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
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"""Extended EOD datasets beyond the first-batch A/B release groups.
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These publish independently (soft): a failure here must not block daily/valuation
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release. Scheduler runs them after the core EOD window.
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"""
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from __future__ import annotations
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from typing import Any
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# Independent soft datasets (not part of A/B atomic groups).
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EXTENDED_SOFT_DATASETS = {
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"limit_events",
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"popularity",
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"dragon_tiger",
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"sector_daily",
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}
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EXTENDED_SCHEMA = """
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CREATE TABLE IF NOT EXISTS eod_limit_events (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL,
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name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
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limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
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fd_amount REAL, first_time TEXT, last_time TEXT,
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open_times INTEGER, up_stat TEXT, limit_times INTEGER,
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batch_id TEXT NOT NULL,
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PRIMARY KEY (ts_code, trade_date, limit_type, batch_id)
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) WITHOUT ROWID;
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CREATE TABLE IF NOT EXISTS staging_limit_events (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL, batch_id TEXT NOT NULL,
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name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
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limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
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fd_amount REAL, first_time TEXT, last_time TEXT,
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open_times INTEGER, up_stat TEXT, limit_times INTEGER,
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PRIMARY KEY (batch_id, ts_code, trade_date, limit_type)
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);
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CREATE TABLE IF NOT EXISTS eod_popularity (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL,
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ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
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hot REAL, concept TEXT, data_type TEXT,
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batch_id TEXT NOT NULL,
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PRIMARY KEY (ts_code, trade_date, source, batch_id)
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) WITHOUT ROWID;
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CREATE TABLE IF NOT EXISTS staging_popularity (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL, batch_id TEXT NOT NULL,
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ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
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hot REAL, concept TEXT, data_type TEXT,
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PRIMARY KEY (batch_id, ts_code, trade_date, source)
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);
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CREATE TABLE IF NOT EXISTS eod_dragon_tiger (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL,
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ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
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hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
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batch_id TEXT NOT NULL,
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PRIMARY KEY (ts_code, trade_date, hm_name, batch_id)
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) WITHOUT ROWID;
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CREATE TABLE IF NOT EXISTS staging_dragon_tiger (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL, batch_id TEXT NOT NULL,
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ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
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hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
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PRIMARY KEY (batch_id, ts_code, trade_date, hm_name)
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);
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CREATE TABLE IF NOT EXISTS eod_sector_daily (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL,
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name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
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pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
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batch_id TEXT NOT NULL,
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PRIMARY KEY (ts_code, trade_date, family, batch_id)
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) WITHOUT ROWID;
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CREATE TABLE IF NOT EXISTS staging_sector_daily (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL, batch_id TEXT NOT NULL,
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name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
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pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
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PRIMARY KEY (batch_id, ts_code, trade_date, family)
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);
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CREATE TABLE IF NOT EXISTS sector_master (
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ts_code TEXT PRIMARY KEY,
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name TEXT,
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family TEXT NOT NULL,
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exchange TEXT,
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list_date TEXT,
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member_count INTEGER,
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type TEXT,
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updated_at TEXT NOT NULL
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);
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CREATE INDEX IF NOT EXISTS idx_eod_limit_date ON eod_limit_events(trade_date, batch_id);
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CREATE INDEX IF NOT EXISTS idx_eod_pop_date ON eod_popularity(trade_date, batch_id);
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CREATE INDEX IF NOT EXISTS idx_eod_lhb_date ON eod_dragon_tiger(trade_date, batch_id);
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CREATE INDEX IF NOT EXISTS idx_eod_sector_date ON eod_sector_daily(trade_date, family, batch_id);
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"""
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EXTENDED_DATASET_TABLES = {
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"limit_events": ("eod_limit_events", "staging_limit_events"),
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"popularity": ("eod_popularity", "staging_popularity"),
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"dragon_tiger": ("eod_dragon_tiger", "staging_dragon_tiger"),
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"sector_daily": ("eod_sector_daily", "staging_sector_daily"),
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}
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EXTENDED_STAGING_INSERT: dict[str, tuple[str, Any]] = {
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"limit_events": (
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"INSERT INTO staging_limit_events("
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"ts_code,trade_date,limit_type,batch_id,name,industry,close,pct_chg,amount,"
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"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
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"open_times,up_stat,limit_times) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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lambda r, b: (
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r["ts_code"], r["trade_date"], r["limit_type"], b,
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r.get("name"), r.get("industry"), r.get("close"), r.get("pct_chg"), r.get("amount"),
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r.get("limit_amount"), r.get("float_mv"), r.get("total_mv"), r.get("turnover_ratio"),
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r.get("fd_amount"), r.get("first_time"), r.get("last_time"),
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r.get("open_times"), r.get("up_stat"), r.get("limit_times"),
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),
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),
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"popularity": (
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"INSERT INTO staging_popularity("
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"ts_code,trade_date,source,batch_id,ts_name,rank,pct_change,current_price,hot,concept,data_type) "
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"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
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lambda r, b: (
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r["ts_code"], r["trade_date"], r["source"], b,
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r.get("ts_name"), r.get("rank"), r.get("pct_change"), r.get("current_price"),
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r.get("hot"), r.get("concept"), r.get("data_type"),
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),
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),
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"dragon_tiger": (
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"INSERT INTO staging_dragon_tiger("
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"ts_code,trade_date,hm_name,batch_id,ts_name,buy_amount,sell_amount,net_amount,"
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"hm_orgs,tag,pct_change,reason) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
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lambda r, b: (
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r["ts_code"], r["trade_date"], r["hm_name"], b,
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r.get("ts_name"), r.get("buy_amount"), r.get("sell_amount"), r.get("net_amount"),
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r.get("hm_orgs"), r.get("tag"), r.get("pct_change"), r.get("reason"),
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),
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),
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"sector_daily": (
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"INSERT INTO staging_sector_daily("
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"ts_code,trade_date,family,batch_id,name,open,high,low,close,pre_close,"
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"pct_change,vol,turnover_rate,amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
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lambda r, b: (
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r["ts_code"], r["trade_date"], r["family"], b,
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r.get("name"), r.get("open"), r.get("high"), r.get("low"), r.get("close"),
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r.get("pre_close"), r.get("pct_change"), r.get("vol"), r.get("turnover_rate"),
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r.get("amount"),
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),
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),
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}
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EXTENDED_EOD_COPY = {
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"limit_events": (
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"INSERT OR REPLACE INTO eod_limit_events "
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"SELECT ts_code,trade_date,limit_type,name,industry,close,pct_chg,amount,"
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"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
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"open_times,up_stat,limit_times,batch_id "
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"FROM staging_limit_events WHERE batch_id = ?"
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),
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"popularity": (
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"INSERT OR REPLACE INTO eod_popularity "
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"SELECT ts_code,trade_date,source,ts_name,rank,pct_change,current_price,hot,concept,data_type,batch_id "
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"FROM staging_popularity WHERE batch_id = ?"
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),
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"dragon_tiger": (
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"INSERT OR REPLACE INTO eod_dragon_tiger "
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"SELECT ts_code,trade_date,hm_name,ts_name,buy_amount,sell_amount,net_amount,"
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"hm_orgs,tag,pct_change,reason,batch_id "
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"FROM staging_dragon_tiger WHERE batch_id = ?"
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),
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"sector_daily": (
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"INSERT OR REPLACE INTO eod_sector_daily "
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"SELECT ts_code,trade_date,family,name,open,high,low,close,pre_close,"
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"pct_change,vol,turnover_rate,amount,batch_id "
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"FROM staging_sector_daily WHERE batch_id = ?"
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),
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}
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