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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

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Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
总工
2026-09-08 09:44:00 +08:00
co-authored by Cursor multica-agent
parent 605f97e5df
commit 3d2c1252f1
8 changed files with 491 additions and 40 deletions
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xiaobai-datahub/datahub/adapters/eastmoney.py
+48 -20
View File
@@ -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])),
xiaobai-datahub/datahub/realtime_serve.py
+47 -2
View File
@@ -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: