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fix(HEL-494): 日K默认45根并修复问天行业0/205覆盖

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悬浮窗和详情页只画最近45个交易日，中枢仍保留250日历史。盘后缺sw_daily时保留成分日线内核，外显走免费申万；成分行情改为全市场快照+分页，不再截成前60只。

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 17:00:01 +08:00
co-authored by Cursor multica-agent
parent 3e828b346c
commit b5d65ecb41
17 changed files with 343 additions and 127 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend/data/datahub/bridge.py
+2 -2
View File
@@ -148,7 +148,7 @@ class DatahubBridge:
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
if not cleaned:
return None
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned[:60])}, minimum=1)
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned)}, minimum=1)
def try_index_quotes(self) -> list[dict[str, Any]] | None:
flags = self.settings.flags("index_quotes")
@@ -208,7 +208,7 @@ class DatahubBridge:
if not rows:
raise DatahubError("EMPTY", f"{dataset} chart empty")
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
return rows[-max(20, min(180, int(limit))):]
return rows[-max(1, int(limit)):]
except Exception as exc:
self._log_failure(dataset, exc)
return None
backend/data/providers/tushare_industries.py
+116 -31
View File
@@ -132,21 +132,63 @@ class ShenwanIndustryMixin:
actual_trade_date = str(daily.get("trade_date") or "")
outer_precise = actual_trade_date == trade_date
outer_error = "" if outer_precise else (
f"No Shenwan daily returned for {sector_code} on {trade_date}"
f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
)
outer_source = "tushare_sw_daily" if outer_precise else "unavailable"
if not outer_precise and allow_realtime_close:
try:
return self._sw_realtime_sector_snapshot(
industry,
members,
inner_ok = bool(member_rows) and not coverage_issue
if inner_ok:
sw_row, rt_source, rt_error = self._sw_outer_realtime(
sector_code,
str(industry.get("l2_name") or ""),
trade_date,
previous_trade_date,
finalized=True,
)
except TushareError as exc:
outer_error = f"{outer_error}; realtime close fallback failed: {exc}"
if sw_row:
daily = sw_row
actual_trade_date = str(
sw_row.get("quote_date") or sw_row.get("trade_date") or ""
)
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
quote_clock = (
trade_time[11:19]
if len(trade_time) >= 19
else str(sw_row.get("quote_clock") or "")
)
outer_precise = actual_trade_date == trade_date
if quote_clock and quote_clock < "15:00:00":
outer_precise = False
outer_source = rt_source or "eastmoney_sw"
outer_error = "" if outer_precise else (
rt_error or f"申万行业 {sector_code} 免费实时尚未形成收盘快照"
)
else:
outer_error = rt_error or outer_error
else:
try:
snapshot = self._sw_realtime_sector_snapshot(
industry,
members,
trade_date,
previous_trade_date,
finalized=True,
)
snapshot.update({
"raw_member_count": raw_member_count,
"excluded_member_count": len(excluded_members),
"excluded_members": excluded_members,
})
return snapshot
except TushareError:
outer_error = f"{outer_error}; 免费实时成分暂不可用"
official_change = _number(daily.get("pct_change")) if outer_precise else None
official_change = None
if outer_precise:
official_change = _number(
daily.get("pct_change")
if daily.get("pct_change") not in (None, "")
else daily.get("change")
)
return {
"code": sector_code,
"name": industry.get("l2_name") or daily.get("name") or sector_code,
@@ -173,9 +215,9 @@ class ShenwanIndustryMixin:
"amount_billion": round(amount_billion, 2),
"count": 0,
"max_streak": 0,
"source": "tushare_sw_daily+member_daily" if outer_precise else "tushare_member_daily",
"source": f"{outer_source}+tushare_member_daily" if outer_precise else "tushare_member_daily",
"inner_source": "tushare_member_daily",
"outer_source": "tushare_sw_daily" if outer_precise else "unavailable",
"outer_source": outer_source,
"taxonomy": "sw_l2",
"industry": industry,
"trade_date": trade_date,
@@ -189,7 +231,7 @@ class ShenwanIndustryMixin:
"inner_error": inner_error,
"outer_error": outer_error,
"schema_version": 6,
"methodology": "外显使用申万二级行业官方日线；内核独立使用当日成分日线宽度与等权涨跌聚合",
"methodology": "外显使用已发布 sw_daily 或免费申万实时；内核优先使用当日成分日线，不调用 rt_sw_k",
}
def _sw_sector_members(
@@ -508,29 +550,72 @@ class ShenwanIndustryMixin:
codes: list[str],
trade_date: str,
) -> tuple[list[dict[str, Any]], str]:
if not codes:
wanted = [str(code).strip() for code in codes if str(code or "").strip()]
if not wanted:
return [], "unavailable"
best_rows: list[dict[str, Any]] = []
best_source = "unavailable"
def consider(rows: list[dict[str, Any]] | None, source: str) -> list[dict[str, Any]]:
nonlocal best_rows, best_source
filtered = _filter_quotes_for_codes(rows, wanted)
if len(filtered) > len(best_rows):
best_rows = filtered
best_source = source
return filtered
hub_market = getattr(self, "try_market_quotes", None)
if callable(hub_market):
filtered = consider(hub_market(trade_date) or [], "datahub")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
return filtered, "datahub"
hub = getattr(self, "try_quotes", None)
if callable(hub):
rows = hub(codes) or []
if rows:
return list(rows), "datahub"
collected: list[dict[str, Any]] = []
for index in range(0, len(wanted), _QUOTE_BATCH):
collected.extend(hub(wanted[index:index + _QUOTE_BATCH]) or [])
filtered = consider(collected, "datahub")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
return filtered, "datahub"
aggregator = getattr(self, "realtime_aggregator", None)
loader = getattr(aggregator, "eastmoney_stock_quotes", None) if aggregator else None
if callable(loader):
try:
filtered = consider(loader(wanted, expected_date=trade_date) or [], "eastmoney_ulist")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
return filtered, "eastmoney_ulist"
except Exception:
pass
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
quotes, source = self._free_realtime_quotes(trade_date, "")
consider(quotes, source)
except TushareError:
pass
if best_rows:
return best_rows, best_source
return [], "unavailable"
_QUOTE_BATCH = 60
def _filter_quotes_for_codes(
rows: list[dict[str, Any]] | None,
codes: list[str],
) -> list[dict[str, Any]]:
wanted = {str(code) for code in codes if code}
filtered: list[dict[str, Any]] = []
seen: set[str] = set()
for row in rows or []:
ts_code = str(row.get("ts_code") or "")
if ts_code in wanted and ts_code not in seen:
seen.add(ts_code)
filtered.append(row)
return filtered
def _filter_members_by_listing(
backend/features/market/charts.py
+2 -2
View File
@@ -23,7 +23,7 @@ class ChartDataError(RuntimeError):
pass
DAILY_CHART_LIMIT = 250
DAILY_CHART_LIMIT = 45
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
@@ -377,7 +377,7 @@ class MarketChartClient:
pass
if not normalized:
raise ChartDataError("No iFinD daily chart data returned")
return normalized[-max(20, min(180, int(limit))):]
return normalized[-max(1, int(limit)):]
def _previous_close(self, code: str, trade_date: str, fallback: float) -> float:
today = datetime.now().astimezone().date().isoformat()
backend/features/market/service.py
+1 -1
View File
@@ -1161,7 +1161,7 @@ class MarketServiceMixin:
intraday_status = "unavailable"
intraday_notice = "分时行情暂不可用，请稍后重试。"
prices = list(detail.get("prices") or [])[-60:]
prices = list(detail.get("prices") or [])[-DAILY_CHART_LIMIT:]
stock = dict(detail.get("stock") or {"code": code})
realtime = bool(detail_meta.get("realtime"))
return {
config/architecture-inventory.json
+15 -15
View File
@@ -501,6 +501,11 @@
"bytes": 34631,
"lines": 812
},
{
"path": "backend/data/providers/tushare_industries.py",
"bytes": 33324,
"lines": 766
},
{
"path": "database.py",
"bytes": 32073,
@@ -511,11 +516,6 @@
"bytes": 31756,
"lines": 562
},
{
"path": "backend/data/providers/tushare_industries.py",
"bytes": 29886,
"lines": 681
},
{
"path": "backend/features/heaven/manual.py",
"bytes": 24521,
@@ -533,8 +533,8 @@
},
{
"path": "frontend/pages/market/preview.js",
"bytes": 18339,
"lines": 450
"bytes": 18230,
"lines": 447
},
{
"path": "backend/features/heaven/trend.py",
@@ -548,8 +548,8 @@
},
{
"path": "frontend/pages/market/charts.js",
"bytes": 15311,
"lines": 387
"bytes": 15743,
"lines": 401
},
{
"path": "frontend/shared/admin.js",
@@ -623,7 +623,7 @@
},
{
"path": "frontend/pages/market/entity-detail.js",
"bytes": 9119,
"bytes": 9139,
"lines": 199
},
{
@@ -661,16 +661,16 @@
"bytes": 6547,
"lines": 220
},
{
"path": "frontend/pages/market/stock-detail.js",
"bytes": 6540,
"lines": 142
},
{
"path": "frontend/pages/sentiment/page.html",
"bytes": 6488,
"lines": 81
},
{
"path": "frontend/pages/market/stock-detail.js",
"bytes": 6325,
"lines": 137
},
{
"path": "backend/features/screener/backtest.py",
"bytes": 6202,
frontend/m/js/pages.js
+3 -3
View File
@@ -3402,9 +3402,9 @@
const payload = detail && detail.payload ? detail.payload : {};
const meta = payload.meta || {};
if (tab === "daily") {
const bars = (payload.prices || []).slice(-48);
const bars = (payload.prices || []).slice(-45);
const last = bars.length ? bars[bars.length - 1].trade_date : "";
return "日线 · 近48根 · 至 " + (displayCompactDate(last) || "--");
return "日线 · 近45根 · 至 " + (displayCompactDate(last) || "--");
}
const d = displayCompactDate(meta.intraday_trade_date) || displayCompactDate(meta.trade_date);
return "分时 · " + (d || "--");
@@ -3702,7 +3702,7 @@
const W = 360, H = 240, padL = 8, padR = 52, padT = 10, padB = 22;
const pw = W - padL - padR;
const ph = H - padT - padB;
const prices = (payload.prices || []).slice(-48);
const prices = (payload.prices || []).slice(-45);
if (prices.length < 2) return emptyChart("日线数据暂不可用");
frontend/pages.config.js
+4 -4
View File
@@ -68,10 +68,10 @@
"/pages/sentiment/page.js?v=20260729-1",
"/pages/pools/page.js?v=20260820-1",
"/pages/market/breadth.js?v=20260803-1",
"/pages/market/charts.js?v=20260803-1",
"/pages/market/entity-detail.js?v=20260803-1",
"/pages/market/stock-detail.js?v=20260803-1",
"/pages/market/preview.js?v=20260806-1",
"/pages/market/charts.js?v=20260908-1",
"/pages/market/entity-detail.js?v=20260908-1",
"/pages/market/stock-detail.js?v=20260908-1",
"/pages/market/preview.js?v=20260908-1",
"/pages/market/search.js?v=20260803-1",
"/pages/market/bindings.js?v=20260803-1",
"/pages/ladder/page.js?v=20260820-1",
frontend/pages/market/charts.js
+23 -9
View File
@@ -1,3 +1,16 @@
const DAILY_CHART_BARS = 45;
function visibleDailyPrices(prices) {
return (prices || []).slice(-DAILY_CHART_BARS);
}
function dailyChartSourceLabel(prices, notice) {
const count = visibleDailyPrices(prices).length;
const base = `日 K 行情 · ${count} 个交易日`;
const text = String(notice || "").trim();
return text ? `${base} · ${text}` : base;
}
function currentChartPalette() {
const style = getComputedStyle(document.documentElement);
const color = (token, fallback) => style.getPropertyValue(token).trim() || fallback;
@@ -56,7 +69,8 @@ function drawCandlestick(context, x, item, priceY, candleWidth, palette = curren
function drawPriceChart(prices) {
const canvas = elements.priceChart;
if (!prices?.length) {
const visible = visibleDailyPrices(prices);
if (!visible.length) {
clearPriceChart("暂无日 K 数据");
return;
}
@@ -81,15 +95,15 @@ function drawPriceChart(prices) {
const gap = 12;
const priceBottom = height - bottom - volumeHeight - gap;
const plotWidth = width - left - right;
const highs = prices.map((item) => number(item.high));
const lows = prices.map((item) => number(item.low));
const highs = visible.map((item) => number(item.high));
const lows = visible.map((item) => number(item.low));
const maximum = Math.max(...highs);
const minimum = Math.min(...lows);
const range = Math.max(maximum - minimum, maximum * 0.01, 0.01);
const volumes = prices.map((item) => number(item.volume));
const volumes = visible.map((item) => number(item.volume));
const maxVolume = Math.max(...volumes, 1);
const priceY = (value) => top + (maximum - value) / range * (priceBottom - top);
const step = plotWidth / prices.length;
const step = plotWidth / visible.length;
const candleWidth = clamp(step * 0.62, 2, 8);
context.strokeStyle = palette.grid;
@@ -105,7 +119,7 @@ function drawPriceChart(prices) {
context.fillText((maximum - range * line / 4).toFixed(2), left - 5, y + 4);
}
prices.forEach((item, index) => {
visible.forEach((item, index) => {
const x = left + step * index + step / 2;
const color = drawCandlestick(context, x, item, priceY, candleWidth, palette);
const volumeBarHeight = number(item.volume) / maxVolume * volumeHeight;
@@ -117,10 +131,10 @@ function drawPriceChart(prices) {
context.textAlign = "center";
context.fillStyle = palette.axis;
const labelIndexes = [0, Math.floor((prices.length - 1) / 2), prices.length - 1];
const labelIndexes = [0, Math.floor((visible.length - 1) / 2), visible.length - 1];
labelIndexes.forEach((index) => {
const x = left + step * index + step / 2;
context.fillText(String(prices[index].trade_date).slice(5), x, height - 5);
context.fillText(String(visible[index].trade_date).slice(5), x, height - 5);
});
}
@@ -301,7 +315,7 @@ function drawIntradayPreviewChart(points, dailyPrices, referenceClose = 0) {
function drawDailyPreviewChart(prices) {
const { context, width, height, palette } = prepareStockPreviewCanvas();
const visible = prices.slice(-45);
const visible = visibleDailyPrices(prices);
const visibleStart = prices.length - visible.length;
const left = 45;
const right = 10;
frontend/pages/market/entity-detail.js
+2 -2
View File
@@ -113,13 +113,13 @@ function renderEntityDetailMetrics(metrics) {
}
function drawEntityDetailChart(series, canvas = elements.entityDetailChart) {
const candles = (series || []).filter((item) => number(item.close) > 0).map((item) => {
const candles = visibleDailyPrices((series || []).filter((item) => number(item.close) > 0).map((item) => {
const close = number(item.close);
const open = number(item.open) || close;
const high = Math.max(number(item.high) || close, open, close);
const low = Math.min(number(item.low) || close, open, close);
return { ...item, open, high, low, close };
});
}));
if (!candles.length) {
clearEntityDetailChart("暂无日 K 数据", canvas);
return;
frontend/pages/market/preview.js
+1 -4
View File
@@ -368,10 +368,7 @@ function selectStockPreviewChart(chart) {
} else if ((payload.prices || []).length) {
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
const notice = String(payload.meta?.notice || "").trim();
setText(
"stockPreviewSource",
notice ? `日 K 行情 · ${payload.prices.length} 个交易日 · ${notice}` : `日 K 行情 · ${payload.prices.length} 个交易日`,
);
setText("stockPreviewSource", dailyChartSourceLabel(payload.prices, notice));
drawDailyPreviewChart(payload.prices);
} else {
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
frontend/pages/market/stock-detail.js
+2 -7
View File
@@ -46,10 +46,7 @@ async function openStock(code, fallback = null) {
updateWatchButton();
if (state.stockDetailChartMode === "daily") {
const notice = String(payload.meta?.notice || "").trim();
setText(
"chartSource",
notice ? `日 K 行情 · ${payload.prices.length} 个交易日 · ${notice}` : `日 K 行情 · ${payload.prices.length} 个交易日`,
);
setText("chartSource", dailyChartSourceLabel(payload.prices, notice));
requestAnimationFrame(() => drawPriceChart(payload.prices || []));
}
} catch (error) {
@@ -69,9 +66,7 @@ async function selectStockDetailChart(mode) {
const notice = String(state.stockDetail?.meta?.notice || "").trim();
setText(
"chartSource",
prices.length
? (notice ? `日 K 行情 · ${prices.length} 个交易日 · ${notice}` : `日 K 行情 · ${prices.length} 个交易日`)
: "正在加载行情",
prices.length ? dailyChartSourceLabel(prices, notice) : "正在加载行情",
);
if (prices.length) requestAnimationFrame(() => drawPriceChart(prices));
else clearPriceChart("正在加载日 K 数据");
tests/test_global_search.py
+1 -1
View File
@@ -94,7 +94,7 @@ class GlobalSearchTests(unittest.TestCase):
self.assertIn('event.key.toLowerCase() !== "k"', script)
self.assertIn('openStock(item.id, { code: item.code', script)
self.assertNotIn('include_notes', script)
self.assertIn('const candles = (series || [])', script)
self.assertIn('const candles = visibleDailyPrices((series || [])', script)
self.assertIn('renderStockNotes(payload.notes || [])', script)
tests/test_hel494_regressions.py
+85
View File
@@ -191,3 +191,88 @@ class EastmoneyHelperTests(unittest.TestCase):
self.assertAlmostEqual(quote["change"], 2.88)
params = get_json.call_args.args[1]
self.assertEqual(params["secids"], "90.801074")
class ChartWindowTests(unittest.TestCase):
def test_display_window_is_45_not_250(self) -> None:
from backend.features.market.charts import DAILY_CHART_LIMIT
self.assertEqual(DAILY_CHART_LIMIT, 45)
class MemberQuoteCoverageTests(unittest.TestCase):
def test_prefers_full_hub_market_over_truncated_named_quotes(self) -> None:
client = TushareClient(token="demo")
wanted = [f"{index:06d}.SZ" for index in range(205)]
market = [
{"ts_code": code, "close": 10.0, "pre_close": 9.0}
for code in wanted
]
client.try_market_quotes = MagicMock(return_value=market)
client.try_quotes = MagicMock(return_value=market[:60])
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
self.assertEqual(len(rows), 205)
self.assertEqual(source, "datahub")
client.try_quotes.assert_not_called()
def test_ignores_non_member_quotes_from_market_snapshot(self) -> None:
client = TushareClient(token="demo")
client.try_market_quotes = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
{"ts_code": "600000.SH", "close": 10.0, "pre_close": 9.9},
]
)
client.try_quotes = MagicMock(return_value=[])
client._free_realtime_quotes = MagicMock(return_value=([], "empty"))
rows, _source = client._load_member_realtime_quotes(
["000737.SZ", "000630.SZ"], "20260908"
)
self.assertEqual([row["ts_code"] for row in rows], ["000737.SZ"])
def test_closed_keeps_daily_inner_when_sw_daily_missing(self) -> None:
client = TushareClient(token="demo")
client.resolve_trade_context = lambda _date: ("20260908", "20260907")
client.sw_stock_industry = MagicMock(
return_value={"l2_code": "801074.SI", "l2_name": "工业金属"}
)
client._sw_sector_members = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "name": "北方铜业"},
{"ts_code": "000630.SZ", "name": "铜陵有色"},
]
)
client._stock_listing_reference = MagicMock(return_value={})
client._load_daily = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "name": "北方铜业", "pct_chg": 2, "amount": 1e8},
{"ts_code": "000630.SZ", "name": "铜陵有色", "pct_chg": 1, "amount": 1e8},
]
)
client._confirmed_suspended_members = MagicMock(return_value=[])
client.query = MagicMock(return_value=[])
client._sw_realtime_sector_snapshot = MagicMock(
side_effect=AssertionError("daily inner should be kept")
)
client.realtime_aggregator = MagicMock()
client.realtime_aggregator.eastmoney_shenwan_quote.return_value = {
"code": "801074.SI",
"name": "工业金属",
"change": 1.5,
"pct_change": 1.5,
"quote_date": "20260908",
"quote_time": "2026-09-08T15:00:00+08:00",
"source": "eastmoney_sw",
}
snapshot = client.sw_sector_snapshot(
"000737.SZ", "20260908", allow_realtime_close=True
)
self.assertEqual(snapshot["quote_count"], 2)
self.assertEqual(snapshot["member_count"], 2)
self.assertTrue(snapshot["inner_precise"])
self.assertTrue(snapshot["outer_precise"])
self.assertEqual(snapshot["inner_source"], "tushare_member_daily")
self.assertEqual(snapshot["change"], 1.5)
self.assertNotIn("权限", snapshot.get("outer_error") or "")
self.assertNotIn("rt_sw_k", snapshot.get("outer_error") or "")
xiaobai-datahub/datahub/adapters/eastmoney.py
+52 -40
View File
@@ -126,7 +126,7 @@ class EastmoneyAdapter(MarketAdapter):
return result
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
# Eastmoney ulist.np accepts ~60 secids per request; page remaining codes.
secids = []
for code in codes:
ts = str(code or "").upper()
@@ -137,47 +137,59 @@ class EastmoneyAdapter(MarketAdapter):
secids.append(f"0.{symbol}")
if not secids:
return []
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": ",".join(secids[:60]),
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
result = []
for row in rows:
symbol = str(row.get("f12") or "")
if not symbol:
continue
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
epoch = int(finite_number(row.get("f124")) or 0)
result.append(
result: list[dict[str, Any]] = []
for index in range(0, len(secids), 60):
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"price": round4(finite_number(row.get("f2"))),
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"previous_close": round4(finite_number(row.get("f18"))),
"volume": round4(finite_number(row.get("f5"))),
"amount": round4(finite_number(row.get("f6"))),
"turnover_rate": round4(finite_number(row.get("f8"))),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
"secids": ",".join(secids[index:index + 60]),
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
for row in rows:
symbol = str(row.get("f12") or "")
if not symbol:
continue
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
epoch = int(finite_number(row.get("f124")) or 0)
close = round4(finite_number(row.get("f2")))
previous = round4(finite_number(row.get("f18")))
quote_date = (
datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
if epoch
else ""
)
result.append(
{
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"price": close,
"close": close,
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"pre_close": previous,
"previous_close": previous,
"volume": round4(finite_number(row.get("f5"))),
"vol": round4(finite_number(row.get("f5")) * 100),
"amount": round4(finite_number(row.get("f6"))),
"turnover_rate": round4(finite_number(row.get("f8"))),
"quote_date": quote_date,
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
)
return result
def fetch_market_quotes(self) -> list[dict[str, Any]]:
xiaobai-datahub/datahub/realtime_serve.py
+12 -5
View File
@@ -5,6 +5,7 @@ Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
from __future__ import annotations
import hashlib
import json
import time
from datetime import datetime
@@ -20,6 +21,7 @@ from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
QUOTE_TTL = 60
INDEX_TTL = 60
INTRADAY_TTL = 20
QUOTE_BATCH = 60
class RealtimeApiError(RuntimeError):
@@ -95,20 +97,25 @@ def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
if not codes:
return fetch_market_quotes(db)
resolved: list[str] = []
for code in codes[:60]:
seen: set[str] = set()
for code in codes:
item = resolve_code(db, code) or _guess_ts_code(code)
if item:
if item and item not in seen:
seen.add(item)
resolved.append(item)
if not resolved:
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
cache_key = "quotes:" + ",".join(sorted(resolved))
digest = hashlib.sha1(",".join(sorted(resolved)).encode("utf-8")).hexdigest()
cache_key = f"quotes:{digest}:{len(resolved)}"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
adapter = EastmoneyAdapter()
try:
rows = adapter.fetch_quotes(resolved)
source = "eastmoney:clist"
rows: list[dict[str, Any]] = []
for index in range(0, len(resolved), QUOTE_BATCH):
rows.extend(adapter.fetch_quotes(resolved[index:index + QUOTE_BATCH]))
source = "eastmoney:ulist"
except Exception as exc:
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"quotes unavailable: {exc}") from exc
payload = _envelope(
xiaobai-datahub/datahub/scheduler.py
+10 -1
View File
@@ -110,7 +110,7 @@ class Scheduler:
("eod_b", time(15, 10)),
("eod_c", time(16, 40)),
("eod_d", time(16, 45)),
("eod_e", time(18, 5)),
("eod_e", time(15, 20)),
("eod_f", time(22, 40)),
("cleanup", time(0, 30)),
("backup", time(0, 40)),
@@ -124,6 +124,9 @@ class Scheduler:
key = (job_id, day, at.strftime("%H%M"))
if key in self._fired:
continue
if job_id not in self.jobs:
self._fired.add(key)
continue
if job_id in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"} and not open_day:
self._fired.add(key)
continue
@@ -203,6 +206,12 @@ class Scheduler:
LOGGER.warning("eod retry failed for %s", day, exc_info=True)
ran.append("eod_retry")
self._settle_eod(day)
if "eod_e" in self.jobs and not self.pipeline.active_batch("sector_daily", day):
try:
self.run_job("eod_e", day)
ran.append("eod_e")
except Exception:
LOGGER.exception("sector_daily retry failed for %s", day)
return ran
def _settle_eod(self, day: str) -> None:
xiaobai-datahub/tests/test_realtime_intraday.py
+12
View File
@@ -219,6 +219,18 @@ class MarketQuotesTests(unittest.TestCase):
payload = self.api.handle("/v1/quotes/latest", {"codes": ["600000.SH"]})
mocked.return_value.fetch_market_quotes.assert_not_called()
self.assertEqual(payload["data"][0]["ts_code"], "600000.SH")
self.assertEqual(payload["meta"]["source"], "eastmoney:ulist")
def test_named_quotes_page_beyond_sixty_codes(self) -> None:
codes = [f"{index:06d}.SZ" for index in range(70)]
def fake_fetch(chunk):
return [{"ts_code": code, "close": 10, "pre_close": 9} for code in chunk]
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
mocked.return_value.fetch_quotes.side_effect = fake_fetch
payload = self.api.handle("/v1/quotes/latest", {"codes": [",".join(codes)]})
self.assertEqual(mocked.return_value.fetch_quotes.call_count, 2)
self.assertEqual(len(payload["data"]), 70)
def test_market_unavailable_stays_source_error(self) -> None:
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked: