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fix(HEL-494): 修复个股缺失指标、问天遮罩、四爻外显并回补250日K

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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 16:26:13 +08:00
co-authored by Cursor multica-agent
parent c8a9376adb
commit 3e828b346c
24 changed files with 1011 additions and 160 deletions
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backend/data/providers/tushare_industries.py
+108 -43
View File
@@ -311,37 +311,37 @@ class ShenwanIndustryMixin:
finalized: bool = False,
) -> dict[str, Any]:
sector_code = str(industry.get("l2_code") or "")
sw_rows = self.query(
"rt_sw_k",
{"ts_code": sector_code},
"ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
sw_row, outer_source, outer_error = self._sw_outer_realtime(
sector_code,
str(industry.get("l2_name") or ""),
trade_date,
finalized=finalized,
)
sw_row = sw_rows[0] if sw_rows else {}
trade_time = str(sw_row.get("trade_time") or "")
quote_date = trade_time[:10].replace("-", "")
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else ""
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
quote_date = str(sw_row.get("quote_date") or trade_time[:10].replace("-", ""))
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else str(sw_row.get("quote_clock") or "")
outer_precise = bool(sw_row and quote_date == trade_date)
if finalized and (not quote_clock or quote_clock < "15:00:00"):
if finalized and quote_clock and quote_clock < "15:00:00":
outer_precise = False
official_change = _number(sw_row.get("pct_change"))
official_change = _number(sw_row.get("pct_change") if sw_row.get("pct_change") not in (None, "") else sw_row.get("change"))
if not official_change:
close = _number(sw_row.get("close"))
pre_close = _number(sw_row.get("pre_close"))
close = _number(sw_row.get("close") if sw_row.get("close") not in (None, "") else sw_row.get("price"))
pre_close = _number(sw_row.get("pre_close") if sw_row.get("pre_close") not in (None, "") else sw_row.get("previous_close"))
official_change = (close / pre_close - 1) * 100 if close and pre_close else 0
if not outer_precise:
official_change = None
outer_error = ""
if not sw_row:
outer_error = f"No Shenwan realtime index returned for {sector_code}"
elif quote_date != trade_date:
outer_error = f"Shenwan realtime index date is {quote_date or 'unknown'}, expected {trade_date}"
elif finalized and (not quote_clock or quote_clock < "15:00:00"):
outer_error = f"Shenwan realtime index is not a close snapshot ({trade_time})"
if not sw_row and not outer_error:
outer_error = f"申万行业 {sector_code} 当日外显待盘后正式数据或免费实时源"
elif quote_date and quote_date != trade_date:
outer_error = f"申万实时行业日期是 {quote_date}，期望 {trade_date}"
elif finalized and quote_clock and quote_clock < "15:00:00":
outer_error = f"申万行业尚未形成收盘快照（{trade_time}）"
valid: list[dict[str, Any]] = []
codes: list[str] = []
reference: dict[str, Any] = {}
inner_error = ""
inner_source = "unavailable"
try:
reference = self._load_realtime_reference(trade_date, previous_trade_date)
active_codes = {
@@ -354,18 +354,21 @@ class ShenwanIndustryMixin:
for row in members
if str(row.get("ts_code") or "") in active_codes
]
if codes:
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
for row in quotes:
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
continue
valid.append({**row, "change": (close / previous_close - 1) * 100})
else:
quotes, inner_source = self._load_member_realtime_quotes(codes, trade_date)
for row in quotes:
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
continue
valid.append({**row, "change": (close / previous_close - 1) * 100})
if not codes:
inner_error = f"No active Shenwan members returned for {sector_code}"
elif not quotes:
inner_error = f"申万成分实时行情暂不可用：{sector_code}"
except TushareError as exc:
inner_error = str(exc)
if "rt_k" in inner_error or "权限" in inner_error:
inner_error = "申万成分实时行情暂不可用，已避开无权限接口"
coverage = len(valid) / max(len(codes), 1) * 100
valid_codes = {str(item.get("ts_code") or "") for item in valid}
@@ -390,16 +393,16 @@ class ShenwanIndustryMixin:
}
equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
market_rows: list[dict[str, Any]] = []
try:
self._ensure_realtime_market_cache(trade_date)
with self._realtime_reference_lock:
market_rows = list(
(self._latest_realtime_market.get(trade_date) or {}).get("rows") or []
)
market_rows = self._ensure_realtime_market_cache(trade_date)
except TushareError as exc:
market_rows = []
inner_precise = False
inner_error = inner_error or str(exc)
message = str(exc)
if "rt_k" in message or "权限" in message:
inner_error = inner_error or "全市场实时行情暂不可用，已避开无权限接口"
else:
inner_error = inner_error or message
capital_map = {
str(item.get("ts_code") or ""): item
for item in reference.get("capital_rows") or []
@@ -408,14 +411,17 @@ class ShenwanIndustryMixin:
for item in valid:
capital = capital_map.get(str(item.get("ts_code") or ""), {})
float_share = _number(capital.get("float_share"))
if float_share:
sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
volume = _number(item.get("vol"))
if float_share and volume:
# 免费源成交量为股；daily_basic.float_share 为万股。
sector_turnovers.append(volume / float_share / 100)
market_turnovers = []
for item in market_rows:
capital = capital_map.get(str(item.get("ts_code") or ""), {})
float_share = _number(capital.get("float_share"))
if float_share:
market_turnovers.append(_number(item.get("vol")) / float_share / 100)
volume = _number(item.get("vol"))
if float_share and volume:
market_turnovers.append(volume / float_share / 100)
average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
relative_turnover = average_turnover / market_turnover if market_turnover else 0
@@ -447,9 +453,9 @@ class ShenwanIndustryMixin:
"amount_billion": round(amount_billion, 2),
"count": sum(item["change"] >= 9.5 for item in valid),
"max_streak": 0,
"source": "tushare_rt_sw_k+sw_members_rt_k",
"inner_source": "tushare_sw_members+rt_k",
"outer_source": "tushare_rt_sw_k",
"source": f"{outer_source or 'unavailable'}+{inner_source}",
"inner_source": inner_source,
"outer_source": outer_source or "unavailable",
"taxonomy": "sw_l2",
"industry": industry,
"trade_date": trade_date,
@@ -464,9 +470,68 @@ class ShenwanIndustryMixin:
"inner_error": inner_error,
"outer_error": outer_error,
"schema_version": 6,
"methodology": "外显使用申万官方 rt_sw_k；内核独立使用申万成分 rt_k 宽度与相对换手聚合",
"methodology": "外显使用已发布 sw_daily 或免费申万实时；内核使用数据中枢/免费实时成分，不调用 rt_sw_k",
}
def _sw_outer_realtime(
self,
sector_code: str,
sector_name: str,
trade_date: str,
finalized: bool = False,
) -> tuple[dict[str, Any], str, str]:
aggregator = getattr(self, "realtime_aggregator", None)
loader = getattr(aggregator, "eastmoney_shenwan_quote", None) if aggregator else None
if callable(loader):
try:
row = loader(sector_code, expected_date="" if finalized else trade_date)
except Exception as exc:
message = str(exc)
if finalized:
return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
return {}, "", f"免费申万实时暂不可用：{message[:180]}"
if row:
return dict(row), str(row.get("source") or "eastmoney_sw"), ""
if finalized:
return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
if aggregator and sector_name:
try:
row = aggregator.eastmoney_sector(sector_name)
except Exception as exc:
return {}, "", f"免费行业实时暂不可用：{str(exc)[:180]}"
if row:
return dict(row), str(row.get("source") or "eastmoney_sector"), ""
return {}, "", f"申万行业 {sector_code} 当日外显待补充"
def _load_member_realtime_quotes(
self,
codes: list[str],
trade_date: str,
) -> tuple[list[dict[str, Any]], str]:
if not codes:
return [], "unavailable"
hub = getattr(self, "try_quotes", None)
if callable(hub):
rows = hub(codes) or []
if rows:
return list(rows), "datahub"
try:
quotes, source = self._load_realtime_quotes(",".join(codes), trade_date)
return quotes, source
except TushareError as exc:
message = str(exc)
if "rt_k" in message or "权限" in message:
aggregator = getattr(self, "realtime_aggregator", None)
loader = getattr(aggregator, "eastmoney_stock_quotes", None) if aggregator else None
if callable(loader):
try:
rows = loader(codes, expected_date=trade_date)
if rows:
return list(rows), "eastmoney_ulist"
except Exception:
pass
raise
def _filter_members_by_listing(
members: list[dict[str, Any]],