feat(HEL-463): 接入剩余行情数据到 datahub
扩展盘后正式集（涨跌停/人气/龙虎榜/板块日线）与盘中观察 API（报价/指数/分时），网站 bridge 按开关接入并回退旧链路；问天改为按数据依赖跟随开关，不再整栈强制旧路径。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
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总工
co-authored by
Cursor
multica-agent
Cursor
multica-agent
parent
16ba83ec01
commit
605f97e5df
@@ -11,8 +11,12 @@ from datahub.normalize import (
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normalize_auction,
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normalize_calendar,
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normalize_daily,
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normalize_dragon_tiger,
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normalize_index_daily,
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normalize_limit_event,
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normalize_moneyflow,
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normalize_popularity,
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normalize_sector_daily,
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normalize_stock,
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normalize_valuation,
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)
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@@ -31,6 +35,21 @@ TUSHARE_FIELDS = {
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"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
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),
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"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
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"limit_list_d": (
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"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
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"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
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"open_times,up_stat,limit_times,limit_type"
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),
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"ths_hot": "ts_code,ts_name,hot,rank,pct_change,current_price,concept,data_type,trade_date",
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"dc_hot": "ts_code,ts_name,rank,pct_change,current_price,hot,concept,data_type,trade_date",
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"hm_detail": "trade_date,ts_code,ts_name,buy_amount,sell_amount,net_amount,hm_name,hm_orgs,tag",
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"hm_list": "name,desc,orgs",
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"top_list": "trade_date,ts_code,name,pct_change,reason",
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"top_inst": "trade_date,ts_code,exalter,buy,buy_rate,sell,sell_rate,net_buy,side,reason",
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"ths_index": "ts_code,name,count,exchange,list_date,type",
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"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
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"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
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"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
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}
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DATASET_API = {
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@@ -42,12 +61,15 @@ DATASET_API = {
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"index_daily": "index_daily",
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"moneyflow": "moneyflow",
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"auction": "stk_auction",
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"limit_events": "limit_list_d",
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"popularity": "ths_hot",
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"dragon_tiger": "hm_detail",
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"sector_daily": "ths_daily",
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}
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# Website actual index usage: market cards / 90-day charts (SH/SZ/CYB) plus
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# screener 沪深300 benchmark (lookback up to 260 trading days).
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WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
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DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
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LIMIT_TYPES = ("U", "D", "Z")
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class TushareAdapter(MarketAdapter):
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@@ -85,6 +107,14 @@ class TushareAdapter(MarketAdapter):
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}
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def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
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if dataset == "limit_events":
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return self.fetch_limit_events(str(params.get("trade_date") or ""))
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if dataset == "popularity":
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return self.fetch_popularity(str(params.get("trade_date") or ""))
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if dataset == "dragon_tiger":
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return self.fetch_dragon_tiger(str(params.get("trade_date") or ""))
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if dataset == "sector_daily":
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return self.fetch_sector_daily(str(params.get("trade_date") or ""))
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api_name = DATASET_API.get(dataset, dataset)
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fields = TUSHARE_FIELDS.get(api_name, "")
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query_params = dict(params)
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@@ -93,10 +123,67 @@ class TushareAdapter(MarketAdapter):
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if api_name == "trade_cal" and "exchange" not in query_params:
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query_params["exchange"] = "SSE"
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if api_name == "index_daily" and "ts_code" not in query_params:
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# Caller typically loops codes; a missing code would pull nothing useful.
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query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
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return self._query(api_name, query_params, fields)
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def fetch_limit_events(self, trade_date: str) -> list[dict[str, Any]]:
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rows: list[dict[str, Any]] = []
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for limit_type in LIMIT_TYPES:
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part = self._query(
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"limit_list_d",
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{"trade_date": trade_date, "limit_type": limit_type},
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TUSHARE_FIELDS["limit_list_d"],
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)
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for row in part:
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row = dict(row)
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row.setdefault("limit_type", limit_type)
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rows.append(row)
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return rows
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def fetch_popularity(self, trade_date: str) -> list[dict[str, Any]]:
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rows: list[dict[str, Any]] = []
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for api_name, source in (("ths_hot", "ths"), ("dc_hot", "dc")):
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for row in self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name]):
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item = dict(row)
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item["source"] = source
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item.setdefault("trade_date", trade_date)
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rows.append(item)
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return rows
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def fetch_dragon_tiger(self, trade_date: str) -> list[dict[str, Any]]:
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details = self._query("hm_detail", {"trade_date": trade_date}, TUSHARE_FIELDS["hm_detail"])
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top_rows = self._query("top_list", {"trade_date": trade_date}, TUSHARE_FIELDS["top_list"])
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context = {
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str(row.get("ts_code") or ""): row
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for row in top_rows
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if str(row.get("ts_code") or "")
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}
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rows: list[dict[str, Any]] = []
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for row in details:
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item = dict(row)
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stock = context.get(str(item.get("ts_code") or ""), {})
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if item.get("pct_change") is None and stock.get("pct_change") is not None:
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item["pct_change"] = stock.get("pct_change")
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if not item.get("reason") and stock.get("reason"):
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item["reason"] = stock.get("reason")
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if not item.get("ts_name") and stock.get("name"):
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item["ts_name"] = stock.get("name")
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rows.append(item)
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return rows
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def fetch_sector_daily(self, trade_date: str) -> list[dict[str, Any]]:
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rows: list[dict[str, Any]] = []
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for api_name, family in (("ths_daily", "ths"), ("dc_index", "dc"), ("sw_daily", "sw")):
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try:
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part = self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name])
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except AdapterError:
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part = []
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for row in part:
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item = dict(row)
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item["family"] = family
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rows.append(item)
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return rows
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def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
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rows: list[dict[str, Any]] = []
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for ts_code in codes:
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@@ -104,6 +191,17 @@ class TushareAdapter(MarketAdapter):
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return rows
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def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
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if dataset in {"limit_events", "limit_list_d"}:
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return [normalize_limit_event(row) for row in rows]
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if dataset == "popularity":
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return [normalize_popularity(row, source=str(row.get("source") or "")) for row in rows]
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if dataset == "dragon_tiger":
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return [normalize_dragon_tiger(row) for row in rows]
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if dataset == "sector_daily":
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return [
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normalize_sector_daily(row, family=str(row.get("family") or "ths"))
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for row in rows
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]
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mapping = {
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"calendar": normalize_calendar,
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"trade_cal": normalize_calendar,
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@@ -148,12 +246,11 @@ class TushareAdapter(MarketAdapter):
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try:
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with urllib.request.urlopen(request, timeout=self.timeout) as response:
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result = json.loads(response.read().decode("utf-8"))
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except json.JSONDecodeError:
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raise AdapterError("Tushare returned invalid json") from None
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except (urllib.error.URLError, TimeoutError) as exc:
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raise AdapterError(f"Tushare request failed: {exc}") from exc
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if result.get("code") != 0:
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raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
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except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
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raise AdapterError(f"Tushare 请求失败: {exc}") from exc
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if result.get("code") not in (0, "0", None):
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raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
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data = result.get("data") or {}
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columns = data.get("fields") or []
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return [dict(zip(columns, item)) for item in data.get("items") or []]
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items = data.get("items") or []
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fields_list = data.get("fields") or (fields.split(",") if fields else [])
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return [dict(zip(fields_list, item)) for item in items]
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