feat(HEL-457): 估值字段级质量门、股票主档每日发布和资金流历史回补
- field_gates 按数据集配置关键字段非空率下限/非有限比例/相对上一批次的塌陷保护, 字段大面积为空的批次拒发并保留上一正式批次,可读失败原因入 batches.error - 股票主档交易日 20:00/23:10 自动刷新并发布版本化快照(eod_stocks + publications), 覆盖新上市/简称变化/N前缀摘除;/v1/stocks 携带 batch_id/published_at,无变化跳过 - moneyflow 历史回补(默认 60 交易日,跳过已发布日期);未发布点查返回 available_from/available_to 与 history_not_backfilled 标记,缺失不再静默 - eod-refresh 新增 --force --dataset 安全重发(仍走全部质量门,上一批次可回滚) - 保持 HEL-435 盘后重试机制;新增 22 项测试覆盖字段拒发/正常通过/旧批保留/ 主档新增改名/资金流覆盖/重复执行幂等 Co-authored-by: multica-agent <github@multica.ai>
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multica-agent
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commit
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@@ -79,6 +79,38 @@ python -m datahub history-backfill
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区间接口在 `meta.coverage` / `meta.incomplete` 标明覆盖是否完整;网站只读接入把不完整区间视为不可用并回旧链路。个股日 K 的 90 天区间查询依赖已核实,本阶段不回补全市场历史。
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区间接口在 `meta.coverage` / `meta.incomplete` 标明覆盖是否完整;网站只读接入把不完整区间视为不可用并回旧链路。个股日 K 的 90 天区间查询依赖已核实,本阶段不回补全市场历史。
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## 估值字段级质量门
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`hub-quality.config.json` 的 `field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
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## 股票主档每日刷新与发布
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交易日 20:00 与 23:10(`stocks_refresh_times` 可配)自动刷新股票主档并发布版本化快照(`eod_stocks` + `publications.dataset='stocks'`),覆盖当日新上市、证券简称变化和上市首日 N/C 前缀摘除;无变化则跳过,重复执行幂等。`/v1/stocks` 从最新已发布快照提供数据并带 `batch_id` / `published_at`;`/v1/datasets/status` 同步展示 stocks 状态。
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```bash
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cd xiaobai-datahub
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python -m datahub stocks-refresh # 手动触发;--force 无变化也重发
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```
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## 资金流历史回补
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网站会沿真实调用链查最近若干交易日的 moneyflow(个股详情任意日期点查 + 智能选股最近 5 个交易日),默认回补最近 60 个交易日(`moneyflow_history_trading_days` 可配,已发布日期自动跳过)。点查未覆盖的历史日期返回 `DATASET_NOT_PUBLISHED` 并附 `available_from` / `available_to`(低于下界时 `reason=history_not_backfilled`),网站据此明确回退旧链路,不会静默拿到半截数据。
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```bash
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cd xiaobai-datahub
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python -m datahub moneyflow-backfill # --trading-days 60 --end-date --force 可选
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```
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## 盘后补跑与强制重发
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```bash
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cd xiaobai-datahub
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python -m datahub eod-refresh --trade-date 20260904 # 只补缺失数据集
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python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
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# 强制重取重发:仍走全部质量门,生成新批次,上一批次保留可回滚
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```
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## 备份
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## 备份
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每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
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每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
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@@ -16,5 +16,31 @@
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"index_history_trading_days": 260,
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"index_history_trading_days": 260,
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"eod_retry_start": "15:15",
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"eod_retry_start": "15:15",
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"eod_retry_interval_minutes": 30,
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"eod_retry_interval_minutes": 30,
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"eod_retry_cutoff": "23:30"
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"eod_retry_cutoff": "23:30",
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"moneyflow_history_trading_days": 60,
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"stocks_refresh_times": [
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"20:00",
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"23:10"
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],
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"field_gates": {
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"valuation": {
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"fields": [
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"turnover_rate",
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"volume_ratio",
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"total_mv",
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"circ_mv",
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"pe_ttm",
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"pb",
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"ps_ttm",
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"dv_ttm"
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],
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"min_nonnull_rate": 0.9,
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"min_nonnull_rate_by_field": {
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"pe_ttm": 0.5,
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"dv_ttm": 0.3
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},
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"max_nonnull_drop_vs_prev": 0.15,
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"max_nonfinite_rate": 0.01
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}
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}
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}
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}
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@@ -84,12 +84,14 @@ class AdminAPI:
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def jobs(self) -> dict[str, Any]:
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def jobs(self) -> dict[str, Any]:
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runs = self.db.fetchall("SELECT * FROM job_runs ORDER BY id DESC LIMIT 100")
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runs = self.db.fetchall("SELECT * FROM job_runs ORDER BY id DESC LIMIT 100")
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stocks_times = "/".join(self.pipeline.settings.stocks_refresh_times) or "20:00"
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return {
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return {
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"jobs": [
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"jobs": [
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{"id": "precheck", "at": "08:45", "title": "盘前预检"},
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{"id": "precheck", "at": "08:45", "title": "盘前预检"},
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{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
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{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
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{"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"},
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{"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"},
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{"id": "eod_retry", "at": "15:15-23:30", "title": "盘后未出数自动重试(每 30 分钟,成功即停)"},
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{"id": "eod_retry", "at": "15:15-23:30", "title": "盘后未出数自动重试(每 30 分钟,成功即停)"},
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{"id": "stocks_refresh", "at": stocks_times, "title": "股票主档刷新与正式发布(新上市/更名,无变化跳过)"},
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{"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
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{"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
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{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
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{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
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{"id": "backup", "at": "00:40", "title": "SQLite 备份"},
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{"id": "backup", "at": "00:40", "title": "SQLite 备份"},
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@@ -7,6 +7,7 @@ import json
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import sys
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import sys
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from datahub.hub import build_hub
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from datahub.hub import build_hub
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from datahub.pipeline import OFFICIAL_DATASETS
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from datahub.settings import load_settings
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from datahub.settings import load_settings
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from datahub.timeutil import yyyymmdd
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from datahub.timeutil import yyyymmdd
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@@ -20,6 +21,23 @@ def main(argv: list[str] | None = None) -> int:
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history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
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history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
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refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已发布数据集,仍走质量门禁)")
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refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已发布数据集,仍走质量门禁)")
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refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
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refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
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refresh.add_argument(
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"--force", action="store_true",
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help="对 --dataset 指定的数据集强制重取重发(生成新批次,保留上一批次可回滚)",
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)
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refresh.add_argument(
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"--dataset", default=None,
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help="配合 --force 使用:只强制重发该数据集(如 valuation)",
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)
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stocks_refresh = sub.add_parser("stocks-refresh", help="刷新股票主档并发布正式快照(幂等:无变化则跳过)")
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stocks_refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
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stocks_refresh.add_argument("--force", action="store_true", help="即使快照无变化也重新发布")
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moneyflow_backfill = sub.add_parser(
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"moneyflow-backfill", help="回补资金流历史(默认覆盖网站所需的最近 N 个交易日,跳过已发布日期)",
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)
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moneyflow_backfill.add_argument("--end-date", default=None, help="截止交易日 YYYYMMDD,默认今天")
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moneyflow_backfill.add_argument("--trading-days", type=int, default=None, help="回补交易日数量,默认配置 moneyflow_history_trading_days")
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moneyflow_backfill.add_argument("--force", action="store_true", help="覆盖已发布的资金流日期")
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args = parser.parse_args(argv)
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args = parser.parse_args(argv)
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settings = load_settings()
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settings = load_settings()
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@@ -35,16 +53,56 @@ def main(argv: list[str] | None = None) -> int:
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return 0 if result.get("ok") else 1
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return 0 if result.get("ok") else 1
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if args.command == "eod-refresh":
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if args.command == "eod-refresh":
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day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
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day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
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result = hub.pipeline.run_eod_missing(day)
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if args.force:
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datasets = tuple(sorted({args.dataset} & OFFICIAL_DATASETS)) if args.dataset else ()
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if args.dataset and not datasets:
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parser.error(f"unknown dataset: {args.dataset}")
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if not datasets:
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parser.error("--force requires --dataset (e.g. --dataset valuation)")
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result = {}
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for dataset in datasets:
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result[dataset] = hub.pipeline.run_dataset(dataset, day)
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else:
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result = hub.pipeline.run_eod_missing(day)
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hub.pipeline.audit("cli", "eod-refresh", f"eod:{day}", json.dumps(
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hub.pipeline.audit("cli", "eod-refresh", f"eod:{day}", json.dumps(
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{name: item.get("state") for name, item in result.items() if isinstance(item, dict)},
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{"force": bool(args.force), "dataset": args.dataset,
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**{name: item.get("state") for name, item in result.items() if isinstance(item, dict)}},
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ensure_ascii=False,
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ensure_ascii=False,
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))
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))
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if args.force:
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payload = {"trade_date": day, "datasets": result}
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json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
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sys.stdout.write("\n")
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return 0
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missing = hub.pipeline.missing_official_datasets(day)
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missing = hub.pipeline.missing_official_datasets(day)
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payload = {"trade_date": day, "datasets": result, "missing_after": missing}
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payload = {"trade_date": day, "datasets": result, "missing_after": missing}
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json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
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json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
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sys.stdout.write("\n")
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sys.stdout.write("\n")
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return 0 if not missing else 1
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return 0 if not missing else 1
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if args.command == "stocks-refresh":
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day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
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result = hub.pipeline.refresh_stocks(day, force=args.force)
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hub.pipeline.audit("cli", "stocks-refresh", f"stocks:{day}", json.dumps(
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{"force": bool(args.force), "state": result.get("state"), "batch_id": result.get("batch_id")},
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ensure_ascii=False,
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))
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json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
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sys.stdout.write("\n")
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return 0 if result.get("state") != "failed" else 1
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if args.command == "moneyflow-backfill":
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result = hub.pipeline.backfill_moneyflow_history(
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end_date=args.end_date,
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trading_days=args.trading_days,
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force=args.force,
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)
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hub.pipeline.audit("cli", "moneyflow-backfill", f"moneyflow:{result.get('end')}", json.dumps(
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{"published": len(result.get("published") or []), "skipped": len(result.get("skipped") or []),
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"failed": len(result.get("failed") or [])},
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ensure_ascii=False,
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))
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json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
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sys.stdout.write("\n")
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return 0 if result.get("ok") else 1
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parser.error(f"unknown command: {args.command}")
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parser.error(f"unknown command: {args.command}")
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return 2
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return 2
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@@ -114,6 +114,21 @@ CREATE TABLE IF NOT EXISTS eod_index_bars (
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PRIMARY KEY (ts_code, trade_date, batch_id)
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PRIMARY KEY (ts_code, trade_date, batch_id)
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) WITHOUT ROWID;
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) WITHOUT ROWID;
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CREATE TABLE IF NOT EXISTS eod_stocks (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
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symbol TEXT, name TEXT, area TEXT, industry TEXT, market TEXT,
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list_status TEXT, list_date TEXT,
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batch_id TEXT NOT NULL,
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PRIMARY KEY (ts_code, trade_date, batch_id)
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) WITHOUT ROWID;
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CREATE TABLE IF NOT EXISTS staging_stocks (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
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symbol TEXT, name TEXT, area TEXT, industry TEXT, market TEXT,
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list_status TEXT, list_date TEXT,
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PRIMARY KEY (batch_id, ts_code, trade_date)
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);
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CREATE TABLE IF NOT EXISTS staging_bars (
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CREATE TABLE IF NOT EXISTS staging_bars (
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
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ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
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open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
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open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
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@@ -273,6 +288,7 @@ DATASET_TABLES = {
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"moneyflow": ("eod_moneyflow", "staging_moneyflow"),
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"moneyflow": ("eod_moneyflow", "staging_moneyflow"),
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"auction": ("eod_auction", "staging_auction"),
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"auction": ("eod_auction", "staging_auction"),
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"index_daily": ("eod_index_bars", "staging_index_bars"),
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"index_daily": ("eod_index_bars", "staging_index_bars"),
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"stocks": ("eod_stocks", "staging_stocks"),
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}
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}
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@@ -1,6 +1,7 @@
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from __future__ import annotations
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from __future__ import annotations
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import json
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import json
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import math
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import time
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import time
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from collections.abc import Callable
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from collections.abc import Callable
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from datetime import timedelta
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from datetime import timedelta
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@@ -22,11 +23,21 @@ LOGGER = get_logger()
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HARD_DATASETS = {"daily", "valuation", "index_daily"}
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HARD_DATASETS = {"daily", "valuation", "index_daily"}
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SOFT_DATASETS = {"moneyflow", "auction"}
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SOFT_DATASETS = {"moneyflow", "auction"}
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OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
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OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
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STOCKS_DATASET = "stocks"
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STOCK_SNAPSHOT_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
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EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
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EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
|
||||||
EOD_B_DATASETS = ("index_daily",)
|
EOD_B_DATASETS = ("index_daily",)
|
||||||
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
||||||
|
|
||||||
STAGING_INSERT = {
|
STAGING_INSERT = {
|
||||||
|
"stocks": (
|
||||||
|
"INSERT INTO staging_stocks(ts_code,trade_date,batch_id,symbol,name,area,industry,market,list_status,list_date) "
|
||||||
|
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
||||||
|
lambda r, b: (
|
||||||
|
r["ts_code"], r["trade_date"], b, r.get("symbol"), r.get("name"), r.get("area"),
|
||||||
|
r.get("industry"), r.get("market"), r.get("list_status"), r.get("list_date"),
|
||||||
|
),
|
||||||
|
),
|
||||||
"daily": (
|
"daily": (
|
||||||
"INSERT INTO staging_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount,adj_factor) "
|
"INSERT INTO staging_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount,adj_factor) "
|
||||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
||||||
@@ -72,6 +83,11 @@ STAGING_INSERT = {
|
|||||||
}
|
}
|
||||||
|
|
||||||
EOD_COPY = {
|
EOD_COPY = {
|
||||||
|
"stocks": (
|
||||||
|
"INSERT OR REPLACE INTO eod_stocks "
|
||||||
|
"SELECT ts_code,trade_date,symbol,name,area,industry,market,list_status,list_date,batch_id "
|
||||||
|
"FROM staging_stocks WHERE batch_id = ?"
|
||||||
|
),
|
||||||
"daily": (
|
"daily": (
|
||||||
"INSERT OR REPLACE INTO eod_bars "
|
"INSERT OR REPLACE INTO eod_bars "
|
||||||
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,adj_factor,batch_id "
|
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,adj_factor,batch_id "
|
||||||
@@ -101,6 +117,13 @@ EOD_COPY = {
|
|||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
def _finite(value: Any) -> bool:
|
||||||
|
try:
|
||||||
|
return math.isfinite(float(value))
|
||||||
|
except (TypeError, ValueError):
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
||||||
table = DATASET_TABLES[dataset][1]
|
table = DATASET_TABLES[dataset][1]
|
||||||
row = connection.execute(
|
row = connection.execute(
|
||||||
@@ -176,23 +199,7 @@ class Pipeline:
|
|||||||
""",
|
""",
|
||||||
(row["exchange"], row["cal_date"], row["is_open"], row.get("pretrade_date"), fetched_at),
|
(row["exchange"], row["cal_date"], row["is_open"], row.get("pretrade_date"), fetched_at),
|
||||||
)
|
)
|
||||||
for row in stocks:
|
self._upsert_stock_master(connection, stocks, fetched_at)
|
||||||
connection.execute(
|
|
||||||
"""
|
|
||||||
INSERT INTO stock_master(ts_code,symbol,name,area,industry,market,list_status,list_date,updated_at)
|
|
||||||
VALUES (?,?,?,?,?,?,?,?,?)
|
|
||||||
ON CONFLICT(ts_code) DO UPDATE SET
|
|
||||||
symbol=excluded.symbol, name=excluded.name, area=excluded.area,
|
|
||||||
industry=excluded.industry, market=excluded.market,
|
|
||||||
list_status=excluded.list_status, list_date=excluded.list_date,
|
|
||||||
updated_at=excluded.updated_at
|
|
||||||
""",
|
|
||||||
(
|
|
||||||
row["ts_code"], row.get("symbol"), row.get("name"), row.get("area"),
|
|
||||||
row.get("industry"), row.get("market"), row.get("list_status"),
|
|
||||||
row.get("list_date"), fetched_at,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
return {
|
return {
|
||||||
"calendar": len(calendar),
|
"calendar": len(calendar),
|
||||||
"stocks": len(stocks),
|
"stocks": len(stocks),
|
||||||
@@ -201,6 +208,154 @@ class Pipeline:
|
|||||||
"calendar_to": end,
|
"calendar_to": end,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def _upsert_stock_master(connection: Any, stocks: list[dict[str, Any]], fetched_at: str) -> None:
|
||||||
|
for row in stocks:
|
||||||
|
connection.execute(
|
||||||
|
"""
|
||||||
|
INSERT INTO stock_master(ts_code,symbol,name,area,industry,market,list_status,list_date,updated_at)
|
||||||
|
VALUES (?,?,?,?,?,?,?,?,?)
|
||||||
|
ON CONFLICT(ts_code) DO UPDATE SET
|
||||||
|
symbol=excluded.symbol, name=excluded.name, area=excluded.area,
|
||||||
|
industry=excluded.industry, market=excluded.market,
|
||||||
|
list_status=excluded.list_status, list_date=excluded.list_date,
|
||||||
|
updated_at=excluded.updated_at
|
||||||
|
""",
|
||||||
|
(
|
||||||
|
row["ts_code"], row.get("symbol"), row.get("name"), row.get("area"),
|
||||||
|
row.get("industry"), row.get("market"), row.get("list_status"),
|
||||||
|
row.get("list_date"), fetched_at,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
|
||||||
|
def latest_stocks_publication(self, on_or_before: str | None = None) -> dict[str, Any] | None:
|
||||||
|
if on_or_before:
|
||||||
|
row = self.db.fetchone(
|
||||||
|
"SELECT * FROM publications WHERE dataset = ? AND trade_date <= ? ORDER BY trade_date DESC LIMIT 1",
|
||||||
|
(STOCKS_DATASET, yyyymmdd(on_or_before)),
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
row = self.db.fetchone(
|
||||||
|
"SELECT * FROM publications WHERE dataset = ? ORDER BY trade_date DESC LIMIT 1",
|
||||||
|
(STOCKS_DATASET,),
|
||||||
|
)
|
||||||
|
return row
|
||||||
|
|
||||||
|
def published_stock_snapshot(self, on_or_before: str | None = None) -> tuple[str | None, list[dict[str, Any]]]:
|
||||||
|
pub = self.latest_stocks_publication(on_or_before)
|
||||||
|
if not pub:
|
||||||
|
return None, []
|
||||||
|
rows = self.db.fetchall(
|
||||||
|
f"SELECT {','.join(STOCK_SNAPSHOT_FIELDS)} FROM eod_stocks WHERE batch_id = ? ORDER BY ts_code",
|
||||||
|
(pub["active_batch"],),
|
||||||
|
)
|
||||||
|
return str(pub["active_batch"]), rows
|
||||||
|
|
||||||
|
def refresh_stocks(self, trade_date: str | None = None, force: bool = False) -> dict[str, Any]:
|
||||||
|
"""Refresh stock master from upstream and publish a versioned snapshot.
|
||||||
|
|
||||||
|
Runs on trading days (scheduler) and via CLI. Idempotent: when the
|
||||||
|
latest published snapshot already matches the upstream list, nothing
|
||||||
|
is published; ``force`` re-publishes unconditionally. New listings,
|
||||||
|
renames (incl. N/C prefix removal) and status changes all flow into
|
||||||
|
the snapshot, which carries batch_id/published_at metadata.
|
||||||
|
"""
|
||||||
|
day = yyyymmdd(trade_date or self.clock())
|
||||||
|
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
||||||
|
with self.db.write() as connection:
|
||||||
|
self._upsert_stock_master(connection, rows, isoformat(self.clock()))
|
||||||
|
if not force:
|
||||||
|
active, snapshot = self.published_stock_snapshot(day)
|
||||||
|
if active is not None:
|
||||||
|
upstream = sorted(
|
||||||
|
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
||||||
|
)
|
||||||
|
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
||||||
|
if upstream == published:
|
||||||
|
return {
|
||||||
|
"dataset": STOCKS_DATASET,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "skipped",
|
||||||
|
"reason": "unchanged",
|
||||||
|
"batch_id": active,
|
||||||
|
"rows": len(snapshot),
|
||||||
|
}
|
||||||
|
result = self.run_dataset(STOCKS_DATASET, day, prepared_rows=rows)
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||||
|
json.dumps({"batch_id": result["batch_id"], "rows": result["rows"]}, ensure_ascii=False),
|
||||||
|
)
|
||||||
|
return result
|
||||||
|
|
||||||
|
def backfill_moneyflow_history(
|
||||||
|
self,
|
||||||
|
end_date: str | None = None,
|
||||||
|
trading_days: int | None = None,
|
||||||
|
force: bool = False,
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
"""Incrementally publish official moneyflow history for the website window.
|
||||||
|
|
||||||
|
The website queries moneyflow for any navigable trade date (stock
|
||||||
|
detail point queries) and for the screener's last-5-days window, so
|
||||||
|
the hub must cover a trailing window of trading days instead of only
|
||||||
|
days published since go-live. Already published dates are skipped
|
||||||
|
unless ``force``; per-date failures are recorded without aborting.
|
||||||
|
"""
|
||||||
|
end = yyyymmdd(end_date or self.clock())
|
||||||
|
limit = int(trading_days or self.settings.moneyflow_history_trading_days)
|
||||||
|
open_dates = self.open_trade_dates(end, limit)
|
||||||
|
if not open_dates:
|
||||||
|
return {
|
||||||
|
"start": None,
|
||||||
|
"end": end,
|
||||||
|
"requested_days": 0,
|
||||||
|
"published": [],
|
||||||
|
"skipped": [],
|
||||||
|
"failed": [{"error": "calendar has no open dates on or before end"}],
|
||||||
|
"ok": False,
|
||||||
|
}
|
||||||
|
start = open_dates[0]
|
||||||
|
published_dates: set[str] = set()
|
||||||
|
if not force:
|
||||||
|
pubs = self.db.fetchall(
|
||||||
|
"SELECT trade_date FROM publications WHERE dataset = 'moneyflow' AND trade_date >= ? AND trade_date <= ?",
|
||||||
|
(start, end),
|
||||||
|
)
|
||||||
|
published_dates = {str(row["trade_date"]) for row in pubs}
|
||||||
|
targets = [day for day in open_dates if day not in published_dates]
|
||||||
|
skipped = [day for day in open_dates if day in published_dates]
|
||||||
|
published: list[dict[str, Any]] = []
|
||||||
|
failed: list[dict[str, Any]] = []
|
||||||
|
for day in targets:
|
||||||
|
try:
|
||||||
|
raw = retry_call(
|
||||||
|
lambda day=day: self._guarded_fetch("moneyflow", {"trade_date": day}),
|
||||||
|
attempts=self.settings.max_publish_attempts,
|
||||||
|
base_delay=0.05,
|
||||||
|
sleeper=lambda _d: time.sleep(_d),
|
||||||
|
)
|
||||||
|
rows = self.adapter.normalize("moneyflow", raw)
|
||||||
|
result = self.run_dataset("moneyflow", day, prepared_rows=rows)
|
||||||
|
published.append(
|
||||||
|
{
|
||||||
|
"trade_date": day,
|
||||||
|
"batch_id": result["batch_id"],
|
||||||
|
"rows": result["rows"],
|
||||||
|
"state": result["state"],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
except Exception as exc:
|
||||||
|
failed.append({"trade_date": day, "error": str(exc)})
|
||||||
|
return {
|
||||||
|
"start": start,
|
||||||
|
"end": end,
|
||||||
|
"requested_days": len(open_dates),
|
||||||
|
"published": published,
|
||||||
|
"skipped": skipped,
|
||||||
|
"failed": failed,
|
||||||
|
"ok": not failed,
|
||||||
|
}
|
||||||
|
|
||||||
def open_trade_dates(self, end: str, limit: int) -> list[str]:
|
def open_trade_dates(self, end: str, limit: int) -> list[str]:
|
||||||
end = yyyymmdd(end)
|
end = yyyymmdd(end)
|
||||||
rows = self.db.fetchall(
|
rows = self.db.fetchall(
|
||||||
@@ -464,13 +619,14 @@ class Pipeline:
|
|||||||
if null_rate >= float(quality.get("null_rate_max") or 0.01):
|
if null_rate >= float(quality.get("null_rate_max") or 0.01):
|
||||||
errors.append(f"null rate {null_rate:.4f}")
|
errors.append(f"null rate {null_rate:.4f}")
|
||||||
empty = row_n == 0
|
empty = row_n == 0
|
||||||
if empty and dataset in OFFICIAL_DATASETS:
|
if empty and (dataset in OFFICIAL_DATASETS or dataset == STOCKS_DATASET):
|
||||||
errors.append(EMPTY_BATCH_ERROR)
|
errors.append(EMPTY_BATCH_ERROR)
|
||||||
|
field_report = self._field_gate(dataset, trade_date, rows, errors)
|
||||||
if dataset in SOFT_DATASETS:
|
if dataset in SOFT_DATASETS:
|
||||||
hard_fail = bool(dup or bad_date or empty)
|
hard_fail = bool(dup or bad_date or empty)
|
||||||
else:
|
else:
|
||||||
hard_fail = bool(errors) and dataset in HARD_DATASETS
|
hard_fail = bool(errors) and (dataset in HARD_DATASETS or dataset == STOCKS_DATASET)
|
||||||
return {
|
report = {
|
||||||
"rows": row_n,
|
"rows": row_n,
|
||||||
"listed": listed_n,
|
"listed": listed_n,
|
||||||
"ratio": round(ratio, 4),
|
"ratio": round(ratio, 4),
|
||||||
@@ -480,6 +636,103 @@ class Pipeline:
|
|||||||
"soft_fail": bool(warnings) and not hard_fail,
|
"soft_fail": bool(warnings) and not hard_fail,
|
||||||
"batch_id": batch_id,
|
"batch_id": batch_id,
|
||||||
}
|
}
|
||||||
|
if field_report is not None:
|
||||||
|
report["fields"] = field_report
|
||||||
|
return report
|
||||||
|
|
||||||
|
def _field_gate(
|
||||||
|
self,
|
||||||
|
dataset: str,
|
||||||
|
trade_date: str,
|
||||||
|
rows: list[dict[str, Any]],
|
||||||
|
errors: list[str],
|
||||||
|
) -> dict[str, Any] | None:
|
||||||
|
"""Config-driven per-field completeness gate.
|
||||||
|
|
||||||
|
Catches field-level half-products (rows complete, key columns empty)
|
||||||
|
that row-count gates miss: non-null rate floors per field, non-finite
|
||||||
|
share, and a collapse guard against the previous published batch so
|
||||||
|
legitimately sparse fields (e.g. dv_ttm) are not false-flagged.
|
||||||
|
Generic for any dataset configured under quality["field_gates"].
|
||||||
|
"""
|
||||||
|
gate = dict((self.settings.quality.get("field_gates") or {}).get(dataset) or {})
|
||||||
|
if not gate or not rows:
|
||||||
|
return None
|
||||||
|
fields = [str(item) for item in (gate.get("fields") or []) if str(item)]
|
||||||
|
if not fields:
|
||||||
|
return None
|
||||||
|
min_rate = float(gate.get("min_nonnull_rate") or 0.9)
|
||||||
|
by_field = {str(k): float(v) for k, v in dict(gate.get("min_nonnull_rate_by_field") or {}).items()}
|
||||||
|
max_drop = float(gate.get("max_nonnull_drop_vs_prev") or 0.15)
|
||||||
|
max_nonfinite = float(gate.get("max_nonfinite_rate") or 0.01)
|
||||||
|
row_n = len(rows)
|
||||||
|
prev_batch, prev_stats = self._prev_field_stats(dataset, trade_date, fields)
|
||||||
|
report: dict[str, Any] = {}
|
||||||
|
for field in fields:
|
||||||
|
values = [row.get(field) for row in rows]
|
||||||
|
nulls = sum(1 for value in values if value is None)
|
||||||
|
nonfinite = sum(1 for value in values if value is not None and not _finite(value))
|
||||||
|
rate = (row_n - nulls) / row_n
|
||||||
|
stats = {
|
||||||
|
"nonnull": row_n - nulls,
|
||||||
|
"null": nulls,
|
||||||
|
"nonnull_rate": round(rate, 4),
|
||||||
|
"nonfinite": nonfinite,
|
||||||
|
}
|
||||||
|
floor = by_field.get(field, min_rate)
|
||||||
|
if rate < floor:
|
||||||
|
errors.append(
|
||||||
|
f"field gate: {dataset}.{field} non-null rate {rate:.4f} < {floor}"
|
||||||
|
)
|
||||||
|
if nonfinite / row_n > max_nonfinite:
|
||||||
|
errors.append(
|
||||||
|
f"field gate: {dataset}.{field} non-finite rate {nonfinite / row_n:.4f} > {max_nonfinite}"
|
||||||
|
)
|
||||||
|
prev_rate = prev_stats.get(field) if prev_stats else None
|
||||||
|
if prev_rate is not None:
|
||||||
|
stats["prev_nonnull_rate"] = round(prev_rate, 4)
|
||||||
|
if prev_rate - rate > max_drop:
|
||||||
|
errors.append(
|
||||||
|
f"field gate: {dataset}.{field} non-null rate {rate:.4f} dropped > {max_drop:.2f} "
|
||||||
|
f"vs prev batch {prev_batch} ({prev_rate:.4f})"
|
||||||
|
)
|
||||||
|
report[field] = stats
|
||||||
|
return report
|
||||||
|
|
||||||
|
def _prev_field_stats(
|
||||||
|
self,
|
||||||
|
dataset: str,
|
||||||
|
trade_date: str,
|
||||||
|
fields: list[str],
|
||||||
|
) -> tuple[str | None, dict[str, float]]:
|
||||||
|
"""Non-null rates per field from the latest earlier published batch."""
|
||||||
|
if dataset not in DATASET_TABLES:
|
||||||
|
return None, {}
|
||||||
|
table = DATASET_TABLES[dataset][0]
|
||||||
|
columns = {
|
||||||
|
str(row["name"])
|
||||||
|
for row in self.db.fetchall(f"PRAGMA table_info({table})")
|
||||||
|
}
|
||||||
|
usable = [field for field in fields if field in columns]
|
||||||
|
if not usable:
|
||||||
|
return None, {}
|
||||||
|
pub = self.db.fetchone(
|
||||||
|
"""
|
||||||
|
SELECT active_batch FROM publications
|
||||||
|
WHERE dataset = ? AND trade_date < ? ORDER BY trade_date DESC LIMIT 1
|
||||||
|
""",
|
||||||
|
(dataset, trade_date),
|
||||||
|
)
|
||||||
|
if not pub:
|
||||||
|
return None, {}
|
||||||
|
batch_id = str(pub["active_batch"])
|
||||||
|
selects = ",".join(f"AVG({field} IS NOT NULL) AS {field}" for field in usable)
|
||||||
|
row = self.db.fetchone(
|
||||||
|
f"SELECT {selects} FROM {table} WHERE batch_id = ?",
|
||||||
|
(batch_id,),
|
||||||
|
)
|
||||||
|
stats = {field: float(row[field]) for field in usable if row.get(field) is not None}
|
||||||
|
return batch_id, stats
|
||||||
|
|
||||||
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
||||||
copy_sql = EOD_COPY[dataset]
|
copy_sql = EOD_COPY[dataset]
|
||||||
@@ -636,6 +889,11 @@ class Pipeline:
|
|||||||
)
|
)
|
||||||
|
|
||||||
def _fetch_dataset(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
def _fetch_dataset(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
||||||
|
if dataset == STOCKS_DATASET:
|
||||||
|
rows = self.adapter.normalize("stocks", self._guarded_fetch("stocks", {"list_status": "L"}))
|
||||||
|
for row in rows:
|
||||||
|
row["trade_date"] = trade_date
|
||||||
|
return rows
|
||||||
if dataset == "daily":
|
if dataset == "daily":
|
||||||
raw = self._guarded_fetch("daily", {"trade_date": trade_date})
|
raw = self._guarded_fetch("daily", {"trade_date": trade_date})
|
||||||
factors = {
|
factors = {
|
||||||
|
|||||||
@@ -49,6 +49,7 @@ class Scheduler:
|
|||||||
"eod_a": self._eod_a,
|
"eod_a": self._eod_a,
|
||||||
"eod_b": self._eod_b,
|
"eod_b": self._eod_b,
|
||||||
"eod_retry": self._eod_retry,
|
"eod_retry": self._eod_retry,
|
||||||
|
"stocks_refresh": self._stocks_refresh,
|
||||||
"cleanup": self._cleanup,
|
"cleanup": self._cleanup,
|
||||||
"backup": self._backup,
|
"backup": self._backup,
|
||||||
"history_backfill": self._history_backfill,
|
"history_backfill": self._history_backfill,
|
||||||
@@ -89,6 +90,8 @@ class Scheduler:
|
|||||||
("cleanup", time(0, 30)),
|
("cleanup", time(0, 30)),
|
||||||
("backup", time(0, 40)),
|
("backup", time(0, 40)),
|
||||||
]
|
]
|
||||||
|
for refresh_at in self.pipeline.settings.stocks_refresh_times:
|
||||||
|
plan.append(("stocks_refresh", _hhmm(refresh_at)))
|
||||||
open_day = is_open_day(self.db, day)
|
open_day = is_open_day(self.db, day)
|
||||||
for job_id, at in plan:
|
for job_id, at in plan:
|
||||||
if current < at:
|
if current < at:
|
||||||
@@ -96,7 +99,7 @@ class Scheduler:
|
|||||||
key = (job_id, day, at.strftime("%H%M"))
|
key = (job_id, day, at.strftime("%H%M"))
|
||||||
if key in self._fired:
|
if key in self._fired:
|
||||||
continue
|
continue
|
||||||
if job_id in {"eod_a", "eod_b"} and not open_day:
|
if job_id in {"eod_a", "eod_b", "stocks_refresh"} and not open_day:
|
||||||
self._fired.add(key)
|
self._fired.add(key)
|
||||||
continue
|
continue
|
||||||
self._fired.add(key)
|
self._fired.add(key)
|
||||||
@@ -107,7 +110,7 @@ class Scheduler:
|
|||||||
try:
|
try:
|
||||||
self.run_job(job_id, day)
|
self.run_job(job_id, day)
|
||||||
except Exception:
|
except Exception:
|
||||||
if job_id not in {"eod_a", "eod_b"}:
|
if job_id not in {"eod_a", "eod_b", "stocks_refresh"}:
|
||||||
raise
|
raise
|
||||||
# Keep the tick alive; evening retries take over.
|
# Keep the tick alive; evening retries take over.
|
||||||
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
|
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
|
||||||
@@ -317,6 +320,9 @@ class Scheduler:
|
|||||||
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
||||||
return self.pipeline.run_eod_missing(trade_date)
|
return self.pipeline.run_eod_missing(trade_date)
|
||||||
|
|
||||||
|
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
|
||||||
|
return self.pipeline.refresh_stocks(trade_date)
|
||||||
|
|
||||||
def _history_backfill(self, trade_date: str) -> dict[str, Any]:
|
def _history_backfill(self, trade_date: str) -> dict[str, Any]:
|
||||||
return self.pipeline.backfill_history(trade_date)
|
return self.pipeline.backfill_history(trade_date)
|
||||||
|
|
||||||
|
|||||||
@@ -135,6 +135,29 @@ class V1API:
|
|||||||
|
|
||||||
def stocks(self, updated_since: str, q: dict[str, str]) -> dict[str, Any]:
|
def stocks(self, updated_since: str, q: dict[str, str]) -> dict[str, Any]:
|
||||||
limit, offset = self._page(q)
|
limit, offset = self._page(q)
|
||||||
|
today = yyyymmdd(now_shanghai())
|
||||||
|
batch_id, snapshot = self.pipeline.published_stock_snapshot(today)
|
||||||
|
if batch_id:
|
||||||
|
# Formal view: the latest published stock snapshot, with batch
|
||||||
|
# metadata. Filters are applied in-memory on the snapshot.
|
||||||
|
pub = self.pipeline.latest_stocks_publication(today) or {}
|
||||||
|
rows = snapshot
|
||||||
|
if updated_since:
|
||||||
|
rows = []
|
||||||
|
rows = rows[offset: offset + limit]
|
||||||
|
return envelope(
|
||||||
|
rows,
|
||||||
|
{
|
||||||
|
"tier": "official",
|
||||||
|
"trade_date": pub.get("trade_date"),
|
||||||
|
"published_at": pub.get("published_at"),
|
||||||
|
"source": "tushare:stock_basic",
|
||||||
|
"batch_id": batch_id,
|
||||||
|
"stale": False,
|
||||||
|
"staleness_seconds": 0,
|
||||||
|
"state": pub.get("state"),
|
||||||
|
},
|
||||||
|
)
|
||||||
if updated_since:
|
if updated_since:
|
||||||
rows = self.db.fetchall(
|
rows = self.db.fetchall(
|
||||||
"SELECT * FROM stock_master WHERE updated_at >= ? ORDER BY ts_code LIMIT ? OFFSET ?",
|
"SELECT * FROM stock_master WHERE updated_at >= ? ORDER BY ts_code LIMIT ? OFFSET ?",
|
||||||
@@ -176,7 +199,7 @@ class V1API:
|
|||||||
|
|
||||||
def dataset_status(self, date: str) -> dict[str, Any]:
|
def dataset_status(self, date: str) -> dict[str, Any]:
|
||||||
trade_date = yyyymmdd(date or now_shanghai())
|
trade_date = yyyymmdd(date or now_shanghai())
|
||||||
datasets = ("daily", "valuation", "moneyflow", "auction", "index_daily")
|
datasets = ("daily", "valuation", "moneyflow", "auction", "index_daily", "stocks")
|
||||||
items = []
|
items = []
|
||||||
for dataset in datasets:
|
for dataset in datasets:
|
||||||
pub = self.db.fetchone(
|
pub = self.db.fetchone(
|
||||||
@@ -251,7 +274,7 @@ class V1API:
|
|||||||
raise ApiError(
|
raise ApiError(
|
||||||
"DATASET_NOT_PUBLISHED",
|
"DATASET_NOT_PUBLISHED",
|
||||||
f"{dataset} {start} 尚未发布",
|
f"{dataset} {start} 尚未发布",
|
||||||
extra={"expected_at": "15:05+08:00"},
|
extra=self._unpublished_extra(dataset, start),
|
||||||
)
|
)
|
||||||
limit, offset = self._page(q)
|
limit, offset = self._page(q)
|
||||||
sql = f"SELECT * FROM {table} WHERE trade_date = ? AND batch_id = ?"
|
sql = f"SELECT * FROM {table} WHERE trade_date = ? AND batch_id = ?"
|
||||||
@@ -281,7 +304,11 @@ class V1API:
|
|||||||
(dataset, start, end),
|
(dataset, start, end),
|
||||||
)
|
)
|
||||||
if not pubs:
|
if not pubs:
|
||||||
raise ApiError("DATASET_NOT_PUBLISHED", f"{dataset} {start}-{end} 尚未发布")
|
raise ApiError(
|
||||||
|
"DATASET_NOT_PUBLISHED",
|
||||||
|
f"{dataset} {start}-{end} 尚未发布",
|
||||||
|
extra=self._unpublished_extra(dataset, end),
|
||||||
|
)
|
||||||
rows: list[dict[str, Any]] = []
|
rows: list[dict[str, Any]] = []
|
||||||
limit, offset = self._page(q)
|
limit, offset = self._page(q)
|
||||||
for pub in pubs:
|
for pub in pubs:
|
||||||
@@ -350,6 +377,20 @@ class V1API:
|
|||||||
offset = max(0, offset)
|
offset = max(0, offset)
|
||||||
return limit, offset
|
return limit, offset
|
||||||
|
|
||||||
|
def _unpublished_extra(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
||||||
|
"""Identifiable coverage info: is this a history gap or today-not-yet?"""
|
||||||
|
extra: dict[str, Any] = {"expected_at": "15:05+08:00"}
|
||||||
|
row = self.db.fetchone(
|
||||||
|
"SELECT MIN(trade_date) AS a, MAX(trade_date) AS b FROM publications WHERE dataset = ?",
|
||||||
|
(dataset,),
|
||||||
|
)
|
||||||
|
if row and row.get("a"):
|
||||||
|
extra["available_from"] = row["a"]
|
||||||
|
extra["available_to"] = row["b"]
|
||||||
|
if str(trade_date) < str(row["a"]):
|
||||||
|
extra["reason"] = "history_not_backfilled"
|
||||||
|
return extra
|
||||||
|
|
||||||
def _official_meta(self, dataset: str, trade_date: str, source: str) -> dict[str, Any]:
|
def _official_meta(self, dataset: str, trade_date: str, source: str) -> dict[str, Any]:
|
||||||
pub = self.db.fetchone(
|
pub = self.db.fetchone(
|
||||||
"SELECT * FROM publications WHERE dataset = ? AND trade_date = ?",
|
"SELECT * FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||||
|
|||||||
@@ -56,6 +56,17 @@ class Settings:
|
|||||||
def index_history_trading_days(self) -> int:
|
def index_history_trading_days(self) -> int:
|
||||||
return int(self.quality.get("index_history_trading_days") or 260)
|
return int(self.quality.get("index_history_trading_days") or 260)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def moneyflow_history_trading_days(self) -> int:
|
||||||
|
return int(self.quality.get("moneyflow_history_trading_days") or 60)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def stocks_refresh_times(self) -> tuple[str, ...]:
|
||||||
|
raw = self.quality.get("stocks_refresh_times") or ["20:00", "23:10"]
|
||||||
|
if isinstance(raw, str):
|
||||||
|
raw = [raw]
|
||||||
|
return tuple(str(item) for item in raw)
|
||||||
|
|
||||||
@property
|
@property
|
||||||
def eod_retry_start(self) -> str:
|
def eod_retry_start(self) -> str:
|
||||||
return str(self.quality.get("eod_retry_start") or "15:15")
|
return str(self.quality.get("eod_retry_start") or "15:15")
|
||||||
|
|||||||
@@ -25,7 +25,7 @@ RAW = {
|
|||||||
],
|
],
|
||||||
"daily_basic": [
|
"daily_basic": [
|
||||||
{"ts_code": "600000.SH", "trade_date": "20240902", "turnover_rate": 1.2, "volume_ratio": 0.8, "total_mv": 1000.0, "circ_mv": 800.0, "pe_ttm": 5.1, "pb": 0.6, "ps_ttm": 1.1, "dv_ttm": 4.0},
|
{"ts_code": "600000.SH", "trade_date": "20240902", "turnover_rate": 1.2, "volume_ratio": 0.8, "total_mv": 1000.0, "circ_mv": 800.0, "pe_ttm": 5.1, "pb": 0.6, "ps_ttm": 1.1, "dv_ttm": 4.0},
|
||||||
{"ts_code": "000001.SZ", "trade_date": "20240902", "turnover_rate": 2.2, "volume_ratio": 1.1, "total_mv": 2000.0, "circ_mv": 1500.0, "pe_ttm": 6.2, "pb": 0.7, "ps_ttm": 1.2, "dv_ttm": 3.0},
|
{"ts_code": "000001.SZ", "trade_date": "20240902", "turnover_rate": 2.2, "volume_ratio": 1.1, "total_mv": 2000.0, "circ_mv": 1500.0, "pe_ttm": 6.2, "pb": 0.7, "ps_ttm": 1.2, "dv_ttm": None},
|
||||||
],
|
],
|
||||||
"adj_factor": [
|
"adj_factor": [
|
||||||
{"ts_code": "600000.SH", "trade_date": "20240902", "adj_factor": 1.1},
|
{"ts_code": "600000.SH", "trade_date": "20240902", "adj_factor": 1.1},
|
||||||
|
|||||||
@@ -60,7 +60,11 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
return db.fetchall("SELECT * FROM job_runs WHERE job_id = ? ORDER BY id", (job_id,))
|
return db.fetchall("SELECT * FROM job_runs WHERE job_id = ? ORDER BY id", (job_id,))
|
||||||
|
|
||||||
def _batches(self, db: HubDB, day: str) -> list[dict]:
|
def _batches(self, db: HubDB, day: str) -> list[dict]:
|
||||||
return db.fetchall("SELECT * FROM batches WHERE trade_date = ?", (day,))
|
placeholders = ",".join("?" for _ in OFFICIAL)
|
||||||
|
return db.fetchall(
|
||||||
|
f"SELECT * FROM batches WHERE trade_date = ? AND dataset IN ({placeholders})",
|
||||||
|
(day, *sorted(OFFICIAL)),
|
||||||
|
)
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def _batch_ids(db: HubDB, day: str) -> set[str]:
|
def _batch_ids(db: HubDB, day: str) -> set[str]:
|
||||||
@@ -71,7 +75,11 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
return [name for name in transport.calls if name in DelayedTransport.DATE_APIS]
|
return [name for name in transport.calls if name in DelayedTransport.DATE_APIS]
|
||||||
|
|
||||||
def _published(self, db: HubDB, day: str) -> set[str]:
|
def _published(self, db: HubDB, day: str) -> set[str]:
|
||||||
rows = db.fetchall("SELECT dataset FROM publications WHERE trade_date = ?", (day,))
|
placeholders = ",".join("?" for _ in OFFICIAL)
|
||||||
|
rows = db.fetchall(
|
||||||
|
f"SELECT dataset FROM publications WHERE trade_date = ? AND dataset IN ({placeholders})",
|
||||||
|
(day, *sorted(OFFICIAL)),
|
||||||
|
)
|
||||||
return {str(row["dataset"]) for row in rows}
|
return {str(row["dataset"]) for row in rows}
|
||||||
|
|
||||||
def test_first_empty_then_retry_succeeds(self) -> None:
|
def test_first_empty_then_retry_succeeds(self) -> None:
|
||||||
@@ -105,12 +113,12 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
|
|
||||||
# success stops all further same-day requests
|
# success stops all further same-day requests
|
||||||
batches_before = len(self._batches(db, day))
|
batches_before = len(self._batches(db, day))
|
||||||
calls_before = len(transport.calls)
|
eod_calls_before = len(self._eod_calls(transport))
|
||||||
sched.tick(clock_at(day, 17, 0))
|
sched.tick(clock_at(day, 17, 0))
|
||||||
sched.tick(clock_at(day, 23, 0))
|
sched.tick(clock_at(day, 23, 0))
|
||||||
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
|
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
|
||||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||||
self.assertEqual(len(transport.calls), calls_before)
|
self.assertEqual(len(self._eod_calls(transport)), eod_calls_before)
|
||||||
|
|
||||||
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
|
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
|
||||||
day = "20240902"
|
day = "20240902"
|
||||||
@@ -144,9 +152,20 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
sched.tick(clock_at(day, 15, 5)) # eod_a publishes 4 datasets
|
sched.tick(clock_at(day, 15, 5)) # eod_a publishes 4 datasets
|
||||||
sched.tick(clock_at(day, 15, 10)) # eod_b publishes index
|
sched.tick(clock_at(day, 15, 10)) # eod_b publishes index
|
||||||
self.assertEqual(self._published(db, day), OFFICIAL)
|
self.assertEqual(self._published(db, day), OFFICIAL)
|
||||||
|
|
||||||
|
def official_batches() -> list[str]:
|
||||||
|
placeholders = ",".join("?" for _ in OFFICIAL)
|
||||||
|
return [
|
||||||
|
str(row["batch_id"])
|
||||||
|
for row in db.fetchall(
|
||||||
|
f"SELECT batch_id FROM batches WHERE trade_date = ? AND dataset IN ({placeholders})",
|
||||||
|
(day, *sorted(OFFICIAL)),
|
||||||
|
)
|
||||||
|
]
|
||||||
|
|
||||||
active = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
active = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
||||||
active_map = {row["dataset"]: row["active_batch"] for row in active}
|
active_map = {row["dataset"]: row["active_batch"] for row in active if row["dataset"] in OFFICIAL}
|
||||||
batches_before = self._batch_ids(db, day)
|
batches_before = set(official_batches())
|
||||||
calls_before = self._eod_calls(transport)
|
calls_before = self._eod_calls(transport)
|
||||||
|
|
||||||
# container restart: fresh scheduler, missed-time catch-up fires eod_a/eod_b
|
# container restart: fresh scheduler, missed-time catch-up fires eod_a/eod_b
|
||||||
@@ -157,8 +176,11 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
self.assertNotIn("eod_retry", ran)
|
self.assertNotIn("eod_retry", ran)
|
||||||
self.assertEqual(self._published(db, day), OFFICIAL)
|
self.assertEqual(self._published(db, day), OFFICIAL)
|
||||||
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
||||||
self.assertEqual({row["dataset"]: row["active_batch"] for row in after}, active_map)
|
self.assertEqual(
|
||||||
self.assertEqual(self._batch_ids(db, day), batches_before) # no duplicate batches
|
{row["dataset"]: row["active_batch"] for row in after if row["dataset"] in OFFICIAL},
|
||||||
|
active_map,
|
||||||
|
)
|
||||||
|
self.assertEqual(set(official_batches()), batches_before) # no duplicate batches
|
||||||
self.assertEqual(self._eod_calls(transport), calls_before) # no duplicate upstream EOD calls
|
self.assertEqual(self._eod_calls(transport), calls_before) # no duplicate upstream EOD calls
|
||||||
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 21, 0))["state"], "done")
|
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 21, 0))["state"], "done")
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,128 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import unittest
|
||||||
|
from datetime import date, timedelta
|
||||||
|
from pathlib import Path
|
||||||
|
import tempfile
|
||||||
|
|
||||||
|
from datahub.adapters.tushare import TushareAdapter
|
||||||
|
from datahub.crypto import SecretVault
|
||||||
|
from datahub.db import HubDB
|
||||||
|
from datahub.pipeline import Pipeline
|
||||||
|
from datahub.serving import ApiError, V1API
|
||||||
|
from datahub.settings import Settings
|
||||||
|
from tests.fixtures import fake_transport
|
||||||
|
|
||||||
|
OPEN_DATES = ["20240826", "20240827", "20240828", "20240829", "20240830", "20240902", "20240903"]
|
||||||
|
EMPTY_UPSTREAM = {"20240828"} # one date the upstream cannot serve
|
||||||
|
|
||||||
|
|
||||||
|
def build_calendar(open_dates: list[str], span_days: int = 16) -> list[dict]:
|
||||||
|
start = date(int(open_dates[0][:4]), int(open_dates[0][4:6]), int(open_dates[0][6:8]))
|
||||||
|
rows = []
|
||||||
|
open_set = set(open_dates)
|
||||||
|
for offset in range(span_days):
|
||||||
|
cursor = start + timedelta(days=offset)
|
||||||
|
compact = cursor.strftime("%Y%m%d")
|
||||||
|
rows.append(
|
||||||
|
{"exchange": "SSE", "cal_date": compact, "is_open": 1 if compact in open_set else 0, "pretrade_date": compact}
|
||||||
|
)
|
||||||
|
return rows
|
||||||
|
|
||||||
|
|
||||||
|
def moneyflow_rows(day: str) -> list[dict]:
|
||||||
|
return [
|
||||||
|
{
|
||||||
|
"ts_code": "600000.SH", "trade_date": day,
|
||||||
|
"buy_sm_amount": 10 + int(day[-2:]), "sell_sm_amount": 8, "buy_md_amount": 20, "sell_md_amount": 15,
|
||||||
|
"buy_lg_amount": 30, "sell_lg_amount": 25, "buy_elg_amount": 40, "sell_elg_amount": 35, "net_mf_amount": 17,
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"ts_code": "000001.SZ", "trade_date": day,
|
||||||
|
"buy_sm_amount": 11, "sell_sm_amount": 9, "buy_md_amount": 21, "sell_md_amount": 16,
|
||||||
|
"buy_lg_amount": 31, "sell_lg_amount": 26, "buy_elg_amount": 41, "sell_elg_amount": 36, "net_mf_amount": 18,
|
||||||
|
},
|
||||||
|
]
|
||||||
|
|
||||||
|
|
||||||
|
class MoneyflowHistoryTransport:
|
||||||
|
def __init__(self) -> None:
|
||||||
|
self.calendar = build_calendar(OPEN_DATES)
|
||||||
|
self.moneyflow_fetches: list[str] = []
|
||||||
|
|
||||||
|
def __call__(self, api_name: str, params: dict, fields: str):
|
||||||
|
if api_name == "trade_cal":
|
||||||
|
start = str(params.get("start_date") or "")
|
||||||
|
end = str(params.get("end_date") or "99999999")
|
||||||
|
return [row for row in self.calendar if start <= row["cal_date"] <= end]
|
||||||
|
if api_name == "moneyflow":
|
||||||
|
day = str(params.get("trade_date") or "")
|
||||||
|
self.moneyflow_fetches.append(day)
|
||||||
|
if day in EMPTY_UPSTREAM:
|
||||||
|
return []
|
||||||
|
return moneyflow_rows(day)
|
||||||
|
return fake_transport(api_name, params, fields)
|
||||||
|
|
||||||
|
|
||||||
|
class MoneyflowBackfillTests(unittest.TestCase):
|
||||||
|
def setUp(self) -> None:
|
||||||
|
self.transport = MoneyflowHistoryTransport()
|
||||||
|
tmp = tempfile.TemporaryDirectory()
|
||||||
|
self.addCleanup(tmp.cleanup)
|
||||||
|
self.db = HubDB(Path(tmp.name) / "hub.db")
|
||||||
|
adapter = TushareAdapter("x", transport=self.transport)
|
||||||
|
settings = Settings(
|
||||||
|
encryption_key=SecretVault.generate_key(),
|
||||||
|
db_path=self.db.path,
|
||||||
|
backup_dir=Path(tmp.name) / "backups",
|
||||||
|
quality={"max_publish_attempts": 2, "publication_generations": 3},
|
||||||
|
)
|
||||||
|
self.pipe = Pipeline(self.db, adapter, settings)
|
||||||
|
self.pipe.ingest_reference("20240903")
|
||||||
|
self.api = V1API(self.db, self.pipe, settings)
|
||||||
|
|
||||||
|
def test_backfill_publishes_window_and_reports_failures(self) -> None:
|
||||||
|
result = self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
|
||||||
|
published = [item["trade_date"] for item in result["published"]]
|
||||||
|
self.assertEqual(published, ["20240829", "20240830", "20240902", "20240903"])
|
||||||
|
self.assertEqual(result["failed"][0]["trade_date"], "20240828")
|
||||||
|
self.assertFalse(result["ok"])
|
||||||
|
rows = self.db.fetchall("SELECT * FROM eod_moneyflow WHERE trade_date='20240830'")
|
||||||
|
self.assertEqual(len(rows), 2)
|
||||||
|
|
||||||
|
def test_backfill_is_idempotent(self) -> None:
|
||||||
|
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
|
||||||
|
fetches_after_first = list(self.transport.moneyflow_fetches)
|
||||||
|
second = self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
|
||||||
|
# only the still-missing date is re-fetched; published dates are skipped
|
||||||
|
self.assertEqual(self.transport.moneyflow_fetches[len(fetches_after_first):], ["20240828"])
|
||||||
|
self.assertEqual(len(second["skipped"]), 4)
|
||||||
|
|
||||||
|
def test_point_query_on_backfilled_date_serves_data(self) -> None:
|
||||||
|
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
|
||||||
|
payload = self.api.handle("/v1/moneyflow", {"date": ["20240830"]})
|
||||||
|
self.assertEqual(len(payload["data"]), 2)
|
||||||
|
self.assertEqual(payload["data"][0]["net_mf_amount"], 180000.0)
|
||||||
|
|
||||||
|
def test_unpublished_point_below_window_is_identifiable(self) -> None:
|
||||||
|
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
|
||||||
|
with self.assertRaises(ApiError) as ctx:
|
||||||
|
self.api.handle("/v1/moneyflow", {"date": ["20240801"]})
|
||||||
|
extra = ctx.exception.extra
|
||||||
|
self.assertEqual(extra["available_from"], "20240829") # window starts at the first published date
|
||||||
|
self.assertEqual(extra["available_to"], "20240903")
|
||||||
|
self.assertEqual(extra["reason"], "history_not_backfilled")
|
||||||
|
self.assertEqual(extra["expected_at"], "15:05+08:00")
|
||||||
|
|
||||||
|
def test_range_query_flags_missing_dates(self) -> None:
|
||||||
|
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
|
||||||
|
payload = self.api.handle("/v1/moneyflow", {"from": ["20240828"], "to": ["20240903"]})
|
||||||
|
coverage = payload["meta"]["coverage"]
|
||||||
|
self.assertFalse(coverage["complete"])
|
||||||
|
self.assertEqual(coverage["missing_count"], 1)
|
||||||
|
self.assertEqual(coverage["missing_sample"], ["20240828"])
|
||||||
|
self.assertTrue(payload["meta"]["incomplete"])
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
unittest.main()
|
||||||
@@ -0,0 +1,253 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import unittest
|
||||||
|
from pathlib import Path
|
||||||
|
import tempfile
|
||||||
|
|
||||||
|
from datahub.adapters.tushare import TushareAdapter
|
||||||
|
from datahub.crypto import SecretVault
|
||||||
|
from datahub.db import HubDB
|
||||||
|
from datahub.pipeline import Pipeline, QualityError
|
||||||
|
from datahub.scheduler import Scheduler
|
||||||
|
from datahub.settings import Settings
|
||||||
|
from tests.fixtures import TRADE_DATE, fake_transport
|
||||||
|
from tests.test_eod_retry import clock_at
|
||||||
|
|
||||||
|
FIELD_GATES = {
|
||||||
|
"valuation": {
|
||||||
|
"fields": [
|
||||||
|
"turnover_rate", "volume_ratio", "total_mv", "circ_mv",
|
||||||
|
"pe_ttm", "pb", "ps_ttm", "dv_ttm",
|
||||||
|
],
|
||||||
|
"min_nonnull_rate": 0.9,
|
||||||
|
"min_nonnull_rate_by_field": {"pe_ttm": 0.5, "dv_ttm": 0.3},
|
||||||
|
"max_nonnull_drop_vs_prev": 0.15,
|
||||||
|
"max_nonfinite_rate": 0.01,
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class ValuationTransport:
|
||||||
|
"""fake_transport with switchable daily_basic degradation modes."""
|
||||||
|
|
||||||
|
def __init__(self) -> None:
|
||||||
|
self.mode = "ok"
|
||||||
|
|
||||||
|
def __call__(self, api_name: str, params: dict, fields: str):
|
||||||
|
rows = fake_transport(api_name, params, fields)
|
||||||
|
if api_name != "daily_basic":
|
||||||
|
return rows
|
||||||
|
trade_date = str(params.get("trade_date") or "")
|
||||||
|
if trade_date:
|
||||||
|
rows = [{**row, "trade_date": trade_date} for row in rows]
|
||||||
|
if self.mode == "ok":
|
||||||
|
return rows
|
||||||
|
patched = []
|
||||||
|
for row in rows:
|
||||||
|
item = dict(row)
|
||||||
|
if self.mode == "fields_all_null":
|
||||||
|
item["volume_ratio"] = None
|
||||||
|
item["dv_ttm"] = None
|
||||||
|
elif self.mode == "vr_all_null":
|
||||||
|
item["volume_ratio"] = None
|
||||||
|
elif self.mode == "dv_all_null":
|
||||||
|
item["dv_ttm"] = None
|
||||||
|
elif self.mode == "nonfinite":
|
||||||
|
item["volume_ratio"] = float("inf")
|
||||||
|
patched.append(item)
|
||||||
|
return patched
|
||||||
|
|
||||||
|
|
||||||
|
def make_pipe(transport, quality_extra=None, clock=None):
|
||||||
|
tmp = tempfile.TemporaryDirectory()
|
||||||
|
db = HubDB(Path(tmp.name) / "hub.db")
|
||||||
|
adapter = TushareAdapter("test-token", transport=transport)
|
||||||
|
quality = {
|
||||||
|
"daily_row_ratio": 0.98,
|
||||||
|
"null_rate_max": 0.01,
|
||||||
|
"max_publish_attempts": 3,
|
||||||
|
"publication_generations": 3,
|
||||||
|
"job_run_retain_days": 90,
|
||||||
|
"staging_retain_days": 14,
|
||||||
|
"field_gates": FIELD_GATES,
|
||||||
|
}
|
||||||
|
if quality_extra:
|
||||||
|
quality.update(quality_extra)
|
||||||
|
settings = Settings(
|
||||||
|
encryption_key=SecretVault.generate_key(),
|
||||||
|
api_token="t" * 32,
|
||||||
|
admin_password="admin-pass",
|
||||||
|
tushare_token="test-token",
|
||||||
|
db_path=db.path,
|
||||||
|
quality=quality,
|
||||||
|
scheduler_enabled=False,
|
||||||
|
)
|
||||||
|
pipe = Pipeline(db, adapter, settings, clock=clock)
|
||||||
|
pipe._tmp = tmp
|
||||||
|
return pipe, db
|
||||||
|
|
||||||
|
|
||||||
|
class ValuationFieldGateTests(unittest.TestCase):
|
||||||
|
def setUp(self) -> None:
|
||||||
|
self.transport = ValuationTransport()
|
||||||
|
self.pipe, self.db = make_pipe(self.transport)
|
||||||
|
self.pipe.ingest_reference(TRADE_DATE)
|
||||||
|
|
||||||
|
def _active(self) -> str | None:
|
||||||
|
row = self.db.fetchone(
|
||||||
|
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||||
|
(TRADE_DATE,),
|
||||||
|
)
|
||||||
|
return str(row["active_batch"]) if row else None
|
||||||
|
|
||||||
|
def test_normal_batch_with_legit_dv_nulls_passes(self) -> None:
|
||||||
|
result = self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
self.assertEqual(result["state"], "published")
|
||||||
|
fields = result["quality"]["fields"]
|
||||||
|
# fixture: 1 of 2 stocks has null dv_ttm → 0.5 non-null ≥ 0.3 floor
|
||||||
|
self.assertEqual(fields["dv_ttm"]["nonnull_rate"], 0.5)
|
||||||
|
self.assertEqual(fields["volume_ratio"]["nonnull_rate"], 1.0)
|
||||||
|
self.assertFalse(result["quality"]["errors"])
|
||||||
|
|
||||||
|
def test_all_null_fields_rejected_and_prev_batch_kept(self) -> None:
|
||||||
|
first = self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
self.transport.mode = "fields_all_null"
|
||||||
|
with self.assertRaises(QualityError) as ctx:
|
||||||
|
self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
errors = "; ".join(ctx.exception.report["errors"])
|
||||||
|
self.assertIn("field gate: valuation.volume_ratio non-null rate 0.0000 < 0.9", errors)
|
||||||
|
self.assertIn("field gate: valuation.dv_ttm non-null rate 0.0000 < 0.3", errors)
|
||||||
|
# previous good publication stays active
|
||||||
|
self.assertEqual(self._active(), first["batch_id"])
|
||||||
|
# rejected batch left staged with readable error + field stats
|
||||||
|
rejected = self.db.fetchone(
|
||||||
|
"SELECT * FROM batches WHERE state='staged' AND dataset='valuation' ORDER BY started_at DESC",
|
||||||
|
)
|
||||||
|
self.assertIsNotNone(rejected)
|
||||||
|
self.assertIn("field gate: valuation.volume_ratio", str(rejected["error"]))
|
||||||
|
import json
|
||||||
|
|
||||||
|
quality = json.loads(rejected["quality_json"])
|
||||||
|
self.assertEqual(quality["fields"]["volume_ratio"]["nonnull"], 0)
|
||||||
|
self.assertEqual(quality["fields"]["dv_ttm"]["nonnull"], 0)
|
||||||
|
|
||||||
|
def test_volume_ratio_all_null_alone_rejected(self) -> None:
|
||||||
|
self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
self.transport.mode = "vr_all_null"
|
||||||
|
with self.assertRaises(QualityError):
|
||||||
|
self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
self.assertEqual(
|
||||||
|
self.db.fetchone(
|
||||||
|
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||||
|
(TRADE_DATE,),
|
||||||
|
)["active_batch"],
|
||||||
|
"20240902-valuation-001",
|
||||||
|
)
|
||||||
|
|
||||||
|
def test_dv_ttm_all_null_rejected_by_floor_and_collapse(self) -> None:
|
||||||
|
prev_day = "20240830"
|
||||||
|
prev = self.pipe.run_dataset("valuation", prev_day) # prev dv nonnull 0.5
|
||||||
|
self.transport.mode = "dv_all_null"
|
||||||
|
with self.assertRaises(QualityError) as ctx:
|
||||||
|
self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
errors = "; ".join(ctx.exception.report["errors"])
|
||||||
|
self.assertIn("field gate: valuation.dv_ttm non-null rate 0.0000 < 0.3", errors)
|
||||||
|
self.assertIn(f"dropped > 0.15 vs prev batch {prev['batch_id']}", errors)
|
||||||
|
|
||||||
|
def test_nonfinite_values_rejected(self) -> None:
|
||||||
|
self.pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
rows = self.pipe.adapter.normalize(
|
||||||
|
"valuation", self.pipe._guarded_fetch("valuation", {"trade_date": TRADE_DATE})
|
||||||
|
)
|
||||||
|
for row in rows:
|
||||||
|
row["volume_ratio"] = float("inf")
|
||||||
|
with self.assertRaises(QualityError) as ctx:
|
||||||
|
self.pipe.run_dataset("valuation", TRADE_DATE, prepared_rows=rows)
|
||||||
|
errors = "; ".join(ctx.exception.report["errors"])
|
||||||
|
self.assertIn("field gate: valuation.volume_ratio non-finite rate 1.0000 > 0.01", errors)
|
||||||
|
|
||||||
|
def test_gate_off_when_not_configured(self) -> None:
|
||||||
|
pipe, _db = make_pipe(ValuationTransport(), quality_extra={"field_gates": {}})
|
||||||
|
pipe.ingest_reference(TRADE_DATE)
|
||||||
|
pipe.adapter._transport.mode = "fields_all_null"
|
||||||
|
result = pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
self.assertEqual(result["state"], "published") # legacy behavior when unconfigured
|
||||||
|
|
||||||
|
def test_gate_applies_to_any_configured_dataset(self) -> None:
|
||||||
|
gates = {"daily": {"fields": ["volume"], "min_nonnull_rate": 0.9, "max_nonfinite_rate": 0.01}}
|
||||||
|
pipe, _db = make_pipe(ValuationTransport(), quality_extra={"field_gates": gates})
|
||||||
|
pipe.ingest_reference(TRADE_DATE)
|
||||||
|
|
||||||
|
def null_volume(api_name, params, fields):
|
||||||
|
if api_name != "daily":
|
||||||
|
return fake_transport(api_name, params, fields)
|
||||||
|
rows = fake_transport(api_name, params, fields)
|
||||||
|
for row in rows:
|
||||||
|
row["vol"] = None
|
||||||
|
return rows
|
||||||
|
|
||||||
|
pipe.adapter._transport = null_volume
|
||||||
|
with self.assertRaises(QualityError) as ctx:
|
||||||
|
pipe.run_dataset("daily", TRADE_DATE)
|
||||||
|
errors = "; ".join(ctx.exception.report["errors"])
|
||||||
|
self.assertIn("field gate: daily.volume non-null rate 0.0000 < 0.9", errors)
|
||||||
|
|
||||||
|
|
||||||
|
class GateRetryInterplayTests(unittest.TestCase):
|
||||||
|
def test_rejected_valuation_stays_missing_and_retry_publishes_later(self) -> None:
|
||||||
|
transport = ValuationTransport()
|
||||||
|
transport.mode = "fields_all_null"
|
||||||
|
tmp = tempfile.TemporaryDirectory()
|
||||||
|
self.addCleanup(tmp.cleanup)
|
||||||
|
db = HubDB(Path(tmp.name) / "hub.db")
|
||||||
|
adapter = TushareAdapter("x", transport=transport)
|
||||||
|
settings = Settings(
|
||||||
|
encryption_key=SecretVault.generate_key(),
|
||||||
|
db_path=db.path,
|
||||||
|
backup_dir=Path(tmp.name) / "backups",
|
||||||
|
quality={"field_gates": FIELD_GATES, "max_publish_attempts": 2},
|
||||||
|
)
|
||||||
|
pipe = Pipeline(db, adapter, settings)
|
||||||
|
pipe.ingest_reference("20240902")
|
||||||
|
sched = Scheduler(db, pipe)
|
||||||
|
|
||||||
|
sched.tick(clock_at("20240902", 15, 5)) # valuation rejected by field gate
|
||||||
|
sched.tick(clock_at("20240902", 15, 10))
|
||||||
|
self.assertIn("valuation", pipe.missing_official_datasets("20240902"))
|
||||||
|
self.assertEqual(
|
||||||
|
pipe.active_batch("valuation", "20240902"),
|
||||||
|
None,
|
||||||
|
)
|
||||||
|
|
||||||
|
transport.mode = "ok"
|
||||||
|
sched.tick(clock_at("20240902", 15, 45)) # retry passes the gate
|
||||||
|
self.assertNotIn("valuation", pipe.missing_official_datasets("20240902"))
|
||||||
|
rows = db.fetchall("SELECT * FROM eod_valuation WHERE trade_date='20240902'")
|
||||||
|
self.assertTrue(rows)
|
||||||
|
self.assertTrue(all(row["volume_ratio"] is not None for row in rows))
|
||||||
|
|
||||||
|
|
||||||
|
class ForceRepublishTests(unittest.TestCase):
|
||||||
|
def test_run_dataset_over_published_keeps_prev_for_rollback(self) -> None:
|
||||||
|
transport = ValuationTransport()
|
||||||
|
pipe, db = make_pipe(transport)
|
||||||
|
pipe.ingest_reference(TRADE_DATE)
|
||||||
|
first = pipe.run_dataset("valuation", TRADE_DATE)
|
||||||
|
transport.mode = "vr_all_null"
|
||||||
|
with self.assertRaises(QualityError):
|
||||||
|
pipe.run_dataset("valuation", TRADE_DATE) # gate holds: bad re-publish refused
|
||||||
|
transport.mode = "ok"
|
||||||
|
second = pipe.run_dataset("valuation", TRADE_DATE) # CLI --force path
|
||||||
|
self.assertNotEqual(first["batch_id"], second["batch_id"])
|
||||||
|
pub = db.fetchone(
|
||||||
|
"SELECT * FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||||
|
(TRADE_DATE,),
|
||||||
|
)
|
||||||
|
self.assertEqual(pub["active_batch"], second["batch_id"])
|
||||||
|
self.assertEqual(pub["prev_batch"], first["batch_id"])
|
||||||
|
rolled = pipe.rollback("valuation", TRADE_DATE, actor="cli")
|
||||||
|
self.assertEqual(rolled["active_batch"], first["batch_id"])
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
unittest.main()
|
||||||
@@ -0,0 +1,168 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import unittest
|
||||||
|
from pathlib import Path
|
||||||
|
import tempfile
|
||||||
|
|
||||||
|
from datahub.adapters.tushare import TushareAdapter
|
||||||
|
from datahub.crypto import SecretVault
|
||||||
|
from datahub.db import HubDB
|
||||||
|
from datahub.pipeline import Pipeline
|
||||||
|
from datahub.scheduler import Scheduler
|
||||||
|
from datahub.serving import V1API
|
||||||
|
from datahub.settings import Settings
|
||||||
|
from tests.fixtures import TRADE_DATE, fake_transport
|
||||||
|
from tests.test_eod_retry import clock_at
|
||||||
|
|
||||||
|
|
||||||
|
class StockMasterTransport:
|
||||||
|
"""fake_transport with a mutable stock_basic list (new listings / renames)."""
|
||||||
|
|
||||||
|
def __init__(self) -> None:
|
||||||
|
self.stocks = [
|
||||||
|
{"ts_code": "600000.SH", "symbol": "600000", "name": "浦发银行", "area": "上海", "industry": "银行", "market": "主板", "list_status": "L", "list_date": "19991110"},
|
||||||
|
{"ts_code": "920071.BJ", "symbol": "920071", "name": "N金钛", "area": "辽宁", "industry": "小金属", "market": "北交所", "list_status": "L", "list_date": "20240901"},
|
||||||
|
]
|
||||||
|
|
||||||
|
def __call__(self, api_name: str, params: dict, fields: str):
|
||||||
|
if api_name == "stock_basic":
|
||||||
|
return [dict(row) for row in self.stocks]
|
||||||
|
return fake_transport(api_name, params, fields)
|
||||||
|
|
||||||
|
def rename_and_add(self) -> None:
|
||||||
|
for row in self.stocks:
|
||||||
|
if row["ts_code"] == "920071.BJ":
|
||||||
|
row["name"] = "金钛股份" # N-prefix removed the day after listing
|
||||||
|
self.stocks.append(
|
||||||
|
{"ts_code": "920289.BJ", "symbol": "920289", "name": "N华汇", "area": "广东", "industry": "专用机械", "market": "北交所", "list_status": "L", "list_date": "20240902"}
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def make_pipe(transport):
|
||||||
|
tmp = tempfile.TemporaryDirectory()
|
||||||
|
db = HubDB(Path(tmp.name) / "hub.db")
|
||||||
|
adapter = TushareAdapter("test-token", transport=transport)
|
||||||
|
settings = Settings(
|
||||||
|
encryption_key=SecretVault.generate_key(),
|
||||||
|
api_token="t" * 32,
|
||||||
|
admin_password="admin-pass",
|
||||||
|
tushare_token="test-token",
|
||||||
|
db_path=db.path,
|
||||||
|
quality={"max_publish_attempts": 3, "publication_generations": 3},
|
||||||
|
scheduler_enabled=False,
|
||||||
|
)
|
||||||
|
pipe = Pipeline(db, adapter, settings)
|
||||||
|
pipe._tmp = tmp
|
||||||
|
return pipe, db
|
||||||
|
|
||||||
|
|
||||||
|
class StocksRefreshTests(unittest.TestCase):
|
||||||
|
def setUp(self) -> None:
|
||||||
|
self.transport = StockMasterTransport()
|
||||||
|
self.pipe, self.db = make_pipe(self.transport)
|
||||||
|
self.pipe.ingest_reference(TRADE_DATE)
|
||||||
|
|
||||||
|
def _stocks_api(self) -> dict:
|
||||||
|
return V1API(self.db, self.pipe, self.pipe.settings).handle("/v1/stocks", {})
|
||||||
|
|
||||||
|
def test_first_refresh_publishes_snapshot_with_meta(self) -> None:
|
||||||
|
result = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
self.assertEqual(result["state"], "published")
|
||||||
|
self.assertEqual(result["rows"], 2)
|
||||||
|
self.assertTrue(result["batch_id"].startswith("20240902-stocks-"))
|
||||||
|
payload = self._stocks_api()
|
||||||
|
self.assertEqual(payload["meta"]["batch_id"], result["batch_id"])
|
||||||
|
self.assertIsNotNone(payload["meta"]["published_at"])
|
||||||
|
self.assertEqual(len(payload["data"]), 2)
|
||||||
|
names = {row["ts_code"]: row["name"] for row in payload["data"]}
|
||||||
|
self.assertEqual(names["920071.BJ"], "N金钛")
|
||||||
|
self.assertNotIn("batch_id", payload["data"][0])
|
||||||
|
|
||||||
|
def test_new_listing_and_rename_publish_new_batch(self) -> None:
|
||||||
|
first = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
self.transport.rename_and_add()
|
||||||
|
second = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
self.assertEqual(second["state"], "published")
|
||||||
|
self.assertNotEqual(second["batch_id"], first["batch_id"])
|
||||||
|
payload = self._stocks_api()
|
||||||
|
names = {row["ts_code"]: row["name"] for row in payload["data"]}
|
||||||
|
self.assertEqual(names["920071.BJ"], "金钛股份")
|
||||||
|
self.assertIn("920289.BJ", names)
|
||||||
|
self.assertEqual(names["920289.BJ"], "N华汇")
|
||||||
|
# stock_master is refreshed too (code resolution stays current)
|
||||||
|
master = self.db.fetchone("SELECT name FROM stock_master WHERE ts_code='920289.BJ'")
|
||||||
|
self.assertEqual(master["name"], "N华汇")
|
||||||
|
|
||||||
|
def test_unchanged_refresh_is_idempotent(self) -> None:
|
||||||
|
first = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
again = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
self.assertEqual(again["state"], "skipped")
|
||||||
|
self.assertEqual(again["reason"], "unchanged")
|
||||||
|
self.assertEqual(again["batch_id"], first["batch_id"])
|
||||||
|
count = self.db.fetchone(
|
||||||
|
"SELECT COUNT(*) AS n FROM batches WHERE dataset='stocks' AND trade_date=?",
|
||||||
|
(TRADE_DATE,),
|
||||||
|
)["n"]
|
||||||
|
self.assertEqual(count, 1)
|
||||||
|
|
||||||
|
def test_force_republishes_even_unchanged(self) -> None:
|
||||||
|
first = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
forced = self.pipe.refresh_stocks(TRADE_DATE, force=True)
|
||||||
|
self.assertEqual(forced["state"], "published")
|
||||||
|
self.assertNotEqual(forced["batch_id"], first["batch_id"])
|
||||||
|
|
||||||
|
def test_snapshot_pinned_until_next_publish(self) -> None:
|
||||||
|
first = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
self.transport.rename_and_add()
|
||||||
|
# upstream changed but no refresh ran: published snapshot is untouched
|
||||||
|
_, snapshot = self.pipe.published_stock_snapshot(TRADE_DATE)
|
||||||
|
names = {row["ts_code"]: row["name"] for row in snapshot}
|
||||||
|
self.assertEqual(names["920071.BJ"], "N金钛")
|
||||||
|
self.assertNotIn("920289.BJ", names)
|
||||||
|
self.assertEqual(len(snapshot), 2)
|
||||||
|
|
||||||
|
def test_dataset_status_includes_stocks(self) -> None:
|
||||||
|
result = self.pipe.refresh_stocks(TRADE_DATE)
|
||||||
|
payload = V1API(self.db, self.pipe, self.pipe.settings).handle(
|
||||||
|
"/v1/datasets/status", {"date": [TRADE_DATE]}
|
||||||
|
)
|
||||||
|
by_name = {item["dataset"]: item for item in payload["data"]}
|
||||||
|
self.assertIn("stocks", by_name)
|
||||||
|
self.assertEqual(by_name["stocks"]["batch_id"], result["batch_id"])
|
||||||
|
self.assertIsNotNone(by_name["stocks"]["published_at"])
|
||||||
|
|
||||||
|
|
||||||
|
class StocksRefreshSchedulingTests(unittest.TestCase):
|
||||||
|
def _make(self):
|
||||||
|
tmp = tempfile.TemporaryDirectory()
|
||||||
|
self.addCleanup(tmp.cleanup)
|
||||||
|
db = HubDB(Path(tmp.name) / "hub.db")
|
||||||
|
transport = StockMasterTransport()
|
||||||
|
adapter = TushareAdapter("x", transport=transport)
|
||||||
|
settings = Settings(
|
||||||
|
encryption_key=SecretVault.generate_key(),
|
||||||
|
db_path=db.path,
|
||||||
|
backup_dir=Path(tmp.name) / "backups",
|
||||||
|
quality={"stocks_refresh_times": ["20:00", "23:10"]},
|
||||||
|
)
|
||||||
|
pipe = Pipeline(db, adapter, settings)
|
||||||
|
pipe.ingest_reference(TRADE_DATE)
|
||||||
|
return db, pipe, Scheduler(db, pipe)
|
||||||
|
|
||||||
|
def test_scheduled_refresh_runs_on_open_day(self) -> None:
|
||||||
|
db, pipe, sched = self._make()
|
||||||
|
ran = sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||||
|
self.assertIn("stocks_refresh", ran)
|
||||||
|
ran = sched.tick(clock_at(TRADE_DATE, 23, 10))
|
||||||
|
self.assertIn("stocks_refresh", ran) # second slot catches late renames
|
||||||
|
self.assertIsNotNone(pipe.active_batch("stocks", TRADE_DATE))
|
||||||
|
|
||||||
|
def test_no_refresh_on_closed_day(self) -> None:
|
||||||
|
db, _pipe, sched = self._make()
|
||||||
|
sched.tick(clock_at("20240907", 20, 30)) # fixture: Saturday closed
|
||||||
|
runs = db.fetchall("SELECT * FROM job_runs WHERE job_id='stocks_refresh'")
|
||||||
|
self.assertEqual(runs, [])
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
unittest.main()
|
||||||
Reference in New Issue
Block a user