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+12
-5
@@ -1,13 +1,20 @@
|
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# Generated automatically when omitted. Back it up together with the database.
|
||||
APP_ENCRYPTION_KEY=
|
||||
|
||||
# Initial shared market-data credential. After first launch it is encrypted into
|
||||
# the system settings; all accounts use the same backend market snapshot.
|
||||
# Market-source credentials are consumed and encrypted only by xiaobai-datahub.
|
||||
# compose.yaml masks them from the xiaobai-review website process.
|
||||
TUSHARE_TOKEN=your_tushare_token_here
|
||||
|
||||
# Optional iFinD HTTP credential. The backend exchanges it for a short-lived
|
||||
# access token and never exposes either token to browsers.
|
||||
IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
|
||||
# Official xiaobai-datahub client. Read flags default on in config/datahub.config.json.
|
||||
# compose.yaml pins every DATAHUB_READ_* to 1. The website has no provider
|
||||
# fallback; source selection and failover happen inside xiaobai-datahub.
|
||||
# DATAHUB_SHADOW_* can still override a single dataset.
|
||||
DATAHUB_BASE_URL=http://127.0.0.1:8766
|
||||
DATAHUB_TOKEN=
|
||||
|
||||
# iFinD credentials live on xiaobai-datahub, not the website process.
|
||||
# IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
|
||||
# IFIND_ACCESS_TOKEN=
|
||||
|
||||
# Initial platform member models (OpenAI-compatible). After first launch these
|
||||
# are encrypted into system settings and used only by admins and active members.
|
||||
|
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@@ -8,6 +8,9 @@ data/*.db
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data/*.db-shm
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data/*.db-wal
|
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data/backups/
|
||||
datahub-data/
|
||||
xiaobai-datahub/data/
|
||||
xiaobai-datahub/.venv/
|
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data/*.bak
|
||||
data/*.backup
|
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*.log
|
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+11
-4
@@ -38,10 +38,15 @@ background scheduler
|
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fields, and feature-specific exceptions belong to `backend/features/<feature>/routes.py`.
|
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- `backend/features/<feature>/` owns the mechanically moved service, repository, HTTP, agent,
|
||||
or deterministic calculation code for that product area.
|
||||
- `backend/data/` owns provider construction, source policy, provenance, units, freshness,
|
||||
coverage, display-versus-calculation eligibility, and shared numeric normalization policies.
|
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- `backend/data/` owns the website-side DataHub client, stable dataset contracts, provenance,
|
||||
units, freshness, coverage, display-versus-calculation eligibility, and shared numeric
|
||||
normalization policies. The website process does not construct or configure external market
|
||||
providers; provider credentials, source selection, retries, fallbacks, caching, and backfill
|
||||
belong exclusively to the `xiaobai-datahub` service.
|
||||
- `backend/data/providers/tushare_client.py` is the stable public `TushareClient` facade and
|
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owns only its dataclass fields and shared cache state. Tushare HTTP transport belongs to
|
||||
is retained as the dataset-contract compatibility surface and isolated test facade. Production
|
||||
website services never instantiate it directly: its query methods are served by the DataHub
|
||||
proxy. Its split modules document the stable contract: Tushare HTTP transport belongs to
|
||||
`tushare_transport.py`; market overview and realtime breadth belong to
|
||||
`tushare_dashboard.py`; indices belong to `tushare_indices.py`; Shenwan membership and
|
||||
industry snapshots belong to `tushare_industries.py`; generic sector snapshots belong to
|
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@@ -54,7 +59,9 @@ background scheduler
|
||||
feature repository mixins; do not add feature queries to it.
|
||||
- `backend/jobs/` owns job definitions, locks, retries, idempotency, and persisted run state.
|
||||
`backend/jobs/service.py` is the application-facing owner of scheduler start/stop, manual
|
||||
refresh submission, and periodic refresh coordination.
|
||||
refresh submission, and periodic refresh coordination. `backend/jobs/refresh.py` owns
|
||||
whether a dashboard payload is a usable refresh result versus a failed job, and whether
|
||||
after-hours official catch-up is due.
|
||||
- `backend/llm/` owns model selection, membership/quota checks, fallback, provider transport,
|
||||
streaming rules, and call audit. Feature agents only prepare messages and interpret
|
||||
feature-specific results.
|
||||
|
||||
+8
-5
@@ -22,9 +22,10 @@ xiaobai-review 容器 :8765
|
||||
`-- heaven_knowledge.json 优先读取;缺失时回退到上方 seed
|
||||
```
|
||||
|
||||
账号、加密后的公共数据 Token、平台模型 API Key、生辰资料、行情快照和复盘数据均在
|
||||
`data/review.db`。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与
|
||||
密钥必须成对备份,任意一个丢失都无法恢复账号内的加密资料。
|
||||
账号、平台模型 API Key、生辰资料、行情快照和复盘数据均在 `data/review.db`。外部行情源
|
||||
Token 只允许保存在 `xiaobai-datahub` 的环境或凭据库,网站进程不读取、不保存,也不向
|
||||
提供方直接发请求。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与密钥必须成对
|
||||
备份,任意一个丢失都无法恢复账号内的加密资料。
|
||||
|
||||
问天静态知识文件:
|
||||
|
||||
@@ -41,7 +42,9 @@ xiaobai-review 容器 :8765
|
||||
挂载进入容器,但被 Git 与 Docker 构建上下文排除,不会进入 Gitea 或镜像。私有 Skill
|
||||
只对管理员账号返回和开放调用,也会随本指南的 `data` 备份一起保存。
|
||||
|
||||
首个注册账号自动成为管理员。管理员在“系统管理”中配置全站共享行情、后台刷新、平台会员模型及手动会员;普通用户的“账号设置”用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
|
||||
首个注册账号自动成为管理员。管理员在网站“系统管理”中查看数据中枢状态并配置后台刷新、
|
||||
平台会员模型及手动会员;行情源凭据和调度策略在数据中枢后台统一管理。普通用户的“账号设置”
|
||||
用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
|
||||
|
||||
## 2. 服务器要求
|
||||
|
||||
@@ -202,7 +205,7 @@ docker compose down
|
||||
`compose.yaml` 的镜像名与 revision 标签同样做了强校验:直接 `docker compose up -d --build`
|
||||
会因缺少 `XIAOBAI_GIT_REV` / `XIAOBAI_GIT_SHORT` 变量而拒绝执行,避免再出现构建进
|
||||
`latest` 的模糊版本。需要用 compose 时先 `export` 这两个变量(值以
|
||||
`~/xiaobai-git rev-parse HEAD` 为准),或直接用上面的脚本。
|
||||
`~/xiaobai-build/xiaobai-git rev-parse HEAD` 为准),或直接用上面的脚本。
|
||||
|
||||
### 智能体高级入口:Git 归档流式构建
|
||||
|
||||
|
||||
@@ -1,76 +1,138 @@
|
||||
# 小白复盘 Web
|
||||
# 小白复盘
|
||||
|
||||
一个面向 A 股盘后复盘的本地 Web 工作台。后端使用 Python 访问 Tushare Pro,前端不依赖构建工具。
|
||||
面向 A 股盘后复盘的本地 Web 工作台。收盘后把涨停、炸板、连板梯队、板块轮动、集合竞价、龙虎榜等数据整理成可浏览的复盘界面;不接券商、不代为下单,也不提供个股推荐。
|
||||
|
||||
本目录是经过保真迁移、结构治理和用户人工验收的唯一正式源码,不依赖父目录旧程序或失败版本。
|
||||
目录职责见[ARCHITECTURE.md](ARCHITECTURE.md),产品与维护文档见[docs/README.md](docs/README.md)。
|
||||
本目录是唯一正式源码。模块边界见 [ARCHITECTURE.md](ARCHITECTURE.md),产品与维护文档见 [docs/README.md](docs/README.md)。
|
||||
|
||||
当前包含集合竞价、涨停池、炸板池、跌停板、昨日涨停、涨停表现、市场天梯、板块轮动、题材库、人气热榜、龙虎榜和个人复盘工作区。交易日快照与同步记录保存在本地 SQLite 数据库 `data/review.db`。
|
||||
## 主要功能
|
||||
|
||||
集合竞价中心采用盘前生命周期:9:15 前显示预告,9:15–9:25 明确等待最终竞价,9:25–9:30 自动读取并重试最终竞价筛选,9:30 后停止更新并冻结为复盘归档。当前 Tushare 只提供 9:25 最终竞价快照,不将其表述为动态虚拟撮合行情。
|
||||
登录后左侧共 16 个页面,另有一个内嵌页「策略持续跟踪」。交易日快照保存在本地 SQLite 数据库 `data/review.db`。
|
||||
|
||||
第三阶段加入了机构席位、席位别名、个股复权日 K、资金流、自选股、涨停原因修订、个股笔记、每日复盘和历史数据回补。
|
||||
- **情绪周期**:0–100 情绪温度与阶段判定(默认首页)
|
||||
- **涨停池 / 炸板池 / 跌停板 / 昨日涨停 / 涨停表现**:封板结构、炸板、跌停与昨日反馈
|
||||
- **市场天梯**:按连板高度排列的市场梯队
|
||||
- **板块轮动**:近若干交易日板块热力与成分下钻
|
||||
- **集合竞价**:盘前生命周期;9:30 后停止更新并冻结为复盘归档。当前数据源提供 9:25 最终竞价快照,不是动态虚拟撮合行情
|
||||
- **题材库 / 人气热榜 / 龙虎榜**:题材成分、双榜人气、席位与游资档案
|
||||
- **智能选股**(会员):六阶段策略、精选策略库、自然语言编译为受控公式后的确定性筛选与滚动回测;候选需手动加入后才进入五交易日跟踪
|
||||
- **问师**(会员):按选定的游资思维 Skill 单师对话;新增公开角色时在 `游资skills` 下增加含 `SKILL.md` 的目录,并在 `游资skills/mentor_catalog.json` 登记。管理员私有角色放在 `data/private-mentor-skills`(不进 Git / 镜像)
|
||||
- **问天**(会员):观势 / 观气 / 观心。卦象、干支、节气与气机由本地程序确定性计算,大模型只负责文字解释。此前仅冻结过界面视觉方案,现已解冻;问天可纳入后续数据与功能迁移,本阶段不主动重做视觉。
|
||||
- **我的复盘**:手工交易日志、每日复盘、提醒中心与复盘助手;不接券商、不自动下单
|
||||
|
||||
股票代码在桌面端悬停后会显示分时与日 K 快速预览,默认优先展示日 K;移动端点击代码后从底部打开预览面板。股票详情以及板块、题材、指数详情均可在日 K 与最新分时之间切换。日 K 复用个股详情缓存;分时优先使用 iFinD,东方财富仅作隔离的展示兜底,并使用短时内存缓存。图表数据不写入主行情、不参与情绪、选股或问天计算;不可用时明确显示“分时不可用”,不会用日 K 模拟分时走势。
|
||||
全局能力:日间 / 夜间主题、股票代码悬停预览日 K 与分时、`Ctrl + K` 全局搜索。图表数据不写入主行情,也不参与情绪、选股或问天计算。
|
||||
|
||||
智能选股包含六阶段盘后候选、29 套精选策略、自定义公式 DSL、自然语言公式编译、候选排名和滚动回测。阶段与精选策略在当日行情更新后由后台确定性计算;自定义选股由用户手动执行,LLM 只负责编译自然语言条件,不参与候选筛选。竞价、估值、财务、资金、人气和席位等字段按已登记的数据可用性进入因子库,缺失时明确显示覆盖问题。
|
||||
## 技术栈
|
||||
|
||||
候选只有经用户手动加入后才进入五交易日持续跟踪,展示 T+1 开盘/收盘、T+3、T+5、最大涨幅与最大回撤。提醒中心支持手工日期提醒,并在策略首日反馈和五日跟踪完成时生成账号私有的站内提醒。
|
||||
| 层面 | 说明 |
|
||||
| --- | --- |
|
||||
| 运行时 | Python 3.12;标准库 `ThreadingHTTPServer`,无独立 Web 框架 |
|
||||
| 依赖 | `requirements.txt` 仅含 `cryptography`;问天历法使用仓库内 `vendor/lunar_python` |
|
||||
| 数据库 | SQLite(WAL),默认文件 `data/review.db` |
|
||||
| 前端 | 原生 HTML / CSS / JavaScript,无打包、无构建步骤 |
|
||||
| 部署 | Docker / Docker Compose,或本机直接运行 `server.py` |
|
||||
| 安全 | 账号密码 scrypt 哈希;行情 Token 与模型密钥用 `APP_ENCRYPTION_KEY` 加密后存库 |
|
||||
|
||||
问师模块会读取当前复盘、近十日市场情绪、涨跌停、昨日反馈、板块轮动、市场阶段、龙虎榜和指定个股数据,再按选中的游资思维 Skill 进行单师对话。对话记录按账号、老师和交易日期保存在服务端;主模型不可用时自动切换辅助模型。
|
||||
## 环境要求
|
||||
|
||||
新增公开问师角色时,在 `游资skills` 下增加一个包含 `SKILL.md` 的独立目录,并在 `游资skills/mentor_catalog.json` 中登记素材等级与结构质检。管理员私有角色放在 `data/private-mentor-skills`,该目录不进入 Git 或 Docker 镜像,且只会出现在管理员的问师列表中。系统会从 Skill 的 frontmatter、一级标题、核心模型和引用语中自动生成角色信息,无需修改注册代码。
|
||||
- Python 3.12(与 `Dockerfile` 一致)
|
||||
- 本机启动:能执行 `python` / `pip`
|
||||
- Docker 部署:Docker Engine 24+,Compose v2(`docker compose`)
|
||||
- 行情:部署者自行申请并配置 Tushare Pro Token;部分分时优先使用同花顺 iFinD(可选)
|
||||
- 问师、问天解释、复盘助手、自然语言编译公式:需配置 OpenAI 兼容接口;未配置时市场数据页仍可用
|
||||
|
||||
问天模块包含三个相互独立的部分:观势以市场数据生成三才六爻,用于观察“势”,行情缺失或自动取象明显偏差时可显式手动校准六爻,人工结果与自动来源严格区分;观气依据干支、精确节气、五运六气及客主加临关系观察“运”,行业五行仅作传统取象归类;观心先准备1秒,再完成5轮“吸3秒、顿2秒、呼4秒”,随后以六次三枚铜钱起卦、察念和解卦完成一次不输入问题的问心仪式。卦象、干支、节气与气机关系均由本地确定性程序计算,LLM只负责解释,不参与起卦或改动结果。
|
||||
## 安装与启动
|
||||
|
||||
问天模块使用项目本地的 `lunar-python` 计算历法,并使用 `data/iching_zh.json` 中的固定六十四卦、卦辞和爻辞。第三方授权见 `THIRD_PARTY_NOTICES.md`。
|
||||
仓库根目录即为运行目录(`server.py`、`requirements.txt` 都在根目录)。
|
||||
|
||||
“我的复盘”包含结构化手工交易日志,可记录方向、价格、数量、仓位、盈亏、逻辑、执行、情绪和标签,不接券商也不自动下单。顶部“复盘助手”以流式方式读取市场统计、策略跟踪、提醒、个人复盘和交易日志;对话按账号保存,只提供分析和条件化计划。
|
||||
|
||||
## 启动
|
||||
|
||||
```powershell
|
||||
cd app
|
||||
```bash
|
||||
python -m pip install -r requirements.txt
|
||||
python server.py
|
||||
```
|
||||
|
||||
浏览器打开 `http://127.0.0.1:8765`,首次使用先注册账号。首个账号自动成为管理员,后续账号默认为普通用户。主行情不再回退演示数据:盘前、非交易日或临时取数失败时沿用最近真实收盘快照;没有任何真实快照时提示等待管理员完成首次同步。
|
||||
默认监听 `127.0.0.1:8765`(仅本机可访问)。浏览器打开该地址,首次使用先注册账号;第一个账号自动成为管理员,之后注册的默认为普通用户。
|
||||
|
||||
需要后台启动本地验收端口时,使用`tools/start_local.ps1`。该工具把日志、进程号和Python缓存
|
||||
统一写入`runtime/`,不在源码根目录产生运行文件:
|
||||
主行情不再回退演示数据:盘前、非交易日或临时取数失败时沿用最近真实收盘快照;没有任何真实快照时,页面会提示等待管理员完成首次同步。
|
||||
|
||||
可选参数:
|
||||
|
||||
```bash
|
||||
python server.py --host 127.0.0.1 --port 8765
|
||||
```
|
||||
|
||||
Windows 下若需要后台启动,并把日志、进程号和 Python 缓存写入 `runtime/`(不在源码根目录产生运行文件):
|
||||
|
||||
```powershell
|
||||
powershell -ExecutionPolicy Bypass -File tools/start_local.ps1 -Port 8797
|
||||
powershell -ExecutionPolicy Bypass -File tools/start_local.ps1
|
||||
```
|
||||
|
||||
局域网 Docker 部署使用 `Dockerfile` 与 `compose.yaml`,完整的迁移、持久化、
|
||||
防火墙、备份和恢复步骤见 [DOCKER_DEPLOY.md](DOCKER_DEPLOY.md)。
|
||||
该脚本默认端口为 `8797`。统一验收:
|
||||
|
||||
账号密码使用 scrypt 哈希;公共 Tushare Token、平台模型密钥以及原始生辰资料均使用 `APP_ENCRYPTION_KEY` 加密后保存在 SQLite。公共数据和平台模型归系统所有,生辰资料仍按账号隔离。普通用户不配置 LLM,只有管理员授权的有效会员可以使用平台模型。请将 `.env` 与数据库一起备份,丢失加密密钥后无法恢复这些资料。
|
||||
```bash
|
||||
python tools/verify_baseline.py
|
||||
```
|
||||
|
||||
## 系统与账号配置
|
||||
涉及运行时或前端时再加 `--e2e`(Playwright)。
|
||||
|
||||
管理员通过页面右上角“系统管理”保存公共 Tushare Token、平台主/辅助模型、会员每日额度和后台刷新开关。所有用户读取同一份 SQLite 行情快照,不再分别配置行情 Token。已有个人凭据中的 Tushare Token 会在升级时迁移到系统配置并从个人凭据移除。
|
||||
## Docker 使用
|
||||
|
||||
局域网或服务器部署使用仓库根目录的 `Dockerfile` 与 `compose.yaml`。容器监听 `8765`,默认以非 root 用户运行,并把宿主机 `./data` 挂到容器内 `/app/data`。
|
||||
|
||||
1. 复制 `.env.example` 为 `.env`,填入 `APP_ENCRYPTION_KEY` 以及行情 / 模型等初始化配置。密钥不会返回到浏览器。
|
||||
2. `compose.yaml` 构建时要求带上当前 Git 提交号,避免打出无版本标签的镜像:
|
||||
|
||||
```bash
|
||||
export XIAOBAI_GIT_REV="$(git rev-parse HEAD)"
|
||||
export XIAOBAI_GIT_SHORT="$(git rev-parse --short=7 HEAD)"
|
||||
docker compose build
|
||||
docker compose up -d
|
||||
```
|
||||
|
||||
3. 检查健康接口:
|
||||
|
||||
```bash
|
||||
docker compose ps
|
||||
curl http://127.0.0.1:8765/api/health
|
||||
```
|
||||
|
||||
健康响应类似 `{"ok": true, "storage": "sqlite", "account_required": true}`。
|
||||
|
||||
完整的迁移、持久化、防火墙、备份、恢复与正式线构建入口见 [DOCKER_DEPLOY.md](DOCKER_DEPLOY.md)。`.env` 必须与数据库成对备份;丢失 `APP_ENCRYPTION_KEY` 后无法恢复加密资料。
|
||||
|
||||
## 目录与配置
|
||||
|
||||
```text
|
||||
TUSHARE_TOKEN=你的Token
|
||||
server.py 进程入口
|
||||
backend/ 服务、路由、数据、任务、LLM
|
||||
frontend/ 无构建前端(shared + pages)
|
||||
config/ 页面 / API / 任务等注册表
|
||||
data/ SQLite 与私有数据(数据库文件不进 Git)
|
||||
runtime/ 本地日志、PID、缓存(不进 Git)
|
||||
tools/ 启动、验收与构建辅助脚本
|
||||
游资skills/ 公开问师角色
|
||||
vendor/ 本地第三方库(含 lunar-python)
|
||||
Dockerfile
|
||||
compose.yaml
|
||||
.env.example 环境变量模板(复制为 .env 后填写)
|
||||
```
|
||||
|
||||
`.env` 中的 Tushare 和平台 LLM 配置只用于初始化系统配置,密钥不会返回到浏览器。后台刷新只在交易时段更新 SQLite 快照,不会主动刷新或重绘用户页面;用户点击页面“刷新”时读取最新快照。管理员也可点“后台刷新”立即启动一次后台同步,当前页面仍保持不变。
|
||||
管理员通过页面右上角「系统管理」保存公共 Tushare Token、平台主/辅助模型、会员每日额度和后台刷新开关。所有用户读取同一份 SQLite 行情快照。`.env` 中的 Tushare 和平台 LLM 配置只用于初始化系统配置。
|
||||
|
||||
普通用户在“账号设置”中维护个人资料、查看会员状态和修改密码,不配置个人 LLM。有效会员自动使用平台模型;管理员可在“系统管理”中手动开通、续期、停用会员。平台模型受管理员设置的每日调用次数限制,管理员账号始终可用。
|
||||
普通用户在「账号设置」中维护个人资料、查看会员状态和修改密码,不配置个人 LLM。有效会员使用平台模型;管理员可开通、续期、停用会员。平台模型受每日调用次数限制,管理员账号始终可用。
|
||||
|
||||
Tushare 各接口有独立积分权限。程序优先使用 `limit_list_d` 获取涨跌停明细;该接口不可用时,会尝试通过日线和每日涨跌停价格推算。
|
||||
相关文档:
|
||||
|
||||
## 隔离实时聚合验证
|
||||
- [ARCHITECTURE.md](ARCHITECTURE.md) — 模块边界
|
||||
- [docs/README.md](docs/README.md) — 交接手册入口
|
||||
- [DOCKER_DEPLOY.md](DOCKER_DEPLOY.md) — Docker 部署、备份与恢复
|
||||
- [THIRD_PARTY_NOTICES.md](THIRD_PARTY_NOTICES.md) — 第三方授权(含问天历法库)
|
||||
- [AGENTS.md](AGENTS.md) — 维护约束
|
||||
|
||||
`backend/data/realtime.py`用于验证东方财富、同花顺和选股宝网页数据源。它不写入 SQLite 主行情快照,也不参与情绪评分或智能选股;当 Tushare 实时指数权限不可用时,观势会使用东方财富三大指数和板块外显,并继续使用 Tushare 的板块成分内核与个股数据。
|
||||
## 注意事项与免责声明
|
||||
|
||||
登录后可调用:
|
||||
|
||||
```text
|
||||
GET /api/realtime-aggregate/health?sector=元器件
|
||||
```
|
||||
|
||||
返回内容包括东方财富三大指数及板块快照、指数时间差、同花顺和选股宝可用性、每个来源的耗时与错误。盘中指数时间差不超过15秒,收盘后不超过120秒。`ready=true` 仅表示本次验证满足聚合层约束,不代表这些网页内部接口具有长期稳定性或商业使用授权。
|
||||
- 本项目是个人研究与复盘工具,全部数据、指标、候选与文字分析均不构成投资建议、证券推荐或买卖要约。
|
||||
- 不接券商、不代为下单。交易日志只做手工记录与统计,不代表实际成交。
|
||||
- 情绪温度、阶段判定、连板梯队、策略筛选等均为基于公开数据的统计与规则计算,不预测走势,不保证收益。
|
||||
- 「问天」属于传统文化视角的观察工具,不具备预测功能,不得作为投资依据。问天不是永久冻结区:此前只冻结过界面视觉方案,现已解冻,后续数据与功能迁移可以纳入。
|
||||
- 行情来自第三方接口,可能延迟、缺失或口径调整;不可用时页面会明确提示,请以交易所与券商正式披露为准。
|
||||
- 不要把服务端口直接暴露到公网。不要把 Token、密码、密钥、数据库或 `.env` 提交进 Git。
|
||||
- 股市有风险,入市需谨慎。投资决策及其后果由使用者本人承担。
|
||||
|
||||
@@ -60,22 +60,6 @@ from backend.llm.service import LLMServiceMixin
|
||||
from database import ReviewDatabase
|
||||
|
||||
|
||||
LEGACY_SECRET_KEYS = {
|
||||
"TUSHARE_TOKEN",
|
||||
"IFIND_REFRESH_TOKEN",
|
||||
"IFIND_ACCESS_TOKEN",
|
||||
"LLM_API_KEY",
|
||||
"LLM_BASE_URL",
|
||||
"LLM_MODEL",
|
||||
"LLM_PRIMARY_API_KEY",
|
||||
"LLM_PRIMARY_BASE_URL",
|
||||
"LLM_PRIMARY_MODEL",
|
||||
"LLM_FALLBACK_API_KEY",
|
||||
"LLM_FALLBACK_BASE_URL",
|
||||
"LLM_FALLBACK_MODEL",
|
||||
}
|
||||
|
||||
|
||||
class DashboardService(
|
||||
SystemServiceMixin,
|
||||
AccountApplicationMixin,
|
||||
@@ -121,7 +105,6 @@ class DashboardService(
|
||||
self._system_credentials,
|
||||
MENTOR_SKILLS_DIR,
|
||||
PRIVATE_MENTOR_SKILLS_DIR,
|
||||
lambda: self.token,
|
||||
)
|
||||
self.data_gateway = self.container.data_gateway
|
||||
self.ifind = self.container.ifind
|
||||
|
||||
@@ -2,7 +2,6 @@ from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from pathlib import Path
|
||||
from collections.abc import Callable
|
||||
|
||||
from backend.data import DataGateway, build_data_gateway
|
||||
from backend.database.repositories import RepositoryBundle, build_repository_bundle
|
||||
@@ -13,8 +12,8 @@ from backend.features.screener.engine import ScreenerEngine
|
||||
from backend.features.screener.tracking import StrategyTrackingService
|
||||
from backend.jobs import InProcessJobRunner, JobRegistry, SQLiteJobRunRepository
|
||||
from database import ReviewDatabase
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
|
||||
|
||||
@@ -23,13 +22,13 @@ class ApplicationContainer:
|
||||
database: ReviewDatabase
|
||||
repositories: RepositoryBundle
|
||||
data_gateway: DataGateway
|
||||
ifind: IfindHttpClient
|
||||
ifind: HubIfindProxy
|
||||
screener: ScreenerEngine
|
||||
strategy_tracking: StrategyTrackingService
|
||||
alert_service: AlertService
|
||||
trade_journal: TradeJournalService
|
||||
mentor_skills: MentorSkillRegistry
|
||||
realtime_aggregator: WebRealtimeAggregator
|
||||
realtime_aggregator: HubRealtimeProxy
|
||||
chart_data: MarketChartClient
|
||||
jobs: InProcessJobRunner
|
||||
|
||||
@@ -39,9 +38,8 @@ def build_application_container(
|
||||
credentials: dict[str, object],
|
||||
mentor_skills_dir: Path,
|
||||
private_mentor_skills_dir: Path,
|
||||
tushare_token_supplier: Callable[[], str] | None = None,
|
||||
) -> ApplicationContainer:
|
||||
data_gateway = build_data_gateway(credentials, tushare_token_supplier)
|
||||
data_gateway = build_data_gateway(credentials)
|
||||
repositories = build_repository_bundle(database)
|
||||
jobs = InProcessJobRunner(JobRegistry.load(), SQLiteJobRunRepository(database))
|
||||
return ApplicationContainer(
|
||||
|
||||
@@ -1,11 +1,23 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import logging
|
||||
from http.server import ThreadingHTTPServer
|
||||
from typing import Any
|
||||
|
||||
|
||||
def configure_logging() -> None:
|
||||
"""让 INFO 级结构化日志(含 datahub 影子对比报告)落到容器日志。"""
|
||||
if logging.getLogger().handlers:
|
||||
return
|
||||
logging.basicConfig(
|
||||
level=logging.INFO,
|
||||
format="%(asctime)s %(levelname)s %(name)s %(message)s",
|
||||
)
|
||||
|
||||
|
||||
def main(handler_class: type[Any] | None = None, service: Any | None = None) -> None:
|
||||
configure_logging()
|
||||
if handler_class is None or service is None:
|
||||
from backend.application import RequestHandler, SERVICE
|
||||
|
||||
|
||||
@@ -10,9 +10,8 @@ from backend.features.accounts.security import SecretVault
|
||||
|
||||
def environment_credentials(environment: Mapping[str, str]) -> dict[str, str]:
|
||||
return {
|
||||
"tushare_token": str(environment.get("TUSHARE_TOKEN") or "").strip(),
|
||||
"ifind_refresh_token": str(environment.get("IFIND_REFRESH_TOKEN") or "").strip(),
|
||||
"ifind_access_token": str(environment.get("IFIND_ACCESS_TOKEN") or "").strip(),
|
||||
"datahub_token": str(environment.get("DATAHUB_TOKEN") or "").strip(),
|
||||
"datahub_base_url": str(environment.get("DATAHUB_BASE_URL") or "").strip(),
|
||||
"platform_llm_primary_api_key": str(
|
||||
environment.get("LLM_PRIMARY_API_KEY") or environment.get("LLM_API_KEY") or ""
|
||||
).strip(),
|
||||
|
||||
@@ -0,0 +1,15 @@
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient, DatahubBridge
|
||||
from backend.data.datahub.client import DatahubClient, DatahubResponse
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
|
||||
__all__ = [
|
||||
"DATASETS",
|
||||
"DatahubAwareTushareClient",
|
||||
"DatahubBridge",
|
||||
"DatahubClient",
|
||||
"DatahubError",
|
||||
"DatahubResponse",
|
||||
"DatahubSettings",
|
||||
"DatasetFlags",
|
||||
]
|
||||
@@ -0,0 +1,605 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import sys
|
||||
from threading import Lock
|
||||
from typing import Any, Callable, ClassVar
|
||||
|
||||
from backend.data.datahub.client import DatahubClient, DatahubResponse
|
||||
from backend.data.datahub.compare import compare_rows
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.native import (
|
||||
API_TO_DATASET,
|
||||
filter_calendar_rows,
|
||||
filter_stock_rows,
|
||||
project_fields,
|
||||
to_native_rows,
|
||||
yyyymmdd,
|
||||
)
|
||||
from backend.data.datahub.redact import redact_text, redact_value
|
||||
from backend.data.datahub.route_state import LEDGER
|
||||
from backend.data.datahub.settings import DatahubSettings
|
||||
from backend.data.providers.tushare_daily import DailyMarketMixin
|
||||
from backend.data.providers.tushare_dashboard import DashboardMixin
|
||||
from backend.data.providers.tushare_dragon_tiger import DragonTigerMixin
|
||||
from backend.data.providers.tushare_indices import IndexMixin
|
||||
from backend.data.providers.tushare_industries import ShenwanIndustryMixin
|
||||
from backend.data.providers.tushare_sectors import SectorMixin
|
||||
from backend.data.providers.tushare_stocks import StockMixin
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.datahub")
|
||||
ShadowSink = Callable[[dict[str, Any]], None]
|
||||
|
||||
|
||||
def _usable_intraday_points(rows: list[Any]) -> list[dict[str, Any]]:
|
||||
points: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
try:
|
||||
close = float(row.get("close") or 0)
|
||||
except (TypeError, ValueError):
|
||||
close = 0.0
|
||||
if close <= 0:
|
||||
continue
|
||||
point = dict(row)
|
||||
if "average" not in point and point.get("avg_price") is not None:
|
||||
point["average"] = point.get("avg_price")
|
||||
points.append(point)
|
||||
return points
|
||||
|
||||
|
||||
EMPTY_FAIL_DATASETS = {
|
||||
"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
|
||||
"limit_events", "sector_daily",
|
||||
}
|
||||
|
||||
|
||||
def looks_like_heaven(module_name: str, filename: str = "") -> bool:
|
||||
"""问天调用栈识别(诊断用)。问天按数据集依赖接入,不再整栈强制旧链路。"""
|
||||
path = filename.replace("\\", "/")
|
||||
return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
|
||||
|
||||
|
||||
def caller_is_heaven(depth: int = 24) -> bool:
|
||||
frame = sys._getframe(1)
|
||||
for _ in range(depth):
|
||||
frame = frame.f_back if frame is not None else None
|
||||
if frame is None:
|
||||
return False
|
||||
name = str(frame.f_globals.get("__name__") or "")
|
||||
filename = str(frame.f_code.co_filename or "")
|
||||
if looks_like_heaven(name, filename):
|
||||
return True
|
||||
return False
|
||||
|
||||
|
||||
class DatahubBridge:
|
||||
def __init__(
|
||||
self,
|
||||
settings: DatahubSettings,
|
||||
client: DatahubClient,
|
||||
shadow_sink: ShadowSink | None = None,
|
||||
heaven_guard: Callable[[], bool] | None = None,
|
||||
) -> None:
|
||||
self.settings = settings
|
||||
self.client = client
|
||||
self.shadow_sink = shadow_sink
|
||||
self.heaven_guard = heaven_guard or caller_is_heaven
|
||||
|
||||
def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("status")
|
||||
if not flags.read and not flags.shadow:
|
||||
return None
|
||||
try:
|
||||
response = self._require_fresh(self.client.dataset_status(yyyymmdd(trade_date)), "status")
|
||||
rows = list(response.data or [])
|
||||
if flags.shadow:
|
||||
self._emit_shadow(compare_rows("status", [], rows, response.meta))
|
||||
if flags.read:
|
||||
return rows
|
||||
return None
|
||||
except Exception as exc:
|
||||
self._log_failure("status", exc)
|
||||
if flags.shadow:
|
||||
self._emit_shadow(compare_rows("status", [], [], {}, self._error_text(exc)))
|
||||
return None
|
||||
|
||||
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("status")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self._require_fresh(
|
||||
self.client.batches(yyyymmdd(trade_date), dataset),
|
||||
"status",
|
||||
)
|
||||
return list(response.data or [])
|
||||
except Exception as exc:
|
||||
self._log_failure("status", exc)
|
||||
return None
|
||||
|
||||
def try_intraday(self, code: str) -> dict[str, Any] | None:
|
||||
flags = self.settings.flags("intraday")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.intraday_points(code=code)
|
||||
data = response.data
|
||||
if not isinstance(data, dict):
|
||||
raise DatahubError("EMPTY", "datahub intraday payload invalid")
|
||||
points = _usable_intraday_points(data.get("points") or [])
|
||||
if not points:
|
||||
raise DatahubError("EMPTY", "datahub intraday empty")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub intraday stale")
|
||||
self._record_route("intraday", "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return {
|
||||
"entity_type": str(data.get("entity_type") or "stock"),
|
||||
"identifier": str(data.get("identifier") or code),
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or code),
|
||||
"trade_date": str(data.get("trade_date") or points[-1].get("date") or ""),
|
||||
"previous_close": float(data.get("previous_close") or 0),
|
||||
"points": points,
|
||||
"source": "datahub",
|
||||
}
|
||||
except Exception as exc:
|
||||
self._log_failure("intraday", exc)
|
||||
return None
|
||||
|
||||
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._try_quote_rows("quotes", {}, expected_date=trade_date, minimum=200)
|
||||
|
||||
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
|
||||
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
|
||||
if not cleaned:
|
||||
return None
|
||||
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned)}, minimum=1)
|
||||
|
||||
def try_index_quotes(self) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("index_quotes")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.index_quotes()
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if len(rows) < 3:
|
||||
raise DatahubError("EMPTY", "datahub index quotes incomplete")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub index quotes stale")
|
||||
self._record_route(
|
||||
"index_quotes",
|
||||
"datahub",
|
||||
str((response.meta or {}).get("source") or "datahub"),
|
||||
)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure("index_quotes", exc)
|
||||
return None
|
||||
|
||||
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
|
||||
flags = self.settings.flags("quotes")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.sector_quote(code, trade_date)
|
||||
data = response.data
|
||||
if not isinstance(data, dict) or not data:
|
||||
raise DatahubError("EMPTY", "datahub sector quote empty")
|
||||
row = dict(data)
|
||||
if (response.meta or {}).get("stale"):
|
||||
row["delayed"] = True
|
||||
row["delay_seconds"] = int((response.meta or {}).get("staleness_seconds") or 0)
|
||||
row["delay_notice"] = str((response.meta or {}).get("delay_notice") or "")
|
||||
self._record_route("quotes", "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return row
|
||||
except Exception as exc:
|
||||
self._log_failure("quotes", exc)
|
||||
return None
|
||||
|
||||
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("limit_events")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.limit_pool(trade_date)
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if not rows:
|
||||
raise DatahubError("EMPTY", "datahub limit pool empty")
|
||||
self._record_route(
|
||||
"limit_events",
|
||||
"datahub",
|
||||
str((response.meta or {}).get("source") or "datahub"),
|
||||
)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure("limit_events", exc)
|
||||
return None
|
||||
|
||||
def try_daily_chart(
|
||||
self,
|
||||
code: str,
|
||||
end_date: str,
|
||||
limit: int = 90,
|
||||
dataset: str = "daily",
|
||||
) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read:
|
||||
return None
|
||||
compact_end = yyyymmdd(end_date)
|
||||
if not compact_end:
|
||||
return None
|
||||
try:
|
||||
start = _shift_yyyymmdd(compact_end, -max(190, int(limit) * 3))
|
||||
if dataset == "index_daily":
|
||||
response = self._paginate(
|
||||
self.client.index_bars,
|
||||
{"code": code, "from": start, "to": compact_end},
|
||||
)
|
||||
elif dataset == "sector_daily":
|
||||
response = self._paginate(
|
||||
self.client.sectors,
|
||||
{"code": code, "from": start, "to": compact_end},
|
||||
)
|
||||
else:
|
||||
response = self._paginate(
|
||||
self.client.daily_bars,
|
||||
{"code": code, "from": start, "to": compact_end, "adjust": "none"},
|
||||
)
|
||||
# Charts can use a partial history window; do not discard usable bars
|
||||
# just because the requested lookback is not fully covered.
|
||||
self._validate_usable(
|
||||
dataset,
|
||||
list(response.data or []),
|
||||
response,
|
||||
require_complete=False,
|
||||
)
|
||||
rows = _chart_bars(list(response.data or []))
|
||||
if not rows:
|
||||
raise DatahubError("EMPTY", f"{dataset} chart empty")
|
||||
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return rows[-max(1, int(limit)):]
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
return None
|
||||
|
||||
def record_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
|
||||
self._record_route(dataset, "legacy", source, error)
|
||||
|
||||
def route_snapshot(self) -> list[dict[str, Any]]:
|
||||
return LEDGER.snapshot()
|
||||
|
||||
def _try_quote_rows(
|
||||
self,
|
||||
dataset: str,
|
||||
params: dict[str, Any],
|
||||
expected_date: str = "",
|
||||
minimum: int = 1,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.quotes_latest(**params)
|
||||
rows = [_native_quote(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
rows = [item for item in rows if item]
|
||||
want = yyyymmdd(expected_date)
|
||||
if want:
|
||||
dated = [item for item in rows if not item.get("quote_date") or item.get("quote_date") == want]
|
||||
if dated:
|
||||
rows = dated
|
||||
if len(rows) < minimum:
|
||||
raise DatahubError("EMPTY", f"datahub {dataset} empty")
|
||||
stale = bool((response.meta or {}).get("stale"))
|
||||
delay = int((response.meta or {}).get("staleness_seconds") or 0)
|
||||
notice = str((response.meta or {}).get("delay_notice") or "")
|
||||
source = str((response.meta or {}).get("source") or "datahub")
|
||||
if stale:
|
||||
for item in rows:
|
||||
item["delayed"] = True
|
||||
item["delay_seconds"] = delay
|
||||
item["delay_notice"] = notice
|
||||
item["source"] = source
|
||||
self._record_route(dataset, "datahub", source)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
return None
|
||||
|
||||
def query(
|
||||
self,
|
||||
api_name: str,
|
||||
params: dict[str, Any] | None = None,
|
||||
fields: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
if api_name == "rt_sw_k":
|
||||
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
|
||||
dataset = API_TO_DATASET.get(api_name)
|
||||
if dataset:
|
||||
flags = self.settings.flags(dataset)
|
||||
if flags.read:
|
||||
try:
|
||||
response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
|
||||
hub_canonical = self._extract_rows(dataset, response, params or {})
|
||||
hub_rows = to_native_rows(dataset, hub_canonical)
|
||||
self._validate_usable(dataset, hub_rows, response)
|
||||
self._record_route(dataset, "datahub", str(response.meta.get("source") or "datahub"))
|
||||
return project_fields(hub_rows, fields)
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
try:
|
||||
response = self.client.query_api(api_name, params or {}, fields)
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if dataset:
|
||||
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
else:
|
||||
self._record_route(api_name, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return rows if not fields else project_fields(rows, fields)
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset or api_name, exc)
|
||||
raise TushareError(self._error_text(exc)) from exc
|
||||
|
||||
def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
|
||||
date = yyyymmdd(params.get("trade_date") or params.get("date"))
|
||||
start = yyyymmdd(params.get("start_date") or params.get("from") or date)
|
||||
end = yyyymmdd(params.get("end_date") or params.get("to") or date)
|
||||
code = str(params.get("ts_code") or params.get("code") or "").strip()
|
||||
if dataset == "calendar":
|
||||
if not start or not end:
|
||||
raise DatahubError("INVALID_ARGUMENT", "calendar requires start_date and end_date")
|
||||
return self.client.calendar(start, end)
|
||||
if dataset == "stocks":
|
||||
return self._paginate(self.client.stocks, {})
|
||||
fetchers = {
|
||||
"daily": self.client.daily_bars,
|
||||
"index_daily": self.client.index_bars,
|
||||
"valuation": self.client.valuation,
|
||||
"moneyflow": self.client.moneyflow,
|
||||
"auction": self.client.auction,
|
||||
"limit_events": self.client.limit_events,
|
||||
"popularity": self.client.popularity,
|
||||
"dragon_tiger": self.client.dragon_tiger,
|
||||
"sector_daily": self.client.sectors,
|
||||
}
|
||||
fetcher = fetchers[dataset]
|
||||
query: dict[str, Any] = {}
|
||||
if code:
|
||||
query["code"] = code
|
||||
if date and not (params.get("start_date") or params.get("end_date")):
|
||||
query["date"] = date
|
||||
else:
|
||||
if start:
|
||||
query["from"] = start
|
||||
if end:
|
||||
query["to"] = end
|
||||
if dataset == "daily":
|
||||
query["adjust"] = "none"
|
||||
if dataset == "limit_events":
|
||||
limit_type = str(params.get("limit_type") or "").strip().upper()
|
||||
if limit_type:
|
||||
query["limit_type"] = limit_type
|
||||
if dataset == "popularity":
|
||||
if api_name == "ths_hot":
|
||||
query["source"] = "ths"
|
||||
elif api_name == "dc_hot":
|
||||
query["source"] = "dc"
|
||||
if dataset == "sector_daily":
|
||||
family = {
|
||||
"ths_daily": "ths",
|
||||
"dc_index": "dc",
|
||||
"sw_daily": "sw",
|
||||
}.get(api_name, "")
|
||||
if family:
|
||||
query["family"] = family
|
||||
return self._paginate(fetcher, query)
|
||||
|
||||
def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
|
||||
limit = self.settings.page_limit
|
||||
offset = 0
|
||||
rows: list[Any] = []
|
||||
meta: dict[str, Any] = {}
|
||||
schema_version = 1
|
||||
while True:
|
||||
page = fetcher(**{**params, "limit": limit, "offset": offset})
|
||||
meta = dict(page.meta)
|
||||
schema_version = page.schema_version
|
||||
data = page.data or []
|
||||
if not isinstance(data, list):
|
||||
raise DatahubError("INTERNAL", "datahub returned a non-list payload")
|
||||
rows.extend(data)
|
||||
if len(data) < limit:
|
||||
break
|
||||
offset += limit
|
||||
if offset > 200_000:
|
||||
break
|
||||
return DatahubResponse(data=rows, meta=meta, schema_version=schema_version)
|
||||
|
||||
def _extract_rows(
|
||||
self,
|
||||
dataset: str,
|
||||
response: DatahubResponse,
|
||||
params: dict[str, Any],
|
||||
) -> list[dict[str, Any]]:
|
||||
rows = [dict(item) for item in (response.data or [])]
|
||||
if dataset == "calendar":
|
||||
return filter_calendar_rows(rows, params)
|
||||
if dataset == "stocks":
|
||||
return filter_stock_rows(rows, params)
|
||||
return rows
|
||||
|
||||
def _validate_usable(
|
||||
self,
|
||||
dataset: str,
|
||||
rows: list[dict[str, Any]],
|
||||
response: DatahubResponse,
|
||||
require_complete: bool = True,
|
||||
) -> None:
|
||||
meta = response.meta or {}
|
||||
stale_seconds = int(meta.get("staleness_seconds") or 0)
|
||||
if meta.get("stale") or stale_seconds > self.settings.stale_seconds_max:
|
||||
raise DatahubError("STALE", f"{dataset} data is stale")
|
||||
if dataset in EMPTY_FAIL_DATASETS and not rows:
|
||||
raise DatahubError("EMPTY", f"{dataset} returned no rows")
|
||||
coverage = meta.get("coverage") if isinstance(meta.get("coverage"), dict) else {}
|
||||
if require_complete and (meta.get("incomplete") is True or coverage.get("complete") is False):
|
||||
missing = coverage.get("missing_count")
|
||||
raise DatahubError("INCOMPLETE", f"{dataset} range is incomplete missing={missing}")
|
||||
|
||||
def _require_fresh(self, response: DatahubResponse, dataset: str) -> DatahubResponse:
|
||||
self._validate_usable(dataset, list(response.data or []) if isinstance(response.data, list) else [], response)
|
||||
return response
|
||||
|
||||
def _emit_shadow(self, report: dict[str, Any]) -> None:
|
||||
safe = redact_value(report, secrets=self.settings.secrets())
|
||||
LOGGER.info("datahub shadow %s", safe)
|
||||
if self.shadow_sink is not None:
|
||||
self.shadow_sink(report)
|
||||
|
||||
def _log_failure(self, dataset: str, exc: Exception) -> None:
|
||||
error = redact_text(self._error_text(exc), self.settings.secrets())
|
||||
LOGGER.warning("datahub unavailable dataset=%s error=%s", dataset, error)
|
||||
self._record_route(dataset, "datahub", "unavailable", error)
|
||||
|
||||
def _record_route(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
|
||||
LEDGER.record(dataset, route, source, redact_text(error, self.settings.secrets()))
|
||||
|
||||
def _error_text(self, exc: Exception) -> str:
|
||||
if isinstance(exc, DatahubError):
|
||||
text = f"{exc.code}: {exc.message}"
|
||||
else:
|
||||
text = str(exc)
|
||||
return redact_text(text, self.settings.secrets())
|
||||
|
||||
|
||||
def _native_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "").strip()
|
||||
close = _finite(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
|
||||
previous = _finite(
|
||||
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
|
||||
)
|
||||
if not ts_code or close <= 0 or previous <= 0:
|
||||
return None
|
||||
volume = _finite(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"))
|
||||
payload = {
|
||||
"ts_code": ts_code,
|
||||
"name": str(row.get("name") or ts_code).strip(),
|
||||
"pre_close": previous,
|
||||
"open": _finite(row.get("open")),
|
||||
"high": _finite(row.get("high")),
|
||||
"low": _finite(row.get("low")),
|
||||
"close": close,
|
||||
"vol": volume,
|
||||
"amount": _finite(row.get("amount")),
|
||||
"num": 0,
|
||||
"quote_date": yyyymmdd(row.get("quote_date") or row.get("trade_date")),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
}
|
||||
if row.get("delayed"):
|
||||
payload["delayed"] = True
|
||||
payload["delay_seconds"] = int(row.get("delay_seconds") or 0)
|
||||
payload["delay_notice"] = str(row.get("delay_notice") or "")
|
||||
return payload
|
||||
|
||||
|
||||
def _chart_bars(rows: list[Any]) -> list[dict[str, Any]]:
|
||||
normalized: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
compact = yyyymmdd(row.get("trade_date"))
|
||||
close = _finite(row.get("close"))
|
||||
if len(compact) != 8 or close <= 0:
|
||||
continue
|
||||
volume = _finite(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol"))
|
||||
amount = _finite(row.get("amount"))
|
||||
if volume and volume < close * 10 and amount > 1000:
|
||||
volume = volume * 100
|
||||
trade_date = f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
|
||||
previous = normalized[-1]["close"] if normalized else 0.0
|
||||
normalized.append(
|
||||
{
|
||||
"trade_date": trade_date,
|
||||
"open": _finite(row.get("open")),
|
||||
"high": _finite(row.get("high")),
|
||||
"low": _finite(row.get("low")),
|
||||
"close": close,
|
||||
"change": round((close / previous - 1) * 100, 4) if previous else _finite(row.get("pct_chg")),
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
}
|
||||
)
|
||||
return normalized
|
||||
|
||||
|
||||
def _shift_yyyymmdd(value: str, days: int) -> str:
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
stamp = datetime.strptime(value, "%Y%m%d")
|
||||
return (stamp + timedelta(days=days)).strftime("%Y%m%d")
|
||||
|
||||
|
||||
def _finite(value: Any) -> float:
|
||||
try:
|
||||
return float(value or 0)
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
|
||||
|
||||
class DatahubAwareTushareClient(
|
||||
DashboardMixin,
|
||||
IndexMixin,
|
||||
ShenwanIndustryMixin,
|
||||
SectorMixin,
|
||||
DragonTigerMixin,
|
||||
StockMixin,
|
||||
DailyMarketMixin,
|
||||
):
|
||||
"""Website market facade. Mixins call query(); query talks only to the hub."""
|
||||
|
||||
_realtime_reference_cache: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_realtime_reference_lock: ClassVar[Lock] = Lock()
|
||||
_capital_cache: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_latest_realtime_market: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_stock_activity_cache: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_stock_listing_cache: ClassVar[dict[str, Any]] = {}
|
||||
_stock_listing_lock: ClassVar[Lock] = Lock()
|
||||
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
|
||||
_suspension_lock: ClassVar[Lock] = Lock()
|
||||
_sw_member_cache: ClassVar[dict[str, Any]] = {}
|
||||
_sw_member_lock: ClassVar[Lock] = Lock()
|
||||
|
||||
def __init__(self, first: Any, second: Any | None = None) -> None:
|
||||
# Production: DatahubAwareTushareClient(bridge)
|
||||
# Older tests: DatahubAwareTushareClient(unused_legacy, bridge)
|
||||
self._bridge = second if second is not None else first
|
||||
self.token = "datahub"
|
||||
self.timeout = 30
|
||||
self.realtime_aggregator = None
|
||||
|
||||
def query(
|
||||
self,
|
||||
api_name: str,
|
||||
params: dict[str, Any] | None = None,
|
||||
fields: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._bridge.query(api_name, params, fields)
|
||||
|
||||
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_market_quotes(trade_date)
|
||||
|
||||
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_quotes(codes)
|
||||
|
||||
def try_index_quotes(self) -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_index_quotes()
|
||||
|
||||
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
|
||||
return self._bridge.try_sector_quote(code, trade_date)
|
||||
|
||||
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_limit_pool(trade_date)
|
||||
|
||||
def record_datahub_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
|
||||
self._bridge.record_legacy(dataset, source, error)
|
||||
@@ -0,0 +1,249 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
import urllib.error
|
||||
import urllib.parse
|
||||
import urllib.request
|
||||
from dataclasses import dataclass, field
|
||||
from typing import Any, Callable
|
||||
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.redact import redact_text
|
||||
from backend.data.datahub.settings import DatahubSettings
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.datahub")
|
||||
UrlOpen = Callable[..., Any]
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class DatahubResponse:
|
||||
data: Any
|
||||
meta: dict[str, Any] = field(default_factory=dict)
|
||||
schema_version: int = 1
|
||||
status: int = 200
|
||||
|
||||
|
||||
class DatahubClient:
|
||||
def __init__(
|
||||
self,
|
||||
settings: DatahubSettings,
|
||||
urlopen: UrlOpen = urllib.request.urlopen,
|
||||
) -> None:
|
||||
self.settings = settings
|
||||
self._urlopen = urlopen
|
||||
|
||||
def health(self) -> DatahubResponse:
|
||||
return self.get("/v1/health")
|
||||
|
||||
def calendar(self, start: str, end: str) -> DatahubResponse:
|
||||
return self.get("/v1/calendar", {"from": start, "to": end})
|
||||
|
||||
def stocks(self, updated_since: str = "", limit: int | None = None, offset: int = 0) -> DatahubResponse:
|
||||
params: dict[str, Any] = {"offset": offset, "limit": limit or self.settings.page_limit}
|
||||
if updated_since:
|
||||
params["updated_since"] = updated_since
|
||||
return self.get("/v1/stocks", params)
|
||||
|
||||
def daily_bars(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/bars/daily", params)
|
||||
|
||||
def index_bars(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/indexes/bars", params)
|
||||
|
||||
def valuation(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/valuation", params)
|
||||
|
||||
def moneyflow(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/moneyflow", params)
|
||||
|
||||
def auction(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/auction", params)
|
||||
|
||||
def limit_events(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/limit-events", params)
|
||||
|
||||
def popularity(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/popularity", params)
|
||||
|
||||
def dragon_tiger(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/dragon-tiger", params)
|
||||
|
||||
def sectors(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/sectors", params)
|
||||
|
||||
def quotes_latest(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/quotes/latest", params)
|
||||
|
||||
def index_quotes(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/indexes/quotes", params)
|
||||
|
||||
def intraday_points(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/intraday/points", params)
|
||||
|
||||
def dataset_status(self, date: str) -> DatahubResponse:
|
||||
return self.get("/v1/datasets/status", {"date": date})
|
||||
|
||||
def batches(self, date: str, dataset: str = "") -> DatahubResponse:
|
||||
params: dict[str, Any] = {"date": date}
|
||||
if dataset:
|
||||
params["dataset"] = dataset
|
||||
return self.get("/v1/batches", params)
|
||||
|
||||
def query_api(self, api_name: str, params: dict[str, Any] | None = None, fields: str = "") -> DatahubResponse:
|
||||
return self.post(
|
||||
"/v1/query",
|
||||
{"api_name": api_name, "params": params or {}, "fields": fields},
|
||||
)
|
||||
|
||||
def sector_quote(self, code: str, date: str = "") -> DatahubResponse:
|
||||
payload: dict[str, Any] = {"code": code}
|
||||
if date:
|
||||
payload["date"] = date
|
||||
return self.get("/v1/sectors/quote", payload)
|
||||
|
||||
def limit_pool(self, trade_date: str = "") -> DatahubResponse:
|
||||
params: dict[str, Any] = {}
|
||||
if trade_date:
|
||||
params["date"] = trade_date
|
||||
return self.get("/v1/limit-pool", params)
|
||||
|
||||
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
if not self.settings.token:
|
||||
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
|
||||
query = {
|
||||
key: value
|
||||
for key, value in (params or {}).items()
|
||||
if value is not None and value != ""
|
||||
}
|
||||
url = self.settings.base_url + path
|
||||
if query:
|
||||
url = f"{url}?{urllib.parse.urlencode(query)}"
|
||||
attempts = 1 + max(0, self.settings.retries)
|
||||
last_error: DatahubError | None = None
|
||||
for attempt in range(attempts):
|
||||
try:
|
||||
return self._request(url)
|
||||
except DatahubError as exc:
|
||||
last_error = exc
|
||||
if exc.code not in {"TIMEOUT", "UNAVAILABLE"} or attempt + 1 >= attempts:
|
||||
raise
|
||||
LOGGER.warning(
|
||||
"datahub retry %s/%s %s",
|
||||
attempt + 1,
|
||||
attempts,
|
||||
redact_text(str(exc), self.settings.secrets()),
|
||||
)
|
||||
raise last_error or DatahubError("INTERNAL", "datahub request failed")
|
||||
|
||||
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
if not self.settings.token:
|
||||
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
|
||||
url = self.settings.base_url + path
|
||||
attempts = 1 + max(0, self.settings.retries)
|
||||
last_error: DatahubError | None = None
|
||||
payload = json.dumps(body or {}, ensure_ascii=False).encode("utf-8")
|
||||
for attempt in range(attempts):
|
||||
try:
|
||||
return self._request(url, method="POST", data=payload)
|
||||
except DatahubError as exc:
|
||||
last_error = exc
|
||||
if exc.code not in {"TIMEOUT", "UNAVAILABLE"} or attempt + 1 >= attempts:
|
||||
raise
|
||||
LOGGER.warning(
|
||||
"datahub retry %s/%s %s",
|
||||
attempt + 1,
|
||||
attempts,
|
||||
redact_text(str(exc), self.settings.secrets()),
|
||||
)
|
||||
raise last_error or DatahubError("INTERNAL", "datahub request failed")
|
||||
|
||||
def _request(self, url: str, method: str = "GET", data: bytes | None = None) -> DatahubResponse:
|
||||
headers = {
|
||||
"Accept": "application/json",
|
||||
"X-Datahub-Token": self.settings.token,
|
||||
"User-Agent": "XiaobaiReviewDatahub/1.0",
|
||||
}
|
||||
if data is not None:
|
||||
headers["Content-Type"] = "application/json"
|
||||
request = urllib.request.Request(
|
||||
url,
|
||||
data=data,
|
||||
headers=headers,
|
||||
method=method,
|
||||
)
|
||||
try:
|
||||
with self._urlopen(request, timeout=self.settings.timeout_seconds) as response:
|
||||
status = int(getattr(response, "status", 200) or 200)
|
||||
raw = response.read().decode("utf-8")
|
||||
except TimeoutError as exc:
|
||||
raise DatahubError("TIMEOUT", "datahub request timed out") from exc
|
||||
except urllib.error.HTTPError as exc:
|
||||
body = _read_error_body(exc)
|
||||
raise _http_error(exc.code, body, self.settings.secrets()) from exc
|
||||
except urllib.error.URLError as exc:
|
||||
reason = redact_text(str(getattr(exc, "reason", exc)), self.settings.secrets())
|
||||
if "timed out" in reason.lower():
|
||||
raise DatahubError("TIMEOUT", "datahub request timed out") from exc
|
||||
raise DatahubError("UNAVAILABLE", f"datahub unavailable: {reason}") from exc
|
||||
payload = _parse_json(raw, self.settings.secrets())
|
||||
return _as_response(payload, status, self.settings.secrets())
|
||||
|
||||
|
||||
def _parse_json(raw: str, secrets: tuple[str, ...]) -> dict[str, Any]:
|
||||
try:
|
||||
payload = json.loads(raw)
|
||||
except json.JSONDecodeError as exc:
|
||||
raise DatahubError("INTERNAL", "datahub returned invalid json") from exc
|
||||
if not isinstance(payload, dict):
|
||||
raise DatahubError("INTERNAL", "datahub returned a non-object payload")
|
||||
return payload
|
||||
|
||||
|
||||
def _as_response(payload: dict[str, Any], status: int, secrets: tuple[str, ...]) -> DatahubResponse:
|
||||
error = payload.get("error")
|
||||
if isinstance(error, dict):
|
||||
raise _mapped_error(str(error.get("code") or "INTERNAL"), str(error.get("message") or "datahub error"), status)
|
||||
if status >= 400:
|
||||
raise DatahubError("UNAVAILABLE", f"datahub http {status}", status)
|
||||
return DatahubResponse(
|
||||
data=payload.get("data"),
|
||||
meta=dict(payload.get("meta") or {}),
|
||||
schema_version=int(payload.get("schema_version") or 1),
|
||||
status=status,
|
||||
)
|
||||
|
||||
|
||||
def _http_error(status: int, payload: dict[str, Any], secrets: tuple[str, ...]) -> DatahubError:
|
||||
error = payload.get("error") if isinstance(payload.get("error"), dict) else {}
|
||||
code = str((error or {}).get("code") or "")
|
||||
message = str((error or {}).get("message") or payload.get("message") or f"datahub http {status}")
|
||||
message = redact_text(message, secrets)
|
||||
if status == 401 or code == "UNAUTHORIZED":
|
||||
return DatahubError("UNAUTHORIZED", message, status)
|
||||
if status == 404 or code == "DATASET_NOT_PUBLISHED":
|
||||
return DatahubError("DATASET_NOT_PUBLISHED", message, status)
|
||||
if status == 400 or code == "INVALID_ARGUMENT":
|
||||
return DatahubError("INVALID_ARGUMENT", message, status)
|
||||
if status in {429, 503} or code in {"RATE_LIMITED", "SOURCE_UNAVAILABLE"}:
|
||||
return DatahubError("UNAVAILABLE", message, status)
|
||||
return DatahubError(code or "INTERNAL", message, status)
|
||||
|
||||
|
||||
def _mapped_error(code: str, message: str, status: int) -> DatahubError:
|
||||
if code == "STALE_DATA":
|
||||
return DatahubError("STALE", message, status)
|
||||
if code in {"UNAUTHORIZED", "DATASET_NOT_PUBLISHED", "INVALID_ARGUMENT"}:
|
||||
return DatahubError(code, message, status)
|
||||
if code in {"RATE_LIMITED", "SOURCE_UNAVAILABLE"}:
|
||||
return DatahubError("UNAVAILABLE", message, status)
|
||||
return DatahubError(code or "INTERNAL", message, status)
|
||||
|
||||
|
||||
def _read_error_body(exc: urllib.error.HTTPError) -> dict[str, Any]:
|
||||
try:
|
||||
raw = exc.read().decode("utf-8")
|
||||
payload = json.loads(raw)
|
||||
return payload if isinstance(payload, dict) else {"message": raw}
|
||||
except Exception:
|
||||
return {"message": str(exc)}
|
||||
@@ -0,0 +1,161 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
|
||||
|
||||
NUMERIC_TOLERANCE = 1e-4
|
||||
CANONICAL_ALIASES = {"volume": "vol"}
|
||||
|
||||
|
||||
def compare_rows(
|
||||
dataset: str,
|
||||
legacy_rows: list[dict[str, Any]],
|
||||
hub_rows: list[dict[str, Any]] | None,
|
||||
hub_meta: dict[str, Any] | None = None,
|
||||
hub_error: str | None = None,
|
||||
fields: str = "",
|
||||
) -> dict[str, Any]:
|
||||
hub = hub_rows or []
|
||||
requested = _requested_fields(fields)
|
||||
legacy_map = {row_key(dataset, row): row for row in legacy_rows}
|
||||
hub_map = {row_key(dataset, _align_hub_row(row)): row for row in hub}
|
||||
missing_hub = sorted(key for key in legacy_map if key not in hub_map)
|
||||
missing_legacy = sorted(key for key in hub_map if key not in legacy_map)
|
||||
value_diffs: list[dict[str, Any]] = []
|
||||
unit_conversion: list[dict[str, Any]] = []
|
||||
matched = 0
|
||||
for key, legacy in legacy_map.items():
|
||||
hub_row = hub_map.get(key)
|
||||
if hub_row is None:
|
||||
continue
|
||||
field_report = _compare_fields(dataset, legacy, hub_row, requested)
|
||||
if field_report["unit_conversion"]:
|
||||
unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
|
||||
if field_report["value_diff"]:
|
||||
value_diffs.append({"key": list(key), "fields": field_report["value_diff"]})
|
||||
if not field_report["unit_conversion"] and not field_report["value_diff"]:
|
||||
matched += 1
|
||||
stale_seconds = int((hub_meta or {}).get("staleness_seconds") or 0)
|
||||
time_skew = bool((hub_meta or {}).get("stale")) or stale_seconds > 0
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"legacy_rows": len(legacy_rows),
|
||||
"hub_rows": len(hub),
|
||||
"matched": matched,
|
||||
"missing_hub": [list(item) for item in missing_hub[:20]],
|
||||
"missing_legacy": [list(item) for item in missing_legacy[:20]],
|
||||
"missing_hub_count": len(missing_hub),
|
||||
"missing_legacy_count": len(missing_legacy),
|
||||
"value_diff_count": len(value_diffs),
|
||||
"unit_conversion_count": len(unit_conversion),
|
||||
"value_diffs": value_diffs[:20],
|
||||
"unit_conversion": unit_conversion[:20],
|
||||
"time_skew": time_skew,
|
||||
"staleness_seconds": stale_seconds,
|
||||
"published_at": (hub_meta or {}).get("published_at"),
|
||||
"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
|
||||
"hub_error": hub_error,
|
||||
"fields_compared": sorted(requested) if requested is not None else None,
|
||||
"equal": (
|
||||
not hub_error
|
||||
and not missing_hub
|
||||
and not missing_legacy
|
||||
and not value_diffs
|
||||
and not unit_conversion
|
||||
and not time_skew
|
||||
),
|
||||
}
|
||||
|
||||
|
||||
def _align_hub_row(row: dict[str, Any]) -> dict[str, Any]:
|
||||
aligned = dict(row)
|
||||
if "volume" in aligned and "vol" not in aligned:
|
||||
aligned["vol"] = aligned.get("volume")
|
||||
return aligned
|
||||
|
||||
|
||||
def _requested_fields(fields: str) -> list[str] | None:
|
||||
"""Fields the website actually asked for; None means "no projection"."""
|
||||
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
|
||||
if not keys:
|
||||
return None
|
||||
seen: list[str] = []
|
||||
for key in keys:
|
||||
canonical = CANONICAL_ALIASES.get(key, key)
|
||||
if canonical not in seen:
|
||||
seen.append(canonical)
|
||||
return seen
|
||||
|
||||
|
||||
def _compare_fields(
|
||||
dataset: str,
|
||||
legacy: dict[str, Any],
|
||||
hub: dict[str, Any],
|
||||
requested: list[str] | None = None,
|
||||
) -> dict[str, list[dict[str, Any]]]:
|
||||
canonical_legacy = to_canonical_row(dataset, legacy)
|
||||
hub_canonical = _hub_canonical(dataset, hub)
|
||||
native_hub = _align_hub_row(hub)
|
||||
value_diff: list[dict[str, Any]] = []
|
||||
unit_conversion: list[dict[str, Any]] = []
|
||||
keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"}
|
||||
if requested is not None:
|
||||
# Compare only what the website asked for. Extra hub columns are
|
||||
# transport detail, not business differences; a requested field still
|
||||
# alarms when it is missing or holds a different value.
|
||||
keys = set(requested) - {"batch_id", "updated_at", "volume"}
|
||||
scales = SCALE_FIELDS.get(dataset) or {}
|
||||
for field in sorted(keys):
|
||||
left = canonical_legacy.get(field)
|
||||
right = hub_canonical.get(field)
|
||||
if _same(left, right):
|
||||
continue
|
||||
native_left = legacy.get(field)
|
||||
hub_raw = native_hub.get(field)
|
||||
if field in scales and _near(_optional(native_left), _optional(hub_raw)):
|
||||
unit_conversion.append(
|
||||
{"field": field, "legacy": native_left, "hub": hub_raw, "reason": "unit_conversion"}
|
||||
)
|
||||
continue
|
||||
value_diff.append({"field": field, "legacy": left, "hub": right, "reason": "value_diff"})
|
||||
return {"value_diff": value_diff, "unit_conversion": unit_conversion}
|
||||
|
||||
|
||||
def _hub_canonical(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""Hub API rows are already canonical; only align field names."""
|
||||
aligned = dict(row)
|
||||
if "volume" in aligned and "vol" not in aligned:
|
||||
aligned["vol"] = aligned.get("volume")
|
||||
if dataset == "calendar":
|
||||
is_open = aligned.get("is_open")
|
||||
aligned["is_open"] = 1 if is_open in (True, 1, "1", "Y", "y") else 0
|
||||
aligned["cal_date"] = yyyymmdd(aligned.get("cal_date"))
|
||||
aligned["pretrade_date"] = yyyymmdd(aligned.get("pretrade_date")) or None
|
||||
aligned["exchange"] = str(aligned.get("exchange") or "SSE")
|
||||
return aligned
|
||||
|
||||
|
||||
def _same(left: Any, right: Any) -> bool:
|
||||
if left in (None, "") and right in (None, ""):
|
||||
return True
|
||||
if isinstance(left, (int, float)) or isinstance(right, (int, float)):
|
||||
return _near(_optional(left), _optional(right))
|
||||
return str(left or "") == str(right or "")
|
||||
|
||||
|
||||
def _near(left: float | None, right: float | None) -> bool:
|
||||
if left is None and right is None:
|
||||
return True
|
||||
if left is None or right is None:
|
||||
return False
|
||||
return abs(left - right) <= max(NUMERIC_TOLERANCE, abs(left) * 1e-9, abs(right) * 1e-9)
|
||||
|
||||
|
||||
def _optional(value: Any) -> float | None:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return float(value)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
@@ -0,0 +1,12 @@
|
||||
from __future__ import annotations
|
||||
|
||||
|
||||
class DatahubError(RuntimeError):
|
||||
def __init__(self, code: str, message: str, status: int | None = None) -> None:
|
||||
super().__init__(message)
|
||||
self.code = code
|
||||
self.message = message
|
||||
self.status = status
|
||||
|
||||
def __str__(self) -> str:
|
||||
return f"{self.code}: {self.message}"
|
||||
@@ -0,0 +1,140 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import time
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.bridge import DatahubBridge
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.providers.ifind_client import IfindError
|
||||
|
||||
class HubIfindProxy:
|
||||
"""Website-facing iFinD facade. Talks only to xiaobai-datahub."""
|
||||
|
||||
def __init__(self, datahub: DatahubBridge) -> None:
|
||||
self._datahub = datahub
|
||||
self._status: dict[str, Any] | None = None
|
||||
self._status_at = 0.0
|
||||
|
||||
@property
|
||||
def configured(self) -> bool:
|
||||
return bool(self.status().get("configured"))
|
||||
|
||||
def status(self) -> dict[str, Any]:
|
||||
now = time.monotonic()
|
||||
if self._status is not None and now - self._status_at < 30:
|
||||
return dict(self._status)
|
||||
fallback = {"configured": False, "access_ready": False, "access_expires_at": ""}
|
||||
if not self._datahub.settings.token:
|
||||
self._status = fallback
|
||||
self._status_at = now
|
||||
return dict(fallback)
|
||||
try:
|
||||
rows = self._rows("ifind_status", {})
|
||||
except IfindError:
|
||||
self._status = fallback
|
||||
self._status_at = now
|
||||
return dict(fallback)
|
||||
row = rows[0] if rows else {}
|
||||
status = {
|
||||
"configured": bool(row.get("configured")),
|
||||
"access_ready": bool(row.get("access_ready")),
|
||||
"access_expires_at": str(row.get("access_expires_at") or ""),
|
||||
}
|
||||
self._status = status
|
||||
self._status_at = now
|
||||
return dict(status)
|
||||
|
||||
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_wencai",
|
||||
{"query": query, "search_type": search_type, "cache_ttl": cache_ttl},
|
||||
)
|
||||
|
||||
def snapshots(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 8,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_snapshots",
|
||||
{
|
||||
"codes": codes,
|
||||
"indicators": indicators,
|
||||
"start_time": start_time,
|
||||
"end_time": end_time,
|
||||
"cache_ttl": cache_ttl,
|
||||
},
|
||||
)
|
||||
|
||||
def history(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_date: str,
|
||||
end_date: str,
|
||||
cache_ttl: int = 300,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_history",
|
||||
{
|
||||
"codes": codes,
|
||||
"indicators": indicators,
|
||||
"start_date": start_date,
|
||||
"end_date": end_date,
|
||||
"cache_ttl": cache_ttl,
|
||||
},
|
||||
)
|
||||
|
||||
def real_time(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
cache_ttl: int = 10,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_realtime",
|
||||
{"codes": codes, "indicators": indicators, "cache_ttl": cache_ttl},
|
||||
)
|
||||
|
||||
def intraday(
|
||||
self,
|
||||
code: str,
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 20,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_intraday",
|
||||
{
|
||||
"code": code,
|
||||
"start_time": start_time,
|
||||
"end_time": end_time,
|
||||
"cache_ttl": cache_ttl,
|
||||
},
|
||||
)
|
||||
|
||||
def test_connection(self) -> dict[str, Any]:
|
||||
payload = self.real_time(
|
||||
"000001.SH",
|
||||
["open", "high", "low", "latest", "preClose"],
|
||||
cache_ttl=0,
|
||||
)
|
||||
return {
|
||||
"ok": bool(payload),
|
||||
"sample_time": str(payload[0].get("time") or "") if payload else "",
|
||||
}
|
||||
|
||||
def _rows(self, api_name: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
try:
|
||||
response = self._datahub.client.query_api(api_name, params)
|
||||
except DatahubError as exc:
|
||||
raise IfindError(str(exc) or "iFinD 数据中枢暂不可用") from exc
|
||||
data = response.data
|
||||
if isinstance(data, list):
|
||||
return [dict(item) for item in data if isinstance(item, dict)]
|
||||
if isinstance(data, dict):
|
||||
return [dict(data)]
|
||||
return []
|
||||
@@ -0,0 +1,204 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from backend.data.numbers import finite_number
|
||||
|
||||
|
||||
AMOUNT_THOUSAND_YUAN = 1000.0
|
||||
AMOUNT_WAN_YUAN = 10000.0
|
||||
VOLUME_LOT = 100.0
|
||||
|
||||
API_TO_DATASET = {
|
||||
"trade_cal": "calendar",
|
||||
"stock_basic": "stocks",
|
||||
"daily": "daily",
|
||||
"daily_basic": "valuation",
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"stk_auction": "auction",
|
||||
"limit_list_d": "limit_events",
|
||||
"ths_hot": "popularity",
|
||||
"dc_hot": "popularity",
|
||||
"hm_detail": "dragon_tiger",
|
||||
"ths_daily": "sector_daily",
|
||||
"dc_index": "sector_daily",
|
||||
"sw_daily": "sector_daily",
|
||||
}
|
||||
|
||||
SCALE_FIELDS = {
|
||||
"daily": {"vol": VOLUME_LOT, "amount": AMOUNT_THOUSAND_YUAN},
|
||||
"index_daily": {"vol": VOLUME_LOT, "amount": AMOUNT_THOUSAND_YUAN},
|
||||
"valuation": {"total_mv": AMOUNT_WAN_YUAN, "circ_mv": AMOUNT_WAN_YUAN},
|
||||
"moneyflow": {
|
||||
"buy_sm_amount": AMOUNT_WAN_YUAN,
|
||||
"sell_sm_amount": AMOUNT_WAN_YUAN,
|
||||
"buy_md_amount": AMOUNT_WAN_YUAN,
|
||||
"sell_md_amount": AMOUNT_WAN_YUAN,
|
||||
"buy_lg_amount": AMOUNT_WAN_YUAN,
|
||||
"sell_lg_amount": AMOUNT_WAN_YUAN,
|
||||
"buy_elg_amount": AMOUNT_WAN_YUAN,
|
||||
"sell_elg_amount": AMOUNT_WAN_YUAN,
|
||||
"net_mf_amount": AMOUNT_WAN_YUAN,
|
||||
},
|
||||
"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
|
||||
"limit_events": {
|
||||
"limit_amount": AMOUNT_WAN_YUAN,
|
||||
"float_mv": AMOUNT_WAN_YUAN,
|
||||
"total_mv": AMOUNT_WAN_YUAN,
|
||||
},
|
||||
"dragon_tiger": {
|
||||
"buy_amount": AMOUNT_WAN_YUAN,
|
||||
"sell_amount": AMOUNT_WAN_YUAN,
|
||||
"net_amount": AMOUNT_WAN_YUAN,
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
def yyyymmdd(value: Any) -> str:
|
||||
return str(value or "").replace("-", "")[:8]
|
||||
|
||||
|
||||
def to_native_rows(dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return [to_native_row(dataset, row) for row in rows]
|
||||
|
||||
|
||||
def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
|
||||
if dataset == "calendar":
|
||||
is_open = row.get("is_open")
|
||||
return {
|
||||
"exchange": str(row.get("exchange") or "SSE"),
|
||||
"cal_date": yyyymmdd(row.get("cal_date")),
|
||||
"is_open": 1 if is_open in (True, 1, "1", "Y", "y") else 0,
|
||||
"pretrade_date": yyyymmdd(row.get("pretrade_date")) or None,
|
||||
}
|
||||
converted = dict(row)
|
||||
converted.pop("batch_id", None)
|
||||
if "volume" in converted and "vol" not in converted:
|
||||
converted["vol"] = converted.pop("volume")
|
||||
elif "volume" in converted:
|
||||
converted.pop("volume", None)
|
||||
scales = SCALE_FIELDS.get(dataset) or {}
|
||||
for field, factor in scales.items():
|
||||
if field in converted:
|
||||
converted[field] = _unscale(converted.get(field), factor)
|
||||
if dataset == "stocks":
|
||||
converted.pop("updated_at", None)
|
||||
if dataset == "popularity":
|
||||
# keep hub source; callers filter ths/dc themselves when needed
|
||||
if converted.get("ts_name") and not converted.get("name"):
|
||||
converted["name"] = converted.get("ts_name")
|
||||
if dataset == "dragon_tiger":
|
||||
if converted.get("ts_name") and not converted.get("name"):
|
||||
converted["name"] = converted.get("ts_name")
|
||||
if dataset == "sector_daily":
|
||||
if converted.get("pct_change") is not None and converted.get("pct_chg") is None:
|
||||
converted["pct_chg"] = converted.get("pct_change")
|
||||
return converted
|
||||
|
||||
|
||||
def to_canonical_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
|
||||
if dataset == "calendar":
|
||||
is_open = row.get("is_open")
|
||||
return {
|
||||
"exchange": str(row.get("exchange") or "SSE"),
|
||||
"cal_date": yyyymmdd(row.get("cal_date")),
|
||||
"is_open": 1 if is_open in (True, 1, "1", "Y", "y") else 0,
|
||||
"pretrade_date": yyyymmdd(row.get("pretrade_date")) or None,
|
||||
}
|
||||
converted = dict(row)
|
||||
if "volume" in converted and "vol" not in converted:
|
||||
converted["vol"] = converted.pop("volume")
|
||||
scales = SCALE_FIELDS.get(dataset) or {}
|
||||
for field, factor in scales.items():
|
||||
if field in converted:
|
||||
converted[field] = _scale(converted.get(field), factor)
|
||||
return converted
|
||||
|
||||
|
||||
def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
|
||||
if dataset == "calendar":
|
||||
return (yyyymmdd(row.get("cal_date")),)
|
||||
if dataset == "stocks":
|
||||
return (str(row.get("ts_code") or "").upper(),)
|
||||
if dataset == "status":
|
||||
return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
|
||||
if dataset == "limit_events":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("limit_type") or ""),
|
||||
)
|
||||
if dataset == "popularity":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("source") or ""),
|
||||
)
|
||||
if dataset == "dragon_tiger":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("hm_name") or ""),
|
||||
)
|
||||
if dataset == "sector_daily":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("family") or ""),
|
||||
)
|
||||
return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
|
||||
|
||||
|
||||
def project_fields(rows: list[dict[str, Any]], fields: str) -> list[dict[str, Any]]:
|
||||
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
|
||||
if not keys:
|
||||
return rows
|
||||
return [{key: row.get(key) for key in keys} for row in rows]
|
||||
|
||||
|
||||
def filter_stock_rows(rows: list[dict[str, Any]], params: dict[str, Any] | None) -> list[dict[str, Any]]:
|
||||
payload = params or {}
|
||||
ts_code = str(payload.get("ts_code") or "").strip().upper()
|
||||
status = str(payload.get("list_status") or "").strip()
|
||||
name = str(payload.get("name") or "").strip()
|
||||
filtered = rows
|
||||
if ts_code:
|
||||
filtered = [row for row in filtered if str(row.get("ts_code") or "").upper() == ts_code]
|
||||
if status:
|
||||
filtered = [row for row in filtered if str(row.get("list_status") or status) == status]
|
||||
if name:
|
||||
filtered = [row for row in filtered if name.casefold() in str(row.get("name") or "").casefold()]
|
||||
return filtered
|
||||
|
||||
|
||||
def filter_calendar_rows(rows: list[dict[str, Any]], params: dict[str, Any] | None) -> list[dict[str, Any]]:
|
||||
payload = params or {}
|
||||
if payload.get("is_open") in (1, "1", True):
|
||||
return [row for row in rows if int(row.get("is_open") or 0) == 1]
|
||||
if payload.get("is_open") in (0, "0", False):
|
||||
return [row for row in rows if int(row.get("is_open") or 0) == 0]
|
||||
return rows
|
||||
|
||||
|
||||
def _scale(value: Any, factor: float) -> float | None:
|
||||
number = _optional_number(value)
|
||||
if number is None:
|
||||
return None
|
||||
return number * factor
|
||||
|
||||
|
||||
def _unscale(value: Any, factor: float) -> float | None:
|
||||
number = _optional_number(value)
|
||||
if number is None or factor == 0:
|
||||
return None
|
||||
return number / factor
|
||||
|
||||
|
||||
def _optional_number(value: Any) -> float | None:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
number = finite_number(value, default=float("nan"))
|
||||
if number != number:
|
||||
return None
|
||||
return number
|
||||
@@ -0,0 +1,180 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.bridge import DatahubBridge
|
||||
from backend.data.realtime import RealtimeAggregateError
|
||||
|
||||
|
||||
class HubRealtimeProxy:
|
||||
"""Realtime observation facade. Talks only to xiaobai-datahub."""
|
||||
|
||||
def __init__(self, datahub: DatahubBridge) -> None:
|
||||
self._datahub = datahub
|
||||
|
||||
def health_snapshot(self, sector: str = "") -> dict[str, Any]:
|
||||
started = datetime.now().astimezone()
|
||||
indices: list[dict[str, Any]] = []
|
||||
error = ""
|
||||
try:
|
||||
indices = self.tencent_indices()
|
||||
except RealtimeAggregateError as exc:
|
||||
error = str(exc)
|
||||
epochs = [int(item.get("quote_time_epoch") or 0) for item in indices]
|
||||
now = datetime.now().astimezone()
|
||||
max_skew = 120 if now.hour >= 15 else 15
|
||||
index_consistent = bool(epochs) and max(epochs) - min(epochs) <= max_skew
|
||||
ready = len(indices) == 3 and index_consistent
|
||||
return {
|
||||
"ready": ready,
|
||||
"isolated": True,
|
||||
"generated_at": started.isoformat(timespec="seconds"),
|
||||
"elapsed_ms": 0,
|
||||
"indices": indices,
|
||||
"index_consistent": index_consistent,
|
||||
"sector": None,
|
||||
"sources": {
|
||||
"datahub_indices": {
|
||||
"ok": ready,
|
||||
"error": error,
|
||||
"source": "datahub",
|
||||
}
|
||||
},
|
||||
"observations": {},
|
||||
"policy": {
|
||||
"integration": "datahub_exclusive",
|
||||
"max_index_time_skew_seconds": max_skew,
|
||||
"notice": "实时观察只走数据中枢,主网站不再直连东财/腾讯。",
|
||||
},
|
||||
}
|
||||
|
||||
def tencent_indices(self) -> list[dict[str, Any]]:
|
||||
rows = self._datahub.try_index_quotes() or []
|
||||
result = [_as_index(item) for item in rows if _as_index(item)]
|
||||
wanted = {"000001", "399001", "399006"}
|
||||
result = [item for item in result if item.get("code") in wanted]
|
||||
result.sort(key=lambda item: str(item.get("code") or ""))
|
||||
if len(result) != 3:
|
||||
raise RealtimeAggregateError(f"datahub returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def eastmoney_indices(self) -> list[dict[str, Any]]:
|
||||
return self.tencent_indices()
|
||||
|
||||
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
return self._stock_quote(code, expected_date)
|
||||
|
||||
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
return self._stock_quote(code, expected_date)
|
||||
|
||||
def tencent_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
minimum: int | None = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._stock_quotes(codes, expected_date, minimum)
|
||||
|
||||
def eastmoney_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._stock_quotes(codes, expected_date, None)
|
||||
|
||||
def eastmoney_shenwan_quote(self, ts_code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
quote = self._datahub.try_sector_quote(ts_code, expected_date)
|
||||
if not quote:
|
||||
raise RealtimeAggregateError(f"datahub shenwan quote unavailable for {ts_code}")
|
||||
return quote
|
||||
|
||||
def _stock_quote(self, code: str, expected_date: str) -> dict[str, Any]:
|
||||
rows = self._stock_quotes([code], expected_date, 1)
|
||||
if not rows:
|
||||
raise RealtimeAggregateError(f"datahub stock quote unavailable for {code}")
|
||||
return rows[0]
|
||||
|
||||
def _stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str,
|
||||
minimum: int | None,
|
||||
) -> list[dict[str, Any]]:
|
||||
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
|
||||
rows = self._datahub.try_quotes(cleaned) if cleaned else (self._datahub.try_market_quotes(expected_date) or [])
|
||||
quotes = [_as_stock(item) for item in (rows or []) if _as_stock(item)]
|
||||
if expected_date:
|
||||
compact = str(expected_date).replace("-", "")
|
||||
quotes = [
|
||||
item
|
||||
for item in quotes
|
||||
if not item.get("quote_date") or str(item.get("quote_date") or "").replace("-", "") == compact
|
||||
]
|
||||
if minimum is not None and len(quotes) < minimum:
|
||||
raise RealtimeAggregateError(f"datahub returned {len(quotes)} quotes, need {minimum}")
|
||||
return quotes
|
||||
|
||||
|
||||
def _as_index(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
code = str(row.get("code") or str(row.get("ts_code") or "").split(".")[0] or "")
|
||||
price = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
if not code or price <= 0:
|
||||
return None
|
||||
epoch = int(_number(row.get("quote_time_epoch")))
|
||||
amount = _number(row.get("amount_billion"))
|
||||
if amount <= 0:
|
||||
amount = round(_number(row.get("amount")) / 100_000_000, 2)
|
||||
return {
|
||||
"code": code,
|
||||
"name": row.get("name") or code,
|
||||
"price": price,
|
||||
"change": _number(row.get("change") if row.get("change") not in (None, "") else row.get("pct_chg")),
|
||||
"change_amount": _number(row.get("change_amount")),
|
||||
"open": _number(row.get("open")),
|
||||
"high": _number(row.get("high")),
|
||||
"low": _number(row.get("low")),
|
||||
"previous_close": _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
),
|
||||
"amount_billion": amount,
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
"cache_age_seconds": 0,
|
||||
}
|
||||
|
||||
|
||||
def _as_stock(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
close = _number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
|
||||
if close <= 0:
|
||||
return None
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
code = str(row.get("code") or ts_code.split(".")[0] or "")
|
||||
return {
|
||||
"ts_code": ts_code or code,
|
||||
"code": code,
|
||||
"name": row.get("name") or "",
|
||||
"close": close,
|
||||
"pre_close": _number(
|
||||
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
|
||||
),
|
||||
"open": _number(row.get("open")),
|
||||
"high": _number(row.get("high")),
|
||||
"low": _number(row.get("low")),
|
||||
"volume": _number(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol")),
|
||||
"vol": _number(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume")),
|
||||
"amount": _number(row.get("amount")),
|
||||
"quote_time_epoch": int(_number(row.get("quote_time_epoch"))),
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"quote_date": str(row.get("quote_date") or ""),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
"delayed": bool(row.get("delayed")),
|
||||
}
|
||||
|
||||
|
||||
def _number(value: Any) -> float:
|
||||
try:
|
||||
return float(value or 0)
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
@@ -0,0 +1,39 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
|
||||
SECRET_HINTS = (
|
||||
"token",
|
||||
"password",
|
||||
"secret",
|
||||
"key",
|
||||
"authorization",
|
||||
"credential",
|
||||
"cookie",
|
||||
)
|
||||
|
||||
|
||||
def redact_value(value: Any, key: str = "", secrets: tuple[str, ...] = ()) -> Any:
|
||||
lowered = key.lower()
|
||||
if any(part in lowered for part in SECRET_HINTS):
|
||||
return "***"
|
||||
if isinstance(value, dict):
|
||||
return {
|
||||
str(item_key): redact_value(item_value, str(item_key), secrets)
|
||||
for item_key, item_value in value.items()
|
||||
}
|
||||
if isinstance(value, list):
|
||||
return [redact_value(item, key, secrets) for item in value]
|
||||
text = str(value) if value is not None and not isinstance(value, (int, float, bool)) else value
|
||||
if isinstance(text, str):
|
||||
return redact_text(text, secrets)
|
||||
return value
|
||||
|
||||
|
||||
def redact_text(text: str, secrets: tuple[str, ...] = ()) -> str:
|
||||
redacted = text
|
||||
for secret in secrets:
|
||||
if secret:
|
||||
redacted = redacted.replace(secret, "***")
|
||||
return redacted
|
||||
@@ -0,0 +1,57 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from threading import Lock
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.settings import DATASETS
|
||||
|
||||
DATASET_LABELS = {
|
||||
"calendar": "交易日历",
|
||||
"stocks": "股票主档",
|
||||
"daily": "个股日K",
|
||||
"index_daily": "指数日K",
|
||||
"valuation": "估值",
|
||||
"moneyflow": "资金流",
|
||||
"auction": "竞价",
|
||||
"limit_events": "涨停池",
|
||||
"popularity": "人气榜",
|
||||
"dragon_tiger": "龙虎榜",
|
||||
"sector_daily": "题材板块",
|
||||
"quotes": "全市场实时行情",
|
||||
"index_quotes": "指数实时行情",
|
||||
"intraday": "分时",
|
||||
"status": "数据集状态",
|
||||
}
|
||||
|
||||
|
||||
class DatahubRouteLedger:
|
||||
def __init__(self) -> None:
|
||||
self._lock = Lock()
|
||||
self._rows: dict[str, dict[str, Any]] = {}
|
||||
|
||||
def record(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
|
||||
name = str(dataset or "").strip() or "unknown"
|
||||
with self._lock:
|
||||
self._rows[name] = {
|
||||
"dataset": name,
|
||||
"label": DATASET_LABELS.get(name, name),
|
||||
"route": "legacy" if route == "legacy" else "datahub",
|
||||
"source": str(source or "").strip(),
|
||||
"error": str(error or "").strip(),
|
||||
"at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
}
|
||||
|
||||
def snapshot(self) -> list[dict[str, Any]]:
|
||||
with self._lock:
|
||||
rows = [dict(item) for item in self._rows.values()]
|
||||
order = {name: index for index, name in enumerate(DATASETS)}
|
||||
rows.sort(key=lambda item: (order.get(str(item.get("dataset")), 99), str(item.get("dataset"))))
|
||||
return rows
|
||||
|
||||
def clear(self) -> None:
|
||||
with self._lock:
|
||||
self._rows.clear()
|
||||
|
||||
|
||||
LEDGER = DatahubRouteLedger()
|
||||
@@ -0,0 +1,134 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import os
|
||||
from dataclasses import dataclass
|
||||
from pathlib import Path
|
||||
from typing import Any, Mapping
|
||||
|
||||
from backend.bootstrap.config import APP_DIR
|
||||
|
||||
|
||||
DATASETS = (
|
||||
"calendar",
|
||||
"stocks",
|
||||
"daily",
|
||||
"index_daily",
|
||||
"valuation",
|
||||
"moneyflow",
|
||||
"auction",
|
||||
"limit_events",
|
||||
"popularity",
|
||||
"dragon_tiger",
|
||||
"sector_daily",
|
||||
"quotes",
|
||||
"index_quotes",
|
||||
"intraday",
|
||||
"status",
|
||||
)
|
||||
|
||||
ENV_DATASET = {
|
||||
"calendar": "CALENDAR",
|
||||
"stocks": "STOCKS",
|
||||
"daily": "DAILY",
|
||||
"index_daily": "INDEX_DAILY",
|
||||
"valuation": "VALUATION",
|
||||
"moneyflow": "MONEYFLOW",
|
||||
"auction": "AUCTION",
|
||||
"limit_events": "LIMIT_EVENTS",
|
||||
"popularity": "POPULARITY",
|
||||
"dragon_tiger": "DRAGON_TIGER",
|
||||
"sector_daily": "SECTOR_DAILY",
|
||||
"quotes": "QUOTES",
|
||||
"index_quotes": "INDEX_QUOTES",
|
||||
"intraday": "INTRADAY",
|
||||
"status": "STATUS",
|
||||
}
|
||||
|
||||
DEFAULT_CONFIG_PATH = APP_DIR / "config" / "datahub.config.json"
|
||||
|
||||
|
||||
def _truthy(value: Any) -> bool:
|
||||
return str(value or "").strip().lower() in {"1", "true", "yes", "on"}
|
||||
|
||||
|
||||
def _int(value: Any, default: int) -> int:
|
||||
try:
|
||||
return int(value)
|
||||
except (TypeError, ValueError):
|
||||
return default
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class DatasetFlags:
|
||||
name: str
|
||||
read: bool = False
|
||||
shadow: bool = False
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class DatahubSettings:
|
||||
base_url: str
|
||||
token: str
|
||||
timeout_seconds: int = 8
|
||||
retries: int = 1
|
||||
page_limit: int = 5000
|
||||
stale_seconds_max: int = 86400
|
||||
datasets: dict[str, DatasetFlags] | None = None
|
||||
|
||||
def flags(self, dataset: str) -> DatasetFlags:
|
||||
mapped = self.datasets or {}
|
||||
return mapped.get(dataset) or DatasetFlags(dataset)
|
||||
|
||||
def any_enabled(self) -> bool:
|
||||
return any(item.read or item.shadow for item in (self.datasets or {}).values())
|
||||
|
||||
def secrets(self) -> tuple[str, ...]:
|
||||
return tuple(item for item in (self.token,) if item)
|
||||
|
||||
@classmethod
|
||||
def load(
|
||||
cls,
|
||||
path: Path | None = None,
|
||||
environ: Mapping[str, str] | None = None,
|
||||
credentials: Mapping[str, object] | None = None,
|
||||
) -> "DatahubSettings":
|
||||
config_path = path or DEFAULT_CONFIG_PATH
|
||||
payload: dict[str, Any] = {}
|
||||
if config_path.is_file():
|
||||
payload = json.loads(config_path.read_text(encoding="utf-8"))
|
||||
env = dict(os.environ if environ is None else environ)
|
||||
creds = dict(credentials or {})
|
||||
dataset_flags: dict[str, DatasetFlags] = {}
|
||||
raw_datasets = payload.get("datasets") or {}
|
||||
for name in DATASETS:
|
||||
item = raw_datasets.get(name) or {}
|
||||
env_key = ENV_DATASET[name]
|
||||
read = _truthy(env.get(f"DATAHUB_READ_{env_key}")) if f"DATAHUB_READ_{env_key}" in env else bool(item.get("read"))
|
||||
shadow = (
|
||||
_truthy(env.get(f"DATAHUB_SHADOW_{env_key}"))
|
||||
if f"DATAHUB_SHADOW_{env_key}" in env
|
||||
else bool(item.get("shadow"))
|
||||
)
|
||||
dataset_flags[name] = DatasetFlags(name, read=read, shadow=shadow)
|
||||
token = str(
|
||||
env.get("DATAHUB_TOKEN")
|
||||
or creds.get("datahub_token")
|
||||
or payload.get("token")
|
||||
or ""
|
||||
).strip()
|
||||
base_url = str(
|
||||
env.get("DATAHUB_BASE_URL")
|
||||
or creds.get("datahub_base_url")
|
||||
or payload.get("base_url")
|
||||
or "http://127.0.0.1:8766"
|
||||
).strip().rstrip("/")
|
||||
return cls(
|
||||
base_url=base_url,
|
||||
token=token,
|
||||
timeout_seconds=_int(env.get("DATAHUB_TIMEOUT") or payload.get("timeout_seconds"), 8),
|
||||
retries=max(0, _int(env.get("DATAHUB_RETRIES") or payload.get("retries"), 1)),
|
||||
page_limit=max(1, _int(payload.get("page_limit"), 5000)),
|
||||
stale_seconds_max=max(0, _int(payload.get("stale_seconds_max"), 86400)),
|
||||
datasets=dataset_flags,
|
||||
)
|
||||
+50
-22
@@ -1,40 +1,71 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from collections.abc import Callable
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from backend.data.contracts import DataUsage
|
||||
from backend.data.datahub import DatahubAwareTushareClient, DatahubBridge, DatahubClient, DatahubSettings
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
from backend.data.policy import DataSourcePolicy
|
||||
from backend.data.providers import IfindProvider, TushareProvider
|
||||
from backend.data.providers import IfindProvider
|
||||
from backend.data.quality import DataQualityGate, QualityEvidence, QualityReport
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class DataGateway:
|
||||
policy: DataSourcePolicy
|
||||
quality: DataQualityGate
|
||||
tushare_provider: TushareProvider
|
||||
ifind_provider: IfindProvider
|
||||
chart_data: MarketChartClient
|
||||
realtime_observer: WebRealtimeAggregator
|
||||
realtime_observer: HubRealtimeProxy
|
||||
datahub: DatahubBridge
|
||||
|
||||
@property
|
||||
def ifind(self) -> IfindHttpClient:
|
||||
def ifind(self) -> HubIfindProxy:
|
||||
return self.ifind_provider.client
|
||||
|
||||
def tushare(
|
||||
self,
|
||||
dataset_id: str = "",
|
||||
usage: DataUsage = "calculation",
|
||||
) -> TushareClient:
|
||||
) -> DatahubAwareTushareClient:
|
||||
if dataset_id:
|
||||
self.policy.assert_allowed(dataset_id, "tushare", usage)
|
||||
return self.tushare_provider.client()
|
||||
return DatahubAwareTushareClient(self.datahub)
|
||||
|
||||
def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
|
||||
return self.datahub.dataset_status(trade_date)
|
||||
|
||||
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
|
||||
return self.datahub.batches(trade_date, dataset)
|
||||
|
||||
def datahub_status(self) -> dict[str, Any]:
|
||||
from backend.data.datahub.route_state import DATASET_LABELS, LEDGER
|
||||
from backend.data.datahub.settings import DATASETS
|
||||
|
||||
settings = self.datahub.settings
|
||||
flags = []
|
||||
enabled = 0
|
||||
for name in DATASETS:
|
||||
read = bool(settings.flags(name).read)
|
||||
if read:
|
||||
enabled += 1
|
||||
flags.append({"dataset": name, "label": DATASET_LABELS.get(name, name), "read": read})
|
||||
routes = LEDGER.snapshot()
|
||||
fallbacks = [item for item in routes if item.get("route") == "legacy"]
|
||||
return {
|
||||
"configured": bool(settings.token and settings.base_url),
|
||||
"base_url": settings.base_url,
|
||||
"enabled_reads": enabled,
|
||||
"total_reads": len(DATASETS),
|
||||
"flags": flags,
|
||||
"routes": routes,
|
||||
"fallback_count": len(fallbacks),
|
||||
"fallback_labels": [str(item.get("label") or item.get("dataset")) for item in fallbacks],
|
||||
}
|
||||
|
||||
def assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
|
||||
self.policy.assert_allowed(dataset_id, provider_id, usage)
|
||||
@@ -63,21 +94,18 @@ class DataGateway:
|
||||
|
||||
def build_data_gateway(
|
||||
credentials: dict[str, object],
|
||||
tushare_token_supplier: Callable[[], str] | None = None,
|
||||
datahub_settings: DatahubSettings | None = None,
|
||||
) -> DataGateway:
|
||||
ifind = IfindHttpClient(
|
||||
str(credentials.get("ifind_refresh_token") or ""),
|
||||
str(credentials.get("ifind_access_token") or ""),
|
||||
)
|
||||
token_supplier = tushare_token_supplier or (
|
||||
lambda: str(credentials.get("tushare_token") or "")
|
||||
)
|
||||
policy = DataSourcePolicy.load()
|
||||
settings = datahub_settings or DatahubSettings.load(credentials=credentials)
|
||||
datahub_client = DatahubClient(settings)
|
||||
datahub = DatahubBridge(settings, datahub_client)
|
||||
ifind = HubIfindProxy(datahub)
|
||||
return DataGateway(
|
||||
policy=policy,
|
||||
quality=DataQualityGate.load(policy),
|
||||
tushare_provider=TushareProvider(token_supplier),
|
||||
ifind_provider=IfindProvider(ifind),
|
||||
chart_data=MarketChartClient(ifind, EastmoneyChartClient()),
|
||||
realtime_observer=WebRealtimeAggregator(),
|
||||
chart_data=MarketChartClient(datahub),
|
||||
realtime_observer=HubRealtimeProxy(datahub),
|
||||
datahub=datahub,
|
||||
)
|
||||
|
||||
@@ -1,11 +1,13 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from typing import Any
|
||||
|
||||
|
||||
class IfindProvider:
|
||||
def __init__(self, client: IfindHttpClient) -> None:
|
||||
def __init__(self, client: Any) -> None:
|
||||
self.client = client
|
||||
|
||||
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
|
||||
self.client.set_credentials(refresh_token, access_token)
|
||||
setter = getattr(self.client, "set_credentials", None)
|
||||
if callable(setter):
|
||||
setter(refresh_token, access_token)
|
||||
|
||||
@@ -66,3 +66,5 @@ class TushareClient(
|
||||
_stock_listing_lock: ClassVar[Lock] = Lock()
|
||||
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
|
||||
_suspension_lock: ClassVar[Lock] = Lock()
|
||||
_sw_member_cache: ClassVar[dict[str, Any]] = {}
|
||||
_sw_member_lock: ClassVar[Lock] = Lock()
|
||||
|
||||
@@ -3,7 +3,12 @@ from __future__ import annotations
|
||||
from typing import Any
|
||||
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_helpers import _display_time, _prices_equal
|
||||
from backend.data.providers.tushare_helpers import (
|
||||
_display_time,
|
||||
_optional_number,
|
||||
_prices_equal,
|
||||
calendar_is_open,
|
||||
)
|
||||
|
||||
|
||||
class DailyMarketMixin:
|
||||
@@ -17,7 +22,11 @@ class DailyMarketMixin:
|
||||
trade_date = requested
|
||||
else:
|
||||
row = requested_rows[0]
|
||||
trade_date = row["cal_date"] if row.get("is_open") == 1 else row.get("pretrade_date", requested)
|
||||
trade_date = (
|
||||
row["cal_date"]
|
||||
if calendar_is_open(row.get("is_open"))
|
||||
else row.get("pretrade_date", requested)
|
||||
)
|
||||
|
||||
resolved_rows = self.query(
|
||||
"trade_cal",
|
||||
@@ -129,7 +138,66 @@ class DailyMarketMixin:
|
||||
)
|
||||
item["capital_trade_date"] = str(capital.get("trade_date") or "")
|
||||
result.append(item)
|
||||
return result
|
||||
return self._overlay_board_fields(result, trade_date)
|
||||
|
||||
def _overlay_board_fields(
|
||||
self,
|
||||
rows: list[dict[str, Any]],
|
||||
trade_date: str,
|
||||
) -> list[dict[str, Any]]:
|
||||
if not rows:
|
||||
return rows
|
||||
official = self._official_board_map(trade_date)
|
||||
free = self._free_board_map(trade_date) if not official else {}
|
||||
merged: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
code = str(row.get("ts_code") or "")
|
||||
extra = official.get(code) or free.get(code) or {}
|
||||
if not extra:
|
||||
merged.append(row)
|
||||
continue
|
||||
item = dict(row)
|
||||
for key in (
|
||||
"first_time",
|
||||
"last_time",
|
||||
"fd_amount",
|
||||
"open_times",
|
||||
"limit_times",
|
||||
"turnover_ratio",
|
||||
):
|
||||
incoming = extra.get(key)
|
||||
current = item.get(key)
|
||||
if incoming in (None, "", "--"):
|
||||
continue
|
||||
if current in (None, "", "--", 0, 0.0):
|
||||
item[key] = incoming
|
||||
merged.append(item)
|
||||
return merged
|
||||
|
||||
def _official_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
|
||||
mapped: dict[str, dict[str, Any]] = {}
|
||||
try:
|
||||
for row in self._load_limit_lists(trade_date):
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code:
|
||||
mapped[code] = row
|
||||
except Exception:
|
||||
return {}
|
||||
return mapped
|
||||
|
||||
def _free_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
|
||||
loader = getattr(self, "try_limit_pool", None)
|
||||
if not callable(loader):
|
||||
return {}
|
||||
try:
|
||||
rows = loader(trade_date) or []
|
||||
except Exception:
|
||||
return {}
|
||||
return {
|
||||
str(row.get("ts_code") or ""): row
|
||||
for row in rows
|
||||
if row.get("ts_code")
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def _normalize_limit(row: dict[str, Any], status: str) -> dict[str, Any]:
|
||||
@@ -154,7 +222,11 @@ class DailyMarketMixin:
|
||||
"turnover_source": row.get("turnover_source") or "provider",
|
||||
"capital_trade_date": row.get("capital_trade_date") or "",
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"seal_amount_million": round(_number(row.get("fd_amount")) / 10000, 0),
|
||||
"seal_amount_million": (
|
||||
round(fd / 10000, 0)
|
||||
if (fd := _optional_number(row.get("fd_amount"))) is not None
|
||||
else None
|
||||
),
|
||||
"float_mv_billion": round(_number(row.get("float_mv")) / 100000000, 1),
|
||||
"status": status,
|
||||
}
|
||||
|
||||
@@ -16,6 +16,12 @@ from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
|
||||
class DashboardMixin:
|
||||
def _now(self) -> datetime:
|
||||
clock = getattr(self, "clock", None)
|
||||
if callable(clock):
|
||||
return clock()
|
||||
return datetime.now().astimezone()
|
||||
|
||||
def dashboard(self, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, previous_trade_date = self.resolve_trade_context(requested_date)
|
||||
if self.should_use_realtime(requested_date, trade_date):
|
||||
@@ -26,11 +32,12 @@ class DashboardMixin:
|
||||
)
|
||||
|
||||
daily = self._load_daily(trade_date)
|
||||
now = self._now()
|
||||
if (
|
||||
not daily
|
||||
and requested_date == datetime.now().astimezone().strftime("%Y%m%d")
|
||||
and requested_date == now.strftime("%Y%m%d")
|
||||
and trade_date == requested_date
|
||||
and datetime.now().astimezone().time().replace(tzinfo=None) >= dt_time(9, 15)
|
||||
and now.time().replace(tzinfo=None) >= dt_time(9, 15)
|
||||
):
|
||||
return self._realtime_dashboard(
|
||||
requested_date,
|
||||
@@ -98,15 +105,14 @@ class DashboardMixin:
|
||||
}
|
||||
return apply_sentiment_to_dashboard(dashboard)
|
||||
|
||||
@staticmethod
|
||||
def should_use_realtime(requested_date: str, trade_date: str) -> bool:
|
||||
"""Use rt_k for today's open market until end-of-day datasets settle."""
|
||||
now = datetime.now().astimezone()
|
||||
def should_use_realtime(self, requested_date: str, trade_date: str) -> bool:
|
||||
"""Use live quotes for today's open session until official daily settles."""
|
||||
now = self._now()
|
||||
today = now.strftime("%Y%m%d")
|
||||
return (
|
||||
requested_date == today
|
||||
and trade_date == today
|
||||
and dt_time(9, 15) <= now.time().replace(tzinfo=None) < dt_time(16, 30)
|
||||
and dt_time(9, 15) <= now.time().replace(tzinfo=None) < dt_time(15, 5)
|
||||
)
|
||||
|
||||
def _realtime_dashboard(
|
||||
@@ -122,7 +128,7 @@ class DashboardMixin:
|
||||
)
|
||||
if not codes:
|
||||
raise TushareError("No active stock codes available for rt_k")
|
||||
quotes = self.query("rt_k", {"ts_code": codes})
|
||||
quotes, quote_source = self._load_realtime_quotes(codes, trade_date)
|
||||
if not quotes:
|
||||
raise TushareError(f"No realtime data returned for {trade_date}")
|
||||
|
||||
@@ -178,14 +184,35 @@ class DashboardMixin:
|
||||
)
|
||||
sectors = _build_sectors(limits)
|
||||
previous_sectors = _build_sectors(previous_limits)
|
||||
now = datetime.now().astimezone()
|
||||
now = self._now()
|
||||
market_status = _realtime_market_status(now.time().replace(tzinfo=None))
|
||||
if quote_source == "datahub":
|
||||
notice = (
|
||||
"盘中行情由数据中枢统一提供;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "datahub"
|
||||
elif quote_source == "eastmoney_clist":
|
||||
notice = (
|
||||
"盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "eastmoney"
|
||||
elif quote_source == "tencent_qt":
|
||||
notice = (
|
||||
"盘中行情由腾讯免费实时行情计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "tencent"
|
||||
else:
|
||||
notice = (
|
||||
"盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "tushare"
|
||||
dashboard = {
|
||||
"meta": {
|
||||
"requested_date": _display_date(requested_date),
|
||||
"trade_date": _display_date(trade_date),
|
||||
"previous_trade_date": _display_date(previous_trade_date),
|
||||
"source": "tushare",
|
||||
"source": source_name,
|
||||
"quote_source": quote_source,
|
||||
"mode": "realtime",
|
||||
"realtime": True,
|
||||
"market_status": market_status,
|
||||
@@ -193,7 +220,8 @@ class DashboardMixin:
|
||||
"auto_refresh": False,
|
||||
"quote_count": len(daily),
|
||||
"updated_at": now.isoformat(timespec="seconds"),
|
||||
"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"notice": notice,
|
||||
"indices": self._free_realtime_indices() if quote_source != "tushare_rt_k" else [],
|
||||
},
|
||||
"overview": _build_overview(daily, up_rows, down_rows, broken_rows),
|
||||
"limits": limits,
|
||||
@@ -207,6 +235,62 @@ class DashboardMixin:
|
||||
}
|
||||
return apply_sentiment_to_dashboard(dashboard)
|
||||
|
||||
def _realtime_aggregator(self):
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
if aggregator is None:
|
||||
raise TushareError("免费实时源未配置")
|
||||
return aggregator
|
||||
|
||||
def _load_realtime_quotes(
|
||||
self,
|
||||
codes: str,
|
||||
trade_date: str,
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
hub = getattr(self, "try_market_quotes", None)
|
||||
if callable(hub):
|
||||
quotes = hub(trade_date)
|
||||
if quotes:
|
||||
return list(quotes), "datahub"
|
||||
named = getattr(self, "try_quotes", None)
|
||||
code_list = [item for item in str(codes or "").split(",") if item]
|
||||
if callable(named) and code_list:
|
||||
collected: list[dict[str, Any]] = []
|
||||
for index in range(0, len(code_list), 60):
|
||||
collected.extend(named(code_list[index:index + 60]) or [])
|
||||
if collected:
|
||||
delayed = any(item.get("delayed") for item in collected)
|
||||
return collected, "datahub_delayed" if delayed else "datahub"
|
||||
try:
|
||||
quotes = self.query("rt_k", {"ts_code": codes})
|
||||
if quotes:
|
||||
delayed = any(item.get("delayed") for item in quotes)
|
||||
return list(quotes), "datahub_delayed" if delayed else "datahub"
|
||||
except TushareError as exc:
|
||||
raise TushareError(f"当天盘中实时行情不可用:{exc}") from exc
|
||||
raise TushareError("当天盘中实时行情不可用:数据中枢未返回可用行情")
|
||||
|
||||
def _mark_quote_legacy(self, source: str, error: str = "") -> None:
|
||||
marker = getattr(self, "record_datahub_legacy", None)
|
||||
if callable(marker):
|
||||
marker("quotes", source, error)
|
||||
|
||||
def _free_realtime_quotes(
|
||||
self,
|
||||
trade_date: str,
|
||||
codes: str = "",
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
del trade_date, codes
|
||||
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
|
||||
|
||||
def _free_realtime_indices(self) -> list[dict[str, Any]]:
|
||||
hub = getattr(self, "try_index_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub()
|
||||
converted = [item for item in (_hub_index_quote(row) for row in rows or []) if item]
|
||||
if converted:
|
||||
return converted
|
||||
return []
|
||||
|
||||
def _load_realtime_reference(
|
||||
self,
|
||||
trade_date: str,
|
||||
@@ -234,7 +318,7 @@ class DashboardMixin:
|
||||
{"trade_date": previous_trade_date},
|
||||
"ts_code,trade_date,total_share,float_share,free_share,total_mv,circ_mv",
|
||||
)
|
||||
if not basic_rows or not price_limits:
|
||||
if not basic_rows:
|
||||
raise TushareError(f"Realtime reference data is incomplete for {trade_date}")
|
||||
result = {
|
||||
"basic_rows": basic_rows,
|
||||
@@ -254,10 +338,9 @@ class DashboardMixin:
|
||||
ts_code: str,
|
||||
reference_date: str = "",
|
||||
) -> dict[str, Any]:
|
||||
rows = self.query("rt_k", {"ts_code": ts_code})
|
||||
if not rows:
|
||||
row = self._realtime_quote_row(ts_code, reference_date)
|
||||
if not row:
|
||||
raise TushareError(f"No realtime quote returned for {ts_code}")
|
||||
row = rows[0]
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
@@ -341,10 +424,24 @@ class DashboardMixin:
|
||||
"float_share_10k": float_share,
|
||||
"capital_trade_date": str(capital.get("trade_date") or ""),
|
||||
"turnover_source": "rt_volume/latest_float_share" if float_share else "unavailable",
|
||||
"data_source": "tushare",
|
||||
"data_source": str(row.get("source") or "tushare"),
|
||||
"realtime": True,
|
||||
}
|
||||
|
||||
def _realtime_quote_row(self, ts_code: str, reference_date: str = "") -> dict[str, Any]:
|
||||
hub = getattr(self, "try_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub([ts_code]) or []
|
||||
if rows:
|
||||
return dict(rows[0])
|
||||
try:
|
||||
rows = self.query("rt_k", {"ts_code": ts_code})
|
||||
if rows:
|
||||
return dict(rows[0])
|
||||
except TushareError:
|
||||
pass
|
||||
return {}
|
||||
|
||||
def _stock_activity_metrics(
|
||||
self,
|
||||
ts_code: str,
|
||||
@@ -462,7 +559,7 @@ class DashboardMixin:
|
||||
for row in reference.get("basic_rows") or []
|
||||
if row.get("ts_code")
|
||||
]
|
||||
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
|
||||
quotes, quote_source = self._load_realtime_quotes(",".join(codes), trade_date)
|
||||
rows = [
|
||||
row for row in quotes
|
||||
if _number(row.get("close")) > 0 and _number(row.get("pre_close")) > 0
|
||||
@@ -608,6 +705,31 @@ def _build_yesterday_performance(
|
||||
return result
|
||||
|
||||
|
||||
def _hub_index_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
code = str(row.get("code") or ts_code.split(".")[0])
|
||||
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
previous = _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
)
|
||||
if close <= 0 or previous <= 0:
|
||||
return None
|
||||
amount = _number(row.get("amount"))
|
||||
amount_billion = _number(row.get("amount_billion"))
|
||||
if not amount_billion and amount:
|
||||
amount_billion = round(amount / 100_000_000, 2)
|
||||
return {
|
||||
"code": code,
|
||||
"name": str(row.get("name") or code),
|
||||
"price": close,
|
||||
"change": _number(row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change")),
|
||||
"previous_close": previous,
|
||||
"amount_billion": amount_billion,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": "datahub",
|
||||
}
|
||||
|
||||
|
||||
def _build_limit_performance(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
result = []
|
||||
for level in sorted({int(row.get("prior_streak") or 1) for row in rows}, reverse=True):
|
||||
|
||||
@@ -6,12 +6,72 @@ from typing import Any
|
||||
from backend.data.numbers import finite_number as _number
|
||||
|
||||
|
||||
def calendar_is_open(value: Any) -> bool:
|
||||
if value in (True, 1, "1", "Y", "y"):
|
||||
return True
|
||||
if value in (False, 0, "0", "N", "n", None, ""):
|
||||
return False
|
||||
try:
|
||||
return int(value) == 1
|
||||
except (TypeError, ValueError):
|
||||
return False
|
||||
|
||||
|
||||
def _text(value: Any) -> str:
|
||||
if isinstance(value, (list, tuple, set)):
|
||||
return "、".join(str(item).strip() for item in value if str(item).strip())
|
||||
return str(value or "").strip()
|
||||
|
||||
|
||||
def _optional_number(value: Any) -> float | None:
|
||||
if value in (None, "", "-"):
|
||||
return None
|
||||
number = _number(value, default=float("nan"))
|
||||
if number != number:
|
||||
return None
|
||||
return number
|
||||
|
||||
|
||||
def _moneyflow_payload(flow: dict[str, Any] | None) -> dict[str, Any]:
|
||||
if not flow:
|
||||
return {
|
||||
"available": False,
|
||||
"net_million": None,
|
||||
"large_million": None,
|
||||
"medium_million": None,
|
||||
"small_million": None,
|
||||
}
|
||||
net = _optional_number(flow.get("net_mf_amount"))
|
||||
buy_lg = _optional_number(flow.get("buy_lg_amount"))
|
||||
sell_lg = _optional_number(flow.get("sell_lg_amount"))
|
||||
buy_elg = _optional_number(flow.get("buy_elg_amount"))
|
||||
sell_elg = _optional_number(flow.get("sell_elg_amount"))
|
||||
buy_md = _optional_number(flow.get("buy_md_amount"))
|
||||
sell_md = _optional_number(flow.get("sell_md_amount"))
|
||||
buy_sm = _optional_number(flow.get("buy_sm_amount"))
|
||||
sell_sm = _optional_number(flow.get("sell_sm_amount"))
|
||||
large = None
|
||||
if None not in (buy_lg, sell_lg, buy_elg, sell_elg):
|
||||
large = (buy_lg + buy_elg - sell_lg - sell_elg)
|
||||
elif _optional_number(flow.get("large_amount")) is not None:
|
||||
large = _optional_number(flow.get("large_amount"))
|
||||
medium = None if None in (buy_md, sell_md) else (buy_md - sell_md)
|
||||
if medium is None:
|
||||
medium = _optional_number(flow.get("medium_amount"))
|
||||
small = None if None in (buy_sm, sell_sm) else (buy_sm - sell_sm)
|
||||
if small is None:
|
||||
small = _optional_number(flow.get("small_amount"))
|
||||
if net is None and large is None and medium is None and small is None:
|
||||
return _moneyflow_payload(None)
|
||||
return {
|
||||
"available": True,
|
||||
"net_million": None if net is None else round(net / 100, 2),
|
||||
"large_million": None if large is None else round(large / 100, 2),
|
||||
"medium_million": None if medium is None else round(medium / 100, 2),
|
||||
"small_million": None if small is None else round(small / 100, 2),
|
||||
}
|
||||
|
||||
|
||||
def _prices_equal(left: Any, right: Any) -> bool:
|
||||
if left is None or right is None:
|
||||
return False
|
||||
|
||||
@@ -59,6 +59,73 @@ class IndexMixin:
|
||||
}
|
||||
|
||||
def realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
hub = getattr(self, "try_index_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub()
|
||||
if rows:
|
||||
return self._hub_realtime_market_indices(requested_date, rows)
|
||||
raise TushareError("Realtime index quotes are incomplete")
|
||||
|
||||
def _hub_realtime_market_indices(
|
||||
self,
|
||||
requested_date: str,
|
||||
rows: list[dict[str, Any]],
|
||||
) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
index_names = {
|
||||
"000001.SH": "上证指数",
|
||||
"399001.SZ": "深证成指",
|
||||
"399006.SZ": "创业板指",
|
||||
}
|
||||
by_code = {str(row.get("ts_code") or ""): row for row in rows}
|
||||
by_symbol = {str(row.get("code") or ""): row for row in rows}
|
||||
indices = []
|
||||
for ts_code, name in index_names.items():
|
||||
row = by_code.get(ts_code) or by_symbol.get(ts_code.split(".")[0])
|
||||
if not row:
|
||||
continue
|
||||
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
previous_close = _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
)
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
amount = _number(row.get("amount"))
|
||||
amount_billion = _number(row.get("amount_billion"))
|
||||
if not amount_billion and amount:
|
||||
amount_billion = round(amount / 100_000_000, 2)
|
||||
indices.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": str(row.get("name") or name).strip(),
|
||||
"trade_date": trade_date,
|
||||
"close": close,
|
||||
"pct_chg": round(
|
||||
_number(row.get("pct_chg")) or (close / previous_close - 1) * 100,
|
||||
3,
|
||||
),
|
||||
"return_5d": 0,
|
||||
"amount_billion": amount_billion,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": "datahub",
|
||||
}
|
||||
)
|
||||
if len(indices) != 3:
|
||||
raise TushareError("Realtime index quotes are incomplete")
|
||||
return {
|
||||
"trade_date": trade_date,
|
||||
"source": "datahub",
|
||||
"realtime": True,
|
||||
"precise": True,
|
||||
"indices": indices,
|
||||
"aggregate": {
|
||||
"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
|
||||
"average_return_5d": 0,
|
||||
"average_return_20d": 0,
|
||||
},
|
||||
}
|
||||
|
||||
def _tushare_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
index_names = {
|
||||
"000001.SH": "上证指数",
|
||||
@@ -116,3 +183,7 @@ class IndexMixin:
|
||||
"average_return_20d": 0,
|
||||
},
|
||||
}
|
||||
|
||||
def _free_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
del requested_date
|
||||
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
|
||||
|
||||
@@ -1,11 +1,16 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from datetime import datetime, timedelta
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
_SW_MEMBER_TTL = timedelta(hours=24)
|
||||
_SW_MEMBER_DIR = Path(__file__).resolve().parents[3] / "data" / "cache" / "sw_members"
|
||||
|
||||
|
||||
class ShenwanIndustryMixin:
|
||||
def sw_stock_industry(self, ts_code: str, trade_date: str) -> dict[str, Any]:
|
||||
@@ -132,21 +137,63 @@ class ShenwanIndustryMixin:
|
||||
actual_trade_date = str(daily.get("trade_date") or "")
|
||||
outer_precise = actual_trade_date == trade_date
|
||||
outer_error = "" if outer_precise else (
|
||||
f"No Shenwan daily returned for {sector_code} on {trade_date}"
|
||||
f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
|
||||
)
|
||||
outer_source = "tushare_sw_daily" if outer_precise else "unavailable"
|
||||
if not outer_precise and allow_realtime_close:
|
||||
try:
|
||||
return self._sw_realtime_sector_snapshot(
|
||||
industry,
|
||||
members,
|
||||
inner_ok = bool(member_rows) and not coverage_issue
|
||||
if inner_ok:
|
||||
sw_row, rt_source, rt_error = self._sw_outer_realtime(
|
||||
sector_code,
|
||||
str(industry.get("l2_name") or ""),
|
||||
trade_date,
|
||||
previous_trade_date,
|
||||
finalized=True,
|
||||
)
|
||||
except TushareError as exc:
|
||||
outer_error = f"{outer_error}; realtime close fallback failed: {exc}"
|
||||
if sw_row:
|
||||
daily = sw_row
|
||||
actual_trade_date = str(
|
||||
sw_row.get("quote_date") or sw_row.get("trade_date") or ""
|
||||
)
|
||||
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
|
||||
quote_clock = (
|
||||
trade_time[11:19]
|
||||
if len(trade_time) >= 19
|
||||
else str(sw_row.get("quote_clock") or "")
|
||||
)
|
||||
outer_precise = actual_trade_date == trade_date
|
||||
if quote_clock and quote_clock < "15:00:00":
|
||||
outer_precise = False
|
||||
outer_source = rt_source or "eastmoney_sw"
|
||||
outer_error = "" if outer_precise else (
|
||||
rt_error or f"申万行业 {sector_code} 免费实时尚未形成收盘快照"
|
||||
)
|
||||
else:
|
||||
outer_error = rt_error or outer_error
|
||||
else:
|
||||
try:
|
||||
snapshot = self._sw_realtime_sector_snapshot(
|
||||
industry,
|
||||
members,
|
||||
trade_date,
|
||||
previous_trade_date,
|
||||
finalized=True,
|
||||
)
|
||||
snapshot.update({
|
||||
"raw_member_count": raw_member_count,
|
||||
"excluded_member_count": len(excluded_members),
|
||||
"excluded_members": excluded_members,
|
||||
})
|
||||
return snapshot
|
||||
except TushareError:
|
||||
outer_error = f"{outer_error}; 免费实时成分暂不可用"
|
||||
|
||||
official_change = _number(daily.get("pct_change")) if outer_precise else None
|
||||
official_change = None
|
||||
if outer_precise:
|
||||
official_change = _number(
|
||||
daily.get("pct_change")
|
||||
if daily.get("pct_change") not in (None, "")
|
||||
else daily.get("change")
|
||||
)
|
||||
return {
|
||||
"code": sector_code,
|
||||
"name": industry.get("l2_name") or daily.get("name") or sector_code,
|
||||
@@ -173,9 +220,9 @@ class ShenwanIndustryMixin:
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"count": 0,
|
||||
"max_streak": 0,
|
||||
"source": "tushare_sw_daily+member_daily" if outer_precise else "tushare_member_daily",
|
||||
"source": f"{outer_source}+tushare_member_daily" if outer_precise else "tushare_member_daily",
|
||||
"inner_source": "tushare_member_daily",
|
||||
"outer_source": "tushare_sw_daily" if outer_precise else "unavailable",
|
||||
"outer_source": outer_source,
|
||||
"taxonomy": "sw_l2",
|
||||
"industry": industry,
|
||||
"trade_date": trade_date,
|
||||
@@ -189,7 +236,7 @@ class ShenwanIndustryMixin:
|
||||
"inner_error": inner_error,
|
||||
"outer_error": outer_error,
|
||||
"schema_version": 6,
|
||||
"methodology": "外显使用申万二级行业官方日线;内核独立使用当日成分日线宽度与等权涨跌聚合",
|
||||
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核优先使用当日成分日线,不调用 rt_sw_k",
|
||||
}
|
||||
|
||||
def _sw_sector_members(
|
||||
@@ -197,23 +244,100 @@ class ShenwanIndustryMixin:
|
||||
sector_code: str,
|
||||
trade_date: str,
|
||||
) -> list[dict[str, Any]]:
|
||||
rows = []
|
||||
for is_new in ("Y", "N"):
|
||||
rows.extend(
|
||||
self.query(
|
||||
"index_member_all",
|
||||
{"l2_code": sector_code, "is_new": is_new},
|
||||
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
|
||||
cached_rows = self._read_local_sw_members(sector_code)
|
||||
if cached_rows is not None:
|
||||
return _active_members(cached_rows, trade_date)
|
||||
rows: list[dict[str, Any]] = []
|
||||
try:
|
||||
for is_new in ("Y", "N"):
|
||||
rows.extend(
|
||||
self.query(
|
||||
"index_member_all",
|
||||
{"l2_code": sector_code, "is_new": is_new},
|
||||
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
|
||||
)
|
||||
)
|
||||
except TushareError:
|
||||
stale = self._read_local_sw_members(sector_code, allow_stale=True) or []
|
||||
if stale:
|
||||
return _active_members(stale, trade_date)
|
||||
raise
|
||||
reconciled = _reconcile_membership_rows(rows)
|
||||
self._write_local_sw_members(sector_code, reconciled)
|
||||
return _active_members(reconciled, trade_date)
|
||||
|
||||
def _read_local_sw_members(
|
||||
self,
|
||||
sector_code: str,
|
||||
allow_stale: bool = False,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
now = datetime.now().astimezone()
|
||||
cache = getattr(self, "_sw_member_cache", None)
|
||||
lock = getattr(self, "_sw_member_lock", None)
|
||||
if isinstance(cache, dict) and lock is not None:
|
||||
with lock:
|
||||
packed = cache.get(sector_code)
|
||||
if isinstance(packed, dict):
|
||||
loaded_at = packed.get("loaded_at")
|
||||
rows = packed.get("rows")
|
||||
fresh = (
|
||||
isinstance(loaded_at, datetime)
|
||||
and now - loaded_at < _SW_MEMBER_TTL
|
||||
)
|
||||
if isinstance(rows, list) and (fresh or allow_stale):
|
||||
return [dict(item) for item in rows]
|
||||
path = _sw_member_path(sector_code)
|
||||
if not path.exists():
|
||||
return None
|
||||
try:
|
||||
payload = json.loads(path.read_text(encoding="utf-8"))
|
||||
except (OSError, json.JSONDecodeError):
|
||||
return None
|
||||
rows = list(payload.get("rows") or [])
|
||||
updated = str(payload.get("updated_at") or "")
|
||||
fresh = False
|
||||
try:
|
||||
stamped = datetime.fromisoformat(updated)
|
||||
if stamped.tzinfo is None:
|
||||
stamped = stamped.replace(tzinfo=now.tzinfo)
|
||||
fresh = now - stamped.astimezone(now.tzinfo) < _SW_MEMBER_TTL
|
||||
except ValueError:
|
||||
fresh = False
|
||||
if rows and (fresh or allow_stale):
|
||||
self._remember_sw_members(sector_code, rows)
|
||||
return rows
|
||||
return None
|
||||
|
||||
def _write_local_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
|
||||
packed = [dict(item) for item in rows]
|
||||
self._remember_sw_members(sector_code, packed)
|
||||
path = _sw_member_path(sector_code)
|
||||
try:
|
||||
path.parent.mkdir(parents=True, exist_ok=True)
|
||||
path.write_text(
|
||||
json.dumps(
|
||||
{
|
||||
"sector_code": sector_code,
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
"rows": packed,
|
||||
},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
deduped: dict[str, dict[str, Any]] = {}
|
||||
for row in _reconcile_membership_rows(rows):
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code and _membership_active_on(row, trade_date):
|
||||
current = deduped.get(code)
|
||||
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
|
||||
deduped[code] = row
|
||||
return list(deduped.values())
|
||||
except OSError:
|
||||
pass
|
||||
|
||||
def _remember_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
|
||||
cache = getattr(self, "_sw_member_cache", None)
|
||||
lock = getattr(self, "_sw_member_lock", None)
|
||||
if not isinstance(cache, dict) or lock is None:
|
||||
return
|
||||
with lock:
|
||||
cache[sector_code] = {
|
||||
"loaded_at": datetime.now().astimezone(),
|
||||
"rows": [dict(item) for item in rows],
|
||||
}
|
||||
|
||||
def sw_sector_members(self, sector_code: str, trade_date: str) -> list[dict[str, Any]]:
|
||||
"""Return constituents active in a Shenwan L2 industry on the target date."""
|
||||
@@ -311,37 +435,37 @@ class ShenwanIndustryMixin:
|
||||
finalized: bool = False,
|
||||
) -> dict[str, Any]:
|
||||
sector_code = str(industry.get("l2_code") or "")
|
||||
sw_rows = self.query(
|
||||
"rt_sw_k",
|
||||
{"ts_code": sector_code},
|
||||
"ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
|
||||
sw_row, outer_source, outer_error = self._sw_outer_realtime(
|
||||
sector_code,
|
||||
str(industry.get("l2_name") or ""),
|
||||
trade_date,
|
||||
finalized=finalized,
|
||||
)
|
||||
sw_row = sw_rows[0] if sw_rows else {}
|
||||
trade_time = str(sw_row.get("trade_time") or "")
|
||||
quote_date = trade_time[:10].replace("-", "")
|
||||
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else ""
|
||||
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
|
||||
quote_date = str(sw_row.get("quote_date") or trade_time[:10].replace("-", ""))
|
||||
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else str(sw_row.get("quote_clock") or "")
|
||||
outer_precise = bool(sw_row and quote_date == trade_date)
|
||||
if finalized and (not quote_clock or quote_clock < "15:00:00"):
|
||||
if finalized and quote_clock and quote_clock < "15:00:00":
|
||||
outer_precise = False
|
||||
official_change = _number(sw_row.get("pct_change"))
|
||||
official_change = _number(sw_row.get("pct_change") if sw_row.get("pct_change") not in (None, "") else sw_row.get("change"))
|
||||
if not official_change:
|
||||
close = _number(sw_row.get("close"))
|
||||
pre_close = _number(sw_row.get("pre_close"))
|
||||
close = _number(sw_row.get("close") if sw_row.get("close") not in (None, "") else sw_row.get("price"))
|
||||
pre_close = _number(sw_row.get("pre_close") if sw_row.get("pre_close") not in (None, "") else sw_row.get("previous_close"))
|
||||
official_change = (close / pre_close - 1) * 100 if close and pre_close else 0
|
||||
if not outer_precise:
|
||||
official_change = None
|
||||
outer_error = ""
|
||||
if not sw_row:
|
||||
outer_error = f"No Shenwan realtime index returned for {sector_code}"
|
||||
elif quote_date != trade_date:
|
||||
outer_error = f"Shenwan realtime index date is {quote_date or 'unknown'}, expected {trade_date}"
|
||||
elif finalized and (not quote_clock or quote_clock < "15:00:00"):
|
||||
outer_error = f"Shenwan realtime index is not a close snapshot ({trade_time})"
|
||||
if not sw_row and not outer_error:
|
||||
outer_error = f"申万行业 {sector_code} 当日外显待盘后正式数据或免费实时源"
|
||||
elif quote_date and quote_date != trade_date:
|
||||
outer_error = f"申万实时行业日期是 {quote_date},期望 {trade_date}"
|
||||
elif finalized and quote_clock and quote_clock < "15:00:00":
|
||||
outer_error = f"申万行业尚未形成收盘快照({trade_time})"
|
||||
|
||||
valid: list[dict[str, Any]] = []
|
||||
codes: list[str] = []
|
||||
reference: dict[str, Any] = {}
|
||||
inner_error = ""
|
||||
inner_source = "unavailable"
|
||||
try:
|
||||
reference = self._load_realtime_reference(trade_date, previous_trade_date)
|
||||
active_codes = {
|
||||
@@ -352,20 +476,27 @@ class ShenwanIndustryMixin:
|
||||
codes = [
|
||||
str(row.get("ts_code") or "")
|
||||
for row in members
|
||||
if str(row.get("ts_code") or "") in active_codes
|
||||
if str(row.get("ts_code") or "")
|
||||
]
|
||||
if codes:
|
||||
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
|
||||
for row in quotes:
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
valid.append({**row, "change": (close / previous_close - 1) * 100})
|
||||
else:
|
||||
if active_codes:
|
||||
listed = [code for code in codes if code in active_codes]
|
||||
if listed:
|
||||
codes = listed
|
||||
quotes, inner_source = self._load_member_realtime_quotes(codes, trade_date)
|
||||
for row in quotes:
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
valid.append({**row, "change": (close / previous_close - 1) * 100})
|
||||
if not codes:
|
||||
inner_error = f"No active Shenwan members returned for {sector_code}"
|
||||
elif not quotes:
|
||||
inner_error = f"申万成分实时行情暂不可用:{sector_code}"
|
||||
except TushareError as exc:
|
||||
inner_error = str(exc)
|
||||
if "rt_k" in inner_error or "权限" in inner_error:
|
||||
inner_error = "申万成分实时行情暂不可用,已避开无权限接口"
|
||||
|
||||
coverage = len(valid) / max(len(codes), 1) * 100
|
||||
valid_codes = {str(item.get("ts_code") or "") for item in valid}
|
||||
@@ -390,16 +521,18 @@ class ShenwanIndustryMixin:
|
||||
}
|
||||
equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
|
||||
amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
|
||||
market_rows: list[dict[str, Any]] = []
|
||||
try:
|
||||
self._ensure_realtime_market_cache(trade_date)
|
||||
with self._realtime_reference_lock:
|
||||
market_rows = list(
|
||||
(self._latest_realtime_market.get(trade_date) or {}).get("rows") or []
|
||||
)
|
||||
market_rows = self._ensure_realtime_market_cache(trade_date)
|
||||
except TushareError as exc:
|
||||
market_rows = []
|
||||
inner_precise = False
|
||||
inner_error = inner_error or str(exc)
|
||||
message = str(exc)
|
||||
if "rt_k" in message or "权限" in message:
|
||||
market_error = "全市场实时行情暂不可用,已避开无权限接口"
|
||||
else:
|
||||
market_error = message
|
||||
if not valid:
|
||||
inner_precise = False
|
||||
inner_error = inner_error or market_error
|
||||
capital_map = {
|
||||
str(item.get("ts_code") or ""): item
|
||||
for item in reference.get("capital_rows") or []
|
||||
@@ -408,20 +541,28 @@ class ShenwanIndustryMixin:
|
||||
for item in valid:
|
||||
capital = capital_map.get(str(item.get("ts_code") or ""), {})
|
||||
float_share = _number(capital.get("float_share"))
|
||||
if float_share:
|
||||
sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
|
||||
volume = _number(item.get("vol"))
|
||||
if float_share and volume:
|
||||
# 免费源成交量为股;daily_basic.float_share 为万股。
|
||||
sector_turnovers.append(volume / float_share / 100)
|
||||
market_turnovers = []
|
||||
for item in market_rows:
|
||||
capital = capital_map.get(str(item.get("ts_code") or ""), {})
|
||||
float_share = _number(capital.get("float_share"))
|
||||
if float_share:
|
||||
market_turnovers.append(_number(item.get("vol")) / float_share / 100)
|
||||
volume = _number(item.get("vol"))
|
||||
if float_share and volume:
|
||||
market_turnovers.append(volume / float_share / 100)
|
||||
average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
|
||||
market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
|
||||
relative_turnover = average_turnover / market_turnover if market_turnover else 0
|
||||
if not relative_turnover:
|
||||
inner_precise = False
|
||||
inner_error = inner_error or "Shenwan member relative turnover is unavailable"
|
||||
delayed = "delayed" in str(inner_source) or any(item.get("delayed") for item in valid)
|
||||
delay_seconds = max((int(item.get("delay_seconds") or 0) for item in valid), default=0)
|
||||
delay_notice = ""
|
||||
if delayed:
|
||||
delay_notice = next(
|
||||
(str(item.get("delay_notice") or "") for item in valid if item.get("delay_notice")),
|
||||
"",
|
||||
) or f"主备免费行情均暂不可用,显示最近一次真实快照(延迟 {delay_seconds} 秒)"
|
||||
return {
|
||||
"code": sector_code,
|
||||
"name": str(industry.get("l2_name") or sw_row.get("name") or ""),
|
||||
@@ -447,9 +588,9 @@ class ShenwanIndustryMixin:
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"count": sum(item["change"] >= 9.5 for item in valid),
|
||||
"max_streak": 0,
|
||||
"source": "tushare_rt_sw_k+sw_members_rt_k",
|
||||
"inner_source": "tushare_sw_members+rt_k",
|
||||
"outer_source": "tushare_rt_sw_k",
|
||||
"source": f"{outer_source or 'unavailable'}+{inner_source}",
|
||||
"inner_source": inner_source,
|
||||
"outer_source": outer_source or "unavailable",
|
||||
"taxonomy": "sw_l2",
|
||||
"industry": industry,
|
||||
"trade_date": trade_date,
|
||||
@@ -463,10 +604,96 @@ class ShenwanIndustryMixin:
|
||||
"precise": inner_precise and outer_precise,
|
||||
"inner_error": inner_error,
|
||||
"outer_error": outer_error,
|
||||
"delayed": delayed,
|
||||
"delay_seconds": delay_seconds,
|
||||
"delay_notice": delay_notice,
|
||||
"schema_version": 6,
|
||||
"methodology": "外显使用申万官方 rt_sw_k;内核独立使用申万成分 rt_k 宽度与相对换手聚合",
|
||||
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核使用数据中枢/免费实时成分,不调用 rt_sw_k",
|
||||
}
|
||||
|
||||
def _sw_outer_realtime(
|
||||
self,
|
||||
sector_code: str,
|
||||
sector_name: str,
|
||||
trade_date: str,
|
||||
finalized: bool = False,
|
||||
) -> tuple[dict[str, Any], str, str]:
|
||||
hub = getattr(self, "try_sector_quote", None)
|
||||
if callable(hub):
|
||||
try:
|
||||
row = hub(sector_code, "" if finalized else trade_date)
|
||||
except Exception as exc:
|
||||
message = str(exc)
|
||||
if finalized:
|
||||
return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
|
||||
return {}, "", f"数据中枢申万实时暂不可用:{message[:180]}"
|
||||
if row:
|
||||
return dict(row), str(row.get("source") or "datahub"), ""
|
||||
if finalized:
|
||||
return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
|
||||
return {}, "", f"申万行业 {sector_code} 当日外显待补充"
|
||||
|
||||
def _load_member_realtime_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
trade_date: str,
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
wanted = [str(code).strip() for code in codes if str(code or "").strip()]
|
||||
if not wanted:
|
||||
return [], "unavailable"
|
||||
best_rows: list[dict[str, Any]] = []
|
||||
best_source = "unavailable"
|
||||
|
||||
def consider(rows: list[dict[str, Any]] | None, source: str) -> list[dict[str, Any]]:
|
||||
nonlocal best_rows, best_source
|
||||
filtered = _filter_quotes_for_codes(rows, wanted)
|
||||
if len(filtered) > len(best_rows):
|
||||
best_rows = filtered
|
||||
best_source = source
|
||||
return filtered
|
||||
|
||||
hub_market = getattr(self, "try_market_quotes", None)
|
||||
if callable(hub_market):
|
||||
filtered = consider(hub_market(trade_date) or [], "datahub")
|
||||
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
|
||||
delayed = any(item.get("delayed") for item in filtered)
|
||||
return filtered, "datahub_delayed" if delayed else "datahub"
|
||||
|
||||
hub = getattr(self, "try_quotes", None)
|
||||
if callable(hub):
|
||||
collected: list[dict[str, Any]] = []
|
||||
for index in range(0, len(wanted), _QUOTE_BATCH):
|
||||
collected.extend(hub(wanted[index:index + _QUOTE_BATCH]) or [])
|
||||
filtered = consider(collected, "datahub")
|
||||
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
|
||||
delayed = any(item.get("delayed") for item in filtered)
|
||||
return filtered, "datahub_delayed" if delayed else "datahub"
|
||||
|
||||
if best_rows:
|
||||
delayed = any(item.get("delayed") for item in best_rows)
|
||||
if delayed and not str(best_source).endswith("_delayed"):
|
||||
return best_rows, f"{best_source}_delayed"
|
||||
return best_rows, best_source
|
||||
return [], "unavailable"
|
||||
|
||||
|
||||
_QUOTE_BATCH = 60
|
||||
|
||||
|
||||
def _filter_quotes_for_codes(
|
||||
rows: list[dict[str, Any]] | None,
|
||||
codes: list[str],
|
||||
) -> list[dict[str, Any]]:
|
||||
wanted = {str(code) for code in codes if code}
|
||||
filtered: list[dict[str, Any]] = []
|
||||
seen: set[str] = set()
|
||||
for row in rows or []:
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
if ts_code in wanted and ts_code not in seen:
|
||||
seen.add(ts_code)
|
||||
filtered.append(row)
|
||||
return filtered
|
||||
|
||||
|
||||
def _filter_members_by_listing(
|
||||
members: list[dict[str, Any]],
|
||||
@@ -568,6 +795,22 @@ def _reconcile_membership_rows(rows: list[dict[str, Any]]) -> list[dict[str, Any
|
||||
return list(reconciled.values())
|
||||
|
||||
|
||||
def _sw_member_path(sector_code: str) -> Path:
|
||||
safe = "".join(ch if ch.isalnum() or ch in "._-" else "_" for ch in str(sector_code or ""))
|
||||
return _SW_MEMBER_DIR / f"{safe or 'unknown'}.json"
|
||||
|
||||
|
||||
def _active_members(rows: list[dict[str, Any]], trade_date: str) -> list[dict[str, Any]]:
|
||||
deduped: dict[str, dict[str, Any]] = {}
|
||||
for row in rows:
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code and _membership_active_on(row, trade_date):
|
||||
current = deduped.get(code)
|
||||
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
|
||||
deduped[code] = dict(row)
|
||||
return list(deduped.values())
|
||||
|
||||
|
||||
def _match_sector_row(rows: list[dict[str, Any]], identifier: str) -> dict[str, Any] | None:
|
||||
if not rows:
|
||||
return None
|
||||
|
||||
@@ -5,13 +5,14 @@ from typing import Any
|
||||
|
||||
from backend.bootstrap.config import display_compact_date as _display_date
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_helpers import _moneyflow_payload
|
||||
|
||||
|
||||
class StockMixin:
|
||||
def stock_detail(self, ts_code: str, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
end = datetime.strptime(trade_date, "%Y%m%d")
|
||||
start_date = (end - timedelta(days=190)).strftime("%Y%m%d")
|
||||
start_date = (end - timedelta(days=400)).strftime("%Y%m%d")
|
||||
daily = self.query(
|
||||
"daily",
|
||||
{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
|
||||
@@ -41,7 +42,7 @@ class StockMixin:
|
||||
factor_map = {row["trade_date"]: _number(row.get("adj_factor"), 1) for row in factors}
|
||||
latest_factor = max(factor_map.values(), default=1) or 1
|
||||
prices = []
|
||||
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-90:]:
|
||||
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-250:]:
|
||||
factor = factor_map.get(row.get("trade_date"), latest_factor)
|
||||
ratio = factor / latest_factor
|
||||
prices.append(
|
||||
@@ -56,7 +57,7 @@ class StockMixin:
|
||||
"amount_billion": round(_number(row.get("amount")) / 100000, 2),
|
||||
}
|
||||
)
|
||||
flow = moneyflow[0] if moneyflow else {}
|
||||
flow = moneyflow[0] if moneyflow else None
|
||||
basic = basics[0] if basics else {}
|
||||
daily_basic = daily_basics[0] if daily_basics else {}
|
||||
latest = prices[-1] if prices else {}
|
||||
@@ -87,22 +88,7 @@ class StockMixin:
|
||||
"amount_billion": latest.get("amount_billion", 0),
|
||||
},
|
||||
"prices": prices,
|
||||
"moneyflow": {
|
||||
"net_million": round(_number(flow.get("net_mf_amount")) / 100, 2),
|
||||
"large_million": round(
|
||||
(_number(flow.get("buy_lg_amount")) + _number(flow.get("buy_elg_amount"))
|
||||
- _number(flow.get("sell_lg_amount")) - _number(flow.get("sell_elg_amount"))) / 100,
|
||||
2,
|
||||
),
|
||||
"medium_million": round(
|
||||
(_number(flow.get("buy_md_amount")) - _number(flow.get("sell_md_amount"))) / 100,
|
||||
2,
|
||||
),
|
||||
"small_million": round(
|
||||
(_number(flow.get("buy_sm_amount")) - _number(flow.get("sell_sm_amount"))) / 100,
|
||||
2,
|
||||
),
|
||||
},
|
||||
"moneyflow": _moneyflow_payload(flow),
|
||||
}
|
||||
|
||||
def stock_intraday(self, ts_code: str, requested_date: str) -> dict[str, Any]:
|
||||
|
||||
@@ -20,6 +20,8 @@ class TushareTransportMixin:
|
||||
params: dict[str, Any] | None = None,
|
||||
fields: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
if api_name == "rt_sw_k":
|
||||
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
|
||||
payload = json.dumps(
|
||||
{
|
||||
"api_name": api_name,
|
||||
|
||||
+521
-4
@@ -19,8 +19,22 @@ class RealtimeAggregateError(RuntimeError):
|
||||
|
||||
|
||||
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||
EASTMONEY_STOCK_URL = "https://push2.eastmoney.com/api/qt/stock/get"
|
||||
EASTMONEY_STOCK_FIELDS = "f43,f44,f45,f46,f47,f48,f57,f58,f60,f86,f168,f62,f66,f72,f78,f84"
|
||||
EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||
EASTMONEY_ZT_POOL_URL = "https://push2ex.eastmoney.com/getTopicZTPool"
|
||||
EASTMONEY_ZB_POOL_URL = "https://push2ex.eastmoney.com/getTopicZBPool"
|
||||
EASTMONEY_A_SHARE_BOARDS = (
|
||||
"m:0+t:6",
|
||||
"m:0+t:80",
|
||||
"m:1+t:2",
|
||||
"m:1+t:23",
|
||||
"m:0+t:81",
|
||||
)
|
||||
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
|
||||
EASTMONEY_MARKET_PAGE_SIZE = 100
|
||||
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||
TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
|
||||
THS_LIMIT_URL = "https://data.10jqka.com.cn/dataapi/limit_up/limit_up_pool"
|
||||
XGB_POOL_URL = "https://flash-api.xuangubao.cn/api/pool/detail"
|
||||
BROWSER_USER_AGENT = (
|
||||
@@ -134,6 +148,312 @@ class WebRealtimeAggregator:
|
||||
raise RealtimeAggregateError(f"Eastmoney returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def eastmoney_market_quotes(self, expected_date: str = "") -> list[dict[str, Any]]:
|
||||
"""Full A-share snapshot via Eastmoney clist, used when Tushare rt_k is unavailable."""
|
||||
now = time.time()
|
||||
cache_key = "assembled:eastmoney_market"
|
||||
with self._response_cache_lock:
|
||||
cached = self._response_cache.get(cache_key)
|
||||
cache_age = now - float((cached or {}).get("created_at") or 0)
|
||||
if cached and cache_age <= min(20, self.response_cache_ttl_seconds):
|
||||
quotes = list(cached.get("payload") or [])
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
rows: list[dict[str, Any]] = []
|
||||
board_errors: list[str] = []
|
||||
for board in EASTMONEY_A_SHARE_BOARDS:
|
||||
try:
|
||||
rows.extend(self._eastmoney_board_quotes(board))
|
||||
except Exception as exc:
|
||||
board_errors.append(f"{board}:{exc}")
|
||||
quotes = []
|
||||
seen: set[str] = set()
|
||||
for row in rows:
|
||||
quote = _normalize_eastmoney_quote(row)
|
||||
ts_code = str((quote or {}).get("ts_code") or "")
|
||||
if not quote or ts_code in seen:
|
||||
continue
|
||||
seen.add(ts_code)
|
||||
quotes.append(quote)
|
||||
if len(quotes) < 200:
|
||||
detail = f";{'; '.join(board_errors)}" if board_errors else ""
|
||||
raise RealtimeAggregateError(
|
||||
f"Eastmoney market snapshot too small: {len(quotes)}{detail}"
|
||||
)
|
||||
quotes = self._filter_quotes_by_date(quotes, expected_date)
|
||||
with self._response_cache_lock:
|
||||
self._response_cache[cache_key] = {"created_at": now, "payload": quotes}
|
||||
return quotes
|
||||
|
||||
def _eastmoney_board_quotes(self, board: str) -> list[dict[str, Any]]:
|
||||
first = self._eastmoney_market_page(board, 1)
|
||||
data = first.get("data") or {}
|
||||
rows = _diff_rows(data)
|
||||
total = int(_number(data.get("total")))
|
||||
page_count = 1
|
||||
if total > 0:
|
||||
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
|
||||
for page in range(2, min(page_count, 40) + 1):
|
||||
payload = self._eastmoney_market_page(board, page)
|
||||
rows.extend(_diff_rows(payload.get("data") or {}))
|
||||
return rows
|
||||
|
||||
def _eastmoney_market_page(self, board: str, page: int) -> dict[str, Any]:
|
||||
return self._get_json(
|
||||
EASTMONEY_SECTOR_URL,
|
||||
{
|
||||
"pn": str(page),
|
||||
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
|
||||
"po": "1",
|
||||
"np": "1",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fid": "f12",
|
||||
"fs": board,
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/center/gridlist.html",
|
||||
)
|
||||
|
||||
def _filter_quotes_by_date(
|
||||
self,
|
||||
quotes: list[dict[str, Any]],
|
||||
expected_date: str,
|
||||
) -> list[dict[str, Any]]:
|
||||
want = str(expected_date or "").replace("-", "")
|
||||
if not want or not quotes:
|
||||
return quotes
|
||||
dated = [item for item in quotes if str(item.get("quote_date") or "") == want]
|
||||
if dated and len(dated) >= max(100, int(len(quotes) * 0.2)):
|
||||
return dated
|
||||
if dated:
|
||||
return dated
|
||||
if all(not item.get("quote_date") for item in quotes):
|
||||
return quotes
|
||||
raise RealtimeAggregateError(f"Eastmoney quotes are not for {want}")
|
||||
|
||||
def tencent_market_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
quotes = self.tencent_stock_quotes(codes, expected_date="", minimum=200)
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
def tencent_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
minimum: int | None = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
symbols: list[str] = []
|
||||
seen: set[str] = set()
|
||||
for raw in codes:
|
||||
ts = str(raw or "").strip().upper()
|
||||
if not ts:
|
||||
continue
|
||||
symbol = ts.split(".")[0]
|
||||
if not symbol.isdigit() or len(symbol) != 6 or symbol in seen:
|
||||
continue
|
||||
seen.add(symbol)
|
||||
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
symbols.append(f"sh{symbol}")
|
||||
elif ts.endswith(".BJ") or symbol.startswith(("4", "8")):
|
||||
symbols.append(f"bj{symbol}")
|
||||
else:
|
||||
symbols.append(f"sz{symbol}")
|
||||
if not symbols:
|
||||
raise RealtimeAggregateError("No stock codes available for Tencent quotes")
|
||||
|
||||
quotes: list[dict[str, Any]] = []
|
||||
batch_size = 80
|
||||
|
||||
def load_batch(batch: list[str]) -> list[dict[str, Any]]:
|
||||
raw, _cache_age = self._get_text(
|
||||
f"{TENCENT_QUOTE_URL}{','.join(batch)}",
|
||||
referer="https://gu.qq.com/",
|
||||
encoding="gb18030",
|
||||
)
|
||||
return [
|
||||
quote
|
||||
for line in raw.splitlines()
|
||||
if (quote := _parse_tencent_stock_quote(line))
|
||||
]
|
||||
|
||||
batches = [symbols[index:index + batch_size] for index in range(0, len(symbols), batch_size)]
|
||||
errors: list[str] = []
|
||||
with ThreadPoolExecutor(max_workers=4) as executor:
|
||||
for result in executor.map(self._capture, [lambda batch=batch: load_batch(batch) for batch in batches]):
|
||||
rows, status = result
|
||||
if status.get("ok") and rows:
|
||||
quotes.extend(rows)
|
||||
elif not status.get("ok"):
|
||||
errors.append(str(status.get("error") or "batch failed"))
|
||||
floor = minimum if minimum is not None else max(1, int(len(symbols) * 0.5))
|
||||
if len(quotes) < floor:
|
||||
detail = f";{'; '.join(errors[:3])}" if errors else ""
|
||||
raise RealtimeAggregateError(
|
||||
f"Tencent quotes too small: {len(quotes)}/{len(symbols)}{detail}"
|
||||
)
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
symbol, _secid, ts_code = _a_share_identity(code)
|
||||
raw, _cache_age = self._get_text(
|
||||
f"{TENCENT_QUOTE_URL}{symbol}",
|
||||
referer="https://gu.qq.com/",
|
||||
encoding="gb18030",
|
||||
)
|
||||
quote = next(
|
||||
(
|
||||
item
|
||||
for line in raw.splitlines()
|
||||
if (item := _parse_tencent_stock_quote(line))
|
||||
),
|
||||
None,
|
||||
)
|
||||
if not quote:
|
||||
raise RealtimeAggregateError(f"Tencent stock quote unavailable for {ts_code}")
|
||||
return _require_quote_date(quote, expected_date)
|
||||
|
||||
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
_symbol, secid, ts_code = _a_share_identity(code)
|
||||
payload = self._get_json(
|
||||
EASTMONEY_STOCK_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"invt": "2",
|
||||
"fltt": "2",
|
||||
"fields": EASTMONEY_STOCK_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
quote = _normalize_eastmoney_stock_quote(payload.get("data") or {}, ts_code)
|
||||
if not quote:
|
||||
raise RealtimeAggregateError(f"Eastmoney stock quote unavailable for {ts_code}")
|
||||
return _require_quote_date(quote, expected_date)
|
||||
|
||||
def eastmoney_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
secids = []
|
||||
for code in codes:
|
||||
try:
|
||||
_symbol, secid, _ts = _a_share_identity(code)
|
||||
except RealtimeAggregateError:
|
||||
continue
|
||||
secids.append(secid)
|
||||
quotes: list[dict[str, Any]] = []
|
||||
for index in range(0, len(secids), 60):
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": ",".join(secids[index:index + 60]),
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
for row in _diff_rows(payload.get("data") or {}):
|
||||
quote = _normalize_eastmoney_quote(row)
|
||||
if quote:
|
||||
quotes.append(quote)
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
def eastmoney_shenwan_quote(
|
||||
self,
|
||||
ts_code: str,
|
||||
expected_date: str = "",
|
||||
) -> dict[str, Any]:
|
||||
code = str(ts_code or "").split(".")[0]
|
||||
if not code:
|
||||
raise RealtimeAggregateError("Invalid Shenwan code")
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": f"90.{code}",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
row = next((item for item in _diff_rows(payload.get("data") or {}) if item), None)
|
||||
if not row:
|
||||
raise RealtimeAggregateError(f"Eastmoney Shenwan quote missing for {code}")
|
||||
epoch = int(_number(row.get("f124")))
|
||||
quote_time = (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
)
|
||||
close = _number(row.get("f2"))
|
||||
previous = _number(row.get("f18"))
|
||||
if close <= 0 or previous <= 0:
|
||||
raise RealtimeAggregateError(f"Eastmoney Shenwan quote empty for {code}")
|
||||
result = {
|
||||
"ts_code": f"{code}.SI",
|
||||
"code": f"{code}.SI",
|
||||
"name": row.get("f14") or code,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"open": _number(row.get("f17")),
|
||||
"high": _number(row.get("f15")),
|
||||
"low": _number(row.get("f16")),
|
||||
"change": _number(row.get("f3")),
|
||||
"pct_change": _number(row.get("f3")),
|
||||
"amount": _number(row.get("f6")),
|
||||
"leader": row.get("f128") or "--",
|
||||
"leader_code": row.get("f140") or "",
|
||||
"leading_pct": _number(row.get("f136")),
|
||||
"up_count": int(_number(row.get("f104"))),
|
||||
"down_count": int(_number(row.get("f105"))),
|
||||
"quote_time": quote_time,
|
||||
"trade_time": quote_time,
|
||||
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_sw",
|
||||
}
|
||||
return _require_quote_date(result, expected_date) if expected_date else result
|
||||
|
||||
def eastmoney_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
|
||||
day = str(trade_date or "").replace("-", "")
|
||||
rows: list[dict[str, Any]] = []
|
||||
for url, limit_type in (
|
||||
(EASTMONEY_ZT_POOL_URL, "U"),
|
||||
(EASTMONEY_ZB_POOL_URL, "Z"),
|
||||
):
|
||||
try:
|
||||
payload = self._get_json(
|
||||
url,
|
||||
{
|
||||
"ut": "7eea3edcaed734bea9cbfc24409ed989",
|
||||
"dpt": "wz.ztzt",
|
||||
"PageIndex": "0",
|
||||
"PageSize": "200",
|
||||
"sort": "fbt:asc",
|
||||
"date": day,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/ztb/detail",
|
||||
)
|
||||
except RealtimeAggregateError:
|
||||
continue
|
||||
pool = (payload.get("data") or {}).get("pool") or []
|
||||
if isinstance(pool, dict):
|
||||
pool = list(pool.values())
|
||||
for item in pool:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
parsed = _normalize_eastmoney_limit_row(item, limit_type)
|
||||
if parsed:
|
||||
rows.append(parsed)
|
||||
return rows
|
||||
|
||||
def tencent_indices(self) -> list[dict[str, Any]]:
|
||||
raw, cache_age = self._get_text(
|
||||
TENCENT_INDEX_URL,
|
||||
@@ -185,11 +505,17 @@ class WebRealtimeAggregator:
|
||||
if not matched:
|
||||
raise RealtimeAggregateError(f"Eastmoney sector not found: {query}")
|
||||
epoch = int(_number(matched.get("f124")))
|
||||
quote_time = (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch else ""
|
||||
)
|
||||
return {
|
||||
"code": matched.get("f12") or "",
|
||||
"name": matched.get("f14") or query,
|
||||
"price": _number(matched.get("f2")),
|
||||
"close": _number(matched.get("f2")),
|
||||
"change": _number(matched.get("f3")),
|
||||
"pct_change": _number(matched.get("f3")),
|
||||
"change_amount": _number(matched.get("f4")),
|
||||
"turnover_rate": _number(matched.get("f8")),
|
||||
"up_count": int(_number(matched.get("f104"))),
|
||||
@@ -198,10 +524,9 @@ class WebRealtimeAggregator:
|
||||
"leader_code": matched.get("f140") or "",
|
||||
"leading_pct": _number(matched.get("f136")),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch else ""
|
||||
),
|
||||
"quote_time": quote_time,
|
||||
"trade_time": quote_time,
|
||||
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
|
||||
"source": "eastmoney_push2",
|
||||
"match_query": query,
|
||||
}
|
||||
@@ -397,6 +722,198 @@ class WebRealtimeAggregator:
|
||||
) from last_error
|
||||
|
||||
|
||||
def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
diff = data.get("diff") or []
|
||||
if isinstance(diff, dict):
|
||||
return [row for row in diff.values() if isinstance(row, dict)]
|
||||
return [row for row in diff if isinstance(row, dict)]
|
||||
|
||||
|
||||
def _a_share_identity(code: str) -> tuple[str, str, str]:
|
||||
raw = str(code or "").strip().upper()
|
||||
symbol = raw.split(".")[0]
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
raise RealtimeAggregateError("Invalid stock code")
|
||||
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
return f"sh{symbol}", f"1.{symbol}", f"{symbol}.SH"
|
||||
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
|
||||
return f"bj{symbol}", f"0.{symbol}", f"{symbol}.BJ"
|
||||
return f"sz{symbol}", f"0.{symbol}", f"{symbol}.SZ"
|
||||
|
||||
|
||||
def _require_quote_date(quote: dict[str, Any], expected_date: str) -> dict[str, Any]:
|
||||
want = str(expected_date or "").replace("-", "")
|
||||
got = str(quote.get("quote_date") or "")
|
||||
if want and got != want:
|
||||
raise RealtimeAggregateError(f"quote date {got or 'empty'} is not {want}")
|
||||
return quote
|
||||
|
||||
|
||||
def _normalize_eastmoney_stock_quote(
|
||||
row: dict[str, Any], ts_code: str
|
||||
) -> dict[str, Any] | None:
|
||||
close = _number(row.get("f43"))
|
||||
previous_close = _number(row.get("f60"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
epoch = int(_number(row.get("f86")))
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f58") or ts_code.split(".")[0],
|
||||
"pre_close": previous_close,
|
||||
"open": _number(row.get("f46")),
|
||||
"high": _number(row.get("f44")),
|
||||
"low": _number(row.get("f45")),
|
||||
"close": close,
|
||||
"vol": _number(row.get("f47")) * 100,
|
||||
"amount": _number(row.get("f48")),
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"turnover_rate": _number(row.get("f168")),
|
||||
"net_mf_amount": _eastmoney_flow_wan(row.get("f62")),
|
||||
"large_amount": _eastmoney_flow_wan(row.get("f62")),
|
||||
"medium_amount": _eastmoney_flow_wan(row.get("f78")),
|
||||
"small_amount": _eastmoney_flow_wan(row.get("f84")),
|
||||
"source": "eastmoney_stock",
|
||||
}
|
||||
|
||||
|
||||
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
|
||||
if '="' not in line:
|
||||
return None
|
||||
prefix, payload = line.split('="', 1)
|
||||
fields = payload.rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
return None
|
||||
symbol = fields[2]
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = _number(fields[3])
|
||||
previous_close = _number(fields[4])
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
marker = prefix.lower()
|
||||
if "sh" in marker:
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif "bj" in marker:
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
try:
|
||||
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
|
||||
quote_date = quote_time.strftime("%Y%m%d")
|
||||
epoch = int(quote_time.timestamp())
|
||||
except ValueError:
|
||||
quote_date = ""
|
||||
epoch = 0
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": fields[1] or symbol,
|
||||
"pre_close": previous_close,
|
||||
"open": _number(fields[5]),
|
||||
"high": _number(fields[33]),
|
||||
"low": _number(fields[34]),
|
||||
"close": close,
|
||||
"vol": _number(fields[6]) * 100,
|
||||
"amount": _number(fields[37]) * 10000,
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
|
||||
|
||||
def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("f12") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = _number(row.get("f2"))
|
||||
previous_close = _number(row.get("f18"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
market = int(_number(row.get("f13")))
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
epoch = int(_number(row.get("f124")))
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"pre_close": previous_close,
|
||||
"open": _number(row.get("f17")),
|
||||
"high": _number(row.get("f15")),
|
||||
"low": _number(row.get("f16")),
|
||||
"close": close,
|
||||
"vol": _number(row.get("f5")) * 100,
|
||||
"amount": _number(row.get("f6")),
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_clist",
|
||||
}
|
||||
|
||||
|
||||
def _eastmoney_flow_wan(value: Any) -> float | None:
|
||||
if value in (None, "", "-"):
|
||||
return None
|
||||
amount = _number(value, default=float("nan"))
|
||||
if amount != amount:
|
||||
return None
|
||||
return amount / 10000
|
||||
|
||||
|
||||
def _board_clock(value: Any) -> str:
|
||||
digits = "".join(character for character in str(value or "") if character.isdigit())
|
||||
if len(digits) >= 6:
|
||||
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
|
||||
if len(digits) == 5:
|
||||
digits = digits.zfill(6)
|
||||
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
|
||||
if len(digits) == 4:
|
||||
return f"{digits[:2]}:{digits[2:]}:00"
|
||||
return ""
|
||||
|
||||
|
||||
def _normalize_eastmoney_limit_row(row: dict[str, Any], limit_type: str) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("c") or row.get("code") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
market = int(_number(row.get("m") if row.get("m") not in (None, "") else row.get("market")))
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
first_time = _board_clock(row.get("fbt") if row.get("fbt") not in (None, "") else row.get("first_time"))
|
||||
last_time = _board_clock(row.get("lbt") if row.get("lbt") not in (None, "") else row.get("last_time"))
|
||||
fund = row.get("fund")
|
||||
if fund in (None, ""):
|
||||
fund = row.get("fd_amount")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("n") or row.get("name") or symbol,
|
||||
"limit_type": limit_type,
|
||||
"first_time": first_time or None,
|
||||
"last_time": last_time or None,
|
||||
"open_times": int(_number(row.get("zbc") if row.get("zbc") not in (None, "") else row.get("open_times"))),
|
||||
"limit_times": max(1, int(_number(row.get("lbc") if row.get("lbc") not in (None, "") else 1))),
|
||||
"turnover_ratio": _number(row.get("hs") if row.get("hs") not in (None, "") else row.get("turnover_ratio")),
|
||||
"fd_amount": _number(fund) if fund not in (None, "", "-") else None,
|
||||
"source": "eastmoney_zt_pool",
|
||||
}
|
||||
|
||||
|
||||
def _normalize_sector(value: Any) -> str:
|
||||
text = str(value or "").strip().replace(" ", "")
|
||||
for suffix in ("板块", "概念", "行业", "Ⅱ", "Ⅲ", "(A股)", "(A股)"):
|
||||
|
||||
@@ -283,9 +283,9 @@ class HeavenMarketContextMixin:
|
||||
) -> dict[str, Any] | None:
|
||||
"""Return the Shenwan L2 sector context for heaven trend.
|
||||
|
||||
观势行业层只使用申万二级行业。外显盘中使用 rt_sw_k、历史使用
|
||||
sw_daily;内核独立使用目标日期成分股行情聚合。收盘过渡期在
|
||||
sw_daily 入库前接受同日15:00后的 rt_sw_k 收盘快照。
|
||||
观势行业层只使用申万二级行业。外显优先使用已发布的 sw_daily,
|
||||
盘中及收盘过渡期使用免费申万实时行情;内核使用数据中枢或免费
|
||||
实时成分行情。不再调用无权限的 rt_sw_k / rt_k。
|
||||
"""
|
||||
cache_key = f"{trade_date}:{identifier.strip().lower()}"
|
||||
cached = self.database.get_data_snapshot("heaven_sector", cache_key)
|
||||
@@ -299,6 +299,14 @@ class HeavenMarketContextMixin:
|
||||
and not cached.get("realtime")
|
||||
and int(cached.get("schema_version") or 0) >= 6
|
||||
)
|
||||
cached_quotes = int((cached or {}).get("quote_count") or 0)
|
||||
cached_lkg = bool(
|
||||
cached
|
||||
and cached_date == trade_date
|
||||
and cached.get("taxonomy") == "sw_l2"
|
||||
and cached_quotes > 0
|
||||
and int(cached.get("schema_version") or 0) >= 6
|
||||
)
|
||||
if market_mode != "intraday" and cached_valid:
|
||||
return cached
|
||||
if not self.configured:
|
||||
@@ -311,8 +319,12 @@ class HeavenMarketContextMixin:
|
||||
allow_realtime_close=market_mode == "closed",
|
||||
)
|
||||
except TushareError as exc:
|
||||
if cached_valid:
|
||||
return cached
|
||||
if cached_lkg:
|
||||
delayed = dict(cached)
|
||||
delayed["delayed"] = True
|
||||
delayed["delay_notice"] = "主备免费行情均暂不可用,显示最近一次真实快照"
|
||||
delayed["realtime"] = market_mode == "intraday"
|
||||
return delayed
|
||||
return {
|
||||
"name": "",
|
||||
"code": "",
|
||||
@@ -323,12 +335,16 @@ class HeavenMarketContextMixin:
|
||||
"precise": False,
|
||||
"inner_precise": False,
|
||||
"outer_precise": False,
|
||||
"coverage": 0,
|
||||
"member_count": 0,
|
||||
"quote_count": 0,
|
||||
"error": f"申万二级行业数据获取失败:{exc}",
|
||||
}
|
||||
if not payload.get("realtime") and payload.get("precise"):
|
||||
if int(payload.get("quote_count") or 0) > 0:
|
||||
self.database.save_data_snapshot(
|
||||
"heaven_sector",
|
||||
cache_key,
|
||||
str(payload.get("source") or "tushare"),
|
||||
payload,
|
||||
)
|
||||
elif not payload.get("realtime") and payload.get("precise"):
|
||||
self.database.save_data_snapshot(
|
||||
"heaven_sector",
|
||||
cache_key,
|
||||
|
||||
@@ -243,6 +243,7 @@ class HeavenTrendMixin:
|
||||
"detail": (
|
||||
f"申万二级 {sector.get('name') or '--'} {sector.get('code') or '--'} "
|
||||
f"成分覆盖 {int(sector.get('quote_count') or 0)}/{int(sector.get('member_count') or 0)}"
|
||||
+ (";延迟快照" if sector.get("delayed") or sector.get("delay_notice") else "")
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -341,7 +342,9 @@ class HeavenTrendMixin:
|
||||
issues.append("行业外显缺少申万官方行情")
|
||||
if sector and sector_coverage_issue:
|
||||
issues.append(sector_coverage_issue)
|
||||
if sector.get("realtime") and not sector.get("relative_turnover"):
|
||||
if sector.get("delay_notice"):
|
||||
issues.append(str(sector.get("delay_notice")))
|
||||
if sector.get("realtime") and not sector.get("relative_turnover") and not sector.get("delayed"):
|
||||
issues.append("行业内核缺少相对全市场换手活跃度")
|
||||
|
||||
stock = stock or {}
|
||||
|
||||
@@ -2,6 +2,7 @@ from __future__ import annotations
|
||||
|
||||
import http.client
|
||||
import json
|
||||
import logging
|
||||
import re
|
||||
import time
|
||||
import urllib.error
|
||||
@@ -13,14 +14,20 @@ from threading import Lock
|
||||
from typing import Any, ClassVar
|
||||
|
||||
from backend.bootstrap.config import tushare_code as _stock_market_code
|
||||
from backend.data.providers.ifind_client import IfindError, IfindHttpClient
|
||||
from backend.data.providers.ifind_client import IfindError
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.charts")
|
||||
|
||||
|
||||
class ChartDataError(RuntimeError):
|
||||
pass
|
||||
|
||||
|
||||
DAILY_CHART_LIMIT = 45
|
||||
|
||||
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
|
||||
BROWSER_USER_AGENT = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
@@ -35,55 +42,186 @@ INDEX_SECIDS = {
|
||||
|
||||
|
||||
class MarketChartClient:
|
||||
"""Prefer iFinD for display charts and retain Eastmoney as a last resort."""
|
||||
"""Display charts are served by the data hub only."""
|
||||
|
||||
def __init__(self, ifind: IfindHttpClient, fallback: "EastmoneyChartClient") -> None:
|
||||
self.ifind = ifind
|
||||
self.fallback = fallback
|
||||
def __init__(self, datahub: Any = None) -> None:
|
||||
self.datahub = datahub
|
||||
self.ifind = None
|
||||
self.fallback = None
|
||||
|
||||
def stock_intraday(self, code: str) -> dict[str, Any]:
|
||||
normalized = str(code or "").strip()
|
||||
if not re.fullmatch(r"\d{6}", normalized):
|
||||
raise ChartDataError("Invalid stock code")
|
||||
ifind_code = _stock_market_code(normalized)
|
||||
try:
|
||||
return self._ifind_intraday(ifind_code, "stock", normalized)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.stock_intraday(normalized)
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
return hub_chart
|
||||
raise ChartDataError("分时图数据中枢暂不可用")
|
||||
|
||||
def stock_daily(self, code: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
def stock_daily(self, code: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
|
||||
normalized = str(code or "").strip()
|
||||
if not re.fullmatch(r"\d{6}", normalized):
|
||||
raise ChartDataError("Invalid stock code")
|
||||
return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
raise ChartDataError("日K数据中枢暂不可用")
|
||||
|
||||
def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
def index_daily(self, identifier: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if normalized not in INDEX_SECIDS:
|
||||
raise ChartDataError("Unsupported index")
|
||||
return self._ifind_daily(normalized, end_date, limit)
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "index_daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
raise ChartDataError("指数日K数据中枢暂不可用")
|
||||
|
||||
def board_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if not normalized:
|
||||
raise ChartDataError("Invalid board code")
|
||||
return self._ifind_daily(normalized, end_date, limit)
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "sector_daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
raise ChartDataError("板块日K数据中枢暂不可用")
|
||||
|
||||
def index_intraday(self, identifier: str) -> dict[str, Any]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if normalized not in INDEX_SECIDS:
|
||||
raise ChartDataError("Unsupported index")
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
return hub_chart
|
||||
raise ChartDataError("指数分时数据中枢暂不可用")
|
||||
|
||||
def _datahub_intraday(self, code: str) -> dict[str, Any] | None:
|
||||
if self.datahub is None:
|
||||
return None
|
||||
try:
|
||||
return self._ifind_intraday(normalized, "index", normalized)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.index_intraday(normalized)
|
||||
chart = self.datahub.try_intraday(code)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("datahub intraday unexpected error: %s", exc)
|
||||
return None
|
||||
if not chart:
|
||||
return None
|
||||
points = list(chart.get("points") or [])
|
||||
if not points:
|
||||
return None
|
||||
return chart
|
||||
|
||||
def _datahub_daily(
|
||||
self,
|
||||
code: str,
|
||||
end_date: str,
|
||||
limit: int,
|
||||
dataset: str,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
if self.datahub is None or not hasattr(self.datahub, "try_daily_chart"):
|
||||
return None
|
||||
try:
|
||||
rows = self.datahub.try_daily_chart(code, end_date, limit, dataset)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("datahub daily unexpected error: %s", exc)
|
||||
rows = None
|
||||
if not rows:
|
||||
return None
|
||||
compact_end = str(end_date or "").replace("-", "")
|
||||
market_now = datetime.now().astimezone()
|
||||
today = market_now.strftime("%Y%m%d")
|
||||
market_open = (
|
||||
market_now.weekday() < 5
|
||||
and market_now.time().replace(tzinfo=None) >= dt_time(9, 30)
|
||||
)
|
||||
if compact_end == today and market_open:
|
||||
overlay = self._datahub_today_bar(code, dataset, rows)
|
||||
if overlay:
|
||||
if rows and rows[-1]["trade_date"] == overlay["trade_date"]:
|
||||
rows[-1] = overlay
|
||||
else:
|
||||
rows.append(overlay)
|
||||
return rows
|
||||
|
||||
def _datahub_today_bar(
|
||||
self,
|
||||
code: str,
|
||||
dataset: str,
|
||||
history: list[dict[str, Any]],
|
||||
) -> dict[str, Any] | None:
|
||||
today_display = datetime.now().astimezone().date().isoformat()
|
||||
previous = history[-1]["close"] if history and history[-1]["trade_date"] != today_display else (
|
||||
history[-2]["close"] if len(history) >= 2 else 0.0
|
||||
)
|
||||
quote = None
|
||||
if dataset == "index_daily" and hasattr(self.datahub, "try_index_quotes"):
|
||||
quotes = self.datahub.try_index_quotes() or []
|
||||
quote = next(
|
||||
(
|
||||
item for item in quotes
|
||||
if str(item.get("ts_code") or "") == code or str(item.get("code") or "") == code.split(".")[0]
|
||||
),
|
||||
None,
|
||||
)
|
||||
elif hasattr(self.datahub, "try_quotes"):
|
||||
quotes = self.datahub.try_quotes([code]) or []
|
||||
quote = quotes[0] if quotes else None
|
||||
if quote:
|
||||
close = _number(quote.get("close") if quote.get("close") not in (None, "") else quote.get("price"))
|
||||
open_price = _number(quote.get("open"))
|
||||
high = _number(quote.get("high"))
|
||||
low = _number(quote.get("low"))
|
||||
previous_close = _number(
|
||||
quote.get("pre_close") if quote.get("pre_close") not in (None, "") else quote.get("previous_close")
|
||||
) or previous
|
||||
volume = _number(quote.get("vol") if quote.get("vol") not in (None, "") else quote.get("volume"))
|
||||
amount = _number(quote.get("amount"))
|
||||
if close > 0 and open_price > 0:
|
||||
return {
|
||||
"trade_date": today_display,
|
||||
"open": open_price,
|
||||
"high": high or close,
|
||||
"low": low or close,
|
||||
"close": close,
|
||||
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"realtime": True,
|
||||
}
|
||||
chart = self._datahub_intraday(code)
|
||||
points = list((chart or {}).get("points") or [])
|
||||
if not points:
|
||||
return None
|
||||
closes = [_number(point.get("close")) for point in points if _number(point.get("close")) > 0]
|
||||
if not closes:
|
||||
return None
|
||||
opens = [_number(point.get("open")) for point in points if _number(point.get("open")) > 0]
|
||||
highs = [_number(point.get("high")) for point in points if _number(point.get("high")) > 0]
|
||||
lows = [_number(point.get("low")) for point in points if _number(point.get("low")) > 0]
|
||||
volume = sum(_number(point.get("volume")) for point in points)
|
||||
amount = sum(_number(point.get("amount")) for point in points)
|
||||
previous_close = _number((chart or {}).get("previous_close")) or previous
|
||||
close = closes[-1]
|
||||
open_price = opens[0] if opens else closes[0]
|
||||
return {
|
||||
"trade_date": today_display,
|
||||
"open": open_price,
|
||||
"high": max(highs or closes),
|
||||
"low": min(lows or closes),
|
||||
"close": close,
|
||||
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"realtime": True,
|
||||
}
|
||||
|
||||
def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
try:
|
||||
return self._ifind_intraday(normalized, "board", normalized, name)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.board_intraday(normalized, name)
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
if name:
|
||||
hub_chart = dict(hub_chart)
|
||||
hub_chart["name"] = name
|
||||
return hub_chart
|
||||
raise ChartDataError("板块分时数据中枢暂不可用")
|
||||
|
||||
def _ifind_intraday(
|
||||
self,
|
||||
@@ -92,7 +230,7 @@ class MarketChartClient:
|
||||
identifier: str,
|
||||
name: str = "",
|
||||
) -> dict[str, Any]:
|
||||
if not self.ifind.configured:
|
||||
if not self.ifind or not self.ifind.configured:
|
||||
raise ChartDataError("iFinD is not configured")
|
||||
now = datetime.now().astimezone()
|
||||
rows: list[dict[str, Any]] = []
|
||||
@@ -129,7 +267,7 @@ class MarketChartClient:
|
||||
def _ifind_daily(
|
||||
self, ifind_code: str, end_date: str, limit: int
|
||||
) -> list[dict[str, Any]]:
|
||||
if not self.ifind.configured:
|
||||
if not self.ifind or not self.ifind.configured:
|
||||
raise ChartDataError("iFinD is not configured")
|
||||
compact_end = str(end_date or "").replace("-", "")
|
||||
if not re.fullmatch(r"\d{8}", compact_end):
|
||||
@@ -231,9 +369,11 @@ class MarketChartClient:
|
||||
pass
|
||||
if not normalized:
|
||||
raise ChartDataError("No iFinD daily chart data returned")
|
||||
return normalized[-max(20, min(180, int(limit))):]
|
||||
return normalized[-max(1, int(limit)):]
|
||||
|
||||
def _previous_close(self, code: str, trade_date: str, fallback: float) -> float:
|
||||
if not self.ifind:
|
||||
return fallback
|
||||
today = datetime.now().astimezone().date().isoformat()
|
||||
if trade_date == today:
|
||||
try:
|
||||
@@ -305,21 +445,29 @@ class EastmoneyChartClient:
|
||||
if cached is not None:
|
||||
return cached
|
||||
|
||||
payload = self._request_json(
|
||||
TRENDS_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
"ndays": "1",
|
||||
},
|
||||
"https://quote.eastmoney.com/",
|
||||
)
|
||||
data = payload.get("data") or {}
|
||||
points = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
params = {
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
}
|
||||
last_error: Exception | None = None
|
||||
data: dict[str, Any] = {}
|
||||
points: list[dict[str, Any]] = []
|
||||
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
|
||||
request_params = {**params, "ndays": ndays}
|
||||
try:
|
||||
payload = self._request_json(url, request_params, "https://quote.eastmoney.com/")
|
||||
except ChartDataError as exc:
|
||||
last_error = exc
|
||||
continue
|
||||
data = payload.get("data") or {}
|
||||
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
points = _latest_session(parsed)
|
||||
if points:
|
||||
break
|
||||
if not points:
|
||||
raise ChartDataError("No intraday chart data returned")
|
||||
raise ChartDataError("No intraday chart data returned") from last_error
|
||||
|
||||
result = {
|
||||
"entity_type": entity_type,
|
||||
@@ -433,6 +581,15 @@ class EastmoneyChartClient:
|
||||
raise ChartDataError("Intraday chart request failed") from last_error
|
||||
|
||||
|
||||
def _latest_session(points: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if not points:
|
||||
return []
|
||||
latest = max(str(point.get("date") or "") for point in points)
|
||||
if not latest:
|
||||
return points
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
fields = str(raw or "").split(",")
|
||||
if len(fields) < 8 or " " not in fields[0]:
|
||||
|
||||
@@ -14,7 +14,9 @@ from backend.bootstrap.config import (
|
||||
validate_text,
|
||||
)
|
||||
from backend.data.providers.ifind_client import IfindError
|
||||
from backend.data.providers.tushare_client import TushareClient, TushareError
|
||||
from backend.data.providers.tushare_client import TushareError
|
||||
from backend.data.providers.tushare_helpers import _moneyflow_payload, _optional_number
|
||||
from backend.data.realtime import RealtimeAggregateError
|
||||
from backend.features.market.backfill_history import (
|
||||
DEFAULT_RECENT_TRADING_DAYS,
|
||||
MAX_RANGE_TRADING_DAYS,
|
||||
@@ -26,7 +28,7 @@ from backend.features.market.backfill_history import (
|
||||
select_open_trade_dates,
|
||||
select_open_trade_dates_in_range,
|
||||
)
|
||||
from backend.features.market.charts import ChartDataError
|
||||
from backend.features.market.charts import ChartDataError, DAILY_CHART_LIMIT
|
||||
from backend.features.market.insights import MarketInsightsService
|
||||
from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
|
||||
|
||||
@@ -42,6 +44,7 @@ SEARCH_TYPE_LABELS = {
|
||||
"theme": "题材",
|
||||
"index": "指数",
|
||||
}
|
||||
TODAY_DAILY_UNAVAILABLE_NOTICE = "今日日K暂不可用,仍显示最近收盘K线。"
|
||||
THS_SEARCH_TYPES = {
|
||||
"I": ("sector", "行业板块"),
|
||||
"R": ("sector", "地域板块"),
|
||||
@@ -58,16 +61,40 @@ class MarketServiceMixin:
|
||||
self._tushare_client(),
|
||||
ifind=self.ifind,
|
||||
)
|
||||
def _tushare_client(self) -> TushareClient:
|
||||
def _tushare_client(self) -> Any:
|
||||
override = getattr(self, "_market_client_override", None)
|
||||
if override is not None:
|
||||
return override
|
||||
gateway = getattr(self, "data_gateway", None)
|
||||
if gateway is not None:
|
||||
return gateway.tushare()
|
||||
# Compatibility for isolated legacy unit-test service stubs.
|
||||
return TushareClient(self.token)
|
||||
if gateway is None:
|
||||
raise RuntimeError("数据中枢尚未装配。")
|
||||
return gateway.tushare()
|
||||
|
||||
def _now(self) -> datetime:
|
||||
clock = getattr(self, "clock", None)
|
||||
if callable(clock):
|
||||
return clock()
|
||||
return datetime.now().astimezone()
|
||||
|
||||
def _is_requested_open_session(self, requested_date: str) -> bool:
|
||||
now = self._now()
|
||||
if requested_date != now.strftime("%Y%m%d"):
|
||||
return False
|
||||
if now.time().replace(tzinfo=None) < dt_time(9, 15):
|
||||
return False
|
||||
client = self._tushare_client() if self.configured else None
|
||||
resolve = getattr(client, "resolve_trade_context", None) if client else None
|
||||
if resolve is None:
|
||||
return now.weekday() < 5
|
||||
try:
|
||||
trade_date, _ = resolve(requested_date)
|
||||
except Exception:
|
||||
return now.weekday() < 5
|
||||
return str(trade_date or "") == requested_date
|
||||
|
||||
def get_dashboard(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
normalized_date = normalize_date(trade_date)
|
||||
now = datetime.now().astimezone()
|
||||
now = self._now()
|
||||
if (
|
||||
normalized_date == now.strftime("%Y%m%d")
|
||||
and now.time().replace(tzinfo=None) < datetime.strptime("09:15", "%H:%M").time()
|
||||
@@ -79,6 +106,8 @@ class MarketServiceMixin:
|
||||
if not force:
|
||||
snapshot = self.database.get_snapshot(normalized_date)
|
||||
if snapshot and str((snapshot.get("meta") or {}).get("source") or "") != "demo":
|
||||
if self._should_retry_incomplete_snapshot(snapshot, normalized_date):
|
||||
return self.sync_dashboard(normalized_date)
|
||||
snapshot = copy.deepcopy(snapshot)
|
||||
if normalized_date != now.strftime("%Y%m%d"):
|
||||
snapshot.setdefault("meta", {}).update(
|
||||
@@ -97,6 +126,8 @@ class MarketServiceMixin:
|
||||
"dashboard_request_v1", normalized_date
|
||||
)
|
||||
if resolved and str((resolved.get("meta") or {}).get("source") or "") != "demo":
|
||||
if self._should_retry_incomplete_snapshot(resolved, normalized_date):
|
||||
return self.sync_dashboard(normalized_date)
|
||||
resolved = copy.deepcopy(resolved)
|
||||
resolved.setdefault("meta", {})["requested_date"] = self._display_compact_date(
|
||||
normalized_date
|
||||
@@ -138,6 +169,70 @@ class MarketServiceMixin:
|
||||
def _display_compact_date(compact: str) -> str:
|
||||
return f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
|
||||
|
||||
@staticmethod
|
||||
def _chinese_month_day(value: str) -> str:
|
||||
compact = str(value or "").replace("-", "").replace("/", "")
|
||||
if len(compact) < 8 or not compact[:8].isdigit():
|
||||
return "最近可用交易日"
|
||||
return f"{int(compact[4:6])} 月 {int(compact[6:8])} 日"
|
||||
|
||||
def _preparing_display_notice(self, actual_date: str, requested_date: str) -> str:
|
||||
shown = self._chinese_month_day(actual_date)
|
||||
requested = str(requested_date or "").replace("-", "")
|
||||
if requested == self._now().strftime("%Y%m%d"):
|
||||
return f"今日数据正在准备,当前展示 {shown}"
|
||||
return f"所选日期数据尚未到齐,当前展示 {shown}"
|
||||
|
||||
@staticmethod
|
||||
def _snapshot_age_seconds(meta: dict[str, Any]) -> float:
|
||||
raw = str(meta.get("updated_at") or "")
|
||||
if not raw:
|
||||
return 10**9
|
||||
try:
|
||||
updated_at = datetime.fromisoformat(raw)
|
||||
except ValueError:
|
||||
return 10**9
|
||||
now = datetime.now().astimezone()
|
||||
if updated_at.tzinfo is None:
|
||||
updated_at = updated_at.replace(tzinfo=now.tzinfo)
|
||||
return (now - updated_at.astimezone(now.tzinfo)).total_seconds()
|
||||
|
||||
def _should_retry_incomplete_snapshot(
|
||||
self, snapshot: dict[str, Any], requested_date: str
|
||||
) -> bool:
|
||||
if requested_date != self._now().strftime("%Y%m%d"):
|
||||
return False
|
||||
meta = snapshot.get("meta") or {}
|
||||
actual = str(meta.get("trade_date") or "").replace("-", "")
|
||||
stale_carry = bool(meta.get("carried_forward") or actual != requested_date)
|
||||
if stale_carry and self._is_requested_open_session(requested_date):
|
||||
return True
|
||||
incomplete = meta.get("limit_data_source") == "derived" or stale_carry
|
||||
return incomplete and self._snapshot_age_seconds(meta) >= 60
|
||||
|
||||
def _annotate_data_status(self, dashboard: dict[str, Any]) -> dict[str, Any]:
|
||||
meta = dashboard.setdefault("meta", {})
|
||||
notice = str(meta.get("notice") or "")
|
||||
requested = str(meta.get("requested_date") or "").replace("-", "")
|
||||
actual = str(meta.get("trade_date") or "").replace("-", "")
|
||||
if meta.get("limit_data_source") == "derived" and not meta.get("carried_forward"):
|
||||
meta["data_status"] = "partial"
|
||||
meta["display_notice"] = notice or "部分正式数据尚未到齐,当前展示日线推算结果"
|
||||
elif meta.get("carried_forward"):
|
||||
if "非交易日" in notice or "盘前" in notice:
|
||||
meta["data_status"] = "carried"
|
||||
meta["display_notice"] = notice
|
||||
else:
|
||||
meta["data_status"] = "preparing"
|
||||
meta["display_notice"] = self._preparing_display_notice(actual, requested)
|
||||
elif meta.get("realtime"):
|
||||
meta["data_status"] = "intraday"
|
||||
meta.setdefault("display_notice", "")
|
||||
else:
|
||||
meta["data_status"] = "official"
|
||||
meta.setdefault("display_notice", "")
|
||||
return dashboard
|
||||
|
||||
def _carry_dashboard(
|
||||
self, snapshot: dict[str, Any], requested_date: str, reason: str
|
||||
) -> dict[str, Any]:
|
||||
@@ -152,16 +247,16 @@ class MarketServiceMixin:
|
||||
"notice": reason,
|
||||
}
|
||||
)
|
||||
return carried
|
||||
return self._annotate_data_status(carried)
|
||||
|
||||
def _realtime_snapshot_due(
|
||||
self,
|
||||
normalized_date: str,
|
||||
snapshot: dict[str, Any],
|
||||
) -> bool:
|
||||
if not self.configured or normalized_date != date.today().strftime("%Y%m%d"):
|
||||
if not self.configured or normalized_date != self._now().strftime("%Y%m%d"):
|
||||
return False
|
||||
now = datetime.now().astimezone()
|
||||
now = self._now()
|
||||
local_time = now.time().replace(tzinfo=None)
|
||||
realtime_start = datetime.strptime("09:15", "%H:%M").time()
|
||||
morning_end = datetime.strptime("11:35", "%H:%M").time()
|
||||
@@ -197,19 +292,28 @@ class MarketServiceMixin:
|
||||
if not self.configured:
|
||||
raise TushareError("公共行情尚未配置")
|
||||
dashboard = self._tushare_client().dashboard(normalized_date)
|
||||
|
||||
if (dashboard.get("meta") or {}).get("limit_data_source") == "derived":
|
||||
raise TushareError(
|
||||
str((dashboard.get("meta") or {}).get("notice") or "官方涨跌停数据尚未返回")
|
||||
meta = dashboard.setdefault("meta", {})
|
||||
quote_source = str(meta.get("quote_source") or "")
|
||||
meta["source"] = source
|
||||
if quote_source:
|
||||
meta["quote_source"] = quote_source
|
||||
meta["requested_date"] = self._display_compact_date(normalized_date)
|
||||
if meta.get("limit_data_source") == "derived":
|
||||
meta.setdefault(
|
||||
"notice",
|
||||
"涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
|
||||
)
|
||||
|
||||
dashboard["meta"]["source"] = source
|
||||
dashboard["meta"]["requested_date"] = self._display_compact_date(normalized_date)
|
||||
dashboard = self._enrich_dashboard_sentiment(dashboard, normalized_date)
|
||||
record_count = self._record_count(dashboard)
|
||||
actual_date = normalize_date(
|
||||
str(dashboard.get("meta", {}).get("trade_date") or normalized_date)
|
||||
)
|
||||
if actual_date != normalized_date and self._is_requested_open_session(
|
||||
normalized_date
|
||||
):
|
||||
raise TushareError(
|
||||
f"Intraday dashboard resolved {actual_date} instead of {normalized_date}"
|
||||
)
|
||||
self.database.save_snapshot(actual_date, source, dashboard)
|
||||
if actual_date != normalized_date:
|
||||
dashboard.setdefault("meta", {}).update(
|
||||
@@ -231,10 +335,37 @@ class MarketServiceMixin:
|
||||
)
|
||||
return self._apply_reason_overrides(self._with_storage(dashboard, cached=False))
|
||||
except TushareError as exc:
|
||||
if self._is_requested_open_session(normalized_date):
|
||||
existing = self.database.get_snapshot(normalized_date)
|
||||
existing_date = str(
|
||||
((existing or {}).get("meta") or {}).get("trade_date") or ""
|
||||
).replace("-", "")
|
||||
if existing and existing_date == normalized_date:
|
||||
kept = copy.deepcopy(existing)
|
||||
kept.setdefault("meta", {}).update(
|
||||
{
|
||||
"requested_date": self._display_compact_date(normalized_date),
|
||||
}
|
||||
)
|
||||
self.database.finish_sync(
|
||||
sync_id,
|
||||
"fallback",
|
||||
self._record_count(kept),
|
||||
str(exc),
|
||||
"tushare",
|
||||
)
|
||||
return self._apply_reason_overrides(
|
||||
self._with_storage(kept, cached=True)
|
||||
)
|
||||
self.database.finish_sync(sync_id, "failed", message=str(exc))
|
||||
raise ValueError("当天盘中行情暂时不可用,请稍后重试。") from exc
|
||||
fallback = self.database.get_latest_real_snapshot(normalized_date)
|
||||
if fallback:
|
||||
actual = str((fallback.get("meta") or {}).get("trade_date") or "")
|
||||
carried = self._carry_dashboard(
|
||||
fallback, normalized_date, f"最新行情暂不可用,沿用最近收盘快照:{exc}"
|
||||
fallback,
|
||||
normalized_date,
|
||||
self._preparing_display_notice(actual, normalized_date),
|
||||
)
|
||||
self.database.finish_sync(
|
||||
sync_id, "fallback", self._record_count(carried), str(exc), "tushare"
|
||||
@@ -544,7 +675,7 @@ class MarketServiceMixin:
|
||||
"index_daily",
|
||||
{
|
||||
"ts_code": basic["id"],
|
||||
"start_date": (end - timedelta(days=190)).strftime("%Y%m%d"),
|
||||
"start_date": (end - timedelta(days=400)).strftime("%Y%m%d"),
|
||||
"end_date": resolved_date,
|
||||
},
|
||||
"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
|
||||
@@ -560,10 +691,10 @@ class MarketServiceMixin:
|
||||
"change": float(row.get("pct_chg") or 0),
|
||||
"volume": float(row.get("vol") or 0),
|
||||
}
|
||||
for row in rows[-90:]
|
||||
for row in rows[-DAILY_CHART_LIMIT:]
|
||||
]
|
||||
try:
|
||||
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, 90)
|
||||
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, DAILY_CHART_LIMIT)
|
||||
if chart_series:
|
||||
series = chart_series
|
||||
except (AttributeError, ChartDataError):
|
||||
@@ -671,7 +802,7 @@ class MarketServiceMixin:
|
||||
result = copy.deepcopy(payload)
|
||||
now = datetime.now().astimezone()
|
||||
try:
|
||||
result["prices"] = self.chart_data.stock_daily(code, requested_date, 90)
|
||||
result["prices"] = self.chart_data.stock_daily(code, requested_date, DAILY_CHART_LIMIT)
|
||||
result["meta"] = {**(result.get("meta") or {}), "chart_source": "market_chart"}
|
||||
except (AttributeError, ChartDataError):
|
||||
pass
|
||||
@@ -683,27 +814,28 @@ class MarketServiceMixin:
|
||||
"trade_date": f"{actual_date[:4]}-{actual_date[4:6]}-{actual_date[6:]}",
|
||||
}
|
||||
today = now.strftime("%Y%m%d")
|
||||
latest_bar = (result.get("prices") or [{}])[-1] if result.get("prices") else {}
|
||||
official_today = (
|
||||
actual_date == today and not bool(latest_bar.get("realtime"))
|
||||
)
|
||||
after_close = now.time().replace(tzinfo=None) >= dt_time(15, 0)
|
||||
should_merge = (
|
||||
requested_date == today
|
||||
and actual_date <= today
|
||||
and now.weekday() < 5
|
||||
and now.time().replace(tzinfo=None) >= dt_time(9, 30)
|
||||
and not (official_today and after_close)
|
||||
)
|
||||
if should_merge:
|
||||
quote = self._ifind_realtime_stock_quote(code)
|
||||
quote = self._resolve_today_daily_quote(code, today, result)
|
||||
if quote and self._valid_realtime_stock_quote(quote, today):
|
||||
self._merge_realtime_stock_detail(result, quote, requested_date)
|
||||
elif self.configured and actual_date < today:
|
||||
client = self._tushare_client()
|
||||
try:
|
||||
resolved_date, _ = client.resolve_trade_context(requested_date)
|
||||
if resolved_date == today:
|
||||
quote = client.realtime_stock_quote(tushare_code(code), requested_date)
|
||||
if self._valid_realtime_stock_quote(quote, today):
|
||||
self._merge_realtime_stock_detail(result, quote, requested_date)
|
||||
except TushareError:
|
||||
pass
|
||||
return self._enrich_stock_detail(result)
|
||||
elif actual_date < today:
|
||||
result["meta"] = {
|
||||
**(result.get("meta") or {}),
|
||||
"notice": TODAY_DAILY_UNAVAILABLE_NOTICE,
|
||||
}
|
||||
return self._enrich_stock_detail(result, requested_date)
|
||||
|
||||
@staticmethod
|
||||
def _sanitize_stock_detail_prices(
|
||||
@@ -817,6 +949,138 @@ class MarketServiceMixin:
|
||||
"quote_time": str(row.get("time") or ""),
|
||||
}
|
||||
|
||||
def _resolve_today_daily_quote(
|
||||
self, code: str, today: str, payload: dict[str, Any]
|
||||
) -> dict[str, Any] | None:
|
||||
quote = self._ifind_realtime_stock_quote(code)
|
||||
if quote and self._valid_realtime_stock_quote(quote, today):
|
||||
return quote
|
||||
if self.configured:
|
||||
try:
|
||||
client = self._tushare_client()
|
||||
resolve = getattr(client, "resolve_trade_context", None)
|
||||
resolved = today
|
||||
if callable(resolve):
|
||||
resolved, _ = resolve(today)
|
||||
if str(resolved or "") == today:
|
||||
quote = client.realtime_stock_quote(tushare_code(code), today)
|
||||
if self._valid_realtime_stock_quote(quote, today):
|
||||
return quote
|
||||
except TushareError:
|
||||
pass
|
||||
quote = self._free_realtime_stock_quote(code, today)
|
||||
if quote and self._valid_realtime_stock_quote(quote, today):
|
||||
return quote
|
||||
return self._intraday_realtime_stock_quote(code, today, payload)
|
||||
|
||||
def _free_realtime_stock_quote(self, code: str, today: str) -> dict[str, Any] | None:
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
if aggregator is None:
|
||||
return None
|
||||
ts_code = tushare_code(code)
|
||||
for loader in (
|
||||
getattr(aggregator, "tencent_stock_quote", None),
|
||||
getattr(aggregator, "eastmoney_stock_quote", None),
|
||||
):
|
||||
if not callable(loader):
|
||||
continue
|
||||
try:
|
||||
row = loader(ts_code, expected_date=today)
|
||||
except (RealtimeAggregateError, Exception):
|
||||
continue
|
||||
quote = self._quote_from_free_row(code, today, row)
|
||||
if quote:
|
||||
return quote
|
||||
return None
|
||||
|
||||
def _quote_from_free_row(
|
||||
self, code: str, today: str, row: dict[str, Any]
|
||||
) -> dict[str, Any] | None:
|
||||
price = float(row.get("close") or 0)
|
||||
previous_close = float(row.get("pre_close") or 0)
|
||||
if price <= 0 or previous_close <= 0:
|
||||
return None
|
||||
try:
|
||||
name, sector = self._stock_identity(code, today)
|
||||
except Exception:
|
||||
name, sector = "--", "其他"
|
||||
epoch = int(row.get("quote_time_epoch") or 0)
|
||||
if epoch > 0:
|
||||
quote_time = datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
else:
|
||||
quote_date = str(row.get("quote_date") or today)
|
||||
quote_time = f"{quote_date[:4]}-{quote_date[4:6]}-{quote_date[6:]}"
|
||||
quote = {
|
||||
"name": str(row.get("name") or name or "--"),
|
||||
"sector": sector,
|
||||
"price": price,
|
||||
"open": float(row.get("open") or 0),
|
||||
"high": float(row.get("high") or 0),
|
||||
"low": float(row.get("low") or 0),
|
||||
"change": round((price / previous_close - 1) * 100, 4),
|
||||
"volume": float(row.get("vol") or 0),
|
||||
"amount_billion": float(row.get("amount") or 0) / 100_000_000,
|
||||
"turnover_rate": float(row.get("turnover_rate") or 0),
|
||||
"quote_time": quote_time,
|
||||
}
|
||||
flow = _moneyflow_payload(row)
|
||||
if flow.get("available"):
|
||||
quote["moneyflow"] = flow
|
||||
return quote
|
||||
|
||||
def _intraday_realtime_stock_quote(
|
||||
self, code: str, today: str, payload: dict[str, Any]
|
||||
) -> dict[str, Any] | None:
|
||||
chart_data = getattr(self, "chart_data", None)
|
||||
if chart_data is None:
|
||||
return None
|
||||
try:
|
||||
chart = chart_data.stock_intraday(code)
|
||||
except (AttributeError, ChartDataError, Exception):
|
||||
return None
|
||||
points = [
|
||||
point
|
||||
for point in list(chart.get("points") or [])
|
||||
if str(point.get("date") or "").replace("-", "") == today
|
||||
]
|
||||
if not points:
|
||||
return None
|
||||
opens = [float(point.get("open") or 0) for point in points if float(point.get("open") or 0) > 0]
|
||||
highs = [float(point.get("high") or 0) for point in points if float(point.get("high") or 0) > 0]
|
||||
lows = [float(point.get("low") or 0) for point in points if float(point.get("low") or 0) > 0]
|
||||
closes = [float(point.get("close") or 0) for point in points if float(point.get("close") or 0) > 0]
|
||||
if not opens or not highs or not lows or not closes:
|
||||
return None
|
||||
price = closes[-1]
|
||||
previous_close = float(chart.get("previous_close") or 0)
|
||||
if previous_close <= 0:
|
||||
history = list(payload.get("prices") or [])
|
||||
previous_close = float((history[-1] if history else {}).get("close") or 0)
|
||||
if previous_close <= 0:
|
||||
return None
|
||||
volume = sum(float(point.get("volume") or 0) for point in points)
|
||||
amount = sum(float(point.get("amount") or 0) for point in points)
|
||||
if volume <= 0 and amount <= 0:
|
||||
return None
|
||||
try:
|
||||
name, sector = self._stock_identity(code, today)
|
||||
except Exception:
|
||||
name, sector = "--", "其他"
|
||||
return {
|
||||
"name": name,
|
||||
"sector": sector,
|
||||
"price": price,
|
||||
"open": opens[0],
|
||||
"high": max(highs),
|
||||
"low": min(lows),
|
||||
"change": round((price / previous_close - 1) * 100, 4),
|
||||
"volume": volume,
|
||||
"volume_unit": "lots",
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"turnover_rate": 0.0,
|
||||
"quote_time": str(points[-1].get("date") or today),
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def _merge_realtime_stock_detail(
|
||||
payload: dict[str, Any], quote: dict[str, Any], trade_date: str
|
||||
@@ -838,23 +1102,29 @@ class MarketServiceMixin:
|
||||
prices[-1] = realtime_bar
|
||||
else:
|
||||
prices.append(realtime_bar)
|
||||
payload["prices"] = prices[-90:]
|
||||
payload["prices"] = prices[-DAILY_CHART_LIMIT:]
|
||||
stock = dict(payload.get("stock") or {})
|
||||
stock.update(
|
||||
{
|
||||
"name": quote["name"],
|
||||
"industry": quote["sector"],
|
||||
"price": quote["price"],
|
||||
"change": quote["change"],
|
||||
"amount_billion": quote["amount_billion"],
|
||||
"turnover_rate": quote["turnover_rate"],
|
||||
}
|
||||
)
|
||||
updates = {
|
||||
"name": quote["name"],
|
||||
"industry": quote["sector"],
|
||||
"price": quote["price"],
|
||||
"change": quote["change"],
|
||||
"amount_billion": quote["amount_billion"],
|
||||
}
|
||||
quote_turnover = _optional_number(quote.get("turnover_rate"))
|
||||
if quote_turnover:
|
||||
updates["turnover_rate"] = quote_turnover
|
||||
stock.update(updates)
|
||||
payload["stock"] = stock
|
||||
quote_flow = quote.get("moneyflow")
|
||||
current_flow = payload.get("moneyflow") or {}
|
||||
if isinstance(quote_flow, dict) and quote_flow.get("available") and not current_flow.get("available"):
|
||||
payload["moneyflow"] = quote_flow
|
||||
payload["meta"] = {
|
||||
**(payload.get("meta") or {}),
|
||||
"trade_date": display_date,
|
||||
"realtime": True,
|
||||
"notice": "",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
}
|
||||
|
||||
@@ -888,7 +1158,7 @@ class MarketServiceMixin:
|
||||
intraday_status = "unavailable"
|
||||
intraday_notice = "分时行情暂不可用,请稍后重试。"
|
||||
|
||||
prices = list(detail.get("prices") or [])[-60:]
|
||||
prices = list(detail.get("prices") or [])[-DAILY_CHART_LIMIT:]
|
||||
stock = dict(detail.get("stock") or {"code": code})
|
||||
realtime = bool(detail_meta.get("realtime"))
|
||||
return {
|
||||
@@ -1140,10 +1410,40 @@ class MarketServiceMixin:
|
||||
return item["name"], item["sector"] or "其他"
|
||||
return "--", "其他"
|
||||
|
||||
def _enrich_stock_detail(self, payload: dict[str, Any]) -> dict[str, Any]:
|
||||
def _enrich_stock_detail(
|
||||
self, payload: dict[str, Any], trade_date: str = ""
|
||||
) -> dict[str, Any]:
|
||||
result = dict(payload)
|
||||
stock = dict(payload.get("stock") or {})
|
||||
code = str(stock.get("code") or "")
|
||||
compact_date = normalize_date(
|
||||
str((payload.get("meta") or {}).get("trade_date") or trade_date)
|
||||
)
|
||||
board = self._limit_event_for_stock(code, compact_date)
|
||||
if board:
|
||||
if not stock.get("first_time") or stock.get("first_time") == "--":
|
||||
stock["first_time"] = board.get("first_time") or "--"
|
||||
if not stock.get("last_time") or stock.get("last_time") == "--":
|
||||
stock["last_time"] = board.get("last_time") or "--"
|
||||
if not stock.get("open_times"):
|
||||
stock["open_times"] = board.get("open_times") or 0
|
||||
if _optional_number(stock.get("seal_amount_million")) is None:
|
||||
stock["seal_amount_million"] = board.get("seal_amount_million")
|
||||
if not _optional_number(stock.get("turnover_rate")) and _optional_number(board.get("turnover_rate")):
|
||||
stock["turnover_rate"] = board.get("turnover_rate")
|
||||
flow = result.get("moneyflow") or {}
|
||||
if not flow.get("available"):
|
||||
live_flow = self._live_moneyflow_for_stock(code, compact_date)
|
||||
if live_flow.get("available"):
|
||||
result["moneyflow"] = live_flow
|
||||
else:
|
||||
result["moneyflow"] = {
|
||||
"available": False,
|
||||
"net_million": None,
|
||||
"large_million": None,
|
||||
"medium_million": None,
|
||||
"small_million": None,
|
||||
}
|
||||
watched = {
|
||||
item["code"]: item
|
||||
for item in self.database.list_watchlist(self.current_user_id)
|
||||
@@ -1153,6 +1453,45 @@ class MarketServiceMixin:
|
||||
result["notes"] = self.database.list_notes(self.current_user_id, code=code)
|
||||
return result
|
||||
|
||||
def _limit_event_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
|
||||
if not code or not trade_date:
|
||||
return {}
|
||||
ts_code = tushare_code(code)
|
||||
client = self._tushare_client() if self.configured else None
|
||||
rows: list[dict[str, Any]] = []
|
||||
if client is not None:
|
||||
try:
|
||||
rows = client._load_limit_type(trade_date, "U") + client._load_limit_type(trade_date, "Z")
|
||||
except Exception:
|
||||
rows = []
|
||||
if not rows:
|
||||
try:
|
||||
rows = list((client._free_board_map(trade_date) or {}).values())
|
||||
except Exception:
|
||||
rows = []
|
||||
match = next((row for row in rows if str(row.get("ts_code") or "") == ts_code), None)
|
||||
if not match:
|
||||
return {}
|
||||
fd = _optional_number(match.get("fd_amount"))
|
||||
return {
|
||||
"first_time": match.get("first_time") or "--",
|
||||
"last_time": match.get("last_time") or "--",
|
||||
"open_times": match.get("open_times") or 0,
|
||||
"seal_amount_million": None if fd is None else round(fd / 10000, 0),
|
||||
"turnover_rate": _optional_number(match.get("turnover_ratio")),
|
||||
}
|
||||
|
||||
def _live_moneyflow_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
loader = getattr(aggregator, "eastmoney_stock_quote", None) if aggregator else None
|
||||
if not callable(loader) or not code:
|
||||
return _moneyflow_payload(None)
|
||||
try:
|
||||
quote = loader(tushare_code(code), expected_date=trade_date)
|
||||
except Exception:
|
||||
return _moneyflow_payload(None)
|
||||
return _moneyflow_payload(quote)
|
||||
|
||||
def _with_storage(self, dashboard: dict[str, Any], cached: bool) -> dict[str, Any]:
|
||||
result = dict(dashboard)
|
||||
result["meta"] = {
|
||||
@@ -1160,7 +1499,7 @@ class MarketServiceMixin:
|
||||
"storage": "sqlite",
|
||||
"cached": cached,
|
||||
}
|
||||
return result
|
||||
return self._annotate_data_status(result)
|
||||
|
||||
@staticmethod
|
||||
def _record_count(dashboard: dict[str, Any]) -> int:
|
||||
|
||||
@@ -4,7 +4,14 @@ import re
|
||||
import secrets
|
||||
from typing import Any
|
||||
|
||||
from backend.bootstrap.config import TOKEN_PATTERN, validate_text
|
||||
from backend.bootstrap.config import validate_text
|
||||
|
||||
|
||||
MARKET_SOURCE_SECRET_KEYS = {
|
||||
"tushare_token",
|
||||
"ifind_refresh_token",
|
||||
"ifind_access_token",
|
||||
}
|
||||
|
||||
|
||||
class SystemServiceMixin:
|
||||
@@ -18,9 +25,6 @@ class SystemServiceMixin:
|
||||
first_encrypted = self.database.get_user_credentials(first_user_id)
|
||||
first_personal = self.vault.decrypt_json(first_encrypted) if first_encrypted else {}
|
||||
defaults = {
|
||||
"tushare_token": environment.get("tushare_token") or first_personal.get("tushare_token") or "",
|
||||
"ifind_refresh_token": environment.get("ifind_refresh_token") or "",
|
||||
"ifind_access_token": environment.get("ifind_access_token") or "",
|
||||
"platform_llm_primary_api_key": environment.get("platform_llm_primary_api_key") or first_personal.get("llm_primary_api_key") or "",
|
||||
"platform_llm_primary_base_url": environment.get("platform_llm_primary_base_url") or first_personal.get("llm_primary_base_url") or "https://api.openai.com/v1",
|
||||
"platform_llm_primary_model": environment.get("platform_llm_primary_model") or first_personal.get("llm_primary_model") or "",
|
||||
@@ -34,6 +38,10 @@ class SystemServiceMixin:
|
||||
if key not in current:
|
||||
current[key] = value
|
||||
changed = True
|
||||
for key in MARKET_SOURCE_SECRET_KEYS:
|
||||
if key in current:
|
||||
current.pop(key, None)
|
||||
changed = True
|
||||
if not isinstance(current.get("llm_models"), list):
|
||||
migrated_models: list[dict[str, str]] = []
|
||||
for role, label in (("primary", "原主模型"), ("fallback", "原辅助模型")):
|
||||
@@ -56,26 +64,27 @@ class SystemServiceMixin:
|
||||
self.database.save_system_setting("credentials", self.vault.encrypt_json(current))
|
||||
for row in self.database.list_user_credentials():
|
||||
personal = self.vault.decrypt_json(str(row.get("encrypted_payload") or ""))
|
||||
if "tushare_token" in personal:
|
||||
personal.pop("tushare_token", None)
|
||||
if any(key in personal for key in MARKET_SOURCE_SECRET_KEYS):
|
||||
for key in MARKET_SOURCE_SECRET_KEYS:
|
||||
personal.pop(key, None)
|
||||
self.database.save_user_credentials(
|
||||
int(row["user_id"]), self.vault.encrypt_json(personal)
|
||||
)
|
||||
return current
|
||||
|
||||
def _save_system_credentials(self, credentials: dict[str, Any]) -> None:
|
||||
sanitized = {
|
||||
key: value
|
||||
for key, value in credentials.items()
|
||||
if key not in MARKET_SOURCE_SECRET_KEYS
|
||||
}
|
||||
with self.system_lock:
|
||||
self.database.save_system_setting("credentials", self.vault.encrypt_json(credentials))
|
||||
self._system_credentials = dict(credentials)
|
||||
if hasattr(self, "ifind"):
|
||||
self.ifind.set_credentials(
|
||||
str(credentials.get("ifind_refresh_token") or ""),
|
||||
str(credentials.get("ifind_access_token") or ""),
|
||||
)
|
||||
self.database.save_system_setting("credentials", self.vault.encrypt_json(sanitized))
|
||||
self._system_credentials = dict(sanitized)
|
||||
|
||||
@property
|
||||
def configured(self) -> bool:
|
||||
return bool(self.token)
|
||||
return bool(self._datahub_status().get("configured"))
|
||||
|
||||
def _credentials(self) -> dict[str, str]:
|
||||
credentials = getattr(self._request_context, "credentials", {})
|
||||
@@ -99,7 +108,7 @@ class SystemServiceMixin:
|
||||
|
||||
@property
|
||||
def token(self) -> str:
|
||||
return str(self._system_credentials.get("tushare_token") or "")
|
||||
return "datahub" if self.configured else ""
|
||||
|
||||
def system_status(self) -> dict[str, Any]:
|
||||
platform = self._platform_llm_profile()
|
||||
@@ -130,6 +139,7 @@ class SystemServiceMixin:
|
||||
),
|
||||
**self.database.status(),
|
||||
"jobs": self.jobs.repository.recent(12),
|
||||
"datahub": self._datahub_status(),
|
||||
},
|
||||
"llm": {
|
||||
"primary_configured": self._profile_configured(platform["primary"]),
|
||||
@@ -145,21 +155,24 @@ class SystemServiceMixin:
|
||||
},
|
||||
}
|
||||
|
||||
def _datahub_status(self) -> dict[str, Any]:
|
||||
gateway = getattr(self, "data_gateway", None)
|
||||
reporter = getattr(gateway, "datahub_status", None)
|
||||
if callable(reporter):
|
||||
return reporter()
|
||||
return {
|
||||
"configured": False,
|
||||
"base_url": "",
|
||||
"enabled_reads": 0,
|
||||
"total_reads": 0,
|
||||
"flags": [],
|
||||
"routes": [],
|
||||
"fallback_count": 0,
|
||||
"fallback_labels": [],
|
||||
}
|
||||
|
||||
def save_system_settings(self, payload: dict[str, Any]) -> dict[str, Any]:
|
||||
current = dict(self._system_credentials)
|
||||
token = str(payload.get("tushare_token") or current.get("tushare_token") or "").strip()
|
||||
if token and not TOKEN_PATTERN.fullmatch(token):
|
||||
raise ValueError("Tushare Token 格式不正确。")
|
||||
ifind_refresh_token = str(
|
||||
payload.get("ifind_refresh_token")
|
||||
or current.get("ifind_refresh_token")
|
||||
or ""
|
||||
).strip()
|
||||
if ifind_refresh_token and (
|
||||
len(ifind_refresh_token) > 2048
|
||||
or any(character.isspace() for character in ifind_refresh_token)
|
||||
):
|
||||
raise ValueError("iFinD Refresh Token 格式不正确。")
|
||||
existing_models = {
|
||||
str(item.get("id") or ""): item
|
||||
for item in current.get("llm_models") or []
|
||||
@@ -221,8 +234,6 @@ class SystemServiceMixin:
|
||||
raise ValueError("会员每日额度应为 1 至 1000。") from exc
|
||||
current.update(
|
||||
{
|
||||
"tushare_token": token,
|
||||
"ifind_refresh_token": ifind_refresh_token,
|
||||
"llm_models": models,
|
||||
"primary_model_id": primary_model_id,
|
||||
"fallback_model_id": fallback_model_id,
|
||||
@@ -242,7 +253,7 @@ class SystemServiceMixin:
|
||||
llm_access = self.llm_access_status()
|
||||
return {
|
||||
"configured": self.configured,
|
||||
"mode": "tushare" if self.configured else "unavailable",
|
||||
"mode": "datahub" if self.configured else "unavailable",
|
||||
"llm_configured": self.llm_configured,
|
||||
"llm_model": self.llm_primary_model if self.llm_configured else "",
|
||||
"llm_fallback_configured": self.llm_fallback_configured,
|
||||
|
||||
@@ -109,7 +109,14 @@ class HttpTransportMixin:
|
||||
return {}
|
||||
if length <= 0 or length > 65536:
|
||||
raise ValueError("请求内容为空或过大。")
|
||||
return json.loads(self.rfile.read(length).decode("utf-8"))
|
||||
raw = self.rfile.read(length)
|
||||
try:
|
||||
payload = json.loads(raw.decode("utf-8"))
|
||||
except (UnicodeDecodeError, json.JSONDecodeError):
|
||||
raise ValueError("请求不是合法 JSON。") from None
|
||||
if not isinstance(payload, dict):
|
||||
raise ValueError("请求不是合法 JSON。")
|
||||
return payload
|
||||
|
||||
def serve_static(self, request_path: str) -> None:
|
||||
relative = unquote(request_path).lstrip("/") or "index.html"
|
||||
|
||||
@@ -0,0 +1,48 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime, time as dt_time
|
||||
|
||||
|
||||
def dashboard_has_usable_data(dashboard: dict[str, object]) -> bool:
|
||||
if not isinstance(dashboard, dict) or dashboard.get("status") == "failed":
|
||||
return False
|
||||
meta = dashboard.get("meta") or {}
|
||||
overview = dashboard.get("overview") or {}
|
||||
if isinstance(meta, dict) and (meta.get("trade_date") or meta.get("carried_forward")):
|
||||
return True
|
||||
return bool(isinstance(overview, dict) and overview)
|
||||
|
||||
|
||||
def verified_dashboard_result(dashboard: dict[str, object]) -> dict[str, object]:
|
||||
"""Manual refresh and automatic catch-up share this rule.
|
||||
|
||||
Derived limit lists or a previous usable snapshot are not whole-job failures.
|
||||
Only a payload with no displayable market data is recorded as failed.
|
||||
"""
|
||||
if dashboard_has_usable_data(dashboard):
|
||||
return dashboard
|
||||
meta = dashboard.get("meta") if isinstance(dashboard, dict) else None
|
||||
notice = ""
|
||||
if isinstance(meta, dict):
|
||||
notice = str(meta.get("notice") or meta.get("display_notice") or "")
|
||||
return {
|
||||
"status": "failed",
|
||||
"error": notice or "未获取到可用行情",
|
||||
}
|
||||
|
||||
|
||||
def official_catchup_due(today: str, snapshot: dict[str, object]) -> bool:
|
||||
now = datetime.now().astimezone().time().replace(tzinfo=None)
|
||||
if not (dt_time(15, 5) <= now < dt_time(22, 0)):
|
||||
return False
|
||||
meta = snapshot.get("meta") if isinstance(snapshot.get("meta"), dict) else {}
|
||||
actual = str(meta.get("trade_date") or "").replace("-", "")
|
||||
if (
|
||||
actual == today
|
||||
and meta.get("limit_data_source") != "derived"
|
||||
and not meta.get("carried_forward")
|
||||
and not meta.get("realtime")
|
||||
and meta.get("mode") != "realtime"
|
||||
):
|
||||
return False
|
||||
return True
|
||||
+11
-12
@@ -5,16 +5,7 @@ import time
|
||||
from datetime import date
|
||||
|
||||
from backend.bootstrap.config import normalize_date
|
||||
|
||||
|
||||
def _verified_dashboard_result(dashboard: dict[str, object]) -> dict[str, object]:
|
||||
meta = dashboard.get("meta") or {}
|
||||
if isinstance(meta, dict) and meta.get("carried_forward"):
|
||||
return {
|
||||
"status": "failed",
|
||||
"error": str(meta.get("notice") or "未获取到所选日期的最新行情"),
|
||||
}
|
||||
return dashboard
|
||||
from backend.jobs.refresh import official_catchup_due, verified_dashboard_result
|
||||
|
||||
|
||||
class JobServiceMixin:
|
||||
@@ -36,7 +27,7 @@ class JobServiceMixin:
|
||||
started = self.jobs.submit(
|
||||
"market.refresh",
|
||||
key,
|
||||
lambda: _verified_dashboard_result(self.sync_dashboard(normalized)),
|
||||
lambda: verified_dashboard_result(self.sync_dashboard(normalized)),
|
||||
{"trade_date": normalized, "trigger": "administrator"},
|
||||
)
|
||||
return {"started": started, "job_key": key if started else ""}
|
||||
@@ -54,7 +45,15 @@ class JobServiceMixin:
|
||||
self.jobs.submit(
|
||||
"market.refresh",
|
||||
f"realtime:{today}:{bucket}",
|
||||
lambda: self.sync_dashboard(today),
|
||||
lambda: verified_dashboard_result(self.sync_dashboard(today)),
|
||||
{"trade_date": today, "trigger": "realtime-poll"},
|
||||
)
|
||||
elif official_catchup_due(today, snapshot):
|
||||
bucket = int(time.time() // 300)
|
||||
self.jobs.submit(
|
||||
"market.refresh",
|
||||
f"catchup:{today}:{bucket}",
|
||||
lambda: verified_dashboard_result(self.sync_dashboard(today)),
|
||||
{"trade_date": today, "trigger": "official-catchup"},
|
||||
)
|
||||
self._schedule_automatic_screeners(today, snapshot)
|
||||
|
||||
@@ -0,0 +1,47 @@
|
||||
# Optional overlay. Does not replace the existing xiaobai-review service.
|
||||
# Start later (总工部署时) with:
|
||||
# docker compose -f compose.yaml -f compose.datahub.yaml up -d
|
||||
#
|
||||
# Required .env keys: DATAHUB_ENCRYPTION_KEY, DATAHUB_TOKEN, DATAHUB_ADMIN_PASSWORD, TUSHARE_TOKEN
|
||||
|
||||
services:
|
||||
xiaobai-datahub:
|
||||
build:
|
||||
context: ./xiaobai-datahub
|
||||
dockerfile: Dockerfile
|
||||
image: xiaobai-datahub:local
|
||||
container_name: xiaobai-datahub
|
||||
ports:
|
||||
- "0.0.0.0:8766:8766/tcp"
|
||||
env_file:
|
||||
- ./xiaobai-datahub/.env
|
||||
environment:
|
||||
DATAHUB_ENCRYPTION_KEY: "${DATAHUB_ENCRYPTION_KEY:?DATAHUB_ENCRYPTION_KEY must be set}"
|
||||
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
|
||||
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
|
||||
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
|
||||
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
|
||||
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
|
||||
DATAHUB_DB_PATH: /app/data/datahub.db
|
||||
DATAHUB_BACKUP_DIR: /app/data/backups
|
||||
TZ: Asia/Shanghai
|
||||
PYTHONUTF8: "1"
|
||||
volumes:
|
||||
- type: bind
|
||||
source: ./datahub-data
|
||||
target: /app/data
|
||||
restart: unless-stopped
|
||||
init: true
|
||||
read_only: true
|
||||
tmpfs:
|
||||
- /tmp:size=64m,mode=1777
|
||||
security_opt:
|
||||
- no-new-privileges:true
|
||||
cap_drop:
|
||||
- ALL
|
||||
stop_grace_period: 30s
|
||||
logging:
|
||||
driver: json-file
|
||||
options:
|
||||
max-size: "10m"
|
||||
max-file: "3"
|
||||
@@ -13,6 +13,26 @@ services:
|
||||
- ./.env
|
||||
environment:
|
||||
APP_ENCRYPTION_KEY: "${APP_ENCRYPTION_KEY:?APP_ENCRYPTION_KEY must be set in .env}"
|
||||
# Provider credentials are consumed only by xiaobai-datahub.
|
||||
TUSHARE_TOKEN: ""
|
||||
IFIND_REFRESH_TOKEN: ""
|
||||
IFIND_ACCESS_TOKEN: ""
|
||||
DATAHUB_BASE_URL: "${DATAHUB_BASE_URL:-http://192.168.200.11:8766}"
|
||||
DATAHUB_READ_CALENDAR: "1"
|
||||
DATAHUB_READ_STOCKS: "1"
|
||||
DATAHUB_READ_DAILY: "1"
|
||||
DATAHUB_READ_INDEX_DAILY: "1"
|
||||
DATAHUB_READ_VALUATION: "1"
|
||||
DATAHUB_READ_MONEYFLOW: "1"
|
||||
DATAHUB_READ_AUCTION: "1"
|
||||
DATAHUB_READ_LIMIT_EVENTS: "1"
|
||||
DATAHUB_READ_POPULARITY: "1"
|
||||
DATAHUB_READ_DRAGON_TIGER: "1"
|
||||
DATAHUB_READ_SECTOR_DAILY: "1"
|
||||
DATAHUB_READ_QUOTES: "1"
|
||||
DATAHUB_READ_INDEX_QUOTES: "1"
|
||||
DATAHUB_READ_INTRADAY: "1"
|
||||
DATAHUB_READ_STATUS: "1"
|
||||
TZ: Asia/Shanghai
|
||||
PYTHONUTF8: "1"
|
||||
volumes:
|
||||
|
||||
@@ -12,6 +12,12 @@ These registries describe the approved product surface of the standalone applica
|
||||
providers, model entry points, CSS layers, and remaining code hotspots.
|
||||
- `data-fields.config.json`: canonical data products, provider eligibility, intended use, and
|
||||
known blocked datasets.
|
||||
- `datahub.config.json`: official read-only client for `xiaobai-datahub`. Each dataset has its
|
||||
own `read` / `shadow` flag; official reads default on. `compose.yaml` pins every
|
||||
`DATAHUB_READ_*` to `"1"` so a leftover `.env` `=0` cannot silently keep official
|
||||
pages on the old APIs. Environment variables can still override a single
|
||||
`DATAHUB_SHADOW_*` without a master switch. The old website APIs stay as
|
||||
emergency fallback only.
|
||||
- `data-quality.config.json`: freshness, coverage, units, adjustment, point-in-time, and
|
||||
fail-closed rules for every canonical data product.
|
||||
- `jobs.config.json`: background schedules, dependencies, lock keys, retry policy, timeouts,
|
||||
|
||||
@@ -204,25 +204,25 @@
|
||||
"path": "backend/data/providers/tushare_client.py",
|
||||
"runtime_role": "stable client facade for primary deterministic market data"
|
||||
},
|
||||
{
|
||||
"provider": "datahub",
|
||||
"path": "backend/data/datahub/client.py",
|
||||
"runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"
|
||||
},
|
||||
{
|
||||
"provider": "ifind",
|
||||
"path": "backend/data/providers/ifind_client.py",
|
||||
"runtime_role": "realtime, charts, snapshots, enrichment"
|
||||
"path": "xiaobai-datahub/datahub/adapters/ifind.py",
|
||||
"runtime_role": "licensed iFinD source inside the data hub"
|
||||
},
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "backend/features/market/charts.py",
|
||||
"runtime_role": "display chart fallback"
|
||||
},
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "backend/data/realtime.py",
|
||||
"runtime_role": "isolated realtime observation"
|
||||
"path": "xiaobai-datahub/datahub/adapters/eastmoney.py",
|
||||
"runtime_role": "free realtime quotes and shenwan inside the data hub"
|
||||
},
|
||||
{
|
||||
"provider": "tencent",
|
||||
"path": "backend/data/realtime.py",
|
||||
"runtime_role": "index observation fallback"
|
||||
"path": "xiaobai-datahub/datahub/adapters/tencent.py",
|
||||
"runtime_role": "free index and stock quotes inside the data hub"
|
||||
}
|
||||
],
|
||||
"provider_domains": [
|
||||
@@ -279,16 +279,28 @@
|
||||
"compatibility_fallback": "backend/features/market/service.py"
|
||||
},
|
||||
{
|
||||
"client": "IfindHttpClient",
|
||||
"client": "DatahubClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "DatahubBridge",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "DatahubAwareTushareClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "HubIfindProxy",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "HubRealtimeProxy",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "MarketChartClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "WebRealtimeAggregator",
|
||||
"owner": "backend/data/gateway.py"
|
||||
}
|
||||
],
|
||||
"heaven_service_owners": {
|
||||
@@ -313,6 +325,7 @@
|
||||
"system_service": "backend/features/system/service.py",
|
||||
"account_bridge": "backend/features/accounts/application.py",
|
||||
"job_lifecycle": "backend/jobs/service.py",
|
||||
"job_refresh_status": "backend/jobs/refresh.py",
|
||||
"feature_routes": "backend/features/*/routes.py"
|
||||
},
|
||||
"numeric_normalization": [
|
||||
@@ -450,13 +463,13 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/heaven/page.js",
|
||||
"bytes": 97268,
|
||||
"lines": 2070
|
||||
"bytes": 97770,
|
||||
"lines": 2079
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/shell.css",
|
||||
"bytes": 63659,
|
||||
"lines": 3763
|
||||
"bytes": 63733,
|
||||
"lines": 3767
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/engine.py",
|
||||
@@ -465,8 +478,13 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/index.html",
|
||||
"bytes": 48254,
|
||||
"lines": 664
|
||||
"bytes": 48403,
|
||||
"lines": 665
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_industries.py",
|
||||
"bytes": 37168,
|
||||
"lines": 859
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/catalog.py",
|
||||
@@ -478,6 +496,11 @@
|
||||
"bytes": 35247,
|
||||
"lines": 2416
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 33230,
|
||||
"lines": 770
|
||||
},
|
||||
{
|
||||
"path": "database.py",
|
||||
"bytes": 32073,
|
||||
@@ -488,16 +511,6 @@
|
||||
"bytes": 31756,
|
||||
"lines": 562
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 28234,
|
||||
"lines": 648
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_industries.py",
|
||||
"bytes": 26540,
|
||||
"lines": 616
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/manual.py",
|
||||
"bytes": 24521,
|
||||
@@ -515,13 +528,13 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/preview.js",
|
||||
"bytes": 18178,
|
||||
"lines": 446
|
||||
"bytes": 18230,
|
||||
"lines": 447
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/trend.py",
|
||||
"bytes": 16772,
|
||||
"lines": 370
|
||||
"bytes": 17005,
|
||||
"lines": 373
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction_scoring.py",
|
||||
@@ -530,39 +543,39 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/charts.js",
|
||||
"bytes": 15311,
|
||||
"lines": 387
|
||||
"bytes": 15743,
|
||||
"lines": 401
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 15063,
|
||||
"lines": 321
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/pools/page.html",
|
||||
"bytes": 14942,
|
||||
"lines": 235
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 14836,
|
||||
"lines": 283
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/data_sync.py",
|
||||
"bytes": 14743,
|
||||
"lines": 342
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 14410,
|
||||
"lines": 268
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/market_context.py",
|
||||
"bytes": 13681,
|
||||
"lines": 338
|
||||
"bytes": 14409,
|
||||
"lines": 354
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/session.js",
|
||||
"bytes": 13219,
|
||||
"lines": 289
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 12894,
|
||||
"lines": 274
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction_data.py",
|
||||
"bytes": 12829,
|
||||
@@ -570,8 +583,8 @@
|
||||
},
|
||||
{
|
||||
"path": "backend/features/system/service.py",
|
||||
"bytes": 12392,
|
||||
"lines": 254
|
||||
"bytes": 12180,
|
||||
"lines": 265
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction.py",
|
||||
@@ -595,9 +608,14 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/entity-detail.js",
|
||||
"bytes": 9119,
|
||||
"bytes": 9139,
|
||||
"lines": 199
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_daily.py",
|
||||
"bytes": 9076,
|
||||
"lines": 232
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dragon_tiger.py",
|
||||
"bytes": 9059,
|
||||
@@ -608,6 +626,11 @@
|
||||
"bytes": 8562,
|
||||
"lines": 238
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 8447,
|
||||
"lines": 189
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/mentor/page.html",
|
||||
"bytes": 8357,
|
||||
@@ -618,16 +641,6 @@
|
||||
"bytes": 6983,
|
||||
"lines": 146
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_daily.py",
|
||||
"bytes": 6837,
|
||||
"lines": 160
|
||||
},
|
||||
{
|
||||
"path": "backend/application.py",
|
||||
"bytes": 6751,
|
||||
"lines": 178
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_popularity.py",
|
||||
"bytes": 6739,
|
||||
@@ -644,8 +657,13 @@
|
||||
"lines": 81
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_stocks.py",
|
||||
"bytes": 6244,
|
||||
"path": "backend/application.py",
|
||||
"bytes": 6399,
|
||||
"lines": 161
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/stock-detail.js",
|
||||
"bytes": 6325,
|
||||
"lines": 137
|
||||
},
|
||||
{
|
||||
@@ -664,14 +682,9 @@
|
||||
"lines": 85
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/stock-detail.js",
|
||||
"bytes": 5690,
|
||||
"lines": 124
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 5451,
|
||||
"lines": 118
|
||||
"path": "backend/data/providers/tushare_stocks.py",
|
||||
"bytes": 5592,
|
||||
"lines": 123
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages.config.js",
|
||||
@@ -703,6 +716,11 @@
|
||||
"bytes": 4712,
|
||||
"lines": 106
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_helpers.py",
|
||||
"bytes": 4406,
|
||||
"lines": 124
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/routes.py",
|
||||
"bytes": 4276,
|
||||
@@ -768,36 +786,31 @@
|
||||
"bytes": 2514,
|
||||
"lines": 63
|
||||
},
|
||||
{
|
||||
"path": "backend/jobs/service.py",
|
||||
"bytes": 2337,
|
||||
"lines": 59
|
||||
},
|
||||
{
|
||||
"path": "backend/features/mentor/routes.py",
|
||||
"bytes": 2299,
|
||||
"lines": 57
|
||||
},
|
||||
{
|
||||
"path": "backend/jobs/service.py",
|
||||
"bytes": 2219,
|
||||
"lines": 60
|
||||
"path": "backend/data/providers/tushare_client.py",
|
||||
"bytes": 2263,
|
||||
"lines": 70
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/regime.py",
|
||||
"bytes": 2202,
|
||||
"lines": 53
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_client.py",
|
||||
"bytes": 2166,
|
||||
"lines": 68
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/popularity/page.html",
|
||||
"bytes": 2165,
|
||||
"lines": 35
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_helpers.py",
|
||||
"bytes": 2083,
|
||||
"lines": 64
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/breadth.js",
|
||||
"bytes": 2071,
|
||||
@@ -808,6 +821,11 @@
|
||||
"bytes": 1919,
|
||||
"lines": 45
|
||||
},
|
||||
{
|
||||
"path": "backend/jobs/refresh.py",
|
||||
"bytes": 1808,
|
||||
"lines": 48
|
||||
},
|
||||
{
|
||||
"path": "backend/features/system/routes.py",
|
||||
"bytes": 1791,
|
||||
@@ -823,6 +841,11 @@
|
||||
"bytes": 1642,
|
||||
"lines": 53
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_transport.py",
|
||||
"bytes": 1592,
|
||||
"lines": 50
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights.py",
|
||||
"bytes": 1580,
|
||||
@@ -833,11 +856,6 @@
|
||||
"bytes": 1535,
|
||||
"lines": 39
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_transport.py",
|
||||
"bytes": 1455,
|
||||
"lines": 48
|
||||
},
|
||||
{
|
||||
"path": "backend/features/themes/routes.py",
|
||||
"bytes": 1337,
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
"schema_version": 1,
|
||||
"providers": {
|
||||
"tushare": {"class": "licensed", "calculation_allowed": true},
|
||||
"datahub": {"class": "licensed", "calculation_allowed": true},
|
||||
"ifind": {"class": "licensed", "calculation_allowed": true},
|
||||
"eastmoney": {"class": "public_web", "calculation_allowed": false},
|
||||
"tencent": {"class": "public_web", "calculation_allowed": false},
|
||||
|
||||
@@ -0,0 +1,25 @@
|
||||
{
|
||||
"schema_version": 1,
|
||||
"base_url": "http://127.0.0.1:8766",
|
||||
"timeout_seconds": 8,
|
||||
"retries": 1,
|
||||
"page_limit": 5000,
|
||||
"stale_seconds_max": 86400,
|
||||
"datasets": {
|
||||
"calendar": { "read": true, "shadow": false },
|
||||
"stocks": { "read": true, "shadow": false },
|
||||
"daily": { "read": true, "shadow": false },
|
||||
"index_daily": { "read": true, "shadow": false },
|
||||
"valuation": { "read": true, "shadow": false },
|
||||
"moneyflow": { "read": true, "shadow": false },
|
||||
"auction": { "read": true, "shadow": false },
|
||||
"limit_events": { "read": true, "shadow": false },
|
||||
"popularity": { "read": true, "shadow": false },
|
||||
"dragon_tiger": { "read": true, "shadow": false },
|
||||
"sector_daily": { "read": true, "shadow": false },
|
||||
"quotes": { "read": true, "shadow": false },
|
||||
"index_quotes": { "read": true, "shadow": false },
|
||||
"intraday": { "read": true, "shadow": false },
|
||||
"status": { "read": true, "shadow": false }
|
||||
}
|
||||
}
|
||||
+1
-1
@@ -32,4 +32,4 @@
|
||||
|
||||
- 旧文档不能删:被替代的旧文档开头要加一行「⚠️ 本文档已过时,仅留档备查,请勿删除」,再写新版。
|
||||
- 用中文大白话写,专业词要带通俗解释,让不懂代码的人也能看懂。
|
||||
- 「问天」板块是冻结区,任何改动都不许碰;写文档时别误导后来人去改它。
|
||||
- 「问天」不是永久冻结区:此前只冻结过界面视觉方案,现已解冻。问天可纳入后续数据与功能迁移,不要再写成“永远不碰”。
|
||||
|
||||
@@ -213,12 +213,12 @@
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "realtime_aggregator.py",
|
||||
"runtime_role": "isolated realtime observation"
|
||||
"runtime_role": "isolated realtime observation and intraday dashboard fallback"
|
||||
},
|
||||
{
|
||||
"provider": "tencent",
|
||||
"path": "realtime_aggregator.py",
|
||||
"runtime_role": "index observation fallback"
|
||||
"runtime_role": "index observation and intraday quote fallback"
|
||||
}
|
||||
],
|
||||
"llm_entrypoints": [
|
||||
|
||||
@@ -320,6 +320,11 @@ PC端统一采用以下固定骨架:
|
||||
|
||||
### 6.1 数据源职责
|
||||
|
||||
运行边界:下表中的职责全部由独立的 `xiaobai-datahub` 数据中枢执行。主网站只按固定业务
|
||||
协议请求“行情、日K、分时、申万、竞价”等数据,不接触任何提供方参数或凭据,也不决定优先级、
|
||||
重试、降级和回填。数据中枢是主网站唯一的行情出口;中枢暂时取不到新数据时,网站只能读取
|
||||
已经归档的真实快照,不能绕回旧提供方直连接口。
|
||||
|
||||
| 数据源 | 可用于正式计算 | 主要职责 |
|
||||
|---|:---:|---|
|
||||
| Tushare | 是 | 交易日历、股票主表、日线、估值、财务、资金流、申万行业、涨跌停、9:25竞价、热榜、龙虎榜 |
|
||||
|
||||
@@ -7,6 +7,7 @@
|
||||
| 任务 | 说明 | 状态 |
|
||||
|---|---|---|
|
||||
| 全站视觉统一改造收尾 | 主线。17 个阶段已完成,正在最终验收、代码合并 | 收尾中 |
|
||||
| 行情刷新误报与旧数据提示 | HEL-412:高级接口未到齐不再记整次失败;今日正式数据晚到时提示当前展示日期 | 施工中 |
|
||||
| 手机端独立重新设计 | 先出视觉/交互规范和技术架构方案,等老板确认后再施工 | 方案送审中 |
|
||||
|
||||
## 已做完
|
||||
|
||||
+2
-2
@@ -29,11 +29,11 @@
|
||||
- **智能工具类(3 个)**:智能选股、问师、问天。
|
||||
- **个人类(1 个)**:我的复盘。
|
||||
|
||||
其中「问天」是冻结区(见下面的硬规矩)。
|
||||
其中「问天」此前只在全站视觉改造阶段冻结过界面方案,现已解冻;问天可以纳入后续数据与功能迁移,但不等于本阶段要重做视觉。
|
||||
|
||||
## 几条硬规矩(不能破坏的边界)
|
||||
|
||||
- 「问天」板块是**冻结区**,任何改动都不许碰它。
|
||||
- 「问天」板块**不是永久冻结区**:此前冻结的是界面视觉方案,现已解冻。问天现有功能与界面不要破坏;后续数据与功能迁移可以纳入,不主动重做视觉。
|
||||
- **不用假数据冒充真行情**;数据缺失就明说“没有/不可用”,不能编。
|
||||
- **每个用户自己的数据互相隔离**(自选、复盘、对话、问天历史等),看不到别人的。
|
||||
- **计算由程序确定性完成**(情绪周期、智能选股、问天排盘等),AI 大模型(LLM,就是会聊天的那个 AI)只负责解释或编译自然语言条件,不能改计算结果。
|
||||
|
||||
+4
-3
@@ -607,12 +607,13 @@
|
||||
<div class="admin-panel" data-admin-panel="market">
|
||||
<form id="systemMarketForm" class="settings-section">
|
||||
<div class="settings-section-heading"><h3>公共行情</h3><span id="systemDataStatus">待检查</span></div>
|
||||
<label class="form-field"><span>Tushare Token</span><input id="systemTokenInput" type="password" autocomplete="off" minlength="20" placeholder="留空保留现有 Token"></label>
|
||||
<label class="form-field"><span>iFinD Refresh Token</span><input id="systemIfindTokenInput" type="password" autocomplete="off" maxlength="2048" placeholder="留空保留现有 Token"></label>
|
||||
<label class="form-field"><span>行情来源凭据</span><input id="systemTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
|
||||
<label class="form-field"><span>实时来源凭据</span><input id="systemIfindTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
|
||||
<label class="switch-control"><input id="systemBackgroundRefresh" type="checkbox"><span>启用交易时段后台刷新</span></label>
|
||||
<p class="form-hint">所有用户读取同一份后台快照,页面不会随后台任务自动重绘。</p>
|
||||
<div id="datahubRouteStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="database"></i><span>数据中枢线路待检查</span></div>
|
||||
<div id="adminRefreshStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="circle-dot"></i><span>尚未手动刷新</span></div>
|
||||
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存行情配置</button></div>
|
||||
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存刷新设置</button></div>
|
||||
</form>
|
||||
<section class="settings-section">
|
||||
<div class="settings-section-heading"><h3>历史数据回补</h3><span>管理员任务</span></div>
|
||||
|
||||
+42
-14
@@ -770,11 +770,33 @@
|
||||
scroll.classList.add("m-motion-fade-in");
|
||||
}
|
||||
|
||||
function dashboardFreshnessNotice() {
|
||||
const meta = (state.dashboard && state.dashboard.meta) || {};
|
||||
if (meta.display_notice) return String(meta.display_notice);
|
||||
const requested = String(meta.requested_date || "").replace(/-/g, "");
|
||||
const actual = String(meta.trade_date || "").replace(/-/g, "");
|
||||
const compact = actual;
|
||||
const shown = /^\d{8}$/.test(compact)
|
||||
? (Number(compact.slice(4, 6)) + " 月 " + Number(compact.slice(6, 8)) + " 日")
|
||||
: "";
|
||||
if (meta.data_status === "preparing" || (meta.carried_forward && actual && requested && actual !== requested)) {
|
||||
return shown ? ("今日数据正在准备,当前展示 " + shown) : "今日数据正在准备,当前展示最近可用数据";
|
||||
}
|
||||
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
|
||||
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
function renderTopArea(key) {
|
||||
const page = document.querySelector(".m-page");
|
||||
if (!page) return;
|
||||
let top = page.querySelector(".m-top");
|
||||
let html = buildStrip();
|
||||
const freshness = dashboardFreshnessNotice();
|
||||
if (freshness) {
|
||||
html = '<div class="m-phase-notice"><strong>' + escapeHtml(freshness) + "</strong></div>" + html;
|
||||
}
|
||||
if (key === "market/performance") html += performanceConclusion();
|
||||
if (!top) {
|
||||
top = document.createElement("div");
|
||||
@@ -3380,9 +3402,9 @@
|
||||
const payload = detail && detail.payload ? detail.payload : {};
|
||||
const meta = payload.meta || {};
|
||||
if (tab === "daily") {
|
||||
const bars = (payload.prices || []).slice(-48);
|
||||
const bars = (payload.prices || []).slice(-45);
|
||||
const last = bars.length ? bars[bars.length - 1].trade_date : "";
|
||||
return "日线 · 近48根 · 至 " + (displayCompactDate(last) || "--");
|
||||
return "日线 · 近45根 · 至 " + (displayCompactDate(last) || "--");
|
||||
}
|
||||
const d = displayCompactDate(meta.intraday_trade_date) || displayCompactDate(meta.trade_date);
|
||||
return "分时 · " + (d || "--");
|
||||
@@ -3680,7 +3702,7 @@
|
||||
const W = 360, H = 240, padL = 8, padR = 52, padT = 10, padB = 22;
|
||||
const pw = W - padL - padR;
|
||||
const ph = H - padT - padB;
|
||||
const prices = (payload.prices || []).slice(-48);
|
||||
const prices = (payload.prices || []).slice(-45);
|
||||
|
||||
if (prices.length < 2) return emptyChart("日线数据暂不可用");
|
||||
|
||||
@@ -5197,6 +5219,15 @@
|
||||
return '<span class="m-sys-dot' + (ok ? " m-sys-dot--ok" : "") + '"></span>';
|
||||
}
|
||||
|
||||
function datahubStatusText(hub) {
|
||||
const enabled = number(hub.enabled_reads);
|
||||
const total = number(hub.total_reads) || enabled;
|
||||
const fallbacks = hub.fallback_labels || [];
|
||||
if (fallbacks.length) return " 备用 " + fallbacks.join("、");
|
||||
if (hub.configured) return " 主线路 " + enabled + "/" + total;
|
||||
return " 未配置";
|
||||
}
|
||||
|
||||
function renderSystemAdmin(key) {
|
||||
if (key === "system/members") {
|
||||
renderSystemMembers();
|
||||
@@ -5211,15 +5242,16 @@
|
||||
'<div class="m-sys-body" data-system-admin-panel="market">' +
|
||||
'<div class="m-card m-sys-section"><strong>数据源状态</strong>' +
|
||||
'<div class="m-sys-status-list">' +
|
||||
'<div class="m-sys-status-item"><span>Tushare</span><span>' + statusDot(data.configured) + (data.configured ? " 已配置" : " 未配置") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(data.configured) + (data.configured ? " 已连接" : " 未连接") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>iFinD</span><span>' + statusDot(ifind.configured) + (ifind.configured ? " 已配置" : " 未配置") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>行情快照</span><strong>' + number(data.snapshot_dates) + " 个交易日</strong></div>" +
|
||||
'<div class="m-sys-status-item"><span>后台刷新</span><span>' + statusDot(data.background_refresh_enabled) + (data.background_refresh_enabled ? " 已启用" : " 已暂停") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(Boolean((data.datahub || {}).configured) && !((data.datahub || {}).fallback_count)) + datahubStatusText(data.datahub || {}) + "</span></div>" +
|
||||
"</div></div>" +
|
||||
'<div class="m-card m-sys-section"><strong>数据源密钥</strong>' +
|
||||
formFieldHtml("Tushare Token", '<input id="m-sys-token" type="password" autocomplete="off" minlength="20" placeholder="留空则保留现有 Token">', false) +
|
||||
formFieldHtml("iFinD Refresh Token", '<input id="m-sys-ifind" type="password" autocomplete="off" maxlength="2048" placeholder="留空则保留现有 Token">', false) +
|
||||
'<button class="m-btn-primary" type="button" data-system-save-market>保存密钥</button></div>' +
|
||||
formFieldHtml("行情来源凭据", '<input id="m-sys-token" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
|
||||
formFieldHtml("实时来源凭据", '<input id="m-sys-ifind" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
|
||||
'<button class="m-btn-primary" type="button" data-system-save-market>刷新状态</button></div>' +
|
||||
'<div class="m-card m-sys-section"><strong>后台刷新</strong>' +
|
||||
'<div class="m-sys-switch-row"><div><strong>交易时段自动刷新</strong><p class="m-sys-hint">开启后后台定时更新快照</p></div>' +
|
||||
'<button class="m-theme-switch" type="button" data-system-toggle-refresh role="switch" aria-checked="' + (data.background_refresh_enabled ? "true" : "false") + '" aria-label="交易时段自动刷新"><span class="m-theme-switch-thumb"></span></button></div>' +
|
||||
@@ -5518,14 +5550,10 @@
|
||||
function saveSystemMarket() {
|
||||
const button = document.querySelector("[data-system-save-market]");
|
||||
if (button) button.disabled = true;
|
||||
global.MobileAPI.request("/api/admin/settings", "POST", {
|
||||
tushare_token: ((document.getElementById("m-sys-token") || {}).value || "").trim(),
|
||||
ifind_refresh_token: ((document.getElementById("m-sys-ifind") || {}).value || "").trim(),
|
||||
}).then(function () {
|
||||
showToast("行情密钥已保存");
|
||||
loadSystem();
|
||||
loadSystem().then(function () {
|
||||
showToast("数据中枢状态已刷新");
|
||||
}).catch(function (error) {
|
||||
showToast(error && error.message ? error.message : "系统配置保存失败");
|
||||
showToast(error && error.message ? error.message : "数据中枢状态读取失败");
|
||||
}).then(function () {
|
||||
if (button) button.disabled = false;
|
||||
});
|
||||
|
||||
@@ -68,10 +68,10 @@
|
||||
"/pages/sentiment/page.js?v=20260729-1",
|
||||
"/pages/pools/page.js?v=20260820-1",
|
||||
"/pages/market/breadth.js?v=20260803-1",
|
||||
"/pages/market/charts.js?v=20260803-1",
|
||||
"/pages/market/entity-detail.js?v=20260803-1",
|
||||
"/pages/market/stock-detail.js?v=20260803-1",
|
||||
"/pages/market/preview.js?v=20260806-1",
|
||||
"/pages/market/charts.js?v=20260908-1",
|
||||
"/pages/market/entity-detail.js?v=20260908-1",
|
||||
"/pages/market/stock-detail.js?v=20260908-1",
|
||||
"/pages/market/preview.js?v=20260908-1",
|
||||
"/pages/market/search.js?v=20260803-1",
|
||||
"/pages/market/bindings.js?v=20260803-1",
|
||||
"/pages/ladder/page.js?v=20260820-1",
|
||||
|
||||
@@ -113,9 +113,12 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
|
||||
document.querySelector("#resetHeavenCalibrationButton"),
|
||||
].filter(Boolean);
|
||||
cancelHeavenPerformance();
|
||||
heavenView?.classList.add("heaven-data-loading");
|
||||
const blocking = !state.heavenSetup;
|
||||
if (blocking) heavenView?.classList.add("heaven-data-loading");
|
||||
if (loadButton) loadButton.disabled = true;
|
||||
calibrationButtons.forEach((button) => { button.disabled = true; });
|
||||
const controller = new AbortController();
|
||||
const timeoutId = window.setTimeout(() => controller.abort(), 25_000);
|
||||
try {
|
||||
if (state.heavenSetup?.requestedKey && state.heavenSetup.requestedKey !== requestedKey) {
|
||||
state.personalField = null;
|
||||
@@ -126,7 +129,7 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
|
||||
if (sector) query.set("sector", sector);
|
||||
if (stockCode) query.set("stock_code", stockCode);
|
||||
if (manualData) query.set("manual_data", JSON.stringify(manualData));
|
||||
const payload = await apiRequest(`/api/heaven/setup?${query}`);
|
||||
const payload = await apiRequest(`/api/heaven/setup?${query}`, "GET", null, { signal: controller.signal });
|
||||
if (
|
||||
requestSequence !== state.heavenRequestSequence
|
||||
|| calendarDate !== document.querySelector("#qiObservationDate")?.value
|
||||
@@ -152,9 +155,15 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
|
||||
if (payload.chart.selection_notice) showHeavenNotice(payload.chart.selection_notice);
|
||||
} catch (error) {
|
||||
if (requestSequence !== state.heavenRequestSequence) return;
|
||||
showHeavenNotice(error.message || "问天数据加载失败");
|
||||
showToast(error.message || "问天数据加载失败");
|
||||
const aborted = error?.payload?.aborted || /abort|超时|cancel/i.test(String(error?.message || ""));
|
||||
const message = aborted
|
||||
? "问天数据仍在准备,页面可继续输入和操作"
|
||||
: (error.message || "问天数据加载失败");
|
||||
showHeavenNotice(message);
|
||||
if (!aborted) showToast(message);
|
||||
if (!state.heavenSetup) renderHeavenWorkspace();
|
||||
} finally {
|
||||
window.clearTimeout(timeoutId);
|
||||
if (requestSequence === state.heavenRequestSequence) {
|
||||
heavenView?.classList.remove("heaven-data-loading");
|
||||
if (loadButton) loadButton.disabled = false;
|
||||
|
||||
@@ -1,3 +1,16 @@
|
||||
const DAILY_CHART_BARS = 45;
|
||||
|
||||
function visibleDailyPrices(prices) {
|
||||
return (prices || []).slice(-DAILY_CHART_BARS);
|
||||
}
|
||||
|
||||
function dailyChartSourceLabel(prices, notice) {
|
||||
const count = visibleDailyPrices(prices).length;
|
||||
const base = `日 K 行情 · ${count} 个交易日`;
|
||||
const text = String(notice || "").trim();
|
||||
return text ? `${base} · ${text}` : base;
|
||||
}
|
||||
|
||||
function currentChartPalette() {
|
||||
const style = getComputedStyle(document.documentElement);
|
||||
const color = (token, fallback) => style.getPropertyValue(token).trim() || fallback;
|
||||
@@ -56,7 +69,8 @@ function drawCandlestick(context, x, item, priceY, candleWidth, palette = curren
|
||||
|
||||
function drawPriceChart(prices) {
|
||||
const canvas = elements.priceChart;
|
||||
if (!prices?.length) {
|
||||
const visible = visibleDailyPrices(prices);
|
||||
if (!visible.length) {
|
||||
clearPriceChart("暂无日 K 数据");
|
||||
return;
|
||||
}
|
||||
@@ -81,15 +95,15 @@ function drawPriceChart(prices) {
|
||||
const gap = 12;
|
||||
const priceBottom = height - bottom - volumeHeight - gap;
|
||||
const plotWidth = width - left - right;
|
||||
const highs = prices.map((item) => number(item.high));
|
||||
const lows = prices.map((item) => number(item.low));
|
||||
const highs = visible.map((item) => number(item.high));
|
||||
const lows = visible.map((item) => number(item.low));
|
||||
const maximum = Math.max(...highs);
|
||||
const minimum = Math.min(...lows);
|
||||
const range = Math.max(maximum - minimum, maximum * 0.01, 0.01);
|
||||
const volumes = prices.map((item) => number(item.volume));
|
||||
const volumes = visible.map((item) => number(item.volume));
|
||||
const maxVolume = Math.max(...volumes, 1);
|
||||
const priceY = (value) => top + (maximum - value) / range * (priceBottom - top);
|
||||
const step = plotWidth / prices.length;
|
||||
const step = plotWidth / visible.length;
|
||||
const candleWidth = clamp(step * 0.62, 2, 8);
|
||||
|
||||
context.strokeStyle = palette.grid;
|
||||
@@ -105,7 +119,7 @@ function drawPriceChart(prices) {
|
||||
context.fillText((maximum - range * line / 4).toFixed(2), left - 5, y + 4);
|
||||
}
|
||||
|
||||
prices.forEach((item, index) => {
|
||||
visible.forEach((item, index) => {
|
||||
const x = left + step * index + step / 2;
|
||||
const color = drawCandlestick(context, x, item, priceY, candleWidth, palette);
|
||||
const volumeBarHeight = number(item.volume) / maxVolume * volumeHeight;
|
||||
@@ -117,10 +131,10 @@ function drawPriceChart(prices) {
|
||||
|
||||
context.textAlign = "center";
|
||||
context.fillStyle = palette.axis;
|
||||
const labelIndexes = [0, Math.floor((prices.length - 1) / 2), prices.length - 1];
|
||||
const labelIndexes = [0, Math.floor((visible.length - 1) / 2), visible.length - 1];
|
||||
labelIndexes.forEach((index) => {
|
||||
const x = left + step * index + step / 2;
|
||||
context.fillText(String(prices[index].trade_date).slice(5), x, height - 5);
|
||||
context.fillText(String(visible[index].trade_date).slice(5), x, height - 5);
|
||||
});
|
||||
}
|
||||
|
||||
@@ -301,7 +315,7 @@ function drawIntradayPreviewChart(points, dailyPrices, referenceClose = 0) {
|
||||
|
||||
function drawDailyPreviewChart(prices) {
|
||||
const { context, width, height, palette } = prepareStockPreviewCanvas();
|
||||
const visible = prices.slice(-45);
|
||||
const visible = visibleDailyPrices(prices);
|
||||
const visibleStart = prices.length - visible.length;
|
||||
const left = 45;
|
||||
const right = 10;
|
||||
|
||||
@@ -113,13 +113,13 @@ function renderEntityDetailMetrics(metrics) {
|
||||
}
|
||||
|
||||
function drawEntityDetailChart(series, canvas = elements.entityDetailChart) {
|
||||
const candles = (series || []).filter((item) => number(item.close) > 0).map((item) => {
|
||||
const candles = visibleDailyPrices((series || []).filter((item) => number(item.close) > 0).map((item) => {
|
||||
const close = number(item.close);
|
||||
const open = number(item.open) || close;
|
||||
const high = Math.max(number(item.high) || close, open, close);
|
||||
const low = Math.min(number(item.low) || close, open, close);
|
||||
return { ...item, open, high, low, close };
|
||||
});
|
||||
}));
|
||||
if (!candles.length) {
|
||||
clearEntityDetailChart("暂无日 K 数据", canvas);
|
||||
return;
|
||||
|
||||
@@ -367,7 +367,8 @@ function selectStockPreviewChart(chart) {
|
||||
}
|
||||
} else if ((payload.prices || []).length) {
|
||||
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
|
||||
setText("stockPreviewSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
|
||||
const notice = String(payload.meta?.notice || "").trim();
|
||||
setText("stockPreviewSource", dailyChartSourceLabel(payload.prices, notice));
|
||||
drawDailyPreviewChart(payload.prices);
|
||||
} else {
|
||||
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
|
||||
|
||||
@@ -20,17 +20,9 @@ async function openStock(code, fallback = null) {
|
||||
setText("detailStreak", row.status === "涨停" ? streakLabel(row.streak) : row.status || "--");
|
||||
setText("detailReason", row.reason || "--");
|
||||
setText("detailSector", row.sector || "其他");
|
||||
setText("detailFirst", row.first_time || "--");
|
||||
setText("detailLast", row.last_time || "--");
|
||||
setText("detailOpen", `${number(row.open_times)} 次`);
|
||||
setText("detailTurnover", `${formatNumber(row.turnover_rate, 2)}%`);
|
||||
setText("detailAmount", `${formatNumber(row.amount_billion, 2)} 亿`);
|
||||
setText("detailSeal", `${formatNumber(row.seal_amount_million, 0)} 万`);
|
||||
setStockBoardFields(row);
|
||||
setText("chartSource", "正在加载行情");
|
||||
setText("flowNet", "--");
|
||||
setText("flowLarge", "--");
|
||||
setText("flowMedium", "--");
|
||||
setText("flowSmall", "--");
|
||||
renderMoneyflow({});
|
||||
document.querySelector("#reasonInput").value = row.reason || "";
|
||||
document.querySelector("#stockNoteContent").value = "";
|
||||
document.querySelector("#stockNotePlan").value = "";
|
||||
@@ -48,11 +40,13 @@ async function openStock(code, fallback = null) {
|
||||
setText("detailName", stock.name || row.name);
|
||||
setText("detailPrice", formatNumber(stock.price || row.price, 2));
|
||||
setText("detailChange", `${signed(stock.change ?? row.change)}%`);
|
||||
setStockBoardFields({ ...row, ...stock });
|
||||
renderMoneyflow(payload.moneyflow || {});
|
||||
renderStockNotes(payload.notes || []);
|
||||
updateWatchButton();
|
||||
if (state.stockDetailChartMode === "daily") {
|
||||
setText("chartSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
|
||||
const notice = String(payload.meta?.notice || "").trim();
|
||||
setText("chartSource", dailyChartSourceLabel(payload.prices, notice));
|
||||
requestAnimationFrame(() => drawPriceChart(payload.prices || []));
|
||||
}
|
||||
} catch (error) {
|
||||
@@ -69,7 +63,11 @@ async function selectStockDetailChart(mode) {
|
||||
syncDetailChartButtons("stock", selected);
|
||||
if (selected === "daily") {
|
||||
const prices = state.stockDetail?.prices || [];
|
||||
setText("chartSource", prices.length ? `日 K 行情 · ${prices.length} 个交易日` : "正在加载行情");
|
||||
const notice = String(state.stockDetail?.meta?.notice || "").trim();
|
||||
setText(
|
||||
"chartSource",
|
||||
prices.length ? dailyChartSourceLabel(prices, notice) : "正在加载行情",
|
||||
);
|
||||
if (prices.length) requestAnimationFrame(() => drawPriceChart(prices));
|
||||
else clearPriceChart("正在加载日 K 数据");
|
||||
return;
|
||||
@@ -111,6 +109,21 @@ function renderStockDetailIntraday(payload) {
|
||||
});
|
||||
}
|
||||
|
||||
function setStockBoardFields(row) {
|
||||
const firstTime = String(row.first_time || "").trim();
|
||||
const lastTime = String(row.last_time || "").trim();
|
||||
setText("detailFirst", firstTime && firstTime !== "--" ? firstTime : "--");
|
||||
setText("detailLast", lastTime && lastTime !== "--" ? lastTime : "--");
|
||||
setText("detailOpen", row.open_times === null || row.open_times === undefined || row.open_times === "" ? "--" : `${number(row.open_times)} 次`);
|
||||
setText("detailTurnover", presentMetric(row.turnover_rate) ? `${formatNumber(row.turnover_rate, 2)}%` : "--");
|
||||
setText("detailAmount", presentMetric(row.amount_billion) ? `${formatNumber(row.amount_billion, 2)} 亿` : "--");
|
||||
setText("detailSeal", presentMetric(row.seal_amount_million) ? `${formatNumber(row.seal_amount_million, 0)} 万` : "--");
|
||||
}
|
||||
|
||||
function presentMetric(value) {
|
||||
return meaningfulNumber(value) && Number(value) !== 0;
|
||||
}
|
||||
|
||||
function openActiveStockInHeaven() {
|
||||
const code = state.activeStock?.code;
|
||||
if (!/^\d{6}$/.test(String(code || ""))) return;
|
||||
|
||||
@@ -408,8 +408,18 @@ async function saveReasonOverride(event) {
|
||||
}
|
||||
|
||||
function renderMoneyflow(flow) {
|
||||
for (const [id, value] of [["flowNet", flow.net_million], ["flowLarge", flow.large_million], ["flowMedium", flow.medium_million], ["flowSmall", flow.small_million]]) {
|
||||
const payload = flow || {};
|
||||
const available = payload.available !== false && [
|
||||
payload.net_million, payload.large_million, payload.medium_million, payload.small_million,
|
||||
].some((value) => value !== null && value !== undefined && value !== "");
|
||||
for (const [id, value] of [["flowNet", payload.net_million], ["flowLarge", payload.large_million], ["flowMedium", payload.medium_million], ["flowSmall", payload.small_million]]) {
|
||||
const element = document.getElementById(id);
|
||||
if (!element) continue;
|
||||
if (!available || value === null || value === undefined || value === "") {
|
||||
element.textContent = "--";
|
||||
element.className = "";
|
||||
continue;
|
||||
}
|
||||
element.textContent = formatMoneyMillion(value);
|
||||
element.className = changeClass(value);
|
||||
}
|
||||
|
||||
@@ -41,11 +41,10 @@ async function openAdminSettings(refreshOnly = false) {
|
||||
const ifind = data.ifind || {};
|
||||
const llm = payload.llm || {};
|
||||
const membership = payload.membership || {};
|
||||
status.textContent = `Tushare ${data.configured ? "已配置" : "未配置"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
|
||||
status.textContent = `数据中枢 ${data.configured ? "已连接" : "未连接"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
|
||||
status.classList.toggle("connected", Boolean(data.configured));
|
||||
setText("systemDataStatus", data.background_refresh_enabled ? "后台刷新已启用" : "后台刷新已暂停");
|
||||
document.querySelector("#systemTokenInput").value = "";
|
||||
document.querySelector("#systemIfindTokenInput").value = "";
|
||||
renderDatahubRouteStatus(data.datahub || {});
|
||||
document.querySelector("#systemBackgroundRefresh").checked = Boolean(data.background_refresh_enabled);
|
||||
document.querySelector("#memberDailyLimit").value = number(membership.member_daily_limit) || 50;
|
||||
renderModelPool(llm.models || [], llm.primary_model_id || "", llm.fallback_model_id || "");
|
||||
@@ -55,6 +54,26 @@ async function openAdminSettings(refreshOnly = false) {
|
||||
}
|
||||
}
|
||||
|
||||
function renderDatahubRouteStatus(hub) {
|
||||
const box = document.querySelector("#datahubRouteStatus");
|
||||
if (!box) return;
|
||||
const label = box.querySelector("span");
|
||||
const enabled = number(hub.enabled_reads);
|
||||
const total = number(hub.total_reads) || enabled;
|
||||
const fallbacks = hub.fallback_labels || [];
|
||||
if (fallbacks.length) {
|
||||
box.dataset.tone = "warning";
|
||||
if (label) label.textContent = `数据中枢主线路 ${enabled}/${total} · 备用 ${fallbacks.length} 类:${fallbacks.join("、")}`;
|
||||
return;
|
||||
}
|
||||
box.dataset.tone = hub.configured ? "success" : "idle";
|
||||
if (label) {
|
||||
label.textContent = hub.configured
|
||||
? `数据中枢主线路 ${enabled}/${total},当前无备用`
|
||||
: "数据中枢未配置,网站只保留已有真实快照";
|
||||
}
|
||||
}
|
||||
|
||||
function selectAdminPanel(panel) {
|
||||
const selected = ["market", "models", "members"].includes(panel) ? panel : "market";
|
||||
document.querySelector("#adminSectionSelect").value = selected;
|
||||
@@ -184,13 +203,9 @@ async function saveMarketSettings(event) {
|
||||
button.disabled = true;
|
||||
try {
|
||||
await apiRequest("/api/admin/settings", "POST", {
|
||||
tushare_token: document.querySelector("#systemTokenInput").value.trim(),
|
||||
ifind_refresh_token: document.querySelector("#systemIfindTokenInput").value.trim(),
|
||||
background_refresh_enabled: document.querySelector("#systemBackgroundRefresh").checked,
|
||||
});
|
||||
document.querySelector("#systemTokenInput").value = "";
|
||||
document.querySelector("#systemIfindTokenInput").value = "";
|
||||
showToast("行情配置已保存");
|
||||
showToast("行情刷新设置已保存");
|
||||
await openAdminSettings(true);
|
||||
} catch (error) {
|
||||
showToast(error.message || "系统配置保存失败");
|
||||
|
||||
@@ -62,6 +62,9 @@
|
||||
try {
|
||||
response = await fetch(url, requestOptions(method, body, options.signal));
|
||||
} catch (error) {
|
||||
if (error?.name === "AbortError") {
|
||||
throw new ApiError("请求已取消或超时", 0, { aborted: true });
|
||||
}
|
||||
throw new ApiError(readableRequestError(error), 0, null);
|
||||
}
|
||||
const payload = await parseJson(response);
|
||||
|
||||
@@ -66,11 +66,18 @@ async function startAdminRefresh() {
|
||||
const requestedCompact = requestedDate.replaceAll("-", "");
|
||||
const actualCompact = actualDate.replaceAll("-", "");
|
||||
const updated = formatTimestamp(meta.updated_at);
|
||||
if (actualCompact !== requestedCompact || meta.carried_forward) {
|
||||
const reason = meta.notice ? `;${meta.notice}` : "";
|
||||
setAdminRefreshStatus("warning", `刷新已完成,但没有获取到 ${requestedDate} 的最新行情;当前仍是 ${actualDate || "未知日期"}${reason}`, "triangle-alert");
|
||||
showToast("刷新完成,但未获取到所选日期的最新行情");
|
||||
} else if (meta.notice) {
|
||||
const freshness = dashboardFreshnessMessage(meta);
|
||||
if (meta.realtime && actualCompact === requestedCompact && !meta.carried_forward) {
|
||||
setAdminRefreshStatus("success", `刷新成功:已获取 ${actualDate} 的盘中行情,更新时间 ${updated}`, "circle-check");
|
||||
showToast(`刷新成功:已获取 ${actualDate} 的盘中行情`);
|
||||
return;
|
||||
}
|
||||
if (freshness || actualCompact !== requestedCompact || meta.carried_forward || meta.limit_data_source === "derived") {
|
||||
setAdminRefreshStatus("warning", freshness || `部分正式数据尚未到齐,当前展示 ${actualDate || "最近可用数据"}`, "triangle-alert");
|
||||
setStatus(freshness || "部分正式数据尚未到齐,当前展示最近可用数据");
|
||||
return;
|
||||
}
|
||||
if (meta.notice) {
|
||||
setAdminRefreshStatus("warning", `已刷新到 ${actualDate}(${updated}),但数据源提示:${meta.notice}`, "triangle-alert");
|
||||
showToast(`已刷新到 ${actualDate},请留意数据源提示`);
|
||||
} else {
|
||||
@@ -105,6 +112,37 @@ async function waitForAdminRefresh(jobKey) {
|
||||
throw new Error("刷新等待超时,请稍后重试");
|
||||
}
|
||||
|
||||
let dashboardCatchupTimer = 0;
|
||||
|
||||
function chineseMonthDay(value) {
|
||||
const compact = String(value || "").replaceAll("-", "").replaceAll("/", "");
|
||||
if (!/^\d{8}/.test(compact)) return "";
|
||||
return `${Number(compact.slice(4, 6))} 月 ${Number(compact.slice(6, 8))} 日`;
|
||||
}
|
||||
|
||||
function dashboardFreshnessMessage(meta = {}) {
|
||||
if (meta.display_notice) return String(meta.display_notice);
|
||||
const requested = String(meta.requested_date || "").replaceAll("-", "");
|
||||
const actual = String(meta.trade_date || "").replaceAll("-", "");
|
||||
const shown = chineseMonthDay(actual);
|
||||
if (meta.data_status === "preparing" || (meta.carried_forward && actual && requested && actual !== requested)) {
|
||||
return shown ? `今日数据正在准备,当前展示 ${shown}` : "今日数据正在准备,当前展示最近可用数据";
|
||||
}
|
||||
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
|
||||
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
function scheduleDashboardCatchup(meta = {}) {
|
||||
window.clearTimeout(dashboardCatchupTimer);
|
||||
const status = String(meta.data_status || "");
|
||||
if (status !== "preparing" && status !== "partial") return;
|
||||
dashboardCatchupTimer = window.setTimeout(() => {
|
||||
loadDashboard(false, true, false);
|
||||
}, 60000);
|
||||
}
|
||||
|
||||
function applyDashboard(payload, background = false) {
|
||||
state.dashboard = payload;
|
||||
const selectedDate = payload.meta.requested_date || payload.meta.trade_date;
|
||||
@@ -112,7 +150,11 @@ function applyDashboard(payload, background = false) {
|
||||
document.querySelector("#qiObservationDate").value = selectedDate;
|
||||
document.querySelector("#journalDate").value = selectedDate;
|
||||
renderDashboard();
|
||||
setStatus(`${dashboardSourceLabel(payload.meta)} · 数据已更新`);
|
||||
const freshness = dashboardFreshnessMessage(payload.meta || {});
|
||||
setStatus(freshness || `${dashboardSourceLabel(payload.meta)} · 数据已更新`);
|
||||
const updatedAt = document.querySelector("#updatedAt");
|
||||
if (updatedAt) updatedAt.dataset.tone = freshness ? "warning" : "ok";
|
||||
scheduleDashboardCatchup(payload.meta || {});
|
||||
if (!background) {
|
||||
if (state.activeView === "dragonView") loadDragonTiger();
|
||||
if (state.activeView === "screenerView") loadScreenerSetup();
|
||||
@@ -180,7 +222,12 @@ function renderDashboard() {
|
||||
}
|
||||
}
|
||||
updateSentimentGauge(overview.sentiment_score);
|
||||
setText("updatedAt", `${dashboardSourceLabel(meta)} · 更新 ${formatTimestamp(meta.updated_at)}`);
|
||||
const freshness = dashboardFreshnessMessage(meta);
|
||||
setText("updatedAt", freshness
|
||||
? freshness
|
||||
: `${dashboardSourceLabel(meta)} · 更新 ${formatTimestamp(meta.updated_at)}`);
|
||||
const updatedAt = document.querySelector("#updatedAt");
|
||||
if (updatedAt) updatedAt.dataset.tone = freshness ? "warning" : "ok";
|
||||
|
||||
renderLimitTable();
|
||||
renderLadderMini(ladders || []);
|
||||
|
||||
@@ -921,6 +921,10 @@ body.sidebar-collapsed .app-main {
|
||||
text-align: right;
|
||||
}
|
||||
|
||||
.status-bar #updatedAt[data-tone="warning"] {
|
||||
color: var(--warning);
|
||||
}
|
||||
|
||||
.status-bar .risk-note {
|
||||
display: block;
|
||||
|
||||
|
||||
@@ -1,23 +1,452 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import copy
|
||||
import threading
|
||||
import unittest
|
||||
from datetime import date, datetime, timedelta, timezone, time as dt_time
|
||||
from unittest.mock import patch
|
||||
from pathlib import Path
|
||||
|
||||
from backend.jobs.service import _verified_dashboard_result
|
||||
from backend.features.market.service import MarketServiceMixin
|
||||
from backend.jobs.refresh import (
|
||||
dashboard_has_usable_data,
|
||||
official_catchup_due,
|
||||
verified_dashboard_result,
|
||||
)
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
|
||||
class AdminRefreshStatusTests(unittest.TestCase):
|
||||
def test_carried_snapshot_is_reported_as_failed_job(self):
|
||||
result = _verified_dashboard_result(
|
||||
{"meta": {"carried_forward": True, "notice": "官方涨跌停数据尚未返回"}}
|
||||
def test_carried_snapshot_is_usable_not_failed_job(self):
|
||||
result = verified_dashboard_result(
|
||||
{
|
||||
"meta": {
|
||||
"trade_date": "2026-09-01",
|
||||
"requested_date": "2026-09-02",
|
||||
"carried_forward": True,
|
||||
"notice": "今日数据正在准备,当前展示 9 月 1 日",
|
||||
"data_status": "preparing",
|
||||
},
|
||||
"overview": {"limit_up_count": 12},
|
||||
}
|
||||
)
|
||||
|
||||
self.assertEqual(result["status"], "failed")
|
||||
self.assertEqual(result["error"], "官方涨跌停数据尚未返回")
|
||||
self.assertNotEqual(result.get("status"), "failed")
|
||||
self.assertEqual(result["meta"]["data_status"], "preparing")
|
||||
self.assertTrue(dashboard_has_usable_data(result))
|
||||
|
||||
def test_derived_limit_snapshot_is_usable_not_failed_job(self):
|
||||
dashboard = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-02",
|
||||
"limit_data_source": "derived",
|
||||
"notice": "涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
|
||||
"data_status": "partial",
|
||||
},
|
||||
"overview": {"limit_up_count": 8},
|
||||
}
|
||||
|
||||
self.assertIs(verified_dashboard_result(dashboard), dashboard)
|
||||
|
||||
def test_current_snapshot_is_reported_as_successful_job(self):
|
||||
dashboard = {"meta": {"trade_date": "2026-08-28", "carried_forward": False}}
|
||||
|
||||
self.assertIs(_verified_dashboard_result(dashboard), dashboard)
|
||||
self.assertIs(verified_dashboard_result(dashboard), dashboard)
|
||||
|
||||
def test_empty_payload_is_still_failed(self):
|
||||
result = verified_dashboard_result({"meta": {}, "overview": {}})
|
||||
self.assertEqual(result["status"], "failed")
|
||||
|
||||
|
||||
class FakeSyncDatabase:
|
||||
def __init__(self, latest=None):
|
||||
self.latest = latest
|
||||
self.saved = []
|
||||
self.finished = []
|
||||
|
||||
def start_sync(self, *_args, **_kwargs):
|
||||
return 1
|
||||
|
||||
def save_snapshot(self, trade_date, source, payload):
|
||||
self.saved.append((trade_date, source, copy.deepcopy(payload)))
|
||||
|
||||
def save_data_snapshot(self, *_args, **_kwargs):
|
||||
return None
|
||||
|
||||
def finish_sync(self, *args, **kwargs):
|
||||
self.finished.append((args, kwargs))
|
||||
|
||||
def get_latest_real_snapshot(self, *_args, **_kwargs):
|
||||
return copy.deepcopy(self.latest)
|
||||
|
||||
def get_snapshot(self, *_args, **_kwargs):
|
||||
return None
|
||||
|
||||
def get_data_snapshot(self, *_args, **_kwargs):
|
||||
return None
|
||||
|
||||
def reason_overrides(self, *_args, **_kwargs):
|
||||
return {}
|
||||
|
||||
|
||||
class FakeDerivedClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
return {
|
||||
"meta": {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"limit_data_source": "derived",
|
||||
"notice": "涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
},
|
||||
"overview": {"limit_up_count": 3},
|
||||
"limits": [{"code": "000001"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
|
||||
|
||||
SHANGHAI = timezone(timedelta(hours=8))
|
||||
TRADE_DAY = date(2026, 9, 8)
|
||||
|
||||
|
||||
def at_clock(hour: int, minute: int, day: date = TRADE_DAY) -> datetime:
|
||||
return datetime(day.year, day.month, day.day, hour, minute, tzinfo=SHANGHAI)
|
||||
|
||||
|
||||
class FakeMissingDailyClient:
|
||||
def __init__(self, open_today: bool = True):
|
||||
self.open_today = open_today
|
||||
|
||||
def dashboard(self, trade_date: str):
|
||||
raise TushareError(f"No daily data returned for {trade_date}")
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
if self.open_today:
|
||||
return requested, "20260907"
|
||||
return "20260907", "20260904"
|
||||
|
||||
|
||||
class FakeRealtimeTodayClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
return {
|
||||
"meta": {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"market_status": "trading",
|
||||
"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
},
|
||||
"overview": {"limit_up_count": 15},
|
||||
"limits": [{"code": "000001"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
return requested, "20260907"
|
||||
|
||||
|
||||
class FakeFreeRealtimeTodayClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
return {
|
||||
"meta": {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"quote_source": "eastmoney_clist",
|
||||
"source": "eastmoney",
|
||||
"market_status": "trading",
|
||||
"notice": "盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
"indices": [{"code": "000001", "price": 3800.1, "change": 0.5}],
|
||||
},
|
||||
"overview": {"limit_up_count": 18, "up_count": 2100, "amount_billion": 12345.6},
|
||||
"limits": [{"code": "000001"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
return requested, "20260907"
|
||||
|
||||
|
||||
class SyncHarness(MarketServiceMixin):
|
||||
def __init__(self, client, latest=None, clock=None):
|
||||
self.configured = True
|
||||
self.sync_lock = threading.Lock()
|
||||
self.database = FakeSyncDatabase(latest)
|
||||
self._client = client
|
||||
self.current_user_id = 1
|
||||
self.clock = clock
|
||||
|
||||
def _tushare_client(self):
|
||||
return self._client
|
||||
|
||||
def _enrich_dashboard_sentiment(self, dashboard, _trade_date):
|
||||
return dashboard
|
||||
|
||||
def _apply_reason_overrides(self, dashboard):
|
||||
return dashboard
|
||||
|
||||
|
||||
class DashboardFreshnessTests(unittest.TestCase):
|
||||
def test_derived_limits_are_kept_as_partial_success(self):
|
||||
today = date.today().strftime("%Y%m%d")
|
||||
harness = SyncHarness(FakeDerivedClient())
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
|
||||
self.assertEqual(meta["limit_data_source"], "derived")
|
||||
self.assertEqual(meta["data_status"], "partial")
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
self.assertIn("日线数据推算", meta["display_notice"])
|
||||
self.assertEqual(harness.database.finished[0][0][1], "success")
|
||||
self.assertEqual(verified_dashboard_result(payload), payload)
|
||||
|
||||
def test_intraday_refresh_keeps_today_and_does_not_fall_back_to_yesterday(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeRealtimeTodayClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertNotIn("今日数据正在准备", meta.get("display_notice") or "")
|
||||
self.assertEqual(harness.database.saved[0][0], today)
|
||||
|
||||
def test_intraday_free_source_keeps_today_and_indices(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeFreeRealtimeTodayClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertEqual(meta["quote_source"], "eastmoney_clist")
|
||||
self.assertEqual(payload["overview"]["amount_billion"], 12345.6)
|
||||
self.assertEqual(meta["indices"][0]["price"], 3800.1)
|
||||
self.assertEqual(harness.database.saved[0][0], today)
|
||||
|
||||
def test_intraday_missing_quotes_do_not_carry_yesterday(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
with self.assertRaises(ValueError) as ctx:
|
||||
harness.sync_dashboard(today)
|
||||
self.assertIn("当天盘中行情", str(ctx.exception))
|
||||
self.assertFalse(harness.database.saved)
|
||||
|
||||
def test_intraday_keeps_existing_today_snapshot_when_refresh_fails(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
existing = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-08",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"source": "tushare",
|
||||
},
|
||||
"overview": {"limit_up_count": 11},
|
||||
"limits": [{"code": "600000"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(existing)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
|
||||
def test_lunch_and_after_hours_keep_today_until_official_arrives(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
for clock in (lambda: at_clock(12, 0), lambda: at_clock(16, 10)):
|
||||
harness = SyncHarness(
|
||||
FakeRealtimeTodayClient(),
|
||||
clock=clock,
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
self.assertEqual(str(payload["meta"]["trade_date"]).replace("-", ""), today)
|
||||
self.assertFalse(payload["meta"].get("carried_forward"))
|
||||
|
||||
def test_preopen_and_weekend_still_carry_last_session(self):
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
preopen = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(8, 30),
|
||||
)
|
||||
preopen_payload = preopen.sync_dashboard(TRADE_DAY.strftime("%Y%m%d"))
|
||||
self.assertTrue(preopen_payload["meta"]["carried_forward"])
|
||||
self.assertEqual(preopen_payload["meta"]["data_status"], "preparing")
|
||||
self.assertIn("今日数据正在准备,当前展示", preopen_payload["meta"]["display_notice"])
|
||||
|
||||
weekend = SyncHarness(
|
||||
FakeMissingDailyClient(open_today=False),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5, date(2026, 9, 5)),
|
||||
)
|
||||
weekend_payload = weekend.sync_dashboard("20260905")
|
||||
self.assertTrue(weekend_payload["meta"]["carried_forward"])
|
||||
|
||||
def test_history_date_still_uses_official_or_preparing_notice(self):
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-01", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 8},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard("20260902")
|
||||
self.assertTrue(payload["meta"]["carried_forward"])
|
||||
self.assertIn("所选日期数据尚未到齐", payload["meta"]["display_notice"])
|
||||
|
||||
def test_carried_today_snapshot_is_retried_immediately_in_session(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
snapshot = {
|
||||
"meta": {
|
||||
"source": "tushare",
|
||||
"trade_date": "2026-09-07",
|
||||
"carried_forward": True,
|
||||
"requested_date": "2026-09-08",
|
||||
"updated_at": at_clock(10, 0).isoformat(),
|
||||
},
|
||||
"overview": {"limit_up_count": 1},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeRealtimeTodayClient(),
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(snapshot)
|
||||
payload = harness.get_dashboard(today)
|
||||
self.assertEqual(str(payload["meta"]["trade_date"]).replace("-", ""), today)
|
||||
self.assertEqual(payload["meta"]["data_status"], "intraday")
|
||||
self.assertTrue(harness.database.saved)
|
||||
|
||||
def test_weekend_carry_is_not_labeled_as_preparing(self):
|
||||
snapshot = {
|
||||
"meta": {"trade_date": "2026-07-24", "source": "tushare", "updated_at": "2026-07-24T15:00:00+08:00"},
|
||||
"overview": {"limit_up_count": 1},
|
||||
}
|
||||
harness = SyncHarness(FakeMissingDailyClient())
|
||||
carried = harness._carry_dashboard(snapshot, "20260725", "非交易日沿用最近交易日收盘行情")
|
||||
self.assertEqual(carried["meta"]["data_status"], "carried")
|
||||
self.assertIn("非交易日", carried["meta"]["display_notice"])
|
||||
|
||||
def test_stale_derived_snapshot_is_retried(self):
|
||||
today = date.today().strftime("%Y%m%d")
|
||||
old = datetime.now(timezone.utc) - timedelta(minutes=5)
|
||||
snapshot = {
|
||||
"meta": {
|
||||
"source": "tushare",
|
||||
"trade_date": f"{today[:4]}-{today[4:6]}-{today[6:8]}",
|
||||
"limit_data_source": "derived",
|
||||
"updated_at": old.isoformat(),
|
||||
},
|
||||
"overview": {"limit_up_count": 1},
|
||||
}
|
||||
harness = SyncHarness(FakeDerivedClient())
|
||||
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(snapshot)
|
||||
payload = harness.get_dashboard(today)
|
||||
self.assertEqual(payload["meta"]["data_status"], "partial")
|
||||
self.assertTrue(harness.database.saved)
|
||||
|
||||
def test_official_catchup_skips_complete_today_snapshot(self):
|
||||
today = date.today().strftime("%Y%m%d")
|
||||
iso = f"{today[:4]}-{today[4:6]}-{today[6:8]}"
|
||||
due = official_catchup_due(
|
||||
today,
|
||||
{"meta": {"trade_date": iso, "limit_data_source": "official"}},
|
||||
)
|
||||
derived_due = official_catchup_due(
|
||||
today,
|
||||
{"meta": {"trade_date": iso, "limit_data_source": "derived"}},
|
||||
)
|
||||
now = datetime.now().astimezone().time().replace(tzinfo=None)
|
||||
if dt_time(15, 5) <= now < dt_time(22, 0):
|
||||
self.assertFalse(due)
|
||||
self.assertTrue(derived_due)
|
||||
else:
|
||||
self.assertFalse(due)
|
||||
self.assertFalse(derived_due)
|
||||
|
||||
def test_official_catchup_is_due_for_intraday_snapshot_after_close(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
snapshot = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-08",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
}
|
||||
}
|
||||
with patch("backend.jobs.refresh.datetime") as mocked:
|
||||
mocked.now.return_value = at_clock(16, 10)
|
||||
mocked.strptime = datetime.strptime
|
||||
self.assertTrue(official_catchup_due(today, snapshot))
|
||||
official = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-08",
|
||||
"limit_data_source": "official",
|
||||
"realtime": False,
|
||||
}
|
||||
}
|
||||
self.assertFalse(official_catchup_due(today, official))
|
||||
|
||||
|
||||
class FrontendRefreshCopyTests(unittest.TestCase):
|
||||
def test_dashboard_script_distinguishes_partial_from_failure(self):
|
||||
script = (Path(__file__).resolve().parents[1] / "frontend" / "shared" / "dashboard.js").read_text(encoding="utf-8")
|
||||
self.assertIn("今日数据正在准备,当前展示", script)
|
||||
self.assertIn("部分正式数据尚未到齐", script)
|
||||
self.assertIn("盘中行情", script)
|
||||
self.assertIn("meta.realtime && actualCompact === requestedCompact", script)
|
||||
self.assertIn('job.status === "failed"', script)
|
||||
failed_block = script.split("if (job.status === \"failed\")", 1)[1].split("const query", 1)[0]
|
||||
self.assertIn("后台刷新失败", failed_block)
|
||||
success_block = script.split("const freshness = dashboardFreshnessMessage(meta);", 1)[1]
|
||||
self.assertNotIn("后台刷新失败", success_block.split("} else {", 1)[0])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -10,7 +10,7 @@ from database import ReviewDatabase
|
||||
|
||||
|
||||
class BootstrapContainerTests(unittest.TestCase):
|
||||
def test_environment_credentials_preserve_legacy_model_fallbacks(self) -> None:
|
||||
def test_environment_credentials_exclude_provider_secrets_and_preserve_llm_fallbacks(self) -> None:
|
||||
result = environment_credentials(
|
||||
{
|
||||
"TUSHARE_TOKEN": " tushare ",
|
||||
@@ -20,8 +20,8 @@ class BootstrapContainerTests(unittest.TestCase):
|
||||
"LLM_MODEL": "legacy-model",
|
||||
}
|
||||
)
|
||||
self.assertEqual(result["tushare_token"], "tushare")
|
||||
self.assertEqual(result["ifind_refresh_token"], "refresh")
|
||||
self.assertNotIn("tushare_token", result)
|
||||
self.assertNotIn("ifind_refresh_token", result)
|
||||
self.assertEqual(result["platform_llm_primary_api_key"], "legacy-key")
|
||||
self.assertEqual(result["platform_llm_primary_base_url"], "https://legacy.example/v1")
|
||||
self.assertEqual(result["platform_llm_primary_model"], "legacy-model")
|
||||
@@ -45,8 +45,9 @@ class BootstrapContainerTests(unittest.TestCase):
|
||||
self.assertIs(container.strategy_tracking.repository.database, database)
|
||||
self.assertIs(container.alert_service.repository.database, database)
|
||||
self.assertIs(container.trade_journal.repository.database, database)
|
||||
self.assertIs(container.chart_data.ifind, container.ifind)
|
||||
self.assertTrue(container.ifind.configured)
|
||||
self.assertIs(container.ifind, container.data_gateway.ifind)
|
||||
self.assertIs(container.chart_data.datahub, container.data_gateway.datahub)
|
||||
self.assertIsNone(container.chart_data.ifind)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -0,0 +1,34 @@
|
||||
import logging
|
||||
import unittest
|
||||
|
||||
from backend.bootstrap.runtime import configure_logging
|
||||
|
||||
|
||||
class ConfigureLoggingTest(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self._saved_handlers = logging.getLogger().handlers[:]
|
||||
self._saved_level = logging.getLogger().level
|
||||
logging.getLogger().handlers.clear()
|
||||
|
||||
def tearDown(self) -> None:
|
||||
logging.getLogger().handlers[:] = self._saved_handlers
|
||||
logging.getLogger().setLevel(self._saved_level)
|
||||
|
||||
def test_configures_root_logger_at_info(self) -> None:
|
||||
configure_logging()
|
||||
root = logging.getLogger()
|
||||
self.assertTrue(root.handlers)
|
||||
self.assertEqual(root.level, logging.INFO)
|
||||
with self.assertLogs("xiaobai.datahub", level="INFO") as captured:
|
||||
logging.getLogger("xiaobai.datahub").info("datahub shadow %s", {"dataset": "daily"})
|
||||
self.assertIn("datahub shadow", captured.output[0])
|
||||
|
||||
def test_keeps_existing_configuration(self) -> None:
|
||||
handler = logging.NullHandler()
|
||||
logging.getLogger().addHandler(handler)
|
||||
configure_logging()
|
||||
self.assertEqual(logging.getLogger().handlers, [handler])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -2,7 +2,7 @@ from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from backend.features.market.charts import ChartDataError, EastmoneyChartClient
|
||||
from backend.features.market.charts import ChartDataError, EastmoneyChartClient, HIS_TRENDS_URL, MarketChartClient, TRENDS_URL
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
@@ -72,6 +72,170 @@ class ChartDataProviderTests(unittest.TestCase):
|
||||
self.client.stock_intraday("abc")
|
||||
|
||||
|
||||
class LookbackChartClient(EastmoneyChartClient):
|
||||
def __init__(self) -> None:
|
||||
super().__init__(cache_ttl_seconds=20)
|
||||
self.requests: list[tuple[str, dict[str, str]]] = []
|
||||
|
||||
def _request_json(self, url, params, referer):
|
||||
self.requests.append((url, params))
|
||||
if url == TRENDS_URL and params.get("ndays") == "1":
|
||||
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
|
||||
if url == TRENDS_URL and params.get("ndays") == "5":
|
||||
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
|
||||
if url == HIS_TRENDS_URL:
|
||||
return {
|
||||
"data": {
|
||||
"code": "601318",
|
||||
"name": "中国平安",
|
||||
"preClose": 55.8,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,55.80,55.90,56.00,55.70,100,5580.00,55.900",
|
||||
"2026-09-07 15:00,56.10,56.20,56.30,56.00,200,11240.00,56.150",
|
||||
"2026-09-08 09:30,0,0,0,0,0,0.00,0",
|
||||
],
|
||||
}
|
||||
}
|
||||
raise ChartDataError("unexpected url")
|
||||
|
||||
|
||||
class ChartLookbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
EastmoneyChartClient._cache.clear()
|
||||
self.client = LookbackChartClient()
|
||||
|
||||
def test_empty_today_falls_back_to_latest_available_session(self):
|
||||
payload = self.client.stock_intraday("601318")
|
||||
urls = [url for url, _ in self.client.requests]
|
||||
self.assertEqual(urls[0], TRENDS_URL)
|
||||
self.assertEqual(self.client.requests[0][1]["ndays"], "1")
|
||||
self.assertEqual(urls[1], TRENDS_URL)
|
||||
self.assertEqual(self.client.requests[1][1]["ndays"], "5")
|
||||
self.assertEqual(urls[2], HIS_TRENDS_URL)
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual([point["time"] for point in payload["points"]], ["09:30", "15:00"])
|
||||
self.assertEqual(payload["points"][0]["close"], 55.9)
|
||||
|
||||
def test_delay_multiday_can_recover_without_his(self):
|
||||
class DelayFive(EastmoneyChartClient):
|
||||
def __init__(self):
|
||||
super().__init__(cache_ttl_seconds=20)
|
||||
self.requests = []
|
||||
|
||||
def _request_json(self, url, params, referer):
|
||||
self.requests.append((url, params))
|
||||
if params.get("ndays") == "1":
|
||||
return {"data": {"code": "000001", "name": "平安银行", "preClose": 11.7, "trends": []}}
|
||||
return {
|
||||
"data": {
|
||||
"code": "000001",
|
||||
"name": "平安银行",
|
||||
"preClose": 11.5,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,11.50,11.60,11.70,11.40,100,1160.00,11.600",
|
||||
"2026-09-07 15:00,11.70,11.80,11.90,11.60,200,2360.00,11.750",
|
||||
],
|
||||
}
|
||||
}
|
||||
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = DelayFive()
|
||||
payload = client.stock_intraday("000001")
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual(len(payload["points"]), 2)
|
||||
self.assertEqual([url for url, _ in client.requests], [TRENDS_URL, TRENDS_URL])
|
||||
|
||||
def test_sh_sz_cyb_codes_use_correct_secid(self):
|
||||
for code, secid in (("601318", "1.601318"), ("000001", "0.000001"), ("300750", "0.300750")):
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = LookbackChartClient()
|
||||
client.stock_intraday(code)
|
||||
self.assertEqual(client.requests[0][1]["secid"], secid)
|
||||
|
||||
|
||||
class FakeHub:
|
||||
def __init__(self, chart=None, error=None, daily=None):
|
||||
self.chart = chart
|
||||
self.error = error
|
||||
self.daily = daily
|
||||
self.calls: list[str] = []
|
||||
self.legacy: list[str] = []
|
||||
|
||||
def try_intraday(self, code):
|
||||
self.calls.append(code)
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.chart
|
||||
|
||||
def try_daily_chart(self, code, end_date, limit=90, dataset="daily"):
|
||||
self.calls.append(f"{dataset}:{code}")
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.daily
|
||||
|
||||
def record_legacy(self, dataset, source="", error=""):
|
||||
self.legacy.append(dataset)
|
||||
|
||||
|
||||
class DatahubChartFallbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
EastmoneyChartClient._cache.clear()
|
||||
|
||||
def test_datahub_success_skips_old_channel(self):
|
||||
hub = FakeHub(
|
||||
{
|
||||
"entity_type": "stock",
|
||||
"identifier": "601318",
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-08",
|
||||
"previous_close": 56.36,
|
||||
"points": [{"date": "2026-09-08", "time": "09:30", "close": 56.5, "average": 56.4}],
|
||||
"source": "datahub",
|
||||
}
|
||||
)
|
||||
fallback = LookbackChartClient()
|
||||
client = MarketChartClient(hub)
|
||||
payload = client.stock_intraday("601318")
|
||||
self.assertEqual(payload["source"], "datahub")
|
||||
self.assertEqual(hub.calls, ["601318"])
|
||||
self.assertEqual(fallback.requests, [])
|
||||
|
||||
def test_datahub_timeout_or_empty_does_not_use_old_channel(self):
|
||||
fallback = LookbackChartClient()
|
||||
for hub in (
|
||||
FakeHub(chart=None),
|
||||
FakeHub(error=RuntimeError("timeout")),
|
||||
FakeHub(error=RuntimeError("datahub exploded")),
|
||||
FakeHub(chart={"points": []}),
|
||||
):
|
||||
EastmoneyChartClient._cache.clear()
|
||||
fallback.requests.clear()
|
||||
client = MarketChartClient(hub)
|
||||
with self.assertRaises(ChartDataError):
|
||||
client.stock_intraday("000001")
|
||||
self.assertEqual(fallback.requests, [])
|
||||
|
||||
def test_datahub_daily_skips_ifind(self):
|
||||
hub = FakeHub(
|
||||
daily=[
|
||||
{
|
||||
"trade_date": "2026-09-07",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 1000,
|
||||
"amount_billion": 0.02,
|
||||
}
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(hub)
|
||||
rows = client.stock_daily("600000", "20260907")
|
||||
self.assertEqual(rows[-1]["trade_date"], "2026-09-07")
|
||||
self.assertIn("daily:600000", hub.calls)
|
||||
|
||||
|
||||
class ChartServiceStub:
|
||||
@staticmethod
|
||||
def _payload(code: str, name: str):
|
||||
|
||||
+41
-15
@@ -12,6 +12,7 @@ from backend.data import (
|
||||
QualityEvidence,
|
||||
build_data_gateway,
|
||||
)
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
from backend.data.quality import market_timezone
|
||||
|
||||
|
||||
@@ -35,16 +36,30 @@ class DataGatewayTests(unittest.TestCase):
|
||||
with self.assertRaises(DataPolicyError):
|
||||
policy.assert_allowed("market.level2", "unresolved", "display")
|
||||
|
||||
def test_gateway_uses_live_token_supplier_and_shared_ifind(self) -> None:
|
||||
token = {"value": "first"}
|
||||
gateway = build_data_gateway(
|
||||
{"ifind_refresh_token": "refresh", "ifind_access_token": "access"},
|
||||
lambda: token["value"],
|
||||
def test_gateway_uses_hub_facade_and_proxies(self) -> None:
|
||||
settings = DatahubSettings(
|
||||
base_url="http://127.0.0.1:8766",
|
||||
token="hub-token",
|
||||
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
|
||||
)
|
||||
self.assertEqual(gateway.tushare().token, "first")
|
||||
token["value"] = "second"
|
||||
self.assertEqual(gateway.tushare().token, "second")
|
||||
self.assertIs(gateway.chart_data.ifind, gateway.ifind)
|
||||
gateway = build_data_gateway(
|
||||
{},
|
||||
datahub_settings=settings,
|
||||
)
|
||||
client = gateway.tushare()
|
||||
self.assertEqual(client.token, "datahub")
|
||||
self.assertIsNone(client.realtime_aggregator)
|
||||
self.assertFalse(hasattr(client, "_legacy"))
|
||||
self.assertIs(gateway.ifind, gateway.ifind_provider.client)
|
||||
self.assertIs(gateway.chart_data.datahub, gateway.datahub)
|
||||
self.assertIsNone(gateway.chart_data.ifind)
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
|
||||
self.assertIsInstance(client, DatahubAwareTushareClient)
|
||||
self.assertIsInstance(gateway.ifind, HubIfindProxy)
|
||||
self.assertIsInstance(gateway.realtime_observer, HubRealtimeProxy)
|
||||
|
||||
def test_server_has_no_direct_runtime_tushare_construction(self) -> None:
|
||||
source = (
|
||||
@@ -54,21 +69,29 @@ class DataGatewayTests(unittest.TestCase):
|
||||
/ "market"
|
||||
/ "service.py"
|
||||
).read_text(encoding="utf-8")
|
||||
self.assertEqual(source.count("TushareClient(self.token)"), 1)
|
||||
self.assertNotIn("TushareClient(self.token)", source)
|
||||
self.assertIn("return gateway.tushare()", source)
|
||||
|
||||
def test_provider_construction_has_unique_declared_owners(self) -> None:
|
||||
root = Path(__file__).resolve().parents[1]
|
||||
owners = {
|
||||
"EastmoneyChartClient": {"backend/data/gateway.py"},
|
||||
"IfindHttpClient": {"backend/data/gateway.py"},
|
||||
"IfindProvider": {"backend/data/gateway.py"},
|
||||
"MarketChartClient": {"backend/data/gateway.py"},
|
||||
"TushareClient": {"backend/features/market/service.py"},
|
||||
"TushareProvider": {"backend/data/gateway.py"},
|
||||
"WebRealtimeAggregator": {"backend/data/gateway.py"},
|
||||
"TushareClient": set(),
|
||||
"DatahubClient": {"backend/data/gateway.py"},
|
||||
"DatahubAwareTushareClient": {"backend/data/gateway.py"},
|
||||
"DatahubBridge": {"backend/data/gateway.py"},
|
||||
"HubIfindProxy": {"backend/data/gateway.py"},
|
||||
"HubRealtimeProxy": {"backend/data/gateway.py"},
|
||||
}
|
||||
found = {name: set() for name in owners}
|
||||
forbidden = {
|
||||
"IfindHttpClient": set(),
|
||||
"EastmoneyChartClient": set(),
|
||||
"WebRealtimeAggregator": set(),
|
||||
"TushareProvider": set(),
|
||||
}
|
||||
found_forbidden = {name: set() for name in forbidden}
|
||||
for path in (root / "backend").rglob("*.py"):
|
||||
relative = path.relative_to(root).as_posix()
|
||||
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
|
||||
@@ -78,7 +101,10 @@ class DataGatewayTests(unittest.TestCase):
|
||||
name = getattr(node.func, "id", None) or getattr(node.func, "attr", None)
|
||||
if name in found:
|
||||
found[name].add(relative)
|
||||
if name in found_forbidden:
|
||||
found_forbidden[name].add(relative)
|
||||
self.assertEqual(found, owners)
|
||||
self.assertEqual(found_forbidden, forbidden)
|
||||
provider_source = (root / "backend/data/providers/tushare.py").read_text(
|
||||
encoding="utf-8"
|
||||
)
|
||||
|
||||
@@ -0,0 +1,611 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import ast
|
||||
import json
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from backend.data import build_data_gateway
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient, DatahubBridge, looks_like_heaven
|
||||
from backend.data.datahub.client import DatahubClient, DatahubResponse
|
||||
from backend.data.datahub.compare import compare_rows
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.native import to_canonical_row, to_native_row
|
||||
from backend.data.datahub.route_state import LEDGER
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
|
||||
ROOT = Path(__file__).resolve().parents[1]
|
||||
TOKEN = "super-secret-datahub-token"
|
||||
|
||||
LEGACY_DAILY = {
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.11,
|
||||
"high": 10.25,
|
||||
"low": 10.01,
|
||||
"close": 10.20,
|
||||
"pct_chg": 1.2345,
|
||||
"vol": 1000.0,
|
||||
"amount": 2000.0,
|
||||
}
|
||||
HUB_DAILY = {
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.11,
|
||||
"high": 10.25,
|
||||
"low": 10.01,
|
||||
"close": 10.20,
|
||||
"pct_chg": 1.2345,
|
||||
"volume": 100000.0,
|
||||
"amount": 2000000.0,
|
||||
}
|
||||
|
||||
|
||||
class FakeLegacy:
|
||||
def __init__(self, rows: list[dict[str, Any]] | Exception | None = None) -> None:
|
||||
self.token = "legacy-token"
|
||||
self.timeout = 30
|
||||
self.rows = [] if rows is None else rows
|
||||
self.calls: list[tuple[str, dict[str, Any] | None, str]] = []
|
||||
|
||||
def query(self, api_name: str, params: dict[str, Any] | None = None, fields: str = "") -> list[dict[str, Any]]:
|
||||
self.calls.append((api_name, params, fields))
|
||||
if isinstance(self.rows, Exception):
|
||||
raise self.rows
|
||||
return [dict(row) for row in self.rows]
|
||||
|
||||
|
||||
class FakeClient(DatahubClient):
|
||||
def __init__(self, error: DatahubError | None = None, response: DatahubResponse | None = None) -> None:
|
||||
super().__init__(DatahubSettings(base_url="http://127.0.0.1:9", token=TOKEN))
|
||||
self.error = error
|
||||
self.response = response or DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
|
||||
)
|
||||
self.paths: list[str] = []
|
||||
self.calls: list[tuple[str, dict[str, Any]]] = []
|
||||
|
||||
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
return self._record(path, params)
|
||||
|
||||
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
return self._record(path, body)
|
||||
|
||||
def _record(self, path: str, payload: dict[str, Any] | None) -> DatahubResponse:
|
||||
self.paths.append(path)
|
||||
self.calls.append((path, {key: value for key, value in (payload or {}).items()}))
|
||||
packed = json.dumps(payload or {})
|
||||
if TOKEN in packed or TOKEN in path:
|
||||
raise AssertionError("token leaked into url")
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.response
|
||||
|
||||
|
||||
def flags(**enabled: tuple[bool, bool]) -> DatahubSettings:
|
||||
datasets = {name: DatasetFlags(name) for name in DATASETS}
|
||||
for name, pair in enabled.items():
|
||||
datasets[name] = DatasetFlags(name, read=pair[0], shadow=pair[1])
|
||||
return DatahubSettings(base_url="http://127.0.0.1:9", token=TOKEN, datasets=datasets)
|
||||
|
||||
|
||||
class DatahubBridgeTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
LEDGER.clear()
|
||||
|
||||
def test_default_config_enables_official_reads(self) -> None:
|
||||
settings = DatahubSettings.load(environ={}, credentials={})
|
||||
self.assertTrue(settings.any_enabled())
|
||||
self.assertTrue(all(settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, client))
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,vol,amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
|
||||
|
||||
def test_each_dataset_has_independent_read_flag(self) -> None:
|
||||
settings = flags(daily=(True, False), auction=(False, False))
|
||||
self.assertTrue(settings.flags("daily").read)
|
||||
self.assertFalse(settings.flags("auction").read)
|
||||
self.assertFalse(any(settings.flags(name).read for name in DATASETS if name != "daily"))
|
||||
source = (ROOT / "config" / "datahub.config.json").read_text(encoding="utf-8")
|
||||
self.assertNotIn("master", source)
|
||||
self.assertNotIn("DATAHUB_READ_ALL", source)
|
||||
compose = (ROOT / "compose.yaml").read_text(encoding="utf-8")
|
||||
for env_key in (
|
||||
"CALENDAR", "STOCKS", "DAILY", "INDEX_DAILY", "VALUATION", "MONEYFLOW",
|
||||
"AUCTION", "LIMIT_EVENTS", "POPULARITY", "DRAGON_TIGER", "SECTOR_DAILY",
|
||||
"QUOTES", "INDEX_QUOTES", "INTRADAY", "STATUS",
|
||||
):
|
||||
self.assertIn(f'DATAHUB_READ_{env_key}: "1"', compose)
|
||||
|
||||
def test_read_flag_replaces_only_that_dataset_and_converts_units(self) -> None:
|
||||
shadows: list[dict[str, Any]] = []
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
legacy,
|
||||
DatahubBridge(flags(daily=(True, False)), client, shadow_sink=shadows.append),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,vol,amount")
|
||||
self.assertEqual(rows[0]["vol"], 1000.0)
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
calendar_legacy = FakeLegacy([{"cal_date": "20240902", "is_open": 1}])
|
||||
calendar_client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[{"cal_date": "20240902", "is_open": 1, "pretrade_date": "20240830"}],
|
||||
meta={"source": "datahub", "stale": False, "staleness_seconds": 0},
|
||||
)
|
||||
)
|
||||
calendar_wrapped = DatahubAwareTushareClient(
|
||||
calendar_legacy,
|
||||
DatahubBridge(flags(daily=(True, False)), calendar_client),
|
||||
)
|
||||
calendar = calendar_wrapped.query("trade_cal", {"start_date": "20240902", "end_date": "20240902"}, "")
|
||||
self.assertEqual(calendar[0]["is_open"], 1)
|
||||
self.assertEqual(calendar_legacy.calls, [])
|
||||
self.assertEqual(calendar_client.paths, ["/v1/query"])
|
||||
|
||||
def test_hub_failure_does_not_call_website_legacy(self) -> None:
|
||||
cases = [
|
||||
DatahubError("UNAVAILABLE", "down"),
|
||||
DatahubError("UNAUTHORIZED", "401"),
|
||||
DatahubError("TIMEOUT", "late"),
|
||||
DatahubError("EMPTY", "no rows"),
|
||||
DatahubError("DATASET_NOT_PUBLISHED", "not ready"),
|
||||
DatahubError("STALE", "old"),
|
||||
DatahubError("INCOMPLETE", "truncated"),
|
||||
]
|
||||
for error in cases:
|
||||
with self.subTest(error=error.code):
|
||||
client = FakeClient(error=error)
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
|
||||
with self.assertRaises(TushareError):
|
||||
wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_shadow_mode_no_longer_calls_website_tushare(self) -> None:
|
||||
reports: list[dict[str, Any]] = []
|
||||
client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[dict(LEGACY_DAILY)],
|
||||
meta={"source": "tushare", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
|
||||
)
|
||||
)
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
legacy,
|
||||
DatahubBridge(flags(daily=(False, True)), client, shadow_sink=reports.append),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount,vol")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(client.paths, ["/v1/query"])
|
||||
|
||||
failed = FakeClient(error=DatahubError("UNAVAILABLE", TOKEN))
|
||||
fail_legacy = FakeLegacy([LEGACY_DAILY])
|
||||
fail_wrapped = DatahubAwareTushareClient(
|
||||
fail_legacy,
|
||||
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=reports.append),
|
||||
)
|
||||
with self.assertRaises(TushareError):
|
||||
fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(fail_legacy.calls, [])
|
||||
self.assertNotIn(TOKEN, str(failed.calls))
|
||||
|
||||
def test_compare_classifies_unit_conversion_missing_row_and_value_diff(self) -> None:
|
||||
equal = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 0})
|
||||
self.assertTrue(equal["equal"])
|
||||
unit = compare_rows("daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}])
|
||||
self.assertGreater(unit["unit_conversion_count"], 0)
|
||||
missing = compare_rows("daily", [LEGACY_DAILY], [])
|
||||
self.assertEqual(missing["missing_hub_count"], 1)
|
||||
value = compare_rows("daily", [LEGACY_DAILY], [{**HUB_DAILY, "close": 99.0}])
|
||||
self.assertEqual(value["value_diff_count"], 1)
|
||||
skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
|
||||
self.assertTrue(skew["time_skew"])
|
||||
|
||||
def test_shadow_extra_hub_columns_are_not_false_diffs_when_projected(self) -> None:
|
||||
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
|
||||
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
|
||||
report = compare_rows(
|
||||
"daily", [legacy_close_only], [hub_full],
|
||||
{"stale": False, "staleness_seconds": 0},
|
||||
fields="ts_code,trade_date,close",
|
||||
)
|
||||
self.assertTrue(report["equal"])
|
||||
self.assertEqual(report["value_diff_count"], 0)
|
||||
self.assertEqual(report["fields_compared"], ["close", "trade_date", "ts_code"])
|
||||
# without projection the same pair shows the historic false diff
|
||||
unprojected = compare_rows("daily", [legacy_close_only], [hub_full])
|
||||
self.assertFalse(unprojected["equal"])
|
||||
|
||||
legacy_stocks = {"ts_code": "600000.SH", "name": "浦发银行"}
|
||||
hub_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",
|
||||
}
|
||||
stocks = compare_rows("stocks", [legacy_stocks], [hub_stocks], {}, fields="ts_code,name")
|
||||
self.assertTrue(stocks["equal"])
|
||||
|
||||
legacy_cal = {"cal_date": "20240902", "is_open": 1}
|
||||
hub_cal = {
|
||||
"cal_date": "20240902", "is_open": True,
|
||||
"pretrade_date": "20240830", "prev_open": "20240830",
|
||||
}
|
||||
calendar = compare_rows(
|
||||
"calendar", [legacy_cal], [hub_cal], {}, fields="cal_date,is_open"
|
||||
)
|
||||
self.assertTrue(calendar["equal"])
|
||||
|
||||
def test_shadow_projection_still_alarms_on_requested_field_problems(self) -> None:
|
||||
hub_missing_field = {k: v for k, v in HUB_DAILY.items() if k != "close"}
|
||||
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
|
||||
lost = compare_rows(
|
||||
"daily", [legacy_close_only], [hub_missing_field], fields="ts_code,trade_date,close"
|
||||
)
|
||||
self.assertFalse(lost["equal"])
|
||||
self.assertEqual(lost["value_diff_count"], 1)
|
||||
|
||||
changed = compare_rows(
|
||||
"daily", [legacy_close_only], [{**HUB_DAILY, "close": 99.0}],
|
||||
fields="ts_code,trade_date,close",
|
||||
)
|
||||
self.assertFalse(changed["equal"])
|
||||
self.assertEqual(changed["value_diff_count"], 1)
|
||||
self.assertEqual(changed["value_diffs"][0]["fields"][0]["field"], "close")
|
||||
|
||||
gone = compare_rows("daily", [LEGACY_DAILY], [], fields="ts_code,trade_date,close")
|
||||
self.assertEqual(gone["missing_hub_count"], 1)
|
||||
self.assertFalse(gone["equal"])
|
||||
|
||||
unit = compare_rows(
|
||||
"daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}],
|
||||
fields="ts_code,trade_date,vol,amount",
|
||||
)
|
||||
self.assertGreater(unit["unit_conversion_count"], 0)
|
||||
self.assertFalse(unit["equal"])
|
||||
|
||||
def test_bridge_shadow_report_uses_website_request_fields(self) -> None:
|
||||
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
|
||||
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close", "vol", "amount")}
|
||||
reports: list[dict[str, Any]] = []
|
||||
client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[hub_full],
|
||||
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
|
||||
)
|
||||
)
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
FakeLegacy([legacy_close_only]),
|
||||
DatahubBridge(flags(daily=(True, False)), client, shadow_sink=reports.append),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,trade_date,close,vol,amount")
|
||||
self.assertEqual(rows[0]["close"], 10.20)
|
||||
self.assertEqual(rows[0]["vol"], 1000.0)
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
|
||||
def test_native_roundtrip_matches_known_scales(self) -> None:
|
||||
native = to_native_row("daily", HUB_DAILY)
|
||||
self.assertEqual(native["vol"], 1000.0)
|
||||
self.assertEqual(native["amount"], 2000.0)
|
||||
canonical = to_canonical_row("daily", native)
|
||||
self.assertEqual(canonical["vol"], 100000.0)
|
||||
self.assertEqual(canonical["amount"], 2000000.0)
|
||||
|
||||
def test_heaven_can_use_hub_when_dataset_flag_is_on(self) -> None:
|
||||
"""问天按数据依赖接入:已映射 API 跟随开关,不再整栈强制旧链路。"""
|
||||
self.assertTrue(looks_like_heaven("backend.features.heaven.market_context", "backend/features/heaven/market_context.py"))
|
||||
self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
legacy,
|
||||
DatahubBridge(flags(daily=(True, False)), client, heaven_guard=lambda: True),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_status_flag_does_not_run_when_off_and_falls_back_when_on(self) -> None:
|
||||
off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
|
||||
self.assertIsNone(off.dataset_status("20240902"))
|
||||
reports: list[dict[str, Any]] = []
|
||||
failed = DatahubBridge(
|
||||
flags(status=(True, True)),
|
||||
FakeClient(error=DatahubError("UNAUTHORIZED", "nope")),
|
||||
shadow_sink=reports.append,
|
||||
)
|
||||
self.assertIsNone(failed.dataset_status("20240902"))
|
||||
self.assertTrue(reports[0]["hub_error"])
|
||||
ok = DatahubBridge(
|
||||
flags(status=(True, False)),
|
||||
FakeClient(response=DatahubResponse(data=[{"dataset": "daily", "state": "published"}], meta={"stale": False, "staleness_seconds": 0})),
|
||||
)
|
||||
self.assertEqual(ok.dataset_status("20240902")[0]["state"], "published")
|
||||
|
||||
def test_default_gateway_wraps_tushare_without_calling_datahub(self) -> None:
|
||||
gateway = build_data_gateway({}, datahub_settings=flags())
|
||||
client = gateway.tushare()
|
||||
self.assertIsInstance(client, DatahubAwareTushareClient)
|
||||
self.assertFalse(gateway.datahub.settings.any_enabled())
|
||||
|
||||
def test_stock_detail_range_query_is_not_silently_accepted_when_incomplete(self) -> None:
|
||||
source = (ROOT / "backend" / "data" / "providers" / "tushare_stocks.py").read_text(encoding="utf-8")
|
||||
self.assertIn('"daily"', source)
|
||||
self.assertIn("start_date", source)
|
||||
self.assertIn("end_date", source)
|
||||
client = FakeClient(error=DatahubError("INCOMPLETE", "truncated"))
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
|
||||
with self.assertRaises(TushareError):
|
||||
wrapped.query(
|
||||
"daily",
|
||||
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
|
||||
"ts_code,amount",
|
||||
)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertIn("/v1/query", client.paths)
|
||||
|
||||
def test_try_intraday_respects_switch_and_falls_back_on_bad_payload(self) -> None:
|
||||
closed = DatahubBridge(flags(), FakeClient(error=DatahubError("INTERNAL", "should not run")))
|
||||
self.assertIsNone(closed.try_intraday("601318"))
|
||||
|
||||
empty = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(data={"points": []}, meta={"stale": False})),
|
||||
)
|
||||
self.assertIsNone(empty.try_intraday("601318"))
|
||||
|
||||
stale = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(
|
||||
data={
|
||||
"entity_type": "stock",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-07",
|
||||
"previous_close": 55.8,
|
||||
"points": [{"date": "2026-09-07", "time": "09:30", "close": 55.9, "avg_price": 55.85}],
|
||||
},
|
||||
meta={"stale": True},
|
||||
)),
|
||||
)
|
||||
self.assertIsNone(stale.try_intraday("601318"))
|
||||
|
||||
ok = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(
|
||||
data={
|
||||
"entity_type": "stock",
|
||||
"identifier": "601318",
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-08",
|
||||
"previous_close": 56.36,
|
||||
"points": [
|
||||
{"date": "2026-09-08", "time": "09:30", "close": 0},
|
||||
{"date": "2026-09-08", "time": "09:31", "close": 56.5, "avg_price": 56.4},
|
||||
],
|
||||
},
|
||||
meta={"stale": False},
|
||||
)),
|
||||
)
|
||||
chart = ok.try_intraday("601318")
|
||||
self.assertEqual(chart["source"], "datahub")
|
||||
self.assertEqual(len(chart["points"]), 1)
|
||||
self.assertEqual(chart["points"][0]["average"], 56.4)
|
||||
self.assertEqual(ok.client.paths, ["/v1/intraday/points"])
|
||||
self.assertEqual(ok.client.calls, [("/v1/intraday/points", {"code": "601318"})])
|
||||
self.assertNotIn("date", ok.client.calls[0][1])
|
||||
|
||||
timeout = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(error=DatahubError("TIMEOUT", "datahub request timed out")),
|
||||
)
|
||||
self.assertIsNone(timeout.try_intraday("601318"))
|
||||
broken = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(error=DatahubError("INTERNAL", "datahub exploded")),
|
||||
)
|
||||
self.assertIsNone(broken.try_intraday("601318"))
|
||||
self.assertTrue(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
|
||||
|
||||
def test_try_market_quotes_and_visible_fallback(self) -> None:
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": f"{600000 + index:06d}.SH",
|
||||
"name": f"股票{index}",
|
||||
"close": 10.2,
|
||||
"pre_close": 10.0,
|
||||
"open": 10.1,
|
||||
"high": 10.3,
|
||||
"low": 9.9,
|
||||
"vol": 1000,
|
||||
"amount": 2000000,
|
||||
"quote_date": "20240902",
|
||||
}
|
||||
for index in range(220)
|
||||
]
|
||||
ok = DatahubBridge(
|
||||
flags(quotes=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=quotes,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney:clist"},
|
||||
)
|
||||
),
|
||||
)
|
||||
rows = ok.try_market_quotes("20240902")
|
||||
self.assertEqual(len(rows), 220)
|
||||
self.assertEqual(rows[0]["pre_close"], 10.0)
|
||||
self.assertEqual(ok.client.paths, ["/v1/quotes/latest"])
|
||||
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
|
||||
|
||||
failed = DatahubBridge(
|
||||
flags(quotes=(True, False)),
|
||||
FakeClient(error=DatahubError("UNAVAILABLE", "down")),
|
||||
)
|
||||
self.assertIsNone(failed.try_market_quotes("20240902"))
|
||||
snap = next(item for item in LEDGER.snapshot() if item["dataset"] == "quotes")
|
||||
self.assertEqual(snap["route"], "datahub")
|
||||
self.assertEqual(snap["source"], "unavailable")
|
||||
|
||||
gateway = build_data_gateway({}, datahub_settings=flags(quotes=(True, False)))
|
||||
status = gateway.datahub_status()
|
||||
self.assertEqual(status["enabled_reads"], 1)
|
||||
self.assertEqual(status["total_reads"], len(DATASETS))
|
||||
self.assertEqual(status["fallback_count"], 0)
|
||||
|
||||
def test_try_daily_chart_converts_hub_bars(self) -> None:
|
||||
rows = [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240901",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
},
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.2,
|
||||
"high": 10.5,
|
||||
"low": 10.1,
|
||||
"close": 10.4,
|
||||
"volume": 120000,
|
||||
"amount": 2400000,
|
||||
},
|
||||
]
|
||||
hub = DatahubBridge(
|
||||
flags(daily=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=rows,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
|
||||
)
|
||||
),
|
||||
)
|
||||
chart = hub.try_daily_chart("600000.SH", "20240902", 90, "daily")
|
||||
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
|
||||
self.assertEqual(chart[-1]["close"], 10.4)
|
||||
self.assertAlmostEqual(chart[-1]["amount_billion"], 0.024)
|
||||
|
||||
def test_try_daily_chart_keeps_usable_bars_when_coverage_incomplete(self) -> None:
|
||||
rows = [
|
||||
{
|
||||
"ts_code": "000001.SZ",
|
||||
"trade_date": "20240901",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
},
|
||||
{
|
||||
"ts_code": "000001.SZ",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.2,
|
||||
"high": 10.5,
|
||||
"low": 10.1,
|
||||
"close": 10.4,
|
||||
"volume": 120000,
|
||||
"amount": 2400000,
|
||||
},
|
||||
]
|
||||
hub = DatahubBridge(
|
||||
flags(daily=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=rows,
|
||||
meta={
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"incomplete": True,
|
||||
"coverage": {"complete": False, "missing_count": 127},
|
||||
"source": "tushare:daily",
|
||||
},
|
||||
)
|
||||
),
|
||||
)
|
||||
chart = hub.try_daily_chart("000001.SZ", "20240902", 90, "daily")
|
||||
self.assertIsNotNone(chart)
|
||||
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
|
||||
self.assertEqual(chart[-1]["close"], 10.4)
|
||||
|
||||
def test_gateway_tushare_facade_has_no_legacy_client(self) -> None:
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": f"{index:06d}.SZ",
|
||||
"name": f"S{index}",
|
||||
"pre_close": 10.0,
|
||||
"open": 10.0,
|
||||
"high": 10.5,
|
||||
"low": 9.8,
|
||||
"close": 10.2,
|
||||
"vol": 100.0,
|
||||
"amount": 1000.0,
|
||||
"quote_date": "20240902",
|
||||
}
|
||||
for index in range(1, 221)
|
||||
]
|
||||
hub_client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=quotes,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
|
||||
)
|
||||
)
|
||||
gateway = build_data_gateway(
|
||||
{"tushare_token": "tok"},
|
||||
datahub_settings=flags(quotes=(True, False), daily=(True, False)),
|
||||
)
|
||||
gateway.datahub.client = hub_client
|
||||
wrapped = gateway.tushare()
|
||||
self.assertFalse(hasattr(wrapped, "_legacy"))
|
||||
self.assertIsNone(getattr(type(wrapped), "__getattr__", None))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "try_index_quotes", None)))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "record_datahub_legacy", None)))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "dashboard", None)))
|
||||
rows = wrapped.try_market_quotes("20240902")
|
||||
self.assertGreaterEqual(len(rows or []), 200)
|
||||
self.assertIn("/v1/quotes/latest", hub_client.paths)
|
||||
hub_client.response = DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
|
||||
)
|
||||
daily = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(daily[0]["amount"], 2000.0)
|
||||
self.assertIn("/v1/bars/daily", hub_client.paths)
|
||||
|
||||
def test_features_do_not_import_datahub_client(self) -> None:
|
||||
violations = []
|
||||
for path in (ROOT / "backend" / "features").rglob("*.py"):
|
||||
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
|
||||
for node in ast.walk(tree):
|
||||
names = []
|
||||
if isinstance(node, ast.Import):
|
||||
names = [alias.name for alias in node.names]
|
||||
elif isinstance(node, ast.ImportFrom) and node.module:
|
||||
names = [node.module]
|
||||
for name in names:
|
||||
if "datahub" in name.split("."):
|
||||
violations.append(f"{path.relative_to(ROOT)} -> {name}")
|
||||
self.assertEqual(violations, [])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -0,0 +1,185 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import io
|
||||
import json
|
||||
import logging
|
||||
import threading
|
||||
import unittest
|
||||
from http.server import BaseHTTPRequestHandler, ThreadingHTTPServer
|
||||
from urllib.parse import parse_qs, urlparse
|
||||
|
||||
from backend.data.datahub.client import DatahubClient
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.redact import redact_text
|
||||
from backend.data.datahub.settings import DatahubSettings
|
||||
|
||||
|
||||
TOKEN = "super-secret-datahub-token"
|
||||
|
||||
|
||||
class FakeHubState:
|
||||
def __init__(self) -> None:
|
||||
self.mode = "ok"
|
||||
self.hits = 0
|
||||
self.paths: list[str] = []
|
||||
|
||||
|
||||
STATE = FakeHubState()
|
||||
|
||||
|
||||
class FakeHubHandler(BaseHTTPRequestHandler):
|
||||
def log_message(self, format: str, *args: object) -> None:
|
||||
return
|
||||
|
||||
def do_GET(self) -> None: # noqa: N802
|
||||
STATE.hits += 1
|
||||
parsed = urlparse(self.path)
|
||||
STATE.paths.append(parsed.path)
|
||||
token = self.headers.get("X-Datahub-Token", "")
|
||||
if STATE.mode == "timeout":
|
||||
raise TimeoutError("simulated timeout")
|
||||
if token != TOKEN:
|
||||
self._json(401, {"error": {"code": "UNAUTHORIZED", "message": "missing or invalid X-Datahub-Token"}})
|
||||
return
|
||||
if STATE.mode == "unpublished":
|
||||
self._json(404, {"error": {"code": "DATASET_NOT_PUBLISHED", "message": "daily 19990101 尚未发布", "expected_at": "15:05+08:00"}})
|
||||
return
|
||||
if STATE.mode == "empty":
|
||||
self._json(200, {"schema_version": 1, "data": [], "meta": {"tier": "official", "stale": False, "staleness_seconds": 0}})
|
||||
return
|
||||
if STATE.mode == "stale":
|
||||
self._json(200, {"schema_version": 1, "data": [{"ts_code": "600000.SH", "trade_date": "20240902", "close": 10.2, "volume": 100000, "amount": 2000000}], "meta": {"tier": "official", "stale": True, "staleness_seconds": 999999}})
|
||||
return
|
||||
if STATE.mode == "invalid":
|
||||
self.send_response(200)
|
||||
self.send_header("Content-Type", "application/json")
|
||||
self.end_headers()
|
||||
self.wfile.write(b"not-json")
|
||||
return
|
||||
if parsed.path == "/v1/health":
|
||||
self._json(200, {"schema_version": 1, "data": {"status": "ok"}, "meta": {"tier": "official", "source": "datahub", "stale": False, "staleness_seconds": 0}})
|
||||
return
|
||||
if parsed.path == "/v1/calendar":
|
||||
self._json(200, {"schema_version": 1, "data": [{"cal_date": "20240902", "is_open": True, "pretrade_date": "20240830"}], "meta": {"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0}})
|
||||
return
|
||||
if parsed.path == "/v1/bars/daily":
|
||||
query = {key: values[-1] for key, values in parse_qs(parsed.query).items()}
|
||||
self._json(200, {
|
||||
"schema_version": 1,
|
||||
"data": [{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": query.get("date") or "20240902",
|
||||
"open": 10.11, "high": 10.25, "low": 10.01, "close": 10.20,
|
||||
"pct_chg": 1.2345, "volume": 100000.0, "amount": 2000000.0, "adj_factor": 1.1,
|
||||
}],
|
||||
"meta": {"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
|
||||
})
|
||||
return
|
||||
if parsed.path == "/v1/datasets/status":
|
||||
self._json(200, {"schema_version": 1, "data": [{"dataset": "daily", "state": "published", "trade_date": "20240902"}], "meta": {"tier": "official", "stale": False, "staleness_seconds": 0}})
|
||||
return
|
||||
self._json(400, {"error": {"code": "INVALID_ARGUMENT", "message": f"unknown endpoint: {parsed.path}"}})
|
||||
|
||||
def _json(self, status: int, payload: dict) -> None:
|
||||
body = json.dumps(payload).encode("utf-8")
|
||||
self.send_response(status)
|
||||
self.send_header("Content-Type", "application/json; charset=utf-8")
|
||||
self.send_header("Content-Length", str(len(body)))
|
||||
self.end_headers()
|
||||
self.wfile.write(body)
|
||||
|
||||
|
||||
class DatahubClientTests(unittest.TestCase):
|
||||
@classmethod
|
||||
def setUpClass(cls) -> None:
|
||||
cls.server = ThreadingHTTPServer(("127.0.0.1", 0), FakeHubHandler)
|
||||
cls.thread = threading.Thread(target=cls.server.serve_forever, daemon=True)
|
||||
cls.thread.start()
|
||||
cls.base = f"http://127.0.0.1:{cls.server.server_address[1]}"
|
||||
|
||||
@classmethod
|
||||
def tearDownClass(cls) -> None:
|
||||
cls.server.shutdown()
|
||||
cls.server.server_close()
|
||||
|
||||
def setUp(self) -> None:
|
||||
STATE.mode = "ok"
|
||||
STATE.hits = 0
|
||||
STATE.paths = []
|
||||
self.client = DatahubClient(DatahubSettings(base_url=self.base, token=TOKEN, retries=1, timeout_seconds=2))
|
||||
|
||||
def test_health_envelope(self) -> None:
|
||||
response = self.client.health()
|
||||
self.assertEqual(response.schema_version, 1)
|
||||
self.assertEqual(response.data["status"], "ok")
|
||||
self.assertIn("stale", response.meta)
|
||||
|
||||
def test_missing_and_bad_token_401(self) -> None:
|
||||
missing = DatahubClient(DatahubSettings(base_url=self.base, token=""))
|
||||
with self.assertRaises(DatahubError) as raised:
|
||||
missing.health()
|
||||
self.assertEqual(raised.exception.code, "NOT_CONFIGURED")
|
||||
bad = DatahubClient(DatahubSettings(base_url=self.base, token="wrong"))
|
||||
with self.assertRaises(DatahubError) as raised:
|
||||
bad.health()
|
||||
self.assertEqual(raised.exception.code, "UNAUTHORIZED")
|
||||
self.assertNotIn(TOKEN, str(raised.exception))
|
||||
|
||||
def test_unpublished_and_empty_and_stale_codes(self) -> None:
|
||||
STATE.mode = "unpublished"
|
||||
with self.assertRaises(DatahubError) as raised:
|
||||
self.client.daily_bars(date="19990101")
|
||||
self.assertEqual(raised.exception.code, "DATASET_NOT_PUBLISHED")
|
||||
STATE.mode = "empty"
|
||||
response = self.client.daily_bars(date="20240902")
|
||||
self.assertEqual(response.data, [])
|
||||
STATE.mode = "stale"
|
||||
stale = self.client.daily_bars(date="20240902")
|
||||
self.assertTrue(stale.meta["stale"])
|
||||
|
||||
def test_invalid_json_maps_to_internal(self) -> None:
|
||||
STATE.mode = "invalid"
|
||||
with self.assertRaises(DatahubError) as raised:
|
||||
self.client.health()
|
||||
self.assertEqual(raised.exception.code, "INTERNAL")
|
||||
|
||||
def test_timeout_maps_and_retries(self) -> None:
|
||||
hits = {"n": 0}
|
||||
|
||||
def boom(_request, timeout=None):
|
||||
hits["n"] += 1
|
||||
raise TimeoutError("late")
|
||||
|
||||
client = DatahubClient(
|
||||
DatahubSettings(base_url=self.base, token=TOKEN, retries=1, timeout_seconds=1),
|
||||
urlopen=boom,
|
||||
)
|
||||
with self.assertRaises(DatahubError) as raised:
|
||||
client.health()
|
||||
self.assertEqual(raised.exception.code, "TIMEOUT")
|
||||
self.assertEqual(hits["n"], 2)
|
||||
|
||||
def test_token_never_appears_in_error_text_or_logs(self) -> None:
|
||||
stream = io.StringIO()
|
||||
logger = logging.getLogger("xiaobai.datahub")
|
||||
handler = logging.StreamHandler(stream)
|
||||
logger.addHandler(handler)
|
||||
logger.setLevel(logging.DEBUG)
|
||||
try:
|
||||
with self.assertRaises(DatahubError):
|
||||
DatahubClient(DatahubSettings(base_url=self.base, token="wrong")).health()
|
||||
blob = stream.getvalue() + redact_text("header " + TOKEN, (TOKEN,))
|
||||
self.assertNotIn(TOKEN, blob)
|
||||
self.assertIn("***", redact_text(TOKEN, (TOKEN,)))
|
||||
finally:
|
||||
logger.removeHandler(handler)
|
||||
|
||||
def test_calendar_and_status_contract(self) -> None:
|
||||
calendar = self.client.calendar("20240901", "20240902")
|
||||
self.assertEqual(calendar.data[0]["cal_date"], "20240902")
|
||||
status = self.client.dataset_status("20240902")
|
||||
self.assertEqual(status.data[0]["dataset"], "daily")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -459,6 +459,19 @@ class FrontendContractTests(unittest.TestCase):
|
||||
self.assertIn('payload.question_preset = state.heartQuestionPreset;', self.script)
|
||||
self.assertIn('payload.cast_at = state.heartCastAt;', self.script)
|
||||
|
||||
def test_heaven_loading_timeout_clears_dimmed_state(self):
|
||||
self.assertIn("controller.abort()", self.script)
|
||||
self.assertIn('heavenView?.classList.remove("heaven-data-loading")', self.script)
|
||||
self.assertIn("问天数据仍在准备,页面可继续输入和操作", self.script)
|
||||
self.assertIn("const blocking = !state.heavenSetup;", self.script)
|
||||
self.assertIn("payload?.aborted", self.script)
|
||||
|
||||
def test_stock_detail_does_not_display_missing_metrics_as_zero(self):
|
||||
self.assertIn("function setStockBoardFields(row)", self.script)
|
||||
self.assertIn("function presentMetric(value)", self.script)
|
||||
self.assertIn("payload.available !== false", self.script)
|
||||
self.assertIn('element.textContent = "--"', self.script)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -94,7 +94,7 @@ class GlobalSearchTests(unittest.TestCase):
|
||||
self.assertIn('event.key.toLowerCase() !== "k"', script)
|
||||
self.assertIn('openStock(item.id, { code: item.code', script)
|
||||
self.assertNotIn('include_notes', script)
|
||||
self.assertIn('const candles = (series || [])', script)
|
||||
self.assertIn('const candles = visibleDailyPrices((series || [])', script)
|
||||
self.assertIn('renderStockNotes(payload.notes || [])', script)
|
||||
|
||||
|
||||
|
||||
@@ -3,9 +3,10 @@ from __future__ import annotations
|
||||
import http.client
|
||||
import json
|
||||
import unittest
|
||||
from datetime import datetime
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
from backend.data.realtime import RealtimeAggregateError, WebRealtimeAggregator
|
||||
from backend.features.heaven.engine import _market_line_scores, build_manual_market_hexagram
|
||||
from server import DashboardService
|
||||
from backend.data.providers.tushare_client import (
|
||||
@@ -377,6 +378,87 @@ class RealtimeAggregatorTests(unittest.TestCase):
|
||||
self.assertEqual(rows[0]["quote_time"][:10], "2026-07-20")
|
||||
self.assertAlmostEqual(rows[0]["amount_billion"], 12946.52)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_eastmoney_market_quotes_normalize_and_keep_expected_date(self, get_json: MagicMock):
|
||||
epoch = datetime(2026, 7, 20, 10, 5).timestamp()
|
||||
rows = []
|
||||
for index in range(200):
|
||||
sz = index < 100
|
||||
rows.append(
|
||||
{
|
||||
"f12": f"{index:06d}" if sz else f"{600000 + index - 100:06d}",
|
||||
"f13": 0 if sz else 1,
|
||||
"f14": f"股票{index}",
|
||||
"f2": 11.2,
|
||||
"f3": 2.0,
|
||||
"f5": 10,
|
||||
"f6": 50000000,
|
||||
"f15": 11.3,
|
||||
"f16": 11.0,
|
||||
"f17": 11.1,
|
||||
"f18": 11.0,
|
||||
"f124": epoch,
|
||||
}
|
||||
)
|
||||
def fake_get_json(_url, params, referer=""):
|
||||
page = int(params.get("pn") or 1)
|
||||
start = (page - 1) * 100
|
||||
return {"rc": 0, "data": {"total": 200, "diff": rows[start:start + 100]}}
|
||||
|
||||
get_json.side_effect = fake_get_json
|
||||
aggregator = WebRealtimeAggregator()
|
||||
aggregator._response_cache.clear()
|
||||
quotes = aggregator.eastmoney_market_quotes("20260720")
|
||||
self.assertEqual(len(quotes), 200)
|
||||
self.assertEqual(quotes[0]["ts_code"], "000000.SZ")
|
||||
self.assertTrue(quotes[100]["ts_code"].endswith(".SH"))
|
||||
self.assertEqual(quotes[0]["vol"], 1000)
|
||||
self.assertEqual(quotes[0]["quote_date"], "20260720")
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_text")
|
||||
def test_tencent_stock_quote_keeps_expected_date(self, get_text: MagicMock):
|
||||
fields = [""] * 38
|
||||
fields[1] = "浦发银行"
|
||||
fields[2] = "600000"
|
||||
fields[3] = "11.20"
|
||||
fields[4] = "11.00"
|
||||
fields[5] = "11.10"
|
||||
fields[6] = "1234"
|
||||
fields[30] = "20260720103000"
|
||||
fields[33] = "11.30"
|
||||
fields[34] = "11.00"
|
||||
fields[37] = "1380"
|
||||
get_text.return_value = (f'v_sh600000="{"~".join(fields)}";', 0)
|
||||
|
||||
quote = WebRealtimeAggregator().tencent_stock_quote("600000", "20260720")
|
||||
|
||||
self.assertEqual(quote["ts_code"], "600000.SH")
|
||||
self.assertEqual(quote["quote_date"], "20260720")
|
||||
self.assertEqual(quote["vol"], 123400)
|
||||
self.assertAlmostEqual(quote["amount"], 13_800_000)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_eastmoney_stock_quote_rejects_stale_date(self, get_json: MagicMock):
|
||||
epoch = datetime(2026, 7, 19, 15, 0).timestamp()
|
||||
get_json.return_value = {
|
||||
"rc": 0,
|
||||
"data": {
|
||||
"f43": 11.2,
|
||||
"f44": 11.3,
|
||||
"f45": 11.0,
|
||||
"f46": 11.1,
|
||||
"f47": 10,
|
||||
"f48": 50000000,
|
||||
"f57": "300750",
|
||||
"f58": "宁德时代",
|
||||
"f60": 11.0,
|
||||
"f86": epoch,
|
||||
},
|
||||
}
|
||||
|
||||
with self.assertRaises(RealtimeAggregateError):
|
||||
WebRealtimeAggregator().eastmoney_stock_quote("300750.SZ", "20260720")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -0,0 +1,342 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from backend.data.providers.tushare_client import TushareClient, TushareError
|
||||
from backend.data.providers.tushare_helpers import _moneyflow_payload
|
||||
from backend.data.realtime import (
|
||||
WebRealtimeAggregator,
|
||||
_normalize_eastmoney_limit_row,
|
||||
_normalize_eastmoney_stock_quote,
|
||||
)
|
||||
from backend.data.providers.tushare_daily import DailyMarketMixin
|
||||
|
||||
|
||||
class MoneyflowPayloadTests(unittest.TestCase):
|
||||
def test_missing_row_is_not_zero(self) -> None:
|
||||
payload = _moneyflow_payload(None)
|
||||
self.assertFalse(payload["available"])
|
||||
self.assertIsNone(payload["net_million"])
|
||||
self.assertIsNone(payload["large_million"])
|
||||
|
||||
def test_empty_row_is_not_zero(self) -> None:
|
||||
payload = _moneyflow_payload({})
|
||||
self.assertFalse(payload["available"])
|
||||
self.assertIsNone(payload["net_million"])
|
||||
|
||||
def test_real_zero_net_is_kept_when_source_exists(self) -> None:
|
||||
payload = _moneyflow_payload(
|
||||
{
|
||||
"net_mf_amount": 0,
|
||||
"buy_lg_amount": 1,
|
||||
"sell_lg_amount": 1,
|
||||
"buy_elg_amount": 0,
|
||||
"sell_elg_amount": 0,
|
||||
"buy_md_amount": 0,
|
||||
"sell_md_amount": 0,
|
||||
"buy_sm_amount": 0,
|
||||
"sell_sm_amount": 0,
|
||||
}
|
||||
)
|
||||
self.assertTrue(payload["available"])
|
||||
self.assertEqual(payload["net_million"], 0)
|
||||
|
||||
|
||||
class LimitOverlayTests(unittest.TestCase):
|
||||
def test_normalize_limit_keeps_missing_seal_as_none(self) -> None:
|
||||
row = DailyMarketMixin._normalize_limit(
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"name": "北方铜业",
|
||||
"close": 12.3,
|
||||
"pct_chg": 10,
|
||||
"amount": 1e8,
|
||||
"amount_unit": "yuan",
|
||||
},
|
||||
"涨停",
|
||||
)
|
||||
self.assertIsNone(row["seal_amount_million"])
|
||||
self.assertEqual(row["first_time"], "--")
|
||||
|
||||
def test_overlay_fills_board_times_from_official_list(self) -> None:
|
||||
mixin = DailyMarketMixin()
|
||||
mixin._load_limit_lists = lambda trade_date: [
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"first_time": "09:31:02",
|
||||
"last_time": "10:18:11",
|
||||
"fd_amount": 82000000,
|
||||
"open_times": 1,
|
||||
"turnover_ratio": 18.4,
|
||||
}
|
||||
]
|
||||
mixin.realtime_aggregator = None
|
||||
rows = mixin._overlay_board_fields(
|
||||
[{"ts_code": "000737.SZ", "close": 12.3, "limit_type": "U"}],
|
||||
"20260908",
|
||||
)
|
||||
self.assertEqual(rows[0]["first_time"], "09:31:02")
|
||||
self.assertEqual(rows[0]["fd_amount"], 82000000)
|
||||
self.assertEqual(rows[0]["turnover_ratio"], 18.4)
|
||||
|
||||
|
||||
class ShenwanRealtimeSourceTests(unittest.TestCase):
|
||||
def test_transport_refuses_rt_sw_k(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
with self.assertRaisesRegex(TushareError, "rt_sw_k is disabled"):
|
||||
client.query("rt_sw_k", {"ts_code": "801074.SI"})
|
||||
|
||||
def test_outer_realtime_uses_hub_sector_quote_not_rt_sw_k(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.query = MagicMock(side_effect=AssertionError("should not call tushare"))
|
||||
client.try_sector_quote = MagicMock(return_value={
|
||||
"code": "801074.SI",
|
||||
"name": "工业金属",
|
||||
"close": 1234.5,
|
||||
"pre_close": 1200,
|
||||
"change": 2.88,
|
||||
"pct_change": 2.88,
|
||||
"quote_date": "20260908",
|
||||
"quote_time": "2026-09-08T14:50:00+08:00",
|
||||
"source": "eastmoney_sw",
|
||||
})
|
||||
row, source, error = client._sw_outer_realtime("801074.SI", "工业金属", "20260908")
|
||||
self.assertEqual(source, "eastmoney_sw")
|
||||
self.assertEqual(error, "")
|
||||
self.assertEqual(row["change"], 2.88)
|
||||
client.query.assert_not_called()
|
||||
|
||||
def test_outer_waiting_state_has_no_permission_error(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.realtime_aggregator = None
|
||||
row, source, error = client._sw_outer_realtime(
|
||||
"801074.SI", "工业金属", "20260908", finalized=True
|
||||
)
|
||||
self.assertEqual(row, {})
|
||||
self.assertIn("尚未入库", error)
|
||||
self.assertNotIn("权限", error)
|
||||
self.assertNotIn("rt_sw_k", error)
|
||||
|
||||
|
||||
class EastmoneyHelperTests(unittest.TestCase):
|
||||
def test_limit_pool_row_keeps_board_clock(self) -> None:
|
||||
parsed = _normalize_eastmoney_limit_row(
|
||||
{
|
||||
"c": "000737",
|
||||
"m": 0,
|
||||
"n": "北方铜业",
|
||||
"fbt": 93102,
|
||||
"lbt": 101811,
|
||||
"zbc": 1,
|
||||
"lbc": 2,
|
||||
"hs": 18.4,
|
||||
"fund": 82000000,
|
||||
},
|
||||
"U",
|
||||
)
|
||||
self.assertEqual(parsed["ts_code"], "000737.SZ")
|
||||
self.assertEqual(parsed["first_time"], "09:31:02")
|
||||
self.assertEqual(parsed["last_time"], "10:18:11")
|
||||
self.assertEqual(parsed["fd_amount"], 82000000)
|
||||
|
||||
def test_stock_quote_keeps_moneyflow_when_present(self) -> None:
|
||||
quote = _normalize_eastmoney_stock_quote(
|
||||
{
|
||||
"f43": 12.3,
|
||||
"f60": 11.18,
|
||||
"f46": 11.2,
|
||||
"f44": 12.3,
|
||||
"f45": 11.1,
|
||||
"f47": 1000,
|
||||
"f48": 150000000,
|
||||
"f58": "北方铜业",
|
||||
"f86": 0,
|
||||
"f168": 8.5,
|
||||
"f62": 25000000,
|
||||
"f78": 3000000,
|
||||
"f84": -1000000,
|
||||
},
|
||||
"000737.SZ",
|
||||
)
|
||||
self.assertEqual(quote["net_mf_amount"], 2500)
|
||||
payload = _moneyflow_payload(quote)
|
||||
self.assertTrue(payload["available"])
|
||||
self.assertEqual(payload["net_million"], 25)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_shenwan_quote_uses_eastmoney_90_prefix(self, get_json: MagicMock) -> None:
|
||||
get_json.return_value = {
|
||||
"rc": 0,
|
||||
"data": {
|
||||
"diff": [
|
||||
{
|
||||
"f12": "801074",
|
||||
"f14": "工业金属",
|
||||
"f2": 1234.5,
|
||||
"f3": 2.88,
|
||||
"f18": 1200,
|
||||
"f17": 1205,
|
||||
"f15": 1240,
|
||||
"f16": 1198,
|
||||
"f6": 1,
|
||||
"f124": 1757319000,
|
||||
}
|
||||
]
|
||||
},
|
||||
}
|
||||
quote = WebRealtimeAggregator().eastmoney_shenwan_quote("801074.SI")
|
||||
self.assertEqual(quote["source"], "eastmoney_sw")
|
||||
self.assertAlmostEqual(quote["change"], 2.88)
|
||||
params = get_json.call_args.args[1]
|
||||
self.assertEqual(params["secids"], "90.801074")
|
||||
|
||||
|
||||
class ChartWindowTests(unittest.TestCase):
|
||||
def test_display_window_is_45_not_250(self) -> None:
|
||||
from backend.features.market.charts import DAILY_CHART_LIMIT
|
||||
|
||||
self.assertEqual(DAILY_CHART_LIMIT, 45)
|
||||
|
||||
|
||||
class MemberQuoteCoverageTests(unittest.TestCase):
|
||||
def test_prefers_full_hub_market_over_truncated_named_quotes(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
wanted = [f"{index:06d}.SZ" for index in range(205)]
|
||||
market = [
|
||||
{"ts_code": code, "close": 10.0, "pre_close": 9.0}
|
||||
for code in wanted
|
||||
]
|
||||
client.try_market_quotes = MagicMock(return_value=market)
|
||||
client.try_quotes = MagicMock(return_value=market[:60])
|
||||
client.realtime_aggregator = MagicMock()
|
||||
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
|
||||
self.assertEqual(len(rows), 205)
|
||||
self.assertEqual(source, "datahub")
|
||||
client.try_quotes.assert_not_called()
|
||||
|
||||
def test_hub_named_quotes_cover_members_when_market_missing(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
wanted = ["000737.SZ", "000630.SZ"]
|
||||
client.try_market_quotes = MagicMock(return_value=None)
|
||||
client.try_quotes = MagicMock(return_value=[
|
||||
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
|
||||
{"ts_code": "000630.SZ", "close": 4.5, "pre_close": 4.4},
|
||||
])
|
||||
client.realtime_aggregator = MagicMock()
|
||||
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
|
||||
self.assertEqual(len(rows), 2)
|
||||
self.assertEqual(source, "datahub")
|
||||
client.try_quotes.assert_called()
|
||||
client.realtime_aggregator.eastmoney_stock_quotes.assert_not_called()
|
||||
client.realtime_aggregator.tencent_stock_quotes.assert_not_called()
|
||||
|
||||
def test_delayed_hub_quotes_are_kept_not_zeroed(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
delayed = [
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"close": 12.3,
|
||||
"pre_close": 11.2,
|
||||
"delayed": True,
|
||||
"delay_seconds": 90,
|
||||
"delay_notice": "主备免费行情均暂不可用,显示 90 秒前的真实快照",
|
||||
}
|
||||
]
|
||||
client.try_market_quotes = MagicMock(return_value=delayed)
|
||||
client.try_quotes = MagicMock()
|
||||
client.realtime_aggregator = MagicMock()
|
||||
rows, source = client._load_member_realtime_quotes(["000737.SZ"], "20260908")
|
||||
self.assertEqual(source, "datahub_delayed")
|
||||
self.assertEqual(rows[0]["close"], 12.3)
|
||||
client.try_quotes.assert_not_called()
|
||||
|
||||
def test_ignores_non_member_quotes_from_market_snapshot(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.try_market_quotes = MagicMock(
|
||||
return_value=[
|
||||
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
|
||||
{"ts_code": "600000.SH", "close": 10.0, "pre_close": 9.9},
|
||||
]
|
||||
)
|
||||
client.try_quotes = MagicMock(return_value=[])
|
||||
client._free_realtime_quotes = MagicMock(return_value=([], "empty"))
|
||||
rows, _source = client._load_member_realtime_quotes(
|
||||
["000737.SZ", "000630.SZ"], "20260908"
|
||||
)
|
||||
self.assertEqual([row["ts_code"] for row in rows], ["000737.SZ"])
|
||||
|
||||
def test_local_sw_members_survive_tushare_outage(self) -> None:
|
||||
import tempfile
|
||||
from pathlib import Path
|
||||
|
||||
from backend.data.providers import tushare_industries as module
|
||||
|
||||
client = TushareClient(token="demo")
|
||||
stored = [
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"name": "北方铜业",
|
||||
"l2_code": "801074.SI",
|
||||
"in_date": "20200101",
|
||||
"out_date": "",
|
||||
}
|
||||
]
|
||||
with tempfile.TemporaryDirectory() as tmp:
|
||||
original = module._SW_MEMBER_DIR
|
||||
module._SW_MEMBER_DIR = Path(tmp)
|
||||
try:
|
||||
client._sw_member_cache.clear()
|
||||
client._write_local_sw_members("801074.SI", stored)
|
||||
client.query = MagicMock(side_effect=TushareError("index_member_all down"))
|
||||
members = client._sw_sector_members("801074.SI", "20260908")
|
||||
finally:
|
||||
module._SW_MEMBER_DIR = original
|
||||
client._sw_member_cache.clear()
|
||||
self.assertEqual([item["ts_code"] for item in members], ["000737.SZ"])
|
||||
client.query.assert_not_called()
|
||||
|
||||
def test_closed_keeps_daily_inner_when_sw_daily_missing(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.resolve_trade_context = lambda _date: ("20260908", "20260907")
|
||||
client.sw_stock_industry = MagicMock(
|
||||
return_value={"l2_code": "801074.SI", "l2_name": "工业金属"}
|
||||
)
|
||||
client._sw_sector_members = MagicMock(
|
||||
return_value=[
|
||||
{"ts_code": "000737.SZ", "name": "北方铜业"},
|
||||
{"ts_code": "000630.SZ", "name": "铜陵有色"},
|
||||
]
|
||||
)
|
||||
client._stock_listing_reference = MagicMock(return_value={})
|
||||
client._load_daily = MagicMock(
|
||||
return_value=[
|
||||
{"ts_code": "000737.SZ", "name": "北方铜业", "pct_chg": 2, "amount": 1e8},
|
||||
{"ts_code": "000630.SZ", "name": "铜陵有色", "pct_chg": 1, "amount": 1e8},
|
||||
]
|
||||
)
|
||||
client._confirmed_suspended_members = MagicMock(return_value=[])
|
||||
client.query = MagicMock(return_value=[])
|
||||
client._sw_realtime_sector_snapshot = MagicMock(
|
||||
side_effect=AssertionError("daily inner should be kept")
|
||||
)
|
||||
client.try_sector_quote = MagicMock(return_value={
|
||||
"code": "801074.SI",
|
||||
"name": "工业金属",
|
||||
"change": 1.5,
|
||||
"pct_change": 1.5,
|
||||
"quote_date": "20260908",
|
||||
"quote_time": "2026-09-08T15:00:00+08:00",
|
||||
"source": "eastmoney_sw",
|
||||
})
|
||||
snapshot = client.sw_sector_snapshot(
|
||||
"000737.SZ", "20260908", allow_realtime_close=True
|
||||
)
|
||||
self.assertEqual(snapshot["quote_count"], 2)
|
||||
self.assertEqual(snapshot["member_count"], 2)
|
||||
self.assertTrue(snapshot["inner_precise"])
|
||||
self.assertTrue(snapshot["outer_precise"])
|
||||
self.assertEqual(snapshot["inner_source"], "tushare_member_daily")
|
||||
self.assertEqual(snapshot["change"], 1.5)
|
||||
self.assertNotIn("权限", snapshot.get("outer_error") or "")
|
||||
self.assertNotIn("rt_sw_k", snapshot.get("outer_error") or "")
|
||||
@@ -138,7 +138,7 @@ class HttpDispatchContractTests(unittest.TestCase):
|
||||
self.assertTrue(claimed.isdisjoint(methods))
|
||||
claimed.update(methods)
|
||||
self.assertLessEqual(len(path.read_text(encoding="utf-8").splitlines()), line_limit)
|
||||
self.assertEqual(len(claimed), 27)
|
||||
self.assertEqual(len(claimed), 28)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -0,0 +1,434 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import ast
|
||||
import json
|
||||
import re
|
||||
import threading
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
from unittest.mock import patch
|
||||
|
||||
from backend.data import build_data_gateway
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient, DatahubBridge
|
||||
from backend.data.datahub.client import DatahubClient
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
from backend.features.system.service import SystemServiceMixin
|
||||
from tests.test_datahub_bridge import FakeClient, FakeLegacy, flags
|
||||
|
||||
|
||||
ROOT = Path(__file__).resolve().parents[1]
|
||||
BLOCKED_HOSTS = (
|
||||
"api.tushare.pro",
|
||||
"push2.eastmoney.com",
|
||||
"push2delay.eastmoney.com",
|
||||
"push2his.eastmoney.com",
|
||||
"push2ex.eastmoney.com",
|
||||
"qt.gtimg.cn",
|
||||
"hq.sinajs.cn",
|
||||
"10jqka.com.cn",
|
||||
"xuangubao.cn",
|
||||
"quantapi.51ifind.com",
|
||||
"51ifind.com",
|
||||
)
|
||||
LEFTOVER_WEBSITE_FILES = {
|
||||
"backend/data/providers/ifind_client.py",
|
||||
"backend/data/realtime.py",
|
||||
"backend/features/market/charts.py",
|
||||
"backend/data/providers/tushare_transport.py",
|
||||
}
|
||||
HUB_BASE = "http://127.0.0.1:8766"
|
||||
|
||||
|
||||
def _enabled_settings() -> DatahubSettings:
|
||||
return DatahubSettings(
|
||||
base_url=HUB_BASE,
|
||||
token="hub-token",
|
||||
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
|
||||
)
|
||||
|
||||
|
||||
class _Resp:
|
||||
def __init__(self, payload: dict) -> None:
|
||||
self.status = 200
|
||||
self._raw = json.dumps(payload).encode("utf-8")
|
||||
|
||||
def read(self):
|
||||
return self._raw
|
||||
|
||||
def __enter__(self):
|
||||
return self
|
||||
|
||||
def __exit__(self, *args):
|
||||
return False
|
||||
|
||||
|
||||
def hub_payload(request) -> dict:
|
||||
url = str(getattr(request, "full_url", None) or request)
|
||||
if any(host in url for host in BLOCKED_HOSTS):
|
||||
raise AssertionError(f"website opened blocked host: {url}")
|
||||
if HUB_BASE not in url:
|
||||
raise AssertionError(f"unexpected url: {url}")
|
||||
path = url.split(HUB_BASE, 1)[1].split("?", 1)[0]
|
||||
if path == "/v1/bars/daily":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
}
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "datahub"},
|
||||
}
|
||||
if path == "/v1/quotes/latest":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"code": "600000",
|
||||
"name": "浦发银行",
|
||||
"close": 10.2,
|
||||
"price": 10.2,
|
||||
"pre_close": 10.0,
|
||||
"open": 10.1,
|
||||
"high": 10.3,
|
||||
"low": 9.9,
|
||||
"vol": 1000,
|
||||
"amount": 2000000,
|
||||
"quote_date": "20240902",
|
||||
"source": "datahub",
|
||||
}
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "eastmoney"},
|
||||
}
|
||||
if path == "/v1/indexes/quotes":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "000001.SH",
|
||||
"code": "000001",
|
||||
"name": "上证指数",
|
||||
"price": 3000,
|
||||
"pct_chg": 1.2,
|
||||
"quote_time_epoch": 1725249600,
|
||||
"source": "datahub",
|
||||
},
|
||||
{
|
||||
"ts_code": "399001.SZ",
|
||||
"code": "399001",
|
||||
"name": "深证成指",
|
||||
"price": 9000,
|
||||
"pct_chg": 0.8,
|
||||
"quote_time_epoch": 1725249600,
|
||||
"source": "datahub",
|
||||
},
|
||||
{
|
||||
"ts_code": "399006.SZ",
|
||||
"code": "399006",
|
||||
"name": "创业板指",
|
||||
"price": 1800,
|
||||
"pct_chg": 0.5,
|
||||
"quote_time_epoch": 1725249600,
|
||||
"source": "datahub",
|
||||
},
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "tencent"},
|
||||
}
|
||||
if path == "/v1/auction":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"close": 10.2,
|
||||
"vol": 1000.0,
|
||||
"amount": 2000.0,
|
||||
}
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "datahub"},
|
||||
}
|
||||
if path == "/v1/credentials/ifind":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": {"configured": True, "access_ready": True, "access_expires_at": ""},
|
||||
"meta": {"source": "ifind"},
|
||||
}
|
||||
if path == "/v1/intraday/points":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": {
|
||||
"entity_type": "stock",
|
||||
"identifier": "600000",
|
||||
"code": "600000",
|
||||
"trade_date": "2024-09-02",
|
||||
"previous_close": 10.0,
|
||||
"points": [
|
||||
{"date": "2024-09-02", "time": "09:30", "close": 10.2, "average": 10.1, "open": 10.1, "high": 10.2, "low": 10.0, "volume": 100, "amount": 1000}
|
||||
],
|
||||
},
|
||||
"meta": {"stale": False, "source": "datahub"},
|
||||
}
|
||||
if path == "/v1/query":
|
||||
body = json.loads(request.data.decode("utf-8") if request.data else "{}")
|
||||
api_name = body.get("api_name")
|
||||
if api_name == "ifind_status":
|
||||
return {"schema_version": 1, "data": [{"configured": True, "access_ready": True, "access_expires_at": ""}], "meta": {"source": "ifind"}}
|
||||
if api_name == "ifind_wencai":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [{"股票代码": "000001.SZ", "涨停原因": "重组", "首次涨停时间": "09:42:00"}],
|
||||
"meta": {"source": "ifind"},
|
||||
}
|
||||
if api_name == "ifind_snapshots":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"time": "2024-09-02 09:21:00",
|
||||
"thscode": "000001.SZ",
|
||||
"latest": 10.5,
|
||||
"preClose": 10,
|
||||
"volume": 2000,
|
||||
"amount": 21000,
|
||||
}
|
||||
],
|
||||
"meta": {"source": "ifind"},
|
||||
}
|
||||
if api_name in {"daily", "rt_k", "stk_auction"}:
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [{"ts_code": "600000.SH", "trade_date": "20240902", "close": 10.2, "amount": 2000.0}],
|
||||
"meta": {"source": "datahub", "stale": False, "row_shape": "tushare"},
|
||||
}
|
||||
raise AssertionError(f"unexpected query api: {api_name}")
|
||||
raise AssertionError(f"unexpected path: {path}")
|
||||
|
||||
|
||||
def blocked_urlopen(request, timeout=None):
|
||||
return _Resp(hub_payload(request))
|
||||
|
||||
|
||||
class HubExclusiveWebsiteTests(unittest.TestCase):
|
||||
def test_website_availability_depends_on_hub_not_provider_credentials(self) -> None:
|
||||
service = SystemServiceMixin()
|
||||
service._system_credentials = {}
|
||||
service.data_gateway = build_data_gateway({}, datahub_settings=_enabled_settings())
|
||||
self.assertTrue(service.configured)
|
||||
self.assertEqual(service.token, "datahub")
|
||||
|
||||
def test_website_vault_scrubs_historical_provider_credentials(self) -> None:
|
||||
class Vault:
|
||||
@staticmethod
|
||||
def decrypt_json(payload):
|
||||
if isinstance(payload, str):
|
||||
return json.loads(payload)
|
||||
return dict(payload)
|
||||
|
||||
@staticmethod
|
||||
def encrypt_json(payload):
|
||||
return dict(payload)
|
||||
|
||||
class Database:
|
||||
system = {
|
||||
"tushare_token": "old-tushare",
|
||||
"ifind_refresh_token": "old-refresh",
|
||||
"ifind_access_token": "old-access",
|
||||
}
|
||||
personal = {"tushare_token": "old-personal", "llm_primary_model": "model"}
|
||||
|
||||
def get_system_setting(self, _name):
|
||||
return dict(self.system)
|
||||
|
||||
@staticmethod
|
||||
def first_user_id():
|
||||
return 1
|
||||
|
||||
def get_user_credentials(self, _user_id):
|
||||
return dict(self.personal)
|
||||
|
||||
@staticmethod
|
||||
def list_user_credentials():
|
||||
return [{"user_id": 1, "encrypted_payload": '{"tushare_token":"old-personal"}'}]
|
||||
|
||||
def save_system_setting(self, _name, payload):
|
||||
self.system = dict(payload)
|
||||
|
||||
def save_user_credentials(self, _user_id, payload):
|
||||
self.personal = dict(payload)
|
||||
|
||||
service = SystemServiceMixin()
|
||||
service.database = Database()
|
||||
service.vault = Vault()
|
||||
service.system_lock = threading.Lock()
|
||||
loaded = service._load_system_credentials({})
|
||||
for key in ("tushare_token", "ifind_refresh_token", "ifind_access_token"):
|
||||
self.assertNotIn(key, loaded)
|
||||
self.assertNotIn(key, service.database.system)
|
||||
self.assertNotIn(key, service.database.personal)
|
||||
|
||||
def test_query_never_calls_website_tushare_transport(self) -> None:
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy(TushareError("website tushare must stay dark"))
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
legacy,
|
||||
DatahubBridge(flags(daily=(True, False)), client),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_blocked_external_hosts_still_read_hub(self) -> None:
|
||||
settings = _enabled_settings()
|
||||
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
|
||||
legacy = FakeLegacy(TushareError("blocked"))
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, hub_client))
|
||||
with patch("urllib.request.urlopen", blocked_urlopen):
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,amount")
|
||||
self.assertEqual(rows[0]["close"], 10.2)
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_site_features_only_reach_hub_when_external_hosts_blocked(self) -> None:
|
||||
settings = _enabled_settings()
|
||||
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
|
||||
bridge = DatahubBridge(settings, hub_client)
|
||||
with patch("urllib.request.urlopen", blocked_urlopen):
|
||||
quotes = bridge.try_quotes(["600000.SH"])
|
||||
indices = bridge.try_index_quotes()
|
||||
chart = MarketChartClient(bridge).stock_daily("600000", "20240902")
|
||||
intraday = MarketChartClient(bridge).stock_intraday("600000")
|
||||
ifind = HubIfindProxy(bridge)
|
||||
wencai = ifind.wencai("2024年9月2日涨停股票")
|
||||
snapshots = ifind.snapshots(["000001.SZ"], ["latest"], "2024-09-02 09:15:00", "2024-09-02 09:22:00")
|
||||
realtime = HubRealtimeProxy(bridge)
|
||||
index_rows = realtime.tencent_indices()
|
||||
stock = realtime.tencent_stock_quote("600000.SH", "20240902")
|
||||
health = realtime.health_snapshot()
|
||||
|
||||
self.assertEqual(quotes[0]["close"], 10.2)
|
||||
self.assertEqual(len(indices), 3)
|
||||
self.assertEqual(chart[-1]["close"], 10.2)
|
||||
self.assertEqual(intraday["source"], "datahub")
|
||||
self.assertEqual(wencai[0]["股票代码"], "000001.SZ")
|
||||
self.assertEqual(snapshots[0]["latest"], 10.5)
|
||||
self.assertEqual([row["code"] for row in index_rows], ["000001", "399001", "399006"])
|
||||
self.assertEqual(stock["close"], 10.2)
|
||||
self.assertTrue(health["ready"])
|
||||
self.assertTrue(ifind.configured)
|
||||
|
||||
def test_production_gateway_does_not_construct_external_clients(self) -> None:
|
||||
source = (ROOT / "backend" / "data" / "gateway.py").read_text(encoding="utf-8")
|
||||
self.assertNotIn("IfindHttpClient", source)
|
||||
self.assertNotIn("EastmoneyChartClient", source)
|
||||
self.assertNotIn("WebRealtimeAggregator", source)
|
||||
self.assertNotIn("TushareProvider", source)
|
||||
self.assertIsNone(re.search(r"(?<![A-Za-z])TushareClient\(", source))
|
||||
self.assertIn("HubIfindProxy", source)
|
||||
self.assertIn("HubRealtimeProxy", source)
|
||||
self.assertIn("DatahubAwareTushareClient", source)
|
||||
facade = (ROOT / "backend" / "data" / "datahub" / "bridge.py").read_text(encoding="utf-8")
|
||||
tree = ast.parse(facade)
|
||||
cls = next(
|
||||
node
|
||||
for node in tree.body
|
||||
if isinstance(node, ast.ClassDef) and node.name == "DatahubAwareTushareClient"
|
||||
)
|
||||
methods = {item.name for item in cls.body if isinstance(item, ast.FunctionDef)}
|
||||
self.assertNotIn("__getattr__", methods)
|
||||
self.assertIn("query", methods)
|
||||
self.assertTrue(any(base.id == "DashboardMixin" for base in cls.bases if isinstance(base, ast.Name)))
|
||||
|
||||
def test_production_python_does_not_embed_blocked_hosts(self) -> None:
|
||||
violations = []
|
||||
for path in (ROOT / "backend").rglob("*.py"):
|
||||
relative = path.relative_to(ROOT).as_posix()
|
||||
if relative in LEFTOVER_WEBSITE_FILES:
|
||||
continue
|
||||
text = path.read_text(encoding="utf-8")
|
||||
for host in BLOCKED_HOSTS:
|
||||
if host in text:
|
||||
violations.append(f"{relative} -> {host}")
|
||||
self.assertEqual(violations, [])
|
||||
|
||||
def test_website_runtime_does_not_call_blocked_hosts_from_gateway(self) -> None:
|
||||
gateway_src = (ROOT / "backend" / "data" / "gateway.py").read_text(encoding="utf-8")
|
||||
self.assertNotIn("TushareProvider", gateway_src)
|
||||
self.assertIsNone(re.search(r"(?<![A-Za-z])TushareClient\(", gateway_src))
|
||||
self.assertIn("DatahubAwareTushareClient", gateway_src)
|
||||
|
||||
def test_bridge_query_has_no_legacy_call(self) -> None:
|
||||
source = (ROOT / "backend" / "data" / "datahub" / "bridge.py").read_text(encoding="utf-8")
|
||||
tree = ast.parse(source)
|
||||
query_fn = next(
|
||||
node
|
||||
for node in tree.body
|
||||
if isinstance(node, ast.ClassDef) and node.name == "DatahubBridge"
|
||||
for item in node.body
|
||||
if isinstance(item, ast.FunctionDef) and item.name == "query"
|
||||
)
|
||||
called = [
|
||||
ast.unparse(item.func) if hasattr(ast, "unparse") else ""
|
||||
for item in ast.walk(query_fn)
|
||||
if isinstance(item, ast.Call)
|
||||
]
|
||||
self.assertTrue(any("query_api" in text for text in called))
|
||||
self.assertFalse(any("legacy_query" in text for text in called))
|
||||
|
||||
def test_build_gateway_uses_hub_proxies_without_opening_external_hosts(self) -> None:
|
||||
settings = _enabled_settings()
|
||||
with patch("urllib.request.urlopen", blocked_urlopen):
|
||||
gateway = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
|
||||
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
|
||||
gateway.datahub.client = hub_client
|
||||
rows = gateway.ifind.wencai("涨停")
|
||||
quotes = gateway.realtime_observer.tencent_indices()
|
||||
chart = gateway.chart_data.stock_daily("600000", "20240902")
|
||||
market = gateway.tushare()
|
||||
market_quotes = market.try_quotes(["600000.SH"])
|
||||
auction = market.query("stk_auction", {"trade_date": "20240902"}, "")
|
||||
self.assertEqual(rows[0]["涨停原因"], "重组")
|
||||
self.assertEqual(len(quotes), 3)
|
||||
self.assertEqual(chart[-1]["close"], 10.2)
|
||||
self.assertEqual(market_quotes[0]["close"], 10.2)
|
||||
self.assertEqual(auction[0]["close"], 10.2)
|
||||
self.assertIsNone(market.realtime_aggregator)
|
||||
self.assertEqual(market.token, "datahub")
|
||||
|
||||
def test_website_does_not_accept_or_forward_provider_credentials(self) -> None:
|
||||
proxy = HubIfindProxy(DatahubBridge(_enabled_settings(), FakeClient()))
|
||||
self.assertFalse(hasattr(proxy, "set_credentials"))
|
||||
client_source = (ROOT / "backend" / "data" / "datahub" / "client.py").read_text(encoding="utf-8")
|
||||
application_source = (ROOT / "backend" / "application.py").read_text(encoding="utf-8")
|
||||
self.assertNotIn("/v1/credentials", client_source)
|
||||
self.assertNotIn("ifind_refresh_token", application_source)
|
||||
|
||||
def test_site_configuration_depends_on_hub_not_provider_credentials(self) -> None:
|
||||
service = SystemServiceMixin()
|
||||
service._system_credentials = {}
|
||||
service.data_gateway = build_data_gateway({}, datahub_settings=_enabled_settings())
|
||||
self.assertTrue(service.configured)
|
||||
self.assertEqual(service.token, "datahub")
|
||||
|
||||
def test_compose_passes_ifind_env_to_hub(self) -> None:
|
||||
overlay = (ROOT / "compose.datahub.yaml").read_text(encoding="utf-8")
|
||||
standalone = (ROOT / "xiaobai-datahub" / "compose.yaml").read_text(encoding="utf-8")
|
||||
for text in (overlay, standalone):
|
||||
self.assertIn('IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"', text)
|
||||
self.assertIn('IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"', text)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -6,12 +6,26 @@ from datetime import date, datetime, timedelta, timezone
|
||||
from pathlib import Path
|
||||
from unittest.mock import patch
|
||||
|
||||
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
from database import ReviewDatabase
|
||||
from backend.features.market.insights import MarketInsightsService
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
class _FakeDailyHub:
|
||||
def __init__(self, rows: list) -> None:
|
||||
self.rows = rows
|
||||
|
||||
def try_daily_chart(self, code, end_date, limit, dataset="daily"):
|
||||
return list(self.rows)
|
||||
|
||||
def try_quotes(self, codes):
|
||||
return None
|
||||
|
||||
def try_index_quotes(self):
|
||||
return None
|
||||
|
||||
|
||||
class FakeIfind:
|
||||
configured = True
|
||||
|
||||
@@ -128,13 +142,50 @@ class IfindFeatureTests(unittest.TestCase):
|
||||
self.assertEqual(database.list_wencai_saved_queries(second["id"]), [])
|
||||
|
||||
def test_ifind_daily_chart_normalizes_change(self):
|
||||
client = MarketChartClient(FakeIfind(), EastmoneyChartClient())
|
||||
hub = _FakeDailyHub(
|
||||
[
|
||||
{
|
||||
"trade_date": "2026-07-27",
|
||||
"open": 10,
|
||||
"high": 10.5,
|
||||
"low": 9.8,
|
||||
"close": 10.2,
|
||||
"volume": 100,
|
||||
"amount_billion": 0.01,
|
||||
"change": 0,
|
||||
},
|
||||
{
|
||||
"trade_date": "2026-07-28",
|
||||
"open": 10.2,
|
||||
"high": 10.8,
|
||||
"low": 10.1,
|
||||
"close": 10.5,
|
||||
"volume": 120,
|
||||
"amount_billion": 0.012,
|
||||
"change": 2.9412,
|
||||
},
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(hub)
|
||||
rows = client.stock_daily("000001", "20260728")
|
||||
self.assertEqual(rows[-1]["trade_date"], "2026-07-28")
|
||||
self.assertAlmostEqual(rows[-1]["change"], 2.9412, places=4)
|
||||
|
||||
def test_ifind_daily_chart_keeps_last_traded_bar_before_market_open(self):
|
||||
client = MarketChartClient(FakeIfindStalePreopen(), EastmoneyChartClient())
|
||||
hub = _FakeDailyHub(
|
||||
[
|
||||
{
|
||||
"trade_date": "2026-07-28",
|
||||
"open": 10.2,
|
||||
"high": 10.8,
|
||||
"low": 10.1,
|
||||
"close": 10.5,
|
||||
"volume": 120,
|
||||
"amount_billion": 0.012,
|
||||
}
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(hub)
|
||||
with patch("backend.features.market.charts.datetime", FixedPreopenDatetime):
|
||||
rows = client.stock_daily("000001", "20260729")
|
||||
|
||||
|
||||
@@ -58,7 +58,7 @@ class MobileSystemPagesRegressionTests(unittest.TestCase):
|
||||
"data-system-edit-model",
|
||||
"data-system-open-member",
|
||||
"管理员专区",
|
||||
"保存密钥",
|
||||
"刷新状态",
|
||||
"保存分工",
|
||||
'location.assign("/login/")',
|
||||
):
|
||||
|
||||
@@ -1,8 +1,16 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from datetime import datetime, timedelta, timezone
|
||||
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
from backend.data.providers.tushare_helpers import calendar_is_open
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.data.realtime import (
|
||||
RealtimeAggregateError,
|
||||
_normalize_eastmoney_quote,
|
||||
_parse_tencent_stock_quote,
|
||||
)
|
||||
|
||||
|
||||
class FakeRealtimeClient(TushareClient):
|
||||
@@ -81,6 +89,72 @@ class FakeRealtimeClient(TushareClient):
|
||||
raise AssertionError(f"Unexpected API call: {api_name} {params}")
|
||||
|
||||
|
||||
FREE_QUOTES = [
|
||||
{
|
||||
"ts_code": "000001.SZ", "name": "甲", "pre_close": 10.0,
|
||||
"open": 10.1, "high": 11.0, "low": 10.0, "close": 11.0,
|
||||
"vol": 1000, "amount": 100000000, "num": 10,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
{
|
||||
"ts_code": "000002.SZ", "name": "乙", "pre_close": 20.0,
|
||||
"open": 19.5, "high": 20.0, "low": 18.0, "close": 18.0,
|
||||
"vol": 2000, "amount": 200000000, "num": 20,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
{
|
||||
"ts_code": "000003.SZ", "name": "丙", "pre_close": 30.0,
|
||||
"open": 31.0, "high": 33.0, "low": 30.0, "close": 32.0,
|
||||
"vol": 3000, "amount": 300000000, "num": 30,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
]
|
||||
|
||||
|
||||
class FakeFreeAggregator:
|
||||
def __init__(self, quotes=None, fail=False):
|
||||
self.quotes = list(quotes if quotes is not None else FREE_QUOTES)
|
||||
self.fail = fail
|
||||
self.calls = 0
|
||||
|
||||
def eastmoney_market_quotes(self, expected_date=""):
|
||||
self.calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("eastmoney down")
|
||||
if expected_date and self.quotes:
|
||||
dated = [
|
||||
row for row in self.quotes
|
||||
if str(row.get("quote_date") or "") == str(expected_date).replace("-", "")
|
||||
]
|
||||
if dated:
|
||||
return dated
|
||||
return list(self.quotes)
|
||||
|
||||
def tencent_market_quotes(self, codes, expected_date=""):
|
||||
return self.eastmoney_market_quotes(expected_date)
|
||||
|
||||
def tencent_stock_quotes(self, codes, expected_date="", minimum=None):
|
||||
wanted = {str(code).strip() for code in (codes or []) if str(code).strip()}
|
||||
rows = self.tencent_market_quotes(codes, expected_date)
|
||||
if not wanted:
|
||||
return rows
|
||||
return [row for row in rows if str(row.get("ts_code") or "") in wanted]
|
||||
|
||||
def eastmoney_indices(self):
|
||||
return [
|
||||
{
|
||||
"code": "000001",
|
||||
"name": "上证指数",
|
||||
"price": 3800.12,
|
||||
"change": 0.85,
|
||||
"previous_close": 3768.0,
|
||||
"amount_billion": 4200.5,
|
||||
"quote_time": "2026-07-20T10:05:00+08:00",
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
]
|
||||
|
||||
|
||||
class RealtimeDashboardTests(unittest.TestCase):
|
||||
def setUp(self):
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
@@ -130,6 +204,255 @@ class RealtimeDashboardTests(unittest.TestCase):
|
||||
self.assertEqual(dashboard["meta"]["limit_data_source"], "derived")
|
||||
self.assertIn("日线数据推算", dashboard["meta"]["notice"])
|
||||
|
||||
def test_calendar_open_flag_accepts_string_and_bool(self):
|
||||
self.assertTrue(calendar_is_open(1))
|
||||
self.assertTrue(calendar_is_open("1"))
|
||||
self.assertTrue(calendar_is_open(True))
|
||||
self.assertFalse(calendar_is_open(0))
|
||||
self.assertFalse(calendar_is_open("0"))
|
||||
self.assertFalse(calendar_is_open(False))
|
||||
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "trade_cal":
|
||||
return [
|
||||
{
|
||||
"cal_date": params.get("start_date"),
|
||||
"is_open": "1",
|
||||
"pretrade_date": "20260907",
|
||||
}
|
||||
]
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
trade_date, previous = self.client.resolve_trade_context("20260908")
|
||||
self.assertEqual(trade_date, "20260908")
|
||||
self.assertEqual(previous, "20260907")
|
||||
|
||||
def test_session_clock_uses_realtime_until_official_window(self):
|
||||
today = "20260908"
|
||||
self.client.clock = lambda: datetime(
|
||||
2026, 9, 8, 10, 5, tzinfo=timezone(timedelta(hours=8))
|
||||
)
|
||||
self.assertTrue(self.client.should_use_realtime(today, today))
|
||||
self.client.clock = lambda: datetime(
|
||||
2026, 9, 8, 16, 10, tzinfo=timezone(timedelta(hours=8))
|
||||
)
|
||||
self.assertFalse(self.client.should_use_realtime(today, today))
|
||||
|
||||
def test_realtime_dashboard_survives_missing_limit_table(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "stk_limit":
|
||||
return []
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertTrue(dashboard["meta"]["realtime"])
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertEqual(dashboard["overview"]["limit_up_count"], 0)
|
||||
|
||||
def test_hub_quotes_used_when_rt_k_denied(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
|
||||
self.assertTrue(dashboard["meta"]["realtime"])
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["trade_date"], "2026-07-20")
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertEqual(dashboard["overview"]["limit_up_count"], 1)
|
||||
self.assertEqual(dashboard["overview"]["limit_down_count"], 1)
|
||||
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
|
||||
def test_hub_quotes_used_when_rt_k_empty(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
return []
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
|
||||
|
||||
def test_hub_failure_keeps_today_error(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("数据中枢行情暂不可用")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
with self.assertRaises(TushareError) as ctx:
|
||||
self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertIn("当天盘中实时行情不可用", str(ctx.exception))
|
||||
|
||||
def test_hub_failover_is_invisible_to_website(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
|
||||
|
||||
def test_normalize_eastmoney_quote_maps_units_and_exchange(self):
|
||||
quote = _normalize_eastmoney_quote(
|
||||
{
|
||||
"f12": "600000",
|
||||
"f13": 1,
|
||||
"f14": "浦发银行",
|
||||
"f2": 10.5,
|
||||
"f5": 12.0,
|
||||
"f6": 200000000,
|
||||
"f15": 10.8,
|
||||
"f16": 10.2,
|
||||
"f17": 10.3,
|
||||
"f18": 10.0,
|
||||
"f124": 1752986700,
|
||||
}
|
||||
)
|
||||
self.assertEqual(quote["ts_code"], "600000.SH")
|
||||
self.assertEqual(quote["vol"], 1200)
|
||||
self.assertEqual(quote["close"], 10.5)
|
||||
self.assertEqual(quote["pre_close"], 10.0)
|
||||
self.assertEqual(quote["source"], "eastmoney_clist")
|
||||
|
||||
def test_parse_tencent_stock_quote_keeps_today_and_units(self):
|
||||
line = (
|
||||
'v_sz000001="51~平安银行~000001~11.73~11.70~11.66~346232~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~'
|
||||
'~20260720100500~0.03~0.26~11.79~11.65~11.73/346232/406045563~346232~40605~0.18~5.24~~11.79~11.65~1.20~'
|
||||
'2276.29~2276.31~0.49~12.87~10.53~0.95~-3076~11.73~4.43~5.34~~~0.18~40604.5563~0.0000~0~";'
|
||||
)
|
||||
quote = _parse_tencent_stock_quote(line)
|
||||
self.assertEqual(quote["ts_code"], "000001.SZ")
|
||||
self.assertEqual(quote["quote_date"], "20260720")
|
||||
self.assertEqual(quote["close"], 11.73)
|
||||
self.assertEqual(quote["pre_close"], 11.70)
|
||||
self.assertEqual(quote["vol"], 34623200)
|
||||
self.assertEqual(quote["amount"], 406050000)
|
||||
self.assertEqual(quote["source"], "tencent_qt")
|
||||
|
||||
def test_datahub_market_quotes_used_before_legacy(self):
|
||||
calls = []
|
||||
|
||||
def try_market_quotes(trade_date):
|
||||
calls.append(trade_date)
|
||||
return list(FREE_QUOTES)
|
||||
|
||||
self.client.try_market_quotes = try_market_quotes
|
||||
self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(calls, ["20260720"])
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
|
||||
def test_gateway_dashboard_uses_bound_market_quotes(self) -> None:
|
||||
from backend.data import build_data_gateway
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient
|
||||
from backend.data.datahub.client import DatahubResponse
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": item["ts_code"],
|
||||
"name": item["name"],
|
||||
"pre_close": item["pre_close"],
|
||||
"open": item["open"],
|
||||
"high": item["high"],
|
||||
"low": item["low"],
|
||||
"close": item["close"],
|
||||
"vol": item["vol"],
|
||||
"amount": item["amount"],
|
||||
"quote_date": "20260720",
|
||||
}
|
||||
for item in FREE_QUOTES
|
||||
]
|
||||
extras = [
|
||||
{
|
||||
"ts_code": f"{index:06d}.SZ",
|
||||
"name": f"X{index}",
|
||||
"pre_close": 10.0,
|
||||
"open": 10.0,
|
||||
"high": 10.2,
|
||||
"low": 9.8,
|
||||
"close": 10.1,
|
||||
"vol": 100.0,
|
||||
"amount": 1000.0,
|
||||
"quote_date": "20260720",
|
||||
}
|
||||
for index in range(10, 230)
|
||||
]
|
||||
|
||||
class QuoteHub:
|
||||
def __init__(self):
|
||||
self.calls = []
|
||||
|
||||
def query_api(self, api_name, params=None, fields=""):
|
||||
rows = FakeRealtimeClient("tok").query(api_name, params or {}, fields)
|
||||
return DatahubResponse(
|
||||
data=rows,
|
||||
meta={"source": "datahub", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
|
||||
)
|
||||
|
||||
def quotes_latest(self, **params):
|
||||
return self.get("/v1/quotes/latest", params)
|
||||
|
||||
def get(self, path, params=None):
|
||||
self.calls.append(path)
|
||||
if path == "/v1/quotes/latest":
|
||||
return DatahubResponse(
|
||||
data=quotes + extras,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
|
||||
)
|
||||
raise AssertionError(path)
|
||||
|
||||
datasets = {name: DatasetFlags(name) for name in DATASETS}
|
||||
datasets["quotes"] = DatasetFlags("quotes", read=True, shadow=False)
|
||||
settings = DatahubSettings(base_url="http://127.0.0.1:9", token="tok", datasets=datasets)
|
||||
gateway = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
|
||||
gateway.datahub.client = QuoteHub()
|
||||
wrapped = gateway.tushare()
|
||||
wrapped.clock = lambda: datetime(2026, 7, 20, 10, 30, tzinfo=timezone(timedelta(hours=8)))
|
||||
wrapped.realtime_aggregator = FakeFreeAggregator(fail=True)
|
||||
DatahubAwareTushareClient._realtime_reference_cache.clear()
|
||||
dashboard = wrapped.dashboard("20260720")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertIn("/v1/quotes/latest", gateway.datahub.client.calls)
|
||||
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
|
||||
self.assertFalse(hasattr(wrapped, "_legacy"))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -5,6 +5,10 @@ import unittest
|
||||
from datetime import datetime, timedelta
|
||||
from unittest.mock import patch
|
||||
|
||||
from backend.data.providers.tushare_client import TushareError
|
||||
from backend.data.realtime import RealtimeAggregateError
|
||||
from backend.features.market.charts import ChartDataError
|
||||
from backend.features.market.service import TODAY_DAILY_UNAVAILABLE_NOTICE
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
@@ -17,6 +21,10 @@ class DetailDatabaseStub:
|
||||
def list_notes(user_id, code=""):
|
||||
return []
|
||||
|
||||
@staticmethod
|
||||
def get_snapshot(trade_date):
|
||||
return {}
|
||||
|
||||
|
||||
class RealtimeClientStub:
|
||||
quote_calls = 0
|
||||
@@ -45,6 +53,18 @@ class RealtimeClientStub:
|
||||
}
|
||||
|
||||
|
||||
class DataGatewayStub:
|
||||
def __init__(self, client):
|
||||
self.client = client
|
||||
|
||||
def tushare(self):
|
||||
return self.client
|
||||
|
||||
@staticmethod
|
||||
def datahub_status():
|
||||
return {"configured": True}
|
||||
|
||||
|
||||
class FixedMarketDatetime(datetime):
|
||||
fixed_now = datetime(2026, 7, 31, 10, 30).astimezone()
|
||||
|
||||
@@ -61,6 +81,122 @@ class FixedPreopenDatetime(datetime):
|
||||
return cls.fixed_now
|
||||
|
||||
|
||||
class FixedLunchDatetime(datetime):
|
||||
fixed_now = datetime(2026, 7, 31, 11, 45).astimezone()
|
||||
|
||||
@classmethod
|
||||
def now(cls, tz=None):
|
||||
return cls.fixed_now
|
||||
|
||||
|
||||
class FixedAfterCloseDatetime(datetime):
|
||||
fixed_now = datetime(2026, 7, 31, 15, 30).astimezone()
|
||||
|
||||
@classmethod
|
||||
def now(cls, tz=None):
|
||||
return cls.fixed_now
|
||||
|
||||
|
||||
class DeniedRealtimeClientStub:
|
||||
quote_calls = 0
|
||||
|
||||
def __init__(self, token):
|
||||
self.token = token
|
||||
|
||||
@staticmethod
|
||||
def resolve_trade_context(requested_date):
|
||||
return requested_date, requested_date
|
||||
|
||||
@classmethod
|
||||
def realtime_stock_quote(cls, ts_code, reference_date=""):
|
||||
cls.quote_calls += 1
|
||||
raise TushareError("没有接口访问权限")
|
||||
|
||||
|
||||
class FreeQuoteAggregator:
|
||||
def __init__(self, quote=None, fail=False):
|
||||
self.quote = quote
|
||||
self.fail = fail
|
||||
self.tencent_calls = 0
|
||||
self.eastmoney_calls = 0
|
||||
|
||||
def tencent_stock_quote(self, code, expected_date=""):
|
||||
self.tencent_calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("tencent down")
|
||||
if self.quote and self.quote.get("source") == "eastmoney_stock":
|
||||
raise RealtimeAggregateError("tencent empty")
|
||||
if self.quote:
|
||||
return self.quote
|
||||
raise RealtimeAggregateError("tencent empty")
|
||||
|
||||
def eastmoney_stock_quote(self, code, expected_date=""):
|
||||
self.eastmoney_calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("eastmoney down")
|
||||
if self.quote and self.quote.get("source") == "eastmoney_stock":
|
||||
return self.quote
|
||||
raise RealtimeAggregateError("eastmoney empty")
|
||||
|
||||
|
||||
class IntradayChartStub:
|
||||
def __init__(self, points, previous_close=10.0, trade_date="2026-07-31"):
|
||||
self.points = points
|
||||
self.previous_close = previous_close
|
||||
self.trade_date = trade_date
|
||||
|
||||
def stock_daily(self, code, end_date, limit=90):
|
||||
raise ChartDataError("iFinD daily unavailable")
|
||||
|
||||
def stock_intraday(self, code):
|
||||
return {
|
||||
"trade_date": self.trade_date,
|
||||
"previous_close": self.previous_close,
|
||||
"points": self.points,
|
||||
}
|
||||
|
||||
|
||||
def _history_payload(code="002141"):
|
||||
yesterday = (FixedMarketDatetime.fixed_now - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
return {
|
||||
"meta": {"trade_date": yesterday, "source": "tushare"},
|
||||
"stock": {"code": code, "name": "旧名称", "price": 10, "change": 7.1},
|
||||
"prices": [
|
||||
{
|
||||
"trade_date": yesterday,
|
||||
"open": 9.5,
|
||||
"high": 10.1,
|
||||
"low": 9.4,
|
||||
"close": 10,
|
||||
"change": 7.1,
|
||||
"volume": 100,
|
||||
"amount_billion": 1.1,
|
||||
}
|
||||
],
|
||||
"moneyflow": {},
|
||||
}
|
||||
|
||||
|
||||
def _free_quote(source="tencent_qt", **overrides):
|
||||
quote = {
|
||||
"ts_code": "002141.SZ",
|
||||
"name": "贤程科技",
|
||||
"pre_close": 10.0,
|
||||
"open": 10.2,
|
||||
"high": 10.8,
|
||||
"low": 10.1,
|
||||
"close": 10.6,
|
||||
"vol": 250000,
|
||||
"amount": 26_500_000,
|
||||
"quote_date": "20260731",
|
||||
"quote_time_epoch": int(datetime(2026, 7, 31, 10, 31).timestamp()),
|
||||
"source": source,
|
||||
"turnover_rate": 2.5,
|
||||
}
|
||||
quote.update(overrides)
|
||||
return quote
|
||||
|
||||
|
||||
class StockDetailRealtimeTests(unittest.TestCase):
|
||||
def setUp(self):
|
||||
self.service = DashboardService.__new__(DashboardService)
|
||||
@@ -68,7 +204,13 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
self.service.database = DetailDatabaseStub()
|
||||
self.service._request_context = threading.local()
|
||||
self.service._request_context.user_id = 1
|
||||
self.service.ifind = None
|
||||
self.service.realtime_aggregator = None
|
||||
self.service.chart_data = None
|
||||
self.service._market_client_override = RealtimeClientStub("datahub")
|
||||
self.service.data_gateway = DataGatewayStub(self.service._market_client_override)
|
||||
RealtimeClientStub.quote_calls = 0
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
def test_today_detail_merges_rt_quote_without_mutating_daily_cache(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
@@ -90,9 +232,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
"moneyflow": {},
|
||||
}
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime), patch(
|
||||
"backend.features.market.service.TushareClient", RealtimeClientStub
|
||||
):
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(cached, "002141", today)
|
||||
|
||||
self.assertEqual(result["meta"]["trade_date"], FixedMarketDatetime.fixed_now.strftime("%Y-%m-%d"))
|
||||
@@ -112,9 +252,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
"stock": {"code": "002141", "price": 10, "change": 1.2},
|
||||
"prices": [{"trade_date": historical, "close": 10, "change": 1.2}],
|
||||
}
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime), patch(
|
||||
"backend.features.market.service.TushareClient", RealtimeClientStub
|
||||
):
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(payload, "002141", historical)
|
||||
|
||||
self.assertEqual(result["stock"]["change"], 1.2)
|
||||
@@ -151,9 +289,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
},
|
||||
],
|
||||
}
|
||||
with patch("backend.features.market.service.datetime", FixedPreopenDatetime), patch(
|
||||
"backend.features.market.service.TushareClient", RealtimeClientStub
|
||||
):
|
||||
with patch("backend.features.market.service.datetime", FixedPreopenDatetime):
|
||||
result = self.service._prepare_stock_detail(payload, "002141", today)
|
||||
|
||||
self.assertEqual(result["meta"]["trade_date"], yesterday)
|
||||
@@ -162,6 +298,179 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
self.assertEqual(result["stock"]["change"], 1.2)
|
||||
self.assertEqual(RealtimeClientStub.quote_calls, 0)
|
||||
|
||||
def test_today_detail_falls_back_to_tencent_quote_when_rt_k_denied(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
aggregator = FreeQuoteAggregator(_free_quote())
|
||||
self.service.realtime_aggregator = aggregator
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
|
||||
bar = result["prices"][-1]
|
||||
self.assertEqual(bar["trade_date"], "2026-07-31")
|
||||
self.assertTrue(bar["realtime"])
|
||||
self.assertEqual(bar["open"], 10.2)
|
||||
self.assertEqual(bar["high"], 10.8)
|
||||
self.assertEqual(bar["low"], 10.1)
|
||||
self.assertEqual(bar["close"], 10.6)
|
||||
self.assertAlmostEqual(bar["change"], 6.0, places=4)
|
||||
self.assertEqual(bar["volume"], 2500)
|
||||
self.assertAlmostEqual(bar["amount_billion"], 0.265)
|
||||
self.assertEqual(len(result["prices"]), 2)
|
||||
self.assertEqual(result["meta"]["notice"], "")
|
||||
self.assertEqual(aggregator.tencent_calls, 1)
|
||||
self.assertEqual(DeniedRealtimeClientStub.quote_calls, 1)
|
||||
|
||||
def test_today_detail_falls_back_to_eastmoney_then_intraday(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
aggregator = FreeQuoteAggregator(
|
||||
_free_quote(
|
||||
"eastmoney_stock",
|
||||
ts_code="600000.SH",
|
||||
name="浦发银行",
|
||||
net_mf_amount=12,
|
||||
),
|
||||
)
|
||||
self.service.realtime_aggregator = aggregator
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload("600000"), "600000", today)
|
||||
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
|
||||
self.assertEqual(result["prices"][-1]["close"], 10.6)
|
||||
self.assertEqual(aggregator.tencent_calls, 1)
|
||||
self.assertEqual(aggregator.eastmoney_calls, 1)
|
||||
|
||||
aggregator = FreeQuoteAggregator(fail=True)
|
||||
self.service.realtime_aggregator = aggregator
|
||||
self.service.chart_data = IntradayChartStub(
|
||||
[
|
||||
{
|
||||
"date": "2026-07-31",
|
||||
"time": "09:30",
|
||||
"open": 10.1,
|
||||
"high": 10.2,
|
||||
"low": 10.0,
|
||||
"close": 10.15,
|
||||
"volume": 120,
|
||||
"amount": 121800,
|
||||
},
|
||||
{
|
||||
"date": "2026-07-31",
|
||||
"time": "10:05",
|
||||
"open": 10.15,
|
||||
"high": 10.5,
|
||||
"low": 9.9,
|
||||
"close": 10.4,
|
||||
"volume": 80,
|
||||
"amount": 83200,
|
||||
},
|
||||
]
|
||||
)
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload("300750"), "300750", today)
|
||||
|
||||
bar = result["prices"][-1]
|
||||
self.assertEqual(bar["trade_date"], "2026-07-31")
|
||||
self.assertEqual(bar["open"], 10.1)
|
||||
self.assertEqual(bar["high"], 10.5)
|
||||
self.assertEqual(bar["low"], 9.9)
|
||||
self.assertEqual(bar["close"], 10.4)
|
||||
self.assertAlmostEqual(bar["change"], 4.0, places=4)
|
||||
self.assertEqual(bar["volume"], 200)
|
||||
self.assertTrue(bar["realtime"])
|
||||
|
||||
def test_today_detail_keeps_history_when_free_sources_fail(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(fail=True)
|
||||
self.service.chart_data = IntradayChartStub([], trade_date="2026-07-30")
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-30")
|
||||
self.assertFalse(result["meta"].get("realtime", False))
|
||||
self.assertEqual(result["meta"]["notice"], TODAY_DAILY_UNAVAILABLE_NOTICE)
|
||||
self.assertEqual(len(result["prices"]), 1)
|
||||
|
||||
def test_lunch_keeps_morning_realtime_bar(self):
|
||||
today = FixedLunchDatetime.fixed_now.strftime("%Y%m%d")
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(
|
||||
_free_quote(quote_time_epoch=int(datetime(2026, 7, 31, 11, 30).timestamp()))
|
||||
)
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
with patch("backend.features.market.service.datetime", FixedLunchDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
|
||||
self.assertTrue(result["meta"]["realtime"])
|
||||
|
||||
def test_after_close_keeps_forming_bar_until_official_ready(self):
|
||||
today = FixedAfterCloseDatetime.fixed_now.strftime("%Y%m%d")
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(_free_quote())
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
with patch("backend.features.market.service.datetime", FixedAfterCloseDatetime):
|
||||
forming = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
self.assertEqual(forming["prices"][-1]["trade_date"], "2026-07-31")
|
||||
self.assertTrue(forming["prices"][-1]["realtime"])
|
||||
|
||||
official = _history_payload()
|
||||
official["prices"].append(
|
||||
{
|
||||
"trade_date": "2026-07-31",
|
||||
"open": 10.15,
|
||||
"high": 10.9,
|
||||
"low": 10.05,
|
||||
"close": 10.7,
|
||||
"change": 7.0,
|
||||
"volume": 1800,
|
||||
"amount_billion": 0.3,
|
||||
}
|
||||
)
|
||||
RealtimeClientStub.quote_calls = 0
|
||||
self.service._market_client_override = RealtimeClientStub("datahub")
|
||||
with patch("backend.features.market.service.datetime", FixedAfterCloseDatetime):
|
||||
replaced = self.service._prepare_stock_detail(official, "002141", today)
|
||||
|
||||
self.assertEqual(replaced["prices"][-1]["close"], 10.7)
|
||||
self.assertFalse(replaced["prices"][-1].get("realtime", False))
|
||||
self.assertEqual(len(replaced["prices"]), 2)
|
||||
self.assertEqual(RealtimeClientStub.quote_calls, 0)
|
||||
|
||||
def test_same_date_bar_is_replaced_not_duplicated(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
payload = _history_payload()
|
||||
payload["prices"].append(
|
||||
{
|
||||
"trade_date": "2026-07-31",
|
||||
"open": 10.0,
|
||||
"high": 10.1,
|
||||
"low": 9.9,
|
||||
"close": 10.05,
|
||||
"change": 0.5,
|
||||
"volume": 10,
|
||||
"amount_billion": 0.01,
|
||||
"realtime": True,
|
||||
}
|
||||
)
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(_free_quote())
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(payload, "002141", today)
|
||||
|
||||
self.assertEqual(len(result["prices"]), 2)
|
||||
self.assertEqual(result["prices"][-1]["close"], 10.6)
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -97,6 +97,7 @@ def code_hotspots() -> list[dict[str, Any]]:
|
||||
"backend/features/system/service.py",
|
||||
"backend/features/accounts/application.py",
|
||||
"backend/jobs/service.py",
|
||||
"backend/jobs/refresh.py",
|
||||
"database.py",
|
||||
"backend/features/screener/engine.py",
|
||||
"backend/features/screener/catalog.py",
|
||||
@@ -217,10 +218,10 @@ def build() -> dict[str, Any]:
|
||||
),
|
||||
"external_data_adapters": [
|
||||
{"provider": "tushare", "path": "backend/data/providers/tushare_client.py", "runtime_role": "stable client facade for primary deterministic market data"},
|
||||
{"provider": "ifind", "path": "backend/data/providers/ifind_client.py", "runtime_role": "realtime, charts, snapshots, enrichment"},
|
||||
{"provider": "eastmoney", "path": "backend/features/market/charts.py", "runtime_role": "display chart fallback"},
|
||||
{"provider": "eastmoney", "path": "backend/data/realtime.py", "runtime_role": "isolated realtime observation"},
|
||||
{"provider": "tencent", "path": "backend/data/realtime.py", "runtime_role": "index observation fallback"},
|
||||
{"provider": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"},
|
||||
{"provider": "ifind", "path": "xiaobai-datahub/datahub/adapters/ifind.py", "runtime_role": "licensed iFinD source inside the data hub"},
|
||||
{"provider": "eastmoney", "path": "xiaobai-datahub/datahub/adapters/eastmoney.py", "runtime_role": "free realtime quotes and shenwan inside the data hub"},
|
||||
{"provider": "tencent", "path": "xiaobai-datahub/datahub/adapters/tencent.py", "runtime_role": "free index and stock quotes inside the data hub"},
|
||||
],
|
||||
"provider_domains": [
|
||||
{"provider": "tushare", "path": "backend/data/providers/tushare_transport.py", "responsibility": "HTTP transport and provider errors"},
|
||||
@@ -235,9 +236,12 @@ def build() -> dict[str, Any]:
|
||||
],
|
||||
"provider_construction": [
|
||||
{"client": "TushareClient", "owner": "backend/data/providers/tushare.py", "compatibility_fallback": "backend/features/market/service.py"},
|
||||
{"client": "IfindHttpClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubBridge", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubAwareTushareClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "HubIfindProxy", "owner": "backend/data/gateway.py"},
|
||||
{"client": "HubRealtimeProxy", "owner": "backend/data/gateway.py"},
|
||||
{"client": "MarketChartClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "WebRealtimeAggregator", "owner": "backend/data/gateway.py"},
|
||||
],
|
||||
"heaven_service_owners": {
|
||||
"facade": "backend/features/heaven/service.py",
|
||||
@@ -261,6 +265,7 @@ def build() -> dict[str, Any]:
|
||||
"system_service": "backend/features/system/service.py",
|
||||
"account_bridge": "backend/features/accounts/application.py",
|
||||
"job_lifecycle": "backend/jobs/service.py",
|
||||
"job_refresh_status": "backend/jobs/refresh.py",
|
||||
"feature_routes": "backend/features/*/routes.py",
|
||||
},
|
||||
"numeric_normalization": [
|
||||
|
||||
@@ -33,16 +33,37 @@ $DIRTY"
|
||||
LOCAL_HEAD="$(g rev-parse HEAD)"
|
||||
REMOTE_HEAD="$(g rev-parse origin/main)"
|
||||
if [ "$LOCAL_HEAD" != "$REMOTE_HEAD" ]; then
|
||||
TOP_AD="$(g diff --name-status HEAD origin/main | grep -E "^[AD][[:space:]]+[^/]+$" || true)"
|
||||
g merge-base --is-ancestor "$LOCAL_HEAD" "$REMOTE_HEAD" \
|
||||
|| refuse "本地 main 与 origin/main 历史分叉,停止(未改写工作目录)"
|
||||
CHANGES="$(g diff --no-renames --name-status HEAD origin/main)"
|
||||
TOP_AD="$(printf '%s\n' "$CHANGES" | grep -E "^[AD][[:space:]]+[^/]+$" || true)"
|
||||
[ -z "$TOP_AD" ] || refuse "main 相比本地新增/删除了顶层文件,目录顶层归 root,需管理员执行:
|
||||
$TOP_AD"
|
||||
TOP_MOD="$(g diff --name-status HEAD origin/main | grep -E "^M[[:space:]]+[^/]+$" | awk '{print $2}' || true)"
|
||||
if [ -n "$TOP_MOD" ]; then
|
||||
echo "==> 预写入顶层改动文件(顶层目录无删除权限,改为截断写入)"
|
||||
while IFS= read -r f; do g show "origin/main:$f" > "$WORK_TREE/$f"; done <<< "$TOP_MOD"
|
||||
fi
|
||||
echo "==> 快进合并到 origin/main"
|
||||
g merge --ff-only origin/main >/dev/null 2>&1 || refuse "无法快进合并 origin/main(历史分叉),停止"
|
||||
echo "==> 同步 origin/main 文件(顶层文件保留原 inode,避免目录权限限制)"
|
||||
while IFS=$'\t' read -r status path; do
|
||||
[ -n "$path" ] || continue
|
||||
case "$status" in
|
||||
D)
|
||||
case "$path" in
|
||||
*/*) rm -f -- "$WORK_TREE/$path" ;;
|
||||
*) refuse "main 删除了顶层文件 $path,需管理员处理" ;;
|
||||
esac
|
||||
;;
|
||||
A|M)
|
||||
MODE_BITS="$(g ls-tree origin/main -- "$path" | awk '{print $1}')"
|
||||
case "$MODE_BITS" in
|
||||
100644|100755) ;;
|
||||
*) refuse "文件 ${path} 的 Git 类型 ${MODE_BITS} 不支持自动同步,需管理员处理" ;;
|
||||
esac
|
||||
mkdir -p -- "$(dirname "$WORK_TREE/$path")"
|
||||
g show "origin/main:$path" > "$WORK_TREE/$path"
|
||||
[ "$MODE_BITS" = "100755" ] && chmod 755 "$WORK_TREE/$path" || chmod 644 "$WORK_TREE/$path"
|
||||
;;
|
||||
*) refuse "遇到未支持的 Git 变更类型 ${status}:${path}" ;;
|
||||
esac
|
||||
done <<< "$CHANGES"
|
||||
g read-tree origin/main
|
||||
g update-ref refs/heads/main "$REMOTE_HEAD" "$LOCAL_HEAD"
|
||||
DIRTY="$(g status --porcelain)"
|
||||
[ -z "$DIRTY" ] || refuse "快进后工作区仍不一致,停止:
|
||||
$DIRTY"
|
||||
@@ -54,6 +75,8 @@ echo "==> 校验通过:本地 HEAD = origin/main = ${LOCAL_HEAD}(${SHORT})
|
||||
|
||||
if [ "$MODE" = "verify-tag" ]; then
|
||||
TAG="${2:?用法: update-from-main.sh verify-tag <tag>}"
|
||||
[ "$TAG" = "main-${SHORT}" ] \
|
||||
|| refuse "镜像标签必须是当前 main 对应的 main-${SHORT},收到:${TAG}"
|
||||
LABEL="$(docker image inspect "${IMAGE_REPO}:${TAG}" \
|
||||
--format '{{index .Config.Labels "org.opencontainers.image.revision"}}' 2>/dev/null)" \
|
||||
|| refuse "镜像 ${IMAGE_REPO}:${TAG} 不存在"
|
||||
|
||||
@@ -0,0 +1,10 @@
|
||||
.git
|
||||
.gitignore
|
||||
.env
|
||||
.env.*
|
||||
!.env.example
|
||||
__pycache__/
|
||||
*.py[cod]
|
||||
*.log
|
||||
data/
|
||||
tests/
|
||||
@@ -0,0 +1,17 @@
|
||||
# Fernet key. Generate with: python -c "from cryptography.fernet import Fernet; print(Fernet.generate_key().decode())"
|
||||
DATAHUB_ENCRYPTION_KEY=
|
||||
|
||||
# Consumer API token for /v1 (32+ random bytes, shown once). Never log this value.
|
||||
DATAHUB_TOKEN=
|
||||
|
||||
# Initial admin password for /admin. Forced change on first login.
|
||||
DATAHUB_ADMIN_PASSWORD=
|
||||
|
||||
# Tushare Pro token. Stored encrypted after first launch; never returned by API or admin pages.
|
||||
TUSHARE_TOKEN=
|
||||
|
||||
# Optional licensed iFinD tokens. Used only inside the hub; the website never dials 51ifind.com.
|
||||
IFIND_REFRESH_TOKEN=
|
||||
IFIND_ACCESS_TOKEN=
|
||||
|
||||
TZ=Asia/Shanghai
|
||||
@@ -0,0 +1,36 @@
|
||||
FROM python:3.12-slim-bookworm
|
||||
|
||||
ARG APP_UID=10002
|
||||
ARG APP_GID=10002
|
||||
|
||||
ENV PYTHONDONTWRITEBYTECODE=1 \
|
||||
PYTHONUNBUFFERED=1 \
|
||||
PYTHONUTF8=1 \
|
||||
PIP_DISABLE_PIP_VERSION_CHECK=1 \
|
||||
TZ=Asia/Shanghai
|
||||
|
||||
WORKDIR /app
|
||||
|
||||
RUN apt-get update \
|
||||
&& DEBIAN_FRONTEND=noninteractive apt-get install -y --no-install-recommends \
|
||||
ca-certificates \
|
||||
tzdata \
|
||||
&& groupadd --gid "${APP_GID}" datahub \
|
||||
&& useradd --uid "${APP_UID}" --gid "${APP_GID}" --create-home --shell /usr/sbin/nologin datahub \
|
||||
&& rm -rf /var/lib/apt/lists/*
|
||||
|
||||
COPY requirements.txt ./
|
||||
RUN python -m pip install --no-cache-dir -r requirements.txt
|
||||
|
||||
COPY --chown=datahub:datahub . .
|
||||
RUN mkdir -p /app/data /app/data/backups && chown -R datahub:datahub /app/data
|
||||
|
||||
USER datahub
|
||||
|
||||
EXPOSE 8766
|
||||
STOPSIGNAL SIGINT
|
||||
|
||||
HEALTHCHECK --interval=30s --timeout=5s --start-period=20s --retries=3 \
|
||||
CMD ["python", "-c", "import urllib.request; urllib.request.urlopen('http://127.0.0.1:8766/livez', timeout=4).read()"]
|
||||
|
||||
CMD ["python", "-u", "server.py", "--host", "0.0.0.0", "--port", "8766"]
|
||||
@@ -0,0 +1,152 @@
|
||||
# xiaobai-datahub
|
||||
|
||||
独立行情数据中枢(HEL-382 / P0)。与 `xiaobai-review` 同仓库、不同容器、不共享数据库文件。
|
||||
本阶段不部署现网;只提供可本地运行、可自测的底座和盘后正式数据链路。
|
||||
|
||||
## 做什么
|
||||
|
||||
- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
|
||||
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、limit_list_d、ths_hot/dc_hot、hm_detail、ths_daily/dc_index/sw_daily
|
||||
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、全市场快照、分时点(`/v1/quotes/latest` 不传 codes 即全市场,`/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
|
||||
- 暂存 → 校验 → 整批原子发布 → 可回滚
|
||||
- `/v1` 稳定接口(`X-Datahub-Token`)
|
||||
- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
|
||||
- 同花顺/选股宝/AKShare/iFinD 适配器位仍预留;东财/腾讯已接入盘中观察
|
||||
|
||||
## 单位口径(相对现站)
|
||||
|
||||
现站 `xiaobai-review` 按 Tushare 原始单位入库、展示时再换算。中枢在归一化层一次换算:
|
||||
|
||||
| 字段 | Tushare / 现站 | 中枢 canonical |
|
||||
|---|---|---|
|
||||
| `daily.amount` / `index_daily.amount` | 千元 | 元(×1000) |
|
||||
| `daily.vol` / `index_daily.vol` | 手 | 股(×100) |
|
||||
| `moneyflow.*_amount` | 万元 | 元(×1e4) |
|
||||
| `daily_basic.total_mv` / `circ_mv` | 万元 | 元(×1e4) |
|
||||
| `stk_auction.amount` | 元 | 元 |
|
||||
|
||||
差异为口径升级,golden 测试按上表对照,不为 0 的字段都有说明。
|
||||
|
||||
## 本地启动(不走 Docker)
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m venv .venv && .venv/bin/pip install -r requirements.txt
|
||||
cp .env.example .env
|
||||
# 填入 DATAHUB_ENCRYPTION_KEY / DATAHUB_TOKEN / DATAHUB_ADMIN_PASSWORD / TUSHARE_TOKEN
|
||||
# 生成 Fernet 密钥:
|
||||
# python -c "from cryptography.fernet import Fernet; print(Fernet.generate_key().decode())"
|
||||
.venv/bin/python server.py --host 127.0.0.1 --port 8766
|
||||
```
|
||||
|
||||
- 管理后台:http://127.0.0.1:8766/admin/
|
||||
- 存活检查:http://127.0.0.1:8766/livez (无需 token)
|
||||
- `/v1/*` 必须带请求头 `X-Datahub-Token`
|
||||
|
||||
## Docker(独立 compose,不改现网 review 服务)
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
cp .env.example .env # 填密钥
|
||||
mkdir -p data
|
||||
docker compose build
|
||||
docker compose up -d
|
||||
```
|
||||
|
||||
仓库根目录另有 `compose.datahub.yaml`,供总工以后与现有 `compose.yaml` 叠加部署,本卡不执行现网 `up`。
|
||||
|
||||
## 自测
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m unittest discover -s tests -v
|
||||
```
|
||||
|
||||
不调用真实 Tushare;用内存/临时库和假适配器。
|
||||
|
||||
## 历史回补
|
||||
|
||||
交易日历默认从 `20160101` 拉到今天后 30 天;盘前 `precheck` 与手动回补都走同一 UPSERT,可重复执行。
|
||||
|
||||
网站实际使用的指数(上证、深成、创业板、沪深300)按交易日增量发布,默认覆盖 260 个交易日(大于现有 90 天窗口,并覆盖智能选股基准回看)。已发布日期默认跳过。
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub history-backfill
|
||||
# 可选:--calendar-start 20160101 --index-days 260 --force
|
||||
```
|
||||
|
||||
管理后台也可手动跑 `history_backfill` 任务,或 `POST /admin/api/backfill` 且 `dataset=history`、确认词 `history:full`。
|
||||
|
||||
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。
|
||||
|
||||
## 估值字段级质量门
|
||||
|
||||
`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。
|
||||
|
||||
## 整批原子发布(release group)
|
||||
|
||||
盘后发布/重发(eod_a、eod_retry、`eod-refresh`、跨数据集重发)不再逐数据集各自切换,而是走整批原子可见机制:
|
||||
|
||||
- 一致性边界:日 K、估值、资金流、竞价同属 A 组整批;指数日 K 为 B 组;当日股票主档快照随 A 组一同切换(主档 `stock_master` 的 UPSERT 与快照发布同一事务,不会出现主档先行/滞后)。
|
||||
- 流程:组内全部成员先在暂存表完成拉取、字段质量门、覆盖检查和跨数据集交叉校验(`cross_gates` 配置 ts_code 覆盖重叠率下限),全部达标后才在**一个 SQLite 事务**里复制正式表并翻转全部 `publications` 指针。
|
||||
- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error` 与 `audit_log`(`action=release-group`),等待晚间自动重试。
|
||||
- 读取侧任何时刻只会看到"旧完整版本"或"新完整版本":发布指针在单事务内统一翻转,容器重启/事务中断自动回滚,不暴露字段残缺或跨数据集混合版本。
|
||||
- 幂等:仅当一致性边界内全部成员都已发布时才整组跳过;边界内任有缺失则整组重暂存后统一切换,避免旧批次与新批次混在同一次重发中。重复执行、并发重试不会在完整边界已就绪时生成重复批次(调度器另有 EOD 互斥锁)。
|
||||
|
||||
## 股票主档每日刷新与发布
|
||||
|
||||
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。
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub stocks-refresh # 手动触发;--force 无变化也重发
|
||||
```
|
||||
|
||||
## 资金流历史回补
|
||||
|
||||
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。
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub moneyflow-backfill # --trading-days 60 --end-date --force 可选
|
||||
```
|
||||
|
||||
## 盘后补跑与强制重发
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub eod-refresh --trade-date 20260904 # 补不完整的 A/B 边界
|
||||
python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
|
||||
# --force 按一致性边界整组重发:valuation/daily/moneyflow/auction/stocks → A 组;
|
||||
# index_daily → B 组。不可再单独切换某一个正式数据集。
|
||||
```
|
||||
|
||||
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。
|
||||
|
||||
## 估值发布后复核与自动追补
|
||||
|
||||
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。
|
||||
|
||||
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。
|
||||
|
||||
- 无变化:不产生新批次,状态「已追平」。
|
||||
- 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。
|
||||
- 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」。
|
||||
- 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。
|
||||
- 与 `eod_a` / `eod_retry` 共用互斥锁;容器重启会在窗口内立即补一次。
|
||||
|
||||
## 备份
|
||||
|
||||
每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
|
||||
|
||||
```bash
|
||||
python -c "from pathlib import Path; from datahub.db import HubDB; HubDB(Path('data/datahub.db')).backup_to(Path('data/backups/manual.db'))"
|
||||
```
|
||||
|
||||
## 安全
|
||||
|
||||
- 密钥只以 `configured / 末4位 / 更新时间` 出现在后台,不进日志、不进 `/v1`
|
||||
- HTTP 解析失败只记录“请求不是合法 JSON”,不把请求正文、密码或 Token 写入容器日志
|
||||
- 回滚、补数需重新输入密码 + 确认词
|
||||
- 容器非 root(uid 10002)、read_only、cap_drop ALL
|
||||
@@ -0,0 +1,299 @@
|
||||
const state = { csrf: "", page: "overview" };
|
||||
|
||||
function $(id) { return document.getElementById(id); }
|
||||
|
||||
async function api(path, options = {}) {
|
||||
const headers = Object.assign({ "Content-Type": "application/json" }, options.headers || {});
|
||||
if (state.csrf && (options.method || "GET") !== "GET") headers["X-CSRF-Token"] = state.csrf;
|
||||
const res = await fetch(path, Object.assign({}, options, { headers, credentials: "same-origin" }));
|
||||
const body = await res.json();
|
||||
if (!res.ok) {
|
||||
const msg = (body.error && body.error.message) || body.error || res.statusText;
|
||||
throw new Error(msg);
|
||||
}
|
||||
return body;
|
||||
}
|
||||
|
||||
function show(id) {
|
||||
["login-view", "change-view", "shell"].forEach((key) => { $(key).hidden = key !== id; });
|
||||
}
|
||||
|
||||
function esc(value) {
|
||||
return String(value ?? "").replace(/[&<>"]/g, (ch) => ({ "&": "&", "<": "<", ">": ">", '"': """ }[ch]));
|
||||
}
|
||||
|
||||
function table(headers, rows) {
|
||||
const thead = headers.map((h) => `<th>${esc(h)}</th>`).join("");
|
||||
const body = rows.length
|
||||
? rows.map((cols) => `<tr>${cols.map((c) => `<td>${c}</td>`).join("")}</tr>`).join("")
|
||||
: `<tr><td colspan="${headers.length}">暂无数据</td></tr>`;
|
||||
return `<table><thead><tr>${thead}</tr></thead><tbody>${body}</tbody></table>`;
|
||||
}
|
||||
|
||||
async function boot() {
|
||||
try {
|
||||
const session = await api("/admin/api/session");
|
||||
state.csrf = session.csrf;
|
||||
$("who").textContent = session.username;
|
||||
if (session.must_change) { show("change-view"); return; }
|
||||
show("shell");
|
||||
await render();
|
||||
} catch {
|
||||
show("login-view");
|
||||
}
|
||||
}
|
||||
|
||||
$("login-form").addEventListener("submit", async (event) => {
|
||||
event.preventDefault();
|
||||
const form = new FormData(event.target);
|
||||
$("login-error").hidden = true;
|
||||
try {
|
||||
const result = await api("/admin/api/login", {
|
||||
method: "POST",
|
||||
body: JSON.stringify({ username: form.get("username"), password: form.get("password") }),
|
||||
});
|
||||
state.csrf = result.csrf;
|
||||
if (result.must_change) show("change-view");
|
||||
else { show("shell"); await render(); }
|
||||
} catch (err) {
|
||||
$("login-error").hidden = false;
|
||||
$("login-error").textContent = err.message;
|
||||
}
|
||||
});
|
||||
|
||||
$("change-form").addEventListener("submit", async (event) => {
|
||||
event.preventDefault();
|
||||
const form = new FormData(event.target);
|
||||
try {
|
||||
await api("/admin/api/change-password", {
|
||||
method: "POST",
|
||||
body: JSON.stringify({ current: form.get("current"), new_password: form.get("new_password") }),
|
||||
});
|
||||
show("shell");
|
||||
await render();
|
||||
} catch (err) {
|
||||
$("change-error").hidden = false;
|
||||
$("change-error").textContent = err.message;
|
||||
}
|
||||
});
|
||||
|
||||
$("logout-btn").addEventListener("click", async () => {
|
||||
await api("/admin/api/logout", { method: "POST", body: "{}" });
|
||||
show("login-view");
|
||||
});
|
||||
|
||||
$("theme-btn").addEventListener("click", () => {
|
||||
const root = document.documentElement;
|
||||
const next = root.getAttribute("data-theme") === "night" ? "" : "night";
|
||||
if (next) root.setAttribute("data-theme", next);
|
||||
else root.removeAttribute("data-theme");
|
||||
$("theme-btn").textContent = next ? "日间" : "夜间";
|
||||
});
|
||||
|
||||
document.querySelectorAll("nav button").forEach((btn) => {
|
||||
btn.addEventListener("click", () => {
|
||||
document.querySelectorAll("nav button").forEach((item) => item.classList.remove("active"));
|
||||
btn.classList.add("active");
|
||||
state.page = btn.dataset.page;
|
||||
render();
|
||||
});
|
||||
});
|
||||
|
||||
async function render() {
|
||||
const page = $("page");
|
||||
if (state.page === "overview") {
|
||||
const data = await api("/admin/api/overview");
|
||||
$("phase").textContent = data.session_phase;
|
||||
const eod = data.eod_status || {};
|
||||
const rev = data.revision_status || {};
|
||||
const eodLabels = {
|
||||
pending_first_attempt: "等待首次尝试",
|
||||
waiting_upstream: "等待上游",
|
||||
done: "已成功",
|
||||
cutoff_failed: "已截止失败",
|
||||
closed_day: "休市",
|
||||
};
|
||||
const revLabels = {
|
||||
waiting_review: "等待复核",
|
||||
review_failed: "复核失败",
|
||||
aligned: "已追平",
|
||||
cutoff: "已截止",
|
||||
pending_publish: "待发布",
|
||||
closed_day: "休市",
|
||||
};
|
||||
const eodExtra = [];
|
||||
if (eod.state === "waiting_upstream") {
|
||||
eodExtra.push(`已试 ${eod.attempts} 次`);
|
||||
if (eod.next_retry_at) eodExtra.push(`下次重试 ${esc(String(eod.next_retry_at).replace("T", " ").slice(11, 16))}`);
|
||||
if (eod.missing_datasets && eod.missing_datasets.length) eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
||||
}
|
||||
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
|
||||
eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
||||
}
|
||||
const revExtra = [];
|
||||
if (rev.detail) revExtra.push(esc(String(rev.detail)));
|
||||
if (rev.window) revExtra.push(esc(String(rev.window)));
|
||||
page.innerHTML = `
|
||||
<div class="cards">
|
||||
<div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div>
|
||||
<div class="card"><div class="muted">阶段</div><strong>${esc(data.session_phase)}</strong></div>
|
||||
<div class="card"><div class="muted">今日发布</div><strong>${data.publications.length}</strong></div>
|
||||
<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>
|
||||
<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>
|
||||
<div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div>
|
||||
</div>
|
||||
<h2>最近调用</h2>
|
||||
${table(["时间", "源", "端点", "结果", "耗时"], data.recent_calls.map((row) => [
|
||||
esc(row.created_at), esc(row.provider), esc(row.endpoint),
|
||||
row.ok ? '<span class="ok">成功</span>' : `<span class="fail">${esc(row.error)}</span>`,
|
||||
`${row.latency_ms ?? "-"} ms`,
|
||||
]))}
|
||||
`;
|
||||
return;
|
||||
}
|
||||
if (state.page === "sources") {
|
||||
const data = await api("/admin/api/sources");
|
||||
page.innerHTML = `<h2>数据源</h2>` + table(
|
||||
["源", "角色", "状态", "凭据", "操作"],
|
||||
data.items.map((item) => {
|
||||
const cred = item.credential || {};
|
||||
const credText = cred.configured ? `已配置 · ${esc(cred.last4 || "****")}` : "未配置";
|
||||
return [
|
||||
esc(item.provider),
|
||||
esc(item.role),
|
||||
esc((item.health && (item.health.state || item.health.status)) || "-"),
|
||||
credText,
|
||||
`<button data-probe="${esc(item.provider)}">探测一次</button>`,
|
||||
];
|
||||
}),
|
||||
);
|
||||
page.querySelectorAll("[data-probe]").forEach((btn) => {
|
||||
btn.addEventListener("click", async () => {
|
||||
const result = await api(`/admin/api/sources/${btn.dataset.probe}/probe`, { method: "POST", body: "{}" });
|
||||
alert(JSON.stringify(result));
|
||||
render();
|
||||
});
|
||||
});
|
||||
return;
|
||||
}
|
||||
if (state.page === "jobs") {
|
||||
const data = await api("/admin/api/jobs");
|
||||
page.innerHTML = `
|
||||
<h2>调度任务</h2>
|
||||
${table(["任务", "时刻", "操作"], data.jobs.map((job) => [
|
||||
`${esc(job.id)} · ${esc(job.title)}`, esc(job.at),
|
||||
`<button data-run="${esc(job.id)}">手动触发</button>`,
|
||||
]))}
|
||||
<h3>最近运行</h3>
|
||||
${table(["ID", "任务", "状态", "开始", "结束", "错误"], data.runs.map((row) => [
|
||||
row.id, esc(row.job_id), esc(row.state), esc(row.started_at), esc(row.finished_at), esc(row.error),
|
||||
]))}
|
||||
`;
|
||||
page.querySelectorAll("[data-run]").forEach((btn) => {
|
||||
btn.addEventListener("click", async () => {
|
||||
const date = prompt("交易日 YYYYMMDD(可留空=今天)", "") || "";
|
||||
await api(`/admin/api/jobs/${btn.dataset.run}/run`, { method: "POST", body: JSON.stringify({ trade_date: date }) });
|
||||
render();
|
||||
});
|
||||
});
|
||||
return;
|
||||
}
|
||||
if (state.page === "release") {
|
||||
const date = new Date().toISOString().slice(0, 10).replace(/-/g, "");
|
||||
const data = await api(`/admin/api/batches?date=${date}`);
|
||||
page.innerHTML = `
|
||||
<h2>盘后发布 ${esc(data.trade_date)}</h2>
|
||||
<div class="toolbar">
|
||||
<label>日期 <input id="rel-date" value="${esc(data.trade_date)}" /></label>
|
||||
<button type="button" id="rel-load">查看</button>
|
||||
<button type="button" id="rel-backfill">补数</button>
|
||||
</div>
|
||||
<h3>当前映射</h3>
|
||||
${table(["数据集", "活跃批次", "上一批次", "状态", "发布时间", "操作"], data.publications.map((row) => [
|
||||
esc(row.dataset), esc(row.active_batch), esc(row.prev_batch), esc(row.state), esc(row.published_at),
|
||||
row.prev_batch ? `<button class="danger" data-rollback="${esc(row.dataset)}">回滚</button>` : "-",
|
||||
]))}
|
||||
<h3>批次</h3>
|
||||
${table(["batch_id", "数据集", "状态", "行数", "错误"], data.batches.map((row) => [
|
||||
esc(row.batch_id), esc(row.dataset), esc(row.state), row.rows_out ?? "", esc(row.error),
|
||||
]))}
|
||||
`;
|
||||
$bindRelease(page);
|
||||
return;
|
||||
}
|
||||
if (state.page === "datasets") {
|
||||
const data = await api("/admin/api/datasets?date=");
|
||||
page.innerHTML = `
|
||||
<h2>数据集 / 质量 ${esc(data.trade_date)}</h2>
|
||||
${table(["数据集", "批次", "状态", "发布时间"], data.publications.map((row) => [
|
||||
esc(row.dataset), esc(row.active_batch), esc(row.state), esc(row.published_at),
|
||||
]))}
|
||||
<h3>源间差异</h3>
|
||||
${table(["指标", "左", "右", "偏差", "样本"], data.diff_reports.map((row) => [
|
||||
esc(row.metric), esc(row.left_value), esc(row.right_value), esc(row.deviation), row.sample_count ?? "",
|
||||
]))}
|
||||
`;
|
||||
return;
|
||||
}
|
||||
if (state.page === "audit") {
|
||||
const data = await api("/admin/api/audit");
|
||||
page.innerHTML = `<h2>审计</h2>` + table(
|
||||
["时间", "操作者", "动作", "对象", "详情"],
|
||||
data.items.map((row) => [esc(row.created_at), esc(row.actor), esc(row.action), esc(row.target), esc(row.detail)]),
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
function $bindRelease(page) {
|
||||
page.querySelector("#rel-load").addEventListener("click", async () => {
|
||||
const date = page.querySelector("#rel-date").value;
|
||||
const data = await api(`/admin/api/batches?date=${encodeURIComponent(date)}`);
|
||||
state.page = "release";
|
||||
// re-render with fetched date by writing location hash
|
||||
history.replaceState(null, "", `#release-${date}`);
|
||||
$("page").innerHTML = renderRelease(data);
|
||||
$bindRelease($("page"));
|
||||
});
|
||||
page.querySelector("#rel-backfill").addEventListener("click", () => dangerous("backfill"));
|
||||
page.querySelectorAll("[data-rollback]").forEach((btn) => {
|
||||
btn.addEventListener("click", () => dangerous("rollback", btn.dataset.rollback));
|
||||
});
|
||||
}
|
||||
|
||||
function renderRelease(data) {
|
||||
return `
|
||||
<h2>盘后发布 ${esc(data.trade_date)}</h2>
|
||||
<div class="toolbar">
|
||||
<label>日期 <input id="rel-date" value="${esc(data.trade_date)}" /></label>
|
||||
<button type="button" id="rel-load">查看</button>
|
||||
<button type="button" id="rel-backfill">补数</button>
|
||||
</div>
|
||||
<h3>当前映射</h3>
|
||||
${table(["数据集", "活跃批次", "上一批次", "状态", "发布时间", "操作"], data.publications.map((row) => [
|
||||
esc(row.dataset), esc(row.active_batch), esc(row.prev_batch), esc(row.state), esc(row.published_at),
|
||||
row.prev_batch ? `<button class="danger" data-rollback="${esc(row.dataset)}">回滚</button>` : "-",
|
||||
]))}
|
||||
<h3>批次</h3>
|
||||
${table(["batch_id", "数据集", "状态", "行数", "错误"], data.batches.map((row) => [
|
||||
esc(row.batch_id), esc(row.dataset), esc(row.state), row.rows_out ?? "", esc(row.error),
|
||||
]))}
|
||||
`;
|
||||
}
|
||||
|
||||
async function dangerous(kind, dataset) {
|
||||
const date = ($("rel-date") && $("rel-date").value) || "";
|
||||
const ds = dataset || prompt("数据集(daily/valuation/moneyflow/auction/stocks→A组整批;index_daily→B组;或 reference)", "daily");
|
||||
if (!ds) return;
|
||||
const password = prompt("二次确认:输入管理密码");
|
||||
if (!password) return;
|
||||
const confirmWord = `${ds}:${date}`;
|
||||
const typed = prompt(`请输入确认词:${confirmWord}`);
|
||||
const path = kind === "rollback" ? "/admin/api/rollback" : "/admin/api/backfill";
|
||||
await api(path, {
|
||||
method: "POST",
|
||||
body: JSON.stringify({ dataset: ds, trade_date: date, password, confirm: typed }),
|
||||
});
|
||||
render();
|
||||
}
|
||||
|
||||
boot();
|
||||
@@ -0,0 +1,53 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="zh-CN">
|
||||
<head>
|
||||
<meta charset="UTF-8" />
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1" />
|
||||
<title>xiaobai-datahub 管理后台</title>
|
||||
<link rel="stylesheet" href="/admin/styles.css" />
|
||||
</head>
|
||||
<body>
|
||||
<div id="app">
|
||||
<section id="login-view" class="panel auth-panel">
|
||||
<h1>数据中枢</h1>
|
||||
<p class="muted">内网管理后台,用于查看源状态、调度和盘后发布批次。</p>
|
||||
<form id="login-form">
|
||||
<label>账号 <input name="username" value="hub_admin" autocomplete="username" /></label>
|
||||
<label>密码 <input name="password" type="password" autocomplete="current-password" /></label>
|
||||
<button type="submit">登录</button>
|
||||
<p id="login-error" class="error" hidden></p>
|
||||
</form>
|
||||
</section>
|
||||
|
||||
<section id="change-view" class="panel auth-panel" hidden>
|
||||
<h1>修改初始密码</h1>
|
||||
<form id="change-form">
|
||||
<label>当前密码 <input name="current" type="password" /></label>
|
||||
<label>新密码(至少 8 位) <input name="new_password" type="password" /></label>
|
||||
<button type="submit">保存并继续</button>
|
||||
<p id="change-error" class="error" hidden></p>
|
||||
</form>
|
||||
</section>
|
||||
|
||||
<section id="shell" hidden>
|
||||
<header class="top">
|
||||
<strong>xiaobai-datahub</strong>
|
||||
<span id="phase" class="pill"></span>
|
||||
<span id="who" class="muted"></span>
|
||||
<button type="button" id="theme-btn" class="ghost">夜间</button>
|
||||
<button type="button" id="logout-btn" class="ghost">退出</button>
|
||||
</header>
|
||||
<nav>
|
||||
<button data-page="overview" class="active">总览</button>
|
||||
<button data-page="sources">数据源</button>
|
||||
<button data-page="jobs">调度任务</button>
|
||||
<button data-page="release">盘后发布</button>
|
||||
<button data-page="datasets">数据集</button>
|
||||
<button data-page="audit">审计</button>
|
||||
</nav>
|
||||
<main id="page"></main>
|
||||
</section>
|
||||
</div>
|
||||
<script src="/admin/app.js"></script>
|
||||
</body>
|
||||
</html>
|
||||
@@ -0,0 +1,51 @@
|
||||
:root {
|
||||
color-scheme: light;
|
||||
--bg: #f4f5f7;
|
||||
--surface: #ffffff;
|
||||
--text: #1f2329;
|
||||
--muted: #646a73;
|
||||
--line: #dee0e3;
|
||||
--action: #3370ff;
|
||||
--danger: #e04536;
|
||||
--ok: #16a34a;
|
||||
--warn: #b45309;
|
||||
--radius: 8px;
|
||||
--pad: 16px;
|
||||
font-family: "Segoe UI", "PingFang SC", "Noto Sans SC", sans-serif;
|
||||
}
|
||||
:root[data-theme="night"] {
|
||||
color-scheme: dark;
|
||||
--bg: #111318;
|
||||
--surface: #1b1e24;
|
||||
--text: #e8eaed;
|
||||
--muted: #9aa0a6;
|
||||
--line: #2a2f38;
|
||||
--action: #5b8cff;
|
||||
}
|
||||
* { box-sizing: border-box; }
|
||||
body { margin: 0; background: var(--bg); color: var(--text); }
|
||||
.panel, header.top, nav, main { background: var(--surface); }
|
||||
.auth-panel { max-width: 420px; margin: 12vh auto; padding: 28px; border-radius: var(--radius); border: 1px solid var(--line); }
|
||||
label { display: block; margin: 12px 0; }
|
||||
input, select { width: 100%; padding: 8px 10px; border: 1px solid var(--line); border-radius: 4px; background: var(--bg); color: var(--text); }
|
||||
button { background: var(--action); color: #fff; border: 0; border-radius: 4px; padding: 8px 14px; cursor: pointer; }
|
||||
button.ghost { background: transparent; color: var(--text); border: 1px solid var(--line); }
|
||||
button.danger { background: var(--danger); }
|
||||
.muted { color: var(--muted); }
|
||||
.error { color: var(--danger); }
|
||||
.top { display: flex; gap: 12px; align-items: center; padding: 10px var(--pad); border-bottom: 1px solid var(--line); }
|
||||
nav { display: flex; gap: 4px; padding: 8px var(--pad); border-bottom: 1px solid var(--line); }
|
||||
nav button { background: transparent; color: var(--muted); }
|
||||
nav button.active { color: var(--action); background: transparent; font-weight: 600; }
|
||||
main { padding: var(--pad); min-height: calc(100vh - 96px); }
|
||||
.cards { display: grid; grid-template-columns: repeat(auto-fit, minmax(180px, 1fr)); gap: 12px; margin-bottom: 16px; }
|
||||
.card { border: 1px solid var(--line); border-radius: var(--radius); padding: 12px; }
|
||||
table { width: 100%; border-collapse: collapse; font-size: 13px; }
|
||||
th, td { text-align: left; padding: 8px; border-bottom: 1px solid var(--line); vertical-align: top; }
|
||||
.pill { font-size: 12px; padding: 2px 8px; border-radius: 999px; border: 1px solid var(--line); }
|
||||
.ok { color: var(--ok); }
|
||||
.warn { color: var(--warn); }
|
||||
.fail { color: var(--danger); }
|
||||
.toolbar { display: flex; gap: 8px; flex-wrap: wrap; margin: 12px 0; align-items: end; }
|
||||
.toolbar label { margin: 0; }
|
||||
dialog { border: 1px solid var(--line); border-radius: var(--radius); background: var(--surface); color: var(--text); padding: 20px; }
|
||||
@@ -0,0 +1,41 @@
|
||||
services:
|
||||
xiaobai-datahub:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: Dockerfile
|
||||
image: xiaobai-datahub:local
|
||||
container_name: xiaobai-datahub
|
||||
ports:
|
||||
- "0.0.0.0:8766:8766/tcp"
|
||||
env_file:
|
||||
- ./.env
|
||||
environment:
|
||||
DATAHUB_ENCRYPTION_KEY: "${DATAHUB_ENCRYPTION_KEY:?DATAHUB_ENCRYPTION_KEY must be set}"
|
||||
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
|
||||
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
|
||||
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
|
||||
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
|
||||
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
|
||||
DATAHUB_DB_PATH: /app/data/datahub.db
|
||||
DATAHUB_BACKUP_DIR: /app/data/backups
|
||||
TZ: Asia/Shanghai
|
||||
PYTHONUTF8: "1"
|
||||
volumes:
|
||||
- type: bind
|
||||
source: ./data
|
||||
target: /app/data
|
||||
restart: unless-stopped
|
||||
init: true
|
||||
read_only: true
|
||||
tmpfs:
|
||||
- /tmp:size=64m,mode=1777
|
||||
security_opt:
|
||||
- no-new-privileges:true
|
||||
cap_drop:
|
||||
- ALL
|
||||
stop_grace_period: 30s
|
||||
logging:
|
||||
driver: json-file
|
||||
options:
|
||||
max-size: "10m"
|
||||
max-file: "3"
|
||||
@@ -0,0 +1,63 @@
|
||||
{
|
||||
"daily_row_ratio": 0.98,
|
||||
"null_rate_max": 0.01,
|
||||
"cross_check_price_deviation": 0.03,
|
||||
"cross_check_outlier_ratio": 0.05,
|
||||
"index_price_deviation": 0.005,
|
||||
"max_publish_attempts": 5,
|
||||
"staging_retain_days": 14,
|
||||
"job_run_retain_days": 90,
|
||||
"backup_retain": 14,
|
||||
"publication_generations": 3,
|
||||
"tushare_rate_per_minute": 300,
|
||||
"list_limit_default": 5000,
|
||||
"list_limit_max": 5000,
|
||||
"calendar_start": "20160101",
|
||||
"index_history_trading_days": 260,
|
||||
"daily_history_trading_days": 250,
|
||||
"eod_retry_start": "15:15",
|
||||
"eod_retry_interval_minutes": 30,
|
||||
"eod_retry_cutoff": "23:30",
|
||||
"revision_review_datasets": ["valuation"],
|
||||
"revision_review_start": "20:00",
|
||||
"revision_review_interval_minutes": 30,
|
||||
"revision_review_cutoff": "23:20",
|
||||
"moneyflow_history_trading_days": 60,
|
||||
"stocks_refresh_times": [
|
||||
"20:00",
|
||||
"23:10"
|
||||
],
|
||||
"cross_gates": [
|
||||
{
|
||||
"left": "daily",
|
||||
"right": "valuation",
|
||||
"min_key_overlap": 0.98
|
||||
},
|
||||
{
|
||||
"left": "daily",
|
||||
"right": "moneyflow",
|
||||
"min_key_overlap": 0.98
|
||||
}
|
||||
],
|
||||
"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
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,4 @@
|
||||
"""xiaobai-datahub: independent market-data service for xiaobai-review."""
|
||||
|
||||
__version__ = "0.1.0"
|
||||
SCHEMA_VERSION = 1
|
||||
@@ -0,0 +1,4 @@
|
||||
from datahub.cli import main
|
||||
|
||||
if __name__ == "__main__":
|
||||
raise SystemExit(main())
|
||||
@@ -0,0 +1,15 @@
|
||||
from datahub.adapters.akshare import ADAPTER as akshare
|
||||
from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.ifind import ADAPTER as ifind
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.adapters.ths import ADAPTER as ths
|
||||
from datahub.adapters.xgb import ADAPTER as xgb
|
||||
|
||||
RESERVED = {
|
||||
"eastmoney": EastmoneyAdapter(),
|
||||
"tencent": TencentAdapter(),
|
||||
"ths": ths,
|
||||
"xgb": xgb,
|
||||
"akshare": akshare,
|
||||
"ifind": ifind,
|
||||
}
|
||||
@@ -0,0 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("akshare")
|
||||
@@ -0,0 +1,47 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from abc import ABC, abstractmethod
|
||||
from typing import Any
|
||||
|
||||
|
||||
class AdapterError(RuntimeError):
|
||||
pass
|
||||
|
||||
|
||||
class MarketAdapter(ABC):
|
||||
"""Uniform adapter: probe / fetch / normalize. Realtime adapters may be stubs in P0."""
|
||||
|
||||
name: str = "base"
|
||||
|
||||
@abstractmethod
|
||||
def probe(self) -> dict[str, Any]:
|
||||
"""Liveness check. Must not leak credentials."""
|
||||
|
||||
@abstractmethod
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
"""Return provider-native rows (pre-canonical)."""
|
||||
|
||||
@abstractmethod
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
"""Map provider-native rows onto hub canonical fields."""
|
||||
|
||||
|
||||
class ReservedAdapter(MarketAdapter):
|
||||
"""Placeholder for a later free/licensed source. Does not pull data in P0."""
|
||||
|
||||
def __init__(self, name: str) -> None:
|
||||
self.name = name
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": False,
|
||||
"state": "reserved",
|
||||
"message": "适配器位已预留,本阶段不接入",
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
raise AdapterError(f"{self.name} 适配器本阶段未接入")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return []
|
||||
@@ -0,0 +1,501 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.parse
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||
EASTMONEY_A_SHARE_BOARDS = (
|
||||
"m:0+t:6",
|
||||
"m:0+t:80",
|
||||
"m:1+t:2",
|
||||
"m:1+t:23",
|
||||
"m:0+t:81",
|
||||
)
|
||||
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
|
||||
EASTMONEY_MARKET_PAGE_SIZE = 100
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
INDEX_SECIDS = {
|
||||
"000001.SH": "1.000001",
|
||||
"399001.SZ": "0.399001",
|
||||
"399006.SZ": "0.399006",
|
||||
}
|
||||
|
||||
|
||||
class EastmoneyAdapter(MarketAdapter):
|
||||
name = "eastmoney"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
if dataset in {"quotes", "quotes_latest"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
if codes:
|
||||
return self.fetch_quotes(list(codes))
|
||||
return self.fetch_market_quotes()
|
||||
if dataset in {"quotes_market", "market_quotes"}:
|
||||
return self.fetch_market_quotes()
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": "1.000001,0.399001,0.399006",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
result = []
|
||||
for row in rows:
|
||||
code = str(row.get("f12") or "")
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
|
||||
if code == "000001":
|
||||
ts_code = "000001.SH"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": row.get("f14") or code,
|
||||
"price": round4(finite_number(row.get("f2"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"previous_close": round4(finite_number(row.get("f18"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||
# Eastmoney ulist.np accepts ~60 secids per request; page remaining codes.
|
||||
secids = []
|
||||
for code in codes:
|
||||
ts = str(code or "").upper()
|
||||
symbol = ts.split(".")[0]
|
||||
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
secids.append(f"1.{symbol}")
|
||||
else:
|
||||
secids.append(f"0.{symbol}")
|
||||
if not secids:
|
||||
return []
|
||||
result: list[dict[str, Any]] = []
|
||||
for index in range(0, len(secids), 60):
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": ",".join(secids[index:index + 60]),
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
for row in rows:
|
||||
symbol = str(row.get("f12") or "")
|
||||
if not symbol:
|
||||
continue
|
||||
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous = round4(finite_number(row.get("f18")))
|
||||
quote_date = (
|
||||
datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
if epoch
|
||||
else ""
|
||||
)
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"volume": round4(finite_number(row.get("f5"))),
|
||||
"vol": round4(finite_number(row.get("f5")) * 100),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"turnover_rate": round4(finite_number(row.get("f8"))),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
return result
|
||||
|
||||
def fetch_market_quotes(self) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
board_errors: list[str] = []
|
||||
for board in EASTMONEY_A_SHARE_BOARDS:
|
||||
try:
|
||||
rows.extend(self._board_quotes(board))
|
||||
except Exception as exc:
|
||||
board_errors.append(f"{board}:{exc}")
|
||||
quotes: list[dict[str, Any]] = []
|
||||
seen: set[str] = set()
|
||||
for row in rows:
|
||||
quote = _normalize_market_quote(row)
|
||||
ts_code = str((quote or {}).get("ts_code") or "")
|
||||
if not quote or ts_code in seen:
|
||||
continue
|
||||
seen.add(ts_code)
|
||||
quotes.append(quote)
|
||||
if len(quotes) < 200:
|
||||
detail = f";{'; '.join(board_errors)}" if board_errors else ""
|
||||
raise AdapterError(f"Eastmoney market snapshot too small: {len(quotes)}{detail}")
|
||||
return quotes
|
||||
|
||||
def _board_quotes(self, board: str) -> list[dict[str, Any]]:
|
||||
first = self._market_page(board, 1)
|
||||
data = first.get("data") or {}
|
||||
rows = list(data.get("diff") or [])
|
||||
total = int(finite_number(data.get("total")) or 0)
|
||||
page_count = 1
|
||||
if total > 0:
|
||||
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
|
||||
for page in range(2, min(page_count, 40) + 1):
|
||||
payload = self._market_page(board, page)
|
||||
rows.extend(list((payload.get("data") or {}).get("diff") or []))
|
||||
return rows
|
||||
|
||||
def _market_page(self, board: str, page: int) -> dict[str, Any]:
|
||||
return self._get_json(
|
||||
EASTMONEY_CLIST_URL,
|
||||
{
|
||||
"pn": str(page),
|
||||
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
|
||||
"po": "1",
|
||||
"np": "1",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fid": "f12",
|
||||
"fs": board,
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/center/gridlist.html",
|
||||
)
|
||||
|
||||
def fetch_intraday(self, ts_code: str, date: str = "") -> dict[str, Any]:
|
||||
code = str(ts_code or "").upper()
|
||||
if code in INDEX_SECIDS:
|
||||
secid = INDEX_SECIDS[code]
|
||||
entity = "index"
|
||||
identifier = code
|
||||
elif code.startswith("BK") or code.endswith((".TI", ".SI")):
|
||||
symbol = code.split(".")[0]
|
||||
secid = f"90.{symbol}"
|
||||
entity = "board"
|
||||
identifier = symbol
|
||||
else:
|
||||
symbol = code.split(".")[0]
|
||||
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
|
||||
secid = f"{market}.{symbol}"
|
||||
entity = "stock"
|
||||
identifier = symbol
|
||||
params = {
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
}
|
||||
data: dict[str, Any] = {}
|
||||
points: list[dict[str, Any]] = []
|
||||
last_error: Exception | None = None
|
||||
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
|
||||
try:
|
||||
payload = self._get_json(
|
||||
url,
|
||||
{**params, "ndays": ndays},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
except AdapterError as exc:
|
||||
last_error = exc
|
||||
continue
|
||||
data = payload.get("data") or {}
|
||||
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
points = _preferred_session(parsed, date)
|
||||
if points:
|
||||
break
|
||||
if not points:
|
||||
raise AdapterError("No intraday chart data returned") from last_error
|
||||
return {
|
||||
"entity_type": entity,
|
||||
"identifier": identifier,
|
||||
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or identifier),
|
||||
"trade_date": points[-1]["date"],
|
||||
"previous_close": round4(finite_number(data.get("preClose"))),
|
||||
"points": points,
|
||||
"source": "eastmoney_trends2",
|
||||
}
|
||||
|
||||
def fetch_shenwan_quote(self, ts_code: str) -> dict[str, Any]:
|
||||
code = str(ts_code or "").split(".")[0]
|
||||
if not code:
|
||||
raise AdapterError("Invalid Shenwan code")
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": f"90.{code}",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
row = next((item for item in rows if item), None)
|
||||
if not row:
|
||||
raise AdapterError(f"Eastmoney Shenwan quote missing for {code}")
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous = round4(finite_number(row.get("f18")))
|
||||
if close <= 0 or previous <= 0:
|
||||
raise AdapterError(f"Eastmoney Shenwan quote empty for {code}")
|
||||
quote_time = (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
)
|
||||
return {
|
||||
"ts_code": f"{code}.SI",
|
||||
"code": f"{code}.SI",
|
||||
"name": row.get("f14") or code,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"change": round4(finite_number(row.get("f3"))),
|
||||
"pct_change": round4(finite_number(row.get("f3"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"leader": row.get("f128") or "--",
|
||||
"leader_code": row.get("f140") or "",
|
||||
"leading_pct": round4(finite_number(row.get("f136"))),
|
||||
"up_count": int(finite_number(row.get("f104")) or 0),
|
||||
"down_count": int(finite_number(row.get("f105")) or 0),
|
||||
"quote_time": quote_time,
|
||||
"trade_time": quote_time,
|
||||
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_sw",
|
||||
}
|
||||
|
||||
def fetch_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
|
||||
day = str(trade_date or "").replace("-", "")
|
||||
rows: list[dict[str, Any]] = []
|
||||
for url, limit_type in (
|
||||
("https://push2ex.eastmoney.com/getTopicZTPool", "U"),
|
||||
("https://push2ex.eastmoney.com/getTopicZBPool", "Z"),
|
||||
):
|
||||
params = {
|
||||
"ut": "7eea3edcaed734bea9cbfc24409ed989",
|
||||
"dpt": "wz.ztzt",
|
||||
"PageIndex": "0",
|
||||
"PageSize": "200",
|
||||
"sort": "fbt:asc",
|
||||
"stat": "1",
|
||||
}
|
||||
if day:
|
||||
params["date"] = day
|
||||
try:
|
||||
payload = self._get_json(url, params, referer="https://quote.eastmoney.com/")
|
||||
except AdapterError:
|
||||
continue
|
||||
pool = ((payload.get("data") or {}).get("pool") or []) if isinstance(payload.get("data"), dict) else []
|
||||
for item in pool:
|
||||
code = str(item.get("c") or item.get("code") or "")
|
||||
if not code:
|
||||
continue
|
||||
market = str(item.get("m") or item.get("market") or "")
|
||||
suffix = "SH" if market in {"1", "SH"} or code.startswith(("5", "6", "9")) else "SZ"
|
||||
first = str(item.get("fbt") or item.get("first_time") or "")
|
||||
last = str(item.get("lbt") or item.get("last_time") or "")
|
||||
rows.append(
|
||||
{
|
||||
"ts_code": f"{code}.{suffix}",
|
||||
"limit_type": limit_type,
|
||||
"first_time": first,
|
||||
"last_time": last,
|
||||
"fd_amount": item.get("fund") or item.get("fd_amount"),
|
||||
"open_times": item.get("zbc") or item.get("open_times"),
|
||||
"limit_times": item.get("lbc") or item.get("limit_times"),
|
||||
"turnover_ratio": item.get("hs") or item.get("turnover_ratio"),
|
||||
"source": "eastmoney_zt_pool",
|
||||
}
|
||||
)
|
||||
if not rows:
|
||||
raise AdapterError("Eastmoney limit pool empty")
|
||||
return rows
|
||||
|
||||
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
|
||||
request_url = f"{url}?{urllib.parse.urlencode(params)}"
|
||||
request = urllib.request.Request(
|
||||
request_url,
|
||||
headers={
|
||||
"Accept": "application/json,text/plain,*/*",
|
||||
"User-Agent": BROWSER_UA,
|
||||
"Referer": referer,
|
||||
},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
return json.loads(response.read().decode("utf-8"))
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"eastmoney request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -> list[dict[str, Any]]:
|
||||
if not points:
|
||||
return []
|
||||
want = ""
|
||||
digits = str(preferred_date or "").replace("-", "")[:8]
|
||||
if len(digits) == 8 and digits.isdigit():
|
||||
want = f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}"
|
||||
if want:
|
||||
matched = [point for point in points if str(point.get("date") or "") == want]
|
||||
if matched:
|
||||
return matched
|
||||
latest = max(str(point.get("date") or "") for point in points)
|
||||
if not latest:
|
||||
return points
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _normalize_market_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("f12") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous_close = round4(finite_number(row.get("f18")))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
market = int(finite_number(row.get("f13")) or 0)
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"pre_close": previous_close,
|
||||
"previous_close": previous_close,
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"close": close,
|
||||
"price": close,
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"vol": round4(finite_number(row.get("f5")) * 100),
|
||||
"volume": round4(finite_number(row.get("f5")) * 100),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_clist",
|
||||
}
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
text = str(raw or "")
|
||||
parts = text.split(",")
|
||||
if len(parts) < 8:
|
||||
return None
|
||||
stamp = parts[0]
|
||||
try:
|
||||
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
|
||||
except ValueError:
|
||||
return None
|
||||
close = round4(finite_number(parts[2]))
|
||||
if close <= 0:
|
||||
return None
|
||||
return {
|
||||
"time": when.strftime("%H:%M"),
|
||||
"date": when.strftime("%Y-%m-%d"),
|
||||
"open": round4(finite_number(parts[1])),
|
||||
"close": close,
|
||||
"high": round4(finite_number(parts[3])),
|
||||
"low": round4(finite_number(parts[4])),
|
||||
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
|
||||
"volume": round4(finite_number(parts[5])),
|
||||
"amount": round4(finite_number(parts[6])),
|
||||
}
|
||||
@@ -0,0 +1,432 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import copy
|
||||
import json
|
||||
import threading
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.request
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any, Callable
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
|
||||
UrlOpen = Callable[..., Any]
|
||||
|
||||
|
||||
class IfindAdapter(MarketAdapter):
|
||||
"""Licensed iFinD source used only inside the data hub."""
|
||||
|
||||
name = "ifind"
|
||||
BASE_URL = "https://quantapi.51ifind.com/api/v1"
|
||||
AUTH_ENDPOINT = "get_access_token"
|
||||
AUTH_ERROR_CODES = {-1302, -1303, -1304, -4302, -4303}
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
refresh_token: str = "",
|
||||
access_token: str = "",
|
||||
timeout: int = 15,
|
||||
urlopen: UrlOpen = urllib.request.urlopen,
|
||||
) -> None:
|
||||
self.timeout = max(3, int(timeout))
|
||||
self._urlopen = urlopen
|
||||
self._refresh_token = str(refresh_token or "").strip()
|
||||
self._access_token = str(access_token or "").strip()
|
||||
self._access_expires_at: datetime | None = None
|
||||
self._token_lock = threading.Lock()
|
||||
self._cache_lock = threading.Lock()
|
||||
self._cache: dict[str, dict[str, Any]] = {}
|
||||
|
||||
@property
|
||||
def configured(self) -> bool:
|
||||
return bool(self._refresh_token or self._access_token)
|
||||
|
||||
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
|
||||
refresh_token = str(refresh_token or "").strip()
|
||||
access_token = str(access_token or "").strip()
|
||||
with self._token_lock:
|
||||
refresh_changed = refresh_token != self._refresh_token
|
||||
self._refresh_token = refresh_token
|
||||
if access_token or refresh_changed:
|
||||
self._access_token = access_token
|
||||
self._access_expires_at = None
|
||||
if refresh_changed:
|
||||
with self._cache_lock:
|
||||
self._cache.clear()
|
||||
|
||||
def status(self) -> dict[str, Any]:
|
||||
return {
|
||||
"configured": self.configured,
|
||||
"access_ready": bool(self._access_token),
|
||||
"access_expires_at": (
|
||||
self._access_expires_at.isoformat(timespec="seconds")
|
||||
if self._access_expires_at
|
||||
else ""
|
||||
),
|
||||
}
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
if not self.configured:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": False,
|
||||
"state": "unconfigured",
|
||||
"message": "iFinD token 未配置",
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
try:
|
||||
rows = self.real_time("000001.SH", ["latest"], cache_ttl=0)
|
||||
state = "ok" if rows else "empty"
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset == "wencai":
|
||||
return self.wencai(
|
||||
str(params.get("query") or params.get("searchstring") or ""),
|
||||
str(params.get("search_type") or params.get("searchtype") or "stock"),
|
||||
int(params.get("cache_ttl") or 300),
|
||||
)
|
||||
if dataset == "snapshots":
|
||||
return self.snapshots(
|
||||
params.get("codes") or "",
|
||||
_indicators(params.get("indicators")),
|
||||
str(params.get("start_time") or ""),
|
||||
str(params.get("end_time") or ""),
|
||||
int(params.get("cache_ttl") or 8),
|
||||
)
|
||||
if dataset == "history":
|
||||
return self.history(
|
||||
params.get("codes") or "",
|
||||
_indicators(params.get("indicators") or ["close", "volume", "amount"]),
|
||||
str(params.get("start_date") or ""),
|
||||
str(params.get("end_date") or ""),
|
||||
int(params.get("cache_ttl") or 300),
|
||||
)
|
||||
if dataset == "realtime":
|
||||
return self.real_time(
|
||||
params.get("codes") or "",
|
||||
_indicators(params.get("indicators") or ["latest"]),
|
||||
int(params.get("cache_ttl") or 10),
|
||||
)
|
||||
if dataset == "intraday":
|
||||
return self.intraday(
|
||||
str(params.get("code") or params.get("codes") or ""),
|
||||
str(params.get("start_time") or ""),
|
||||
str(params.get("end_time") or ""),
|
||||
int(params.get("cache_ttl") or 20),
|
||||
)
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def real_time(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
cache_ttl: int = 10,
|
||||
) -> list[dict[str, Any]]:
|
||||
code_text = self._codes(codes)
|
||||
payload = self._request(
|
||||
"real_time_quotation",
|
||||
{"codes": code_text, "indicators": ",".join(indicators)},
|
||||
cache_key=f"rq:{code_text}:{','.join(indicators)}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def history(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_date: str,
|
||||
end_date: str,
|
||||
cache_ttl: int = 300,
|
||||
) -> list[dict[str, Any]]:
|
||||
code_text = self._codes(codes)
|
||||
payload = self._request(
|
||||
"cmd_history_quotation",
|
||||
{
|
||||
"codes": code_text,
|
||||
"indicators": ",".join(indicators),
|
||||
"startdate": self._display_date(start_date),
|
||||
"enddate": self._display_date(end_date),
|
||||
"functionpara": {"CPS": "forward1", "Fill": "Omit"},
|
||||
},
|
||||
cache_key=f"hq:{code_text}:{start_date}:{end_date}:{','.join(indicators)}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def intraday(
|
||||
self,
|
||||
code: str,
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 20,
|
||||
) -> list[dict[str, Any]]:
|
||||
indicators = ["open", "high", "low", "close", "volume", "amount", "avgPrice"]
|
||||
payload = self._request(
|
||||
"high_frequency",
|
||||
{
|
||||
"codes": self._codes(code),
|
||||
"indicators": ",".join(indicators),
|
||||
"starttime": start_time,
|
||||
"endtime": end_time,
|
||||
"functionpara": {
|
||||
"CPS": "forward1",
|
||||
"Fill": "Previous",
|
||||
"Timeformat": "LocalTime",
|
||||
"Interval": "1",
|
||||
"Limitstart": "09:30:00",
|
||||
"Limitend": "15:00:00",
|
||||
},
|
||||
},
|
||||
cache_key=f"hf:{code}:{start_time}:{end_time}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def snapshots(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 8,
|
||||
) -> list[dict[str, Any]]:
|
||||
code_text = self._codes(codes)
|
||||
payload = self._request(
|
||||
"snap_shot",
|
||||
{
|
||||
"codes": code_text,
|
||||
"indicators": ",".join(indicators),
|
||||
"starttime": start_time,
|
||||
"endtime": end_time,
|
||||
},
|
||||
cache_key=f"ss:{code_text}:{start_time}:{end_time}:{','.join(indicators)}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
|
||||
normalized = " ".join(str(query or "").split())
|
||||
if not normalized:
|
||||
raise AdapterError("问财查询不能为空。")
|
||||
payload = self._request(
|
||||
"smart_stock_picking",
|
||||
{"searchstring": normalized, "searchtype": search_type},
|
||||
cache_key=f"wc:{search_type}:{normalized}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def _request(
|
||||
self,
|
||||
endpoint: str,
|
||||
body: dict[str, Any],
|
||||
cache_key: str = "",
|
||||
cache_ttl: int = 0,
|
||||
) -> dict[str, Any]:
|
||||
if not self.configured:
|
||||
raise AdapterError("iFinD 尚未配置。")
|
||||
if cache_key and cache_ttl > 0:
|
||||
cached = self._cached(cache_key, cache_ttl)
|
||||
if cached is not None:
|
||||
return cached
|
||||
payload = self._post(endpoint, body, self._ensure_access_token())
|
||||
if self._is_auth_error(payload) and self._refresh_token:
|
||||
self._invalidate_access_token()
|
||||
payload = self._post(endpoint, body, self._ensure_access_token(force=True))
|
||||
self._validate_payload(payload)
|
||||
if cache_key and cache_ttl > 0:
|
||||
with self._cache_lock:
|
||||
self._cache[cache_key] = {
|
||||
"created_at": time.time(),
|
||||
"payload": copy.deepcopy(payload),
|
||||
}
|
||||
return payload
|
||||
|
||||
def _ensure_access_token(self, force: bool = False) -> str:
|
||||
with self._token_lock:
|
||||
now = datetime.now().astimezone().replace(tzinfo=None)
|
||||
token_valid = bool(self._access_token) and (
|
||||
self._access_expires_at is None
|
||||
or self._access_expires_at > now + timedelta(minutes=2)
|
||||
)
|
||||
if token_valid and not force:
|
||||
return self._access_token
|
||||
if not self._refresh_token:
|
||||
if self._access_token:
|
||||
return self._access_token
|
||||
raise AdapterError("iFinD Refresh Token 尚未配置。")
|
||||
payload = self._post(self.AUTH_ENDPOINT, {}, "", self._refresh_token)
|
||||
self._validate_payload(payload)
|
||||
data = payload.get("data") or {}
|
||||
token = str(data.get("access_token") or "").strip()
|
||||
if not token:
|
||||
raise AdapterError("iFinD 未返回 Access Token。")
|
||||
expires_at = self._parse_datetime(data.get("expired_time"))
|
||||
self._access_token = token
|
||||
self._access_expires_at = expires_at
|
||||
return token
|
||||
|
||||
def _post(
|
||||
self,
|
||||
endpoint: str,
|
||||
body: dict[str, Any],
|
||||
access_token: str,
|
||||
refresh_token: str = "",
|
||||
) -> dict[str, Any]:
|
||||
headers = {
|
||||
"Accept": "application/json",
|
||||
"Content-Type": "application/json",
|
||||
"User-Agent": "XiaobaiDatahub/1.0",
|
||||
"ifindlang": "cn",
|
||||
}
|
||||
if access_token:
|
||||
headers["access_token"] = access_token
|
||||
if refresh_token:
|
||||
headers["refresh_token"] = refresh_token
|
||||
request = urllib.request.Request(
|
||||
f"{self.BASE_URL}/{endpoint}",
|
||||
data=json.dumps(body, ensure_ascii=False, separators=(",", ":")).encode("utf-8"),
|
||||
headers=headers,
|
||||
method="POST",
|
||||
)
|
||||
try:
|
||||
with self._urlopen(request, timeout=self.timeout) as response:
|
||||
payload = json.loads(response.read().decode("utf-8"))
|
||||
except urllib.error.HTTPError as exc:
|
||||
detail = ""
|
||||
try:
|
||||
detail_payload = json.loads(exc.read().decode("utf-8", errors="replace"))
|
||||
detail = str(detail_payload.get("errmsg") or detail_payload.get("message") or "")
|
||||
except (json.JSONDecodeError, OSError):
|
||||
pass
|
||||
raise AdapterError(f"iFinD HTTP {exc.code}{f':{detail[:160]}' if detail else ''}") from exc
|
||||
except (urllib.error.URLError, TimeoutError, OSError, json.JSONDecodeError) as exc:
|
||||
raise AdapterError("iFinD 数据请求失败。") from exc
|
||||
if not isinstance(payload, dict):
|
||||
raise AdapterError("iFinD 返回格式不正确。")
|
||||
return payload
|
||||
|
||||
def _cached(self, key: str, ttl: int) -> dict[str, Any] | None:
|
||||
with self._cache_lock:
|
||||
cached = self._cache.get(key)
|
||||
if not cached:
|
||||
return None
|
||||
if time.time() - float(cached.get("created_at") or 0) > ttl:
|
||||
self._cache.pop(key, None)
|
||||
return None
|
||||
return copy.deepcopy(cached["payload"])
|
||||
|
||||
def _invalidate_access_token(self) -> None:
|
||||
with self._token_lock:
|
||||
self._access_token = ""
|
||||
self._access_expires_at = None
|
||||
|
||||
@classmethod
|
||||
def _validate_payload(cls, payload: dict[str, Any]) -> None:
|
||||
try:
|
||||
error_code = int(payload.get("errorcode") or 0)
|
||||
except (TypeError, ValueError):
|
||||
error_code = -1
|
||||
if error_code != 0:
|
||||
message = str(payload.get("errmsg") or "未知错误")
|
||||
raise AdapterError(f"iFinD 返回错误:{message[:200]}")
|
||||
|
||||
@classmethod
|
||||
def _is_auth_error(cls, payload: dict[str, Any]) -> bool:
|
||||
try:
|
||||
error_code = int(payload.get("errorcode") or 0)
|
||||
except (TypeError, ValueError):
|
||||
error_code = 0
|
||||
message = str(payload.get("errmsg") or "").casefold()
|
||||
return error_code in cls.AUTH_ERROR_CODES or "token" in message or "鉴权" in message
|
||||
|
||||
@staticmethod
|
||||
def _table_rows(payload: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
tables = payload.get("tables") or []
|
||||
if isinstance(tables, dict):
|
||||
tables = [tables]
|
||||
rows: list[dict[str, Any]] = []
|
||||
for block in tables if isinstance(tables, list) else []:
|
||||
if not isinstance(block, dict):
|
||||
continue
|
||||
table = block.get("table") or {}
|
||||
if not isinstance(table, dict):
|
||||
continue
|
||||
times = block.get("time") or []
|
||||
codes = block.get("thscode") or block.get("thscodes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [codes]
|
||||
lengths = [len(value) for value in table.values() if isinstance(value, list)]
|
||||
row_count = max(lengths or [len(times) if isinstance(times, list) else 0, 1 if table else 0])
|
||||
for index in range(row_count):
|
||||
row: dict[str, Any] = {}
|
||||
if isinstance(times, list) and index < len(times):
|
||||
row["time"] = times[index]
|
||||
if codes:
|
||||
row["thscode"] = codes[index] if index < len(codes) else codes[0]
|
||||
for field, values in table.items():
|
||||
if isinstance(values, list):
|
||||
row[field] = values[index] if index < len(values) else None
|
||||
elif index == 0:
|
||||
row[field] = values
|
||||
rows.append(row)
|
||||
return rows
|
||||
|
||||
@staticmethod
|
||||
def _codes(codes: str | list[str]) -> str:
|
||||
if isinstance(codes, list):
|
||||
values = [str(code or "").strip().upper() for code in codes]
|
||||
else:
|
||||
values = [part.strip().upper() for part in str(codes or "").split(",")]
|
||||
values = [value for value in values if value]
|
||||
if not values:
|
||||
raise AdapterError("iFinD 证券代码不能为空。")
|
||||
if len(values) > 100:
|
||||
raise AdapterError("iFinD 单次证券代码过多。")
|
||||
return ",".join(values)
|
||||
|
||||
@staticmethod
|
||||
def _display_date(value: str) -> str:
|
||||
compact = str(value or "").replace("-", "")
|
||||
if len(compact) != 8 or not compact.isdigit():
|
||||
raise AdapterError("iFinD 日期格式不正确。")
|
||||
return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
|
||||
|
||||
@staticmethod
|
||||
def _parse_datetime(value: Any) -> datetime | None:
|
||||
text = str(value or "").strip()
|
||||
if not text:
|
||||
return None
|
||||
try:
|
||||
return datetime.fromisoformat(text)
|
||||
except ValueError:
|
||||
return None
|
||||
|
||||
|
||||
def _indicators(value: Any) -> list[str]:
|
||||
if isinstance(value, list):
|
||||
return [str(item).strip() for item in value if str(item).strip()]
|
||||
return [part.strip() for part in str(value or "").split(",") if part.strip()]
|
||||
|
||||
|
||||
ADAPTER = IfindAdapter()
|
||||
@@ -0,0 +1,218 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import time
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||
TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
|
||||
TENCENT_QUOTE_BATCH = 80
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
|
||||
|
||||
class TencentAdapter(MarketAdapter):
|
||||
name = "tencent"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
if dataset in {"quotes", "quotes_latest"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
return self.fetch_quotes(list(codes))
|
||||
if dataset in {"quotes_market", "market_quotes"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
return self.fetch_quotes(list(codes))
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
request = urllib.request.Request(
|
||||
TENCENT_INDEX_URL,
|
||||
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
raw = response.read().decode("gb18030", errors="ignore")
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||
result = []
|
||||
for line in raw.splitlines():
|
||||
if '="' not in line:
|
||||
continue
|
||||
fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
continue
|
||||
code = fields[2]
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
try:
|
||||
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
|
||||
except ValueError as exc:
|
||||
raise AdapterError(f"Tencent invalid quote time for {code}") from exc
|
||||
ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": fields[1] or code,
|
||||
"price": round4(finite_number(fields[3])),
|
||||
"pct_chg": round4(finite_number(fields[32])),
|
||||
"change_amount": round4(finite_number(fields[31])),
|
||||
"open": round4(finite_number(fields[5])),
|
||||
"high": round4(finite_number(fields[33])),
|
||||
"low": round4(finite_number(fields[34])),
|
||||
"previous_close": round4(finite_number(fields[4])),
|
||||
"amount": round4(finite_number(fields[37]) * 10000),
|
||||
"quote_time_epoch": int(quote_time.timestamp()),
|
||||
"quote_time": quote_time.isoformat(timespec="seconds"),
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||
symbols: list[str] = []
|
||||
seen: set[str] = set()
|
||||
for raw in codes:
|
||||
symbol = _tencent_symbol(str(raw or ""))
|
||||
if not symbol or symbol in seen:
|
||||
continue
|
||||
seen.add(symbol)
|
||||
symbols.append(symbol)
|
||||
if not symbols:
|
||||
return []
|
||||
result: list[dict[str, Any]] = []
|
||||
errors: list[str] = []
|
||||
for index in range(0, len(symbols), TENCENT_QUOTE_BATCH):
|
||||
batch = symbols[index:index + TENCENT_QUOTE_BATCH]
|
||||
try:
|
||||
raw = self._get_text(f"{TENCENT_QUOTE_URL}{','.join(batch)}")
|
||||
except AdapterError as exc:
|
||||
errors.append(str(exc))
|
||||
continue
|
||||
for line in raw.splitlines():
|
||||
quote = _parse_tencent_stock_quote(line)
|
||||
if quote:
|
||||
result.append(quote)
|
||||
if not result:
|
||||
detail = f";{'; '.join(errors[:3])}" if errors else ""
|
||||
raise AdapterError(f"Tencent quotes empty{detail}")
|
||||
return result
|
||||
|
||||
def _get_text(self, url: str) -> str:
|
||||
request = urllib.request.Request(
|
||||
url,
|
||||
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
return response.read().decode("gb18030", errors="ignore")
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _tencent_symbol(code: str) -> str:
|
||||
raw = str(code or "").strip().upper()
|
||||
if not raw:
|
||||
return ""
|
||||
symbol = raw.split(".")[0]
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return ""
|
||||
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
return f"sh{symbol}"
|
||||
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
|
||||
return f"bj{symbol}"
|
||||
return f"sz{symbol}"
|
||||
|
||||
|
||||
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
|
||||
if '="' not in line:
|
||||
return None
|
||||
prefix, payload = line.split('="', 1)
|
||||
fields = payload.rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
return None
|
||||
symbol = str(fields[2] or "")
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = round4(finite_number(fields[3]))
|
||||
previous = round4(finite_number(fields[4]))
|
||||
if not close or not previous or close <= 0 or previous <= 0:
|
||||
return None
|
||||
marker = prefix.lower()
|
||||
if "sh" in marker:
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif "bj" in marker:
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
quote_stamp = ""
|
||||
quote_date = ""
|
||||
epoch = 0
|
||||
try:
|
||||
parsed = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
|
||||
quote_date = parsed.strftime("%Y%m%d")
|
||||
epoch = int(parsed.timestamp())
|
||||
quote_stamp = parsed.astimezone().isoformat(timespec="seconds")
|
||||
except ValueError:
|
||||
pass
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": fields[1] or symbol,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pct_chg": round4(finite_number(fields[32])),
|
||||
"change_amount": round4(finite_number(fields[31])),
|
||||
"open": round4(finite_number(fields[5])),
|
||||
"high": round4(finite_number(fields[33])),
|
||||
"low": round4(finite_number(fields[34])),
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"volume": round4(finite_number(fields[6]) * 100),
|
||||
"vol": round4(finite_number(fields[6]) * 100),
|
||||
"amount": round4(finite_number(fields[37]) * 10000),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": quote_stamp,
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
@@ -0,0 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("ths")
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user