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@@ -5,6 +5,11 @@ APP_ENCRYPTION_KEY=
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# the system settings; all accounts use the same backend market snapshot.
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TUSHARE_TOKEN=your_tushare_token_here
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# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
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# default off in config/datahub.config.json, so the website keeps using Tushare.
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DATAHUB_BASE_URL=http://127.0.0.1:8766
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DATAHUB_TOKEN=
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# Optional iFinD HTTP credential. The backend exchanges it for a short-lived
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# access token and never exposes either token to browsers.
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IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
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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/
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datahub-data/
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xiaobai-datahub/data/
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xiaobai-datahub/.venv/
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data/*.bak
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data/*.backup
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*.log
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@@ -54,7 +54,9 @@ background scheduler
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feature repository mixins; do not add feature queries to it.
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- `backend/jobs/` owns job definitions, locks, retries, idempotency, and persisted run state.
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`backend/jobs/service.py` is the application-facing owner of scheduler start/stop, manual
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refresh submission, and periodic refresh coordination.
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refresh submission, and periodic refresh coordination. `backend/jobs/refresh.py` owns
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whether a dashboard payload is a usable refresh result versus a failed job, and whether
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after-hours official catch-up is due.
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- `backend/llm/` owns model selection, membership/quota checks, fallback, provider transport,
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streaming rules, and call audit. Feature agents only prepare messages and interpret
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feature-specific results.
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@@ -1,252 +1,46 @@
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# 小白复盘
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> 一个给 A 股股民自己用的**盘后复盘工作台**。
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> 收盘以后打开它,把「今天市场到底发生了什么」按情绪、梯队、轮动、竞价、龙虎榜一条条看明白,再决定明天激进还是保守。
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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。
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**一句话定位**:小白复盘是一套可以自己部署、自己掌控数据的 A 股盘后复盘工具。它把散落在各个行情软件里的涨停、炸板、连板梯队、板块轮动、集合竞价、龙虎榜数据,整理成一套**看得懂、能追问、可记录**的复盘界面。
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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)。
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它**不是**行情交易软件,**不接券商、不代为下单**,也不提供任何形式的个股推荐。
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## 主要功能
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---
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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`。
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## 一、为什么值得试(项目亮点)
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- **情绪周期**:0–100 情绪温度与阶段判定(默认首页)
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- **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
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- **市场天梯**:按连板高度排列的市场梯队
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- **板块轮动**:近若干交易日板块热力与成分下钻
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- **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
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- **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
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- **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
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- **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)
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- **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。
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- **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
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1. **先看情绪,再看个股**
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用一个 0–100 的「情绪温度」,把当天市场的冷热程度和它处在哪个阶段(冰点 → 修复 → 发酵 → 高潮 → 分化 → 退潮)直接摆在第一屏。先判断环境,再谈个股。
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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。
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2. **说的就是短线玩家的话**
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晋级、断板、连板高度、梯队完整度、封单额、炸板……这些词不用解释,界面上原样呈现,不用再自己在行情软件里一层层翻。
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## 技术栈
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3. **不会写公式,也能按自己的想法筛股票**
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可以直接写一句人话(比如「连续两天放量上涨且不是 ST」),系统会把它编译成受控公式再执行筛选。技术活儿交给程序,判断权始终在你手上。
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| 层面 | 说明 |
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| --- | --- |
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| 运行时 | Python 3.12;标准库 `ThreadingHTTPServer`,无独立 Web 框架 |
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| 依赖 | `requirements.txt` 仅含 `cryptography`;问天历法使用仓库内 `vendor/lunar_python` |
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| 数据库 | SQLite(WAL),默认文件 `data/review.db` |
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| 前端 | 原生 HTML / CSS / JavaScript,无打包、无构建步骤 |
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| 部署 | Docker / Docker Compose,或本机直接运行 `server.py` |
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| 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 |
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4. **有问题可以「问」**
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- **问师**:挑一位游资思维模型,系统自动把当天情绪、梯队、龙虎榜等数据喂给它,单师对话,边看数据边追问。
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- **问天**:一个偏传统文化视角的模块,分「观势 / 观气 / 观心」三部分,看盘之外也给自己留一段安静时间。
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## 环境要求
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5. **复盘能留下来,而不是第二天就忘**
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交易日志可以记录当时的买卖逻辑和情绪标签(平静 / 笃定 / 犹豫 / 焦虑 / 冲动),配合每日复盘三问和提醒中心,帮自己看清是不是在情绪化操作。
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- Python 3.12(与 `Dockerfile` 一致)
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- 本机启动:能执行 `python` / `pip`
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- Docker 部署:Docker Engine 24+,Compose v2(`docker compose`)
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- 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)
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- 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
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6. **数据在自己手里**
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所有数据存在部署机器本地的 SQLite 数据库里,账号密码用 scrypt 哈希保存,行情 Token 和模型密钥加密存放。没有云端账号,不上传个人交易记录。
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7. **一套界面,白天晚上都能看**
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内置日间 / 夜间两套配色,股票代码上悬停就弹出日 K 与分时小图,`Ctrl + K` 可以全局搜索股票、板块和题材。
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||||
---
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## 二、主要功能
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界面左侧一共有 **16 个页面**,另有一个内嵌页面(策略持续跟踪)。下面按分组说明。
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### 2.1 市场数据(登录即可用)
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| 页面 | 解决什么问题 | 打开后能看到什么 |
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| --- | --- | --- |
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| **情绪周期** | 收盘后说不清市场整体冷热、处在什么阶段 | 0–100 情绪温度、升温 / 降温方向、六阶段判定、由五个维度(市场宽度 20、涨停生态 25、赚钱效应 30、连板结构 15、成交活跃度 10)加权算出 |
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| **涨停池** | 当天封板的票散在各处,看不出封板结构 | 按首板 / 2 板 / 3 板+ 筛选,含首封时间、开板次数、封单额、涨停原因 |
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| **炸板池** | 触板没封住容易被误当成涨停 | 距涨停还差多少、开了几次板、炸板原因 |
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| **跌停板** | 亏钱效应集中在哪不直观 | 连续跌停天数、风险线索、风险行业聚集提示 |
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| **昨日涨停** | 昨天追板的人今天怎么样 | 晋级 / 炸板 / 跌停 / 断板四类结果,加一条「兑现率」(收红口径)摘要 |
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| **涨停表现** | 梯队到底健不健康 | 按连板高度看晋级率、收红率、平均涨幅,并给出当日结论 |
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| **市场天梯** | 连板梯队靠手翻拼不出来 | 从首板逐层排到当天最高板(至少展示 5 层),配市场高度与梯队完整度指标 |
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| **板块轮动** | 热点是延续还是一日游 | 最近 9 个交易日、Top 12 板块的热力矩阵,点板块可跨日高亮看连续性,并可下钻到申万二级成分股 |
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| **集合竞价** | 9:25 的竞价信息太散 | 四个页签:重点异动 / 我的自选 / 全部候选 / 竞价一字;关注分满分 100,可按「超预期 / 符合预期 / 低于预期」筛选;9:30 后停止更新,冻结归档供复盘 |
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| **题材库** | 题材排行和成分股要开好几个网站 | 左边题材排行、右边成分股,题材上悬停直接出日 K / 分时预览 |
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| **人气热榜** | 各家榜单各看各的 | 同花顺 + 东方财富双榜汇总,可切单榜或看「双榜共识」 |
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| **龙虎榜** | 上榜明细和游资动向查起来费劲 | 每日明细、净买入 / 净卖出筛选、活跃游资,点游资可看当日操作,游资档案带席位归类 |
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### 2.2 智能功能(会员可用)
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| 页面 | 解决什么问题 | 打开后能看到什么 |
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| --- | --- | --- |
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| **智能选股** | 自己写条件门槛高,盘中手翻太累 | 三种模式:① 六阶段策略,当日行情更新后(15:10 之后)自动计算;② **29 套精选策略库**,每套都标注适用环境、失效风险与准入条件;③ 自定义选股,自然语言写条件 → 编译成受控公式 → 确定性筛选执行 → 滚动回测 |
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| **策略持续跟踪** | 选出来的票加完自选就忘了为什么选 | 只有手动加入的候选才进入跟踪,展示 T+1 开盘 / 收盘、T+3、T+5、最大涨幅与最大回撤,到期自动提醒 |
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| **问师** | 复盘时没人讨论、视角单一 | 选一位游资思维模型单师对话,系统按模型流派自动喂情绪、梯队、龙虎榜等对应数据,回答为流式输出并带动态追问 |
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| **问天** | 想换个视角看市场,也想让自己静下来 | **观势**:用市场数据生成三才六爻,用来观察「势」;**观气**:依干支、精确节气、五运六气观察「运」;**观心**:不看盘、不输问题,先准备 1 秒,接着做 5 轮「吸气 3 秒、停顿 2 秒、呼气 4 秒」,再以六次三枚铜钱起卦完成一次问心仪式 |
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| **我的复盘** | 交易散养、不复盘、情绪化操作 | 结构化交易日志(方向、价格、仓位、盈亏、逻辑、执行、情绪、标签)、每日复盘三问、提醒中心、复盘助手(读取你的日志与市场数据,给出分析和条件化计划) |
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> 说明:卦象、干支、节气与气机关系全部由本地程序确定性计算,大模型只负责文字解释,不参与起卦,也不会改动结果。
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### 2.3 全局能力
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- 股票 / 板块 / 题材上悬停,弹出日 K 与分时快速预览
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- `Ctrl + K` 全局搜索
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- 日间 / 夜间双主题一键切换
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- 提醒中心集中查看策略跟踪与手工提醒
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- 登录页有一组会动的小 K 线小人(红涨绿跌)
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||||
---
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||||
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||||
## 三、特色页面展示
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下面 25 张图全部是深色主题下的真实页面。普通行情只作带过,重点放在智能选股、问师和问天。
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||||
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||||
### 3.1 市场一览
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||||
情绪周期总览:0–100 温度、当前阶段与五维构成。
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||||
|
||||

|
||||
|
||||
市场天梯、板块轮动、龙虎榜三拼带过。
|
||||
|
||||

|
||||
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||||
### 3.2 智能选股
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||||
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||||
29 套精选策略库。
|
||||
|
||||

|
||||
|
||||
单套策略详情:适用环境、失效风险、准入条件与评分权重。
|
||||
|
||||

|
||||
|
||||
六阶段策略:阶段识别 → 策略匹配 → 执行选股。
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||||
|
||||

|
||||
|
||||
自然语言编译出的受控公式特写。
|
||||
|
||||

|
||||
|
||||
自定义选股结果与回测摘要。
|
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|
||||

|
||||
|
||||
策略全流程动效。
|
||||
|
||||

|
||||
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||||
策略持续跟踪:T+1 开盘 / 收盘、后续回看与回撤。
|
||||
|
||||

|
||||
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||||
### 3.3 问师
|
||||
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||||
游资思维模型列表。
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|
||||

|
||||
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||||
结合当日盘面的流式回答。
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|
||||

|
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回答尾部的话题追问与输入区。
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|
||||

|
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### 3.4 问天
|
||||
|
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观势 / 观气 / 观心三观总览。
|
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|
||||

|
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观势完整结果:卦象、势值、六爻与行情对应。
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观势卦象展现过程。
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|
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观势解势载入动画。
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|
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观气主界面:干支、节气与气机关系。
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|
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|
||||
|
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三层气机与客主加临特写。
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|
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|
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观气解运动画。
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|
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|
||||
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观心入口:五步流程。
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|
||||

|
||||
|
||||
观心呼吸引导。
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|
||||

|
||||
|
||||
观心六次摇钱起卦。
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|
||||

|
||||
|
||||
### 3.5 我的复盘与全局
|
||||
|
||||
交易日志与情绪五标签(平静 / 笃定 / 犹豫 / 焦虑 / 冲动)。
|
||||
|
||||

|
||||
|
||||
复盘助手读取日志与市场数据后流式输出。
|
||||
|
||||

|
||||
|
||||
`Ctrl + K` 全局搜索,以及代码悬停弹出的日 K 预览。
|
||||
|
||||

|
||||
|
||||
---
|
||||
|
||||
## 四、适合谁用
|
||||
|
||||
- **每天收盘后不知道从哪看起的散户**:先给一个情绪温度和阶段,再往下拆。
|
||||
- **做短线、看连板梯队的人**:晋级、断板、高度、完整度都在一个页面里。
|
||||
- **想按自己的条件筛股票、但不会写公式的人**:说人话就行。
|
||||
- **知道自己「管不住手」的人**:交易日志 + 情绪标签 + 每日复盘三问,把情绪化操作摆到自己面前。
|
||||
- **在意数据隐私、想把工具放在自己机器上的人**:私有部署,数据不出本机。
|
||||
- **对传统文化视角感兴趣的玩家**:问天的观势 / 观气 / 观心提供了另一种看市场的方式。
|
||||
|
||||
**不太适合**:想要一键自动下单的人(本项目不接券商);想要「跟着买就能赚」的人(本项目不提供任何形式的投资建议)。
|
||||
|
||||
---
|
||||
|
||||
## 五、一天怎么用(典型流程)
|
||||
|
||||
1. **收盘后 10 分钟:定环境**
|
||||
打开「情绪周期」,看温度多少、在哪个阶段、是升温还是降温。先定下明天的基调是激进还是保守。
|
||||
|
||||
2. **看结构:谁在涨、涨到几板**
|
||||
进「市场天梯」看连板梯队和市场高度,再到「涨停池 / 炸板池 / 跌停板」看当天的封板结构与亏钱效应。
|
||||
|
||||
3. **看延续:热点有没有搬家**
|
||||
进「板块轮动」,点几个强势板块,看它们在最近 9 天是连续走强还是只有一天行情。
|
||||
|
||||
4. **看结果:昨天追板的人今天怎么样**
|
||||
进「昨日涨停」和「涨停表现」,对照梯队健康度,检验自己的判断。
|
||||
|
||||
5. **查人气与席位**
|
||||
「人气热榜」看双榜共识,「龙虎榜」看活跃游资当天做了什么。
|
||||
|
||||
6. **按自己的条件选一批候选**
|
||||
进「智能选股」,要么用六阶段策略或 29 套精选策略,要么直接写一句人话让它编译成公式。选出来的候选**手动**加入「策略持续跟踪」,后面 T+1 / T+3 / T+5 会自动提醒你回看。
|
||||
|
||||
7. **有疑问就问**
|
||||
「问师」按游资思维模型边看数据边追问;想静一静就去「问天」做一次观心。
|
||||
|
||||
8. **记下来**
|
||||
在「我的复盘」里写当天交易日志(含情绪标签)和复盘三问。第二天开盘前,先回看昨天的记录。
|
||||
|
||||
---
|
||||
|
||||
## 六、部署与访问
|
||||
|
||||
> 本项目为**私有部署的个人工具**,没有官方在线版,也不提供公共账号。
|
||||
|
||||
- **部署方式**:仓库内提供 `Dockerfile` 与 `compose.yaml`,在已有 Docker 环境的机器上即可启动;也可直接用 Python 运行 `server.py` 在本机启动。
|
||||
- **访问方式**:部署完成后通过浏览器访问该机器上的服务端口(默认 8765),**具体地址由部署者自己决定**。出于安全考虑,本文档不写任何内网 IP、账号、密码或密钥。
|
||||
- **数据存放**:所有行情快照、复盘记录与账号数据都存在部署机器本地的 SQLite 数据库文件中(`data/review.db`),随 `data/` 目录一起备份即可。
|
||||
- **账号**:首次使用先注册,第一个注册的账号自动成为管理员,之后注册的默认为普通用户。
|
||||
- **数据来源**:行情数据来自 Tushare Pro 等第三方数据接口(部分分时数据优先使用同花顺 iFinD),**需要部署者自己申请并配置 Token**;部分接口的可用性取决于数据源方的授权与积分权限,个别数据缺失时页面会明确提示,不会用估算值顶替。
|
||||
- **大模型功能**:问师、问天解释、复盘助手、自然语言编译公式等需要配置一个 OpenAI 兼容的接口,由部署者自行配置与管理额度;未配置时这些对话与解释功能不可用,市场数据部分不受影响。
|
||||
|
||||
### 本机启动
|
||||
## 安装与启动
|
||||
|
||||
仓库根目录即为运行目录(`server.py`、`requirements.txt` 都在根目录)。
|
||||
|
||||
@@ -255,94 +49,90 @@ python -m pip install -r requirements.txt
|
||||
python server.py
|
||||
```
|
||||
|
||||
默认监听本机回环地址、端口 `8765`(仅本机浏览器可访问)。首次使用先注册账号。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。
|
||||
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。
|
||||
|
||||
Windows 下若需要后台启动,并把日志、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),可使用:
|
||||
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
|
||||
```
|
||||
|
||||
### Docker 部署
|
||||
该脚本默认端口为 `8797`。统一验收:
|
||||
|
||||
局域网或服务器部署使用仓库根目录的 `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)。
|
||||
```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。
|
||||
## Docker 使用
|
||||
|
||||
`.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。请将 `.env` 与数据库一起备份,丢失 `APP_ENCRYPTION_KEY` 后无法恢复加密资料。
|
||||
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`。
|
||||
|
||||
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。
|
||||
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:
|
||||
|
||||
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。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。
|
||||
```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
|
||||
```
|
||||
|
||||
### 相关文档
|
||||
3. 检查健康接口:
|
||||
|
||||
- [ARCHITECTURE.md](ARCHITECTURE.md) — 模块边界与源码职责
|
||||
```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
|
||||
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)
|
||||
```
|
||||
|
||||
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。
|
||||
|
||||
相关文档:
|
||||
|
||||
- [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
|
||||
|
||||
**技术组成(简要)**
|
||||
## 注意事项与免责声明
|
||||
|
||||
| 层面 | 说明 |
|
||||
| --- | --- |
|
||||
| 后端 | Python 3.12,仅用标准库自带的 HTTP 服务与自研路由,第三方依赖极少 |
|
||||
| 数据库 | SQLite(WAL 模式),单文件,易备份 |
|
||||
| 前端 | 原生 JavaScript + HTML,无构建工具、无打包步骤,改完刷新即可 |
|
||||
| 部署 | Docker / Docker Compose,或本机直接运行 |
|
||||
| 安全 | 账号密码 scrypt 哈希存储;行情 Token 与模型密钥使用 `APP_ENCRYPTION_KEY` 加密后存库,密钥与数据库需一起备份 |
|
||||
|
||||
---
|
||||
|
||||
## 七、免责声明
|
||||
|
||||
- 本项目是一个**个人研究与复盘工具**,所提供的全部数据、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**。
|
||||
- 本项目**不接券商、不代为下单**,交易日志只做手工记录与统计,不代表任何实际成交。
|
||||
- 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结果**,不预测未来走势,不保证任何收益。历史统计与回测结果不代表未来表现。
|
||||
- 「问天」模块属于**传统文化视角的娱乐化观察**,卦象、干支、节气与气机关系由本地程序确定性生成,用于换个角度看市场和自我觉察,**不具备预测功能,不得作为投资依据**。
|
||||
- 行情数据来自第三方接口,可能存在延迟、缺失或口径调整;页面会在数据不可用时明确提示,请以交易所与券商正式披露的数据为准。
|
||||
- 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。
|
||||
|
||||
---
|
||||
|
||||
## 附:精简版项目推荐语
|
||||
|
||||
> 下面三段可以单独整段复制转发,不需要带图也能看懂。
|
||||
|
||||
### 一句话版(约 60 字,适合评论区、群聊快速安利)
|
||||
|
||||
> 小白复盘:一个自己部署的 A 股盘后复盘工作台——情绪、梯队、轮动、龙虎榜一页页看明白;说人话就能选股,不荐股、不下单,数据只存自己机器。
|
||||
|
||||
### 短版(约 320 字,适合社交平台、群聊、朋友圈)
|
||||
|
||||
> 发现一个挺特别的 A 股盘后复盘工具,叫「小白复盘」。
|
||||
>
|
||||
> 它不荐股、也不下单,就专心做一件事:把收盘后散落在各个软件里的信息整理成人看得懂的样子。打开先给你一个 0–100 的情绪温度和「冰点→修复→发酵→高潮→分化→退潮」六个阶段,让你先知道今天是什么环境;然后连板梯队、涨停炸板、板块轮动的 9 天热力图、集合竞价、龙虎榜游资动向,一页一页往下看。
|
||||
>
|
||||
> 最惊喜的是不会写公式也能选股——直接写一句人话,它帮你编译成条件去筛。还有「问师」可以按游资思维跟你对话,「问天」用卦象换个角度看市场、也让你静一静。
|
||||
>
|
||||
> 数据存在自己机器上的本地数据库里,私有部署,不上传。
|
||||
>
|
||||
> 提醒一句:它只是个把信息摆清楚的工具,不荐股也不下单,不构成投资建议。
|
||||
|
||||
### 稍长版(约 580 字,适合发论坛、公众号、仓库简介)
|
||||
|
||||
> **小白复盘 —— 给 A 股股民自己的盘后复盘工作台**
|
||||
>
|
||||
> 收盘以后,你是怎么复盘的?在好几个软件之间来回切,还是干脆不复盘?
|
||||
>
|
||||
> 小白复盘是一套可以自己部署的 A 股盘后复盘工具。它把涨停、炸板、跌停、连板梯队、板块轮动、集合竞价、龙虎榜这些散落各处的数据,整理成 16 个看得懂的页面:
|
||||
>
|
||||
> - **情绪周期**:0–100 情绪温度 + 六阶段判定,由市场宽度、涨停生态、赚钱效应、连板结构、成交活跃度五个维度加权算出,先看环境再看个股。
|
||||
> - **市场天梯**:从首板一路排到当天最高板,配市场高度与梯队完整度。
|
||||
> - **板块轮动**:近 9 个交易日 Top 12 板块热力矩阵,点一下就能看出热点是延续还是一日游。
|
||||
> - **集合竞价**:关注分满分 100,9:30 后自动冻结归档,专门留给复盘看。
|
||||
> - **龙虎榜**:席位明细、活跃游资、游资档案打通,点游资就能看它当天做了什么。
|
||||
> - **智能选股**:29 套精选策略(每套都写了适用环境和失效风险),也可以直接写一句人话,让它编译成公式去筛选。
|
||||
> - **问师 / 问天 / 我的复盘**:一个陪你按游资思维聊数据,一个用传统卦象换个角度看市场,一个帮你记下每笔交易的逻辑和情绪。
|
||||
>
|
||||
> 它不接券商、不代为下单,也不给出任何个股推荐——只负责把信息摆清楚,判断始终在你自己手里。所有数据存在你自己机器的本地 SQLite 里,私有部署,不上传。
|
||||
>
|
||||
> 项目私有部署、无公共在线版;文中所有功能描述均对应现有实现,不构成投资建议,市场有风险。
|
||||
|
||||
@@ -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
|
||||
|
||||
|
||||
@@ -11,6 +11,8 @@ 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(),
|
||||
"datahub_token": str(environment.get("DATAHUB_TOKEN") or "").strip(),
|
||||
"datahub_base_url": str(environment.get("DATAHUB_BASE_URL") or "").strip(),
|
||||
"ifind_refresh_token": str(environment.get("IFIND_REFRESH_TOKEN") or "").strip(),
|
||||
"ifind_access_token": str(environment.get("IFIND_ACCESS_TOKEN") or "").strip(),
|
||||
"platform_llm_primary_api_key": str(
|
||||
|
||||
@@ -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 +1,255 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import sys
|
||||
from typing import Any, Callable
|
||||
|
||||
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.settings import DatahubSettings
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.datahub")
|
||||
ShadowSink = Callable[[dict[str, Any]], None]
|
||||
EMPTY_FAIL_DATASETS = {"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction"}
|
||||
|
||||
|
||||
def looks_like_heaven(module_name: str, filename: str = "") -> bool:
|
||||
"""问天调用栈识别。问天未永久冻结,只是本阶段仍走旧 Tushare 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 query(
|
||||
self,
|
||||
api_name: str,
|
||||
params: dict[str, Any] | None,
|
||||
fields: str,
|
||||
legacy_query: Callable[..., list[dict[str, Any]]],
|
||||
) -> list[dict[str, Any]]:
|
||||
dataset = API_TO_DATASET.get(api_name)
|
||||
# 问天允许后续纳入 datahub;首批只读接入仍保持旧链路,避免误切。
|
||||
if not dataset or self.heaven_guard():
|
||||
return legacy_query(api_name, params, fields)
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read and not flags.shadow:
|
||||
return legacy_query(api_name, params, fields)
|
||||
|
||||
hub_rows: list[dict[str, Any]] | None = None
|
||||
hub_meta: dict[str, Any] = {}
|
||||
hub_error: str | None = None
|
||||
hub_canonical: list[dict[str, Any]] = []
|
||||
try:
|
||||
response = self._fetch_dataset(dataset, params or {})
|
||||
hub_canonical = self._extract_rows(dataset, response, params or {})
|
||||
hub_rows = to_native_rows(dataset, hub_canonical)
|
||||
hub_meta = dict(response.meta)
|
||||
self._validate_usable(dataset, hub_rows, response)
|
||||
except Exception as exc:
|
||||
hub_error = self._error_text(exc)
|
||||
self._log_failure(dataset, exc)
|
||||
|
||||
if flags.shadow:
|
||||
try:
|
||||
legacy_rows = legacy_query(api_name, params, fields)
|
||||
except Exception as exc:
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
self._emit_shadow(compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc)))
|
||||
return project_fields(hub_rows, fields)
|
||||
raise
|
||||
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error))
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
return project_fields(hub_rows, fields)
|
||||
return legacy_rows
|
||||
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
return project_fields(hub_rows, fields)
|
||||
return legacy_query(api_name, params, fields)
|
||||
|
||||
def _fetch_dataset(self, dataset: str, params: dict[str, Any]) -> 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,
|
||||
}
|
||||
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"
|
||||
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) -> 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 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:
|
||||
LOGGER.warning(
|
||||
"datahub fallback dataset=%s error=%s",
|
||||
dataset,
|
||||
redact_text(self._error_text(exc), 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())
|
||||
|
||||
|
||||
class DatahubAwareTushareClient:
|
||||
def __init__(self, legacy: TushareClient, bridge: DatahubBridge) -> None:
|
||||
self._legacy = legacy
|
||||
self._bridge = bridge
|
||||
|
||||
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, self._legacy.query)
|
||||
|
||||
def __getattr__(self, name: str) -> Any:
|
||||
return getattr(self._legacy, name)
|
||||
@@ -0,0 +1,184 @@
|
||||
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 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 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 _request(self, url: str) -> DatahubResponse:
|
||||
request = urllib.request.Request(
|
||||
url,
|
||||
headers={
|
||||
"Accept": "application/json",
|
||||
"X-Datahub-Token": self.settings.token,
|
||||
"User-Agent": "XiaobaiReviewDatahub/1.0",
|
||||
},
|
||||
method="GET",
|
||||
)
|
||||
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 +1,134 @@
|
||||
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
|
||||
|
||||
|
||||
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,
|
||||
) -> dict[str, Any]:
|
||||
hub = hub_rows or []
|
||||
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)
|
||||
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,
|
||||
"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 _compare_fields(dataset: str, legacy: dict[str, Any], hub: dict[str, Any]) -> 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"}
|
||||
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 +1,153 @@
|
||||
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",
|
||||
}
|
||||
|
||||
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},
|
||||
}
|
||||
|
||||
|
||||
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)
|
||||
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")))
|
||||
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 +1,39 @@
|
||||
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 +1,120 @@
|
||||
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",
|
||||
"status",
|
||||
)
|
||||
|
||||
ENV_DATASET = {
|
||||
"calendar": "CALENDAR",
|
||||
"stocks": "STOCKS",
|
||||
"daily": "DAILY",
|
||||
"index_daily": "INDEX_DAILY",
|
||||
"valuation": "VALUATION",
|
||||
"moneyflow": "MONEYFLOW",
|
||||
"auction": "AUCTION",
|
||||
"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,
|
||||
)
|
||||
@@ -3,8 +3,10 @@ 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.policy import DataSourcePolicy
|
||||
from backend.data.providers import IfindProvider, TushareProvider
|
||||
from backend.data.quality import DataQualityGate, QualityEvidence, QualityReport
|
||||
@@ -22,6 +24,7 @@ class DataGateway:
|
||||
ifind_provider: IfindProvider
|
||||
chart_data: MarketChartClient
|
||||
realtime_observer: WebRealtimeAggregator
|
||||
datahub: DatahubBridge
|
||||
|
||||
@property
|
||||
def ifind(self) -> IfindHttpClient:
|
||||
@@ -34,7 +37,13 @@ class DataGateway:
|
||||
) -> TushareClient:
|
||||
if dataset_id:
|
||||
self.policy.assert_allowed(dataset_id, "tushare", usage)
|
||||
return self.tushare_provider.client()
|
||||
return DatahubAwareTushareClient(self.tushare_provider.client(), 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 assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
|
||||
self.policy.assert_allowed(dataset_id, provider_id, usage)
|
||||
@@ -64,6 +73,7 @@ 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 ""),
|
||||
@@ -73,6 +83,8 @@ def build_data_gateway(
|
||||
lambda: str(credentials.get("tushare_token") or "")
|
||||
)
|
||||
policy = DataSourcePolicy.load()
|
||||
settings = datahub_settings or DatahubSettings.load(credentials=credentials)
|
||||
datahub_client = DatahubClient(settings)
|
||||
return DataGateway(
|
||||
policy=policy,
|
||||
quality=DataQualityGate.load(policy),
|
||||
@@ -80,4 +92,5 @@ def build_data_gateway(
|
||||
ifind_provider=IfindProvider(ifind),
|
||||
chart_data=MarketChartClient(ifind, EastmoneyChartClient()),
|
||||
realtime_observer=WebRealtimeAggregator(),
|
||||
datahub=DatahubBridge(settings, datahub_client),
|
||||
)
|
||||
|
||||
@@ -79,6 +79,8 @@ 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 +99,8 @@ 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 +142,68 @@ 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"
|
||||
|
||||
@classmethod
|
||||
def _preparing_display_notice(cls, actual_date: str, requested_date: str) -> str:
|
||||
shown = cls._chinese_month_day(actual_date)
|
||||
requested = str(requested_date or "").replace("-", "")
|
||||
if requested == date.today().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 != date.today().strftime("%Y%m%d"):
|
||||
return False
|
||||
meta = snapshot.get("meta") or {}
|
||||
incomplete = (
|
||||
meta.get("limit_data_source") == "derived"
|
||||
or bool(meta.get("carried_forward"))
|
||||
or str(meta.get("trade_date") or "").replace("-", "") != requested_date
|
||||
)
|
||||
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)
|
||||
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]:
|
||||
@@ -152,7 +218,7 @@ class MarketServiceMixin:
|
||||
"notice": reason,
|
||||
}
|
||||
)
|
||||
return carried
|
||||
return self._annotate_data_status(carried)
|
||||
|
||||
def _realtime_snapshot_due(
|
||||
self,
|
||||
@@ -197,14 +263,14 @@ 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", {})
|
||||
meta["source"] = 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(
|
||||
@@ -233,8 +299,11 @@ class MarketServiceMixin:
|
||||
except TushareError as 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"
|
||||
@@ -1160,7 +1229,7 @@ class MarketServiceMixin:
|
||||
"storage": "sqlite",
|
||||
"cached": cached,
|
||||
}
|
||||
return result
|
||||
return self._annotate_data_status(result)
|
||||
|
||||
@staticmethod
|
||||
def _record_count(dashboard: dict[str, Any]) -> int:
|
||||
|
||||
@@ -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 +1,46 @@
|
||||
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")
|
||||
):
|
||||
return False
|
||||
return True
|
||||
@@ -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 +1,45 @@
|
||||
# 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:-}"
|
||||
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"
|
||||
@@ -12,6 +12,9 @@ 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`: optional read-only client for `xiaobai-datahub`. Each dataset has its
|
||||
own `read` / `shadow` flag, all default off. Environment variables `DATAHUB_READ_*` and
|
||||
`DATAHUB_SHADOW_*` can override a single dataset without a master switch.
|
||||
- `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,
|
||||
|
||||
@@ -204,6 +204,11 @@
|
||||
"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": "optional official EOD read path behind per-dataset flags"
|
||||
},
|
||||
{
|
||||
"provider": "ifind",
|
||||
"path": "backend/data/providers/ifind_client.py",
|
||||
@@ -278,6 +283,18 @@
|
||||
"owner": "backend/data/providers/tushare.py",
|
||||
"compatibility_fallback": "backend/features/market/service.py"
|
||||
},
|
||||
{
|
||||
"client": "DatahubClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "DatahubBridge",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "DatahubAwareTushareClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "IfindHttpClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
@@ -313,6 +330,7 @@
|
||||
"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": [
|
||||
@@ -455,8 +473,8 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/shell.css",
|
||||
"bytes": 63659,
|
||||
"lines": 3763
|
||||
"bytes": 63733,
|
||||
"lines": 3767
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/engine.py",
|
||||
@@ -543,6 +561,11 @@
|
||||
"bytes": 14743,
|
||||
"lines": 342
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 14740,
|
||||
"lines": 316
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 14410,
|
||||
@@ -558,11 +581,6 @@
|
||||
"bytes": 13219,
|
||||
"lines": 289
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 12894,
|
||||
"lines": 274
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction_data.py",
|
||||
"bytes": 12829,
|
||||
@@ -768,16 +786,16 @@
|
||||
"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/features/screener/regime.py",
|
||||
"bytes": 2202,
|
||||
@@ -813,6 +831,11 @@
|
||||
"bytes": 1791,
|
||||
"lines": 46
|
||||
},
|
||||
{
|
||||
"path": "backend/jobs/refresh.py",
|
||||
"bytes": 1728,
|
||||
"lines": 46
|
||||
},
|
||||
{
|
||||
"path": "backend/features/alerts/routes.py",
|
||||
"bytes": 1687,
|
||||
|
||||
@@ -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 +1,18 @@
|
||||
{
|
||||
"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": false, "shadow": false },
|
||||
"stocks": { "read": false, "shadow": false },
|
||||
"daily": { "read": false, "shadow": false },
|
||||
"index_daily": { "read": false, "shadow": false },
|
||||
"valuation": { "read": false, "shadow": false },
|
||||
"moneyflow": { "read": false, "shadow": false },
|
||||
"auction": { "read": false, "shadow": false },
|
||||
"status": { "read": false, "shadow": false }
|
||||
}
|
||||
}
|
||||
@@ -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”。
|
||||
|
||||
|
Before Width: | Height: | Size: 423 KiB |
|
Before Width: | Height: | Size: 123 KiB |
|
Before Width: | Height: | Size: 15 MiB |
|
Before Width: | Height: | Size: 817 KiB |
|
Before Width: | Height: | Size: 8.2 MiB |
|
Before Width: | Height: | Size: 14 MiB |
|
Before Width: | Height: | Size: 344 KiB |
|
Before Width: | Height: | Size: 1.4 MiB |
|
Before Width: | Height: | Size: 7.8 MiB |
|
Before Width: | Height: | Size: 4.5 MiB |
|
Before Width: | Height: | Size: 728 KiB |
|
Before Width: | Height: | Size: 483 KiB |
|
Before Width: | Height: | Size: 616 KiB |
|
Before Width: | Height: | Size: 13 MiB |
|
Before Width: | Height: | Size: 174 KiB |
|
Before Width: | Height: | Size: 322 KiB |
|
Before Width: | Height: | Size: 5.6 MiB |
|
Before Width: | Height: | Size: 119 KiB |
|
Before Width: | Height: | Size: 186 KiB |
|
Before Width: | Height: | Size: 407 KiB |
|
Before Width: | Height: | Size: 572 KiB |
|
Before Width: | Height: | Size: 526 KiB |
|
Before Width: | Height: | Size: 272 KiB |
|
Before Width: | Height: | Size: 6.6 MiB |
|
Before Width: | Height: | Size: 233 KiB |
@@ -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
|
||||
|
||||
@@ -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。
|
||||
|
||||
@@ -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}$/.test(compact)
|
||||
? (Number(compact.slice(4, 6)) + " 月 " + Number(compact.slice(6, 8)) + " 日")
|
||||
: "";
|
||||
if (meta.data_status === "preparing" || (meta.carried_forward && actual && requested && actual !== requested)) {
|
||||
return shown ? ("今日数据正在准备,当前展示 " + shown) : "今日数据正在准备,当前展示最近可用数据";
|
||||
}
|
||||
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
|
||||
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
function renderTopArea(key) {
|
||||
const page = document.querySelector(".m-page");
|
||||
if (!page) return;
|
||||
let top = page.querySelector(".m-top");
|
||||
let html = buildStrip();
|
||||
const freshness = dashboardFreshnessNotice();
|
||||
if (freshness) {
|
||||
html = '<div class="m-phase-notice"><strong>' + escapeHtml(freshness) + "</strong></div>" + html;
|
||||
}
|
||||
if (key === "market/performance") html += performanceConclusion();
|
||||
if (!top) {
|
||||
top = document.createElement("div");
|
||||
|
||||
@@ -66,11 +66,13 @@ async function startAdminRefresh() {
|
||||
const requestedCompact = requestedDate.replaceAll("-", "");
|
||||
const actualCompact = actualDate.replaceAll("-", "");
|
||||
const updated = formatTimestamp(meta.updated_at);
|
||||
if (actualCompact !== requestedCompact || meta.carried_forward) {
|
||||
const reason = meta.notice ? `;${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 (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 ${actualDate},请留意数据源提示`);
|
||||
} else {
|
||||
@@ -105,6 +107,37 @@ async function waitForAdminRefresh(jobKey) {
|
||||
throw new Error("刷新等待超时,请稍后重试");
|
||||
}
|
||||
|
||||
let dashboardCatchupTimer = 0;
|
||||
|
||||
function chineseMonthDay(value) {
|
||||
const compact = String(value || "").replaceAll("-", "").replaceAll("/", "");
|
||||
if (!/^\d{8}/.test(compact)) return "";
|
||||
return `${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 ${shown}` : "今日数据正在准备,当前展示最近可用数据";
|
||||
}
|
||||
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
|
||||
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
|
||||
}
|
||||
return "";
|
||||
}
|
||||
|
||||
function scheduleDashboardCatchup(meta = {}) {
|
||||
window.clearTimeout(dashboardCatchupTimer);
|
||||
const status = String(meta.data_status || "");
|
||||
if (status !== "preparing" && status !== "partial") return;
|
||||
dashboardCatchupTimer = window.setTimeout(() => {
|
||||
loadDashboard(false, true, false);
|
||||
}, 60000);
|
||||
}
|
||||
|
||||
function applyDashboard(payload, background = false) {
|
||||
state.dashboard = payload;
|
||||
const selectedDate = payload.meta.requested_date || payload.meta.trade_date;
|
||||
@@ -112,7 +145,11 @@ function applyDashboard(payload, background = false) {
|
||||
document.querySelector("#qiObservationDate").value = selectedDate;
|
||||
document.querySelector("#journalDate").value = selectedDate;
|
||||
renderDashboard();
|
||||
setStatus(`${dashboardSourceLabel(payload.meta)} · 数据已更新`);
|
||||
const freshness = dashboardFreshnessMessage(payload.meta || {});
|
||||
setStatus(freshness || `${dashboardSourceLabel(payload.meta)} · 数据已更新`);
|
||||
const updatedAt = document.querySelector("#updatedAt");
|
||||
if (updatedAt) updatedAt.dataset.tone = freshness ? "warning" : "ok";
|
||||
scheduleDashboardCatchup(payload.meta || {});
|
||||
if (!background) {
|
||||
if (state.activeView === "dragonView") loadDragonTiger();
|
||||
if (state.activeView === "screenerView") loadScreenerSetup();
|
||||
@@ -180,7 +217,12 @@ function renderDashboard() {
|
||||
}
|
||||
}
|
||||
updateSentimentGauge(overview.sentiment_score);
|
||||
setText("updatedAt", `${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 +1,223 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import copy
|
||||
import threading
|
||||
import unittest
|
||||
from datetime import date, datetime, timedelta, timezone
|
||||
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": [],
|
||||
}
|
||||
|
||||
|
||||
class FakeMissingDailyClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
raise TushareError(f"No daily data returned for {trade_date}")
|
||||
|
||||
|
||||
class SyncHarness(MarketServiceMixin):
|
||||
def __init__(self, client, latest=None):
|
||||
self.configured = True
|
||||
self.sync_lock = threading.Lock()
|
||||
self.database = FakeSyncDatabase(latest)
|
||||
self._client = client
|
||||
self.current_user_id = 1
|
||||
|
||||
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_missing_official_data_keeps_previous_day_with_preparing_notice(self):
|
||||
today = date.today()
|
||||
previous = (today - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": previous, "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(FakeMissingDailyClient(), latest)
|
||||
payload = harness.sync_dashboard(today.strftime("%Y%m%d"))
|
||||
meta = payload["meta"]
|
||||
|
||||
self.assertTrue(meta["carried_forward"])
|
||||
self.assertEqual(meta["data_status"], "preparing")
|
||||
self.assertIn("今日数据正在准备,当前展示", meta["display_notice"])
|
||||
self.assertIn("月", meta["display_notice"])
|
||||
self.assertNotIn("No daily data", meta["display_notice"])
|
||||
self.assertNotEqual(verified_dashboard_result(payload).get("status"), "failed")
|
||||
|
||||
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 datetime.strptime("15:05", "%H:%M").time() <= now < datetime.strptime("22:00", "%H:%M").time():
|
||||
self.assertFalse(due)
|
||||
self.assertTrue(derived_due)
|
||||
else:
|
||||
self.assertFalse(due)
|
||||
self.assertFalse(derived_due)
|
||||
|
||||
|
||||
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('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__":
|
||||
|
||||
@@ -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()
|
||||
@@ -67,6 +67,9 @@ class DataGatewayTests(unittest.TestCase):
|
||||
"TushareClient": {"backend/features/market/service.py"},
|
||||
"TushareProvider": {"backend/data/gateway.py"},
|
||||
"WebRealtimeAggregator": {"backend/data/gateway.py"},
|
||||
"DatahubClient": {"backend/data/gateway.py"},
|
||||
"DatahubAwareTushareClient": {"backend/data/gateway.py"},
|
||||
"DatahubBridge": {"backend/data/gateway.py"},
|
||||
}
|
||||
found = {name: set() for name in owners}
|
||||
for path in (root / "backend").rglob("*.py"):
|
||||
|
||||
@@ -0,0 +1,287 @@
|
||||
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.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] = []
|
||||
|
||||
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
self.paths.append(path)
|
||||
if TOKEN in json.dumps(params or {}) 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 test_default_config_keeps_legacy_and_does_not_call_datahub(self) -> None:
|
||||
settings = DatahubSettings.load(environ={}, credentials={})
|
||||
self.assertFalse(settings.any_enabled())
|
||||
self.assertTrue(all(not settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
|
||||
client = FakeClient(error=DatahubError("INTERNAL", "should not be called"))
|
||||
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, [])
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
|
||||
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)
|
||||
|
||||
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(error=DatahubError("INTERNAL", "nope"))
|
||||
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_client.paths, [])
|
||||
|
||||
def test_fallback_on_down_401_timeout_empty_unpublished_stale_and_incomplete(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):
|
||||
if error.code == "EMPTY":
|
||||
client = FakeClient(response=DatahubResponse(data=[], meta={"stale": False, "staleness_seconds": 0}))
|
||||
elif error.code == "STALE":
|
||||
client = FakeClient(response=DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"stale": True, "staleness_seconds": 999999},
|
||||
))
|
||||
elif error.code == "INCOMPLETE":
|
||||
client = FakeClient(response=DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"incomplete": True,
|
||||
"coverage": {"complete": False, "missing_count": 80},
|
||||
},
|
||||
))
|
||||
else:
|
||||
client = FakeClient(error=error)
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
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(len(legacy.calls), 1)
|
||||
|
||||
def test_shadow_compares_without_replacing_and_survives_hub_failure(self) -> None:
|
||||
reports: list[dict[str, Any]] = []
|
||||
client = FakeClient()
|
||||
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(len(legacy.calls), 1)
|
||||
self.assertEqual(reports[0]["equal"], True)
|
||||
self.assertEqual(reports[0]["matched"], 1)
|
||||
|
||||
failed = FakeClient(error=DatahubError("UNAVAILABLE", TOKEN))
|
||||
fail_reports: list[dict[str, Any]] = []
|
||||
fail_legacy = FakeLegacy([LEGACY_DAILY])
|
||||
fail_wrapped = DatahubAwareTushareClient(
|
||||
fail_legacy,
|
||||
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=fail_reports.append),
|
||||
)
|
||||
again = fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(again[0]["amount"], 2000.0)
|
||||
self.assertTrue(fail_reports[0]["hub_error"])
|
||||
self.assertNotIn(TOKEN, json.dumps(fail_reports[0]))
|
||||
|
||||
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_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_keeps_legacy_on_first_batch_even_when_read_flag_is_on(self) -> None:
|
||||
"""问天未永久冻结;首批只读接入仍走旧链路,后续迁移可以纳入。"""
|
||||
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, [])
|
||||
|
||||
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(
|
||||
response=DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"stale": False, "staleness_seconds": 0, "incomplete": True, "coverage": {"complete": False, "missing_count": 89}},
|
||||
)
|
||||
)
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
|
||||
rows = wrapped.query(
|
||||
"daily",
|
||||
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
|
||||
"ts_code,amount",
|
||||
)
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
|
||||
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()
|
||||
@@ -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",
|
||||
@@ -217,6 +218,7 @@ 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": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "optional official EOD read path behind per-dataset flags"},
|
||||
{"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"},
|
||||
@@ -235,6 +237,9 @@ def build() -> dict[str, Any]:
|
||||
],
|
||||
"provider_construction": [
|
||||
{"client": "TushareClient", "owner": "backend/data/providers/tushare.py", "compatibility_fallback": "backend/features/market/service.py"},
|
||||
{"client": "DatahubClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubBridge", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubAwareTushareClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "IfindHttpClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "MarketChartClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "WebRealtimeAggregator", "owner": "backend/data/gateway.py"},
|
||||
@@ -261,6 +266,7 @@ 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": [
|
||||
|
||||
@@ -0,0 +1,10 @@
|
||||
.git
|
||||
.gitignore
|
||||
.env
|
||||
.env.*
|
||||
!.env.example
|
||||
__pycache__/
|
||||
*.py[cod]
|
||||
*.log
|
||||
data/
|
||||
tests/
|
||||
@@ -0,0 +1,13 @@
|
||||
# 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=
|
||||
|
||||
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 +1,95 @@
|
||||
# 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
|
||||
- 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)
|
||||
- 东财/腾讯/同花顺/选股宝/AKShare/iFinD 适配器位已预留,本阶段不拉实时源
|
||||
|
||||
## 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。
|
||||
|
||||
## 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 +1,268 @@
|
||||
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");
|
||||
$("phase").textContent = data.session_phase;
|
||||
page.innerHTML = `
|
||||
<div class="cards">
|
||||
<div class="card"><div class="muted">交易日</div><strong>${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">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") && $("rel-date").value) || "";
|
||||
const ds = dataset || prompt("数据集(daily / valuation / moneyflow / auction / index_daily / reference)", "daily");
|
||||
if (!ds) return;
|
||||
const password = prompt("二次确认:输入管理密码");
|
||||
if (!password) return;
|
||||
const confirmWord = `${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 +1,39 @@
|
||||
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:-}"
|
||||
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 +1,17 @@
|
||||
{
|
||||
"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
|
||||
}
|
||||
@@ -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 ADAPTER as eastmoney
|
||||
from datahub.adapters.ifind import ADAPTER as ifind
|
||||
from datahub.adapters.tencent import ADAPTER as tencent
|
||||
from datahub.adapters.ths import ADAPTER as ths
|
||||
from datahub.adapters.xgb import ADAPTER as xgb
|
||||
|
||||
RESERVED = {
|
||||
"eastmoney": eastmoney,
|
||||
"tencent": tencent,
|
||||
"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 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("eastmoney")
|
||||
@@ -0,0 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("ifind")
|
||||
@@ -0,0 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("tencent")
|
||||
@@ -0,0 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("ths")
|
||||
@@ -0,0 +1,159 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.request
|
||||
from typing import Any, Callable
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.normalize import (
|
||||
normalize_auction,
|
||||
normalize_calendar,
|
||||
normalize_daily,
|
||||
normalize_index_daily,
|
||||
normalize_moneyflow,
|
||||
normalize_stock,
|
||||
normalize_valuation,
|
||||
)
|
||||
|
||||
TUSHARE_URL = "http://api.tushare.pro"
|
||||
|
||||
TUSHARE_FIELDS = {
|
||||
"trade_cal": "exchange,cal_date,is_open,pretrade_date",
|
||||
"stock_basic": "ts_code,symbol,name,area,industry,market,list_status,list_date",
|
||||
"daily": "ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
|
||||
"daily_basic": "ts_code,trade_date,turnover_rate,volume_ratio,total_mv,circ_mv,pe_ttm,pb,ps_ttm,dv_ttm",
|
||||
"adj_factor": "ts_code,trade_date,adj_factor",
|
||||
"index_daily": "ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
|
||||
"moneyflow": (
|
||||
"ts_code,trade_date,buy_sm_amount,sell_sm_amount,buy_md_amount,sell_md_amount,"
|
||||
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
|
||||
),
|
||||
"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
|
||||
}
|
||||
|
||||
DATASET_API = {
|
||||
"calendar": "trade_cal",
|
||||
"stocks": "stock_basic",
|
||||
"daily": "daily",
|
||||
"valuation": "daily_basic",
|
||||
"adj_factor": "adj_factor",
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"auction": "stk_auction",
|
||||
}
|
||||
|
||||
# Website actual index usage: market cards / 90-day charts (SH/SZ/CYB) plus
|
||||
# screener 沪深300 benchmark (lookback up to 260 trading days).
|
||||
WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
|
||||
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
||||
|
||||
|
||||
class TushareAdapter(MarketAdapter):
|
||||
name = "tushare"
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
token: str,
|
||||
timeout: int = 30,
|
||||
transport: Callable[[str, dict[str, Any], str], list[dict[str, Any]]] | None = None,
|
||||
) -> None:
|
||||
self.token = token
|
||||
self.timeout = timeout
|
||||
self._transport = transport
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
if not self.token:
|
||||
return {"provider": self.name, "configured": False, "state": "unconfigured"}
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch("calendar", {"exchange": "SSE", "start_date": "20200102", "end_date": "20200102"})
|
||||
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": "ok" if rows else "empty",
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
api_name = DATASET_API.get(dataset, dataset)
|
||||
fields = TUSHARE_FIELDS.get(api_name, "")
|
||||
query_params = dict(params)
|
||||
if api_name == "stock_basic" and "list_status" not in query_params:
|
||||
query_params["list_status"] = "L"
|
||||
if api_name == "trade_cal" and "exchange" not in query_params:
|
||||
query_params["exchange"] = "SSE"
|
||||
if api_name == "index_daily" and "ts_code" not in query_params:
|
||||
# Caller typically loops codes; a missing code would pull nothing useful.
|
||||
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
|
||||
return self._query(api_name, query_params, fields)
|
||||
|
||||
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for ts_code in codes:
|
||||
rows.extend(self.fetch("index_daily", {"ts_code": ts_code, "trade_date": trade_date}))
|
||||
return rows
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
mapping = {
|
||||
"calendar": normalize_calendar,
|
||||
"trade_cal": normalize_calendar,
|
||||
"stocks": normalize_stock,
|
||||
"stock_basic": normalize_stock,
|
||||
"daily": normalize_daily,
|
||||
"valuation": normalize_valuation,
|
||||
"daily_basic": normalize_valuation,
|
||||
"moneyflow": normalize_moneyflow,
|
||||
"auction": normalize_auction,
|
||||
"stk_auction": normalize_auction,
|
||||
"index_daily": normalize_index_daily,
|
||||
}
|
||||
fn = mapping.get(dataset)
|
||||
if fn is None:
|
||||
if dataset == "adj_factor":
|
||||
return [
|
||||
{
|
||||
"ts_code": str(row.get("ts_code") or "").upper(),
|
||||
"trade_date": str(row.get("trade_date") or ""),
|
||||
"adj_factor": row.get("adj_factor"),
|
||||
}
|
||||
for row in rows
|
||||
]
|
||||
raise AdapterError(f"unsupported dataset: {dataset}")
|
||||
return [fn(row) for row in rows]
|
||||
|
||||
def _query(self, api_name: str, params: dict[str, Any], fields: str) -> list[dict[str, Any]]:
|
||||
if self._transport is not None:
|
||||
return self._transport(api_name, params, fields)
|
||||
if not self.token:
|
||||
raise AdapterError("Tushare token 未配置")
|
||||
payload = json.dumps(
|
||||
{"api_name": api_name, "token": self.token, "params": params, "fields": fields}
|
||||
).encode("utf-8")
|
||||
request = urllib.request.Request(
|
||||
TUSHARE_URL,
|
||||
data=payload,
|
||||
headers={"Content-Type": "application/json", "User-Agent": "XiaobaiDatahub/0.1"},
|
||||
method="POST",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
result = json.loads(response.read().decode("utf-8"))
|
||||
except json.JSONDecodeError:
|
||||
raise AdapterError("Tushare returned invalid json") from None
|
||||
except (urllib.error.URLError, TimeoutError) as exc:
|
||||
raise AdapterError(f"Tushare request failed: {exc}") from exc
|
||||
if result.get("code") != 0:
|
||||
raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
|
||||
data = result.get("data") or {}
|
||||
columns = data.get("fields") or []
|
||||
return [dict(zip(columns, item)) for item in data.get("items") or []]
|
||||
@@ -0,0 +1,3 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
|
||||
ADAPTER = ReservedAdapter("xgb")
|
||||
@@ -0,0 +1,168 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters import RESERVED
|
||||
from datahub.auth import AuthService
|
||||
from datahub.db import HubDB
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.scheduler import Scheduler
|
||||
from datahub.serving import ApiError
|
||||
from datahub.timeutil import isoformat, now_shanghai, session_phase, yyyymmdd
|
||||
|
||||
|
||||
class AdminAPI:
|
||||
def __init__(self, db: HubDB, pipeline: Pipeline, scheduler: Scheduler, auth: AuthService) -> None:
|
||||
self.db = db
|
||||
self.pipeline = pipeline
|
||||
self.scheduler = scheduler
|
||||
self.auth = auth
|
||||
|
||||
def overview(self) -> dict[str, Any]:
|
||||
today = yyyymmdd(now_shanghai())
|
||||
cal = self.db.fetchone(
|
||||
"SELECT is_open FROM trade_calendar WHERE exchange = 'SSE' AND cal_date = ?",
|
||||
(today,),
|
||||
)
|
||||
is_open = bool(cal and int(cal["is_open"]) == 1)
|
||||
pubs = self.db.fetchall("SELECT * FROM publications WHERE trade_date = ?", (today,))
|
||||
failed = self.db.fetchall(
|
||||
"SELECT * FROM batches WHERE trade_date = ? AND state IN ('failed','staged')",
|
||||
(today,),
|
||||
)
|
||||
calls = self.db.fetchall(
|
||||
"SELECT * FROM src_calls ORDER BY id DESC LIMIT 20",
|
||||
)
|
||||
return {
|
||||
"trade_date": today,
|
||||
"session_phase": session_phase(now_shanghai(), is_open),
|
||||
"is_open_day": is_open,
|
||||
"publications": pubs,
|
||||
"anomalies": failed,
|
||||
"recent_calls": _public_calls(calls),
|
||||
"source_count": len(self.db.fetchall("SELECT provider FROM src_health")),
|
||||
}
|
||||
|
||||
def sources(self) -> dict[str, Any]:
|
||||
health = {f"{row['provider']}:{row['endpoint_class']}": row for row in self.db.fetchall("SELECT * FROM src_health")}
|
||||
items = [
|
||||
{
|
||||
"provider": "tushare",
|
||||
"role": "official",
|
||||
"health": health.get("tushare:pro") or {"state": "unknown"},
|
||||
"credential": self.auth.credential_status("tushare_token") or {"configured": bool(self.pipeline.adapter.token)},
|
||||
}
|
||||
]
|
||||
for name, adapter in RESERVED.items():
|
||||
items.append(
|
||||
{
|
||||
"provider": name,
|
||||
"role": "reserved",
|
||||
"health": adapter.probe(),
|
||||
"credential": {"configured": False, "last4": "", "updated_at": ""},
|
||||
}
|
||||
)
|
||||
# Prefer encrypted last4 if stored
|
||||
cred = self.auth.credential_status("tushare_token")
|
||||
if cred.get("configured"):
|
||||
items[0]["credential"] = cred
|
||||
elif self.pipeline.adapter.token:
|
||||
from datahub.crypto import mask_secret
|
||||
|
||||
items[0]["credential"] = {"configured": True, "last4": mask_secret(self.pipeline.adapter.token), "updated_at": ""}
|
||||
return {"items": items}
|
||||
|
||||
def probe(self, provider: str) -> dict[str, Any]:
|
||||
if provider == "tushare":
|
||||
return self.pipeline.adapter.probe()
|
||||
adapter = RESERVED.get(provider)
|
||||
if adapter is None:
|
||||
raise ApiError("INVALID_ARGUMENT", f"unknown provider: {provider}")
|
||||
return adapter.probe()
|
||||
|
||||
def jobs(self) -> dict[str, Any]:
|
||||
runs = self.db.fetchall("SELECT * FROM job_runs ORDER BY id DESC LIMIT 100")
|
||||
return {
|
||||
"jobs": [
|
||||
{"id": "precheck", "at": "08:45", "title": "盘前预检"},
|
||||
{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
|
||||
{"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"},
|
||||
{"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
|
||||
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
|
||||
{"id": "backup", "at": "00:40", "title": "SQLite 备份"},
|
||||
],
|
||||
"runs": runs,
|
||||
}
|
||||
|
||||
def run_job(self, job_id: str, trade_date: str) -> dict[str, Any]:
|
||||
return self.scheduler.run_job(job_id, yyyymmdd(trade_date or now_shanghai()))
|
||||
|
||||
def batches(self, date: str, dataset: str = "") -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(date or now_shanghai())
|
||||
if dataset:
|
||||
rows = self.db.fetchall(
|
||||
"SELECT * FROM batches WHERE trade_date = ? AND dataset = ? ORDER BY started_at",
|
||||
(trade_date, dataset),
|
||||
)
|
||||
else:
|
||||
rows = self.db.fetchall(
|
||||
"SELECT * FROM batches WHERE trade_date = ? ORDER BY started_at",
|
||||
(trade_date,),
|
||||
)
|
||||
pubs = self.db.fetchall("SELECT * FROM publications WHERE trade_date = ?", (trade_date,))
|
||||
return {"trade_date": trade_date, "batches": rows, "publications": pubs}
|
||||
|
||||
def datasets(self, date: str) -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(date or now_shanghai())
|
||||
pubs = self.db.fetchall("SELECT * FROM publications WHERE trade_date = ?", (trade_date,))
|
||||
diffs = self.db.fetchall(
|
||||
"SELECT * FROM diff_reports WHERE trade_date = ? ORDER BY id",
|
||||
(trade_date,),
|
||||
)
|
||||
return {"trade_date": trade_date, "publications": pubs, "diff_reports": diffs}
|
||||
|
||||
def audit(self) -> dict[str, Any]:
|
||||
return {"items": self.db.fetchall("SELECT * FROM audit_log ORDER BY id DESC LIMIT 200")}
|
||||
|
||||
def rollback(self, dataset: str, trade_date: str, password: str, confirm: str, actor: str) -> dict[str, Any]:
|
||||
self._dangerous(password, confirm, f"{dataset}:{trade_date}")
|
||||
result = self.pipeline.rollback(dataset, trade_date, actor=actor)
|
||||
return result
|
||||
|
||||
def backfill(self, dataset: str, trade_date: str, password: str, confirm: str, actor: str) -> dict[str, Any]:
|
||||
day = yyyymmdd(trade_date or now_shanghai())
|
||||
if dataset == "history":
|
||||
self._dangerous(password, confirm, "history:full")
|
||||
result = self.pipeline.backfill_history(day)
|
||||
else:
|
||||
self._dangerous(password, confirm, f"{dataset}:{day}")
|
||||
if dataset == "reference":
|
||||
result = self.pipeline.ingest_reference(day)
|
||||
else:
|
||||
result = self.pipeline.run_dataset(dataset, day)
|
||||
self.pipeline.audit(actor, "backfill", f"{dataset}:{day}", json.dumps({"ok": True}))
|
||||
return result
|
||||
|
||||
def _dangerous(self, password: str, confirm: str, expected: str) -> None:
|
||||
if not self.auth.confirm_password(password):
|
||||
raise ApiError("UNAUTHORIZED", "二次确认密码错误")
|
||||
if confirm.strip() != expected:
|
||||
raise ApiError("INVALID_ARGUMENT", f"确认词必须为 {expected}")
|
||||
|
||||
|
||||
def _public_calls(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
out = []
|
||||
for row in rows:
|
||||
out.append(
|
||||
{
|
||||
"id": row["id"],
|
||||
"provider": row["provider"],
|
||||
"endpoint": row["endpoint"],
|
||||
"ok": bool(row["ok"]),
|
||||
"latency_ms": row["latency_ms"],
|
||||
"error": row["error"],
|
||||
"created_at": row["created_at"],
|
||||
}
|
||||
)
|
||||
return out
|
||||
@@ -0,0 +1,190 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import base64
|
||||
import hashlib
|
||||
import hmac
|
||||
import os
|
||||
import secrets
|
||||
from datetime import timedelta
|
||||
from typing import Any
|
||||
|
||||
from datahub.crypto import SecretVault, mask_secret
|
||||
from datahub.db import HubDB
|
||||
from datahub.timeutil import isoformat, now_shanghai
|
||||
|
||||
PBKDF2_ROUNDS = 200_000
|
||||
SESSION_HOURS = 12
|
||||
LOGIN_FAIL_LIMIT = 5
|
||||
LOCK_MINUTES = 10
|
||||
|
||||
|
||||
def hash_password(password: str, salt: bytes | None = None) -> tuple[str, str]:
|
||||
raw_salt = salt or os.urandom(16)
|
||||
digest = hashlib.pbkdf2_hmac("sha256", password.encode("utf-8"), raw_salt, PBKDF2_ROUNDS, dklen=32)
|
||||
return (
|
||||
base64.urlsafe_b64encode(raw_salt).decode("ascii"),
|
||||
base64.urlsafe_b64encode(digest).decode("ascii"),
|
||||
)
|
||||
|
||||
|
||||
def verify_password(password: str, salt_text: str, expected_hash: str) -> bool:
|
||||
try:
|
||||
salt = base64.urlsafe_b64decode(salt_text.encode("ascii"))
|
||||
_, actual = hash_password(password, salt)
|
||||
except (ValueError, TypeError):
|
||||
return False
|
||||
return hmac.compare_digest(actual, expected_hash)
|
||||
|
||||
|
||||
def token_hash(token: str) -> str:
|
||||
return hashlib.sha256(token.encode("utf-8")).hexdigest()
|
||||
|
||||
|
||||
class AuthService:
|
||||
def __init__(self, db: HubDB, vault: SecretVault, api_token: str, admin_password: str) -> None:
|
||||
self.db = db
|
||||
self.vault = vault
|
||||
self._bootstrap(api_token, admin_password)
|
||||
|
||||
def _bootstrap(self, api_token: str, admin_password: str) -> None:
|
||||
if api_token:
|
||||
existing = self.db.fetchone("SELECT token_hash FROM api_tokens WHERE name = ?", ("review",))
|
||||
hashed = token_hash(api_token)
|
||||
last4 = mask_secret(api_token)
|
||||
if existing is None:
|
||||
self.db.execute(
|
||||
"INSERT INTO api_tokens(token_hash, name, last4, created_at) VALUES (?,?,?,?)",
|
||||
(hashed, "review", last4, isoformat()),
|
||||
)
|
||||
elif existing["token_hash"] != hashed:
|
||||
self.db.execute(
|
||||
"UPDATE api_tokens SET token_hash = ?, last4 = ? WHERE name = ?",
|
||||
(hashed, last4, "review"),
|
||||
)
|
||||
admin = self.db.fetchone("SELECT id FROM hub_admin WHERE username = ?", ("hub_admin",))
|
||||
if admin is None and admin_password:
|
||||
salt, hashed = hash_password(admin_password)
|
||||
now = isoformat()
|
||||
self.db.execute(
|
||||
"""
|
||||
INSERT INTO hub_admin(username, password_salt, password_hash, password_must_change, created_at, updated_at)
|
||||
VALUES (?, ?, ?, 1, ?, ?)
|
||||
""",
|
||||
("hub_admin", salt, hashed, now, now),
|
||||
)
|
||||
|
||||
def check_api_token(self, supplied: str) -> bool:
|
||||
if not supplied:
|
||||
return False
|
||||
row = self.db.fetchone(
|
||||
"SELECT token_hash FROM api_tokens WHERE token_hash = ? AND revoked_at IS NULL",
|
||||
(token_hash(supplied),),
|
||||
)
|
||||
return row is not None
|
||||
|
||||
def login(self, username: str, password: str) -> dict[str, Any]:
|
||||
user = self.db.fetchone("SELECT * FROM hub_admin WHERE username = ?", (username,))
|
||||
if not user:
|
||||
raise PermissionError("账号或密码错误")
|
||||
now = now_shanghai()
|
||||
locked_until = user.get("locked_until")
|
||||
if locked_until:
|
||||
try:
|
||||
from datetime import datetime
|
||||
|
||||
if datetime.fromisoformat(str(locked_until)) > now:
|
||||
raise PermissionError("账号已锁定,请稍后再试")
|
||||
except ValueError:
|
||||
pass
|
||||
if not verify_password(password, str(user["password_salt"]), str(user["password_hash"])):
|
||||
fails = int(user["failed_attempts"] or 0) + 1
|
||||
lock = isoformat(now + timedelta(minutes=LOCK_MINUTES)) if fails >= LOGIN_FAIL_LIMIT else None
|
||||
self.db.execute(
|
||||
"UPDATE hub_admin SET failed_attempts = ?, locked_until = ? WHERE id = ?",
|
||||
(fails, lock, user["id"]),
|
||||
)
|
||||
raise PermissionError("账号或密码错误")
|
||||
self.db.execute(
|
||||
"UPDATE hub_admin SET failed_attempts = 0, locked_until = NULL WHERE id = ?",
|
||||
(user["id"],),
|
||||
)
|
||||
session = secrets.token_urlsafe(32)
|
||||
csrf = secrets.token_urlsafe(24)
|
||||
expires = isoformat(now + timedelta(hours=SESSION_HOURS))
|
||||
self.db.execute(
|
||||
"INSERT INTO hub_sessions(token_hash, csrf_token, expires_at, created_at) VALUES (?,?,?,?)",
|
||||
(token_hash(session), csrf, expires, isoformat(now)),
|
||||
)
|
||||
return {
|
||||
"session": session,
|
||||
"csrf": csrf,
|
||||
"must_change": bool(user["password_must_change"]),
|
||||
"expires_at": expires,
|
||||
}
|
||||
|
||||
def session_user(self, raw_token: str) -> dict[str, Any] | None:
|
||||
if not raw_token:
|
||||
return None
|
||||
row = self.db.fetchone(
|
||||
"SELECT * FROM hub_sessions WHERE token_hash = ?",
|
||||
(token_hash(raw_token),),
|
||||
)
|
||||
if not row:
|
||||
return None
|
||||
if str(row["expires_at"]) < isoformat():
|
||||
self.db.execute("DELETE FROM hub_sessions WHERE token_hash = ?", (row["token_hash"],))
|
||||
return None
|
||||
admin = self.db.fetchone("SELECT username, password_must_change FROM hub_admin WHERE username = ?", ("hub_admin",))
|
||||
return {
|
||||
"username": (admin or {}).get("username") or "hub_admin",
|
||||
"csrf_token": row["csrf_token"],
|
||||
"must_change": bool((admin or {}).get("password_must_change")),
|
||||
"token_hash": row["token_hash"],
|
||||
}
|
||||
|
||||
def logout(self, raw_token: str) -> None:
|
||||
if raw_token:
|
||||
self.db.execute("DELETE FROM hub_sessions WHERE token_hash = ?", (token_hash(raw_token),))
|
||||
|
||||
def change_password(self, current: str, new_password: str) -> None:
|
||||
if len(new_password) < 8:
|
||||
raise ValueError("新密码至少 8 位")
|
||||
user = self.db.fetchone("SELECT * FROM hub_admin WHERE username = ?", ("hub_admin",))
|
||||
if not user or not verify_password(current, str(user["password_salt"]), str(user["password_hash"])):
|
||||
raise PermissionError("当前密码错误")
|
||||
salt, hashed = hash_password(new_password)
|
||||
self.db.execute(
|
||||
"UPDATE hub_admin SET password_salt=?, password_hash=?, password_must_change=0, updated_at=? WHERE id=?",
|
||||
(salt, hashed, isoformat(), user["id"]),
|
||||
)
|
||||
|
||||
def confirm_password(self, password: str) -> bool:
|
||||
user = self.db.fetchone("SELECT * FROM hub_admin WHERE username = ?", ("hub_admin",))
|
||||
if not user:
|
||||
return False
|
||||
return verify_password(password, str(user["password_salt"]), str(user["password_hash"]))
|
||||
|
||||
def credential_status(self, name: str) -> dict[str, Any]:
|
||||
row = self.db.fetchone("SELECT last4, updated_at FROM credentials WHERE name = ?", (name,))
|
||||
if not row:
|
||||
return {"configured": False, "last4": "", "updated_at": ""}
|
||||
return {"configured": True, "last4": row["last4"], "updated_at": row["updated_at"]}
|
||||
|
||||
def store_credential(self, name: str, secret: str) -> None:
|
||||
payload = self.vault.encrypt_json({name: secret})
|
||||
self.db.execute(
|
||||
"""
|
||||
INSERT INTO credentials(name, encrypted_payload, last4, updated_at)
|
||||
VALUES (?, ?, ?, ?)
|
||||
ON CONFLICT(name) DO UPDATE SET
|
||||
encrypted_payload=excluded.encrypted_payload, last4=excluded.last4, updated_at=excluded.updated_at
|
||||
""",
|
||||
(name, payload, mask_secret(secret), isoformat()),
|
||||
)
|
||||
|
||||
def load_credential(self, name: str) -> str:
|
||||
row = self.db.fetchone("SELECT encrypted_payload FROM credentials WHERE name = ?", (name,))
|
||||
if not row:
|
||||
return ""
|
||||
data = self.vault.decrypt_json(str(row["encrypted_payload"]))
|
||||
return str(data.get(name) or "")
|
||||
@@ -0,0 +1,38 @@
|
||||
"""Command-line entry for one-shot datahub operations."""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
import json
|
||||
import sys
|
||||
|
||||
from datahub.hub import build_hub
|
||||
from datahub.settings import load_settings
|
||||
|
||||
|
||||
def main(argv: list[str] | None = None) -> int:
|
||||
parser = argparse.ArgumentParser(description="xiaobai-datahub CLI")
|
||||
sub = parser.add_subparsers(dest="command", required=True)
|
||||
history = sub.add_parser("history-backfill", help="回补 2016 年起交易日历和网站所用指数日 K")
|
||||
history.add_argument("--calendar-start", default=None, help="日历起点,默认配置 calendar_start")
|
||||
history.add_argument("--index-days", type=int, default=None, help="指数回补交易日数量,默认 260")
|
||||
history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
|
||||
args = parser.parse_args(argv)
|
||||
|
||||
settings = load_settings()
|
||||
hub = build_hub(settings)
|
||||
if args.command == "history-backfill":
|
||||
result = hub.pipeline.backfill_history(
|
||||
calendar_start=args.calendar_start,
|
||||
index_days=args.index_days,
|
||||
force=args.force,
|
||||
)
|
||||
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||
sys.stdout.write("\n")
|
||||
return 0 if result.get("ok") else 1
|
||||
parser.error(f"unknown command: {args.command}")
|
||||
return 2
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
raise SystemExit(main())
|
||||
@@ -0,0 +1,26 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datahub.db import HubDB
|
||||
|
||||
|
||||
def resolve_code(db: HubDB, raw: str) -> str | None:
|
||||
text = str(raw or "").strip().upper()
|
||||
if not text:
|
||||
return None
|
||||
if "." in text:
|
||||
row = db.fetchone("SELECT ts_code FROM stock_master WHERE ts_code = ?", (text,))
|
||||
if row:
|
||||
return row["ts_code"]
|
||||
# indices are not always in stock_master
|
||||
return text
|
||||
matches = db.fetchall(
|
||||
"SELECT ts_code FROM stock_master WHERE symbol = ? OR ts_code LIKE ?",
|
||||
(text, f"{text}.%"),
|
||||
)
|
||||
if len(matches) == 1:
|
||||
return matches[0]["ts_code"]
|
||||
if len(matches) > 1:
|
||||
return None
|
||||
# unique exchange guess for 6-digit codes
|
||||
suffix = "SH" if text.startswith("6") or text.startswith("9") else "SZ" if text.startswith(("0", "3")) else "BJ"
|
||||
return f"{text}.{suffix}"
|
||||
@@ -0,0 +1,130 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Iterable
|
||||
|
||||
from datahub.db import HubDB
|
||||
from datahub.timeutil import iter_yyyymmdd, yyyymmdd
|
||||
|
||||
MISSING_SAMPLE_LIMIT = 10
|
||||
|
||||
|
||||
def coverage_payload(
|
||||
*,
|
||||
kind: str,
|
||||
start: str,
|
||||
end: str,
|
||||
expected: Iterable[str],
|
||||
available: Iterable[str],
|
||||
extra: dict[str, Any] | None = None,
|
||||
) -> dict[str, Any]:
|
||||
start = yyyymmdd(start)
|
||||
end = yyyymmdd(end)
|
||||
expected_list = sorted({yyyymmdd(item) for item in expected if item})
|
||||
available_set = {yyyymmdd(item) for item in available if item}
|
||||
missing = [item for item in expected_list if item not in available_set]
|
||||
payload: dict[str, Any] = {
|
||||
"kind": kind,
|
||||
"complete": not missing,
|
||||
"requested_from": start,
|
||||
"requested_to": end,
|
||||
"available_from": min(available_set) if available_set else None,
|
||||
"available_to": max(available_set) if available_set else None,
|
||||
"expected_count": len(expected_list),
|
||||
"available_count": len(available_set),
|
||||
"missing_count": len(missing),
|
||||
"missing_sample": missing[:MISSING_SAMPLE_LIMIT],
|
||||
}
|
||||
if extra:
|
||||
payload.update(extra)
|
||||
return payload
|
||||
|
||||
|
||||
def calendar_coverage(db: HubDB, start: str, end: str, exchange: str = "SSE") -> dict[str, Any]:
|
||||
start = yyyymmdd(start)
|
||||
end = yyyymmdd(end)
|
||||
expected = list(iter_yyyymmdd(start, end))
|
||||
rows = db.fetchall(
|
||||
"SELECT cal_date FROM trade_calendar WHERE exchange = ? AND cal_date >= ? AND cal_date <= ?",
|
||||
(exchange, start, end),
|
||||
)
|
||||
return coverage_payload(
|
||||
kind="calendar",
|
||||
start=start,
|
||||
end=end,
|
||||
expected=expected,
|
||||
available=(row["cal_date"] for row in rows),
|
||||
extra={"exchange": exchange},
|
||||
)
|
||||
|
||||
|
||||
def published_range_coverage(
|
||||
db: HubDB,
|
||||
dataset: str,
|
||||
start: str,
|
||||
end: str,
|
||||
ts_code: str = "",
|
||||
table: str = "",
|
||||
) -> dict[str, Any]:
|
||||
start = yyyymmdd(start)
|
||||
end = yyyymmdd(end)
|
||||
calendar = calendar_coverage(db, start, end)
|
||||
open_rows = db.fetchall(
|
||||
"""
|
||||
SELECT cal_date FROM trade_calendar
|
||||
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date >= ? AND cal_date <= ?
|
||||
ORDER BY cal_date
|
||||
""",
|
||||
(start, end),
|
||||
)
|
||||
expected_open = [row["cal_date"] for row in open_rows]
|
||||
pubs = db.fetchall(
|
||||
"""
|
||||
SELECT trade_date, active_batch FROM publications
|
||||
WHERE dataset = ? AND trade_date >= ? AND trade_date <= ?
|
||||
ORDER BY trade_date
|
||||
""",
|
||||
(dataset, start, end),
|
||||
)
|
||||
published_dates = [row["trade_date"] for row in pubs]
|
||||
available = list(published_dates)
|
||||
extra: dict[str, Any] = {
|
||||
"dataset": dataset,
|
||||
"calendar_complete": calendar["complete"],
|
||||
"calendar_missing_count": calendar["missing_count"],
|
||||
}
|
||||
if ts_code and table and pubs:
|
||||
present_code: list[str] = []
|
||||
for pub in pubs:
|
||||
hit = db.fetchone(
|
||||
f"SELECT 1 AS ok FROM {table} WHERE trade_date = ? AND batch_id = ? AND ts_code = ? LIMIT 1",
|
||||
(pub["trade_date"], pub["active_batch"], ts_code),
|
||||
)
|
||||
if hit:
|
||||
present_code.append(pub["trade_date"])
|
||||
available = present_code
|
||||
extra["code"] = ts_code
|
||||
payload = coverage_payload(
|
||||
kind="published_range",
|
||||
start=start,
|
||||
end=end,
|
||||
expected=expected_open,
|
||||
available=available,
|
||||
extra=extra,
|
||||
)
|
||||
if not calendar["complete"]:
|
||||
payload["complete"] = False
|
||||
payload["calendar_missing_sample"] = calendar["missing_sample"]
|
||||
return payload
|
||||
|
||||
|
||||
def point_coverage(trade_date: str, dataset: str = "") -> dict[str, Any]:
|
||||
day = yyyymmdd(trade_date)
|
||||
payload = coverage_payload(
|
||||
kind="point",
|
||||
start=day,
|
||||
end=day,
|
||||
expected=[day],
|
||||
available=[day],
|
||||
extra={"dataset": dataset} if dataset else None,
|
||||
)
|
||||
return payload
|
||||
@@ -0,0 +1,42 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from typing import Any
|
||||
|
||||
from cryptography.fernet import Fernet, InvalidToken
|
||||
|
||||
|
||||
class SecretVault:
|
||||
def __init__(self, key: str) -> None:
|
||||
try:
|
||||
self._fernet = Fernet(key.encode("ascii"))
|
||||
except (ValueError, TypeError) as exc:
|
||||
raise ValueError("DATAHUB_ENCRYPTION_KEY 格式无效。") from exc
|
||||
|
||||
@staticmethod
|
||||
def generate_key() -> str:
|
||||
return Fernet.generate_key().decode("ascii")
|
||||
|
||||
def encrypt_json(self, payload: dict[str, Any]) -> str:
|
||||
raw = json.dumps(payload, ensure_ascii=False, separators=(",", ":")).encode("utf-8")
|
||||
return self._fernet.encrypt(raw).decode("ascii")
|
||||
|
||||
def decrypt_json(self, token: str) -> dict[str, Any]:
|
||||
if not token:
|
||||
return {}
|
||||
try:
|
||||
payload = json.loads(self._fernet.decrypt(token.encode("ascii")).decode("utf-8"))
|
||||
except (InvalidToken, UnicodeDecodeError, json.JSONDecodeError) as exc:
|
||||
raise ValueError("凭据无法解密,请检查 DATAHUB_ENCRYPTION_KEY。") from exc
|
||||
if not isinstance(payload, dict):
|
||||
raise ValueError("凭据格式无效。")
|
||||
return payload
|
||||
|
||||
|
||||
def mask_secret(value: str, last_n: int = 4) -> str:
|
||||
text = str(value or "")
|
||||
if not text:
|
||||
return ""
|
||||
if len(text) <= last_n:
|
||||
return "*" * len(text)
|
||||
return ("*" * max(4, len(text) - last_n)) + text[-last_n:]
|
||||
@@ -0,0 +1,340 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import sqlite3
|
||||
import threading
|
||||
from collections.abc import Iterator
|
||||
from contextlib import contextmanager
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from datahub.timeutil import isoformat
|
||||
|
||||
SCHEMA = """
|
||||
CREATE TABLE IF NOT EXISTS schema_migrations (
|
||||
version INTEGER PRIMARY KEY,
|
||||
applied_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS credentials (
|
||||
name TEXT PRIMARY KEY,
|
||||
encrypted_payload TEXT NOT NULL,
|
||||
last4 TEXT,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS hub_admin (
|
||||
id INTEGER PRIMARY KEY,
|
||||
username TEXT NOT NULL UNIQUE,
|
||||
password_salt TEXT NOT NULL,
|
||||
password_hash TEXT NOT NULL,
|
||||
password_must_change INTEGER NOT NULL DEFAULT 1,
|
||||
failed_attempts INTEGER NOT NULL DEFAULT 0,
|
||||
locked_until TEXT,
|
||||
created_at TEXT NOT NULL,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS hub_sessions (
|
||||
token_hash TEXT PRIMARY KEY,
|
||||
csrf_token TEXT NOT NULL,
|
||||
expires_at TEXT NOT NULL,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS api_tokens (
|
||||
token_hash TEXT PRIMARY KEY,
|
||||
name TEXT NOT NULL,
|
||||
last4 TEXT NOT NULL,
|
||||
created_at TEXT NOT NULL,
|
||||
revoked_at TEXT
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS trade_calendar (
|
||||
exchange TEXT NOT NULL,
|
||||
cal_date TEXT NOT NULL,
|
||||
is_open INTEGER NOT NULL,
|
||||
pretrade_date TEXT,
|
||||
fetched_at TEXT NOT NULL,
|
||||
PRIMARY KEY (exchange, cal_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS stock_master (
|
||||
ts_code TEXT PRIMARY KEY,
|
||||
symbol TEXT,
|
||||
name TEXT,
|
||||
area TEXT,
|
||||
industry TEXT,
|
||||
market TEXT,
|
||||
list_status TEXT,
|
||||
list_date TEXT,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_bars (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
|
||||
volume REAL, amount REAL, adj_factor REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_valuation (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
turnover_rate REAL, volume_ratio REAL,
|
||||
total_mv REAL, circ_mv REAL,
|
||||
pe_ttm REAL, pb REAL, ps_ttm REAL, dv_ttm REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_moneyflow (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
buy_sm_amount REAL, sell_sm_amount REAL,
|
||||
buy_md_amount REAL, sell_md_amount REAL,
|
||||
buy_lg_amount REAL, sell_lg_amount REAL,
|
||||
buy_elg_amount REAL, sell_elg_amount REAL,
|
||||
net_mf_amount REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_auction (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
volume REAL, price REAL, amount REAL, pre_close REAL,
|
||||
turnover_rate REAL, volume_ratio REAL, float_share REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_index_bars (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
|
||||
volume REAL, amount REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_bars (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
|
||||
volume REAL, amount REAL, adj_factor REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_valuation (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
turnover_rate REAL, volume_ratio REAL,
|
||||
total_mv REAL, circ_mv REAL, pe_ttm REAL, pb REAL, ps_ttm REAL, dv_ttm REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_moneyflow (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
buy_sm_amount REAL, sell_sm_amount REAL, buy_md_amount REAL, sell_md_amount REAL,
|
||||
buy_lg_amount REAL, sell_lg_amount REAL, buy_elg_amount REAL, sell_elg_amount REAL,
|
||||
net_mf_amount REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_auction (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
volume REAL, price REAL, amount REAL, pre_close REAL,
|
||||
turnover_rate REAL, volume_ratio REAL, float_share REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_index_bars (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
|
||||
volume REAL, amount REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS publications (
|
||||
dataset TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
active_batch TEXT NOT NULL, prev_batch TEXT,
|
||||
state TEXT NOT NULL,
|
||||
published_at TEXT NOT NULL,
|
||||
PRIMARY KEY (dataset, trade_date)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS publication_history (
|
||||
dataset TEXT NOT NULL, trade_date TEXT NOT NULL,
|
||||
batch_id TEXT NOT NULL, published_at TEXT NOT NULL,
|
||||
generation INTEGER NOT NULL,
|
||||
PRIMARY KEY (dataset, trade_date, batch_id)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS batches (
|
||||
batch_id TEXT PRIMARY KEY,
|
||||
dataset TEXT NOT NULL,
|
||||
trade_date TEXT NOT NULL,
|
||||
state TEXT NOT NULL,
|
||||
attempt INTEGER DEFAULT 0,
|
||||
rows_in INTEGER,
|
||||
rows_out INTEGER,
|
||||
quality_json TEXT,
|
||||
started_at TEXT,
|
||||
finished_at TEXT,
|
||||
error TEXT
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS src_health (
|
||||
provider TEXT NOT NULL, endpoint_class TEXT NOT NULL,
|
||||
state TEXT NOT NULL,
|
||||
last_ok_at TEXT, last_error TEXT,
|
||||
consec_failures INTEGER DEFAULT 0,
|
||||
opened_at TEXT,
|
||||
cooldown_until TEXT,
|
||||
PRIMARY KEY (provider, endpoint_class)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS src_calls (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
provider TEXT NOT NULL,
|
||||
endpoint TEXT NOT NULL,
|
||||
ok INTEGER NOT NULL,
|
||||
latency_ms INTEGER,
|
||||
error TEXT,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS job_runs (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
job_id TEXT NOT NULL,
|
||||
state TEXT NOT NULL,
|
||||
started_at TEXT,
|
||||
finished_at TEXT,
|
||||
rows_in INTEGER,
|
||||
rows_out INTEGER,
|
||||
error TEXT,
|
||||
attempt INTEGER DEFAULT 1,
|
||||
detail TEXT
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS audit_log (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
actor TEXT NOT NULL,
|
||||
action TEXT NOT NULL,
|
||||
target TEXT,
|
||||
detail TEXT,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS rt_cache (
|
||||
cache_key TEXT PRIMARY KEY,
|
||||
payload TEXT NOT NULL,
|
||||
source TEXT NOT NULL,
|
||||
stored_at TEXT NOT NULL,
|
||||
expires_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS last_known_good (
|
||||
cache_key TEXT PRIMARY KEY,
|
||||
payload TEXT NOT NULL,
|
||||
source TEXT NOT NULL,
|
||||
stored_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS diff_reports (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
trade_date TEXT NOT NULL,
|
||||
metric TEXT NOT NULL,
|
||||
left_source TEXT,
|
||||
right_source TEXT,
|
||||
left_value REAL,
|
||||
right_value REAL,
|
||||
deviation REAL,
|
||||
sample_count INTEGER,
|
||||
created_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS idx_batches_date ON batches(trade_date, dataset);
|
||||
CREATE INDEX IF NOT EXISTS idx_job_runs_job ON job_runs(job_id, started_at);
|
||||
CREATE INDEX IF NOT EXISTS idx_src_calls_created ON src_calls(created_at);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_bars_date ON eod_bars(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_calendar_open ON trade_calendar(is_open, cal_date);
|
||||
"""
|
||||
|
||||
DATASET_TABLES = {
|
||||
"daily": ("eod_bars", "staging_bars"),
|
||||
"valuation": ("eod_valuation", "staging_valuation"),
|
||||
"moneyflow": ("eod_moneyflow", "staging_moneyflow"),
|
||||
"auction": ("eod_auction", "staging_auction"),
|
||||
"index_daily": ("eod_index_bars", "staging_index_bars"),
|
||||
}
|
||||
|
||||
|
||||
class ManagedConnection(sqlite3.Connection):
|
||||
def __exit__(self, exc_type, exc_value, traceback):
|
||||
try:
|
||||
return super().__exit__(exc_type, exc_value, traceback)
|
||||
finally:
|
||||
self.close()
|
||||
|
||||
|
||||
class HubDB:
|
||||
def __init__(self, path: Path, timeout_seconds: float = 20) -> None:
|
||||
self.path = Path(path)
|
||||
self.path.parent.mkdir(parents=True, exist_ok=True)
|
||||
self.timeout_seconds = timeout_seconds
|
||||
self._write_lock = threading.RLock()
|
||||
self.initialize()
|
||||
|
||||
def connect(self) -> sqlite3.Connection:
|
||||
connection = sqlite3.connect(
|
||||
self.path,
|
||||
timeout=self.timeout_seconds,
|
||||
factory=ManagedConnection,
|
||||
)
|
||||
connection.row_factory = sqlite3.Row
|
||||
connection.execute("PRAGMA journal_mode=WAL")
|
||||
connection.execute("PRAGMA foreign_keys=ON")
|
||||
connection.execute("PRAGMA busy_timeout=20000")
|
||||
connection.execute("PRAGMA synchronous=NORMAL")
|
||||
return connection
|
||||
|
||||
def initialize(self) -> None:
|
||||
with self.connect() as connection:
|
||||
connection.executescript(SCHEMA)
|
||||
row = connection.execute(
|
||||
"SELECT version FROM schema_migrations ORDER BY version DESC LIMIT 1"
|
||||
).fetchone()
|
||||
if row is None:
|
||||
connection.execute(
|
||||
"INSERT INTO schema_migrations(version, applied_at) VALUES (1, ?)",
|
||||
(isoformat(),),
|
||||
)
|
||||
|
||||
@contextmanager
|
||||
def write(self) -> Iterator[sqlite3.Connection]:
|
||||
with self._write_lock:
|
||||
with self.connect() as connection:
|
||||
yield connection
|
||||
|
||||
def fetchall(self, sql: str, params: tuple[Any, ...] = ()) -> list[dict[str, Any]]:
|
||||
with self.connect() as connection:
|
||||
rows = connection.execute(sql, params).fetchall()
|
||||
return [dict(row) for row in rows]
|
||||
|
||||
def fetchone(self, sql: str, params: tuple[Any, ...] = ()) -> dict[str, Any] | None:
|
||||
with self.connect() as connection:
|
||||
row = connection.execute(sql, params).fetchone()
|
||||
return dict(row) if row else None
|
||||
|
||||
def execute(self, sql: str, params: tuple[Any, ...] = ()) -> None:
|
||||
with self.write() as connection:
|
||||
connection.execute(sql, params)
|
||||
|
||||
def executemany(self, sql: str, rows: list[tuple[Any, ...]]) -> None:
|
||||
with self.write() as connection:
|
||||
connection.executemany(sql, rows)
|
||||
|
||||
def backup_to(self, dest: Path) -> None:
|
||||
dest.parent.mkdir(parents=True, exist_ok=True)
|
||||
with self.connect() as source, sqlite3.connect(dest) as target:
|
||||
source.backup(target)
|
||||
|
||||
def vacuum(self) -> None:
|
||||
with self.connect() as connection:
|
||||
connection.execute("VACUUM")
|
||||
@@ -0,0 +1,13 @@
|
||||
from datahub.governance.circuit import CircuitBreaker, CircuitState
|
||||
from datahub.governance.lkg import LastKnownGood
|
||||
from datahub.governance.ratelimit import TokenBucket
|
||||
from datahub.governance.retry import RetryError, retry_call
|
||||
|
||||
__all__ = [
|
||||
"CircuitBreaker",
|
||||
"CircuitState",
|
||||
"LastKnownGood",
|
||||
"RetryError",
|
||||
"TokenBucket",
|
||||
"retry_call",
|
||||
]
|
||||
@@ -0,0 +1,107 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import threading
|
||||
import time
|
||||
from collections import deque
|
||||
from dataclasses import dataclass
|
||||
|
||||
|
||||
@dataclass
|
||||
class CircuitState:
|
||||
state: str = "closed" # closed | open | half_open
|
||||
consec_failures: int = 0
|
||||
opened_at: float | None = None
|
||||
cooldown_until: float = 0.0
|
||||
last_error: str = ""
|
||||
last_ok_at: float | None = None
|
||||
|
||||
|
||||
class CircuitBreaker:
|
||||
"""Sliding-window breaker: 5 consecutive failures or >50% of 60s window → open."""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
failure_threshold: int = 5,
|
||||
window_seconds: float = 60.0,
|
||||
open_seconds: float = 120.0,
|
||||
max_open_seconds: float = 600.0,
|
||||
clock=time.monotonic,
|
||||
) -> None:
|
||||
self.failure_threshold = failure_threshold
|
||||
self.window_seconds = window_seconds
|
||||
self.open_seconds = open_seconds
|
||||
self.max_open_seconds = max_open_seconds
|
||||
self._clock = clock
|
||||
self._lock = threading.Lock()
|
||||
self._events: deque[tuple[float, bool]] = deque()
|
||||
self.status = CircuitState()
|
||||
self._open_stretch = open_seconds
|
||||
|
||||
def allow(self) -> bool:
|
||||
with self._lock:
|
||||
self._refresh_locked()
|
||||
if self.status.state == "open":
|
||||
return False
|
||||
if self.status.state == "half_open":
|
||||
# single probe in flight: caller must record success/failure
|
||||
return True
|
||||
return True
|
||||
|
||||
def record_success(self) -> CircuitState:
|
||||
with self._lock:
|
||||
now = self._clock()
|
||||
self._events.append((now, True))
|
||||
self.status.last_ok_at = now
|
||||
self.status.consec_failures = 0
|
||||
self.status.last_error = ""
|
||||
self._open_stretch = self.open_seconds
|
||||
self.status.state = "closed"
|
||||
self.status.opened_at = None
|
||||
self.status.cooldown_until = 0.0
|
||||
return self._copy()
|
||||
|
||||
def record_failure(self, error: str = "") -> CircuitState:
|
||||
with self._lock:
|
||||
now = self._clock()
|
||||
self._events.append((now, False))
|
||||
self.status.consec_failures += 1
|
||||
self.status.last_error = error
|
||||
self._prune_locked(now)
|
||||
failures = sum(1 for _, ok in self._events if not ok)
|
||||
total = len(self._events)
|
||||
rate = (failures / total) if total else 0.0
|
||||
trip = self.status.consec_failures >= self.failure_threshold or (
|
||||
total >= self.failure_threshold and rate > 0.5
|
||||
)
|
||||
if trip:
|
||||
self.status.state = "open"
|
||||
self.status.opened_at = now
|
||||
self.status.cooldown_until = now + self._open_stretch
|
||||
self._open_stretch = min(self.max_open_seconds, self._open_stretch * 2)
|
||||
return self._copy()
|
||||
|
||||
def snapshot(self) -> CircuitState:
|
||||
with self._lock:
|
||||
self._refresh_locked()
|
||||
return self._copy()
|
||||
|
||||
def _refresh_locked(self) -> None:
|
||||
now = self._clock()
|
||||
self._prune_locked(now)
|
||||
if self.status.state == "open" and now >= self.status.cooldown_until:
|
||||
self.status.state = "half_open"
|
||||
|
||||
def _prune_locked(self, now: float) -> None:
|
||||
cutoff = now - self.window_seconds
|
||||
while self._events and self._events[0][0] < cutoff:
|
||||
self._events.popleft()
|
||||
|
||||
def _copy(self) -> CircuitState:
|
||||
return CircuitState(
|
||||
state=self.status.state,
|
||||
consec_failures=self.status.consec_failures,
|
||||
opened_at=self.status.opened_at,
|
||||
cooldown_until=self.status.cooldown_until,
|
||||
last_error=self.status.last_error,
|
||||
last_ok_at=self.status.last_ok_at,
|
||||
)
|
||||
@@ -0,0 +1,84 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from typing import Any
|
||||
|
||||
from datahub.db import HubDB
|
||||
from datahub.timeutil import isoformat, now_shanghai
|
||||
|
||||
|
||||
class LastKnownGood:
|
||||
def __init__(self, db: HubDB) -> None:
|
||||
self.db = db
|
||||
|
||||
def store(self, cache_key: str, payload: Any, source: str) -> None:
|
||||
self.db.execute(
|
||||
"""
|
||||
INSERT INTO last_known_good(cache_key, payload, source, stored_at)
|
||||
VALUES (?, ?, ?, ?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source, stored_at=excluded.stored_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, isoformat()),
|
||||
)
|
||||
|
||||
def load(self, cache_key: str) -> dict[str, Any] | None:
|
||||
row = self.db.fetchone("SELECT * FROM last_known_good WHERE cache_key = ?", (cache_key,))
|
||||
if not row:
|
||||
return None
|
||||
return {
|
||||
"payload": json.loads(row["payload"]),
|
||||
"source": row["source"],
|
||||
"stored_at": row["stored_at"],
|
||||
}
|
||||
|
||||
def put_rt(self, cache_key: str, payload: Any, source: str, ttl_seconds: int) -> None:
|
||||
now = now_shanghai()
|
||||
expires = isoformat(now.replace(microsecond=0))
|
||||
# expires_at stored as iso; compute by adding ttl via timestamp
|
||||
from datetime import timedelta
|
||||
|
||||
self.db.execute(
|
||||
"""
|
||||
INSERT INTO rt_cache(cache_key, payload, source, stored_at, expires_at)
|
||||
VALUES (?, ?, ?, ?, ?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source,
|
||||
stored_at=excluded.stored_at, expires_at=excluded.expires_at
|
||||
""",
|
||||
(
|
||||
cache_key,
|
||||
json.dumps(payload, ensure_ascii=False),
|
||||
source,
|
||||
isoformat(now),
|
||||
isoformat(now + timedelta(seconds=ttl_seconds)),
|
||||
),
|
||||
)
|
||||
self.store(cache_key, payload, source)
|
||||
|
||||
def get_rt(self, cache_key: str, max_stale_seconds: int | None = None) -> dict[str, Any] | None:
|
||||
row = self.db.fetchone("SELECT * FROM rt_cache WHERE cache_key = ?", (cache_key,))
|
||||
if not row:
|
||||
lkg = self.load(cache_key)
|
||||
if not lkg:
|
||||
return None
|
||||
return {**lkg, "stale": True}
|
||||
stored_at = row["stored_at"]
|
||||
expired = row["expires_at"] < isoformat()
|
||||
result = {
|
||||
"payload": json.loads(row["payload"]),
|
||||
"source": row["source"],
|
||||
"stored_at": stored_at,
|
||||
"stale": expired,
|
||||
}
|
||||
if expired and max_stale_seconds is not None:
|
||||
from datetime import datetime
|
||||
|
||||
try:
|
||||
stored = datetime.fromisoformat(stored_at)
|
||||
age = (now_shanghai() - stored).total_seconds()
|
||||
except ValueError:
|
||||
age = max_stale_seconds + 1
|
||||
if age > max_stale_seconds:
|
||||
return None
|
||||
return result
|
||||
@@ -0,0 +1,36 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import threading
|
||||
import time
|
||||
|
||||
|
||||
class TokenBucket:
|
||||
def __init__(self, rate_per_minute: float, capacity: float | None = None, clock=time.monotonic) -> None:
|
||||
self.rate_per_second = max(0.001, rate_per_minute / 60.0)
|
||||
self.capacity = float(capacity if capacity is not None else rate_per_minute)
|
||||
self._tokens = self.capacity
|
||||
self._updated = clock()
|
||||
self._clock = clock
|
||||
self._lock = threading.Lock()
|
||||
|
||||
def acquire(self, tokens: float = 1.0, block: bool = True) -> bool:
|
||||
while True:
|
||||
with self._lock:
|
||||
now = self._clock()
|
||||
elapsed = max(0.0, now - self._updated)
|
||||
self._tokens = min(self.capacity, self._tokens + elapsed * self.rate_per_second)
|
||||
self._updated = now
|
||||
if self._tokens >= tokens:
|
||||
self._tokens -= tokens
|
||||
return True
|
||||
wait = (tokens - self._tokens) / self.rate_per_second
|
||||
if not block:
|
||||
return False
|
||||
time.sleep(min(wait, 0.05))
|
||||
|
||||
@property
|
||||
def remaining(self) -> float:
|
||||
with self._lock:
|
||||
now = self._clock()
|
||||
elapsed = max(0.0, now - self._updated)
|
||||
return min(self.capacity, self._tokens + elapsed * self.rate_per_second)
|
||||
@@ -0,0 +1,35 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import time
|
||||
from collections.abc import Callable
|
||||
from typing import TypeVar
|
||||
|
||||
T = TypeVar("T")
|
||||
|
||||
|
||||
class RetryError(RuntimeError):
|
||||
def __init__(self, message: str, attempts: int, last_error: BaseException | None = None) -> None:
|
||||
super().__init__(message)
|
||||
self.attempts = attempts
|
||||
self.last_error = last_error
|
||||
|
||||
|
||||
def retry_call(
|
||||
fn: Callable[[], T],
|
||||
attempts: int = 5,
|
||||
base_delay: float = 0.2,
|
||||
max_delay: float = 8.0,
|
||||
sleeper: Callable[[float], None] = time.sleep,
|
||||
retry_on: tuple[type[BaseException], ...] = (Exception,),
|
||||
) -> T:
|
||||
last: BaseException | None = None
|
||||
for attempt in range(1, max(1, attempts) + 1):
|
||||
try:
|
||||
return fn()
|
||||
except retry_on as exc:
|
||||
last = exc
|
||||
if attempt >= attempts:
|
||||
break
|
||||
delay = min(max_delay, base_delay * (2 ** (attempt - 1)))
|
||||
sleeper(delay)
|
||||
raise RetryError(f"retry exhausted after {attempts} attempts: {last}", attempts, last)
|
||||
@@ -0,0 +1,250 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import mimetypes
|
||||
import secrets
|
||||
from http import HTTPStatus
|
||||
from http.cookies import SimpleCookie
|
||||
from http.server import BaseHTTPRequestHandler, ThreadingHTTPServer
|
||||
from typing import Any
|
||||
from urllib.parse import unquote, urlparse
|
||||
|
||||
from datahub.hub import Hub
|
||||
from datahub.logutil import configure_logging, get_logger
|
||||
from datahub.serving import ApiError, parse_query
|
||||
|
||||
LOGGER = get_logger()
|
||||
SESSION_COOKIE = "datahub_session"
|
||||
|
||||
|
||||
class HubRequestHandler(BaseHTTPRequestHandler):
|
||||
hub: Hub
|
||||
|
||||
def log_message(self, format: str, *args: Any) -> None:
|
||||
LOGGER.info(format % args)
|
||||
|
||||
def do_GET(self) -> None: # noqa: N802
|
||||
self._dispatch("GET")
|
||||
|
||||
def do_POST(self) -> None: # noqa: N802
|
||||
self._dispatch("POST")
|
||||
|
||||
def do_OPTIONS(self) -> None: # noqa: N802
|
||||
self.send_response(HTTPStatus.NO_CONTENT)
|
||||
self.send_header("Allow", "GET, POST, OPTIONS")
|
||||
self.end_headers()
|
||||
|
||||
def _dispatch(self, method: str) -> None:
|
||||
parsed = urlparse(self.path)
|
||||
path = unquote(parsed.path)
|
||||
try:
|
||||
if path in {"/livez", "/healthz"}:
|
||||
self._json({"status": "ok"}, HTTPStatus.OK)
|
||||
return
|
||||
if path.startswith("/v1/"):
|
||||
self._v1(path, parsed.query)
|
||||
return
|
||||
if path.startswith("/admin/api/"):
|
||||
self._admin_api(method, path)
|
||||
return
|
||||
if path.startswith("/admin"):
|
||||
self._admin_static(path)
|
||||
return
|
||||
if path == "/":
|
||||
self.send_response(HTTPStatus.FOUND)
|
||||
self.send_header("Location", "/admin/")
|
||||
self.end_headers()
|
||||
return
|
||||
self._json({"error": {"code": "INVALID_ARGUMENT", "message": "Not found"}}, HTTPStatus.NOT_FOUND)
|
||||
except ApiError as exc:
|
||||
self._json(exc.payload(), exc.status)
|
||||
except PermissionError as exc:
|
||||
self._json({"error": {"code": "UNAUTHORIZED", "message": str(exc)}}, HTTPStatus.UNAUTHORIZED)
|
||||
except ValueError as exc:
|
||||
self._json({"error": {"code": "INVALID_ARGUMENT", "message": str(exc)}}, HTTPStatus.BAD_REQUEST)
|
||||
except Exception:
|
||||
LOGGER.exception("internal error")
|
||||
self._json({"error": {"code": "INTERNAL", "message": "internal error"}}, HTTPStatus.INTERNAL_SERVER_ERROR)
|
||||
|
||||
def _v1(self, path: str, query: str) -> None:
|
||||
token = self.headers.get("X-Datahub-Token", "")
|
||||
if not self.hub.auth.check_api_token(token):
|
||||
self.hub.pipeline.audit("anonymous", "unauthorized", path, "")
|
||||
raise ApiError("UNAUTHORIZED", "missing or invalid X-Datahub-Token")
|
||||
payload = self.hub.api.handle(path, parse_query(query))
|
||||
self._json(payload, HTTPStatus.OK)
|
||||
|
||||
def _admin_api(self, method: str, path: str) -> None:
|
||||
if path == "/admin/api/login" and method == "POST":
|
||||
body = self._read_json()
|
||||
result = self.hub.auth.login(str(body.get("username") or "hub_admin"), str(body.get("password") or ""))
|
||||
self._json(
|
||||
{"ok": True, "must_change": result["must_change"], "csrf": result["csrf"]},
|
||||
HTTPStatus.OK,
|
||||
extra_headers=[self._cookie(result["session"])],
|
||||
)
|
||||
return
|
||||
user = self.hub.auth.session_user(self._cookie_value(SESSION_COOKIE))
|
||||
if not user:
|
||||
raise ApiError("UNAUTHORIZED", "请先登录")
|
||||
if method == "POST" and path != "/admin/api/login":
|
||||
csrf = self.headers.get("X-CSRF-Token", "")
|
||||
if not csrf or not secrets.compare_digest(csrf, str(user["csrf_token"])):
|
||||
raise ApiError("UNAUTHORIZED", "CSRF 校验失败")
|
||||
if path == "/admin/api/logout" and method == "POST":
|
||||
self.hub.auth.logout(self._cookie_value(SESSION_COOKIE))
|
||||
self._json({"ok": True}, HTTPStatus.OK, extra_headers=[self._cookie("", clear=True)])
|
||||
return
|
||||
if path == "/admin/api/session" and method == "GET":
|
||||
self._json({"username": user["username"], "must_change": user["must_change"], "csrf": user["csrf_token"]}, HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/change-password" and method == "POST":
|
||||
body = self._read_json()
|
||||
self.hub.auth.change_password(str(body.get("current") or ""), str(body.get("new_password") or ""))
|
||||
self.hub.pipeline.audit(user["username"], "change_password", "hub_admin", "")
|
||||
self._json({"ok": True}, HTTPStatus.OK)
|
||||
return
|
||||
if user["must_change"] and path not in {"/admin/api/change-password", "/admin/api/session"}:
|
||||
raise ApiError("UNAUTHORIZED", "请先修改初始密码")
|
||||
if path == "/admin/api/overview" and method == "GET":
|
||||
self._json(self.hub.admin.overview(), HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/sources" and method == "GET":
|
||||
self._json(self.hub.admin.sources(), HTTPStatus.OK)
|
||||
return
|
||||
if path.startswith("/admin/api/sources/") and path.endswith("/probe") and method == "POST":
|
||||
provider = path.split("/")[4]
|
||||
self._json(self.hub.admin.probe(provider), HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/jobs" and method == "GET":
|
||||
self._json(self.hub.admin.jobs(), HTTPStatus.OK)
|
||||
return
|
||||
if path.startswith("/admin/api/jobs/") and path.endswith("/run") and method == "POST":
|
||||
job_id = path.split("/")[4]
|
||||
body = self._read_json(allow_empty=True)
|
||||
self._json(self.hub.admin.run_job(job_id, str(body.get("trade_date") or "")), HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/batches" and method == "GET":
|
||||
query = parse_query(urlparse(self.path).query)
|
||||
date = (query.get("date") or [""])[0]
|
||||
dataset = (query.get("dataset") or [""])[0]
|
||||
self._json(self.hub.admin.batches(date, dataset), HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/datasets" and method == "GET":
|
||||
query = parse_query(urlparse(self.path).query)
|
||||
self._json(self.hub.admin.datasets((query.get("date") or [""])[0]), HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/audit" and method == "GET":
|
||||
self._json(self.hub.admin.audit(), HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/rollback" and method == "POST":
|
||||
body = self._read_json()
|
||||
result = self.hub.admin.rollback(
|
||||
str(body.get("dataset") or ""),
|
||||
str(body.get("trade_date") or ""),
|
||||
str(body.get("password") or ""),
|
||||
str(body.get("confirm") or ""),
|
||||
user["username"],
|
||||
)
|
||||
self._json(result, HTTPStatus.OK)
|
||||
return
|
||||
if path == "/admin/api/backfill" and method == "POST":
|
||||
body = self._read_json()
|
||||
result = self.hub.admin.backfill(
|
||||
str(body.get("dataset") or ""),
|
||||
str(body.get("trade_date") or ""),
|
||||
str(body.get("password") or ""),
|
||||
str(body.get("confirm") or ""),
|
||||
user["username"],
|
||||
)
|
||||
self._json(result, HTTPStatus.OK)
|
||||
return
|
||||
raise ApiError("INVALID_ARGUMENT", f"unknown admin endpoint: {path}")
|
||||
|
||||
def _admin_static(self, path: str) -> None:
|
||||
relative = path[len("/admin"):].lstrip("/") or "index.html"
|
||||
candidate = (self.hub.static_dir / relative).resolve()
|
||||
try:
|
||||
candidate.relative_to(self.hub.static_dir.resolve())
|
||||
except ValueError:
|
||||
self.send_error(HTTPStatus.FORBIDDEN)
|
||||
return
|
||||
if candidate.is_dir():
|
||||
candidate = candidate / "index.html"
|
||||
if not candidate.is_file():
|
||||
candidate = self.hub.static_dir / "index.html"
|
||||
content = candidate.read_bytes()
|
||||
content_type = mimetypes.guess_type(candidate.name)[0] or "application/octet-stream"
|
||||
if content_type.startswith("text/") or content_type in {"application/javascript", "application/json"}:
|
||||
content_type += "; charset=utf-8"
|
||||
self.send_response(HTTPStatus.OK)
|
||||
self.send_header("Content-Type", content_type)
|
||||
self.send_header("Content-Length", str(len(content)))
|
||||
self.send_header("Cache-Control", "no-cache")
|
||||
self.end_headers()
|
||||
self.wfile.write(content)
|
||||
|
||||
def _read_json(self, allow_empty: bool = False) -> dict[str, Any]:
|
||||
length = int(self.headers.get("Content-Length", "0") or 0)
|
||||
if length == 0 and allow_empty:
|
||||
return {}
|
||||
if length <= 0 or length > 65536:
|
||||
raise ValueError("请求内容为空或过大")
|
||||
raw = self.rfile.read(length)
|
||||
try:
|
||||
payload = json.loads(raw.decode("utf-8"))
|
||||
except (UnicodeDecodeError, json.JSONDecodeError):
|
||||
LOGGER.warning("invalid json request body")
|
||||
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 _cookie_value(self, name: str) -> str:
|
||||
cookie = SimpleCookie()
|
||||
try:
|
||||
cookie.load(self.headers.get("Cookie", ""))
|
||||
except Exception:
|
||||
return ""
|
||||
morsel = cookie.get(name)
|
||||
return morsel.value if morsel else ""
|
||||
|
||||
def _cookie(self, value: str, clear: bool = False) -> str:
|
||||
max_age = 0 if clear else 12 * 3600
|
||||
return f"{SESSION_COOKIE}={value}; Path=/; HttpOnly; SameSite=Strict; Max-Age={max_age}"
|
||||
|
||||
def _json(self, payload: dict[str, Any], status: HTTPStatus, extra_headers: list[str] | None = None) -> None:
|
||||
raw = json.dumps(payload, ensure_ascii=False).encode("utf-8")
|
||||
self.send_response(status)
|
||||
self.send_header("Content-Type", "application/json; charset=utf-8")
|
||||
self.send_header("Content-Length", str(len(raw)))
|
||||
self.send_header("Cache-Control", "no-store")
|
||||
for header in extra_headers or []:
|
||||
self.send_header("Set-Cookie", header)
|
||||
self.end_headers()
|
||||
self.wfile.write(raw)
|
||||
|
||||
|
||||
def make_handler(hub: Hub) -> type[HubRequestHandler]:
|
||||
class BoundHandler(HubRequestHandler):
|
||||
pass
|
||||
|
||||
BoundHandler.hub = hub
|
||||
BoundHandler.protocol_version = "HTTP/1.1"
|
||||
return BoundHandler
|
||||
|
||||
|
||||
def serve(hub: Hub, host: str, port: int) -> None:
|
||||
configure_logging(hub.settings.log_level)
|
||||
handler = make_handler(hub)
|
||||
server = ThreadingHTTPServer((host, port), handler)
|
||||
hub.start()
|
||||
LOGGER.info("xiaobai-datahub listening", extra={"hub": {"host": host, "port": port}})
|
||||
print(f"xiaobai-datahub is running at http://{host}:{port}/admin/")
|
||||
try:
|
||||
server.serve_forever()
|
||||
except KeyboardInterrupt:
|
||||
pass
|
||||
finally:
|
||||
hub.stop()
|
||||
server.server_close()
|
||||
@@ -0,0 +1,54 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from pathlib import Path
|
||||
|
||||
from datahub.adapters.tushare import TushareAdapter
|
||||
from datahub.admin_api import AdminAPI
|
||||
from datahub.auth import AuthService
|
||||
from datahub.crypto import SecretVault
|
||||
from datahub.db import HubDB
|
||||
from datahub.governance.circuit import CircuitBreaker
|
||||
from datahub.governance.lkg import LastKnownGood
|
||||
from datahub.governance.ratelimit import TokenBucket
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.scheduler import Scheduler
|
||||
from datahub.serving import V1API
|
||||
from datahub.settings import Settings, load_settings
|
||||
|
||||
|
||||
class Hub:
|
||||
def __init__(self, settings: Settings, adapter: TushareAdapter | None = None) -> None:
|
||||
if not settings.encryption_key:
|
||||
raise SystemExit("DATAHUB_ENCRYPTION_KEY 未配置")
|
||||
self.settings = settings
|
||||
self.db = HubDB(settings.db_path)
|
||||
self.vault = SecretVault(settings.encryption_key)
|
||||
self.auth = AuthService(self.db, self.vault, settings.api_token, settings.admin_password)
|
||||
token = settings.tushare_token or self.auth.load_credential("tushare_token")
|
||||
if settings.tushare_token:
|
||||
self.auth.store_credential("tushare_token", settings.tushare_token)
|
||||
token = settings.tushare_token
|
||||
self.adapter = adapter or TushareAdapter(token)
|
||||
self.pipeline = Pipeline(
|
||||
self.db,
|
||||
self.adapter,
|
||||
settings,
|
||||
bucket=TokenBucket(settings.tushare_rate_per_minute),
|
||||
breaker=CircuitBreaker(),
|
||||
)
|
||||
self.lkg = LastKnownGood(self.db)
|
||||
self.scheduler = Scheduler(self.db, self.pipeline)
|
||||
self.api = V1API(self.db, self.pipeline, settings)
|
||||
self.admin = AdminAPI(self.db, self.pipeline, self.scheduler, self.auth)
|
||||
self.static_dir = Path(__file__).resolve().parents[1] / "admin"
|
||||
|
||||
def start(self) -> None:
|
||||
if self.settings.scheduler_enabled:
|
||||
self.scheduler.start()
|
||||
|
||||
def stop(self) -> None:
|
||||
self.scheduler.stop()
|
||||
|
||||
|
||||
def build_hub(settings: Settings | None = None) -> Hub:
|
||||
return Hub(settings or load_settings())
|
||||
@@ -0,0 +1,82 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import logging
|
||||
import re
|
||||
import sys
|
||||
import traceback
|
||||
from typing import Any
|
||||
|
||||
from datahub.timeutil import isoformat
|
||||
|
||||
_SECRET_KEYS = (
|
||||
"token", "password", "secret", "key", "authorization", "credential",
|
||||
"tushare_token", "datahub_token", "encryption_key", "cookie",
|
||||
)
|
||||
_SECRET_JSON = re.compile(
|
||||
r'(?i)("(?:' + "|".join(re.escape(key) for key in _SECRET_KEYS) + r')"\s*:\s*")([^"\\]*(?:\\.[^"\\]*)*)(")'
|
||||
)
|
||||
|
||||
|
||||
def redact_log_text(text: str) -> str:
|
||||
return _SECRET_JSON.sub(r"\1***\3", str(text))
|
||||
|
||||
|
||||
def _redact(value: Any, key: str = "") -> Any:
|
||||
lowered = key.lower()
|
||||
if any(part in lowered for part in _SECRET_KEYS):
|
||||
return "***"
|
||||
if isinstance(value, dict):
|
||||
return {str(item_key): _redact(item_value, str(item_key)) for item_key, item_value in value.items()}
|
||||
if isinstance(value, list):
|
||||
return [_redact(item) for item in value]
|
||||
if isinstance(value, str):
|
||||
return redact_log_text(value)
|
||||
return value
|
||||
|
||||
|
||||
def _safe_exc_text(exc_info: tuple[Any, Any, Any]) -> str:
|
||||
exc = exc_info[1]
|
||||
if isinstance(exc, json.JSONDecodeError):
|
||||
return f"JSONDecodeError: invalid json at position {exc.pos}"
|
||||
cause = getattr(exc, "__cause__", None)
|
||||
if isinstance(cause, json.JSONDecodeError):
|
||||
return f"{type(exc).__name__}: invalid json in request"
|
||||
text = "".join(traceback.format_exception(*exc_info))
|
||||
if isinstance(cause, json.JSONDecodeError) and cause.doc:
|
||||
text = text.replace(cause.doc, "")
|
||||
if isinstance(exc, json.JSONDecodeError) and exc.doc:
|
||||
text = text.replace(exc.doc, "")
|
||||
return redact_log_text(text)
|
||||
|
||||
|
||||
class JsonFormatter(logging.Formatter):
|
||||
def format(self, record: logging.LogRecord) -> str:
|
||||
payload: dict[str, Any] = {
|
||||
"ts": isoformat(),
|
||||
"level": record.levelname,
|
||||
"logger": record.name,
|
||||
"message": redact_log_text(record.getMessage()),
|
||||
}
|
||||
extra = getattr(record, "hub", None)
|
||||
if isinstance(extra, dict):
|
||||
payload.update(_redact(extra))
|
||||
if record.exc_info:
|
||||
payload["exc"] = _safe_exc_text(record.exc_info)
|
||||
return json.dumps(payload, ensure_ascii=False, default=str)
|
||||
|
||||
|
||||
def configure_logging(level: str = "INFO") -> logging.Logger:
|
||||
logger = logging.getLogger("datahub")
|
||||
if logger.handlers:
|
||||
return logger
|
||||
handler = logging.StreamHandler(sys.stdout)
|
||||
handler.setFormatter(JsonFormatter())
|
||||
logger.addHandler(handler)
|
||||
logger.setLevel(getattr(logging, level.upper(), logging.INFO))
|
||||
logger.propagate = False
|
||||
return logger
|
||||
|
||||
|
||||
def get_logger() -> logging.Logger:
|
||||
return logging.getLogger("datahub")
|
||||
@@ -0,0 +1,201 @@
|
||||
"""Canonical field normalization for Tushare-native rows.
|
||||
|
||||
Units (architecture §7.1):
|
||||
- price: 4 decimal REAL
|
||||
- pct_chg: percent, 4 decimal REAL
|
||||
- volume: shares (Tushare daily/index vol is 手 → ×100)
|
||||
- amount: yuan (Tushare daily/index amount is 千元 → ×1000)
|
||||
- moneyflow amounts: yuan (Tushare is 万元 → ×1e4)
|
||||
- daily_basic total_mv / circ_mv: yuan (Tushare is 万元 → ×1e4)
|
||||
- stk_auction.amount is already yuan in Tushare; volume 手 → ×100
|
||||
|
||||
Existing xiaobai-review stores Tushare native units and converts at display time.
|
||||
Hub converts once at ingest. Golden tests compare hub output against applying
|
||||
these same factors to review-native rows.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
AMOUNT_THOUSAND_YUAN = 1000.0
|
||||
AMOUNT_WAN_YUAN = 10000.0
|
||||
VOLUME_LOT = 100.0
|
||||
|
||||
DAILY_FIELDS = ("ts_code", "trade_date", "open", "high", "low", "close", "pct_chg", "vol", "amount")
|
||||
VALUATION_FIELDS = (
|
||||
"ts_code", "trade_date", "turnover_rate", "volume_ratio",
|
||||
"total_mv", "circ_mv", "pe_ttm", "pb", "ps_ttm", "dv_ttm",
|
||||
)
|
||||
MONEYFLOW_FIELDS = (
|
||||
"ts_code", "trade_date",
|
||||
"buy_sm_amount", "sell_sm_amount", "buy_md_amount", "sell_md_amount",
|
||||
"buy_lg_amount", "sell_lg_amount", "buy_elg_amount", "sell_elg_amount",
|
||||
"net_mf_amount",
|
||||
)
|
||||
AUCTION_FIELDS = (
|
||||
"ts_code", "trade_date", "vol", "price", "amount", "pre_close",
|
||||
"turnover_rate", "volume_ratio", "float_share",
|
||||
)
|
||||
INDEX_FIELDS = ("ts_code", "trade_date", "open", "high", "low", "close", "pct_chg", "vol", "amount")
|
||||
CALENDAR_FIELDS = ("exchange", "cal_date", "is_open", "pretrade_date")
|
||||
STOCK_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
|
||||
|
||||
|
||||
def _code(value: Any) -> str:
|
||||
return str(value or "").strip().upper()
|
||||
|
||||
|
||||
def _date(value: Any) -> str:
|
||||
return str(value or "").replace("-", "")[:8]
|
||||
|
||||
|
||||
def review_daily_to_canonical(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""Convert a review-stored daily row (Tushare native units) to hub canonical."""
|
||||
return normalize_daily(row)
|
||||
|
||||
|
||||
def normalize_daily(row: dict[str, Any], adj_factor: float | None = None) -> dict[str, Any]:
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"open": round4(finite_number(row.get("open"))),
|
||||
"high": round4(finite_number(row.get("high"))),
|
||||
"low": round4(finite_number(row.get("low"))),
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pct_chg": round4(finite_number(row.get("pct_chg"))),
|
||||
"volume": round4(_scale(row.get("vol"), VOLUME_LOT)),
|
||||
"amount": round4(_scale(row.get("amount"), AMOUNT_THOUSAND_YUAN)),
|
||||
"adj_factor": round4(finite_number(adj_factor if adj_factor is not None else row.get("adj_factor"))),
|
||||
}
|
||||
|
||||
|
||||
def normalize_valuation(row: dict[str, Any]) -> dict[str, Any]:
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
|
||||
"volume_ratio": round4(finite_number(row.get("volume_ratio"))),
|
||||
"total_mv": round4(_scale(row.get("total_mv"), AMOUNT_WAN_YUAN)),
|
||||
"circ_mv": round4(_scale(row.get("circ_mv"), AMOUNT_WAN_YUAN)),
|
||||
"pe_ttm": round4(finite_number(row.get("pe_ttm"))),
|
||||
"pb": round4(finite_number(row.get("pb"))),
|
||||
"ps_ttm": round4(finite_number(row.get("ps_ttm"))),
|
||||
"dv_ttm": round4(finite_number(row.get("dv_ttm"))),
|
||||
}
|
||||
|
||||
|
||||
def normalize_moneyflow(row: dict[str, Any]) -> dict[str, Any]:
|
||||
converted = {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
}
|
||||
for field in MONEYFLOW_FIELDS[2:]:
|
||||
converted[field] = round4(_scale(row.get(field), AMOUNT_WAN_YUAN))
|
||||
return converted
|
||||
|
||||
|
||||
def normalize_auction(row: dict[str, Any]) -> dict[str, Any]:
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"volume": round4(_scale(row.get("vol") if row.get("vol") is not None else row.get("volume"), VOLUME_LOT)),
|
||||
"price": round4(finite_number(row.get("price"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
"pre_close": round4(finite_number(row.get("pre_close"))),
|
||||
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
|
||||
"volume_ratio": round4(finite_number(row.get("volume_ratio"))),
|
||||
"float_share": round4(_scale(row.get("float_share"), AMOUNT_WAN_YUAN) if row.get("float_share") is not None else None),
|
||||
}
|
||||
|
||||
|
||||
def normalize_index_daily(row: dict[str, Any]) -> dict[str, Any]:
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"open": round4(finite_number(row.get("open"))),
|
||||
"high": round4(finite_number(row.get("high"))),
|
||||
"low": round4(finite_number(row.get("low"))),
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pct_chg": round4(finite_number(row.get("pct_chg"))),
|
||||
"volume": round4(_scale(row.get("vol"), VOLUME_LOT)),
|
||||
"amount": round4(_scale(row.get("amount"), AMOUNT_THOUSAND_YUAN)),
|
||||
}
|
||||
|
||||
|
||||
def normalize_calendar(row: dict[str, Any]) -> dict[str, Any]:
|
||||
is_open = row.get("is_open")
|
||||
if is_open in (True, "1", 1, "Y", "y"):
|
||||
open_flag = 1
|
||||
elif is_open in (False, "0", 0, "N", "n", None, ""):
|
||||
open_flag = 0
|
||||
else:
|
||||
open_flag = int(is_open)
|
||||
return {
|
||||
"exchange": str(row.get("exchange") or "SSE"),
|
||||
"cal_date": _date(row.get("cal_date") or row.get("calDate")),
|
||||
"is_open": open_flag,
|
||||
"pretrade_date": _date(row.get("pretrade_date")) or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_stock(row: dict[str, Any]) -> dict[str, Any]:
|
||||
ts_code = _code(row.get("ts_code"))
|
||||
symbol = str(row.get("symbol") or "").strip() or (ts_code.split(".")[0] if ts_code else "")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"symbol": symbol,
|
||||
"name": str(row.get("name") or "").strip(),
|
||||
"area": str(row.get("area") or "").strip() or None,
|
||||
"industry": str(row.get("industry") or "").strip() or None,
|
||||
"market": str(row.get("market") or "").strip() or None,
|
||||
"list_status": str(row.get("list_status") or "L").strip() or "L",
|
||||
"list_date": _date(row.get("list_date")) or None,
|
||||
}
|
||||
|
||||
|
||||
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
|
||||
if price is None:
|
||||
return None
|
||||
current = factor if factor not in (None, 0) else 1.0
|
||||
latest = latest_factor if latest_factor not in (None, 0) else current
|
||||
return round4(price * current / latest)
|
||||
|
||||
|
||||
def qfq_bar(row: dict[str, Any], latest_factor: float | None) -> dict[str, Any]:
|
||||
factor = finite_number(row.get("adj_factor"), 1.0) or 1.0
|
||||
out = dict(row)
|
||||
for field in ("open", "high", "low", "close"):
|
||||
out[field] = apply_qfq(finite_number(row.get(field)), factor, latest_factor)
|
||||
return out
|
||||
|
||||
|
||||
NORMALIZERS = {
|
||||
"daily": normalize_daily,
|
||||
"valuation": normalize_valuation,
|
||||
"daily_basic": normalize_valuation,
|
||||
"moneyflow": normalize_moneyflow,
|
||||
"auction": normalize_auction,
|
||||
"stk_auction": normalize_auction,
|
||||
"index_daily": normalize_index_daily,
|
||||
"trade_cal": normalize_calendar,
|
||||
"calendar": normalize_calendar,
|
||||
"stock_basic": normalize_stock,
|
||||
"stocks": normalize_stock,
|
||||
}
|
||||
|
||||
|
||||
def normalize_rows(dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
fn = NORMALIZERS.get(dataset)
|
||||
if fn is None:
|
||||
raise ValueError(f"unknown dataset: {dataset}")
|
||||
return [fn(row) for row in rows]
|
||||
|
||||
|
||||
def _scale(value: Any, factor: float) -> float | None:
|
||||
number = finite_number(value)
|
||||
if number is None:
|
||||
return None
|
||||
return number * factor
|
||||
@@ -0,0 +1,23 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import math
|
||||
from typing import Any
|
||||
|
||||
|
||||
def finite_number(value: Any, default: float | None = None) -> float | None:
|
||||
"""Return a finite float, or default (None means JSON null)."""
|
||||
if value is None or value == "":
|
||||
return default
|
||||
try:
|
||||
number = float(value)
|
||||
except (TypeError, ValueError):
|
||||
return default
|
||||
if not math.isfinite(number):
|
||||
return default
|
||||
return number
|
||||
|
||||
|
||||
def round4(value: float | None) -> float | None:
|
||||
if value is None:
|
||||
return None
|
||||
return round(float(value), 4)
|
||||
@@ -0,0 +1,701 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import time
|
||||
from collections.abc import Callable
|
||||
from datetime import timedelta
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
from datahub.adapters.tushare import DEFAULT_INDEX_CODES, WEBSITE_INDEX_CODES, TushareAdapter
|
||||
from datahub.db import DATASET_TABLES, HubDB
|
||||
from datahub.governance.circuit import CircuitBreaker
|
||||
from datahub.governance.ratelimit import TokenBucket
|
||||
from datahub.governance.retry import RetryError, retry_call
|
||||
from datahub.logutil import get_logger
|
||||
from datahub.normalize import finite_number, normalize_daily
|
||||
from datahub.settings import Settings
|
||||
from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
LOGGER = get_logger()
|
||||
|
||||
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
||||
SOFT_DATASETS = {"moneyflow", "auction"}
|
||||
OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
|
||||
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
||||
|
||||
STAGING_INSERT = {
|
||||
"daily": (
|
||||
"INSERT INTO staging_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount,adj_factor) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], b, r.get("open"), r.get("high"), r.get("low"),
|
||||
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"), r.get("adj_factor"),
|
||||
),
|
||||
),
|
||||
"valuation": (
|
||||
"INSERT INTO staging_valuation(ts_code,trade_date,batch_id,turnover_rate,volume_ratio,total_mv,circ_mv,pe_ttm,pb,ps_ttm,dv_ttm) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], b, r.get("turnover_rate"), r.get("volume_ratio"),
|
||||
r.get("total_mv"), r.get("circ_mv"), r.get("pe_ttm"), r.get("pb"), r.get("ps_ttm"), r.get("dv_ttm"),
|
||||
),
|
||||
),
|
||||
"moneyflow": (
|
||||
"INSERT INTO staging_moneyflow(ts_code,trade_date,batch_id,buy_sm_amount,sell_sm_amount,buy_md_amount,sell_md_amount,buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], b,
|
||||
r.get("buy_sm_amount"), r.get("sell_sm_amount"), r.get("buy_md_amount"), r.get("sell_md_amount"),
|
||||
r.get("buy_lg_amount"), r.get("sell_lg_amount"), r.get("buy_elg_amount"), r.get("sell_elg_amount"),
|
||||
r.get("net_mf_amount"),
|
||||
),
|
||||
),
|
||||
"auction": (
|
||||
"INSERT INTO staging_auction(ts_code,trade_date,batch_id,volume,price,amount,pre_close,turnover_rate,volume_ratio,float_share) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], b, r.get("volume"), r.get("price"), r.get("amount"),
|
||||
r.get("pre_close"), r.get("turnover_rate"), r.get("volume_ratio"), r.get("float_share"),
|
||||
),
|
||||
),
|
||||
"index_daily": (
|
||||
"INSERT INTO staging_index_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], b, r.get("open"), r.get("high"), r.get("low"),
|
||||
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"),
|
||||
),
|
||||
),
|
||||
}
|
||||
|
||||
EOD_COPY = {
|
||||
"daily": (
|
||||
"INSERT OR REPLACE INTO eod_bars "
|
||||
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,adj_factor,batch_id "
|
||||
"FROM staging_bars WHERE batch_id = ?"
|
||||
),
|
||||
"valuation": (
|
||||
"INSERT OR REPLACE INTO eod_valuation "
|
||||
"SELECT ts_code,trade_date,turnover_rate,volume_ratio,total_mv,circ_mv,pe_ttm,pb,ps_ttm,dv_ttm,batch_id "
|
||||
"FROM staging_valuation WHERE batch_id = ?"
|
||||
),
|
||||
"moneyflow": (
|
||||
"INSERT OR REPLACE INTO eod_moneyflow "
|
||||
"SELECT ts_code,trade_date,buy_sm_amount,sell_sm_amount,buy_md_amount,sell_md_amount,"
|
||||
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount,batch_id "
|
||||
"FROM staging_moneyflow WHERE batch_id = ?"
|
||||
),
|
||||
"auction": (
|
||||
"INSERT OR REPLACE INTO eod_auction "
|
||||
"SELECT ts_code,trade_date,volume,price,amount,pre_close,turnover_rate,volume_ratio,float_share,batch_id "
|
||||
"FROM staging_auction WHERE batch_id = ?"
|
||||
),
|
||||
"index_daily": (
|
||||
"INSERT OR REPLACE INTO eod_index_bars "
|
||||
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,batch_id "
|
||||
"FROM staging_index_bars WHERE batch_id = ?"
|
||||
),
|
||||
}
|
||||
|
||||
|
||||
def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
||||
table = DATASET_TABLES[dataset][1]
|
||||
row = connection.execute(
|
||||
f"SELECT COUNT(*) AS n FROM {table} WHERE batch_id = ?",
|
||||
(batch_id,),
|
||||
).fetchone()
|
||||
return int(row["n"] if row is not None else 0)
|
||||
|
||||
|
||||
class QualityError(RuntimeError):
|
||||
def __init__(self, message: str, report: dict[str, Any]) -> None:
|
||||
super().__init__(message)
|
||||
self.report = report
|
||||
|
||||
|
||||
class Pipeline:
|
||||
def __init__(
|
||||
self,
|
||||
db: HubDB,
|
||||
adapter: TushareAdapter,
|
||||
settings: Settings,
|
||||
bucket: TokenBucket | None = None,
|
||||
breaker: CircuitBreaker | None = None,
|
||||
before_commit: Callable[[], None] | None = None,
|
||||
clock=None,
|
||||
) -> None:
|
||||
self.db = db
|
||||
self.adapter = adapter
|
||||
self.settings = settings
|
||||
self.bucket = bucket or TokenBucket(settings.tushare_rate_per_minute)
|
||||
self.breaker = breaker or CircuitBreaker()
|
||||
self.before_commit = before_commit
|
||||
self.clock = clock or now_shanghai
|
||||
|
||||
def next_batch_id(self, dataset: str, trade_date: str) -> str:
|
||||
row = self.db.fetchone(
|
||||
"SELECT COUNT(*) AS n FROM batches WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
)
|
||||
seq = int((row or {}).get("n") or 0) + 1
|
||||
return f"{trade_date}-{dataset}-{seq:03d}"
|
||||
|
||||
def ingest_reference(
|
||||
self,
|
||||
trade_date: str | None = None,
|
||||
start: str | None = None,
|
||||
end: str | None = None,
|
||||
) -> dict[str, Any]:
|
||||
"""Refresh trade calendar and stock master. Not versioned by batch.
|
||||
|
||||
Calendar defaults to 2016-01-01 through today+30 so a 5-year website
|
||||
query is not silently truncated. UPSERT makes repeats safe.
|
||||
"""
|
||||
day = yyyymmdd(trade_date or self.clock())
|
||||
start = yyyymmdd(start or self.settings.calendar_start)
|
||||
end = yyyymmdd(end or add_days(day, 30))
|
||||
if start > end:
|
||||
start, end = end, start
|
||||
calendar = self.adapter.normalize(
|
||||
"calendar",
|
||||
self._guarded_fetch("calendar", {"exchange": "SSE", "start_date": start, "end_date": end}),
|
||||
)
|
||||
stocks = self.adapter.normalize("stocks", self._guarded_fetch("stocks", {"list_status": "L"}))
|
||||
fetched_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
for row in calendar:
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO trade_calendar(exchange, cal_date, is_open, pretrade_date, fetched_at)
|
||||
VALUES (?, ?, ?, ?, ?)
|
||||
ON CONFLICT(exchange, cal_date) DO UPDATE SET
|
||||
is_open=excluded.is_open, pretrade_date=excluded.pretrade_date, fetched_at=excluded.fetched_at
|
||||
""",
|
||||
(row["exchange"], row["cal_date"], row["is_open"], row.get("pretrade_date"), fetched_at),
|
||||
)
|
||||
for row in stocks:
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO stock_master(ts_code,symbol,name,area,industry,market,list_status,list_date,updated_at)
|
||||
VALUES (?,?,?,?,?,?,?,?,?)
|
||||
ON CONFLICT(ts_code) DO UPDATE SET
|
||||
symbol=excluded.symbol, name=excluded.name, area=excluded.area,
|
||||
industry=excluded.industry, market=excluded.market,
|
||||
list_status=excluded.list_status, list_date=excluded.list_date,
|
||||
updated_at=excluded.updated_at
|
||||
""",
|
||||
(
|
||||
row["ts_code"], row.get("symbol"), row.get("name"), row.get("area"),
|
||||
row.get("industry"), row.get("market"), row.get("list_status"),
|
||||
row.get("list_date"), fetched_at,
|
||||
),
|
||||
)
|
||||
return {
|
||||
"calendar": len(calendar),
|
||||
"stocks": len(stocks),
|
||||
"trade_date": day,
|
||||
"calendar_from": start,
|
||||
"calendar_to": end,
|
||||
}
|
||||
|
||||
def open_trade_dates(self, end: str, limit: int) -> list[str]:
|
||||
end = yyyymmdd(end)
|
||||
rows = self.db.fetchall(
|
||||
"""
|
||||
SELECT cal_date FROM trade_calendar
|
||||
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date <= ?
|
||||
ORDER BY cal_date DESC
|
||||
LIMIT ?
|
||||
""",
|
||||
(end, max(1, int(limit))),
|
||||
)
|
||||
return sorted(str(row["cal_date"]) for row in rows)
|
||||
|
||||
def backfill_history(
|
||||
self,
|
||||
trade_date: str | None = None,
|
||||
calendar_start: str | None = None,
|
||||
index_days: int | None = None,
|
||||
codes: tuple[str, ...] | None = None,
|
||||
force: bool = False,
|
||||
) -> dict[str, Any]:
|
||||
"""Idempotent calendar + website-index history backfill."""
|
||||
day = yyyymmdd(trade_date or self.clock())
|
||||
calendar = self.ingest_reference(day, start=calendar_start)
|
||||
index = self.backfill_index_history(
|
||||
end_date=day,
|
||||
trading_days=index_days,
|
||||
codes=codes,
|
||||
force=force,
|
||||
)
|
||||
return {"calendar": calendar, "index_daily": index, "ok": bool(index.get("ok"))}
|
||||
|
||||
def backfill_index_history(
|
||||
self,
|
||||
end_date: str | None = None,
|
||||
trading_days: int | None = None,
|
||||
codes: tuple[str, ...] | None = None,
|
||||
force: bool = False,
|
||||
) -> dict[str, Any]:
|
||||
"""Incrementally publish official index bars for website index codes.
|
||||
|
||||
One range fetch per code, then per-day publish. Already published dates
|
||||
are skipped unless ``force``. Failures are recorded and do not roll back
|
||||
successful days.
|
||||
"""
|
||||
end = yyyymmdd(end_date or self.clock())
|
||||
limit = int(trading_days or self.settings.index_history_trading_days)
|
||||
codes = tuple(codes or WEBSITE_INDEX_CODES)
|
||||
open_dates = self.open_trade_dates(end, limit)
|
||||
if not open_dates:
|
||||
return {
|
||||
"start": None,
|
||||
"end": end,
|
||||
"codes": list(codes),
|
||||
"requested_days": 0,
|
||||
"published": [],
|
||||
"skipped": [],
|
||||
"failed": [{"error": "calendar has no open dates on or before end"}],
|
||||
"ok": False,
|
||||
}
|
||||
start = open_dates[0]
|
||||
complete_dates = set() if force else self._index_dates_with_all_codes(start, end, codes)
|
||||
targets = [day for day in open_dates if day not in complete_dates]
|
||||
skipped = [day for day in open_dates if day in complete_dates]
|
||||
by_date: dict[str, list[dict[str, Any]]] = {day: [] for day in targets}
|
||||
failed: list[dict[str, Any]] = []
|
||||
for ts_code in codes:
|
||||
try:
|
||||
raw = retry_call(
|
||||
lambda code=ts_code: self._guarded_fetch(
|
||||
"index_daily",
|
||||
{"ts_code": code, "start_date": start, "end_date": end},
|
||||
),
|
||||
attempts=self.settings.max_publish_attempts,
|
||||
base_delay=0.05,
|
||||
sleeper=lambda _d: time.sleep(_d),
|
||||
)
|
||||
for row in self.adapter.normalize("index_daily", raw):
|
||||
day = str(row.get("trade_date") or "")
|
||||
if day in by_date:
|
||||
by_date[day].append(row)
|
||||
except Exception as exc:
|
||||
failed.append({"ts_code": ts_code, "error": str(exc)})
|
||||
published: list[dict[str, Any]] = []
|
||||
for day in targets:
|
||||
rows = by_date.get(day) or []
|
||||
try:
|
||||
result = self.run_dataset("index_daily", day, prepared_rows=rows)
|
||||
published.append(
|
||||
{
|
||||
"trade_date": day,
|
||||
"batch_id": result["batch_id"],
|
||||
"rows": result["rows"],
|
||||
"state": result["state"],
|
||||
}
|
||||
)
|
||||
except Exception as exc:
|
||||
failed.append({"trade_date": day, "error": str(exc), "rows": len(rows)})
|
||||
return {
|
||||
"start": start,
|
||||
"end": end,
|
||||
"codes": list(codes),
|
||||
"requested_days": len(open_dates),
|
||||
"published": published,
|
||||
"skipped": skipped,
|
||||
"failed": failed,
|
||||
"ok": not failed,
|
||||
}
|
||||
|
||||
def _index_dates_with_all_codes(self, start: str, end: str, codes: tuple[str, ...]) -> set[str]:
|
||||
pubs = self.db.fetchall(
|
||||
"""
|
||||
SELECT trade_date, active_batch FROM publications
|
||||
WHERE dataset = 'index_daily' AND trade_date >= ? AND trade_date <= ?
|
||||
""",
|
||||
(start, end),
|
||||
)
|
||||
needed = set(codes)
|
||||
complete: set[str] = set()
|
||||
for pub in pubs:
|
||||
rows = self.db.fetchall(
|
||||
"SELECT DISTINCT ts_code FROM eod_index_bars WHERE trade_date = ? AND batch_id = ?",
|
||||
(pub["trade_date"], pub["active_batch"]),
|
||||
)
|
||||
have = {str(row["ts_code"]) for row in rows}
|
||||
if needed <= have:
|
||||
complete.add(str(pub["trade_date"]))
|
||||
return complete
|
||||
|
||||
def run_dataset(
|
||||
self,
|
||||
dataset: str,
|
||||
trade_date: str,
|
||||
attempts: int | None = None,
|
||||
prepared_rows: list[dict[str, Any]] | None = None,
|
||||
) -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(trade_date)
|
||||
batch_id = self.next_batch_id(dataset, trade_date)
|
||||
max_attempts = attempts or self.settings.max_publish_attempts
|
||||
self._set_batch(batch_id, dataset, trade_date, "scheduled", 0)
|
||||
rows: list[dict[str, Any]] = []
|
||||
try:
|
||||
self._set_batch(batch_id, dataset, trade_date, "fetching", 1)
|
||||
if prepared_rows is None:
|
||||
rows = retry_call(
|
||||
lambda: self._fetch_dataset(dataset, trade_date),
|
||||
attempts=max_attempts,
|
||||
base_delay=0.05,
|
||||
sleeper=lambda _d: None if attempts == 1 else time.sleep(_d),
|
||||
)
|
||||
else:
|
||||
rows = list(prepared_rows)
|
||||
self._stage(dataset, batch_id, rows)
|
||||
self._set_batch(batch_id, dataset, trade_date, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
self._set_batch(batch_id, dataset, trade_date, "validating", 1)
|
||||
report = self.validate(dataset, batch_id, trade_date, rows)
|
||||
if report["hard_fail"]:
|
||||
self._reject_batch(batch_id, dataset, trade_date, rows, report)
|
||||
raise QualityError("integrity gate failed", report)
|
||||
self._set_batch(batch_id, dataset, trade_date, "deriving", 1, rows_in=len(rows), rows_out=len(rows), quality=report)
|
||||
self._set_batch(batch_id, dataset, trade_date, "publishing", 1, rows_in=len(rows), rows_out=len(rows), quality=report)
|
||||
state = "degraded" if report["soft_fail"] else "published"
|
||||
self.publish(dataset, trade_date, batch_id, state=state)
|
||||
self._set_batch(
|
||||
batch_id, dataset, trade_date, "published", 1,
|
||||
rows_in=len(rows), rows_out=len(rows), quality=report, finished=True,
|
||||
)
|
||||
return {"batch_id": batch_id, "dataset": dataset, "trade_date": trade_date, "rows": len(rows), "state": state, "quality": report}
|
||||
except RetryError as exc:
|
||||
self._set_batch(batch_id, dataset, trade_date, "failed", max_attempts, error=str(exc), finished=True)
|
||||
raise
|
||||
except QualityError as exc:
|
||||
current = self.db.fetchone("SELECT state FROM batches WHERE batch_id = ?", (batch_id,))
|
||||
if current and current["state"] not in {"staged", "failed"}:
|
||||
self._reject_batch(batch_id, dataset, trade_date, rows, exc.report)
|
||||
raise
|
||||
except Exception as exc:
|
||||
self._set_batch(batch_id, dataset, trade_date, "failed", 1, error=str(exc), finished=True)
|
||||
raise
|
||||
|
||||
def run_eod_batch_a(self, trade_date: str) -> dict[str, Any]:
|
||||
results = {}
|
||||
for dataset in ("daily", "valuation", "moneyflow", "auction"):
|
||||
results[dataset] = self.run_dataset(dataset, trade_date)
|
||||
return results
|
||||
|
||||
def run_eod_batch_b(self, trade_date: str) -> dict[str, Any]:
|
||||
return {"index_daily": self.run_dataset("index_daily", trade_date)}
|
||||
|
||||
def validate(self, dataset: str, batch_id: str, trade_date: str, rows: list[dict[str, Any]]) -> dict[str, Any]:
|
||||
quality = self.settings.quality
|
||||
errors: list[str] = []
|
||||
warnings: list[str] = []
|
||||
listed = self.db.fetchone(
|
||||
"SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
|
||||
)
|
||||
listed_n = int((listed or {}).get("n") or 0)
|
||||
row_n = len(rows)
|
||||
keys = [(row.get("ts_code"), row.get("trade_date")) for row in rows]
|
||||
dup = row_n - len(set(keys))
|
||||
if dup:
|
||||
errors.append(f"duplicate keys: {dup}")
|
||||
bad_date = sum(1 for row in rows if str(row.get("trade_date")) != trade_date)
|
||||
if bad_date:
|
||||
errors.append(f"date mismatch rows: {bad_date}")
|
||||
ratio = (row_n / listed_n) if listed_n else 1.0
|
||||
if dataset == "daily" and listed_n and ratio < float(quality.get("daily_row_ratio") or 0.98):
|
||||
errors.append(f"row ratio {ratio:.4f} < {quality.get('daily_row_ratio')}")
|
||||
null_fields = ("open", "high", "low", "close", "amount") if dataset in {"daily", "index_daily"} else ()
|
||||
if null_fields and rows:
|
||||
nulls = sum(1 for row in rows if any(row.get(field) is None for field in null_fields))
|
||||
null_rate = nulls / row_n
|
||||
if null_rate >= float(quality.get("null_rate_max") or 0.01):
|
||||
errors.append(f"null rate {null_rate:.4f}")
|
||||
empty = row_n == 0
|
||||
if empty and dataset in OFFICIAL_DATASETS:
|
||||
errors.append(EMPTY_BATCH_ERROR)
|
||||
if dataset in SOFT_DATASETS:
|
||||
hard_fail = bool(dup or bad_date or empty)
|
||||
else:
|
||||
hard_fail = bool(errors) and dataset in HARD_DATASETS
|
||||
return {
|
||||
"rows": row_n,
|
||||
"listed": listed_n,
|
||||
"ratio": round(ratio, 4),
|
||||
"errors": errors,
|
||||
"warnings": warnings,
|
||||
"hard_fail": hard_fail,
|
||||
"soft_fail": bool(warnings) and not hard_fail,
|
||||
"batch_id": batch_id,
|
||||
}
|
||||
|
||||
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
||||
copy_sql = EOD_COPY[dataset]
|
||||
published_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
rows_out = _staging_row_count(connection, dataset, batch_id)
|
||||
if rows_out <= 0:
|
||||
report = {
|
||||
"rows": 0,
|
||||
"errors": [EMPTY_BATCH_ERROR],
|
||||
"warnings": [],
|
||||
"hard_fail": True,
|
||||
"soft_fail": False,
|
||||
"batch_id": batch_id,
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
}
|
||||
LOGGER.warning(
|
||||
"skip official publish for empty batch",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
"batch_id": batch_id,
|
||||
"rows_out": rows_out,
|
||||
"reason": "upstream_empty",
|
||||
}
|
||||
},
|
||||
)
|
||||
raise QualityError("empty batch cannot be officially published", report)
|
||||
current = connection.execute(
|
||||
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
prev = str(current["active_batch"]) if current else None
|
||||
connection.execute(copy_sql, (batch_id,))
|
||||
if self.before_commit:
|
||||
self.before_commit()
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
||||
prev_batch=excluded.prev_batch,
|
||||
active_batch=excluded.active_batch,
|
||||
state=excluded.state,
|
||||
published_at=excluded.published_at
|
||||
""",
|
||||
(dataset, trade_date, batch_id, prev, state, published_at),
|
||||
)
|
||||
max_gen = connection.execute(
|
||||
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
generation = int(max_gen["g"]) + 1
|
||||
connection.execute(
|
||||
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
||||
(dataset, trade_date, batch_id, published_at, generation),
|
||||
)
|
||||
keep = int(self.settings.quality.get("publication_generations") or 3)
|
||||
stale = connection.execute(
|
||||
"""
|
||||
SELECT batch_id FROM publication_history
|
||||
WHERE dataset = ? AND trade_date = ?
|
||||
ORDER BY generation DESC
|
||||
""",
|
||||
(dataset, trade_date),
|
||||
).fetchall()
|
||||
for row in stale[keep:]:
|
||||
connection.execute(
|
||||
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
||||
(dataset, trade_date, row["batch_id"]),
|
||||
)
|
||||
|
||||
def rollback(self, dataset: str, trade_date: str, actor: str = "admin") -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(trade_date)
|
||||
pub = self.db.fetchone(
|
||||
"SELECT * FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
)
|
||||
if not pub or not pub.get("prev_batch"):
|
||||
raise ValueError("没有可回滚的上一批次")
|
||||
target = pub["prev_batch"]
|
||||
published_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
connection.execute(
|
||||
"""
|
||||
UPDATE publications
|
||||
SET prev_batch = active_batch, active_batch = ?, published_at = ?, state = 'published'
|
||||
WHERE dataset = ? AND trade_date = ?
|
||||
""",
|
||||
(target, published_at, dataset, trade_date),
|
||||
)
|
||||
self.audit(actor, "rollback", f"{dataset}:{trade_date}", json.dumps({"to": target, "from": pub["active_batch"]}))
|
||||
return {"dataset": dataset, "trade_date": trade_date, "active_batch": target, "prev_batch": pub["active_batch"]}
|
||||
|
||||
def active_batch(self, dataset: str, trade_date: str) -> str | None:
|
||||
row = self.db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
)
|
||||
return str(row["active_batch"]) if row else None
|
||||
|
||||
def cleanup(self) -> dict[str, int]:
|
||||
staging_days = int(self.settings.quality.get("staging_retain_days") or 14)
|
||||
job_days = int(self.settings.quality.get("job_run_retain_days") or 90)
|
||||
now = now_shanghai(self.clock())
|
||||
cutoff_staging = add_days(yyyymmdd(now), -staging_days)
|
||||
cutoff_jobs = isoformat(now - timedelta(days=job_days))
|
||||
deleted = 0
|
||||
with self.db.write() as connection:
|
||||
for dataset, (_eod, staging) in DATASET_TABLES.items():
|
||||
cur = connection.execute(
|
||||
f"DELETE FROM {staging} WHERE trade_date < ?",
|
||||
(cutoff_staging,),
|
||||
)
|
||||
deleted += cur.rowcount
|
||||
connection.execute("DELETE FROM job_runs WHERE started_at < ?", (cutoff_jobs,))
|
||||
connection.execute("DELETE FROM src_calls WHERE created_at < ?", (cutoff_jobs,))
|
||||
return {"staging_deleted": deleted}
|
||||
|
||||
def audit(self, actor: str, action: str, target: str = "", detail: str = "") -> None:
|
||||
self.db.execute(
|
||||
"INSERT INTO audit_log(actor, action, target, detail, created_at) VALUES (?,?,?,?,?)",
|
||||
(actor, action, target, detail, isoformat(self.clock())),
|
||||
)
|
||||
|
||||
def _reject_batch(
|
||||
self,
|
||||
batch_id: str,
|
||||
dataset: str,
|
||||
trade_date: str,
|
||||
rows: list[dict[str, Any]],
|
||||
report: dict[str, Any],
|
||||
) -> None:
|
||||
errors = report.get("errors") or []
|
||||
LOGGER.warning(
|
||||
"official batch rejected",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
"batch_id": batch_id,
|
||||
"rows_out": len(rows),
|
||||
"errors": errors,
|
||||
"reason": "upstream_empty" if EMPTY_BATCH_ERROR in errors else "integrity_gate",
|
||||
}
|
||||
},
|
||||
)
|
||||
self._set_batch(
|
||||
batch_id, dataset, trade_date, "staged", 1,
|
||||
rows_in=len(rows), rows_out=len(rows),
|
||||
quality=report, error="; ".join(str(item) for item in errors),
|
||||
)
|
||||
|
||||
def _fetch_dataset(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
||||
if dataset == "daily":
|
||||
raw = self._guarded_fetch("daily", {"trade_date": trade_date})
|
||||
factors = {
|
||||
(row["ts_code"], row["trade_date"]): finite_number(row.get("adj_factor"))
|
||||
for row in self._guarded_fetch("adj_factor", {"trade_date": trade_date})
|
||||
}
|
||||
return [
|
||||
normalize_daily(row, adj_factor=factors.get((str(row.get("ts_code") or "").upper(), str(row.get("trade_date") or ""))))
|
||||
for row in raw
|
||||
]
|
||||
if dataset == "index_daily":
|
||||
rows: list[dict[str, Any]] = []
|
||||
for ts_code in DEFAULT_INDEX_CODES:
|
||||
raw = self._guarded_fetch("index_daily", {"ts_code": ts_code, "trade_date": trade_date})
|
||||
rows.extend(self.adapter.normalize("index_daily", raw))
|
||||
return rows
|
||||
api_dataset = dataset
|
||||
raw = self._guarded_fetch(api_dataset, {"trade_date": trade_date})
|
||||
return self.adapter.normalize(api_dataset, raw)
|
||||
|
||||
def _guarded_fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if not self.breaker.allow():
|
||||
raise AdapterError("Tushare circuit open")
|
||||
self.bucket.acquire()
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
# For daily we want RAW tushare rows so adj_factor can be merged later.
|
||||
rows = self.adapter.fetch(dataset, params)
|
||||
latency = round((time.perf_counter() - started) * 1000)
|
||||
self.breaker.record_success()
|
||||
self._log_call(dataset, True, latency, "")
|
||||
self._persist_health("ok")
|
||||
return rows
|
||||
except Exception as exc:
|
||||
latency = round((time.perf_counter() - started) * 1000)
|
||||
self.breaker.record_failure(str(exc))
|
||||
self._log_call(dataset, False, latency, str(exc))
|
||||
self._persist_health("error", str(exc))
|
||||
raise
|
||||
|
||||
def _stage(self, dataset: str, batch_id: str, rows: list[dict[str, Any]]) -> None:
|
||||
sql, mapper = STAGING_INSERT[dataset]
|
||||
with self.db.write() as connection:
|
||||
connection.execute(
|
||||
f"DELETE FROM {DATASET_TABLES[dataset][1]} WHERE batch_id = ?",
|
||||
(batch_id,),
|
||||
)
|
||||
connection.executemany(sql, [mapper(row, batch_id) for row in rows])
|
||||
|
||||
def _set_batch(
|
||||
self,
|
||||
batch_id: str,
|
||||
dataset: str,
|
||||
trade_date: str,
|
||||
state: str,
|
||||
attempt: int,
|
||||
rows_in: int | None = None,
|
||||
rows_out: int | None = None,
|
||||
quality: dict[str, Any] | None = None,
|
||||
error: str | None = None,
|
||||
finished: bool = False,
|
||||
) -> None:
|
||||
now = isoformat(self.clock())
|
||||
existing = self.db.fetchone("SELECT batch_id FROM batches WHERE batch_id = ?", (batch_id,))
|
||||
payload = json.dumps(quality, ensure_ascii=False) if quality else None
|
||||
with self.db.write() as connection:
|
||||
if existing is None:
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO batches(batch_id, dataset, trade_date, state, attempt, rows_in, rows_out, quality_json, started_at, finished_at, error)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(batch_id, dataset, trade_date, state, attempt, rows_in, rows_out, payload, now, now if finished else None, error),
|
||||
)
|
||||
else:
|
||||
connection.execute(
|
||||
"""
|
||||
UPDATE batches SET state=?, attempt=?,
|
||||
rows_in=COALESCE(?, rows_in), rows_out=COALESCE(?, rows_out),
|
||||
quality_json=COALESCE(?, quality_json),
|
||||
finished_at=CASE WHEN ? THEN ? ELSE finished_at END,
|
||||
error=COALESCE(?, error)
|
||||
WHERE batch_id = ?
|
||||
""",
|
||||
(state, attempt, rows_in, rows_out, payload, 1 if finished else 0, now, error, batch_id),
|
||||
)
|
||||
|
||||
def _log_call(self, endpoint: str, ok: bool, latency_ms: int, error: str) -> None:
|
||||
self.db.execute(
|
||||
"INSERT INTO src_calls(provider, endpoint, ok, latency_ms, error, created_at) VALUES (?,?,?,?,?,?)",
|
||||
("tushare", endpoint, 1 if ok else 0, latency_ms, error, isoformat(self.clock())),
|
||||
)
|
||||
|
||||
def _persist_health(self, state: str, error: str = "") -> None:
|
||||
snap = self.breaker.snapshot()
|
||||
self.db.execute(
|
||||
"""
|
||||
INSERT INTO src_health(provider, endpoint_class, state, last_ok_at, last_error, consec_failures, opened_at, cooldown_until)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
||||
ON CONFLICT(provider, endpoint_class) DO UPDATE SET
|
||||
state=excluded.state, last_ok_at=excluded.last_ok_at, last_error=excluded.last_error,
|
||||
consec_failures=excluded.consec_failures, opened_at=excluded.opened_at, cooldown_until=excluded.cooldown_until
|
||||
""",
|
||||
(
|
||||
"tushare", "pro",
|
||||
snap.state,
|
||||
isoformat(self.clock()) if state == "ok" else None,
|
||||
error or snap.last_error,
|
||||
snap.consec_failures,
|
||||
isoformat(self.clock()) if snap.state == "open" else None,
|
||||
None,
|
||||
),
|
||||
)
|
||||
@@ -0,0 +1,149 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import threading
|
||||
from collections.abc import Callable
|
||||
from datetime import datetime, time
|
||||
from typing import Any
|
||||
|
||||
from datahub.db import HubDB
|
||||
from datahub.logutil import get_logger
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
LOGGER = get_logger()
|
||||
|
||||
JobFn = Callable[[str], Any]
|
||||
|
||||
|
||||
def is_open_day(db: HubDB, day: str) -> bool:
|
||||
row = db.fetchone(
|
||||
"SELECT is_open FROM trade_calendar WHERE exchange = 'SSE' AND cal_date = ?",
|
||||
(day,),
|
||||
)
|
||||
if row is None:
|
||||
return True # unknown calendar: do not skip reference refresh
|
||||
return int(row["is_open"]) == 1
|
||||
|
||||
|
||||
class Scheduler:
|
||||
"""Calendar-driven in-process scheduler. Non-trading days skip EOD fetches."""
|
||||
|
||||
def __init__(self, db: HubDB, pipeline: Pipeline, jobs: dict[str, JobFn] | None = None) -> None:
|
||||
self.db = db
|
||||
self.pipeline = pipeline
|
||||
self.jobs = jobs or {
|
||||
"precheck": self._precheck,
|
||||
"eod_a": self._eod_a,
|
||||
"eod_b": self._eod_b,
|
||||
"cleanup": self._cleanup,
|
||||
"backup": self._backup,
|
||||
"history_backfill": self._history_backfill,
|
||||
}
|
||||
self._stop = threading.Event()
|
||||
self._thread: threading.Thread | None = None
|
||||
self._fired: set[tuple[str, str, str]] = set()
|
||||
|
||||
def start(self, interval_seconds: float = 30.0) -> None:
|
||||
if self._thread and self._thread.is_alive():
|
||||
return
|
||||
|
||||
def loop() -> None:
|
||||
while not self._stop.wait(interval_seconds):
|
||||
try:
|
||||
self.tick()
|
||||
except Exception:
|
||||
LOGGER.exception("scheduler tick failed")
|
||||
|
||||
self._thread = threading.Thread(target=loop, name="datahub-scheduler", daemon=True)
|
||||
self._thread.start()
|
||||
|
||||
def stop(self, timeout: float = 5.0) -> None:
|
||||
self._stop.set()
|
||||
if self._thread and self._thread is not threading.current_thread():
|
||||
self._thread.join(timeout)
|
||||
|
||||
def tick(self, clock: datetime | None = None) -> list[str]:
|
||||
now = clock or now_shanghai()
|
||||
day = yyyymmdd(now)
|
||||
current = now.timetz() if False else now.time()
|
||||
ran: list[str] = []
|
||||
plan = [
|
||||
("precheck", time(8, 45)),
|
||||
("eod_a", time(15, 5)),
|
||||
("eod_b", time(15, 10)),
|
||||
("cleanup", time(0, 30)),
|
||||
("backup", time(0, 40)),
|
||||
]
|
||||
open_day = is_open_day(self.db, day)
|
||||
for job_id, at in plan:
|
||||
if current < at:
|
||||
continue
|
||||
key = (job_id, day, at.strftime("%H%M"))
|
||||
if key in self._fired:
|
||||
continue
|
||||
if job_id in {"eod_a", "eod_b"} and not open_day:
|
||||
self._fired.add(key)
|
||||
continue
|
||||
self._fired.add(key)
|
||||
self.run_job(job_id, day)
|
||||
ran.append(job_id)
|
||||
return ran
|
||||
|
||||
def run_job(self, job_id: str, trade_date: str) -> dict[str, Any]:
|
||||
fn = self.jobs.get(job_id)
|
||||
if fn is None:
|
||||
raise KeyError(job_id)
|
||||
started = isoformat()
|
||||
run_id = None
|
||||
with self.db.write() as connection:
|
||||
cur = connection.execute(
|
||||
"INSERT INTO job_runs(job_id, state, started_at, attempt) VALUES (?,?,?,1)",
|
||||
(job_id, "running", started),
|
||||
)
|
||||
run_id = cur.lastrowid
|
||||
try:
|
||||
result = fn(trade_date) or {}
|
||||
with self.db.write() as connection:
|
||||
connection.execute(
|
||||
"UPDATE job_runs SET state=?, finished_at=?, rows_out=?, detail=? WHERE id=?",
|
||||
("ok", isoformat(), result.get("rows") if isinstance(result, dict) else None, str(result)[:2000], run_id),
|
||||
)
|
||||
return {"job_id": job_id, "result": result, "state": "ok"}
|
||||
except Exception as exc:
|
||||
with self.db.write() as connection:
|
||||
connection.execute(
|
||||
"UPDATE job_runs SET state=?, finished_at=?, error=? WHERE id=?",
|
||||
("failed", isoformat(), str(exc), run_id),
|
||||
)
|
||||
raise
|
||||
|
||||
def _precheck(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.ingest_reference(trade_date)
|
||||
|
||||
def _eod_a(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_a(trade_date)
|
||||
|
||||
def _eod_b(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_b(trade_date)
|
||||
|
||||
def _history_backfill(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.backfill_history(trade_date)
|
||||
|
||||
def _cleanup(self, trade_date: str) -> dict[str, Any]:
|
||||
result = self.pipeline.cleanup()
|
||||
if now_shanghai().weekday() == 6:
|
||||
self.pipeline.db.vacuum()
|
||||
result["vacuum"] = True
|
||||
return result
|
||||
|
||||
def _backup(self, trade_date: str) -> dict[str, Any]:
|
||||
from pathlib import Path
|
||||
|
||||
dest_dir = Path(self.pipeline.settings.backup_dir)
|
||||
dest = dest_dir / f"datahub-{trade_date}.db"
|
||||
self.pipeline.db.backup_to(dest)
|
||||
keep = int(self.pipeline.settings.quality.get("backup_retain") or 14)
|
||||
backups = sorted(dest_dir.glob("datahub-*.db"))
|
||||
for old in backups[:-keep]:
|
||||
old.unlink(missing_ok=True)
|
||||
return {"path": str(dest.name), "kept": min(len(backups), keep)}
|
||||