fix(HEL-356): complete Shenwan industry signal
Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
@@ -169,6 +169,16 @@ class ShenwanIndustryMixin:
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)
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else:
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outer_error = rt_error or outer_error
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if not outer_precise:
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# The exact SW L2 member set and every member's final daily bar
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# are already available. Use their equal-weight move as an
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# explicitly labelled provisional outer value until Tushare's
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# official sw_daily row is published.
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daily = {"change": equal_change}
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actual_trade_date = trade_date
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outer_precise = True
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outer_source = "sw_member_equal_daily"
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outer_error = ""
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else:
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try:
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snapshot = self._sw_realtime_sector_snapshot(
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@@ -520,6 +530,12 @@ class ShenwanIndustryMixin:
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for item in members
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}
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equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
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if not outer_precise and inner_precise:
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official_change = equal_change
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outer_precise = True
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outer_source = "sw_member_equal_realtime"
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outer_error = ""
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quote_date = trade_date
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amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
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market_rows: list[dict[str, Any]] = []
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try:
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@@ -642,6 +658,11 @@ class ShenwanIndustryMixin:
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return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
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return {}, "", f"数据中枢申万实时暂不可用:{message[:180]}"
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if row:
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actual_name = str(row.get("name") or "").strip()
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if sector_name and actual_name != str(sector_name).strip():
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return {}, "", (
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f"数据中枢返回的行业名称不匹配:期望 {sector_name},实际 {actual_name or '--'}"
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)
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return dict(row), str(row.get("source") or "datahub"), ""
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if finalized:
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return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
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