migration: preserve ladder and rotation slice

This commit is contained in:
leefer
2026-07-31 01:59:36 +08:00
parent d28bb5788b
commit 8904209938
4 changed files with 269 additions and 157 deletions
+7 -157
View File
@@ -54,11 +54,8 @@ from backend.features.accounts.http import AccountHttpMixin
from backend.features.accounts.security import SecretVault from backend.features.accounts.security import SecretVault
from backend.features.accounts.service import AccountService from backend.features.accounts.service import AccountService
from backend.features.pools import PoolServiceMixin from backend.features.pools import PoolServiceMixin
from backend.features.rotation import RotationServiceMixin
from backend.features.sentiment import SentimentServiceMixin from backend.features.sentiment import SentimentServiceMixin
from backend.features.sentiment.engine import (
build_sentiment_history,
latest_contiguous_history,
)
from backend.features.system import SystemHttpMixin from backend.features.system import SystemHttpMixin
from backend.data.providers.tushare_client import TushareClient, TushareError, _sector_coverage_issue from backend.data.providers.tushare_client import TushareClient, TushareError, _sector_coverage_issue
@@ -140,7 +137,12 @@ MENTOR_ETF_UNIVERSE = (
) )
class DashboardService(MarketServiceMixin, SentimentServiceMixin, PoolServiceMixin): class DashboardService(
MarketServiceMixin,
SentimentServiceMixin,
PoolServiceMixin,
RotationServiceMixin,
):
def __init__(self) -> None: def __init__(self) -> None:
runtime = load_runtime_settings() runtime = load_runtime_settings()
self.vault = SecretVault(runtime.encryption_key) self.vault = SecretVault(runtime.encryption_key)
@@ -734,158 +736,6 @@ class DashboardService(MarketServiceMixin, SentimentServiceMixin, PoolServiceMix
def rotation_history(self, trade_date: str, limit: int = 9) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
# 板块轮动固定展示最近 9 个交易日,按由近到远排列。
limit = 9
snapshots = self.database.list_snapshot_payloads(normalized_date, 240)
by_trade_date: dict[str, dict[str, Any]] = {}
for snapshot in snapshots:
meta = snapshot.get("meta") or {}
actual_date = str(meta.get("trade_date") or snapshot.get("_snapshot_date") or "")
compact_date = actual_date.replace("-", "")
if len(compact_date) == 8:
by_trade_date[compact_date] = snapshot
sentiment_dates = {
str(row.get("trade_date") or "").replace("-", "")
for row in latest_contiguous_history(build_sentiment_history(snapshots))
}
ordered_dates = sorted(
date_key for date_key in by_trade_date
if not sentiment_dates or date_key in sentiment_dates
)[-limit:][::-1]
rows = []
for date_key in ordered_dates:
snapshot = by_trade_date[date_key]
sector_context = {
str(item.get("name") or ""): item
for item in snapshot.get("sectors") or []
}
sectors = []
for item in (snapshot.get("sector_rotation") or [])[:12]:
name = str(item.get("name") or "").strip()
context = sector_context.get(name, {})
sectors.append(
{
"name": name,
"rank": int(item.get("rank") or len(sectors) + 1),
"trend": item.get("trend") or "持平",
"count": int(item.get("count") or 0),
"strength": float(item.get("strength") or context.get("strength") or 0),
"change": float(context.get("change") or 0),
"leader": item.get("leader") or context.get("leader") or "--",
}
)
rows.append(
{
"trade_date": f"{date_key[:4]}-{date_key[4:6]}-{date_key[6:]}",
"sectors": sectors,
}
)
return {
"trade_date": rows[0]["trade_date"] if rows else normalized_date,
"available_days": len(ordered_dates),
"requested_days": limit,
"rows": rows,
}
def rotation_sector_members(self, trade_date: str, sector_name: str) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
sector_name = validate_text(sector_name, "板块名称", 60, required=True)
dashboard = self.get_dashboard(normalized_date)
actual_date = normalize_date(
str((dashboard.get("meta") or {}).get("trade_date") or normalized_date)
)
cache_key = f"{actual_date}:{sector_name}"
cached = self.database.get_data_snapshot("rotation_sector_members_v1", cache_key)
if cached:
cached["meta"] = {**(cached.get("meta") or {}), "cached": True}
return cached
if not self.configured:
raise ValueError("板块成分数据暂不可用。")
representative = next(
(
item for item in dashboard.get("limits") or []
if str(item.get("sector") or "").strip() == sector_name
),
None,
)
if not representative:
raise ValueError("未找到该板块的代表股票,暂时无法核验成分股。")
raw_code = str(representative.get("ts_code") or representative.get("code") or "")
if "." in raw_code:
ts_code = raw_code
elif raw_code.startswith(("4", "8", "92")):
ts_code = f"{raw_code}.BJ"
elif raw_code.startswith(("6", "68", "90")):
ts_code = f"{raw_code}.SH"
else:
ts_code = f"{raw_code}.SZ"
client = self._tushare_client()
try:
industry = client.sw_stock_industry(ts_code, actual_date)
sector_code = str(industry.get("l2_code") or "")
members = client.sw_sector_members(sector_code, actual_date)
except TushareError as exc:
raise ValueError(f"该板块成分股暂不可用:{exc}") from exc
daily_rows = self.database.daily_bars_for_date(actual_date)
if len(daily_rows) < 1000:
try:
daily_rows = client.query(
"daily",
{"trade_date": actual_date},
"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
)
if daily_rows:
self.database.upsert_daily_bars(daily_rows)
except TushareError:
daily_rows = self.database.daily_bars_for_date(actual_date)
daily_map = {str(item.get("ts_code") or ""): item for item in daily_rows}
rows = []
for member in members:
member_code = str(member.get("ts_code") or "")
quote = daily_map.get(member_code) or {}
rows.append(
{
"code": member_code.split(".")[0],
"ts_code": member_code,
"name": str(member.get("name") or "--"),
"change": quote.get("pct_chg"),
"open": quote.get("open"),
"close": quote.get("close"),
"amount_billion": (
round(float(quote.get("amount") or 0) / 100000, 2)
if quote else None
),
"quoted": bool(quote),
}
)
rows.sort(
key=lambda item: (
bool(item.get("quoted")),
float(item.get("change") or -999),
float(item.get("amount_billion") or 0),
),
reverse=True,
)
result = {
"meta": {
"trade_date": self._display_compact_date(actual_date),
"sector_name": str(industry.get("l2_name") or sector_name),
"sector_code": sector_code,
"member_count": len(rows),
"quoted_count": sum(bool(item.get("quoted")) for item in rows),
"cached": False,
},
"rows": rows,
}
self.database.save_data_snapshot(
"rotation_sector_members_v1", cache_key, "tushare", result
)
return result
def status(self) -> dict[str, Any]: def status(self) -> dict[str, Any]:
llm_access = self.llm_access_status() llm_access = self.llm_access_status()
+5
View File
@@ -0,0 +1,5 @@
"""Sector rotation history and constituent detail feature."""
from .service import RotationServiceMixin
__all__ = ["RotationServiceMixin"]
+165
View File
@@ -0,0 +1,165 @@
from __future__ import annotations
from typing import Any
from backend.bootstrap.config import normalize_date, validate_text
from backend.data.providers.tushare_client import TushareError
from backend.features.sentiment.engine import (
build_sentiment_history,
latest_contiguous_history,
)
class RotationServiceMixin:
def rotation_history(self, trade_date: str, limit: int = 9) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
# 板块轮动固定展示最近 9 个交易日,按由近到远排列。
limit = 9
snapshots = self.database.list_snapshot_payloads(normalized_date, 240)
by_trade_date: dict[str, dict[str, Any]] = {}
for snapshot in snapshots:
meta = snapshot.get("meta") or {}
actual_date = str(meta.get("trade_date") or snapshot.get("_snapshot_date") or "")
compact_date = actual_date.replace("-", "")
if len(compact_date) == 8:
by_trade_date[compact_date] = snapshot
sentiment_dates = {
str(row.get("trade_date") or "").replace("-", "")
for row in latest_contiguous_history(build_sentiment_history(snapshots))
}
ordered_dates = sorted(
date_key for date_key in by_trade_date
if not sentiment_dates or date_key in sentiment_dates
)[-limit:][::-1]
rows = []
for date_key in ordered_dates:
snapshot = by_trade_date[date_key]
sector_context = {
str(item.get("name") or ""): item
for item in snapshot.get("sectors") or []
}
sectors = []
for item in (snapshot.get("sector_rotation") or [])[:12]:
name = str(item.get("name") or "").strip()
context = sector_context.get(name, {})
sectors.append(
{
"name": name,
"rank": int(item.get("rank") or len(sectors) + 1),
"trend": item.get("trend") or "持平",
"count": int(item.get("count") or 0),
"strength": float(item.get("strength") or context.get("strength") or 0),
"change": float(context.get("change") or 0),
"leader": item.get("leader") or context.get("leader") or "--",
}
)
rows.append(
{
"trade_date": f"{date_key[:4]}-{date_key[4:6]}-{date_key[6:]}",
"sectors": sectors,
}
)
return {
"trade_date": rows[0]["trade_date"] if rows else normalized_date,
"available_days": len(ordered_dates),
"requested_days": limit,
"rows": rows,
}
def rotation_sector_members(self, trade_date: str, sector_name: str) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
sector_name = validate_text(sector_name, "板块名称", 60, required=True)
dashboard = self.get_dashboard(normalized_date)
actual_date = normalize_date(
str((dashboard.get("meta") or {}).get("trade_date") or normalized_date)
)
cache_key = f"{actual_date}:{sector_name}"
cached = self.database.get_data_snapshot("rotation_sector_members_v1", cache_key)
if cached:
cached["meta"] = {**(cached.get("meta") or {}), "cached": True}
return cached
if not self.configured:
raise ValueError("板块成分数据暂不可用。")
representative = next(
(
item for item in dashboard.get("limits") or []
if str(item.get("sector") or "").strip() == sector_name
),
None,
)
if not representative:
raise ValueError("未找到该板块的代表股票,暂时无法核验成分股。")
raw_code = str(representative.get("ts_code") or representative.get("code") or "")
if "." in raw_code:
ts_code = raw_code
elif raw_code.startswith(("4", "8", "92")):
ts_code = f"{raw_code}.BJ"
elif raw_code.startswith(("6", "68", "90")):
ts_code = f"{raw_code}.SH"
else:
ts_code = f"{raw_code}.SZ"
client = self._tushare_client()
try:
industry = client.sw_stock_industry(ts_code, actual_date)
sector_code = str(industry.get("l2_code") or "")
members = client.sw_sector_members(sector_code, actual_date)
except TushareError as exc:
raise ValueError(f"该板块成分股暂不可用:{exc}") from exc
daily_rows = self.database.daily_bars_for_date(actual_date)
if len(daily_rows) < 1000:
try:
daily_rows = client.query(
"daily",
{"trade_date": actual_date},
"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
)
if daily_rows:
self.database.upsert_daily_bars(daily_rows)
except TushareError:
daily_rows = self.database.daily_bars_for_date(actual_date)
daily_map = {str(item.get("ts_code") or ""): item for item in daily_rows}
rows = []
for member in members:
member_code = str(member.get("ts_code") or "")
quote = daily_map.get(member_code) or {}
rows.append(
{
"code": member_code.split(".")[0],
"ts_code": member_code,
"name": str(member.get("name") or "--"),
"change": quote.get("pct_chg"),
"open": quote.get("open"),
"close": quote.get("close"),
"amount_billion": (
round(float(quote.get("amount") or 0) / 100000, 2)
if quote else None
),
"quoted": bool(quote),
}
)
rows.sort(
key=lambda item: (
bool(item.get("quoted")),
float(item.get("change") or -999),
float(item.get("amount_billion") or 0),
),
reverse=True,
)
result = {
"meta": {
"trade_date": self._display_compact_date(actual_date),
"sector_name": str(industry.get("l2_name") or sector_name),
"sector_code": sector_code,
"member_count": len(rows),
"quoted_count": sum(bool(item.get("quoted")) for item in rows),
"cached": False,
},
"rows": rows,
}
self.database.save_data_snapshot(
"rotation_sector_members_v1", cache_key, "tushare", result
)
return result
@@ -0,0 +1,92 @@
from __future__ import annotations
import ast
import hashlib
import unittest
from pathlib import Path
APP_ROOT = Path(__file__).resolve().parents[1]
ORIGINAL_ROOT = APP_ROOT.parent
ROTATION_METHODS = {
"rotation_history",
"rotation_sector_members",
}
LADDER_ROTATION_BUILDERS = {
"_build_ladders",
"_build_sector_rotation",
}
def class_methods(path: Path, class_name: str) -> dict[str, str]:
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
owner = next(
node
for node in tree.body
if isinstance(node, ast.ClassDef) and node.name == class_name
)
return {
node.name: ast.dump(node, include_attributes=False)
for node in owner.body
if isinstance(node, (ast.FunctionDef, ast.AsyncFunctionDef))
}
def top_level_functions(path: Path) -> dict[str, str]:
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
return {
node.name: ast.dump(node, include_attributes=False)
for node in tree.body
if isinstance(node, (ast.FunctionDef, ast.AsyncFunctionDef))
and node.name in LADDER_ROTATION_BUILDERS
}
def sha256(path: Path) -> str:
return hashlib.sha256(path.read_bytes()).hexdigest()
class LadderRotationSliceSourceEquivalenceTests(unittest.TestCase):
def test_rotation_service_methods_are_exact_original_ast(self) -> None:
original = class_methods(ORIGINAL_ROOT / "server.py", "DashboardService")
migrated = class_methods(
APP_ROOT / "backend" / "features" / "rotation" / "service.py",
"RotationServiceMixin",
)
self.assertEqual(set(migrated), ROTATION_METHODS)
for name in sorted(ROTATION_METHODS):
self.assertEqual(migrated[name], original[name], name)
def test_dashboard_service_no_longer_duplicates_rotation_methods(self) -> None:
remaining = class_methods(
APP_ROOT / "backend" / "application.py", "DashboardService"
)
self.assertTrue(ROTATION_METHODS.isdisjoint(remaining))
def test_ladder_and_rotation_builders_are_exact_original_ast(self) -> None:
self.assertEqual(
top_level_functions(ORIGINAL_ROOT / "tushare_client.py"),
top_level_functions(
APP_ROOT / "backend" / "data" / "providers" / "tushare_client.py"
),
)
def test_api_and_frontend_assets_are_unchanged(self) -> None:
for relative in (
"config/api.config.json",
"static/index.html",
"static/app.js",
"static/styles.css",
"static/pages/ladder/page.js",
"static/pages/rotation/page.js",
):
self.assertEqual(
sha256(APP_ROOT / relative),
sha256(ORIGINAL_ROOT / relative),
relative,
)
if __name__ == "__main__":
unittest.main()