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>
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co-authored by
Cursor
multica-agent
parent
605f97e5df
commit
3d2c1252f1
@@ -21,6 +21,26 @@ from backend.data.providers.tushare_client import TushareClient
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LOGGER = logging.getLogger("xiaobai.datahub")
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ShadowSink = Callable[[dict[str, Any]], None]
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def _usable_intraday_points(rows: list[Any]) -> list[dict[str, Any]]:
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points: 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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try:
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close = float(row.get("close") or 0)
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except (TypeError, ValueError):
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close = 0.0
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if close <= 0:
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continue
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point = dict(row)
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if "average" not in point and point.get("avg_price") is not None:
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point["average"] = point.get("avg_price")
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points.append(point)
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return points
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EMPTY_FAIL_DATASETS = {
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"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
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"limit_events", "sector_daily",
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@@ -91,6 +111,34 @@ class DatahubBridge:
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self._log_failure("status", exc)
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return None
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def try_intraday(self, code: str) -> dict[str, Any] | None:
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flags = self.settings.flags("intraday")
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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.intraday_points(code=code)
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data = response.data
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if not isinstance(data, dict):
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raise DatahubError("EMPTY", "datahub intraday payload invalid")
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points = _usable_intraday_points(data.get("points") or [])
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if not points:
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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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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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"name": str(data.get("name") or ""),
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"code": str(data.get("code") or code),
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"trade_date": str(data.get("trade_date") or points[-1].get("date") or ""),
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"previous_close": float(data.get("previous_close") or 0),
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"points": points,
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"source": "datahub",
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}
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except Exception as exc:
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self._log_failure("intraday", 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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@@ -85,12 +85,13 @@ def build_data_gateway(
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policy = DataSourcePolicy.load()
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settings = datahub_settings or DatahubSettings.load(credentials=credentials)
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datahub_client = DatahubClient(settings)
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datahub = DatahubBridge(settings, datahub_client)
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return DataGateway(
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policy=policy,
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quality=DataQualityGate.load(policy),
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tushare_provider=TushareProvider(token_supplier),
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ifind_provider=IfindProvider(ifind),
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chart_data=MarketChartClient(ifind, EastmoneyChartClient()),
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chart_data=MarketChartClient(ifind, EastmoneyChartClient(), datahub),
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realtime_observer=WebRealtimeAggregator(),
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datahub=DatahubBridge(settings, datahub_client),
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datahub=datahub,
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)
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