migration: preserve market insights slice

This commit is contained in:
leefer
2026-07-31 02:41:56 +08:00
parent 8904209938
commit f511bf484f
21 changed files with 2285 additions and 1753 deletions
+6 -140
View File
@@ -8,8 +8,11 @@ from typing import Any
from backend.database import MIGRATIONS, MigrationRunner, SQLiteConnectionFactory
from backend.features.accounts.repository import AccountRepositoryMixin
from backend.features.auction.repository import AuctionRepositoryMixin
from backend.features.dragon_tiger.repository import DragonTigerRepositoryMixin
from backend.features.market.repository import MarketRepositoryMixin
from backend.features.pools.repository import PoolRepositoryMixin
from backend.features.popularity.repository import PopularityRepositoryMixin
from backend.features.system.repository import SystemSettingsRepositoryMixin
@@ -24,8 +27,11 @@ def _optional_float(value: Any) -> float | None:
class ReviewDatabase(
AccountRepositoryMixin,
AuctionRepositoryMixin,
DragonTigerRepositoryMixin,
MarketRepositoryMixin,
PoolRepositoryMixin,
PopularityRepositoryMixin,
SystemSettingsRepositoryMixin,
):
def __init__(self, path: Path) -> None:
@@ -839,24 +845,6 @@ class ReviewDatabase(
return cursor.rowcount > 0
def list_seat_aliases(self) -> dict[str, str]:
with self.connect() as connection:
rows = connection.execute("SELECT seat_name, alias FROM seat_aliases").fetchall()
return {row["seat_name"]: row["alias"] for row in rows}
def save_seat_alias(self, seat_name: str, alias: str) -> None:
now = datetime.now().astimezone().isoformat(timespec="seconds")
with self.connect() as connection:
connection.execute(
"""
INSERT INTO seat_aliases (seat_name, alias, updated_at)
VALUES (?, ?, ?)
ON CONFLICT(seat_name) DO UPDATE SET
alias = excluded.alias,
updated_at = excluded.updated_at
""",
(seat_name, alias, now),
)
def list_sector_phase_overrides(self) -> dict[str, str]:
with self.connect() as connection:
@@ -1056,44 +1044,6 @@ class ReviewDatabase(
)
return len(values)
def upsert_auction_factors(self, rows: list[dict[str, Any]]) -> int:
values = []
for row in rows:
trade_date = str(row.get("trade_date") or "")
ts_code = str(row.get("ts_code") or "")
price = float(row.get("price") or 0)
pre_close = float(row.get("pre_close") or 0)
if not trade_date or not ts_code or price <= 0 or pre_close <= 0:
continue
values.append(
(
trade_date,
ts_code,
price,
pre_close,
(price / pre_close - 1) * 100,
float(row.get("vol") or 0),
float(row.get("amount") or 0),
float(row.get("turnover_rate") or 0),
float(row.get("volume_ratio") or 0),
)
)
with self.connect() as connection:
connection.executemany(
"""
INSERT INTO auction_factors
(trade_date, ts_code, price, pre_close, change, vol, amount,
turnover_rate, volume_ratio)
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?)
ON CONFLICT(trade_date, ts_code) DO UPDATE SET
price=excluded.price, pre_close=excluded.pre_close,
change=excluded.change, vol=excluded.vol, amount=excluded.amount,
turnover_rate=excluded.turnover_rate,
volume_ratio=excluded.volume_ratio
""",
values,
)
return len(values)
def upsert_earnings_events(self, rows: list[dict[str, Any]]) -> int:
values = [
@@ -1130,84 +1080,7 @@ class ReviewDatabase(
)
return len(values)
def upsert_popularity_factors(self, rows: list[dict[str, Any]]) -> int:
values = [
(
str(row.get("trade_date") or ""),
str(row.get("ts_code") or ""),
int(row["ths_rank"]) if row.get("ths_rank") not in (None, "") else None,
int(row["dc_rank"]) if row.get("dc_rank") not in (None, "") else None,
float(row.get("combined_score") or 0),
int(row["rank_change"]) if row.get("rank_change") not in (None, "") else None,
int(bool(row.get("dual_source"))),
)
for row in rows
if row.get("trade_date") and row.get("ts_code")
]
with self.connect() as connection:
connection.executemany(
"""
INSERT INTO popularity_factors
(trade_date, ts_code, ths_rank, dc_rank, combined_score,
rank_change, dual_source)
VALUES (?, ?, ?, ?, ?, ?, ?)
ON CONFLICT(trade_date, ts_code) DO UPDATE SET
ths_rank=excluded.ths_rank,
dc_rank=excluded.dc_rank,
combined_score=excluded.combined_score,
rank_change=excluded.rank_change,
dual_source=excluded.dual_source
""",
values,
)
return len(values)
def upsert_lhb_institutions(self, rows: list[dict[str, Any]]) -> int:
grouped: dict[tuple[str, str], dict[str, float | int]] = {}
for row in rows:
trade_date = str(row.get("trade_date") or "")
ts_code = str(row.get("ts_code") or "")
seat_name = str(row.get("exalter") or row.get("seat_name") or "")
if not trade_date or not ts_code or "机构专用" not in seat_name:
continue
group = grouped.setdefault(
(trade_date, ts_code),
{"net": 0.0, "buy": 0.0, "sell": 0.0, "seats": 0},
)
group["net"] = float(group["net"]) + float(row.get("net_buy") or row.get("net_amount") or 0)
group["buy"] = float(group["buy"]) + float(row.get("buy") or row.get("buy_amount") or 0)
group["sell"] = float(group["sell"]) + float(row.get("sell") or row.get("sell_amount") or 0)
group["seats"] = int(group["seats"]) + 1
values = [
(trade_date, ts_code, item["net"], item["buy"], item["sell"], item["seats"])
for (trade_date, ts_code), item in grouped.items()
]
with self.connect() as connection:
connection.executemany(
"""
INSERT INTO lhb_institution_daily
(trade_date, ts_code, net_buy_amount, buy_amount, sell_amount, seat_count)
VALUES (?, ?, ?, ?, ?, ?)
ON CONFLICT(trade_date, ts_code) DO UPDATE SET
net_buy_amount=excluded.net_buy_amount,
buy_amount=excluded.buy_amount,
sell_amount=excluded.sell_amount,
seat_count=excluded.seat_count
""",
values,
)
return len(values)
def auction_factor_dates(self, end_date: str = "", limit: int = 80) -> list[str]:
where = "WHERE trade_date <= ?" if end_date else ""
parameters: tuple[Any, ...] = (end_date, limit) if end_date else (limit,)
with self.connect() as connection:
rows = connection.execute(
f"SELECT DISTINCT trade_date FROM auction_factors {where} "
"ORDER BY trade_date DESC LIMIT ?",
parameters,
).fetchall()
return [row["trade_date"] for row in reversed(rows)]
def daily_indicator_dates(self, end_date: str = "", limit: int = 400) -> list[str]:
where = "WHERE trade_date <= ?" if end_date else ""
@@ -1227,13 +1100,6 @@ class ReviewDatabase(
).fetchall()
return [str(row["end_date"]) for row in rows]
def auction_factors_for_date(self, trade_date: str) -> list[dict[str, Any]]:
with self.connect() as connection:
rows = connection.execute(
"SELECT * FROM auction_factors WHERE trade_date = ? ORDER BY ts_code",
(trade_date,),
).fetchall()
return [dict(row) for row in rows]
def daily_bars_for_date(self, trade_date: str) -> list[dict[str, Any]]:
with self.connect() as connection: