fix(HEL-482): 开盘前分时回退最近交易日,并接通中枢失败回旧通道
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
605f97e5df
commit
3d2c1252f1
@@ -21,6 +21,26 @@ from backend.data.providers.tushare_client import TushareClient
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.datahub")
|
||||
ShadowSink = Callable[[dict[str, Any]], None]
|
||||
|
||||
|
||||
def _usable_intraday_points(rows: list[Any]) -> list[dict[str, Any]]:
|
||||
points: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
try:
|
||||
close = float(row.get("close") or 0)
|
||||
except (TypeError, ValueError):
|
||||
close = 0.0
|
||||
if close <= 0:
|
||||
continue
|
||||
point = dict(row)
|
||||
if "average" not in point and point.get("avg_price") is not None:
|
||||
point["average"] = point.get("avg_price")
|
||||
points.append(point)
|
||||
return points
|
||||
|
||||
|
||||
EMPTY_FAIL_DATASETS = {
|
||||
"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
|
||||
"limit_events", "sector_daily",
|
||||
@@ -91,6 +111,34 @@ class DatahubBridge:
|
||||
self._log_failure("status", exc)
|
||||
return None
|
||||
|
||||
def try_intraday(self, code: str) -> dict[str, Any] | None:
|
||||
flags = self.settings.flags("intraday")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.intraday_points(code=code)
|
||||
data = response.data
|
||||
if not isinstance(data, dict):
|
||||
raise DatahubError("EMPTY", "datahub intraday payload invalid")
|
||||
points = _usable_intraday_points(data.get("points") or [])
|
||||
if not points:
|
||||
raise DatahubError("EMPTY", "datahub intraday empty")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub intraday stale")
|
||||
return {
|
||||
"entity_type": str(data.get("entity_type") or "stock"),
|
||||
"identifier": str(data.get("identifier") or code),
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or code),
|
||||
"trade_date": str(data.get("trade_date") or points[-1].get("date") or ""),
|
||||
"previous_close": float(data.get("previous_close") or 0),
|
||||
"points": points,
|
||||
"source": "datahub",
|
||||
}
|
||||
except Exception as exc:
|
||||
self._log_failure("intraday", exc)
|
||||
return None
|
||||
|
||||
def query(
|
||||
self,
|
||||
api_name: str,
|
||||
|
||||
@@ -85,12 +85,13 @@ def build_data_gateway(
|
||||
policy = DataSourcePolicy.load()
|
||||
settings = datahub_settings or DatahubSettings.load(credentials=credentials)
|
||||
datahub_client = DatahubClient(settings)
|
||||
datahub = DatahubBridge(settings, datahub_client)
|
||||
return DataGateway(
|
||||
policy=policy,
|
||||
quality=DataQualityGate.load(policy),
|
||||
tushare_provider=TushareProvider(token_supplier),
|
||||
ifind_provider=IfindProvider(ifind),
|
||||
chart_data=MarketChartClient(ifind, EastmoneyChartClient()),
|
||||
chart_data=MarketChartClient(ifind, EastmoneyChartClient(), datahub),
|
||||
realtime_observer=WebRealtimeAggregator(),
|
||||
datahub=DatahubBridge(settings, datahub_client),
|
||||
datahub=datahub,
|
||||
)
|
||||
|
||||
@@ -2,6 +2,7 @@ from __future__ import annotations
|
||||
|
||||
import http.client
|
||||
import json
|
||||
import logging
|
||||
import re
|
||||
import time
|
||||
import urllib.error
|
||||
@@ -15,12 +16,15 @@ from typing import Any, ClassVar
|
||||
from backend.bootstrap.config import tushare_code as _stock_market_code
|
||||
from backend.data.providers.ifind_client import IfindError, IfindHttpClient
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.charts")
|
||||
|
||||
|
||||
class ChartDataError(RuntimeError):
|
||||
pass
|
||||
|
||||
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
|
||||
BROWSER_USER_AGENT = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
@@ -37,14 +41,23 @@ INDEX_SECIDS = {
|
||||
class MarketChartClient:
|
||||
"""Prefer iFinD for display charts and retain Eastmoney as a last resort."""
|
||||
|
||||
def __init__(self, ifind: IfindHttpClient, fallback: "EastmoneyChartClient") -> None:
|
||||
def __init__(
|
||||
self,
|
||||
ifind: IfindHttpClient,
|
||||
fallback: "EastmoneyChartClient",
|
||||
datahub: Any = None,
|
||||
) -> None:
|
||||
self.ifind = ifind
|
||||
self.fallback = fallback
|
||||
self.datahub = datahub
|
||||
|
||||
def stock_intraday(self, code: str) -> dict[str, Any]:
|
||||
normalized = str(code or "").strip()
|
||||
if not re.fullmatch(r"\d{6}", normalized):
|
||||
raise ChartDataError("Invalid stock code")
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
return hub_chart
|
||||
ifind_code = _stock_market_code(normalized)
|
||||
try:
|
||||
return self._ifind_intraday(ifind_code, "stock", normalized)
|
||||
@@ -73,11 +86,29 @@ class MarketChartClient:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if normalized not in INDEX_SECIDS:
|
||||
raise ChartDataError("Unsupported index")
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
return hub_chart
|
||||
try:
|
||||
return self._ifind_intraday(normalized, "index", normalized)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.index_intraday(normalized)
|
||||
|
||||
def _datahub_intraday(self, code: str) -> dict[str, Any] | None:
|
||||
if self.datahub is None:
|
||||
return None
|
||||
try:
|
||||
chart = self.datahub.try_intraday(code)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("datahub intraday unexpected error: %s", exc)
|
||||
return None
|
||||
if not chart:
|
||||
return None
|
||||
points = list(chart.get("points") or [])
|
||||
if not points:
|
||||
return None
|
||||
return chart
|
||||
|
||||
def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
try:
|
||||
@@ -305,21 +336,29 @@ class EastmoneyChartClient:
|
||||
if cached is not None:
|
||||
return cached
|
||||
|
||||
payload = self._request_json(
|
||||
TRENDS_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
"ndays": "1",
|
||||
},
|
||||
"https://quote.eastmoney.com/",
|
||||
)
|
||||
data = payload.get("data") or {}
|
||||
points = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
params = {
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
}
|
||||
last_error: Exception | None = None
|
||||
data: dict[str, Any] = {}
|
||||
points: list[dict[str, Any]] = []
|
||||
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
|
||||
request_params = {**params, "ndays": ndays}
|
||||
try:
|
||||
payload = self._request_json(url, request_params, "https://quote.eastmoney.com/")
|
||||
except ChartDataError as exc:
|
||||
last_error = exc
|
||||
continue
|
||||
data = payload.get("data") or {}
|
||||
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
points = _latest_session(parsed)
|
||||
if points:
|
||||
break
|
||||
if not points:
|
||||
raise ChartDataError("No intraday chart data returned")
|
||||
raise ChartDataError("No intraday chart data returned") from last_error
|
||||
|
||||
result = {
|
||||
"entity_type": entity_type,
|
||||
@@ -433,6 +472,15 @@ class EastmoneyChartClient:
|
||||
raise ChartDataError("Intraday chart request failed") from last_error
|
||||
|
||||
|
||||
def _latest_session(points: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if not points:
|
||||
return []
|
||||
latest = max(str(point.get("date") or "") for point in points)
|
||||
if not latest:
|
||||
return points
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
fields = str(raw or "").split(",")
|
||||
if len(fields) < 8 or " " not in fields[0]:
|
||||
|
||||
@@ -2,7 +2,8 @@ from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from backend.features.market.charts import ChartDataError, EastmoneyChartClient
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from backend.features.market.charts import ChartDataError, EastmoneyChartClient, HIS_TRENDS_URL, MarketChartClient, TRENDS_URL
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
@@ -72,6 +73,135 @@ class ChartDataProviderTests(unittest.TestCase):
|
||||
self.client.stock_intraday("abc")
|
||||
|
||||
|
||||
class LookbackChartClient(EastmoneyChartClient):
|
||||
def __init__(self) -> None:
|
||||
super().__init__(cache_ttl_seconds=20)
|
||||
self.requests: list[tuple[str, dict[str, str]]] = []
|
||||
|
||||
def _request_json(self, url, params, referer):
|
||||
self.requests.append((url, params))
|
||||
if url == TRENDS_URL and params.get("ndays") == "1":
|
||||
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
|
||||
if url == TRENDS_URL and params.get("ndays") == "5":
|
||||
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
|
||||
if url == HIS_TRENDS_URL:
|
||||
return {
|
||||
"data": {
|
||||
"code": "601318",
|
||||
"name": "中国平安",
|
||||
"preClose": 55.8,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,55.80,55.90,56.00,55.70,100,5580.00,55.900",
|
||||
"2026-09-07 15:00,56.10,56.20,56.30,56.00,200,11240.00,56.150",
|
||||
"2026-09-08 09:30,0,0,0,0,0,0.00,0",
|
||||
],
|
||||
}
|
||||
}
|
||||
raise ChartDataError("unexpected url")
|
||||
|
||||
|
||||
class ChartLookbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
EastmoneyChartClient._cache.clear()
|
||||
self.client = LookbackChartClient()
|
||||
|
||||
def test_empty_today_falls_back_to_latest_available_session(self):
|
||||
payload = self.client.stock_intraday("601318")
|
||||
urls = [url for url, _ in self.client.requests]
|
||||
self.assertEqual(urls[0], TRENDS_URL)
|
||||
self.assertEqual(self.client.requests[0][1]["ndays"], "1")
|
||||
self.assertEqual(urls[1], TRENDS_URL)
|
||||
self.assertEqual(self.client.requests[1][1]["ndays"], "5")
|
||||
self.assertEqual(urls[2], HIS_TRENDS_URL)
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual([point["time"] for point in payload["points"]], ["09:30", "15:00"])
|
||||
self.assertEqual(payload["points"][0]["close"], 55.9)
|
||||
|
||||
def test_delay_multiday_can_recover_without_his(self):
|
||||
class DelayFive(EastmoneyChartClient):
|
||||
def __init__(self):
|
||||
super().__init__(cache_ttl_seconds=20)
|
||||
self.requests = []
|
||||
|
||||
def _request_json(self, url, params, referer):
|
||||
self.requests.append((url, params))
|
||||
if params.get("ndays") == "1":
|
||||
return {"data": {"code": "000001", "name": "平安银行", "preClose": 11.7, "trends": []}}
|
||||
return {
|
||||
"data": {
|
||||
"code": "000001",
|
||||
"name": "平安银行",
|
||||
"preClose": 11.5,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,11.50,11.60,11.70,11.40,100,1160.00,11.600",
|
||||
"2026-09-07 15:00,11.70,11.80,11.90,11.60,200,2360.00,11.750",
|
||||
],
|
||||
}
|
||||
}
|
||||
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = DelayFive()
|
||||
payload = client.stock_intraday("000001")
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual(len(payload["points"]), 2)
|
||||
self.assertEqual([url for url, _ in client.requests], [TRENDS_URL, TRENDS_URL])
|
||||
|
||||
def test_sh_sz_cyb_codes_use_correct_secid(self):
|
||||
for code, secid in (("601318", "1.601318"), ("000001", "0.000001"), ("300750", "0.300750")):
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = LookbackChartClient()
|
||||
client.stock_intraday(code)
|
||||
self.assertEqual(client.requests[0][1]["secid"], secid)
|
||||
|
||||
|
||||
class FakeHub:
|
||||
def __init__(self, chart=None, error=None):
|
||||
self.chart = chart
|
||||
self.error = error
|
||||
self.calls: list[str] = []
|
||||
|
||||
def try_intraday(self, code):
|
||||
self.calls.append(code)
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.chart
|
||||
|
||||
|
||||
class DatahubChartFallbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
EastmoneyChartClient._cache.clear()
|
||||
|
||||
def test_datahub_success_skips_old_channel(self):
|
||||
hub = FakeHub(
|
||||
{
|
||||
"entity_type": "stock",
|
||||
"identifier": "601318",
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-08",
|
||||
"previous_close": 56.36,
|
||||
"points": [{"date": "2026-09-08", "time": "09:30", "close": 56.5, "average": 56.4}],
|
||||
"source": "datahub",
|
||||
}
|
||||
)
|
||||
fallback = LookbackChartClient()
|
||||
client = MarketChartClient(IfindHttpClient(), fallback, hub)
|
||||
payload = client.stock_intraday("601318")
|
||||
self.assertEqual(payload["source"], "datahub")
|
||||
self.assertEqual(hub.calls, ["601318"])
|
||||
self.assertEqual(fallback.requests, [])
|
||||
|
||||
def test_datahub_timeout_or_empty_falls_back_to_eastmoney(self):
|
||||
fallback = LookbackChartClient()
|
||||
for hub in (FakeHub(chart=None), FakeHub(error=RuntimeError("timeout"))):
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = MarketChartClient(IfindHttpClient(), fallback, hub)
|
||||
payload = client.stock_intraday("000001")
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertGreaterEqual(len(payload["points"]), 1)
|
||||
self.assertTrue(fallback.requests)
|
||||
|
||||
|
||||
class ChartServiceStub:
|
||||
@staticmethod
|
||||
def _payload(code: str, name: str):
|
||||
|
||||
@@ -349,6 +349,55 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
|
||||
def test_try_intraday_respects_switch_and_falls_back_on_bad_payload(self) -> None:
|
||||
closed = DatahubBridge(flags(), FakeClient(error=DatahubError("INTERNAL", "should not run")))
|
||||
self.assertIsNone(closed.try_intraday("601318"))
|
||||
|
||||
empty = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(data={"points": []}, meta={"stale": False})),
|
||||
)
|
||||
self.assertIsNone(empty.try_intraday("601318"))
|
||||
|
||||
stale = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(
|
||||
data={
|
||||
"entity_type": "stock",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-07",
|
||||
"previous_close": 55.8,
|
||||
"points": [{"date": "2026-09-07", "time": "09:30", "close": 55.9, "avg_price": 55.85}],
|
||||
},
|
||||
meta={"stale": True},
|
||||
)),
|
||||
)
|
||||
self.assertIsNone(stale.try_intraday("601318"))
|
||||
|
||||
ok = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(
|
||||
data={
|
||||
"entity_type": "stock",
|
||||
"identifier": "601318",
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-08",
|
||||
"previous_close": 56.36,
|
||||
"points": [
|
||||
{"date": "2026-09-08", "time": "09:30", "close": 0},
|
||||
{"date": "2026-09-08", "time": "09:31", "close": 56.5, "avg_price": 56.4},
|
||||
],
|
||||
},
|
||||
meta={"stale": False},
|
||||
)),
|
||||
)
|
||||
chart = ok.try_intraday("601318")
|
||||
self.assertEqual(chart["source"], "datahub")
|
||||
self.assertEqual(len(chart["points"]), 1)
|
||||
self.assertEqual(chart["points"][0]["average"], 56.4)
|
||||
self.assertEqual(ok.client.paths, ["/v1/intraday/points"])
|
||||
|
||||
def test_features_do_not_import_datahub_client(self) -> None:
|
||||
violations = []
|
||||
for path in (ROOT / "backend" / "features").rglob("*.py"):
|
||||
|
||||
@@ -14,6 +14,7 @@ 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"
|
||||
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 = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
@@ -166,7 +167,7 @@ class EastmoneyAdapter(MarketAdapter):
|
||||
)
|
||||
return result
|
||||
|
||||
def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
|
||||
def fetch_intraday(self, ts_code: str, date: str = "") -> dict[str, Any]:
|
||||
code = str(ts_code or "").upper()
|
||||
if code in INDEX_SECIDS:
|
||||
secid = INDEX_SECIDS[code]
|
||||
@@ -178,25 +179,32 @@ class EastmoneyAdapter(MarketAdapter):
|
||||
secid = f"{market}.{symbol}"
|
||||
entity = "stock"
|
||||
identifier = symbol
|
||||
payload = self._get_json(
|
||||
TRENDS_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
"ndays": "1",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
data = payload.get("data") or {}
|
||||
points = []
|
||||
for raw in data.get("trends") or []:
|
||||
point = _parse_trend(raw)
|
||||
if point:
|
||||
points.append(point)
|
||||
params = {
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
}
|
||||
data: dict[str, Any] = {}
|
||||
points: list[dict[str, Any]] = []
|
||||
last_error: Exception | None = None
|
||||
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
|
||||
try:
|
||||
payload = self._get_json(
|
||||
url,
|
||||
{**params, "ndays": ndays},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
except AdapterError as exc:
|
||||
last_error = exc
|
||||
continue
|
||||
data = payload.get("data") or {}
|
||||
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
points = _preferred_session(parsed, date)
|
||||
if points:
|
||||
break
|
||||
if not points:
|
||||
raise AdapterError("No intraday chart data returned")
|
||||
raise AdapterError("No intraday chart data returned") from last_error
|
||||
return {
|
||||
"entity_type": entity,
|
||||
"identifier": identifier,
|
||||
@@ -227,6 +235,23 @@ class EastmoneyAdapter(MarketAdapter):
|
||||
raise AdapterError(f"eastmoney request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -> list[dict[str, Any]]:
|
||||
if not points:
|
||||
return []
|
||||
want = ""
|
||||
digits = str(preferred_date or "").replace("-", "")[:8]
|
||||
if len(digits) == 8 and digits.isdigit():
|
||||
want = f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}"
|
||||
if want:
|
||||
matched = [point for point in points if str(point.get("date") or "") == want]
|
||||
if matched:
|
||||
return matched
|
||||
latest = max(str(point.get("date") or "") for point in points)
|
||||
if not latest:
|
||||
return points
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
text = str(raw or "")
|
||||
parts = text.split(",")
|
||||
@@ -237,11 +262,14 @@ def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
|
||||
except ValueError:
|
||||
return None
|
||||
close = round4(finite_number(parts[2]))
|
||||
if close <= 0:
|
||||
return None
|
||||
return {
|
||||
"time": when.strftime("%H:%M"),
|
||||
"date": when.strftime("%Y-%m-%d"),
|
||||
"open": round4(finite_number(parts[1])),
|
||||
"close": round4(finite_number(parts[2])),
|
||||
"close": close,
|
||||
"high": round4(finite_number(parts[3])),
|
||||
"low": round4(finite_number(parts[4])),
|
||||
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
|
||||
|
||||
@@ -14,6 +14,7 @@ from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.codes import resolve_code
|
||||
from datahub.db import HubDB
|
||||
from datahub.governance.lkg import LastKnownGood
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
QUOTE_TTL = 60
|
||||
@@ -108,10 +109,13 @@ def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
payload_data = adapter.fetch_intraday(ts_code)
|
||||
payload_data = adapter.fetch_intraday(ts_code, date)
|
||||
source = "eastmoney:trends2"
|
||||
except Exception as exc:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
|
||||
recovered = _load_intraday_lkg(db, ts_code, date)
|
||||
if recovered is None:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
|
||||
return recovered
|
||||
payload = _envelope(
|
||||
payload_data,
|
||||
{
|
||||
@@ -127,6 +131,47 @@ def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
|
||||
return payload
|
||||
|
||||
|
||||
def _load_intraday_lkg(db: HubDB, ts_code: str, date: str = "") -> dict[str, Any] | None:
|
||||
store = LastKnownGood(db)
|
||||
keys = [f"intraday:{ts_code}:{date or 'today'}"]
|
||||
if date:
|
||||
keys.append(f"intraday:{ts_code}:today")
|
||||
for key in keys:
|
||||
item = store.load(key)
|
||||
payload = _lkg_payload(item)
|
||||
if payload is not None:
|
||||
return payload
|
||||
row = db.fetchone(
|
||||
"SELECT * FROM last_known_good WHERE cache_key LIKE ? ORDER BY stored_at DESC LIMIT 1",
|
||||
(f"intraday:{ts_code}:%",),
|
||||
)
|
||||
if not row:
|
||||
return None
|
||||
try:
|
||||
raw = json.loads(row["payload"])
|
||||
except json.JSONDecodeError:
|
||||
return None
|
||||
return _mark_stale(raw) if isinstance(raw, dict) else None
|
||||
|
||||
|
||||
def _lkg_payload(item: dict[str, Any] | None) -> dict[str, Any] | None:
|
||||
if not item:
|
||||
return None
|
||||
payload = item.get("payload")
|
||||
return _mark_stale(payload) if isinstance(payload, dict) else None
|
||||
|
||||
|
||||
def _mark_stale(payload: dict[str, Any]) -> dict[str, Any] | None:
|
||||
data = payload.get("data")
|
||||
if not isinstance(data, dict) or not data.get("points"):
|
||||
return None
|
||||
stamped = dict(payload)
|
||||
meta = dict(stamped.get("meta") or {})
|
||||
meta["stale"] = True
|
||||
stamped["meta"] = meta
|
||||
return stamped
|
||||
|
||||
|
||||
def _guess_ts_code(code: str) -> str | None:
|
||||
raw = str(code or "").strip().upper()
|
||||
if "." in raw:
|
||||
|
||||
@@ -0,0 +1,102 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import tempfile
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
from unittest.mock import patch
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
from datahub.adapters.eastmoney import HIS_TRENDS_URL, TRENDS_URL, EastmoneyAdapter
|
||||
from datahub.db import HubDB
|
||||
from datahub.realtime_serve import fetch_intraday
|
||||
|
||||
|
||||
class FakeEastmoney(EastmoneyAdapter):
|
||||
def __init__(self) -> None:
|
||||
super().__init__(timeout=2)
|
||||
self.urls: list[str] = []
|
||||
|
||||
def _get_json(self, url, params, referer):
|
||||
self.urls.append(f"{url}|{params.get('ndays')}")
|
||||
if url == TRENDS_URL:
|
||||
return {"data": {"name": "中国平安", "code": "601318", "preClose": 56.36, "trends": []}}
|
||||
if url == HIS_TRENDS_URL:
|
||||
return {
|
||||
"data": {
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"preClose": 55.8,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,55.80,55.90,56.00,55.70,100,5580.00,55.900",
|
||||
"2026-09-07 15:00,56.10,56.20,56.30,56.00,200,11240.00,56.150",
|
||||
"2026-09-08 09:30,0,0,0,0,0,0.00,0",
|
||||
],
|
||||
}
|
||||
}
|
||||
raise AdapterError(f"unexpected url {url}")
|
||||
|
||||
|
||||
class EastmoneyIntradayLookbackTests(unittest.TestCase):
|
||||
def test_empty_today_uses_latest_available_session(self):
|
||||
adapter = FakeEastmoney()
|
||||
payload = adapter.fetch_intraday("601318.SH")
|
||||
self.assertEqual(adapter.urls, [f"{TRENDS_URL}|1", f"{TRENDS_URL}|5", f"{HIS_TRENDS_URL}|5"])
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual([point["time"] for point in payload["points"]], ["09:30", "15:00"])
|
||||
self.assertEqual(payload["points"][0]["close"], 55.9)
|
||||
|
||||
def test_preferred_date_keeps_that_session(self):
|
||||
adapter = FakeEastmoney()
|
||||
payload = adapter.fetch_intraday("601318.SH", "20260907")
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual(len(payload["points"]), 2)
|
||||
|
||||
|
||||
class IntradayLkgTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self.tmp = tempfile.TemporaryDirectory()
|
||||
self.db = HubDB(Path(self.tmp.name) / "hub.db")
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self.tmp.cleanup()
|
||||
|
||||
def test_source_failure_returns_last_known_good(self):
|
||||
from datahub.realtime_serve import _envelope, _write_cache
|
||||
|
||||
payload = _envelope(
|
||||
{
|
||||
"entity_type": "stock",
|
||||
"ts_code": "601318.SH",
|
||||
"trade_date": "2026-09-07",
|
||||
"previous_close": 55.8,
|
||||
"points": [{"date": "2026-09-07", "time": "09:30", "close": 55.9}],
|
||||
},
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": "20260907",
|
||||
"source": "eastmoney:trends2",
|
||||
"stale": False,
|
||||
},
|
||||
)
|
||||
_write_cache(self.db, "intraday:601318.SH:today", payload, 20, "eastmoney:trends2")
|
||||
self.db.execute(
|
||||
"UPDATE rt_cache SET expires_at = ? WHERE cache_key = ?",
|
||||
("2000-01-01T00:00:00+08:00", "intraday:601318.SH:today"),
|
||||
)
|
||||
|
||||
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
|
||||
mocked.return_value.fetch_intraday.side_effect = AdapterError("down")
|
||||
recovered = fetch_intraday(self.db, "601318.SH")
|
||||
self.assertTrue(recovered["meta"]["stale"])
|
||||
self.assertEqual(recovered["data"]["points"][0]["close"], 55.9)
|
||||
|
||||
def test_source_failure_without_lkg_raises(self):
|
||||
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
|
||||
mocked.return_value.fetch_intraday.side_effect = AdapterError("down")
|
||||
with self.assertRaises(Exception) as ctx:
|
||||
fetch_intraday(self.db, "000001.SZ")
|
||||
self.assertIn("intraday unavailable", str(ctx.exception))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user