switches_active_batch(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
first = pipe.run_dataset("daily", TRADE_DATE)
second = pipe.run_dataset("daily", TRADE_DATE)
self.assertNotEqual(first["batch_id"], second["batch_id"])
rolled = pipe.rollback("daily", TRADE_DATE, actor="test")
self.assertEqual(rolled["active_batch"], first["batch_id"])
from datahub.serving import V1API
api = V1API(pipe.db, pipe, pipe.settings)
payload = api.handle("/v1/bars/daily", {"date": [TRADE_DATE], "code": ["600000.SH"]})
self.assertEqual(payload["meta"]["batch_id"], first["batch_id"])
def test_row_ratio_gate_rejects_short_batch(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
original = fake_transport
def short(api_name, params, fields):
rows = original(api_name, params, fields)
if api_name == "daily":
return rows[:1]
return rows
pipe.adapter._transport = short
with self.assertRaises(QualityError) as ctx:
pipe.run_dataset("daily", TRADE_DATE)
self.assertTrue(ctx.exception.report["hard_fail"])
pub = pipe.db.fetchone("SELECT * FROM publications WHERE dataset='daily'")
self.assertIsNone(pub)
def test_wal_mode(self) -> None:
pipe, db = make_pipeline()
with db.connect() as connection:
mode = connection.execute("PRAGMA journal_mode").fetchone()[0]
self.assertEqual(str(mode).lower(), "wal")
if __name__ == "__main__":
unittest.main()