feat(HEL-478): 估值发布后晚间复核并原子追补上游修订
盘后成功发布后继续轻量比对 daily_basic 网站字段,发现修订才走质量门与整组原子切换,避免 17:10 快照落后于晚间上游改写。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
co-authored by
Cursor
multica-agent
parent
16ba83ec01
commit
d175bb65d4
@@ -123,6 +123,18 @@ python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
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管理后台「补数」对盘后正式数据集同样走 `force_republish_boundary`,不会绕过 A/B 整批边界。
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## 估值发布后复核与自动追补
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Tushare `daily_basic` 会在盘后继续改当日字段。HEL-423 在 2026-09-07 观察到:中枢 17:10 发布 `003021.SZ turnover_rate=1.3565`,21:05 上游/旧链路已是 `1.3572`;其余 7 类观察对象当日一致。日 K、资金流、竞价、指数没有同类晚间修订证据,股票主档已有 20:00/23:10 刷新,因此默认只复核估值,不盲目全量重拉。
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窗口(可配):交易日 **20:00–23:20**,每 30 分钟一次轻量比对(对齐网站 21:00 / 23:30 观察)。只拉取 `daily_basic`,按网站真实请求字段精确比较,无误差豁免。
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- 无变化:不产生新批次,状态「已追平」。
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- 发现修订:重新走字段质量门、覆盖检查和 A 组整批原子发布;读者全程只能看到上一完整版本或新完整版本。
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- 上游空 / 接口失败 / 不完整 / 质量门拒绝:保留上一完整版本,状态「复核失败」。
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- 23:20 截止后停止当晚复核;下一自然日盘前对上一交易日再做一次安全追赶。
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- 与 `eod_a` / `eod_retry` 共用互斥锁;容器重启会在窗口内立即补一次。
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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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@@ -105,6 +105,7 @@ async function render() {
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const data = await api("/admin/api/overview");
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$("phase").textContent = data.session_phase;
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const eod = data.eod_status || {};
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const rev = data.revision_status || {};
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const eodLabels = {
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pending_first_attempt: "等待首次尝试",
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waiting_upstream: "等待上游",
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@@ -112,6 +113,14 @@ async function render() {
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cutoff_failed: "已截止失败",
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closed_day: "休市",
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};
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const revLabels = {
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waiting_review: "等待复核",
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review_failed: "复核失败",
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aligned: "已追平",
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cutoff: "已截止",
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pending_publish: "待发布",
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closed_day: "休市",
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};
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const eodExtra = [];
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if (eod.state === "waiting_upstream") {
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eodExtra.push(`已试 ${eod.attempts} 次`);
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@@ -121,12 +130,16 @@ async function render() {
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if (eod.state === "cutoff_failed" && eod.missing_datasets) {
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eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
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}
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const revExtra = [];
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if (rev.detail) revExtra.push(esc(String(rev.detail)));
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if (rev.window) revExtra.push(esc(String(rev.window)));
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page.innerHTML = `
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<div class="cards">
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<div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div>
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<div class="card"><div class="muted">阶段</div><strong>${esc(data.session_phase)}</strong></div>
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<div class="card"><div class="muted">今日发布</div><strong>${data.publications.length}</strong></div>
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<div class="card"><div class="muted">盘后补跑</div><strong>${esc(eodLabels[eod.state] || eod.state || "-")}</strong><div class="muted">${eodExtra.join(" · ")}</div></div>
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<div class="card"><div class="muted">估值复核</div><strong>${esc(revLabels[rev.state] || rev.state || "-")}</strong><div class="muted">${revExtra.join(" · ")}</div></div>
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<div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div>
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</div>
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<h2>最近调用</h2>
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@@ -17,6 +17,10 @@
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"eod_retry_start": "15:15",
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"eod_retry_interval_minutes": 30,
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"eod_retry_cutoff": "23:30",
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"revision_review_datasets": ["valuation"],
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"revision_review_start": "20:00",
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"revision_review_interval_minutes": 30,
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"revision_review_cutoff": "23:20",
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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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@@ -39,6 +39,7 @@ class AdminAPI:
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"session_phase": session_phase(now_shanghai(), is_open),
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"is_open_day": is_open,
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"eod_status": self.scheduler.eod_status(today),
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"revision_status": self.scheduler.revision_status(today),
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"publications": pubs,
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"anomalies": failed,
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"recent_calls": _public_calls(calls),
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@@ -91,6 +92,7 @@ class AdminAPI:
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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_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_revise", "at": "20:00-23:20", "title": "估值发布后复核(轻量比对,有修订才整组原子追补)"},
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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": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
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@@ -238,6 +238,19 @@ CREATE TABLE IF NOT EXISTS eod_progress (
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updated_at TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS revision_progress (
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trade_date TEXT PRIMARY KEY,
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state TEXT NOT NULL,
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attempts INTEGER NOT NULL DEFAULT 0,
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last_attempt_at TEXT,
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next_retry_at TEXT,
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finished_at TEXT,
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catchup_done INTEGER NOT NULL DEFAULT 0,
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last_diff TEXT,
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detail TEXT,
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updated_at TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS audit_log (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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actor TEXT NOT NULL,
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@@ -15,6 +15,12 @@ from datahub.governance.ratelimit import TokenBucket
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from datahub.governance.retry import RetryError, retry_call
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from datahub.logutil import get_logger
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from datahub.normalize import finite_number, normalize_daily
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from datahub.revision import (
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compare_fields,
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diff_published_vs_upstream,
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official_table,
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revision_datasets,
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)
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from datahub.settings import Settings
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from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
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@@ -687,6 +693,240 @@ class Pipeline:
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return self.run_eod_batch_b(trade_date, force=True)
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raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
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def published_official_rows(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
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day = yyyymmdd(trade_date)
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batch_id = self.active_batch(dataset, day)
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if not batch_id:
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return []
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fields = compare_fields(dataset)
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table = official_table(dataset)
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if fields:
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columns = ",".join(fields)
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return self.db.fetchall(
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f"SELECT {columns} FROM {table} WHERE batch_id = ?",
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(batch_id,),
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)
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return self.db.fetchall(f"SELECT * FROM {table} WHERE batch_id = ?", (batch_id,))
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def compare_revision(self, dataset: str, trade_date: str) -> dict[str, Any]:
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"""Light fetch of one revision-risk dataset vs the published official rows."""
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day = yyyymmdd(trade_date)
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published = self.published_official_rows(dataset, day)
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if not published:
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return {
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"dataset": dataset,
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"trade_date": day,
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"changed": False,
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"state": "skipped",
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"reason": "not_published",
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}
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try:
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upstream = self._fetch_dataset(dataset, day)
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except Exception as exc:
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return {
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"dataset": dataset,
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"trade_date": day,
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"changed": False,
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"state": "failed",
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"reason": "upstream_error",
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"error": str(exc),
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}
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if not upstream:
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return {
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"dataset": dataset,
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"trade_date": day,
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"changed": False,
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"state": "failed",
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"reason": "upstream_empty",
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"error": "revision review upstream empty",
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"published_rows": len(published),
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"upstream_rows": 0,
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}
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listed = self.db.fetchone(
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"SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
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)
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listed_n = int((listed or {}).get("n") or 0)
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floor = float(self.settings.quality.get("daily_row_ratio") or 0.98)
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if listed_n and len(upstream) / listed_n < floor:
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return {
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"dataset": dataset,
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"trade_date": day,
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"changed": False,
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"state": "failed",
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"reason": "incomplete",
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"error": (
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f"revision review incomplete: upstream {len(upstream)} "
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f"/ listed {listed_n} < {floor}"
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),
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"published_rows": len(published),
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"upstream_rows": len(upstream),
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}
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if len(upstream) < len(published) * floor:
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return {
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"dataset": dataset,
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"trade_date": day,
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"changed": False,
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"state": "failed",
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"reason": "incomplete",
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"error": (
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f"revision review incomplete: upstream {len(upstream)} "
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f"< published {len(published)} * {floor}"
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),
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"published_rows": len(published),
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"upstream_rows": len(upstream),
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}
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compared = diff_published_vs_upstream(dataset, published, upstream)
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compared["trade_date"] = day
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compared["state"] = "changed" if compared["changed"] else "unchanged"
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compared["reason"] = "revised" if compared["changed"] else "unchanged"
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return compared
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def review_published_revisions(self, trade_date: str) -> dict[str, Any]:
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"""Evening/morning catch-up: compare website fields, republish only on change.
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Unchanged → no new batch. Changed → full A/B boundary quality gate +
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atomic switch (HEL-459/460/461). Empty/failed/incomplete upstream keeps
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the previous complete official version.
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"""
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day = yyyymmdd(trade_date)
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results: dict[str, Any] = {}
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for dataset in revision_datasets(self.settings.quality):
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compared = self.compare_revision(dataset, day)
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if compared.get("state") == "skipped":
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results[dataset] = compared
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continue
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if compared.get("state") == "failed":
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results[dataset] = compared
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LOGGER.warning(
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"revision review kept previous official version",
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extra={
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"hub": {
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"dataset": dataset,
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"trade_date": day,
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"reason": compared.get("reason"),
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"event": "revision_review_failed",
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}
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},
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)
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self.audit(
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"pipeline", "revision-review", f"{dataset}:{day}",
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json.dumps(
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{
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"state": "failed",
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"reason": compared.get("reason"),
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"error": compared.get("error"),
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},
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ensure_ascii=False,
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),
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)
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continue
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if not compared.get("changed"):
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results[dataset] = {
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"dataset": dataset,
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"trade_date": day,
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"state": "aligned",
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"reason": "unchanged",
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"published_rows": compared.get("published_rows"),
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"upstream_rows": compared.get("upstream_rows"),
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}
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self.audit(
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"pipeline", "revision-review", f"{dataset}:{day}",
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json.dumps({"state": "aligned", "reason": "unchanged"}, ensure_ascii=False),
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)
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continue
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LOGGER.info(
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"revision review detected upstream rewrite, republishing boundary",
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extra={
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"hub": {
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"dataset": dataset,
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"trade_date": day,
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"diffs": compared.get("diffs"),
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"event": "revision_review_changed",
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}
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},
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)
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try:
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published = self.force_republish_boundary(dataset, day)
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except Exception as exc:
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results[dataset] = {
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"dataset": dataset,
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"trade_date": day,
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"state": "failed",
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"reason": "republish_error",
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"error": str(exc),
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"diffs": compared.get("diffs"),
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}
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LOGGER.warning(
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"revision republish failed, previous official version keeps serving",
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extra={
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"hub": {
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"dataset": dataset,
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"trade_date": day,
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"reason": str(exc),
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"event": "revision_review_failed",
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}
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},
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)
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self.audit(
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"pipeline", "revision-review", f"{dataset}:{day}",
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json.dumps(
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{"state": "failed", "reason": "republish_error", "error": str(exc)},
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ensure_ascii=False,
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),
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)
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continue
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failures = self.eod_failures(published)
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if failures:
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results.update(published)
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results[dataset] = {
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**(published.get(dataset) or {}),
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"dataset": dataset,
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"trade_date": day,
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"state": "failed",
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"reason": "quality_gate",
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"error": "; ".join(failures),
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"diffs": compared.get("diffs"),
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}
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self.audit(
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"pipeline", "revision-review", f"{dataset}:{day}",
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json.dumps(
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{
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"state": "failed",
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"reason": "quality_gate",
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"error": "; ".join(failures),
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"diffs": compared.get("diffs"),
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},
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ensure_ascii=False,
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),
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)
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continue
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results.update(published)
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results["review"] = {
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"dataset": dataset,
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"trade_date": day,
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"state": "aligned",
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"reason": "revised",
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"diffs": compared.get("diffs"),
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"missing_codes": compared.get("missing_codes"),
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"extra_codes": compared.get("extra_codes"),
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}
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self.audit(
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"pipeline", "revision-review", f"{dataset}:{day}",
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json.dumps(
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{
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"state": "aligned",
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"reason": "revised",
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"diffs": compared.get("diffs"),
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"switched": sorted(
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name for name, item in published.items()
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if isinstance(item, dict) and item.get("state") == "published"
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),
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},
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ensure_ascii=False,
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),
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)
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return results
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def run_release_group(
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self,
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datasets: tuple[str, ...],
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@@ -0,0 +1,111 @@
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"""Post-publish revision review for datasets whose upstream may rewrite T-day fields.
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HEL-423 field evidence, not a whitelist of tolerated diffs:
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- 2026-09-07 valuation/daily_basic: hub published 003021.SZ turnover_rate=1.3565
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at 17:10; website legacy and a direct Tushare read at 21:05 both showed 1.3572.
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The other seven observed objects (daily, moneyflow, auction, stocks, status,
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index_daily, calendar) matched. Hub had already stopped the day after the
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first successful publish, so the revision never self-healed.
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- 2026-09-02: same dataset, opposite direction (hub already held the later
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value). Confirms daily_basic is rewritten after the first complete dump.
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Daily bars, moneyflow, auction and index_daily have no same-evening field
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revision evidence. Stocks already refreshes at 20:00/23:10. Review therefore
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fetches only configured revision-risk datasets (default: valuation) and
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compares the website-requested field set. No numeric tolerance.
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"""
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from __future__ import annotations
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from typing import Any
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from datahub.db import DATASET_TABLES
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from datahub.normalize import VALUATION_FIELDS
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from datahub.numbers import finite_number, round4
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# Datasets with proven same-evening upstream rewrites. Config may replace this
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# list; it must not silently expand to a full EOD re-pull.
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DEFAULT_REVISION_DATASETS = ("valuation",)
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# Website daily_basic request (HEL-423): ts_code/trade_date plus the eight
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# value fields used by the old link and field_gates.
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WEBSITE_COMPARE_FIELDS: dict[str, tuple[str, ...]] = {
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"valuation": VALUATION_FIELDS,
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}
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||||
REVISION_STATES = ("waiting_review", "review_failed", "aligned", "cutoff")
|
||||
|
||||
|
||||
def revision_datasets(quality: dict[str, Any] | None) -> tuple[str, ...]:
|
||||
raw = (quality or {}).get("revision_review_datasets")
|
||||
if isinstance(raw, (list, tuple)) and raw:
|
||||
names = tuple(str(item) for item in raw if str(item))
|
||||
if names:
|
||||
return names
|
||||
return DEFAULT_REVISION_DATASETS
|
||||
|
||||
|
||||
def compare_fields(dataset: str) -> tuple[str, ...]:
|
||||
fields = WEBSITE_COMPARE_FIELDS.get(dataset)
|
||||
if fields:
|
||||
return fields
|
||||
gate = {}
|
||||
return tuple(str(item) for item in (gate.get("fields") or []) if str(item))
|
||||
|
||||
|
||||
def _norm_value(field: str, value: Any) -> Any:
|
||||
if field in {"ts_code", "trade_date"}:
|
||||
return str(value or "")
|
||||
number = round4(finite_number(value))
|
||||
return number
|
||||
|
||||
|
||||
def row_signature(row: dict[str, Any], fields: tuple[str, ...]) -> tuple[Any, ...]:
|
||||
return tuple(_norm_value(field, row.get(field)) for field in fields)
|
||||
|
||||
|
||||
def diff_published_vs_upstream(
|
||||
dataset: str,
|
||||
published: list[dict[str, Any]],
|
||||
upstream: list[dict[str, Any]],
|
||||
*,
|
||||
max_diffs: int = 20,
|
||||
) -> dict[str, Any]:
|
||||
"""Exact compare on website-requested fields. No tolerance / exemption."""
|
||||
fields = compare_fields(dataset)
|
||||
if not fields:
|
||||
fields = tuple(sorted({key for row in published + upstream for key in row if key != "batch_id"}))
|
||||
pub_map = {str(row.get("ts_code") or "").upper(): row for row in published}
|
||||
up_map = {str(row.get("ts_code") or "").upper(): row for row in upstream}
|
||||
missing = sorted(code for code in pub_map if code not in up_map)
|
||||
extra = sorted(code for code in up_map if code not in pub_map)
|
||||
diffs: list[dict[str, Any]] = []
|
||||
for code in sorted(set(pub_map) & set(up_map)):
|
||||
left = row_signature(pub_map[code], fields)
|
||||
right = row_signature(up_map[code], fields)
|
||||
if left == right:
|
||||
continue
|
||||
for field, old, new in zip(fields, left, right):
|
||||
if old == new:
|
||||
continue
|
||||
diffs.append({"ts_code": code, "field": field, "published": old, "upstream": new})
|
||||
if len(diffs) >= max_diffs:
|
||||
break
|
||||
if len(diffs) >= max_diffs:
|
||||
break
|
||||
changed = bool(diffs or missing or extra)
|
||||
return {
|
||||
"changed": changed,
|
||||
"dataset": dataset,
|
||||
"fields": list(fields),
|
||||
"published_rows": len(published),
|
||||
"upstream_rows": len(upstream),
|
||||
"missing_codes": missing[:max_diffs],
|
||||
"extra_codes": extra[:max_diffs],
|
||||
"diffs": diffs,
|
||||
}
|
||||
|
||||
|
||||
def official_table(dataset: str) -> str:
|
||||
return DATASET_TABLES[dataset][0]
|
||||
@@ -1,5 +1,6 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import threading
|
||||
from collections.abc import Callable
|
||||
from datetime import datetime, time, timedelta
|
||||
@@ -8,13 +9,14 @@ from typing import Any
|
||||
from datahub.db import HubDB
|
||||
from datahub.logutil import get_logger
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.revision import revision_datasets
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
LOGGER = get_logger()
|
||||
|
||||
JobFn = Callable[[str], Any]
|
||||
|
||||
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry"}
|
||||
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry", "eod_revise"}
|
||||
|
||||
|
||||
def is_open_day(db: HubDB, day: str) -> bool:
|
||||
@@ -27,6 +29,20 @@ def is_open_day(db: HubDB, day: str) -> bool:
|
||||
return int(row["is_open"]) == 1
|
||||
|
||||
|
||||
def previous_open_day(db: HubDB, day: str) -> str | None:
|
||||
row = db.fetchone(
|
||||
"""
|
||||
SELECT cal_date FROM trade_calendar
|
||||
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date < ?
|
||||
ORDER BY cal_date DESC LIMIT 1
|
||||
""",
|
||||
(day,),
|
||||
)
|
||||
if row is None:
|
||||
return None
|
||||
return str(row["cal_date"])
|
||||
|
||||
|
||||
def _hhmm(value: str) -> time:
|
||||
return datetime.strptime(value, "%H:%M").time()
|
||||
|
||||
@@ -49,6 +65,7 @@ class Scheduler:
|
||||
"eod_a": self._eod_a,
|
||||
"eod_b": self._eod_b,
|
||||
"eod_retry": self._eod_retry,
|
||||
"eod_revise": self._eod_revise,
|
||||
"stocks_refresh": self._stocks_refresh,
|
||||
"cleanup": self._cleanup,
|
||||
"backup": self._backup,
|
||||
@@ -118,6 +135,8 @@ class Scheduler:
|
||||
if job_id in {"eod_a", "eod_b"}:
|
||||
self._settle_eod(day)
|
||||
ran.extend(self._eod_retry_tick(now, day, open_day))
|
||||
ran.extend(self._revision_review_tick(now, day, open_day))
|
||||
ran.extend(self._revision_catchup_tick(now, day))
|
||||
return ran
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
@@ -219,6 +238,201 @@ class Scheduler:
|
||||
"detail": (row or {}).get("detail"),
|
||||
}
|
||||
|
||||
def revision_progress(self, day: str) -> dict[str, Any] | None:
|
||||
return self.db.fetchone("SELECT * FROM revision_progress WHERE trade_date = ?", (day,))
|
||||
|
||||
def revision_status(self, trade_date: str | None = None, clock: datetime | None = None) -> dict[str, Any]:
|
||||
"""等待复核 / 复核失败 / 已追平 / 已截止."""
|
||||
day = yyyymmdd(trade_date or now_shanghai(clock))
|
||||
row = self.revision_progress(day)
|
||||
open_day = is_open_day(self.db, day)
|
||||
published = self._revision_ready(day)
|
||||
if row and row["state"] in {"aligned", "review_failed", "cutoff", "waiting_review"}:
|
||||
state = str(row["state"])
|
||||
elif not open_day:
|
||||
state = "closed_day"
|
||||
elif not published:
|
||||
state = "pending_publish"
|
||||
else:
|
||||
state = "waiting_review"
|
||||
return {
|
||||
"trade_date": day,
|
||||
"is_open_day": open_day,
|
||||
"state": state,
|
||||
"datasets": list(revision_datasets(self.pipeline.settings.quality)),
|
||||
"attempts": int((row or {}).get("attempts") or 0),
|
||||
"last_attempt_at": (row or {}).get("last_attempt_at"),
|
||||
"next_retry_at": (row or {}).get("next_retry_at") if state in {"waiting_review", "review_failed"} else None,
|
||||
"finished_at": (row or {}).get("finished_at"),
|
||||
"catchup_done": bool(int((row or {}).get("catchup_done") or 0)),
|
||||
"detail": (row or {}).get("detail"),
|
||||
"window": f"{self.pipeline.settings.revision_review_start}-{self.pipeline.settings.revision_review_cutoff}",
|
||||
}
|
||||
|
||||
def _revision_ready(self, day: str) -> bool:
|
||||
return all(
|
||||
self.pipeline.active_batch(dataset, day)
|
||||
for dataset in revision_datasets(self.pipeline.settings.quality)
|
||||
)
|
||||
|
||||
def _revision_due(self, now: datetime, row: dict[str, Any] | None) -> bool:
|
||||
if row is None or not row.get("last_attempt_at"):
|
||||
return True
|
||||
try:
|
||||
last = datetime.fromisoformat(str(row["last_attempt_at"]))
|
||||
except ValueError:
|
||||
return True
|
||||
interval = timedelta(minutes=self.pipeline.settings.revision_review_interval_minutes)
|
||||
return now_shanghai(last).replace(tzinfo=None) + interval <= now.replace(tzinfo=None)
|
||||
|
||||
def _revision_review_tick(self, now: datetime, day: str, open_day: bool) -> list[str]:
|
||||
if not open_day or not self._revision_ready(day):
|
||||
return []
|
||||
settings = self.pipeline.settings
|
||||
current = now.time()
|
||||
start = _hhmm(settings.revision_review_start)
|
||||
cutoff = _hhmm(settings.revision_review_cutoff)
|
||||
row = self.revision_progress(day)
|
||||
if current < start:
|
||||
if row is None:
|
||||
self._save_revision_progress(day, state="waiting_review")
|
||||
return []
|
||||
if current >= cutoff:
|
||||
if row is None or row["state"] not in {"aligned", "cutoff"}:
|
||||
detail = "复核窗口已截止"
|
||||
self._save_revision_progress(
|
||||
day, state="cutoff", finished_at=isoformat(now), detail=detail,
|
||||
)
|
||||
with self.db.write() as connection:
|
||||
connection.execute(
|
||||
"INSERT INTO job_runs(job_id, state, started_at, finished_at, error, attempt, detail)"
|
||||
" VALUES ('eod_revise','failed',?,?,?,?,?)",
|
||||
(
|
||||
isoformat(now), isoformat(now), detail,
|
||||
int((row or {}).get("attempts") or 0), "revision cutoff reached",
|
||||
),
|
||||
)
|
||||
elif row["state"] == "aligned" and not row.get("finished_at"):
|
||||
self._save_revision_progress(day, finished_at=isoformat(now))
|
||||
return []
|
||||
if not self._revision_due(now, row):
|
||||
return []
|
||||
if "eod_revise" not in self.jobs:
|
||||
return []
|
||||
return self._run_revision_job(day, now, catchup=False)
|
||||
|
||||
def _revision_catchup_tick(self, now: datetime, day: str) -> list[str]:
|
||||
prev = previous_open_day(self.db, day)
|
||||
if prev is None or prev >= day:
|
||||
return []
|
||||
if not self._revision_ready(prev):
|
||||
return []
|
||||
row = self.revision_progress(prev)
|
||||
if row and int(row.get("catchup_done") or 0):
|
||||
return []
|
||||
if not self._revision_due(now, row):
|
||||
return []
|
||||
if "eod_revise" not in self.jobs:
|
||||
return []
|
||||
return self._run_revision_job(prev, now, catchup=True)
|
||||
|
||||
def _run_revision_job(self, day: str, now: datetime, catchup: bool) -> list[str]:
|
||||
attempts = int((self.revision_progress(day) or {}).get("attempts") or 0) + 1
|
||||
interval = self.pipeline.settings.revision_review_interval_minutes
|
||||
self._save_revision_progress(
|
||||
day,
|
||||
state="waiting_review",
|
||||
attempts=attempts,
|
||||
last_attempt_at=isoformat(now),
|
||||
next_retry_at=isoformat(now + timedelta(minutes=interval)),
|
||||
)
|
||||
ran: list[str] = []
|
||||
try:
|
||||
out = self.run_job("eod_revise", day)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("revision review failed for %s: %s", day, exc)
|
||||
self._save_revision_progress(
|
||||
day,
|
||||
state="review_failed",
|
||||
detail="复核失败,保留上一完整版本",
|
||||
)
|
||||
ran.append("eod_revise")
|
||||
return ran
|
||||
ran.append("eod_revise")
|
||||
if out.get("state") == "skipped":
|
||||
return ran
|
||||
result = out.get("result") if isinstance(out.get("result"), dict) else {}
|
||||
failed = [
|
||||
name for name, item in result.items()
|
||||
if isinstance(item, dict) and item.get("state") == "failed"
|
||||
]
|
||||
review = result.get("review") if isinstance(result.get("review"), dict) else None
|
||||
watched = [
|
||||
result[name]
|
||||
for name in revision_datasets(self.pipeline.settings.quality)
|
||||
if isinstance(result.get(name), dict)
|
||||
]
|
||||
diff_blob = None
|
||||
if review and review.get("diffs"):
|
||||
diff_blob = json.dumps(review.get("diffs"), ensure_ascii=False)
|
||||
else:
|
||||
for item in watched:
|
||||
if item.get("diffs"):
|
||||
diff_blob = json.dumps(item.get("diffs"), ensure_ascii=False)
|
||||
break
|
||||
revised = bool(review and review.get("reason") == "revised")
|
||||
matched = any(item.get("reason") == "unchanged" or item.get("state") == "aligned" for item in watched)
|
||||
if failed:
|
||||
self._save_revision_progress(
|
||||
day,
|
||||
state="review_failed",
|
||||
detail="复核失败,保留上一完整版本",
|
||||
last_diff=diff_blob,
|
||||
)
|
||||
elif revised or matched:
|
||||
fields: dict[str, Any] = {
|
||||
"state": "aligned",
|
||||
"finished_at": isoformat(now),
|
||||
"detail": "已追平" if revised else "已追平(无变化)",
|
||||
"last_diff": diff_blob,
|
||||
}
|
||||
if catchup:
|
||||
fields["catchup_done"] = 1
|
||||
self._save_revision_progress(day, **fields)
|
||||
return ran
|
||||
|
||||
def _save_revision_progress(self, day: str, **fields: Any) -> None:
|
||||
columns = [
|
||||
"trade_date", "state", "attempts", "last_attempt_at",
|
||||
"next_retry_at", "finished_at", "catchup_done", "last_diff", "detail", "updated_at",
|
||||
]
|
||||
with self.db.write() as connection:
|
||||
existing = connection.execute(
|
||||
"SELECT trade_date FROM revision_progress WHERE trade_date = ?",
|
||||
(day,),
|
||||
).fetchone()
|
||||
if existing is None:
|
||||
payload = {name: None for name in columns}
|
||||
payload.update({
|
||||
"trade_date": day,
|
||||
"state": "waiting_review",
|
||||
"attempts": 0,
|
||||
"catchup_done": 0,
|
||||
})
|
||||
payload.update(fields)
|
||||
payload["updated_at"] = isoformat()
|
||||
placeholders = ",".join("?" for _ in columns)
|
||||
connection.execute(
|
||||
f"INSERT INTO revision_progress({','.join(columns)}) VALUES ({placeholders})",
|
||||
tuple(payload[name] for name in columns),
|
||||
)
|
||||
else:
|
||||
assignments = ", ".join(f"{name} = ?" for name in fields)
|
||||
connection.execute(
|
||||
f"UPDATE revision_progress SET {assignments}, updated_at = ? WHERE trade_date = ?",
|
||||
(*fields.values(), isoformat(), day),
|
||||
)
|
||||
|
||||
def _record_eod_attempt(self, day: str, now: datetime) -> None:
|
||||
row = self.eod_progress(day)
|
||||
attempts = int((row or {}).get("attempts") or 0) + 1
|
||||
@@ -320,6 +534,9 @@ class Scheduler:
|
||||
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_missing(trade_date)
|
||||
|
||||
def _eod_revise(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.review_published_revisions(trade_date)
|
||||
|
||||
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.refresh_stocks(trade_date)
|
||||
|
||||
|
||||
@@ -79,6 +79,20 @@ class Settings:
|
||||
def eod_retry_cutoff(self) -> str:
|
||||
return str(self.quality.get("eod_retry_cutoff") or "23:30")
|
||||
|
||||
@property
|
||||
def revision_review_start(self) -> str:
|
||||
# Before the 21:00 website shadow observation.
|
||||
return str(self.quality.get("revision_review_start") or "20:00")
|
||||
|
||||
@property
|
||||
def revision_review_interval_minutes(self) -> int:
|
||||
return int(self.quality.get("revision_review_interval_minutes") or 30)
|
||||
|
||||
@property
|
||||
def revision_review_cutoff(self) -> str:
|
||||
# Last light review ~23:00; cutoff before the 23:30 observation.
|
||||
return str(self.quality.get("revision_review_cutoff") or "23:20")
|
||||
|
||||
|
||||
def load_settings(
|
||||
env: dict[str, str] | None = None,
|
||||
|
||||
@@ -111,15 +111,24 @@ class EodRetryTests(unittest.TestCase):
|
||||
self.assertEqual(progress["state"], "done")
|
||||
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
|
||||
|
||||
# success stops all further same-day requests
|
||||
# success stops further eod_retry; revision window has not started yet
|
||||
batches_before = len(self._batches(db, day))
|
||||
eod_calls_before = len(self._eod_calls(transport))
|
||||
sched.tick(clock_at(day, 17, 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_revise")), 0)
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
self.assertEqual(len(self._eod_calls(transport)), eod_calls_before)
|
||||
|
||||
# 23:00 is inside the valuation review window: light daily_basic only, no new batch
|
||||
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_revise")), 1)
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
extra = [name for name in self._eod_calls(transport)[eod_calls_before:]]
|
||||
self.assertTrue(extra)
|
||||
self.assertTrue(all(name == "daily_basic" for name in extra))
|
||||
|
||||
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
|
||||
day = "20240902"
|
||||
db, transport, pipe, sched = self._make(set())
|
||||
@@ -174,6 +183,7 @@ class EodRetryTests(unittest.TestCase):
|
||||
self.assertIn("eod_a", ran)
|
||||
self.assertIn("eod_b", ran)
|
||||
self.assertNotIn("eod_retry", ran)
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(self._published(db, day), OFFICIAL)
|
||||
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
||||
self.assertEqual(
|
||||
@@ -181,7 +191,9 @@ class EodRetryTests(unittest.TestCase):
|
||||
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
|
||||
extra = self._eod_calls(transport)[len(calls_before):]
|
||||
self.assertTrue(extra)
|
||||
self.assertTrue(all(name == "daily_basic" for name in extra))
|
||||
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 21, 0))["state"], "done")
|
||||
|
||||
def test_restart_with_partial_publish_only_fetches_missing(self) -> None:
|
||||
@@ -206,6 +218,7 @@ class EodRetryTests(unittest.TestCase):
|
||||
for hh, mm in ((15, 5), (15, 10), (15, 40), (16, 10), (20, 0), (23, 40)):
|
||||
ran = sched.tick(clock_at(day, hh, mm))
|
||||
self.assertNotIn("eod_retry", ran)
|
||||
self.assertNotIn("eod_revise", ran)
|
||||
eod_runs = db.fetchall("SELECT * FROM job_runs WHERE job_id LIKE 'eod%'")
|
||||
self.assertEqual(eod_runs, [])
|
||||
self.assertIsNone(db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,)))
|
||||
@@ -226,12 +239,18 @@ class EodRetryTests(unittest.TestCase):
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
self.assertEqual(len(transport.calls), calls_before)
|
||||
|
||||
revised = sched.run_job("eod_revise", day)
|
||||
self.assertEqual(revised["state"], "ok")
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
|
||||
sched._eod_lock.acquire() # simulate an in-flight EOD job
|
||||
try:
|
||||
busy = sched.run_job("eod_retry", day)
|
||||
self.assertEqual(busy["state"], "skipped")
|
||||
busy_a = sched.run_job("eod_a", day)
|
||||
self.assertEqual(busy_a["state"], "skipped")
|
||||
busy_r = sched.run_job("eod_revise", day)
|
||||
self.assertEqual(busy_r["state"], "skipped")
|
||||
finally:
|
||||
sched._eod_lock.release()
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
|
||||
@@ -0,0 +1,333 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import copy
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
import tempfile
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
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 datahub.timeutil import SHANGHAI
|
||||
from tests.fixtures import RAW, TRADE_DATE, fake_transport
|
||||
from tests.test_eod_retry import clock_at
|
||||
from tests.test_quality_gates import FIELD_GATES
|
||||
|
||||
SAMPLE_DAY = "20260907"
|
||||
NEXT_DAY = "20260908"
|
||||
SAMPLE_CODE = "003021.SZ"
|
||||
|
||||
|
||||
def _dated(row: dict, day: str) -> dict:
|
||||
item = dict(row)
|
||||
if "trade_date" in item:
|
||||
item["trade_date"] = day
|
||||
return item
|
||||
|
||||
|
||||
class RevisingTransport:
|
||||
"""Fixture transport that can rewrite daily_basic after the first publish."""
|
||||
|
||||
DATE_APIS = {"daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction", "index_daily"}
|
||||
|
||||
def __init__(self, extra_calendar: list[dict] | None = None) -> None:
|
||||
self.calls: list[str] = []
|
||||
self.fail_daily_basic = False
|
||||
self.empty_daily_basic = False
|
||||
self.null_volume_ratio = False
|
||||
self.turnover_by_code: dict[str, float] = {}
|
||||
self.extra_calendar = extra_calendar or []
|
||||
|
||||
def __call__(self, api_name: str, params: dict, fields: str):
|
||||
self.calls.append(api_name)
|
||||
day = str(params.get("trade_date") or "")
|
||||
if api_name == "trade_cal":
|
||||
rows = fake_transport(api_name, params, fields)
|
||||
extra = [
|
||||
row for row in self.extra_calendar
|
||||
if str(params.get("start_date") or "") <= row["cal_date"] <= str(params.get("end_date") or "99999999")
|
||||
]
|
||||
return rows + extra
|
||||
if self.fail_daily_basic and api_name == "daily_basic":
|
||||
raise AdapterError("tushare daily_basic unavailable")
|
||||
if self.empty_daily_basic and api_name == "daily_basic":
|
||||
return []
|
||||
if api_name == "index_daily":
|
||||
code = params.get("ts_code")
|
||||
rows = [row for row in RAW["index_daily"] if row["ts_code"] == code]
|
||||
if day:
|
||||
rows = [_dated(row, day) for row in rows]
|
||||
return rows
|
||||
rows = fake_transport(api_name, params, fields)
|
||||
if api_name == "stock_basic":
|
||||
rows = list(rows)
|
||||
rows.append({
|
||||
"ts_code": SAMPLE_CODE, "symbol": "003021", "name": "兆威机电",
|
||||
"area": "广东", "industry": "元器件", "market": "主板",
|
||||
"list_status": "L", "list_date": "20201202",
|
||||
})
|
||||
return rows
|
||||
if api_name in self.DATE_APIS:
|
||||
template = RAW.get(api_name) or []
|
||||
if not day:
|
||||
return [_dated(row, TRADE_DATE) for row in template]
|
||||
out = [_dated(row, day) for row in template]
|
||||
extra = copy.deepcopy(template[0])
|
||||
extra["ts_code"] = SAMPLE_CODE
|
||||
extra["trade_date"] = day
|
||||
if api_name == "daily_basic":
|
||||
extra["turnover_rate"] = self.turnover_by_code.get(SAMPLE_CODE, extra.get("turnover_rate"))
|
||||
if self.null_volume_ratio:
|
||||
extra["volume_ratio"] = None
|
||||
for row in out:
|
||||
row["volume_ratio"] = None
|
||||
out.append(extra)
|
||||
if api_name == "daily_basic":
|
||||
for row in out:
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code in self.turnover_by_code:
|
||||
row["turnover_rate"] = self.turnover_by_code[code]
|
||||
return out
|
||||
return rows
|
||||
|
||||
|
||||
def make_revision_env(quality_extra: dict | None = None, extra_calendar: list[dict] | None = None):
|
||||
tmp = tempfile.TemporaryDirectory()
|
||||
db = HubDB(Path(tmp.name) / "hub.db")
|
||||
transport = RevisingTransport(extra_calendar=extra_calendar)
|
||||
adapter = TushareAdapter("x", transport=transport)
|
||||
quality = {
|
||||
"daily_row_ratio": 0.5,
|
||||
"null_rate_max": 0.5,
|
||||
"max_publish_attempts": 2,
|
||||
"publication_generations": 3,
|
||||
"field_gates": FIELD_GATES,
|
||||
"revision_review_start": "20:00",
|
||||
"revision_review_interval_minutes": 30,
|
||||
"revision_review_cutoff": "23:20",
|
||||
"revision_review_datasets": ["valuation"],
|
||||
}
|
||||
if quality_extra:
|
||||
quality.update(quality_extra)
|
||||
settings = Settings(
|
||||
encryption_key=SecretVault.generate_key(),
|
||||
api_token="t" * 32,
|
||||
db_path=db.path,
|
||||
backup_dir=Path(tmp.name) / "backups",
|
||||
quality=quality,
|
||||
scheduler_enabled=False,
|
||||
)
|
||||
pipe = Pipeline(db, adapter, settings)
|
||||
sched = Scheduler(db, pipe)
|
||||
return tmp, db, transport, pipe, sched
|
||||
|
||||
|
||||
SAMPLE_CALENDAR = [
|
||||
{"exchange": "SSE", "cal_date": SAMPLE_DAY, "is_open": 1, "pretrade_date": "20260906"},
|
||||
{"exchange": "SSE", "cal_date": NEXT_DAY, "is_open": 1, "pretrade_date": SAMPLE_DAY},
|
||||
]
|
||||
|
||||
|
||||
class RevisionReviewTests(unittest.TestCase):
|
||||
def _publish(self, pipe: Pipeline, day: str) -> None:
|
||||
pipe.ingest_reference(day)
|
||||
pipe.run_eod_batch_a(day)
|
||||
pipe.run_eod_batch_b(day)
|
||||
|
||||
def _turnover(self, db: HubDB, day: str, code: str = SAMPLE_CODE) -> float | None:
|
||||
pub = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(day,),
|
||||
)
|
||||
row = db.fetchone(
|
||||
"SELECT turnover_rate FROM eod_valuation WHERE batch_id=? AND ts_code=?",
|
||||
(pub["active_batch"], code),
|
||||
)
|
||||
return None if row is None else row["turnover_rate"]
|
||||
|
||||
def _batch_ids(self, db: HubDB, day: str) -> set[str]:
|
||||
return {str(row["batch_id"]) for row in db.fetchall("SELECT batch_id FROM batches WHERE trade_date=?", (day,))}
|
||||
|
||||
def test_no_change_does_not_create_a_new_batch(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
before = self._batch_ids(db, TRADE_DATE)
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), before)
|
||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))
|
||||
self.assertEqual(progress["state"], "aligned")
|
||||
self.assertIn("无变化", progress["detail"])
|
||||
status = sched.revision_status(TRADE_DATE, clock=clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(status["state"], "aligned")
|
||||
|
||||
def test_hel423_20260907_single_field_revision_is_caught_up(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env(extra_calendar=SAMPLE_CALENDAR)
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, SAMPLE_DAY)
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
||||
first = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(SAMPLE_DAY,),
|
||||
)["active_batch"]
|
||||
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
seen: list[float | None] = []
|
||||
|
||||
def watch() -> None:
|
||||
seen.append(self._turnover(db, SAMPLE_DAY))
|
||||
|
||||
pipe.before_commit = watch
|
||||
ran = sched.tick(clock_at(SAMPLE_DAY, 20, 0))
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(seen, [1.3565]) # readers still see the previous complete version mid-switch
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3572)
|
||||
second = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(SAMPLE_DAY,),
|
||||
)["active_batch"]
|
||||
self.assertNotEqual(second, first)
|
||||
api = V1API(db, pipe, pipe.settings)
|
||||
payload = api.valuation({"date": SAMPLE_DAY, "code": SAMPLE_CODE})
|
||||
row = next(item for item in payload["data"] if item["ts_code"] == SAMPLE_CODE)
|
||||
self.assertEqual(row["turnover_rate"], 1.3572)
|
||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
||||
self.assertEqual(progress["state"], "aligned")
|
||||
self.assertEqual(progress["detail"], "已追平")
|
||||
audit = db.fetchone(
|
||||
"SELECT * FROM audit_log WHERE action='revision-review' ORDER BY id DESC"
|
||||
)
|
||||
self.assertIn("1.3572", str(audit["detail"]))
|
||||
self.assertIn(SAMPLE_CODE, str(audit["detail"]))
|
||||
|
||||
def test_empty_or_failed_upstream_keeps_previous_version(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
active = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"]
|
||||
batches = self._batch_ids(db, TRADE_DATE)
|
||||
|
||||
transport.empty_daily_basic = True
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(
|
||||
db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"],
|
||||
active,
|
||||
)
|
||||
self.assertEqual(
|
||||
db.fetchone("SELECT state FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))["state"],
|
||||
"review_failed",
|
||||
)
|
||||
|
||||
transport.empty_daily_basic = False
|
||||
transport.fail_daily_basic = True
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 30))
|
||||
self.assertEqual(
|
||||
db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"],
|
||||
active,
|
||||
)
|
||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), batches)
|
||||
|
||||
def test_quality_gate_rejects_catchup_and_keeps_previous(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
active = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"]
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 9.9999
|
||||
transport.null_volume_ratio = True
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(
|
||||
db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"],
|
||||
active,
|
||||
)
|
||||
self.assertEqual(
|
||||
db.fetchone("SELECT state FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))["state"],
|
||||
"review_failed",
|
||||
)
|
||||
|
||||
def test_repeat_ticks_after_align_do_not_republish(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
after_fix = self._batch_ids(db, TRADE_DATE)
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 10)) # inside interval
|
||||
self.assertEqual(len(db.fetchall("SELECT * FROM job_runs WHERE job_id='eod_revise'")), 1)
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 30)) # next light compare, no change
|
||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), after_fix)
|
||||
self.assertEqual(self._turnover(db, TRADE_DATE), 1.3572)
|
||||
|
||||
def test_restart_catches_up_inside_window(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
sched2 = Scheduler(db, pipe)
|
||||
ran = sched2.tick(clock_at(TRADE_DATE, 21, 0))
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(self._turnover(db, TRADE_DATE), 1.3572)
|
||||
|
||||
def test_cutoff_stops_evening_reviews_and_morning_catchup_runs(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env(extra_calendar=SAMPLE_CALENDAR)
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, SAMPLE_DAY)
|
||||
sched.tick(clock_at(SAMPLE_DAY, 23, 25)) # past 23:20 cutoff, no review yet
|
||||
cutoff = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
||||
self.assertEqual(cutoff["state"], "cutoff")
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
||||
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
sched.tick(clock_at(SAMPLE_DAY, 23, 50)) # still same calendar day, no catch-up
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
||||
|
||||
ran = sched.tick(clock_at(NEXT_DAY, 8, 45))
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3572)
|
||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
||||
self.assertEqual(progress["state"], "aligned")
|
||||
self.assertEqual(int(progress["catchup_done"]), 1)
|
||||
|
||||
batches = self._batch_ids(db, SAMPLE_DAY)
|
||||
sched.tick(clock_at(NEXT_DAY, 8, 50))
|
||||
self.assertEqual(self._batch_ids(db, SAMPLE_DAY), batches)
|
||||
|
||||
def test_only_valuation_is_light_fetched(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
before = [name for name in transport.calls]
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
extra = transport.calls[len(before):]
|
||||
self.assertIn("daily_basic", extra)
|
||||
self.assertNotIn("daily", extra)
|
||||
self.assertNotIn("moneyflow", extra)
|
||||
self.assertNotIn("stk_auction", extra)
|
||||
self.assertNotIn("index_daily", extra)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user