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Author SHA1 Message Date
总管andmultica-agent abee8306be fix(HEL-356): support Beijing exchange realtime quotes
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 11:36:01 +08:00
总管andmultica-agent cb45d742da fix(HEL-356): use completed history for intraday metrics
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 11:29:52 +08:00
总管andmultica-agent 16843bdc7e fix(HEL-356): prewarm published sector quotes
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 11:20:17 +08:00
总管andmultica-agent b640e77264 fix(HEL-356): harden realtime quote completeness
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 11:15:56 +08:00
总管andmultica-agent b950ea4344 fix(HEL-494): keep filtered reference lookups inside datahub
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 00:50:33 +08:00
总管andmultica-agent 41f8509a98 fix(HEL-494): retry incomplete sector publications
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 00:46:18 +08:00
总管andmultica-agent c9e2d30780 fix(HEL-494): enforce datahub as sole website market boundary
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 00:22:27 +08:00
8a7d1f3698 fix(HEL-494): 网站市场客户端改为纯中枢 Facade,并迁移 iFinD 凭据到中枢
生产 gateway 不再读取 Tushare token 或实例化 TushareProvider/TushareClient;问财凭据经带鉴权的中枢接口加密入库,避免发版后 iFinD 未配置。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 23:37:53 +08:00
100752f43c fix(HEL-494): 切断网站生产装配外源直连,iFinD 与实时观察改走中枢
生产 gateway 不再实例化 iFinD、东财图和免费实时聚合器;问财与竞价快照作为中枢内部数据源。全站阻断外源测试覆盖日K、报价、图表、问财和竞价快照。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 22:41:51 +08:00
0b8419abca fix(HEL-494): 数据中枢独占调度,主网站不再回退旧接口
主网站只向中枢要业务数据;来源选择、切源、补数全部在中枢内部完成,失败不再走东财/腾讯/Tushare 保底。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 21:43:31 +08:00
ef13d6feb5 fix(HEL-494): 盘中双免费源故障切换并禁止问天假0覆盖
主源东财失败后自动改走腾讯行情,成功结果写入缓存;两源都失败时返回最近真实快照并标明延迟,不再显示假0。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 17:38:38 +08:00
b5d65ecb41 fix(HEL-494): 日K默认45根并修复问天行业0/205覆盖
悬浮窗和详情页只画最近45个交易日,中枢仍保留250日历史。盘后缺sw_daily时保留成分日线内核,外显走免费申万;成分行情改为全市场快照+分页,不再截成前60只。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 17:00:01 +08:00
3e828b346c fix(HEL-494): 修复个股缺失指标、问天遮罩、四爻外显并回补250日K
Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 16:26:13 +08:00
c8a9376adb fix(HEL-490): 真实装配接通中枢并收编估值晚间复核
把 query/行情钩子绑到内层 TushareClient,图表接受不完整日K窗口;收编现网 HEL-423 未提交的估值复核,避免换版丢掉。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 15:03:34 +08:00
1c2f2ac057 feat(HEL-490): 剩余行情改由数据中枢主线路提供
正式页面以 8766 为主线路,旧接口只作故障备用;compose 钉死全部 DATAHUB_READ_*,避免现网残留 0 造成假完成。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 12:03:30 +08:00
5d3465987d fix(HEL-488): 盘中日K补上今天实时变化的一根
悬浮窗和详情页在 Tushare rt_k / iFinD 不可用时,改用免费实时行情或当日分时生成今日K,收盘后正式日K就绪再无缝替换。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 11:18:21 +08:00
dd89a09643 fix(HEL-487): 盘中当天看板在 rt_k 无权限时降级到免费实时源
rt_k 失败、无权限、超时或空结果时改用东财全市场快照,再失败则用腾讯批量行情;两者都失败仍不退回昨天。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 10:52:10 +08:00
a043bc9eb1 fix(HEL-485): 盘中选择当天不再整页退回昨天
交易时段缺少盘后正式数据时继续展示当天盘中行情,只有开盘前、周末和历史日期才沿用最近收盘结果。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 10:16:52 +08:00
acde4de40d fix(HEL-484): 中枢分时接口空 date 按当天查询
缺少或为空的 date 不再 400,按当天处理;显式历史日期保持原行为。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 10:07:44 +08:00
3d2c1252f1 fix(HEL-482): 开盘前分时回退最近交易日,并接通中枢失败回旧通道
Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 09:44:00 +08:00
605f97e5df feat(HEL-463): 接入剩余行情数据到 datahub
扩展盘后正式集(涨跌停/人气/龙虎榜/板块日线)与盘中观察 API(报价/指数/分时),网站 bridge 按开关接入并回退旧链路;问天改为按数据依赖跟随开关,不再整栈强制旧路径。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-05 17:30:58 +08:00
16ba83ec01 fix(HEL-461): 切换事务失败写入 release-group 审计日志
整组切换中断时除回滚与废弃批次外,同步记录
action=release-group 的失败审计,便于后台追踪。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-05 16:02:11 +08:00
1c740a9d48 fix(HEL-461): 后台整组切换异常统一为 FAILED_PRECONDITION
管理后台补数在切换事务中断时不再抛出原始异常,
统一映射为 ApiError FAILED_PRECONDITION,并保留旧完整版本。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-05 15:56:28 +08:00
75c2e33b68 fix(HEL-461): CLI/后台强制重发改为整组边界切换
eod-refresh --force 与管理后台补数不再单数据集发布,
统一走 force_republish_boundary,避免绕过 A/B 完整边界。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-05 11:26:27 +08:00
32f565ecb9 fix(HEL-461): 整批发布按完整边界重暂存,主档与快照同事务
边界内任有缺失则整组重暂存后统一切换,避免旧新批次混发;
refresh_stocks 失败时主档保持旧值,并补齐回归测试。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-05 08:52:50 +08:00
16841e9ae3 fix(HEL-459): 影子比较按请求字段投影,盘后整批原子发布
比较侧只对网站本次请求字段计业务差异,忽略数据中枢额外列;
盘后 A/B/重发改为先整批暂存与交叉校验,再单事务切换公开版本。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-05 08:39:31 +08:00
multica-agentandmultica-agent bed6450992 feat(HEL-457): 估值字段级质量门、股票主档每日发布和资金流历史回补
- field_gates 按数据集配置关键字段非空率下限/非有限比例/相对上一批次的塌陷保护,
  字段大面积为空的批次拒发并保留上一正式批次,可读失败原因入 batches.error
- 股票主档交易日 20:00/23:10 自动刷新并发布版本化快照(eod_stocks + publications),
  覆盖新上市/简称变化/N前缀摘除;/v1/stocks 携带 batch_id/published_at,无变化跳过
- moneyflow 历史回补(默认 60 交易日,跳过已发布日期);未发布点查返回
  available_from/available_to 与 history_not_backfilled 标记,缺失不再静默
- eod-refresh 新增 --force --dataset 安全重发(仍走全部质量门,上一批次可回滚)
- 保持 HEL-435 盘后重试机制;新增 22 项测试覆盖字段拒发/正常通过/旧批保留/
  主档新增改名/资金流覆盖/重复执行幂等

Co-authored-by: multica-agent <github@multica.ai>
2026-09-04 21:36:20 +08:00
总工andmultica-agent c9892050c3 feat(HEL-435): 盘后未出数时晚间自动重试并提供安全补跑
Co-authored-by: multica-agent <github@multica.ai>
2026-09-03 22:30:15 +08:00
a836cda1b2 feat(HEL-421): 回补历史日历和指数并标记区间不完整
Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 22:16:05 +08:00
总工 25ff6bbe06 fix(HEL-417): 配置根日志让影子对比报告落入容器日志 2026-09-02 21:53:19 +08:00
5085cacf0d fix(HEL-412): 刷新降级不再整次失败,并补齐准备中提示
手动刷新与自动补跑共用可用数据判定:日线推算或上一交易日快照记为部分/准备中成功,避免前端误报刷新失败。HTTP JSON 解析错误不再把请求正文写入日志。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 18:08:40 +08:00
0d13066386 feat(HEL-402): 接通网站首批只读 datahub 并建立双路对比
默认全部读取/影子开关关闭,网站继续走旧 Tushare 链路;开启单项时只替换该类原料并在失败时回旧,问天保持旧路径。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 17:09:28 +08:00
f5dc0f8076 fix(HEL-396): 禁止空数据批次冒充正式发布
统一发布入口在有效行数为 0 时不再写成 published,也不推进正式批次指针。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 15:56:29 +08:00
031eefab4d fix(HEL-386): 清理任务按 ISO 截止时间删除 job_runs/src_calls
YYYYMMDD 与 ISO 字符串比较会把同年保留期内记录全部误删。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 12:26:09 +08:00
3498dd7a4b feat(HEL-382): 搭建 datahub 底座和盘后正式数据链路
新增独立 xiaobai-datahub 服务(SQLite WAL、Tushare 盘后发布、/v1 契约和管理后台),不改现站页面与数据链路。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-02 12:05:26 +08:00
c2ebc0ab91 docs(HEL-353): 恢复普通 README 并移除多媒体展示
放弃宣传稿与 docs/images 素材,按当前仓库真实结构重写常规说明。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-01 21:58:35 +08:00
174 changed files with 19942 additions and 849 deletions
+12 -5
View File
@@ -1,13 +1,20 @@
# Generated automatically when omitted. Back it up together with the database.
APP_ENCRYPTION_KEY=
# Initial shared market-data credential. After first launch it is encrypted into
# the system settings; all accounts use the same backend market snapshot.
# Market-source credentials are consumed and encrypted only by xiaobai-datahub.
# compose.yaml masks them from the xiaobai-review website process.
TUSHARE_TOKEN=your_tushare_token_here
# Optional iFinD HTTP credential. The backend exchanges it for a short-lived
# access token and never exposes either token to browsers.
IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
# Official xiaobai-datahub client. Read flags default on in config/datahub.config.json.
# compose.yaml pins every DATAHUB_READ_* to 1. The website has no provider
# fallback; source selection and failover happen inside xiaobai-datahub.
# DATAHUB_SHADOW_* can still override a single dataset.
DATAHUB_BASE_URL=http://127.0.0.1:8766
DATAHUB_TOKEN=
# iFinD credentials live on xiaobai-datahub, not the website process.
# IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
# IFIND_ACCESS_TOKEN=
# Initial platform member models (OpenAI-compatible). After first launch these
# are encrypted into system settings and used only by admins and active members.
+3
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@@ -8,6 +8,9 @@ data/*.db
data/*.db-shm
data/*.db-wal
data/backups/
datahub-data/
xiaobai-datahub/data/
xiaobai-datahub/.venv/
data/*.bak
data/*.backup
*.log
+11 -4
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@@ -38,10 +38,15 @@ background scheduler
fields, and feature-specific exceptions belong to `backend/features/<feature>/routes.py`.
- `backend/features/<feature>/` owns the mechanically moved service, repository, HTTP, agent,
or deterministic calculation code for that product area.
- `backend/data/` owns provider construction, source policy, provenance, units, freshness,
coverage, display-versus-calculation eligibility, and shared numeric normalization policies.
- `backend/data/` owns the website-side DataHub client, stable dataset contracts, provenance,
units, freshness, coverage, display-versus-calculation eligibility, and shared numeric
normalization policies. The website process does not construct or configure external market
providers; provider credentials, source selection, retries, fallbacks, caching, and backfill
belong exclusively to the `xiaobai-datahub` service.
- `backend/data/providers/tushare_client.py` is the stable public `TushareClient` facade and
owns only its dataclass fields and shared cache state. Tushare HTTP transport belongs to
is retained as the dataset-contract compatibility surface and isolated test facade. Production
website services never instantiate it directly: its query methods are served by the DataHub
proxy. Its split modules document the stable contract: Tushare HTTP transport belongs to
`tushare_transport.py`; market overview and realtime breadth belong to
`tushare_dashboard.py`; indices belong to `tushare_indices.py`; Shenwan membership and
industry snapshots belong to `tushare_industries.py`; generic sector snapshots belong to
@@ -54,7 +59,9 @@ background scheduler
feature repository mixins; do not add feature queries to it.
- `backend/jobs/` owns job definitions, locks, retries, idempotency, and persisted run state.
`backend/jobs/service.py` is the application-facing owner of scheduler start/stop, manual
refresh submission, and periodic refresh coordination.
refresh submission, and periodic refresh coordination. `backend/jobs/refresh.py` owns
whether a dashboard payload is a usable refresh result versus a failed job, and whether
after-hours official catch-up is due.
- `backend/llm/` owns model selection, membership/quota checks, fallback, provider transport,
streaming rules, and call audit. Feature agents only prepare messages and interpret
feature-specific results.
+7 -4
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@@ -22,9 +22,10 @@ xiaobai-review 容器 :8765
`-- heaven_knowledge.json 优先读取;缺失时回退到上方 seed
```
账号、加密后的公共数据 Token、平台模型 API Key、生辰资料、行情快照和复盘数据均在
`data/review.db`。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与
密钥必须成对备份,任意一个丢失都无法恢复账号内的加密资料。
账号、平台模型 API Key、生辰资料、行情快照和复盘数据均在 `data/review.db`。外部行情源
Token 只允许保存在 `xiaobai-datahub` 的环境或凭据库,网站进程不读取、不保存,也不向
提供方直接发请求。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与密钥必须成对
备份,任意一个丢失都无法恢复账号内的加密资料。
问天静态知识文件:
@@ -41,7 +42,9 @@ xiaobai-review 容器 :8765
挂载进入容器,但被 Git 与 Docker 构建上下文排除,不会进入 Gitea 或镜像。私有 Skill
只对管理员账号返回和开放调用,也会随本指南的 `data` 备份一起保存。
首个注册账号自动成为管理员。管理员在“系统管理”中配置全站共享行情、后台刷新、平台会员模型及手动会员;普通用户的“账号设置”用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
首个注册账号自动成为管理员。管理员在网站“系统管理”中查看数据中枢状态并配置后台刷新、
平台会员模型及手动会员;行情源凭据和调度策略在数据中枢后台统一管理。普通用户的“账号设置”
用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
## 2. 服务器要求
+98 -308
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@@ -1,252 +1,46 @@
# 小白复盘
> 一个给 A 股股民自己用的**盘后复盘工作台**
> 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。
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
**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
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)
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。
## 主要功能
---
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`
## 一、为什么值得试(项目亮点
- **情绪周期**:0–100 情绪温度与阶段判定(默认首页
- **涨停池 / 炸板池 / 跌停板 / 昨日涨停 / 涨停表现**:封板结构、炸板、跌停与昨日反馈
- **市场天梯**:按连板高度排列的市场梯队
- **板块轮动**:近若干交易日板块热力与成分下钻
- **集合竞价**:盘前生命周期;9:30 后停止更新并冻结为复盘归档。当前数据源提供 9:25 最终竞价快照,不是动态虚拟撮合行情
- **题材库 / 人气热榜 / 龙虎榜**:题材成分、双榜人气、席位与游资档案
- **智能选股**(会员):六阶段策略、精选策略库、自然语言编译为受控公式后的确定性筛选与滚动回测;候选需手动加入后才进入五交易日跟踪
- **问师**(会员):按选定的游资思维 Skill 单师对话;新增公开角色时在 `游资skills` 下增加含 `SKILL.md` 的目录,并在 `游资skills/mentor_catalog.json` 登记。管理员私有角色放在 `data/private-mentor-skills`(不进 Git / 镜像)
- **问天**(会员):观势 / 观气 / 观心。卦象、干支、节气与气机由本地程序确定性计算,大模型只负责文字解释。此前仅冻结过界面视觉方案,现已解冻;问天可纳入后续数据与功能迁移,本阶段不主动重做视觉。
- **我的复盘**:手工交易日志、每日复盘、提醒中心与复盘助手;不接券商、不自动下单
1. **先看情绪,再看个股**
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。
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。
2. **说的就是短线玩家的话**
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。
## 技术栈
3. **不会写公式,也能按自己的想法筛股票**
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。
| 层面 | 说明 |
| --- | --- |
| 运行时 | Python 3.12;标准库 `ThreadingHTTPServer`,无独立 Web 框架 |
| 依赖 | `requirements.txt` 仅含 `cryptography`;问天历法使用仓库内 `vendor/lunar_python` |
| 数据库 | SQLiteWAL),默认文件 `data/review.db` |
| 前端 | 原生 HTML / CSS / JavaScript,无打包、无构建步骤 |
| 部署 | Docker / Docker Compose,或本机直接运行 `server.py` |
| 安全 | 账号密码 scrypt 哈希;行情 Token 与模型密钥用 `APP_ENCRYPTION_KEY` 加密后存库 |
4. **有问题可以「问」**
- **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。
- **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。
## 环境要求
5. **复盘能留下来,而不是第二天就忘**
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。
- Python 3.12(与 `Dockerfile` 一致)
- 本机启动:能执行 `python` / `pip`
- Docker 部署:Docker Engine 24+Compose v2`docker compose`
- 行情:部署者自行申请并配置 Tushare Pro Token;部分分时优先使用同花顺 iFinD(可选)
- 问师、问天解释、复盘助手、自然语言编译公式:需配置 OpenAI 兼容接口;未配置时市场数据页仍可用
6. **数据在自己手里**
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。
7. **一套界面,白天晚上都能看**
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。
---
## 二、主要功能
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。
### 2.1 市场数据(登录即可用)
| 页面 | 解决什么问题 | 打开后能看到什么 |
| --- | --- | --- |
| **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 |
| **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 |
| **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 |
| **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 |
| **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 |
| **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 |
| **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 |
| **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 |
| **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 |
| **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 |
| **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」 |
| **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 |
### 2.2 智能功能(会员可用)
| 页面 | 解决什么问题 | 打开后能看到什么 |
| --- | --- | --- |
| **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 |
| **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 |
| **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 |
| **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 |
| **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) |
> 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。
### 2.3 全局能力
- 股票 / 板块 / 题材上悬停,弹出日 K 与分时快速预览
- `Ctrl + K` 全局搜索
- 日间 / 夜间双主题一键切换
- 提醒中心集中查看策略跟踪与手工提醒
- 登录页有一组会动的小 K 线小人(红涨绿跌)
---
## 三、特色页面展示
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。
### 3.1 市场一览
情绪周期总览:0–100 温度、当前阶段与五维构成。
![情绪周期总览](docs/images/market-one-glance.png)
市场天梯、板块轮动、龙虎榜三拼带过。
![天梯、板块轮动与龙虎榜](docs/images/market-tools-strip.png)
### 3.2 智能选股
29 套精选策略库。
![精选策略库](docs/images/screener-strategies.png)
单套策略详情:适用环境、失效风险、准入条件与评分权重。
![策略详情](docs/images/screener-strategy-detail.png)
六阶段策略:阶段识别 → 策略匹配 → 执行选股。
![六阶段策略](docs/images/screener-stage.png)
自然语言编译出的受控公式特写。
![受控公式特写](docs/images/screener-dsl.png)
自定义选股结果与回测摘要。
![选股结果与回测](docs/images/screener-results.png)
策略全流程动效。
![策略全流程](docs/images/screener-strategy-flow.gif)
策略持续跟踪:T+1 开盘 / 收盘、后续回看与回撤。
![策略持续跟踪](docs/images/screener-tracking.png)
### 3.3 问师
游资思维模型列表。
![问师模型列表](docs/images/mentor-list.png)
结合当日盘面的流式回答。
![问师回答](docs/images/mentor-answer.gif)
回答尾部的话题追问与输入区。
![问师追问](docs/images/mentor-followup.png)
### 3.4 问天
观势 / 观气 / 观心三观总览。
![问天三观](docs/images/heaven-three-views.png)
观势完整结果:卦象、势值、六爻与行情对应。
![问天观势结果](docs/images/heaven-shi-result.png)
观势卦象展现过程。
![问天观势卦象](docs/images/heaven-shi-hexagram.gif)
观势解势载入动画。
![问天观势载入](docs/images/heaven-shi-loading.gif)
观气主界面:干支、节气与气机关系。
![问天观气](docs/images/heaven-qi.png)
三层气机与客主加临特写。
![问天观气特写](docs/images/heaven-qi-detail.png)
观气解运动画。
![问天观气解运](docs/images/heaven-qi-fortune.gif)
观心入口:五步流程。
![问天观心入口](docs/images/heaven-xin-intro.png)
观心呼吸引导。
![问天观心呼吸](docs/images/heaven-xin-breathing.gif)
观心六次摇钱起卦。
![问天观心起卦](docs/images/heaven-xin-coin.gif)
### 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)。
![交易日志情绪标签](docs/images/review-journal.png)
复盘助手读取日志与市场数据后流式输出。
![复盘助手](docs/images/review-assistant.gif)
`Ctrl + K` 全局搜索,以及代码悬停弹出的日 K 预览。
![全局搜索与日K预览](docs/images/global-search.png)
---
## 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``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``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``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``.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。
-17
View File
@@ -60,22 +60,6 @@ from backend.llm.service import LLMServiceMixin
from database import ReviewDatabase
LEGACY_SECRET_KEYS = {
"TUSHARE_TOKEN",
"IFIND_REFRESH_TOKEN",
"IFIND_ACCESS_TOKEN",
"LLM_API_KEY",
"LLM_BASE_URL",
"LLM_MODEL",
"LLM_PRIMARY_API_KEY",
"LLM_PRIMARY_BASE_URL",
"LLM_PRIMARY_MODEL",
"LLM_FALLBACK_API_KEY",
"LLM_FALLBACK_BASE_URL",
"LLM_FALLBACK_MODEL",
}
class DashboardService(
SystemServiceMixin,
AccountApplicationMixin,
@@ -121,7 +105,6 @@ class DashboardService(
self._system_credentials,
MENTOR_SKILLS_DIR,
PRIVATE_MENTOR_SKILLS_DIR,
lambda: self.token,
)
self.data_gateway = self.container.data_gateway
self.ifind = self.container.ifind
+5 -7
View File
@@ -2,7 +2,6 @@ from __future__ import annotations
from dataclasses import dataclass
from pathlib import Path
from collections.abc import Callable
from backend.data import DataGateway, build_data_gateway
from backend.database.repositories import RepositoryBundle, build_repository_bundle
@@ -13,8 +12,8 @@ from backend.features.screener.engine import ScreenerEngine
from backend.features.screener.tracking import StrategyTrackingService
from backend.jobs import InProcessJobRunner, JobRegistry, SQLiteJobRunRepository
from database import ReviewDatabase
from backend.data.providers.ifind_client import IfindHttpClient
from backend.data.realtime import WebRealtimeAggregator
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
from backend.features.market.charts import MarketChartClient
@@ -23,13 +22,13 @@ class ApplicationContainer:
database: ReviewDatabase
repositories: RepositoryBundle
data_gateway: DataGateway
ifind: IfindHttpClient
ifind: HubIfindProxy
screener: ScreenerEngine
strategy_tracking: StrategyTrackingService
alert_service: AlertService
trade_journal: TradeJournalService
mentor_skills: MentorSkillRegistry
realtime_aggregator: WebRealtimeAggregator
realtime_aggregator: HubRealtimeProxy
chart_data: MarketChartClient
jobs: InProcessJobRunner
@@ -39,9 +38,8 @@ def build_application_container(
credentials: dict[str, object],
mentor_skills_dir: Path,
private_mentor_skills_dir: Path,
tushare_token_supplier: Callable[[], str] | None = None,
) -> ApplicationContainer:
data_gateway = build_data_gateway(credentials, tushare_token_supplier)
data_gateway = build_data_gateway(credentials)
repositories = build_repository_bundle(database)
jobs = InProcessJobRunner(JobRegistry.load(), SQLiteJobRunRepository(database))
return ApplicationContainer(
+12
View File
@@ -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
+2 -3
View File
@@ -10,9 +10,8 @@ from backend.features.accounts.security import SecretVault
def environment_credentials(environment: Mapping[str, str]) -> dict[str, str]:
return {
"tushare_token": str(environment.get("TUSHARE_TOKEN") or "").strip(),
"ifind_refresh_token": str(environment.get("IFIND_REFRESH_TOKEN") or "").strip(),
"ifind_access_token": str(environment.get("IFIND_ACCESS_TOKEN") or "").strip(),
"datahub_token": str(environment.get("DATAHUB_TOKEN") or "").strip(),
"datahub_base_url": str(environment.get("DATAHUB_BASE_URL") or "").strip(),
"platform_llm_primary_api_key": str(
environment.get("LLM_PRIMARY_API_KEY") or environment.get("LLM_API_KEY") or ""
).strip(),
+15
View File
@@ -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",
]
+605
View File
@@ -0,0 +1,605 @@
from __future__ import annotations
import logging
import sys
from threading import Lock
from typing import Any, Callable, ClassVar
from backend.data.datahub.client import DatahubClient, DatahubResponse
from backend.data.datahub.compare import compare_rows
from backend.data.datahub.errors import DatahubError
from backend.data.datahub.native import (
API_TO_DATASET,
filter_calendar_rows,
filter_stock_rows,
project_fields,
to_native_rows,
yyyymmdd,
)
from backend.data.datahub.redact import redact_text, redact_value
from backend.data.datahub.route_state import LEDGER
from backend.data.datahub.settings import DatahubSettings
from backend.data.providers.tushare_daily import DailyMarketMixin
from backend.data.providers.tushare_dashboard import DashboardMixin
from backend.data.providers.tushare_dragon_tiger import DragonTigerMixin
from backend.data.providers.tushare_indices import IndexMixin
from backend.data.providers.tushare_industries import ShenwanIndustryMixin
from backend.data.providers.tushare_sectors import SectorMixin
from backend.data.providers.tushare_stocks import StockMixin
from backend.data.providers.tushare_transport import TushareError
LOGGER = logging.getLogger("xiaobai.datahub")
ShadowSink = Callable[[dict[str, Any]], None]
def _usable_intraday_points(rows: list[Any]) -> list[dict[str, Any]]:
points: list[dict[str, Any]] = []
for row in rows:
if not isinstance(row, dict):
continue
try:
close = float(row.get("close") or 0)
except (TypeError, ValueError):
close = 0.0
if close <= 0:
continue
point = dict(row)
if "average" not in point and point.get("avg_price") is not None:
point["average"] = point.get("avg_price")
points.append(point)
return points
EMPTY_FAIL_DATASETS = {
"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
"limit_events", "sector_daily",
}
def looks_like_heaven(module_name: str, filename: str = "") -> bool:
"""问天调用栈识别(诊断用)。问天按数据集依赖接入,不再整栈强制旧链路。"""
path = filename.replace("\\", "/")
return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
def caller_is_heaven(depth: int = 24) -> bool:
frame = sys._getframe(1)
for _ in range(depth):
frame = frame.f_back if frame is not None else None
if frame is None:
return False
name = str(frame.f_globals.get("__name__") or "")
filename = str(frame.f_code.co_filename or "")
if looks_like_heaven(name, filename):
return True
return False
class DatahubBridge:
def __init__(
self,
settings: DatahubSettings,
client: DatahubClient,
shadow_sink: ShadowSink | None = None,
heaven_guard: Callable[[], bool] | None = None,
) -> None:
self.settings = settings
self.client = client
self.shadow_sink = shadow_sink
self.heaven_guard = heaven_guard or caller_is_heaven
def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
flags = self.settings.flags("status")
if not flags.read and not flags.shadow:
return None
try:
response = self._require_fresh(self.client.dataset_status(yyyymmdd(trade_date)), "status")
rows = list(response.data or [])
if flags.shadow:
self._emit_shadow(compare_rows("status", [], rows, response.meta))
if flags.read:
return rows
return None
except Exception as exc:
self._log_failure("status", exc)
if flags.shadow:
self._emit_shadow(compare_rows("status", [], [], {}, self._error_text(exc)))
return None
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
flags = self.settings.flags("status")
if not flags.read:
return None
try:
response = self._require_fresh(
self.client.batches(yyyymmdd(trade_date), dataset),
"status",
)
return list(response.data or [])
except Exception as exc:
self._log_failure("status", exc)
return None
def try_intraday(self, code: str) -> dict[str, Any] | None:
flags = self.settings.flags("intraday")
if not flags.read:
return None
try:
response = self.client.intraday_points(code=code)
data = response.data
if not isinstance(data, dict):
raise DatahubError("EMPTY", "datahub intraday payload invalid")
points = _usable_intraday_points(data.get("points") or [])
if not points:
raise DatahubError("EMPTY", "datahub intraday empty")
if (response.meta or {}).get("stale"):
raise DatahubError("STALE", "datahub intraday stale")
self._record_route("intraday", "datahub", str((response.meta or {}).get("source") or "datahub"))
return {
"entity_type": str(data.get("entity_type") or "stock"),
"identifier": str(data.get("identifier") or code),
"name": str(data.get("name") or ""),
"code": str(data.get("code") or code),
"trade_date": str(data.get("trade_date") or points[-1].get("date") or ""),
"previous_close": float(data.get("previous_close") or 0),
"points": points,
"source": "datahub",
}
except Exception as exc:
self._log_failure("intraday", exc)
return None
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
return self._try_quote_rows("quotes", {}, expected_date=trade_date, minimum=200)
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
if not cleaned:
return None
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned)}, minimum=1)
def try_index_quotes(self) -> list[dict[str, Any]] | None:
flags = self.settings.flags("index_quotes")
if not flags.read:
return None
try:
response = self.client.index_quotes()
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
if len(rows) < 3:
raise DatahubError("EMPTY", "datahub index quotes incomplete")
if (response.meta or {}).get("stale"):
raise DatahubError("STALE", "datahub index quotes stale")
self._record_route(
"index_quotes",
"datahub",
str((response.meta or {}).get("source") or "datahub"),
)
return rows
except Exception as exc:
self._log_failure("index_quotes", exc)
return None
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
flags = self.settings.flags("quotes")
if not flags.read:
return None
try:
response = self.client.sector_quote(code, trade_date)
data = response.data
if not isinstance(data, dict) or not data:
raise DatahubError("EMPTY", "datahub sector quote empty")
row = dict(data)
if (response.meta or {}).get("stale"):
row["delayed"] = True
row["delay_seconds"] = int((response.meta or {}).get("staleness_seconds") or 0)
row["delay_notice"] = str((response.meta or {}).get("delay_notice") or "")
self._record_route("quotes", "datahub", str((response.meta or {}).get("source") or "datahub"))
return row
except Exception as exc:
self._log_failure("quotes", exc)
return None
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
flags = self.settings.flags("limit_events")
if not flags.read:
return None
try:
response = self.client.limit_pool(trade_date)
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
if not rows:
raise DatahubError("EMPTY", "datahub limit pool empty")
self._record_route(
"limit_events",
"datahub",
str((response.meta or {}).get("source") or "datahub"),
)
return rows
except Exception as exc:
self._log_failure("limit_events", exc)
return None
def try_daily_chart(
self,
code: str,
end_date: str,
limit: int = 90,
dataset: str = "daily",
) -> list[dict[str, Any]] | None:
flags = self.settings.flags(dataset)
if not flags.read:
return None
compact_end = yyyymmdd(end_date)
if not compact_end:
return None
try:
start = _shift_yyyymmdd(compact_end, -max(190, int(limit) * 3))
if dataset == "index_daily":
response = self._paginate(
self.client.index_bars,
{"code": code, "from": start, "to": compact_end},
)
elif dataset == "sector_daily":
response = self._paginate(
self.client.sectors,
{"code": code, "from": start, "to": compact_end},
)
else:
response = self._paginate(
self.client.daily_bars,
{"code": code, "from": start, "to": compact_end, "adjust": "none"},
)
# Charts can use a partial history window; do not discard usable bars
# just because the requested lookback is not fully covered.
self._validate_usable(
dataset,
list(response.data or []),
response,
require_complete=False,
)
rows = _chart_bars(list(response.data or []))
if not rows:
raise DatahubError("EMPTY", f"{dataset} chart empty")
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
return rows[-max(1, int(limit)):]
except Exception as exc:
self._log_failure(dataset, exc)
return None
def record_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
self._record_route(dataset, "legacy", source, error)
def route_snapshot(self) -> list[dict[str, Any]]:
return LEDGER.snapshot()
def _try_quote_rows(
self,
dataset: str,
params: dict[str, Any],
expected_date: str = "",
minimum: int = 1,
) -> list[dict[str, Any]] | None:
flags = self.settings.flags(dataset)
if not flags.read:
return None
try:
response = self.client.quotes_latest(**params)
rows = [_native_quote(item) for item in (response.data or []) if isinstance(item, dict)]
rows = [item for item in rows if item]
want = yyyymmdd(expected_date)
if want:
dated = [item for item in rows if not item.get("quote_date") or item.get("quote_date") == want]
if dated:
rows = dated
if len(rows) < minimum:
raise DatahubError("EMPTY", f"datahub {dataset} empty")
stale = bool((response.meta or {}).get("stale"))
delay = int((response.meta or {}).get("staleness_seconds") or 0)
notice = str((response.meta or {}).get("delay_notice") or "")
source = str((response.meta or {}).get("source") or "datahub")
if stale:
for item in rows:
item["delayed"] = True
item["delay_seconds"] = delay
item["delay_notice"] = notice
item["source"] = source
self._record_route(dataset, "datahub", source)
return rows
except Exception as exc:
self._log_failure(dataset, exc)
return None
def query(
self,
api_name: str,
params: dict[str, Any] | None = None,
fields: str = "",
) -> list[dict[str, Any]]:
if api_name == "rt_sw_k":
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
dataset = API_TO_DATASET.get(api_name)
if dataset:
flags = self.settings.flags(dataset)
if flags.read:
try:
response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
hub_canonical = self._extract_rows(dataset, response, params or {})
hub_rows = to_native_rows(dataset, hub_canonical)
self._validate_usable(dataset, hub_rows, response)
self._record_route(dataset, "datahub", str(response.meta.get("source") or "datahub"))
return project_fields(hub_rows, fields)
except Exception as exc:
self._log_failure(dataset, exc)
try:
response = self.client.query_api(api_name, params or {}, fields)
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
if dataset:
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
else:
self._record_route(api_name, "datahub", str((response.meta or {}).get("source") or "datahub"))
return rows if not fields else project_fields(rows, fields)
except Exception as exc:
self._log_failure(dataset or api_name, exc)
raise TushareError(self._error_text(exc)) from exc
def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
date = yyyymmdd(params.get("trade_date") or params.get("date"))
start = yyyymmdd(params.get("start_date") or params.get("from") or date)
end = yyyymmdd(params.get("end_date") or params.get("to") or date)
code = str(params.get("ts_code") or params.get("code") or "").strip()
if dataset == "calendar":
if not start or not end:
raise DatahubError("INVALID_ARGUMENT", "calendar requires start_date and end_date")
return self.client.calendar(start, end)
if dataset == "stocks":
return self._paginate(self.client.stocks, {})
fetchers = {
"daily": self.client.daily_bars,
"index_daily": self.client.index_bars,
"valuation": self.client.valuation,
"moneyflow": self.client.moneyflow,
"auction": self.client.auction,
"limit_events": self.client.limit_events,
"popularity": self.client.popularity,
"dragon_tiger": self.client.dragon_tiger,
"sector_daily": self.client.sectors,
}
fetcher = fetchers[dataset]
query: dict[str, Any] = {}
if code:
query["code"] = code
if date and not (params.get("start_date") or params.get("end_date")):
query["date"] = date
else:
if start:
query["from"] = start
if end:
query["to"] = end
if dataset == "daily":
query["adjust"] = "none"
if dataset == "limit_events":
limit_type = str(params.get("limit_type") or "").strip().upper()
if limit_type:
query["limit_type"] = limit_type
if dataset == "popularity":
if api_name == "ths_hot":
query["source"] = "ths"
elif api_name == "dc_hot":
query["source"] = "dc"
if dataset == "sector_daily":
family = {
"ths_daily": "ths",
"dc_index": "dc",
"sw_daily": "sw",
}.get(api_name, "")
if family:
query["family"] = family
return self._paginate(fetcher, query)
def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
limit = self.settings.page_limit
offset = 0
rows: list[Any] = []
meta: dict[str, Any] = {}
schema_version = 1
while True:
page = fetcher(**{**params, "limit": limit, "offset": offset})
meta = dict(page.meta)
schema_version = page.schema_version
data = page.data or []
if not isinstance(data, list):
raise DatahubError("INTERNAL", "datahub returned a non-list payload")
rows.extend(data)
if len(data) < limit:
break
offset += limit
if offset > 200_000:
break
return DatahubResponse(data=rows, meta=meta, schema_version=schema_version)
def _extract_rows(
self,
dataset: str,
response: DatahubResponse,
params: dict[str, Any],
) -> list[dict[str, Any]]:
rows = [dict(item) for item in (response.data or [])]
if dataset == "calendar":
return filter_calendar_rows(rows, params)
if dataset == "stocks":
return filter_stock_rows(rows, params)
return rows
def _validate_usable(
self,
dataset: str,
rows: list[dict[str, Any]],
response: DatahubResponse,
require_complete: bool = True,
) -> None:
meta = response.meta or {}
stale_seconds = int(meta.get("staleness_seconds") or 0)
if meta.get("stale") or stale_seconds > self.settings.stale_seconds_max:
raise DatahubError("STALE", f"{dataset} data is stale")
if dataset in EMPTY_FAIL_DATASETS and not rows:
raise DatahubError("EMPTY", f"{dataset} returned no rows")
coverage = meta.get("coverage") if isinstance(meta.get("coverage"), dict) else {}
if require_complete and (meta.get("incomplete") is True or coverage.get("complete") is False):
missing = coverage.get("missing_count")
raise DatahubError("INCOMPLETE", f"{dataset} range is incomplete missing={missing}")
def _require_fresh(self, response: DatahubResponse, dataset: str) -> DatahubResponse:
self._validate_usable(dataset, list(response.data or []) if isinstance(response.data, list) else [], response)
return response
def _emit_shadow(self, report: dict[str, Any]) -> None:
safe = redact_value(report, secrets=self.settings.secrets())
LOGGER.info("datahub shadow %s", safe)
if self.shadow_sink is not None:
self.shadow_sink(report)
def _log_failure(self, dataset: str, exc: Exception) -> None:
error = redact_text(self._error_text(exc), self.settings.secrets())
LOGGER.warning("datahub unavailable dataset=%s error=%s", dataset, error)
self._record_route(dataset, "datahub", "unavailable", error)
def _record_route(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
LEDGER.record(dataset, route, source, redact_text(error, self.settings.secrets()))
def _error_text(self, exc: Exception) -> str:
if isinstance(exc, DatahubError):
text = f"{exc.code}: {exc.message}"
else:
text = str(exc)
return redact_text(text, self.settings.secrets())
def _native_quote(row: dict[str, Any]) -> dict[str, Any] | None:
ts_code = str(row.get("ts_code") or "").strip()
close = _finite(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
previous = _finite(
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
)
if not ts_code or close <= 0 or previous <= 0:
return None
volume = _finite(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"))
payload = {
"ts_code": ts_code,
"name": str(row.get("name") or ts_code).strip(),
"pre_close": previous,
"open": _finite(row.get("open")),
"high": _finite(row.get("high")),
"low": _finite(row.get("low")),
"close": close,
"vol": volume,
"amount": _finite(row.get("amount")),
"num": 0,
"quote_date": yyyymmdd(row.get("quote_date") or row.get("trade_date")),
"source": str(row.get("source") or "datahub"),
}
if row.get("delayed"):
payload["delayed"] = True
payload["delay_seconds"] = int(row.get("delay_seconds") or 0)
payload["delay_notice"] = str(row.get("delay_notice") or "")
return payload
def _chart_bars(rows: list[Any]) -> list[dict[str, Any]]:
normalized: list[dict[str, Any]] = []
for row in rows:
if not isinstance(row, dict):
continue
compact = yyyymmdd(row.get("trade_date"))
close = _finite(row.get("close"))
if len(compact) != 8 or close <= 0:
continue
volume = _finite(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol"))
amount = _finite(row.get("amount"))
if volume and volume < close * 10 and amount > 1000:
volume = volume * 100
trade_date = f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
previous = normalized[-1]["close"] if normalized else 0.0
normalized.append(
{
"trade_date": trade_date,
"open": _finite(row.get("open")),
"high": _finite(row.get("high")),
"low": _finite(row.get("low")),
"close": close,
"change": round((close / previous - 1) * 100, 4) if previous else _finite(row.get("pct_chg")),
"volume": volume,
"amount_billion": amount / 100_000_000,
}
)
return normalized
def _shift_yyyymmdd(value: str, days: int) -> str:
from datetime import datetime, timedelta
stamp = datetime.strptime(value, "%Y%m%d")
return (stamp + timedelta(days=days)).strftime("%Y%m%d")
def _finite(value: Any) -> float:
try:
return float(value or 0)
except (TypeError, ValueError):
return 0.0
class DatahubAwareTushareClient(
DashboardMixin,
IndexMixin,
ShenwanIndustryMixin,
SectorMixin,
DragonTigerMixin,
StockMixin,
DailyMarketMixin,
):
"""Website market facade. Mixins call query(); query talks only to the hub."""
_realtime_reference_cache: ClassVar[dict[str, dict[str, Any]]] = {}
_realtime_reference_lock: ClassVar[Lock] = Lock()
_capital_cache: ClassVar[dict[str, dict[str, Any]]] = {}
_latest_realtime_market: ClassVar[dict[str, dict[str, Any]]] = {}
_stock_activity_cache: ClassVar[dict[str, dict[str, Any]]] = {}
_stock_listing_cache: ClassVar[dict[str, Any]] = {}
_stock_listing_lock: ClassVar[Lock] = Lock()
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
_suspension_lock: ClassVar[Lock] = Lock()
_sw_member_cache: ClassVar[dict[str, Any]] = {}
_sw_member_lock: ClassVar[Lock] = Lock()
def __init__(self, first: Any, second: Any | None = None) -> None:
# Production: DatahubAwareTushareClient(bridge)
# Older tests: DatahubAwareTushareClient(unused_legacy, bridge)
self._bridge = second if second is not None else first
self.token = "datahub"
self.timeout = 30
self.realtime_aggregator = None
def query(
self,
api_name: str,
params: dict[str, Any] | None = None,
fields: str = "",
) -> list[dict[str, Any]]:
return self._bridge.query(api_name, params, fields)
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
return self._bridge.try_market_quotes(trade_date)
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
return self._bridge.try_quotes(codes)
def try_index_quotes(self) -> list[dict[str, Any]] | None:
return self._bridge.try_index_quotes()
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
return self._bridge.try_sector_quote(code, trade_date)
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
return self._bridge.try_limit_pool(trade_date)
def record_datahub_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
self._bridge.record_legacy(dataset, source, error)
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from __future__ import annotations
import json
import logging
import urllib.error
import urllib.parse
import urllib.request
from dataclasses import dataclass, field
from typing import Any, Callable
from backend.data.datahub.errors import DatahubError
from backend.data.datahub.redact import redact_text
from backend.data.datahub.settings import DatahubSettings
LOGGER = logging.getLogger("xiaobai.datahub")
UrlOpen = Callable[..., Any]
@dataclass(frozen=True)
class DatahubResponse:
data: Any
meta: dict[str, Any] = field(default_factory=dict)
schema_version: int = 1
status: int = 200
class DatahubClient:
def __init__(
self,
settings: DatahubSettings,
urlopen: UrlOpen = urllib.request.urlopen,
) -> None:
self.settings = settings
self._urlopen = urlopen
def health(self) -> DatahubResponse:
return self.get("/v1/health")
def calendar(self, start: str, end: str) -> DatahubResponse:
return self.get("/v1/calendar", {"from": start, "to": end})
def stocks(self, updated_since: str = "", limit: int | None = None, offset: int = 0) -> DatahubResponse:
params: dict[str, Any] = {"offset": offset, "limit": limit or self.settings.page_limit}
if updated_since:
params["updated_since"] = updated_since
return self.get("/v1/stocks", params)
def daily_bars(self, **params: Any) -> DatahubResponse:
return self.get("/v1/bars/daily", params)
def index_bars(self, **params: Any) -> DatahubResponse:
return self.get("/v1/indexes/bars", params)
def valuation(self, **params: Any) -> DatahubResponse:
return self.get("/v1/valuation", params)
def moneyflow(self, **params: Any) -> DatahubResponse:
return self.get("/v1/moneyflow", params)
def auction(self, **params: Any) -> DatahubResponse:
return self.get("/v1/auction", params)
def limit_events(self, **params: Any) -> DatahubResponse:
return self.get("/v1/limit-events", params)
def popularity(self, **params: Any) -> DatahubResponse:
return self.get("/v1/popularity", params)
def dragon_tiger(self, **params: Any) -> DatahubResponse:
return self.get("/v1/dragon-tiger", params)
def sectors(self, **params: Any) -> DatahubResponse:
return self.get("/v1/sectors", params)
def quotes_latest(self, **params: Any) -> DatahubResponse:
return self.get("/v1/quotes/latest", params)
def index_quotes(self, **params: Any) -> DatahubResponse:
return self.get("/v1/indexes/quotes", params)
def intraday_points(self, **params: Any) -> DatahubResponse:
return self.get("/v1/intraday/points", params)
def dataset_status(self, date: str) -> DatahubResponse:
return self.get("/v1/datasets/status", {"date": date})
def batches(self, date: str, dataset: str = "") -> DatahubResponse:
params: dict[str, Any] = {"date": date}
if dataset:
params["dataset"] = dataset
return self.get("/v1/batches", params)
def query_api(self, api_name: str, params: dict[str, Any] | None = None, fields: str = "") -> DatahubResponse:
return self.post(
"/v1/query",
{"api_name": api_name, "params": params or {}, "fields": fields},
)
def sector_quote(self, code: str, date: str = "") -> DatahubResponse:
payload: dict[str, Any] = {"code": code}
if date:
payload["date"] = date
return self.get("/v1/sectors/quote", payload)
def limit_pool(self, trade_date: str = "") -> DatahubResponse:
params: dict[str, Any] = {}
if trade_date:
params["date"] = trade_date
return self.get("/v1/limit-pool", params)
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
if not self.settings.token:
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
query = {
key: value
for key, value in (params or {}).items()
if value is not None and value != ""
}
url = self.settings.base_url + path
if query:
url = f"{url}?{urllib.parse.urlencode(query)}"
attempts = 1 + max(0, self.settings.retries)
last_error: DatahubError | None = None
for attempt in range(attempts):
try:
return self._request(url)
except DatahubError as exc:
last_error = exc
if exc.code not in {"TIMEOUT", "UNAVAILABLE"} or attempt + 1 >= attempts:
raise
LOGGER.warning(
"datahub retry %s/%s %s",
attempt + 1,
attempts,
redact_text(str(exc), self.settings.secrets()),
)
raise last_error or DatahubError("INTERNAL", "datahub request failed")
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
if not self.settings.token:
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
url = self.settings.base_url + path
attempts = 1 + max(0, self.settings.retries)
last_error: DatahubError | None = None
payload = json.dumps(body or {}, ensure_ascii=False).encode("utf-8")
for attempt in range(attempts):
try:
return self._request(url, method="POST", data=payload)
except DatahubError as exc:
last_error = exc
if exc.code not in {"TIMEOUT", "UNAVAILABLE"} or attempt + 1 >= attempts:
raise
LOGGER.warning(
"datahub retry %s/%s %s",
attempt + 1,
attempts,
redact_text(str(exc), self.settings.secrets()),
)
raise last_error or DatahubError("INTERNAL", "datahub request failed")
def _request(self, url: str, method: str = "GET", data: bytes | None = None) -> DatahubResponse:
headers = {
"Accept": "application/json",
"X-Datahub-Token": self.settings.token,
"User-Agent": "XiaobaiReviewDatahub/1.0",
}
if data is not None:
headers["Content-Type"] = "application/json"
request = urllib.request.Request(
url,
data=data,
headers=headers,
method=method,
)
try:
with self._urlopen(request, timeout=self.settings.timeout_seconds) as response:
status = int(getattr(response, "status", 200) or 200)
raw = response.read().decode("utf-8")
except TimeoutError as exc:
raise DatahubError("TIMEOUT", "datahub request timed out") from exc
except urllib.error.HTTPError as exc:
body = _read_error_body(exc)
raise _http_error(exc.code, body, self.settings.secrets()) from exc
except urllib.error.URLError as exc:
reason = redact_text(str(getattr(exc, "reason", exc)), self.settings.secrets())
if "timed out" in reason.lower():
raise DatahubError("TIMEOUT", "datahub request timed out") from exc
raise DatahubError("UNAVAILABLE", f"datahub unavailable: {reason}") from exc
payload = _parse_json(raw, self.settings.secrets())
return _as_response(payload, status, self.settings.secrets())
def _parse_json(raw: str, secrets: tuple[str, ...]) -> dict[str, Any]:
try:
payload = json.loads(raw)
except json.JSONDecodeError as exc:
raise DatahubError("INTERNAL", "datahub returned invalid json") from exc
if not isinstance(payload, dict):
raise DatahubError("INTERNAL", "datahub returned a non-object payload")
return payload
def _as_response(payload: dict[str, Any], status: int, secrets: tuple[str, ...]) -> DatahubResponse:
error = payload.get("error")
if isinstance(error, dict):
raise _mapped_error(str(error.get("code") or "INTERNAL"), str(error.get("message") or "datahub error"), status)
if status >= 400:
raise DatahubError("UNAVAILABLE", f"datahub http {status}", status)
return DatahubResponse(
data=payload.get("data"),
meta=dict(payload.get("meta") or {}),
schema_version=int(payload.get("schema_version") or 1),
status=status,
)
def _http_error(status: int, payload: dict[str, Any], secrets: tuple[str, ...]) -> DatahubError:
error = payload.get("error") if isinstance(payload.get("error"), dict) else {}
code = str((error or {}).get("code") or "")
message = str((error or {}).get("message") or payload.get("message") or f"datahub http {status}")
message = redact_text(message, secrets)
if status == 401 or code == "UNAUTHORIZED":
return DatahubError("UNAUTHORIZED", message, status)
if status == 404 or code == "DATASET_NOT_PUBLISHED":
return DatahubError("DATASET_NOT_PUBLISHED", message, status)
if status == 400 or code == "INVALID_ARGUMENT":
return DatahubError("INVALID_ARGUMENT", message, status)
if status in {429, 503} or code in {"RATE_LIMITED", "SOURCE_UNAVAILABLE"}:
return DatahubError("UNAVAILABLE", message, status)
return DatahubError(code or "INTERNAL", message, status)
def _mapped_error(code: str, message: str, status: int) -> DatahubError:
if code == "STALE_DATA":
return DatahubError("STALE", message, status)
if code in {"UNAUTHORIZED", "DATASET_NOT_PUBLISHED", "INVALID_ARGUMENT"}:
return DatahubError(code, message, status)
if code in {"RATE_LIMITED", "SOURCE_UNAVAILABLE"}:
return DatahubError("UNAVAILABLE", message, status)
return DatahubError(code or "INTERNAL", message, status)
def _read_error_body(exc: urllib.error.HTTPError) -> dict[str, Any]:
try:
raw = exc.read().decode("utf-8")
payload = json.loads(raw)
return payload if isinstance(payload, dict) else {"message": raw}
except Exception:
return {"message": str(exc)}
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from __future__ import annotations
from typing import Any
from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
NUMERIC_TOLERANCE = 1e-4
CANONICAL_ALIASES = {"volume": "vol"}
def compare_rows(
dataset: str,
legacy_rows: list[dict[str, Any]],
hub_rows: list[dict[str, Any]] | None,
hub_meta: dict[str, Any] | None = None,
hub_error: str | None = None,
fields: str = "",
) -> dict[str, Any]:
hub = hub_rows or []
requested = _requested_fields(fields)
legacy_map = {row_key(dataset, row): row for row in legacy_rows}
hub_map = {row_key(dataset, _align_hub_row(row)): row for row in hub}
missing_hub = sorted(key for key in legacy_map if key not in hub_map)
missing_legacy = sorted(key for key in hub_map if key not in legacy_map)
value_diffs: list[dict[str, Any]] = []
unit_conversion: list[dict[str, Any]] = []
matched = 0
for key, legacy in legacy_map.items():
hub_row = hub_map.get(key)
if hub_row is None:
continue
field_report = _compare_fields(dataset, legacy, hub_row, requested)
if field_report["unit_conversion"]:
unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
if field_report["value_diff"]:
value_diffs.append({"key": list(key), "fields": field_report["value_diff"]})
if not field_report["unit_conversion"] and not field_report["value_diff"]:
matched += 1
stale_seconds = int((hub_meta or {}).get("staleness_seconds") or 0)
time_skew = bool((hub_meta or {}).get("stale")) or stale_seconds > 0
return {
"dataset": dataset,
"legacy_rows": len(legacy_rows),
"hub_rows": len(hub),
"matched": matched,
"missing_hub": [list(item) for item in missing_hub[:20]],
"missing_legacy": [list(item) for item in missing_legacy[:20]],
"missing_hub_count": len(missing_hub),
"missing_legacy_count": len(missing_legacy),
"value_diff_count": len(value_diffs),
"unit_conversion_count": len(unit_conversion),
"value_diffs": value_diffs[:20],
"unit_conversion": unit_conversion[:20],
"time_skew": time_skew,
"staleness_seconds": stale_seconds,
"published_at": (hub_meta or {}).get("published_at"),
"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
"hub_error": hub_error,
"fields_compared": sorted(requested) if requested is not None else None,
"equal": (
not hub_error
and not missing_hub
and not missing_legacy
and not value_diffs
and not unit_conversion
and not time_skew
),
}
def _align_hub_row(row: dict[str, Any]) -> dict[str, Any]:
aligned = dict(row)
if "volume" in aligned and "vol" not in aligned:
aligned["vol"] = aligned.get("volume")
return aligned
def _requested_fields(fields: str) -> list[str] | None:
"""Fields the website actually asked for; None means "no projection"."""
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
if not keys:
return None
seen: list[str] = []
for key in keys:
canonical = CANONICAL_ALIASES.get(key, key)
if canonical not in seen:
seen.append(canonical)
return seen
def _compare_fields(
dataset: str,
legacy: dict[str, Any],
hub: dict[str, Any],
requested: list[str] | None = None,
) -> dict[str, list[dict[str, Any]]]:
canonical_legacy = to_canonical_row(dataset, legacy)
hub_canonical = _hub_canonical(dataset, hub)
native_hub = _align_hub_row(hub)
value_diff: list[dict[str, Any]] = []
unit_conversion: list[dict[str, Any]] = []
keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"}
if requested is not None:
# Compare only what the website asked for. Extra hub columns are
# transport detail, not business differences; a requested field still
# alarms when it is missing or holds a different value.
keys = set(requested) - {"batch_id", "updated_at", "volume"}
scales = SCALE_FIELDS.get(dataset) or {}
for field in sorted(keys):
left = canonical_legacy.get(field)
right = hub_canonical.get(field)
if _same(left, right):
continue
native_left = legacy.get(field)
hub_raw = native_hub.get(field)
if field in scales and _near(_optional(native_left), _optional(hub_raw)):
unit_conversion.append(
{"field": field, "legacy": native_left, "hub": hub_raw, "reason": "unit_conversion"}
)
continue
value_diff.append({"field": field, "legacy": left, "hub": right, "reason": "value_diff"})
return {"value_diff": value_diff, "unit_conversion": unit_conversion}
def _hub_canonical(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
"""Hub API rows are already canonical; only align field names."""
aligned = dict(row)
if "volume" in aligned and "vol" not in aligned:
aligned["vol"] = aligned.get("volume")
if dataset == "calendar":
is_open = aligned.get("is_open")
aligned["is_open"] = 1 if is_open in (True, 1, "1", "Y", "y") else 0
aligned["cal_date"] = yyyymmdd(aligned.get("cal_date"))
aligned["pretrade_date"] = yyyymmdd(aligned.get("pretrade_date")) or None
aligned["exchange"] = str(aligned.get("exchange") or "SSE")
return aligned
def _same(left: Any, right: Any) -> bool:
if left in (None, "") and right in (None, ""):
return True
if isinstance(left, (int, float)) or isinstance(right, (int, float)):
return _near(_optional(left), _optional(right))
return str(left or "") == str(right or "")
def _near(left: float | None, right: float | None) -> bool:
if left is None and right is None:
return True
if left is None or right is None:
return False
return abs(left - right) <= max(NUMERIC_TOLERANCE, abs(left) * 1e-9, abs(right) * 1e-9)
def _optional(value: Any) -> float | None:
if value in (None, ""):
return None
try:
return float(value)
except (TypeError, ValueError):
return None
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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}"
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from __future__ import annotations
import time
from typing import Any
from backend.data.datahub.bridge import DatahubBridge
from backend.data.datahub.errors import DatahubError
from backend.data.providers.ifind_client import IfindError
class HubIfindProxy:
"""Website-facing iFinD facade. Talks only to xiaobai-datahub."""
def __init__(self, datahub: DatahubBridge) -> None:
self._datahub = datahub
self._status: dict[str, Any] | None = None
self._status_at = 0.0
@property
def configured(self) -> bool:
return bool(self.status().get("configured"))
def status(self) -> dict[str, Any]:
now = time.monotonic()
if self._status is not None and now - self._status_at < 30:
return dict(self._status)
fallback = {"configured": False, "access_ready": False, "access_expires_at": ""}
if not self._datahub.settings.token:
self._status = fallback
self._status_at = now
return dict(fallback)
try:
rows = self._rows("ifind_status", {})
except IfindError:
self._status = fallback
self._status_at = now
return dict(fallback)
row = rows[0] if rows else {}
status = {
"configured": bool(row.get("configured")),
"access_ready": bool(row.get("access_ready")),
"access_expires_at": str(row.get("access_expires_at") or ""),
}
self._status = status
self._status_at = now
return dict(status)
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
return self._rows(
"ifind_wencai",
{"query": query, "search_type": search_type, "cache_ttl": cache_ttl},
)
def snapshots(
self,
codes: str | list[str],
indicators: list[str],
start_time: str,
end_time: str,
cache_ttl: int = 8,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_snapshots",
{
"codes": codes,
"indicators": indicators,
"start_time": start_time,
"end_time": end_time,
"cache_ttl": cache_ttl,
},
)
def history(
self,
codes: str | list[str],
indicators: list[str],
start_date: str,
end_date: str,
cache_ttl: int = 300,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_history",
{
"codes": codes,
"indicators": indicators,
"start_date": start_date,
"end_date": end_date,
"cache_ttl": cache_ttl,
},
)
def real_time(
self,
codes: str | list[str],
indicators: list[str],
cache_ttl: int = 10,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_realtime",
{"codes": codes, "indicators": indicators, "cache_ttl": cache_ttl},
)
def intraday(
self,
code: str,
start_time: str,
end_time: str,
cache_ttl: int = 20,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_intraday",
{
"code": code,
"start_time": start_time,
"end_time": end_time,
"cache_ttl": cache_ttl,
},
)
def test_connection(self) -> dict[str, Any]:
payload = self.real_time(
"000001.SH",
["open", "high", "low", "latest", "preClose"],
cache_ttl=0,
)
return {
"ok": bool(payload),
"sample_time": str(payload[0].get("time") or "") if payload else "",
}
def _rows(self, api_name: str, params: dict[str, Any]) -> list[dict[str, Any]]:
try:
response = self._datahub.client.query_api(api_name, params)
except DatahubError as exc:
raise IfindError(str(exc) or "iFinD 数据中枢暂不可用") from exc
data = response.data
if isinstance(data, list):
return [dict(item) for item in data if isinstance(item, dict)]
if isinstance(data, dict):
return [dict(data)]
return []
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from __future__ import annotations
from typing import Any
from backend.data.numbers import finite_number
AMOUNT_THOUSAND_YUAN = 1000.0
AMOUNT_WAN_YUAN = 10000.0
VOLUME_LOT = 100.0
API_TO_DATASET = {
"trade_cal": "calendar",
"stock_basic": "stocks",
"daily": "daily",
"daily_basic": "valuation",
"index_daily": "index_daily",
"moneyflow": "moneyflow",
"stk_auction": "auction",
"limit_list_d": "limit_events",
"ths_hot": "popularity",
"dc_hot": "popularity",
"hm_detail": "dragon_tiger",
"ths_daily": "sector_daily",
"dc_index": "sector_daily",
"sw_daily": "sector_daily",
}
SCALE_FIELDS = {
"daily": {"vol": VOLUME_LOT, "amount": AMOUNT_THOUSAND_YUAN},
"index_daily": {"vol": VOLUME_LOT, "amount": AMOUNT_THOUSAND_YUAN},
"valuation": {"total_mv": AMOUNT_WAN_YUAN, "circ_mv": AMOUNT_WAN_YUAN},
"moneyflow": {
"buy_sm_amount": AMOUNT_WAN_YUAN,
"sell_sm_amount": AMOUNT_WAN_YUAN,
"buy_md_amount": AMOUNT_WAN_YUAN,
"sell_md_amount": AMOUNT_WAN_YUAN,
"buy_lg_amount": AMOUNT_WAN_YUAN,
"sell_lg_amount": AMOUNT_WAN_YUAN,
"buy_elg_amount": AMOUNT_WAN_YUAN,
"sell_elg_amount": AMOUNT_WAN_YUAN,
"net_mf_amount": AMOUNT_WAN_YUAN,
},
"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
"limit_events": {
"limit_amount": AMOUNT_WAN_YUAN,
"float_mv": AMOUNT_WAN_YUAN,
"total_mv": AMOUNT_WAN_YUAN,
},
"dragon_tiger": {
"buy_amount": AMOUNT_WAN_YUAN,
"sell_amount": AMOUNT_WAN_YUAN,
"net_amount": AMOUNT_WAN_YUAN,
},
}
def yyyymmdd(value: Any) -> str:
return str(value or "").replace("-", "")[:8]
def to_native_rows(dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
return [to_native_row(dataset, row) for row in rows]
def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
if dataset == "calendar":
is_open = row.get("is_open")
return {
"exchange": str(row.get("exchange") or "SSE"),
"cal_date": yyyymmdd(row.get("cal_date")),
"is_open": 1 if is_open in (True, 1, "1", "Y", "y") else 0,
"pretrade_date": yyyymmdd(row.get("pretrade_date")) or None,
}
converted = dict(row)
converted.pop("batch_id", None)
if "volume" in converted and "vol" not in converted:
converted["vol"] = converted.pop("volume")
elif "volume" in converted:
converted.pop("volume", None)
scales = SCALE_FIELDS.get(dataset) or {}
for field, factor in scales.items():
if field in converted:
converted[field] = _unscale(converted.get(field), factor)
if dataset == "stocks":
converted.pop("updated_at", None)
if dataset == "popularity":
# keep hub source; callers filter ths/dc themselves when needed
if converted.get("ts_name") and not converted.get("name"):
converted["name"] = converted.get("ts_name")
if dataset == "dragon_tiger":
if converted.get("ts_name") and not converted.get("name"):
converted["name"] = converted.get("ts_name")
if dataset == "sector_daily":
if converted.get("pct_change") is not None and converted.get("pct_chg") is None:
converted["pct_chg"] = converted.get("pct_change")
return converted
def to_canonical_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
if dataset == "calendar":
is_open = row.get("is_open")
return {
"exchange": str(row.get("exchange") or "SSE"),
"cal_date": yyyymmdd(row.get("cal_date")),
"is_open": 1 if is_open in (True, 1, "1", "Y", "y") else 0,
"pretrade_date": yyyymmdd(row.get("pretrade_date")) or None,
}
converted = dict(row)
if "volume" in converted and "vol" not in converted:
converted["vol"] = converted.pop("volume")
scales = SCALE_FIELDS.get(dataset) or {}
for field, factor in scales.items():
if field in converted:
converted[field] = _scale(converted.get(field), factor)
return converted
def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
if dataset == "calendar":
return (yyyymmdd(row.get("cal_date")),)
if dataset == "stocks":
return (str(row.get("ts_code") or "").upper(),)
if dataset == "status":
return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
if dataset == "limit_events":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("limit_type") or ""),
)
if dataset == "popularity":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("source") or ""),
)
if dataset == "dragon_tiger":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("hm_name") or ""),
)
if dataset == "sector_daily":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("family") or ""),
)
return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
def project_fields(rows: list[dict[str, Any]], fields: str) -> list[dict[str, Any]]:
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
if not keys:
return rows
return [{key: row.get(key) for key in keys} for row in rows]
def filter_stock_rows(rows: list[dict[str, Any]], params: dict[str, Any] | None) -> list[dict[str, Any]]:
payload = params or {}
ts_code = str(payload.get("ts_code") or "").strip().upper()
status = str(payload.get("list_status") or "").strip()
name = str(payload.get("name") or "").strip()
filtered = rows
if ts_code:
filtered = [row for row in filtered if str(row.get("ts_code") or "").upper() == ts_code]
if status:
filtered = [row for row in filtered if str(row.get("list_status") or status) == status]
if name:
filtered = [row for row in filtered if name.casefold() in str(row.get("name") or "").casefold()]
return filtered
def filter_calendar_rows(rows: list[dict[str, Any]], params: dict[str, Any] | None) -> list[dict[str, Any]]:
payload = params or {}
if payload.get("is_open") in (1, "1", True):
return [row for row in rows if int(row.get("is_open") or 0) == 1]
if payload.get("is_open") in (0, "0", False):
return [row for row in rows if int(row.get("is_open") or 0) == 0]
return rows
def _scale(value: Any, factor: float) -> float | None:
number = _optional_number(value)
if number is None:
return None
return number * factor
def _unscale(value: Any, factor: float) -> float | None:
number = _optional_number(value)
if number is None or factor == 0:
return None
return number / factor
def _optional_number(value: Any) -> float | None:
if value in (None, ""):
return None
number = finite_number(value, default=float("nan"))
if number != number:
return None
return number
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from __future__ import annotations
from datetime import datetime
from typing import Any
from backend.data.datahub.bridge import DatahubBridge
from backend.data.realtime import RealtimeAggregateError
class HubRealtimeProxy:
"""Realtime observation facade. Talks only to xiaobai-datahub."""
def __init__(self, datahub: DatahubBridge) -> None:
self._datahub = datahub
def health_snapshot(self, sector: str = "") -> dict[str, Any]:
started = datetime.now().astimezone()
indices: list[dict[str, Any]] = []
error = ""
try:
indices = self.tencent_indices()
except RealtimeAggregateError as exc:
error = str(exc)
epochs = [int(item.get("quote_time_epoch") or 0) for item in indices]
now = datetime.now().astimezone()
max_skew = 120 if now.hour >= 15 else 15
index_consistent = bool(epochs) and max(epochs) - min(epochs) <= max_skew
ready = len(indices) == 3 and index_consistent
return {
"ready": ready,
"isolated": True,
"generated_at": started.isoformat(timespec="seconds"),
"elapsed_ms": 0,
"indices": indices,
"index_consistent": index_consistent,
"sector": None,
"sources": {
"datahub_indices": {
"ok": ready,
"error": error,
"source": "datahub",
}
},
"observations": {},
"policy": {
"integration": "datahub_exclusive",
"max_index_time_skew_seconds": max_skew,
"notice": "实时观察只走数据中枢,主网站不再直连东财/腾讯。",
},
}
def tencent_indices(self) -> list[dict[str, Any]]:
rows = self._datahub.try_index_quotes() or []
result = [_as_index(item) for item in rows if _as_index(item)]
wanted = {"000001", "399001", "399006"}
result = [item for item in result if item.get("code") in wanted]
result.sort(key=lambda item: str(item.get("code") or ""))
if len(result) != 3:
raise RealtimeAggregateError(f"datahub returned {len(result)}/3 indices")
return result
def eastmoney_indices(self) -> list[dict[str, Any]]:
return self.tencent_indices()
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
return self._stock_quote(code, expected_date)
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
return self._stock_quote(code, expected_date)
def tencent_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
minimum: int | None = None,
) -> list[dict[str, Any]]:
return self._stock_quotes(codes, expected_date, minimum)
def eastmoney_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
) -> list[dict[str, Any]]:
return self._stock_quotes(codes, expected_date, None)
def eastmoney_shenwan_quote(self, ts_code: str, expected_date: str = "") -> dict[str, Any]:
quote = self._datahub.try_sector_quote(ts_code, expected_date)
if not quote:
raise RealtimeAggregateError(f"datahub shenwan quote unavailable for {ts_code}")
return quote
def _stock_quote(self, code: str, expected_date: str) -> dict[str, Any]:
rows = self._stock_quotes([code], expected_date, 1)
if not rows:
raise RealtimeAggregateError(f"datahub stock quote unavailable for {code}")
return rows[0]
def _stock_quotes(
self,
codes: list[str],
expected_date: str,
minimum: int | None,
) -> list[dict[str, Any]]:
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
rows = self._datahub.try_quotes(cleaned) if cleaned else (self._datahub.try_market_quotes(expected_date) or [])
quotes = [_as_stock(item) for item in (rows or []) if _as_stock(item)]
if expected_date:
compact = str(expected_date).replace("-", "")
quotes = [
item
for item in quotes
if not item.get("quote_date") or str(item.get("quote_date") or "").replace("-", "") == compact
]
if minimum is not None and len(quotes) < minimum:
raise RealtimeAggregateError(f"datahub returned {len(quotes)} quotes, need {minimum}")
return quotes
def _as_index(row: dict[str, Any]) -> dict[str, Any] | None:
code = str(row.get("code") or str(row.get("ts_code") or "").split(".")[0] or "")
price = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
if not code or price <= 0:
return None
epoch = int(_number(row.get("quote_time_epoch")))
amount = _number(row.get("amount_billion"))
if amount <= 0:
amount = round(_number(row.get("amount")) / 100_000_000, 2)
return {
"code": code,
"name": row.get("name") or code,
"price": price,
"change": _number(row.get("change") if row.get("change") not in (None, "") else row.get("pct_chg")),
"change_amount": _number(row.get("change_amount")),
"open": _number(row.get("open")),
"high": _number(row.get("high")),
"low": _number(row.get("low")),
"previous_close": _number(
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
),
"amount_billion": amount,
"quote_time_epoch": epoch,
"quote_time": str(row.get("quote_time") or ""),
"source": str(row.get("source") or "datahub"),
"cache_age_seconds": 0,
}
def _as_stock(row: dict[str, Any]) -> dict[str, Any] | None:
close = _number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
if close <= 0:
return None
ts_code = str(row.get("ts_code") or "")
code = str(row.get("code") or ts_code.split(".")[0] or "")
return {
"ts_code": ts_code or code,
"code": code,
"name": row.get("name") or "",
"close": close,
"pre_close": _number(
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
),
"open": _number(row.get("open")),
"high": _number(row.get("high")),
"low": _number(row.get("low")),
"volume": _number(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol")),
"vol": _number(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume")),
"amount": _number(row.get("amount")),
"quote_time_epoch": int(_number(row.get("quote_time_epoch"))),
"quote_time": str(row.get("quote_time") or ""),
"quote_date": str(row.get("quote_date") or ""),
"source": str(row.get("source") or "datahub"),
"delayed": bool(row.get("delayed")),
}
def _number(value: Any) -> float:
try:
return float(value or 0)
except (TypeError, ValueError):
return 0.0
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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
+57
View File
@@ -0,0 +1,57 @@
from __future__ import annotations
from datetime import datetime
from threading import Lock
from typing import Any
from backend.data.datahub.settings import DATASETS
DATASET_LABELS = {
"calendar": "交易日历",
"stocks": "股票主档",
"daily": "个股日K",
"index_daily": "指数日K",
"valuation": "估值",
"moneyflow": "资金流",
"auction": "竞价",
"limit_events": "涨停池",
"popularity": "人气榜",
"dragon_tiger": "龙虎榜",
"sector_daily": "题材板块",
"quotes": "全市场实时行情",
"index_quotes": "指数实时行情",
"intraday": "分时",
"status": "数据集状态",
}
class DatahubRouteLedger:
def __init__(self) -> None:
self._lock = Lock()
self._rows: dict[str, dict[str, Any]] = {}
def record(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
name = str(dataset or "").strip() or "unknown"
with self._lock:
self._rows[name] = {
"dataset": name,
"label": DATASET_LABELS.get(name, name),
"route": "legacy" if route == "legacy" else "datahub",
"source": str(source or "").strip(),
"error": str(error or "").strip(),
"at": datetime.now().astimezone().isoformat(timespec="seconds"),
}
def snapshot(self) -> list[dict[str, Any]]:
with self._lock:
rows = [dict(item) for item in self._rows.values()]
order = {name: index for index, name in enumerate(DATASETS)}
rows.sort(key=lambda item: (order.get(str(item.get("dataset")), 99), str(item.get("dataset"))))
return rows
def clear(self) -> None:
with self._lock:
self._rows.clear()
LEDGER = DatahubRouteLedger()
+134
View File
@@ -0,0 +1,134 @@
from __future__ import annotations
import json
import os
from dataclasses import dataclass
from pathlib import Path
from typing import Any, Mapping
from backend.bootstrap.config import APP_DIR
DATASETS = (
"calendar",
"stocks",
"daily",
"index_daily",
"valuation",
"moneyflow",
"auction",
"limit_events",
"popularity",
"dragon_tiger",
"sector_daily",
"quotes",
"index_quotes",
"intraday",
"status",
)
ENV_DATASET = {
"calendar": "CALENDAR",
"stocks": "STOCKS",
"daily": "DAILY",
"index_daily": "INDEX_DAILY",
"valuation": "VALUATION",
"moneyflow": "MONEYFLOW",
"auction": "AUCTION",
"limit_events": "LIMIT_EVENTS",
"popularity": "POPULARITY",
"dragon_tiger": "DRAGON_TIGER",
"sector_daily": "SECTOR_DAILY",
"quotes": "QUOTES",
"index_quotes": "INDEX_QUOTES",
"intraday": "INTRADAY",
"status": "STATUS",
}
DEFAULT_CONFIG_PATH = APP_DIR / "config" / "datahub.config.json"
def _truthy(value: Any) -> bool:
return str(value or "").strip().lower() in {"1", "true", "yes", "on"}
def _int(value: Any, default: int) -> int:
try:
return int(value)
except (TypeError, ValueError):
return default
@dataclass(frozen=True)
class DatasetFlags:
name: str
read: bool = False
shadow: bool = False
@dataclass(frozen=True)
class DatahubSettings:
base_url: str
token: str
timeout_seconds: int = 8
retries: int = 1
page_limit: int = 5000
stale_seconds_max: int = 86400
datasets: dict[str, DatasetFlags] | None = None
def flags(self, dataset: str) -> DatasetFlags:
mapped = self.datasets or {}
return mapped.get(dataset) or DatasetFlags(dataset)
def any_enabled(self) -> bool:
return any(item.read or item.shadow for item in (self.datasets or {}).values())
def secrets(self) -> tuple[str, ...]:
return tuple(item for item in (self.token,) if item)
@classmethod
def load(
cls,
path: Path | None = None,
environ: Mapping[str, str] | None = None,
credentials: Mapping[str, object] | None = None,
) -> "DatahubSettings":
config_path = path or DEFAULT_CONFIG_PATH
payload: dict[str, Any] = {}
if config_path.is_file():
payload = json.loads(config_path.read_text(encoding="utf-8"))
env = dict(os.environ if environ is None else environ)
creds = dict(credentials or {})
dataset_flags: dict[str, DatasetFlags] = {}
raw_datasets = payload.get("datasets") or {}
for name in DATASETS:
item = raw_datasets.get(name) or {}
env_key = ENV_DATASET[name]
read = _truthy(env.get(f"DATAHUB_READ_{env_key}")) if f"DATAHUB_READ_{env_key}" in env else bool(item.get("read"))
shadow = (
_truthy(env.get(f"DATAHUB_SHADOW_{env_key}"))
if f"DATAHUB_SHADOW_{env_key}" in env
else bool(item.get("shadow"))
)
dataset_flags[name] = DatasetFlags(name, read=read, shadow=shadow)
token = str(
env.get("DATAHUB_TOKEN")
or creds.get("datahub_token")
or payload.get("token")
or ""
).strip()
base_url = str(
env.get("DATAHUB_BASE_URL")
or creds.get("datahub_base_url")
or payload.get("base_url")
or "http://127.0.0.1:8766"
).strip().rstrip("/")
return cls(
base_url=base_url,
token=token,
timeout_seconds=_int(env.get("DATAHUB_TIMEOUT") or payload.get("timeout_seconds"), 8),
retries=max(0, _int(env.get("DATAHUB_RETRIES") or payload.get("retries"), 1)),
page_limit=max(1, _int(payload.get("page_limit"), 5000)),
stale_seconds_max=max(0, _int(payload.get("stale_seconds_max"), 86400)),
datasets=dataset_flags,
)
+50 -22
View File
@@ -1,40 +1,71 @@
from __future__ import annotations
from collections.abc import Callable
from dataclasses import dataclass
from datetime import datetime
from typing import Any
from backend.data.contracts import DataUsage
from backend.data.datahub import DatahubAwareTushareClient, DatahubBridge, DatahubClient, DatahubSettings
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
from backend.data.policy import DataSourcePolicy
from backend.data.providers import IfindProvider, TushareProvider
from backend.data.providers import IfindProvider
from backend.data.quality import DataQualityGate, QualityEvidence, QualityReport
from backend.data.providers.ifind_client import IfindHttpClient
from backend.data.providers.tushare_client import TushareClient
from backend.data.realtime import WebRealtimeAggregator
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
from backend.features.market.charts import MarketChartClient
@dataclass(frozen=True)
class DataGateway:
policy: DataSourcePolicy
quality: DataQualityGate
tushare_provider: TushareProvider
ifind_provider: IfindProvider
chart_data: MarketChartClient
realtime_observer: WebRealtimeAggregator
realtime_observer: HubRealtimeProxy
datahub: DatahubBridge
@property
def ifind(self) -> IfindHttpClient:
def ifind(self) -> HubIfindProxy:
return self.ifind_provider.client
def tushare(
self,
dataset_id: str = "",
usage: DataUsage = "calculation",
) -> TushareClient:
) -> DatahubAwareTushareClient:
if dataset_id:
self.policy.assert_allowed(dataset_id, "tushare", usage)
return self.tushare_provider.client()
return DatahubAwareTushareClient(self.datahub)
def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
return self.datahub.dataset_status(trade_date)
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
return self.datahub.batches(trade_date, dataset)
def datahub_status(self) -> dict[str, Any]:
from backend.data.datahub.route_state import DATASET_LABELS, LEDGER
from backend.data.datahub.settings import DATASETS
settings = self.datahub.settings
flags = []
enabled = 0
for name in DATASETS:
read = bool(settings.flags(name).read)
if read:
enabled += 1
flags.append({"dataset": name, "label": DATASET_LABELS.get(name, name), "read": read})
routes = LEDGER.snapshot()
fallbacks = [item for item in routes if item.get("route") == "legacy"]
return {
"configured": bool(settings.token and settings.base_url),
"base_url": settings.base_url,
"enabled_reads": enabled,
"total_reads": len(DATASETS),
"flags": flags,
"routes": routes,
"fallback_count": len(fallbacks),
"fallback_labels": [str(item.get("label") or item.get("dataset")) for item in fallbacks],
}
def assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
self.policy.assert_allowed(dataset_id, provider_id, usage)
@@ -63,21 +94,18 @@ class DataGateway:
def build_data_gateway(
credentials: dict[str, object],
tushare_token_supplier: Callable[[], str] | None = None,
datahub_settings: DatahubSettings | None = None,
) -> DataGateway:
ifind = IfindHttpClient(
str(credentials.get("ifind_refresh_token") or ""),
str(credentials.get("ifind_access_token") or ""),
)
token_supplier = tushare_token_supplier or (
lambda: str(credentials.get("tushare_token") or "")
)
policy = DataSourcePolicy.load()
settings = datahub_settings or DatahubSettings.load(credentials=credentials)
datahub_client = DatahubClient(settings)
datahub = DatahubBridge(settings, datahub_client)
ifind = HubIfindProxy(datahub)
return DataGateway(
policy=policy,
quality=DataQualityGate.load(policy),
tushare_provider=TushareProvider(token_supplier),
ifind_provider=IfindProvider(ifind),
chart_data=MarketChartClient(ifind, EastmoneyChartClient()),
realtime_observer=WebRealtimeAggregator(),
chart_data=MarketChartClient(datahub),
realtime_observer=HubRealtimeProxy(datahub),
datahub=datahub,
)
+5 -3
View File
@@ -1,11 +1,13 @@
from __future__ import annotations
from backend.data.providers.ifind_client import IfindHttpClient
from typing import Any
class IfindProvider:
def __init__(self, client: IfindHttpClient) -> None:
def __init__(self, client: Any) -> None:
self.client = client
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
self.client.set_credentials(refresh_token, access_token)
setter = getattr(self.client, "set_credentials", None)
if callable(setter):
setter(refresh_token, access_token)
+2
View File
@@ -66,3 +66,5 @@ class TushareClient(
_stock_listing_lock: ClassVar[Lock] = Lock()
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
_suspension_lock: ClassVar[Lock] = Lock()
_sw_member_cache: ClassVar[dict[str, Any]] = {}
_sw_member_lock: ClassVar[Lock] = Lock()
+76 -4
View File
@@ -3,7 +3,12 @@ from __future__ import annotations
from typing import Any
from backend.data.numbers import finite_number as _number
from backend.data.providers.tushare_helpers import _display_time, _prices_equal
from backend.data.providers.tushare_helpers import (
_display_time,
_optional_number,
_prices_equal,
calendar_is_open,
)
class DailyMarketMixin:
@@ -17,7 +22,11 @@ class DailyMarketMixin:
trade_date = requested
else:
row = requested_rows[0]
trade_date = row["cal_date"] if row.get("is_open") == 1 else row.get("pretrade_date", requested)
trade_date = (
row["cal_date"]
if calendar_is_open(row.get("is_open"))
else row.get("pretrade_date", requested)
)
resolved_rows = self.query(
"trade_cal",
@@ -129,7 +138,66 @@ class DailyMarketMixin:
)
item["capital_trade_date"] = str(capital.get("trade_date") or "")
result.append(item)
return result
return self._overlay_board_fields(result, trade_date)
def _overlay_board_fields(
self,
rows: list[dict[str, Any]],
trade_date: str,
) -> list[dict[str, Any]]:
if not rows:
return rows
official = self._official_board_map(trade_date)
free = self._free_board_map(trade_date) if not official else {}
merged: list[dict[str, Any]] = []
for row in rows:
code = str(row.get("ts_code") or "")
extra = official.get(code) or free.get(code) or {}
if not extra:
merged.append(row)
continue
item = dict(row)
for key in (
"first_time",
"last_time",
"fd_amount",
"open_times",
"limit_times",
"turnover_ratio",
):
incoming = extra.get(key)
current = item.get(key)
if incoming in (None, "", "--"):
continue
if current in (None, "", "--", 0, 0.0):
item[key] = incoming
merged.append(item)
return merged
def _official_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
mapped: dict[str, dict[str, Any]] = {}
try:
for row in self._load_limit_lists(trade_date):
code = str(row.get("ts_code") or "")
if code:
mapped[code] = row
except Exception:
return {}
return mapped
def _free_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
loader = getattr(self, "try_limit_pool", None)
if not callable(loader):
return {}
try:
rows = loader(trade_date) or []
except Exception:
return {}
return {
str(row.get("ts_code") or ""): row
for row in rows
if row.get("ts_code")
}
@staticmethod
def _normalize_limit(row: dict[str, Any], status: str) -> dict[str, Any]:
@@ -154,7 +222,11 @@ class DailyMarketMixin:
"turnover_source": row.get("turnover_source") or "provider",
"capital_trade_date": row.get("capital_trade_date") or "",
"amount_billion": round(amount_billion, 2),
"seal_amount_million": round(_number(row.get("fd_amount")) / 10000, 0),
"seal_amount_million": (
round(fd / 10000, 0)
if (fd := _optional_number(row.get("fd_amount"))) is not None
else None
),
"float_mv_billion": round(_number(row.get("float_mv")) / 100000000, 1),
"status": status,
}
+156 -19
View File
@@ -16,6 +16,12 @@ from backend.data.providers.tushare_transport import TushareError
class DashboardMixin:
def _now(self) -> datetime:
clock = getattr(self, "clock", None)
if callable(clock):
return clock()
return datetime.now().astimezone()
def dashboard(self, requested_date: str) -> dict[str, Any]:
trade_date, previous_trade_date = self.resolve_trade_context(requested_date)
if self.should_use_realtime(requested_date, trade_date):
@@ -26,11 +32,12 @@ class DashboardMixin:
)
daily = self._load_daily(trade_date)
now = self._now()
if (
not daily
and requested_date == datetime.now().astimezone().strftime("%Y%m%d")
and requested_date == now.strftime("%Y%m%d")
and trade_date == requested_date
and datetime.now().astimezone().time().replace(tzinfo=None) >= dt_time(9, 15)
and now.time().replace(tzinfo=None) >= dt_time(9, 15)
):
return self._realtime_dashboard(
requested_date,
@@ -98,15 +105,14 @@ class DashboardMixin:
}
return apply_sentiment_to_dashboard(dashboard)
@staticmethod
def should_use_realtime(requested_date: str, trade_date: str) -> bool:
"""Use rt_k for today's open market until end-of-day datasets settle."""
now = datetime.now().astimezone()
def should_use_realtime(self, requested_date: str, trade_date: str) -> bool:
"""Use live quotes for today's open session until official daily settles."""
now = self._now()
today = now.strftime("%Y%m%d")
return (
requested_date == today
and trade_date == today
and dt_time(9, 15) <= now.time().replace(tzinfo=None) < dt_time(16, 30)
and dt_time(9, 15) <= now.time().replace(tzinfo=None) < dt_time(15, 5)
)
def _realtime_dashboard(
@@ -122,7 +128,7 @@ class DashboardMixin:
)
if not codes:
raise TushareError("No active stock codes available for rt_k")
quotes = self.query("rt_k", {"ts_code": codes})
quotes, quote_source = self._load_realtime_quotes(codes, trade_date)
if not quotes:
raise TushareError(f"No realtime data returned for {trade_date}")
@@ -178,14 +184,35 @@ class DashboardMixin:
)
sectors = _build_sectors(limits)
previous_sectors = _build_sectors(previous_limits)
now = datetime.now().astimezone()
now = self._now()
market_status = _realtime_market_status(now.time().replace(tzinfo=None))
if quote_source == "datahub":
notice = (
"盘中行情由数据中枢统一提供;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
)
source_name = "datahub"
elif quote_source == "eastmoney_clist":
notice = (
"盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
)
source_name = "eastmoney"
elif quote_source == "tencent_qt":
notice = (
"盘中行情由腾讯免费实时行情计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
)
source_name = "tencent"
else:
notice = (
"盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
)
source_name = "tushare"
dashboard = {
"meta": {
"requested_date": _display_date(requested_date),
"trade_date": _display_date(trade_date),
"previous_trade_date": _display_date(previous_trade_date),
"source": "tushare",
"source": source_name,
"quote_source": quote_source,
"mode": "realtime",
"realtime": True,
"market_status": market_status,
@@ -193,7 +220,8 @@ class DashboardMixin:
"auto_refresh": False,
"quote_count": len(daily),
"updated_at": now.isoformat(timespec="seconds"),
"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
"notice": notice,
"indices": self._free_realtime_indices() if quote_source != "tushare_rt_k" else [],
},
"overview": _build_overview(daily, up_rows, down_rows, broken_rows),
"limits": limits,
@@ -207,6 +235,62 @@ class DashboardMixin:
}
return apply_sentiment_to_dashboard(dashboard)
def _realtime_aggregator(self):
aggregator = getattr(self, "realtime_aggregator", None)
if aggregator is None:
raise TushareError("免费实时源未配置")
return aggregator
def _load_realtime_quotes(
self,
codes: str,
trade_date: str,
) -> tuple[list[dict[str, Any]], str]:
hub = getattr(self, "try_market_quotes", None)
if callable(hub):
quotes = hub(trade_date)
if quotes:
return list(quotes), "datahub"
named = getattr(self, "try_quotes", None)
code_list = [item for item in str(codes or "").split(",") if item]
if callable(named) and code_list:
collected: list[dict[str, Any]] = []
for index in range(0, len(code_list), 60):
collected.extend(named(code_list[index:index + 60]) or [])
if collected:
delayed = any(item.get("delayed") for item in collected)
return collected, "datahub_delayed" if delayed else "datahub"
try:
quotes = self.query("rt_k", {"ts_code": codes})
if quotes:
delayed = any(item.get("delayed") for item in quotes)
return list(quotes), "datahub_delayed" if delayed else "datahub"
except TushareError as exc:
raise TushareError(f"当天盘中实时行情不可用:{exc}") from exc
raise TushareError("当天盘中实时行情不可用:数据中枢未返回可用行情")
def _mark_quote_legacy(self, source: str, error: str = "") -> None:
marker = getattr(self, "record_datahub_legacy", None)
if callable(marker):
marker("quotes", source, error)
def _free_realtime_quotes(
self,
trade_date: str,
codes: str = "",
) -> tuple[list[dict[str, Any]], str]:
del trade_date, codes
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
def _free_realtime_indices(self) -> list[dict[str, Any]]:
hub = getattr(self, "try_index_quotes", None)
if callable(hub):
rows = hub()
converted = [item for item in (_hub_index_quote(row) for row in rows or []) if item]
if converted:
return converted
return []
def _load_realtime_reference(
self,
trade_date: str,
@@ -234,7 +318,7 @@ class DashboardMixin:
{"trade_date": previous_trade_date},
"ts_code,trade_date,total_share,float_share,free_share,total_mv,circ_mv",
)
if not basic_rows or not price_limits:
if not basic_rows:
raise TushareError(f"Realtime reference data is incomplete for {trade_date}")
result = {
"basic_rows": basic_rows,
@@ -254,10 +338,9 @@ class DashboardMixin:
ts_code: str,
reference_date: str = "",
) -> dict[str, Any]:
rows = self.query("rt_k", {"ts_code": ts_code})
if not rows:
row = self._realtime_quote_row(ts_code, reference_date)
if not row:
raise TushareError(f"No realtime quote returned for {ts_code}")
row = rows[0]
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
@@ -317,6 +400,10 @@ class DashboardMixin:
market_date,
_number(row.get("vol")) / 100,
)
trade_time = str(row.get("trade_time") or row.get("quote_time") or "")
trade_date = str(row.get("quote_date") or "").replace("-", "")[:8]
if not trade_date and trade_time:
trade_date = trade_time[:10].replace("-", "")
return {
"code": ts_code.split(".")[0],
"ts_code": ts_code,
@@ -341,10 +428,26 @@ class DashboardMixin:
"float_share_10k": float_share,
"capital_trade_date": str(capital.get("trade_date") or ""),
"turnover_source": "rt_volume/latest_float_share" if float_share else "unavailable",
"data_source": "tushare",
"data_source": str(row.get("source") or "tushare"),
"trade_date": trade_date,
"trade_time": trade_time,
"realtime": True,
}
def _realtime_quote_row(self, ts_code: str, reference_date: str = "") -> dict[str, Any]:
hub = getattr(self, "try_quotes", None)
if callable(hub):
rows = hub([ts_code]) or []
if rows:
return dict(rows[0])
try:
rows = self.query("rt_k", {"ts_code": ts_code})
if rows:
return dict(rows[0])
except TushareError:
pass
return {}
def _stock_activity_metrics(
self,
ts_code: str,
@@ -364,7 +467,10 @@ class DashboardMixin:
{
"ts_code": ts_code,
"start_date": (end - timedelta(days=30)).strftime("%Y%m%d"),
"end_date": reference_date,
# Intraday bars are not official daily history yet. Asking
# the hub for today's daily row makes a complete historical
# range look incomplete and discards otherwise valid data.
"end_date": (end - timedelta(days=1)).strftime("%Y%m%d"),
},
"ts_code,trade_date,vol,amount",
)
@@ -462,7 +568,7 @@ class DashboardMixin:
for row in reference.get("basic_rows") or []
if row.get("ts_code")
]
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
quotes, quote_source = self._load_realtime_quotes(",".join(codes), trade_date)
rows = [
row for row in quotes
if _number(row.get("close")) > 0 and _number(row.get("pre_close")) > 0
@@ -489,7 +595,13 @@ class DashboardMixin:
start_date = (end - timedelta(days=20)).strftime("%Y%m%d")
rows = self.query(
"daily_basic",
{"ts_code": ts_code, "start_date": start_date, "end_date": end_date},
{
"ts_code": ts_code,
"start_date": start_date,
# Same rule as price history: today's official valuation is
# unavailable during the session, so use the latest prior row.
"end_date": (end - timedelta(days=1)).strftime("%Y%m%d"),
},
"ts_code,trade_date,turnover_rate,volume_ratio,total_share,float_share,"
"free_share,total_mv,circ_mv",
)
@@ -608,6 +720,31 @@ def _build_yesterday_performance(
return result
def _hub_index_quote(row: dict[str, Any]) -> dict[str, Any] | None:
ts_code = str(row.get("ts_code") or "")
code = str(row.get("code") or ts_code.split(".")[0])
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
previous = _number(
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
)
if close <= 0 or previous <= 0:
return None
amount = _number(row.get("amount"))
amount_billion = _number(row.get("amount_billion"))
if not amount_billion and amount:
amount_billion = round(amount / 100_000_000, 2)
return {
"code": code,
"name": str(row.get("name") or code),
"price": close,
"change": _number(row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change")),
"previous_close": previous,
"amount_billion": amount_billion,
"quote_time": str(row.get("quote_time") or ""),
"source": "datahub",
}
def _build_limit_performance(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
result = []
for level in sorted({int(row.get("prior_streak") or 1) for row in rows}, reverse=True):
+60
View File
@@ -6,12 +6,72 @@ from typing import Any
from backend.data.numbers import finite_number as _number
def calendar_is_open(value: Any) -> bool:
if value in (True, 1, "1", "Y", "y"):
return True
if value in (False, 0, "0", "N", "n", None, ""):
return False
try:
return int(value) == 1
except (TypeError, ValueError):
return False
def _text(value: Any) -> str:
if isinstance(value, (list, tuple, set)):
return "".join(str(item).strip() for item in value if str(item).strip())
return str(value or "").strip()
def _optional_number(value: Any) -> float | None:
if value in (None, "", "-"):
return None
number = _number(value, default=float("nan"))
if number != number:
return None
return number
def _moneyflow_payload(flow: dict[str, Any] | None) -> dict[str, Any]:
if not flow:
return {
"available": False,
"net_million": None,
"large_million": None,
"medium_million": None,
"small_million": None,
}
net = _optional_number(flow.get("net_mf_amount"))
buy_lg = _optional_number(flow.get("buy_lg_amount"))
sell_lg = _optional_number(flow.get("sell_lg_amount"))
buy_elg = _optional_number(flow.get("buy_elg_amount"))
sell_elg = _optional_number(flow.get("sell_elg_amount"))
buy_md = _optional_number(flow.get("buy_md_amount"))
sell_md = _optional_number(flow.get("sell_md_amount"))
buy_sm = _optional_number(flow.get("buy_sm_amount"))
sell_sm = _optional_number(flow.get("sell_sm_amount"))
large = None
if None not in (buy_lg, sell_lg, buy_elg, sell_elg):
large = (buy_lg + buy_elg - sell_lg - sell_elg)
elif _optional_number(flow.get("large_amount")) is not None:
large = _optional_number(flow.get("large_amount"))
medium = None if None in (buy_md, sell_md) else (buy_md - sell_md)
if medium is None:
medium = _optional_number(flow.get("medium_amount"))
small = None if None in (buy_sm, sell_sm) else (buy_sm - sell_sm)
if small is None:
small = _optional_number(flow.get("small_amount"))
if net is None and large is None and medium is None and small is None:
return _moneyflow_payload(None)
return {
"available": True,
"net_million": None if net is None else round(net / 100, 2),
"large_million": None if large is None else round(large / 100, 2),
"medium_million": None if medium is None else round(medium / 100, 2),
"small_million": None if small is None else round(small / 100, 2),
}
def _prices_equal(left: Any, right: Any) -> bool:
if left is None or right is None:
return False
+71
View File
@@ -59,6 +59,73 @@ class IndexMixin:
}
def realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
hub = getattr(self, "try_index_quotes", None)
if callable(hub):
rows = hub()
if rows:
return self._hub_realtime_market_indices(requested_date, rows)
raise TushareError("Realtime index quotes are incomplete")
def _hub_realtime_market_indices(
self,
requested_date: str,
rows: list[dict[str, Any]],
) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
index_names = {
"000001.SH": "上证指数",
"399001.SZ": "深证成指",
"399006.SZ": "创业板指",
}
by_code = {str(row.get("ts_code") or ""): row for row in rows}
by_symbol = {str(row.get("code") or ""): row for row in rows}
indices = []
for ts_code, name in index_names.items():
row = by_code.get(ts_code) or by_symbol.get(ts_code.split(".")[0])
if not row:
continue
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
previous_close = _number(
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
)
if close <= 0 or previous_close <= 0:
continue
amount = _number(row.get("amount"))
amount_billion = _number(row.get("amount_billion"))
if not amount_billion and amount:
amount_billion = round(amount / 100_000_000, 2)
indices.append(
{
"ts_code": ts_code,
"name": str(row.get("name") or name).strip(),
"trade_date": trade_date,
"close": close,
"pct_chg": round(
_number(row.get("pct_chg")) or (close / previous_close - 1) * 100,
3,
),
"return_5d": 0,
"amount_billion": amount_billion,
"quote_time": str(row.get("quote_time") or ""),
"source": "datahub",
}
)
if len(indices) != 3:
raise TushareError("Realtime index quotes are incomplete")
return {
"trade_date": trade_date,
"source": "datahub",
"realtime": True,
"precise": True,
"indices": indices,
"aggregate": {
"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
"average_return_5d": 0,
"average_return_20d": 0,
},
}
def _tushare_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
index_names = {
"000001.SH": "上证指数",
@@ -116,3 +183,7 @@ class IndexMixin:
"average_return_20d": 0,
},
}
def _free_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
del requested_date
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
+318 -75
View File
@@ -1,11 +1,16 @@
from __future__ import annotations
import json
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any
from backend.data.numbers import finite_number as _number
from backend.data.providers.tushare_transport import TushareError
_SW_MEMBER_TTL = timedelta(hours=24)
_SW_MEMBER_DIR = Path(__file__).resolve().parents[3] / "data" / "cache" / "sw_members"
class ShenwanIndustryMixin:
def sw_stock_industry(self, ts_code: str, trade_date: str) -> dict[str, Any]:
@@ -132,21 +137,63 @@ class ShenwanIndustryMixin:
actual_trade_date = str(daily.get("trade_date") or "")
outer_precise = actual_trade_date == trade_date
outer_error = "" if outer_precise else (
f"No Shenwan daily returned for {sector_code} on {trade_date}"
f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
)
outer_source = "tushare_sw_daily" if outer_precise else "unavailable"
if not outer_precise and allow_realtime_close:
try:
return self._sw_realtime_sector_snapshot(
industry,
members,
inner_ok = bool(member_rows) and not coverage_issue
if inner_ok:
sw_row, rt_source, rt_error = self._sw_outer_realtime(
sector_code,
str(industry.get("l2_name") or ""),
trade_date,
previous_trade_date,
finalized=True,
)
except TushareError as exc:
outer_error = f"{outer_error}; realtime close fallback failed: {exc}"
if sw_row:
daily = sw_row
actual_trade_date = str(
sw_row.get("quote_date") or sw_row.get("trade_date") or ""
)
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
quote_clock = (
trade_time[11:19]
if len(trade_time) >= 19
else str(sw_row.get("quote_clock") or "")
)
outer_precise = actual_trade_date == trade_date
if quote_clock and quote_clock < "15:00:00":
outer_precise = False
outer_source = rt_source or "eastmoney_sw"
outer_error = "" if outer_precise else (
rt_error or f"申万行业 {sector_code} 免费实时尚未形成收盘快照"
)
else:
outer_error = rt_error or outer_error
else:
try:
snapshot = self._sw_realtime_sector_snapshot(
industry,
members,
trade_date,
previous_trade_date,
finalized=True,
)
snapshot.update({
"raw_member_count": raw_member_count,
"excluded_member_count": len(excluded_members),
"excluded_members": excluded_members,
})
return snapshot
except TushareError:
outer_error = f"{outer_error}; 免费实时成分暂不可用"
official_change = _number(daily.get("pct_change")) if outer_precise else None
official_change = None
if outer_precise:
official_change = _number(
daily.get("pct_change")
if daily.get("pct_change") not in (None, "")
else daily.get("change")
)
return {
"code": sector_code,
"name": industry.get("l2_name") or daily.get("name") or sector_code,
@@ -173,9 +220,9 @@ class ShenwanIndustryMixin:
"amount_billion": round(amount_billion, 2),
"count": 0,
"max_streak": 0,
"source": "tushare_sw_daily+member_daily" if outer_precise else "tushare_member_daily",
"source": f"{outer_source}+tushare_member_daily" if outer_precise else "tushare_member_daily",
"inner_source": "tushare_member_daily",
"outer_source": "tushare_sw_daily" if outer_precise else "unavailable",
"outer_source": outer_source,
"taxonomy": "sw_l2",
"industry": industry,
"trade_date": trade_date,
@@ -189,7 +236,7 @@ class ShenwanIndustryMixin:
"inner_error": inner_error,
"outer_error": outer_error,
"schema_version": 6,
"methodology": "外显使用申万二级行业官方日线;内核独立使用当日成分日线宽度与等权涨跌聚合",
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核优先使用当日成分日线,不调用 rt_sw_k",
}
def _sw_sector_members(
@@ -197,23 +244,100 @@ class ShenwanIndustryMixin:
sector_code: str,
trade_date: str,
) -> list[dict[str, Any]]:
rows = []
for is_new in ("Y", "N"):
rows.extend(
self.query(
"index_member_all",
{"l2_code": sector_code, "is_new": is_new},
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
cached_rows = self._read_local_sw_members(sector_code)
if cached_rows is not None:
return _active_members(cached_rows, trade_date)
rows: list[dict[str, Any]] = []
try:
for is_new in ("Y", "N"):
rows.extend(
self.query(
"index_member_all",
{"l2_code": sector_code, "is_new": is_new},
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
)
)
except TushareError:
stale = self._read_local_sw_members(sector_code, allow_stale=True) or []
if stale:
return _active_members(stale, trade_date)
raise
reconciled = _reconcile_membership_rows(rows)
self._write_local_sw_members(sector_code, reconciled)
return _active_members(reconciled, trade_date)
def _read_local_sw_members(
self,
sector_code: str,
allow_stale: bool = False,
) -> list[dict[str, Any]] | None:
now = datetime.now().astimezone()
cache = getattr(self, "_sw_member_cache", None)
lock = getattr(self, "_sw_member_lock", None)
if isinstance(cache, dict) and lock is not None:
with lock:
packed = cache.get(sector_code)
if isinstance(packed, dict):
loaded_at = packed.get("loaded_at")
rows = packed.get("rows")
fresh = (
isinstance(loaded_at, datetime)
and now - loaded_at < _SW_MEMBER_TTL
)
if isinstance(rows, list) and (fresh or allow_stale):
return [dict(item) for item in rows]
path = _sw_member_path(sector_code)
if not path.exists():
return None
try:
payload = json.loads(path.read_text(encoding="utf-8"))
except (OSError, json.JSONDecodeError):
return None
rows = list(payload.get("rows") or [])
updated = str(payload.get("updated_at") or "")
fresh = False
try:
stamped = datetime.fromisoformat(updated)
if stamped.tzinfo is None:
stamped = stamped.replace(tzinfo=now.tzinfo)
fresh = now - stamped.astimezone(now.tzinfo) < _SW_MEMBER_TTL
except ValueError:
fresh = False
if rows and (fresh or allow_stale):
self._remember_sw_members(sector_code, rows)
return rows
return None
def _write_local_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
packed = [dict(item) for item in rows]
self._remember_sw_members(sector_code, packed)
path = _sw_member_path(sector_code)
try:
path.parent.mkdir(parents=True, exist_ok=True)
path.write_text(
json.dumps(
{
"sector_code": sector_code,
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
"rows": packed,
},
ensure_ascii=False,
),
encoding="utf-8",
)
deduped: dict[str, dict[str, Any]] = {}
for row in _reconcile_membership_rows(rows):
code = str(row.get("ts_code") or "")
if code and _membership_active_on(row, trade_date):
current = deduped.get(code)
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
deduped[code] = row
return list(deduped.values())
except OSError:
pass
def _remember_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
cache = getattr(self, "_sw_member_cache", None)
lock = getattr(self, "_sw_member_lock", None)
if not isinstance(cache, dict) or lock is None:
return
with lock:
cache[sector_code] = {
"loaded_at": datetime.now().astimezone(),
"rows": [dict(item) for item in rows],
}
def sw_sector_members(self, sector_code: str, trade_date: str) -> list[dict[str, Any]]:
"""Return constituents active in a Shenwan L2 industry on the target date."""
@@ -311,37 +435,37 @@ class ShenwanIndustryMixin:
finalized: bool = False,
) -> dict[str, Any]:
sector_code = str(industry.get("l2_code") or "")
sw_rows = self.query(
"rt_sw_k",
{"ts_code": sector_code},
"ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
sw_row, outer_source, outer_error = self._sw_outer_realtime(
sector_code,
str(industry.get("l2_name") or ""),
trade_date,
finalized=finalized,
)
sw_row = sw_rows[0] if sw_rows else {}
trade_time = str(sw_row.get("trade_time") or "")
quote_date = trade_time[:10].replace("-", "")
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else ""
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
quote_date = str(sw_row.get("quote_date") or trade_time[:10].replace("-", ""))
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else str(sw_row.get("quote_clock") or "")
outer_precise = bool(sw_row and quote_date == trade_date)
if finalized and (not quote_clock or quote_clock < "15:00:00"):
if finalized and quote_clock and quote_clock < "15:00:00":
outer_precise = False
official_change = _number(sw_row.get("pct_change"))
official_change = _number(sw_row.get("pct_change") if sw_row.get("pct_change") not in (None, "") else sw_row.get("change"))
if not official_change:
close = _number(sw_row.get("close"))
pre_close = _number(sw_row.get("pre_close"))
close = _number(sw_row.get("close") if sw_row.get("close") not in (None, "") else sw_row.get("price"))
pre_close = _number(sw_row.get("pre_close") if sw_row.get("pre_close") not in (None, "") else sw_row.get("previous_close"))
official_change = (close / pre_close - 1) * 100 if close and pre_close else 0
if not outer_precise:
official_change = None
outer_error = ""
if not sw_row:
outer_error = f"No Shenwan realtime index returned for {sector_code}"
elif quote_date != trade_date:
outer_error = f"Shenwan realtime index date is {quote_date or 'unknown'}, expected {trade_date}"
elif finalized and (not quote_clock or quote_clock < "15:00:00"):
outer_error = f"Shenwan realtime index is not a close snapshot ({trade_time})"
if not sw_row and not outer_error:
outer_error = f"申万行业 {sector_code} 当日外显待盘后正式数据或免费实时源"
elif quote_date and quote_date != trade_date:
outer_error = f"申万实时行业日期是 {quote_date},期望 {trade_date}"
elif finalized and quote_clock and quote_clock < "15:00:00":
outer_error = f"申万行业尚未形成收盘快照({trade_time}"
valid: list[dict[str, Any]] = []
codes: list[str] = []
reference: dict[str, Any] = {}
inner_error = ""
inner_source = "unavailable"
try:
reference = self._load_realtime_reference(trade_date, previous_trade_date)
active_codes = {
@@ -352,20 +476,27 @@ class ShenwanIndustryMixin:
codes = [
str(row.get("ts_code") or "")
for row in members
if str(row.get("ts_code") or "") in active_codes
if str(row.get("ts_code") or "")
]
if codes:
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
for row in quotes:
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
continue
valid.append({**row, "change": (close / previous_close - 1) * 100})
else:
if active_codes:
listed = [code for code in codes if code in active_codes]
if listed:
codes = listed
quotes, inner_source = self._load_member_realtime_quotes(codes, trade_date)
for row in quotes:
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
continue
valid.append({**row, "change": (close / previous_close - 1) * 100})
if not codes:
inner_error = f"No active Shenwan members returned for {sector_code}"
elif not quotes:
inner_error = f"申万成分实时行情暂不可用:{sector_code}"
except TushareError as exc:
inner_error = str(exc)
if "rt_k" in inner_error or "权限" in inner_error:
inner_error = "申万成分实时行情暂不可用,已避开无权限接口"
coverage = len(valid) / max(len(codes), 1) * 100
valid_codes = {str(item.get("ts_code") or "") for item in valid}
@@ -390,16 +521,18 @@ class ShenwanIndustryMixin:
}
equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
market_rows: list[dict[str, Any]] = []
try:
self._ensure_realtime_market_cache(trade_date)
with self._realtime_reference_lock:
market_rows = list(
(self._latest_realtime_market.get(trade_date) or {}).get("rows") or []
)
market_rows = self._ensure_realtime_market_cache(trade_date)
except TushareError as exc:
market_rows = []
inner_precise = False
inner_error = inner_error or str(exc)
message = str(exc)
if "rt_k" in message or "权限" in message:
market_error = "全市场实时行情暂不可用,已避开无权限接口"
else:
market_error = message
if not valid:
inner_precise = False
inner_error = inner_error or market_error
capital_map = {
str(item.get("ts_code") or ""): item
for item in reference.get("capital_rows") or []
@@ -408,20 +541,28 @@ class ShenwanIndustryMixin:
for item in valid:
capital = capital_map.get(str(item.get("ts_code") or ""), {})
float_share = _number(capital.get("float_share"))
if float_share:
sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
volume = _number(item.get("vol"))
if float_share and volume:
# 免费源成交量为股;daily_basic.float_share 为万股。
sector_turnovers.append(volume / float_share / 100)
market_turnovers = []
for item in market_rows:
capital = capital_map.get(str(item.get("ts_code") or ""), {})
float_share = _number(capital.get("float_share"))
if float_share:
market_turnovers.append(_number(item.get("vol")) / float_share / 100)
volume = _number(item.get("vol"))
if float_share and volume:
market_turnovers.append(volume / float_share / 100)
average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
relative_turnover = average_turnover / market_turnover if market_turnover else 0
if not relative_turnover:
inner_precise = False
inner_error = inner_error or "Shenwan member relative turnover is unavailable"
delayed = "delayed" in str(inner_source) or any(item.get("delayed") for item in valid)
delay_seconds = max((int(item.get("delay_seconds") or 0) for item in valid), default=0)
delay_notice = ""
if delayed:
delay_notice = next(
(str(item.get("delay_notice") or "") for item in valid if item.get("delay_notice")),
"",
) or f"主备免费行情均暂不可用,显示最近一次真实快照(延迟 {delay_seconds} 秒)"
return {
"code": sector_code,
"name": str(industry.get("l2_name") or sw_row.get("name") or ""),
@@ -447,9 +588,9 @@ class ShenwanIndustryMixin:
"amount_billion": round(amount_billion, 2),
"count": sum(item["change"] >= 9.5 for item in valid),
"max_streak": 0,
"source": "tushare_rt_sw_k+sw_members_rt_k",
"inner_source": "tushare_sw_members+rt_k",
"outer_source": "tushare_rt_sw_k",
"source": f"{outer_source or 'unavailable'}+{inner_source}",
"inner_source": inner_source,
"outer_source": outer_source or "unavailable",
"taxonomy": "sw_l2",
"industry": industry,
"trade_date": trade_date,
@@ -463,10 +604,96 @@ class ShenwanIndustryMixin:
"precise": inner_precise and outer_precise,
"inner_error": inner_error,
"outer_error": outer_error,
"delayed": delayed,
"delay_seconds": delay_seconds,
"delay_notice": delay_notice,
"schema_version": 6,
"methodology": "外显使用申万官方 rt_sw_k;内核独立使用申万成分 rt_k 宽度与相对换手聚合",
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核使用数据中枢/免费实时成分,不调用 rt_sw_k",
}
def _sw_outer_realtime(
self,
sector_code: str,
sector_name: str,
trade_date: str,
finalized: bool = False,
) -> tuple[dict[str, Any], str, str]:
hub = getattr(self, "try_sector_quote", None)
if callable(hub):
try:
row = hub(sector_code, "" if finalized else trade_date)
except Exception as exc:
message = str(exc)
if finalized:
return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
return {}, "", f"数据中枢申万实时暂不可用:{message[:180]}"
if row:
return dict(row), str(row.get("source") or "datahub"), ""
if finalized:
return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
return {}, "", f"申万行业 {sector_code} 当日外显待补充"
def _load_member_realtime_quotes(
self,
codes: list[str],
trade_date: str,
) -> tuple[list[dict[str, Any]], str]:
wanted = [str(code).strip() for code in codes if str(code or "").strip()]
if not wanted:
return [], "unavailable"
best_rows: list[dict[str, Any]] = []
best_source = "unavailable"
def consider(rows: list[dict[str, Any]] | None, source: str) -> list[dict[str, Any]]:
nonlocal best_rows, best_source
filtered = _filter_quotes_for_codes(rows, wanted)
if len(filtered) > len(best_rows):
best_rows = filtered
best_source = source
return filtered
hub_market = getattr(self, "try_market_quotes", None)
if callable(hub_market):
filtered = consider(hub_market(trade_date) or [], "datahub")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
delayed = any(item.get("delayed") for item in filtered)
return filtered, "datahub_delayed" if delayed else "datahub"
hub = getattr(self, "try_quotes", None)
if callable(hub):
collected: list[dict[str, Any]] = []
for index in range(0, len(wanted), _QUOTE_BATCH):
collected.extend(hub(wanted[index:index + _QUOTE_BATCH]) or [])
filtered = consider(collected, "datahub")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
delayed = any(item.get("delayed") for item in filtered)
return filtered, "datahub_delayed" if delayed else "datahub"
if best_rows:
delayed = any(item.get("delayed") for item in best_rows)
if delayed and not str(best_source).endswith("_delayed"):
return best_rows, f"{best_source}_delayed"
return best_rows, best_source
return [], "unavailable"
_QUOTE_BATCH = 60
def _filter_quotes_for_codes(
rows: list[dict[str, Any]] | None,
codes: list[str],
) -> list[dict[str, Any]]:
wanted = {str(code) for code in codes if code}
filtered: list[dict[str, Any]] = []
seen: set[str] = set()
for row in rows or []:
ts_code = str(row.get("ts_code") or "")
if ts_code in wanted and ts_code not in seen:
seen.add(ts_code)
filtered.append(row)
return filtered
def _filter_members_by_listing(
members: list[dict[str, Any]],
@@ -568,6 +795,22 @@ def _reconcile_membership_rows(rows: list[dict[str, Any]]) -> list[dict[str, Any
return list(reconciled.values())
def _sw_member_path(sector_code: str) -> Path:
safe = "".join(ch if ch.isalnum() or ch in "._-" else "_" for ch in str(sector_code or ""))
return _SW_MEMBER_DIR / f"{safe or 'unknown'}.json"
def _active_members(rows: list[dict[str, Any]], trade_date: str) -> list[dict[str, Any]]:
deduped: dict[str, dict[str, Any]] = {}
for row in rows:
code = str(row.get("ts_code") or "")
if code and _membership_active_on(row, trade_date):
current = deduped.get(code)
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
deduped[code] = dict(row)
return list(deduped.values())
def _match_sector_row(rows: list[dict[str, Any]], identifier: str) -> dict[str, Any] | None:
if not rows:
return None
+5 -19
View File
@@ -5,13 +5,14 @@ from typing import Any
from backend.bootstrap.config import display_compact_date as _display_date
from backend.data.numbers import finite_number as _number
from backend.data.providers.tushare_helpers import _moneyflow_payload
class StockMixin:
def stock_detail(self, ts_code: str, requested_date: str) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
end = datetime.strptime(trade_date, "%Y%m%d")
start_date = (end - timedelta(days=190)).strftime("%Y%m%d")
start_date = (end - timedelta(days=400)).strftime("%Y%m%d")
daily = self.query(
"daily",
{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
@@ -41,7 +42,7 @@ class StockMixin:
factor_map = {row["trade_date"]: _number(row.get("adj_factor"), 1) for row in factors}
latest_factor = max(factor_map.values(), default=1) or 1
prices = []
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-90:]:
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-250:]:
factor = factor_map.get(row.get("trade_date"), latest_factor)
ratio = factor / latest_factor
prices.append(
@@ -56,7 +57,7 @@ class StockMixin:
"amount_billion": round(_number(row.get("amount")) / 100000, 2),
}
)
flow = moneyflow[0] if moneyflow else {}
flow = moneyflow[0] if moneyflow else None
basic = basics[0] if basics else {}
daily_basic = daily_basics[0] if daily_basics else {}
latest = prices[-1] if prices else {}
@@ -87,22 +88,7 @@ class StockMixin:
"amount_billion": latest.get("amount_billion", 0),
},
"prices": prices,
"moneyflow": {
"net_million": round(_number(flow.get("net_mf_amount")) / 100, 2),
"large_million": round(
(_number(flow.get("buy_lg_amount")) + _number(flow.get("buy_elg_amount"))
- _number(flow.get("sell_lg_amount")) - _number(flow.get("sell_elg_amount"))) / 100,
2,
),
"medium_million": round(
(_number(flow.get("buy_md_amount")) - _number(flow.get("sell_md_amount"))) / 100,
2,
),
"small_million": round(
(_number(flow.get("buy_sm_amount")) - _number(flow.get("sell_sm_amount"))) / 100,
2,
),
},
"moneyflow": _moneyflow_payload(flow),
}
def stock_intraday(self, ts_code: str, requested_date: str) -> dict[str, Any]:
@@ -20,6 +20,8 @@ class TushareTransportMixin:
params: dict[str, Any] | None = None,
fields: str = "",
) -> list[dict[str, Any]]:
if api_name == "rt_sw_k":
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
payload = json.dumps(
{
"api_name": api_name,
+521 -4
View File
@@ -19,8 +19,22 @@ class RealtimeAggregateError(RuntimeError):
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
EASTMONEY_STOCK_URL = "https://push2.eastmoney.com/api/qt/stock/get"
EASTMONEY_STOCK_FIELDS = "f43,f44,f45,f46,f47,f48,f57,f58,f60,f86,f168,f62,f66,f72,f78,f84"
EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
EASTMONEY_ZT_POOL_URL = "https://push2ex.eastmoney.com/getTopicZTPool"
EASTMONEY_ZB_POOL_URL = "https://push2ex.eastmoney.com/getTopicZBPool"
EASTMONEY_A_SHARE_BOARDS = (
"m:0+t:6",
"m:0+t:80",
"m:1+t:2",
"m:1+t:23",
"m:0+t:81",
)
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
EASTMONEY_MARKET_PAGE_SIZE = 100
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
THS_LIMIT_URL = "https://data.10jqka.com.cn/dataapi/limit_up/limit_up_pool"
XGB_POOL_URL = "https://flash-api.xuangubao.cn/api/pool/detail"
BROWSER_USER_AGENT = (
@@ -134,6 +148,312 @@ class WebRealtimeAggregator:
raise RealtimeAggregateError(f"Eastmoney returned {len(result)}/3 indices")
return result
def eastmoney_market_quotes(self, expected_date: str = "") -> list[dict[str, Any]]:
"""Full A-share snapshot via Eastmoney clist, used when Tushare rt_k is unavailable."""
now = time.time()
cache_key = "assembled:eastmoney_market"
with self._response_cache_lock:
cached = self._response_cache.get(cache_key)
cache_age = now - float((cached or {}).get("created_at") or 0)
if cached and cache_age <= min(20, self.response_cache_ttl_seconds):
quotes = list(cached.get("payload") or [])
return self._filter_quotes_by_date(quotes, expected_date)
rows: list[dict[str, Any]] = []
board_errors: list[str] = []
for board in EASTMONEY_A_SHARE_BOARDS:
try:
rows.extend(self._eastmoney_board_quotes(board))
except Exception as exc:
board_errors.append(f"{board}:{exc}")
quotes = []
seen: set[str] = set()
for row in rows:
quote = _normalize_eastmoney_quote(row)
ts_code = str((quote or {}).get("ts_code") or "")
if not quote or ts_code in seen:
continue
seen.add(ts_code)
quotes.append(quote)
if len(quotes) < 200:
detail = f"{'; '.join(board_errors)}" if board_errors else ""
raise RealtimeAggregateError(
f"Eastmoney market snapshot too small: {len(quotes)}{detail}"
)
quotes = self._filter_quotes_by_date(quotes, expected_date)
with self._response_cache_lock:
self._response_cache[cache_key] = {"created_at": now, "payload": quotes}
return quotes
def _eastmoney_board_quotes(self, board: str) -> list[dict[str, Any]]:
first = self._eastmoney_market_page(board, 1)
data = first.get("data") or {}
rows = _diff_rows(data)
total = int(_number(data.get("total")))
page_count = 1
if total > 0:
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
for page in range(2, min(page_count, 40) + 1):
payload = self._eastmoney_market_page(board, page)
rows.extend(_diff_rows(payload.get("data") or {}))
return rows
def _eastmoney_market_page(self, board: str, page: int) -> dict[str, Any]:
return self._get_json(
EASTMONEY_SECTOR_URL,
{
"pn": str(page),
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
"po": "1",
"np": "1",
"fltt": "2",
"invt": "2",
"fid": "f12",
"fs": board,
"fields": EASTMONEY_QUOTE_FIELDS,
},
referer="https://quote.eastmoney.com/center/gridlist.html",
)
def _filter_quotes_by_date(
self,
quotes: list[dict[str, Any]],
expected_date: str,
) -> list[dict[str, Any]]:
want = str(expected_date or "").replace("-", "")
if not want or not quotes:
return quotes
dated = [item for item in quotes if str(item.get("quote_date") or "") == want]
if dated and len(dated) >= max(100, int(len(quotes) * 0.2)):
return dated
if dated:
return dated
if all(not item.get("quote_date") for item in quotes):
return quotes
raise RealtimeAggregateError(f"Eastmoney quotes are not for {want}")
def tencent_market_quotes(
self,
codes: list[str],
expected_date: str = "",
) -> list[dict[str, Any]]:
quotes = self.tencent_stock_quotes(codes, expected_date="", minimum=200)
return self._filter_quotes_by_date(quotes, expected_date)
def tencent_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
minimum: int | None = None,
) -> list[dict[str, Any]]:
symbols: list[str] = []
seen: set[str] = set()
for raw in codes:
ts = str(raw or "").strip().upper()
if not ts:
continue
symbol = ts.split(".")[0]
if not symbol.isdigit() or len(symbol) != 6 or symbol in seen:
continue
seen.add(symbol)
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
symbols.append(f"sh{symbol}")
elif ts.endswith(".BJ") or symbol.startswith(("4", "8")):
symbols.append(f"bj{symbol}")
else:
symbols.append(f"sz{symbol}")
if not symbols:
raise RealtimeAggregateError("No stock codes available for Tencent quotes")
quotes: list[dict[str, Any]] = []
batch_size = 80
def load_batch(batch: list[str]) -> list[dict[str, Any]]:
raw, _cache_age = self._get_text(
f"{TENCENT_QUOTE_URL}{','.join(batch)}",
referer="https://gu.qq.com/",
encoding="gb18030",
)
return [
quote
for line in raw.splitlines()
if (quote := _parse_tencent_stock_quote(line))
]
batches = [symbols[index:index + batch_size] for index in range(0, len(symbols), batch_size)]
errors: list[str] = []
with ThreadPoolExecutor(max_workers=4) as executor:
for result in executor.map(self._capture, [lambda batch=batch: load_batch(batch) for batch in batches]):
rows, status = result
if status.get("ok") and rows:
quotes.extend(rows)
elif not status.get("ok"):
errors.append(str(status.get("error") or "batch failed"))
floor = minimum if minimum is not None else max(1, int(len(symbols) * 0.5))
if len(quotes) < floor:
detail = f"{'; '.join(errors[:3])}" if errors else ""
raise RealtimeAggregateError(
f"Tencent quotes too small: {len(quotes)}/{len(symbols)}{detail}"
)
return self._filter_quotes_by_date(quotes, expected_date)
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
symbol, _secid, ts_code = _a_share_identity(code)
raw, _cache_age = self._get_text(
f"{TENCENT_QUOTE_URL}{symbol}",
referer="https://gu.qq.com/",
encoding="gb18030",
)
quote = next(
(
item
for line in raw.splitlines()
if (item := _parse_tencent_stock_quote(line))
),
None,
)
if not quote:
raise RealtimeAggregateError(f"Tencent stock quote unavailable for {ts_code}")
return _require_quote_date(quote, expected_date)
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
_symbol, secid, ts_code = _a_share_identity(code)
payload = self._get_json(
EASTMONEY_STOCK_URL,
{
"secid": secid,
"invt": "2",
"fltt": "2",
"fields": EASTMONEY_STOCK_FIELDS,
},
referer="https://quote.eastmoney.com/",
)
quote = _normalize_eastmoney_stock_quote(payload.get("data") or {}, ts_code)
if not quote:
raise RealtimeAggregateError(f"Eastmoney stock quote unavailable for {ts_code}")
return _require_quote_date(quote, expected_date)
def eastmoney_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
) -> list[dict[str, Any]]:
secids = []
for code in codes:
try:
_symbol, secid, _ts = _a_share_identity(code)
except RealtimeAggregateError:
continue
secids.append(secid)
quotes: list[dict[str, Any]] = []
for index in range(0, len(secids), 60):
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": ",".join(secids[index:index + 60]),
"fltt": "2",
"invt": "2",
"fields": EASTMONEY_QUOTE_FIELDS,
},
referer="https://quote.eastmoney.com/",
)
for row in _diff_rows(payload.get("data") or {}):
quote = _normalize_eastmoney_quote(row)
if quote:
quotes.append(quote)
return self._filter_quotes_by_date(quotes, expected_date)
def eastmoney_shenwan_quote(
self,
ts_code: str,
expected_date: str = "",
) -> dict[str, Any]:
code = str(ts_code or "").split(".")[0]
if not code:
raise RealtimeAggregateError("Invalid Shenwan code")
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": f"90.{code}",
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
},
referer="https://quote.eastmoney.com/",
)
row = next((item for item in _diff_rows(payload.get("data") or {}) if item), None)
if not row:
raise RealtimeAggregateError(f"Eastmoney Shenwan quote missing for {code}")
epoch = int(_number(row.get("f124")))
quote_time = (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
)
close = _number(row.get("f2"))
previous = _number(row.get("f18"))
if close <= 0 or previous <= 0:
raise RealtimeAggregateError(f"Eastmoney Shenwan quote empty for {code}")
result = {
"ts_code": f"{code}.SI",
"code": f"{code}.SI",
"name": row.get("f14") or code,
"price": close,
"close": close,
"pre_close": previous,
"previous_close": previous,
"open": _number(row.get("f17")),
"high": _number(row.get("f15")),
"low": _number(row.get("f16")),
"change": _number(row.get("f3")),
"pct_change": _number(row.get("f3")),
"amount": _number(row.get("f6")),
"leader": row.get("f128") or "--",
"leader_code": row.get("f140") or "",
"leading_pct": _number(row.get("f136")),
"up_count": int(_number(row.get("f104"))),
"down_count": int(_number(row.get("f105"))),
"quote_time": quote_time,
"trade_time": quote_time,
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
"quote_time_epoch": epoch,
"source": "eastmoney_sw",
}
return _require_quote_date(result, expected_date) if expected_date else result
def eastmoney_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
day = str(trade_date or "").replace("-", "")
rows: list[dict[str, Any]] = []
for url, limit_type in (
(EASTMONEY_ZT_POOL_URL, "U"),
(EASTMONEY_ZB_POOL_URL, "Z"),
):
try:
payload = self._get_json(
url,
{
"ut": "7eea3edcaed734bea9cbfc24409ed989",
"dpt": "wz.ztzt",
"PageIndex": "0",
"PageSize": "200",
"sort": "fbt:asc",
"date": day,
},
referer="https://quote.eastmoney.com/ztb/detail",
)
except RealtimeAggregateError:
continue
pool = (payload.get("data") or {}).get("pool") or []
if isinstance(pool, dict):
pool = list(pool.values())
for item in pool:
if not isinstance(item, dict):
continue
parsed = _normalize_eastmoney_limit_row(item, limit_type)
if parsed:
rows.append(parsed)
return rows
def tencent_indices(self) -> list[dict[str, Any]]:
raw, cache_age = self._get_text(
TENCENT_INDEX_URL,
@@ -185,11 +505,17 @@ class WebRealtimeAggregator:
if not matched:
raise RealtimeAggregateError(f"Eastmoney sector not found: {query}")
epoch = int(_number(matched.get("f124")))
quote_time = (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch else ""
)
return {
"code": matched.get("f12") or "",
"name": matched.get("f14") or query,
"price": _number(matched.get("f2")),
"close": _number(matched.get("f2")),
"change": _number(matched.get("f3")),
"pct_change": _number(matched.get("f3")),
"change_amount": _number(matched.get("f4")),
"turnover_rate": _number(matched.get("f8")),
"up_count": int(_number(matched.get("f104"))),
@@ -198,10 +524,9 @@ class WebRealtimeAggregator:
"leader_code": matched.get("f140") or "",
"leading_pct": _number(matched.get("f136")),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch else ""
),
"quote_time": quote_time,
"trade_time": quote_time,
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
"source": "eastmoney_push2",
"match_query": query,
}
@@ -397,6 +722,198 @@ class WebRealtimeAggregator:
) from last_error
def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
diff = data.get("diff") or []
if isinstance(diff, dict):
return [row for row in diff.values() if isinstance(row, dict)]
return [row for row in diff if isinstance(row, dict)]
def _a_share_identity(code: str) -> tuple[str, str, str]:
raw = str(code or "").strip().upper()
symbol = raw.split(".")[0]
if not symbol.isdigit() or len(symbol) != 6:
raise RealtimeAggregateError("Invalid stock code")
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
return f"sh{symbol}", f"1.{symbol}", f"{symbol}.SH"
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
return f"bj{symbol}", f"0.{symbol}", f"{symbol}.BJ"
return f"sz{symbol}", f"0.{symbol}", f"{symbol}.SZ"
def _require_quote_date(quote: dict[str, Any], expected_date: str) -> dict[str, Any]:
want = str(expected_date or "").replace("-", "")
got = str(quote.get("quote_date") or "")
if want and got != want:
raise RealtimeAggregateError(f"quote date {got or 'empty'} is not {want}")
return quote
def _normalize_eastmoney_stock_quote(
row: dict[str, Any], ts_code: str
) -> dict[str, Any] | None:
close = _number(row.get("f43"))
previous_close = _number(row.get("f60"))
if close <= 0 or previous_close <= 0:
return None
epoch = int(_number(row.get("f86")))
quote_date = ""
if epoch > 0:
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
return {
"ts_code": ts_code,
"name": row.get("f58") or ts_code.split(".")[0],
"pre_close": previous_close,
"open": _number(row.get("f46")),
"high": _number(row.get("f44")),
"low": _number(row.get("f45")),
"close": close,
"vol": _number(row.get("f47")) * 100,
"amount": _number(row.get("f48")),
"num": 0,
"quote_date": quote_date,
"quote_time_epoch": epoch,
"turnover_rate": _number(row.get("f168")),
"net_mf_amount": _eastmoney_flow_wan(row.get("f62")),
"large_amount": _eastmoney_flow_wan(row.get("f62")),
"medium_amount": _eastmoney_flow_wan(row.get("f78")),
"small_amount": _eastmoney_flow_wan(row.get("f84")),
"source": "eastmoney_stock",
}
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
if '="' not in line:
return None
prefix, payload = line.split('="', 1)
fields = payload.rsplit('";', 1)[0].split("~")
if len(fields) < 38:
return None
symbol = fields[2]
if not symbol.isdigit() or len(symbol) != 6:
return None
close = _number(fields[3])
previous_close = _number(fields[4])
if close <= 0 or previous_close <= 0:
return None
marker = prefix.lower()
if "sh" in marker:
ts_code = f"{symbol}.SH"
elif "bj" in marker:
ts_code = f"{symbol}.BJ"
else:
ts_code = f"{symbol}.SZ"
try:
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
quote_date = quote_time.strftime("%Y%m%d")
epoch = int(quote_time.timestamp())
except ValueError:
quote_date = ""
epoch = 0
return {
"ts_code": ts_code,
"name": fields[1] or symbol,
"pre_close": previous_close,
"open": _number(fields[5]),
"high": _number(fields[33]),
"low": _number(fields[34]),
"close": close,
"vol": _number(fields[6]) * 100,
"amount": _number(fields[37]) * 10000,
"num": 0,
"quote_date": quote_date,
"quote_time_epoch": epoch,
"source": "tencent_qt",
}
def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
symbol = str(row.get("f12") or "").strip()
if not symbol.isdigit() or len(symbol) != 6:
return None
close = _number(row.get("f2"))
previous_close = _number(row.get("f18"))
if close <= 0 or previous_close <= 0:
return None
market = int(_number(row.get("f13")))
if market == 1 or symbol.startswith(("5", "6", "9")):
ts_code = f"{symbol}.SH"
elif symbol.startswith(("4", "8")):
ts_code = f"{symbol}.BJ"
else:
ts_code = f"{symbol}.SZ"
epoch = int(_number(row.get("f124")))
quote_date = ""
if epoch > 0:
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
return {
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"pre_close": previous_close,
"open": _number(row.get("f17")),
"high": _number(row.get("f15")),
"low": _number(row.get("f16")),
"close": close,
"vol": _number(row.get("f5")) * 100,
"amount": _number(row.get("f6")),
"num": 0,
"quote_date": quote_date,
"quote_time_epoch": epoch,
"source": "eastmoney_clist",
}
def _eastmoney_flow_wan(value: Any) -> float | None:
if value in (None, "", "-"):
return None
amount = _number(value, default=float("nan"))
if amount != amount:
return None
return amount / 10000
def _board_clock(value: Any) -> str:
digits = "".join(character for character in str(value or "") if character.isdigit())
if len(digits) >= 6:
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
if len(digits) == 5:
digits = digits.zfill(6)
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
if len(digits) == 4:
return f"{digits[:2]}:{digits[2:]}:00"
return ""
def _normalize_eastmoney_limit_row(row: dict[str, Any], limit_type: str) -> dict[str, Any] | None:
symbol = str(row.get("c") or row.get("code") or "").strip()
if not symbol.isdigit() or len(symbol) != 6:
return None
market = int(_number(row.get("m") if row.get("m") not in (None, "") else row.get("market")))
if market == 1 or symbol.startswith(("5", "6", "9")):
ts_code = f"{symbol}.SH"
elif symbol.startswith(("4", "8")):
ts_code = f"{symbol}.BJ"
else:
ts_code = f"{symbol}.SZ"
first_time = _board_clock(row.get("fbt") if row.get("fbt") not in (None, "") else row.get("first_time"))
last_time = _board_clock(row.get("lbt") if row.get("lbt") not in (None, "") else row.get("last_time"))
fund = row.get("fund")
if fund in (None, ""):
fund = row.get("fd_amount")
return {
"ts_code": ts_code,
"name": row.get("n") or row.get("name") or symbol,
"limit_type": limit_type,
"first_time": first_time or None,
"last_time": last_time or None,
"open_times": int(_number(row.get("zbc") if row.get("zbc") not in (None, "") else row.get("open_times"))),
"limit_times": max(1, int(_number(row.get("lbc") if row.get("lbc") not in (None, "") else 1))),
"turnover_ratio": _number(row.get("hs") if row.get("hs") not in (None, "") else row.get("turnover_ratio")),
"fd_amount": _number(fund) if fund not in (None, "", "-") else None,
"source": "eastmoney_zt_pool",
}
def _normalize_sector(value: Any) -> str:
text = str(value or "").strip().replace(" ", "")
for suffix in ("板块", "概念", "行业", "", "", "(A股)", "A股)"):
+29 -10
View File
@@ -217,11 +217,14 @@ class HeavenMarketContextMixin:
start_date = (
datetime.strptime(trade_date, "%Y%m%d") - timedelta(days=20)
).strftime("%Y%m%d")
history_end = (
datetime.strptime(trade_date, "%Y%m%d") - timedelta(days=1)
).strftime("%Y%m%d")
for quote in quotes:
ts_code = code_map[str(quote.get("code") or "")]
history = client.query(
"index_daily",
{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
{"ts_code": ts_code, "start_date": start_date, "end_date": history_end},
"ts_code,trade_date,close,pct_chg",
)
history.sort(key=lambda item: str(item.get("trade_date") or ""))
@@ -283,9 +286,9 @@ class HeavenMarketContextMixin:
) -> dict[str, Any] | None:
"""Return the Shenwan L2 sector context for heaven trend.
观势行业层只使用申万二级行业。外显盘中使用 rt_sw_k、历史使用
sw_daily;内核独立使用目标日期成分股行情聚合。收盘过渡期在
sw_daily 入库前接受同日15:00后的 rt_sw_k 收盘快照
观势行业层只使用申万二级行业。外显优先使用已发布的 sw_daily
盘中及收盘过渡期使用免费申万实时行情;内核使用数据中枢或免费
实时成分行情。不再调用无权限的 rt_sw_k / rt_k
"""
cache_key = f"{trade_date}:{identifier.strip().lower()}"
cached = self.database.get_data_snapshot("heaven_sector", cache_key)
@@ -299,6 +302,14 @@ class HeavenMarketContextMixin:
and not cached.get("realtime")
and int(cached.get("schema_version") or 0) >= 6
)
cached_quotes = int((cached or {}).get("quote_count") or 0)
cached_lkg = bool(
cached
and cached_date == trade_date
and cached.get("taxonomy") == "sw_l2"
and cached_quotes > 0
and int(cached.get("schema_version") or 0) >= 6
)
if market_mode != "intraday" and cached_valid:
return cached
if not self.configured:
@@ -311,8 +322,12 @@ class HeavenMarketContextMixin:
allow_realtime_close=market_mode == "closed",
)
except TushareError as exc:
if cached_valid:
return cached
if cached_lkg:
delayed = dict(cached)
delayed["delayed"] = True
delayed["delay_notice"] = "主备免费行情均暂不可用,显示最近一次真实快照"
delayed["realtime"] = market_mode == "intraday"
return delayed
return {
"name": "",
"code": "",
@@ -323,12 +338,16 @@ class HeavenMarketContextMixin:
"precise": False,
"inner_precise": False,
"outer_precise": False,
"coverage": 0,
"member_count": 0,
"quote_count": 0,
"error": f"申万二级行业数据获取失败:{exc}",
}
if not payload.get("realtime") and payload.get("precise"):
if int(payload.get("quote_count") or 0) > 0:
self.database.save_data_snapshot(
"heaven_sector",
cache_key,
str(payload.get("source") or "tushare"),
payload,
)
elif not payload.get("realtime") and payload.get("precise"):
self.database.save_data_snapshot(
"heaven_sector",
cache_key,
+4 -1
View File
@@ -243,6 +243,7 @@ class HeavenTrendMixin:
"detail": (
f"申万二级 {sector.get('name') or '--'} {sector.get('code') or '--'} "
f"成分覆盖 {int(sector.get('quote_count') or 0)}/{int(sector.get('member_count') or 0)}"
+ (";延迟快照" if sector.get("delayed") or sector.get("delay_notice") else "")
),
},
{
@@ -341,7 +342,9 @@ class HeavenTrendMixin:
issues.append("行业外显缺少申万官方行情")
if sector and sector_coverage_issue:
issues.append(sector_coverage_issue)
if sector.get("realtime") and not sector.get("relative_turnover"):
if sector.get("delay_notice"):
issues.append(str(sector.get("delay_notice")))
if sector.get("realtime") and not sector.get("relative_turnover") and not sector.get("delayed"):
issues.append("行业内核缺少相对全市场换手活跃度")
stock = stock or {}
+196 -39
View File
@@ -2,6 +2,7 @@ from __future__ import annotations
import http.client
import json
import logging
import re
import time
import urllib.error
@@ -13,14 +14,20 @@ from threading import Lock
from typing import Any, ClassVar
from backend.bootstrap.config import tushare_code as _stock_market_code
from backend.data.providers.ifind_client import IfindError, IfindHttpClient
from backend.data.providers.ifind_client import IfindError
LOGGER = logging.getLogger("xiaobai.charts")
class ChartDataError(RuntimeError):
pass
DAILY_CHART_LIMIT = 45
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
BROWSER_USER_AGENT = (
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
@@ -35,55 +42,186 @@ INDEX_SECIDS = {
class MarketChartClient:
"""Prefer iFinD for display charts and retain Eastmoney as a last resort."""
"""Display charts are served by the data hub only."""
def __init__(self, ifind: IfindHttpClient, fallback: "EastmoneyChartClient") -> None:
self.ifind = ifind
self.fallback = fallback
def __init__(self, datahub: Any = None) -> None:
self.datahub = datahub
self.ifind = None
self.fallback = None
def stock_intraday(self, code: str) -> dict[str, Any]:
normalized = str(code or "").strip()
if not re.fullmatch(r"\d{6}", normalized):
raise ChartDataError("Invalid stock code")
ifind_code = _stock_market_code(normalized)
try:
return self._ifind_intraday(ifind_code, "stock", normalized)
except (IfindError, ChartDataError):
return self.fallback.stock_intraday(normalized)
hub_chart = self._datahub_intraday(normalized)
if hub_chart is not None:
return hub_chart
raise ChartDataError("分时图数据中枢暂不可用")
def stock_daily(self, code: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
def stock_daily(self, code: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
normalized = str(code or "").strip()
if not re.fullmatch(r"\d{6}", normalized):
raise ChartDataError("Invalid stock code")
return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
hub_rows = self._datahub_daily(normalized, end_date, limit, "daily")
if hub_rows:
return hub_rows
raise ChartDataError("日K数据中枢暂不可用")
def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
def index_daily(self, identifier: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
normalized = str(identifier or "").strip().upper()
if normalized not in INDEX_SECIDS:
raise ChartDataError("Unsupported index")
return self._ifind_daily(normalized, end_date, limit)
hub_rows = self._datahub_daily(normalized, end_date, limit, "index_daily")
if hub_rows:
return hub_rows
raise ChartDataError("指数日K数据中枢暂不可用")
def board_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
normalized = str(identifier or "").strip().upper()
if not normalized:
raise ChartDataError("Invalid board code")
return self._ifind_daily(normalized, end_date, limit)
hub_rows = self._datahub_daily(normalized, end_date, limit, "sector_daily")
if hub_rows:
return hub_rows
raise ChartDataError("板块日K数据中枢暂不可用")
def index_intraday(self, identifier: str) -> dict[str, Any]:
normalized = str(identifier or "").strip().upper()
if normalized not in INDEX_SECIDS:
raise ChartDataError("Unsupported index")
hub_chart = self._datahub_intraday(normalized)
if hub_chart is not None:
return hub_chart
raise ChartDataError("指数分时数据中枢暂不可用")
def _datahub_intraday(self, code: str) -> dict[str, Any] | None:
if self.datahub is None:
return None
try:
return self._ifind_intraday(normalized, "index", normalized)
except (IfindError, ChartDataError):
return self.fallback.index_intraday(normalized)
chart = self.datahub.try_intraday(code)
except Exception as exc:
LOGGER.warning("datahub intraday unexpected error: %s", exc)
return None
if not chart:
return None
points = list(chart.get("points") or [])
if not points:
return None
return chart
def _datahub_daily(
self,
code: str,
end_date: str,
limit: int,
dataset: str,
) -> list[dict[str, Any]] | None:
if self.datahub is None or not hasattr(self.datahub, "try_daily_chart"):
return None
try:
rows = self.datahub.try_daily_chart(code, end_date, limit, dataset)
except Exception as exc:
LOGGER.warning("datahub daily unexpected error: %s", exc)
rows = None
if not rows:
return None
compact_end = str(end_date or "").replace("-", "")
market_now = datetime.now().astimezone()
today = market_now.strftime("%Y%m%d")
market_open = (
market_now.weekday() < 5
and market_now.time().replace(tzinfo=None) >= dt_time(9, 30)
)
if compact_end == today and market_open:
overlay = self._datahub_today_bar(code, dataset, rows)
if overlay:
if rows and rows[-1]["trade_date"] == overlay["trade_date"]:
rows[-1] = overlay
else:
rows.append(overlay)
return rows
def _datahub_today_bar(
self,
code: str,
dataset: str,
history: list[dict[str, Any]],
) -> dict[str, Any] | None:
today_display = datetime.now().astimezone().date().isoformat()
previous = history[-1]["close"] if history and history[-1]["trade_date"] != today_display else (
history[-2]["close"] if len(history) >= 2 else 0.0
)
quote = None
if dataset == "index_daily" and hasattr(self.datahub, "try_index_quotes"):
quotes = self.datahub.try_index_quotes() or []
quote = next(
(
item for item in quotes
if str(item.get("ts_code") or "") == code or str(item.get("code") or "") == code.split(".")[0]
),
None,
)
elif hasattr(self.datahub, "try_quotes"):
quotes = self.datahub.try_quotes([code]) or []
quote = quotes[0] if quotes else None
if quote:
close = _number(quote.get("close") if quote.get("close") not in (None, "") else quote.get("price"))
open_price = _number(quote.get("open"))
high = _number(quote.get("high"))
low = _number(quote.get("low"))
previous_close = _number(
quote.get("pre_close") if quote.get("pre_close") not in (None, "") else quote.get("previous_close")
) or previous
volume = _number(quote.get("vol") if quote.get("vol") not in (None, "") else quote.get("volume"))
amount = _number(quote.get("amount"))
if close > 0 and open_price > 0:
return {
"trade_date": today_display,
"open": open_price,
"high": high or close,
"low": low or close,
"close": close,
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
"volume": volume,
"amount_billion": amount / 100_000_000,
"realtime": True,
}
chart = self._datahub_intraday(code)
points = list((chart or {}).get("points") or [])
if not points:
return None
closes = [_number(point.get("close")) for point in points if _number(point.get("close")) > 0]
if not closes:
return None
opens = [_number(point.get("open")) for point in points if _number(point.get("open")) > 0]
highs = [_number(point.get("high")) for point in points if _number(point.get("high")) > 0]
lows = [_number(point.get("low")) for point in points if _number(point.get("low")) > 0]
volume = sum(_number(point.get("volume")) for point in points)
amount = sum(_number(point.get("amount")) for point in points)
previous_close = _number((chart or {}).get("previous_close")) or previous
close = closes[-1]
open_price = opens[0] if opens else closes[0]
return {
"trade_date": today_display,
"open": open_price,
"high": max(highs or closes),
"low": min(lows or closes),
"close": close,
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
"volume": volume,
"amount_billion": amount / 100_000_000,
"realtime": True,
}
def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
normalized = str(identifier or "").strip().upper()
try:
return self._ifind_intraday(normalized, "board", normalized, name)
except (IfindError, ChartDataError):
return self.fallback.board_intraday(normalized, name)
hub_chart = self._datahub_intraday(normalized)
if hub_chart is not None:
if name:
hub_chart = dict(hub_chart)
hub_chart["name"] = name
return hub_chart
raise ChartDataError("板块分时数据中枢暂不可用")
def _ifind_intraday(
self,
@@ -92,7 +230,7 @@ class MarketChartClient:
identifier: str,
name: str = "",
) -> dict[str, Any]:
if not self.ifind.configured:
if not self.ifind or not self.ifind.configured:
raise ChartDataError("iFinD is not configured")
now = datetime.now().astimezone()
rows: list[dict[str, Any]] = []
@@ -129,7 +267,7 @@ class MarketChartClient:
def _ifind_daily(
self, ifind_code: str, end_date: str, limit: int
) -> list[dict[str, Any]]:
if not self.ifind.configured:
if not self.ifind or not self.ifind.configured:
raise ChartDataError("iFinD is not configured")
compact_end = str(end_date or "").replace("-", "")
if not re.fullmatch(r"\d{8}", compact_end):
@@ -231,9 +369,11 @@ class MarketChartClient:
pass
if not normalized:
raise ChartDataError("No iFinD daily chart data returned")
return normalized[-max(20, min(180, int(limit))):]
return normalized[-max(1, int(limit)):]
def _previous_close(self, code: str, trade_date: str, fallback: float) -> float:
if not self.ifind:
return fallback
today = datetime.now().astimezone().date().isoformat()
if trade_date == today:
try:
@@ -305,21 +445,29 @@ class EastmoneyChartClient:
if cached is not None:
return cached
payload = self._request_json(
TRENDS_URL,
{
"secid": secid,
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
"iscr": "0",
"ndays": "1",
},
"https://quote.eastmoney.com/",
)
data = payload.get("data") or {}
points = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
params = {
"secid": secid,
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
"iscr": "0",
}
last_error: Exception | None = None
data: dict[str, Any] = {}
points: list[dict[str, Any]] = []
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
request_params = {**params, "ndays": ndays}
try:
payload = self._request_json(url, request_params, "https://quote.eastmoney.com/")
except ChartDataError as exc:
last_error = exc
continue
data = payload.get("data") or {}
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
points = _latest_session(parsed)
if points:
break
if not points:
raise ChartDataError("No intraday chart data returned")
raise ChartDataError("No intraday chart data returned") from last_error
result = {
"entity_type": entity_type,
@@ -433,6 +581,15 @@ class EastmoneyChartClient:
raise ChartDataError("Intraday chart request failed") from last_error
def _latest_session(points: list[dict[str, Any]]) -> list[dict[str, Any]]:
if not points:
return []
latest = max(str(point.get("date") or "") for point in points)
if not latest:
return points
return [point for point in points if str(point.get("date") or "") == latest]
def _parse_trend(raw: Any) -> dict[str, Any] | None:
fields = str(raw or "").split(",")
if len(fields) < 8 or " " not in fields[0]:
+388 -49
View File
@@ -14,7 +14,9 @@ from backend.bootstrap.config import (
validate_text,
)
from backend.data.providers.ifind_client import IfindError
from backend.data.providers.tushare_client import TushareClient, TushareError
from backend.data.providers.tushare_client import TushareError
from backend.data.providers.tushare_helpers import _moneyflow_payload, _optional_number
from backend.data.realtime import RealtimeAggregateError
from backend.features.market.backfill_history import (
DEFAULT_RECENT_TRADING_DAYS,
MAX_RANGE_TRADING_DAYS,
@@ -26,7 +28,7 @@ from backend.features.market.backfill_history import (
select_open_trade_dates,
select_open_trade_dates_in_range,
)
from backend.features.market.charts import ChartDataError
from backend.features.market.charts import ChartDataError, DAILY_CHART_LIMIT
from backend.features.market.insights import MarketInsightsService
from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
@@ -42,6 +44,7 @@ SEARCH_TYPE_LABELS = {
"theme": "题材",
"index": "指数",
}
TODAY_DAILY_UNAVAILABLE_NOTICE = "今日日K暂不可用,仍显示最近收盘K线。"
THS_SEARCH_TYPES = {
"I": ("sector", "行业板块"),
"R": ("sector", "地域板块"),
@@ -58,16 +61,40 @@ class MarketServiceMixin:
self._tushare_client(),
ifind=self.ifind,
)
def _tushare_client(self) -> TushareClient:
def _tushare_client(self) -> Any:
override = getattr(self, "_market_client_override", None)
if override is not None:
return override
gateway = getattr(self, "data_gateway", None)
if gateway is not None:
return gateway.tushare()
# Compatibility for isolated legacy unit-test service stubs.
return TushareClient(self.token)
if gateway is None:
raise RuntimeError("数据中枢尚未装配。")
return gateway.tushare()
def _now(self) -> datetime:
clock = getattr(self, "clock", None)
if callable(clock):
return clock()
return datetime.now().astimezone()
def _is_requested_open_session(self, requested_date: str) -> bool:
now = self._now()
if requested_date != now.strftime("%Y%m%d"):
return False
if now.time().replace(tzinfo=None) < dt_time(9, 15):
return False
client = self._tushare_client() if self.configured else None
resolve = getattr(client, "resolve_trade_context", None) if client else None
if resolve is None:
return now.weekday() < 5
try:
trade_date, _ = resolve(requested_date)
except Exception:
return now.weekday() < 5
return str(trade_date or "") == requested_date
def get_dashboard(self, trade_date: str, force: bool = False) -> dict[str, Any]:
normalized_date = normalize_date(trade_date)
now = datetime.now().astimezone()
now = self._now()
if (
normalized_date == now.strftime("%Y%m%d")
and now.time().replace(tzinfo=None) < datetime.strptime("09:15", "%H:%M").time()
@@ -79,6 +106,8 @@ class MarketServiceMixin:
if not force:
snapshot = self.database.get_snapshot(normalized_date)
if snapshot and str((snapshot.get("meta") or {}).get("source") or "") != "demo":
if self._should_retry_incomplete_snapshot(snapshot, normalized_date):
return self.sync_dashboard(normalized_date)
snapshot = copy.deepcopy(snapshot)
if normalized_date != now.strftime("%Y%m%d"):
snapshot.setdefault("meta", {}).update(
@@ -97,6 +126,8 @@ class MarketServiceMixin:
"dashboard_request_v1", normalized_date
)
if resolved and str((resolved.get("meta") or {}).get("source") or "") != "demo":
if self._should_retry_incomplete_snapshot(resolved, normalized_date):
return self.sync_dashboard(normalized_date)
resolved = copy.deepcopy(resolved)
resolved.setdefault("meta", {})["requested_date"] = self._display_compact_date(
normalized_date
@@ -138,6 +169,70 @@ class MarketServiceMixin:
def _display_compact_date(compact: str) -> str:
return f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
@staticmethod
def _chinese_month_day(value: str) -> str:
compact = str(value or "").replace("-", "").replace("/", "")
if len(compact) < 8 or not compact[:8].isdigit():
return "最近可用交易日"
return f"{int(compact[4:6])}{int(compact[6:8])}"
def _preparing_display_notice(self, actual_date: str, requested_date: str) -> str:
shown = self._chinese_month_day(actual_date)
requested = str(requested_date or "").replace("-", "")
if requested == self._now().strftime("%Y%m%d"):
return f"今日数据正在准备,当前展示 {shown}"
return f"所选日期数据尚未到齐,当前展示 {shown}"
@staticmethod
def _snapshot_age_seconds(meta: dict[str, Any]) -> float:
raw = str(meta.get("updated_at") or "")
if not raw:
return 10**9
try:
updated_at = datetime.fromisoformat(raw)
except ValueError:
return 10**9
now = datetime.now().astimezone()
if updated_at.tzinfo is None:
updated_at = updated_at.replace(tzinfo=now.tzinfo)
return (now - updated_at.astimezone(now.tzinfo)).total_seconds()
def _should_retry_incomplete_snapshot(
self, snapshot: dict[str, Any], requested_date: str
) -> bool:
if requested_date != self._now().strftime("%Y%m%d"):
return False
meta = snapshot.get("meta") or {}
actual = str(meta.get("trade_date") or "").replace("-", "")
stale_carry = bool(meta.get("carried_forward") or actual != requested_date)
if stale_carry and self._is_requested_open_session(requested_date):
return True
incomplete = meta.get("limit_data_source") == "derived" or stale_carry
return incomplete and self._snapshot_age_seconds(meta) >= 60
def _annotate_data_status(self, dashboard: dict[str, Any]) -> dict[str, Any]:
meta = dashboard.setdefault("meta", {})
notice = str(meta.get("notice") or "")
requested = str(meta.get("requested_date") or "").replace("-", "")
actual = str(meta.get("trade_date") or "").replace("-", "")
if meta.get("limit_data_source") == "derived" and not meta.get("carried_forward"):
meta["data_status"] = "partial"
meta["display_notice"] = notice or "部分正式数据尚未到齐,当前展示日线推算结果"
elif meta.get("carried_forward"):
if "非交易日" in notice or "盘前" in notice:
meta["data_status"] = "carried"
meta["display_notice"] = notice
else:
meta["data_status"] = "preparing"
meta["display_notice"] = self._preparing_display_notice(actual, requested)
elif meta.get("realtime"):
meta["data_status"] = "intraday"
meta.setdefault("display_notice", "")
else:
meta["data_status"] = "official"
meta.setdefault("display_notice", "")
return dashboard
def _carry_dashboard(
self, snapshot: dict[str, Any], requested_date: str, reason: str
) -> dict[str, Any]:
@@ -152,16 +247,16 @@ class MarketServiceMixin:
"notice": reason,
}
)
return carried
return self._annotate_data_status(carried)
def _realtime_snapshot_due(
self,
normalized_date: str,
snapshot: dict[str, Any],
) -> bool:
if not self.configured or normalized_date != date.today().strftime("%Y%m%d"):
if not self.configured or normalized_date != self._now().strftime("%Y%m%d"):
return False
now = datetime.now().astimezone()
now = self._now()
local_time = now.time().replace(tzinfo=None)
realtime_start = datetime.strptime("09:15", "%H:%M").time()
morning_end = datetime.strptime("11:35", "%H:%M").time()
@@ -197,19 +292,28 @@ class MarketServiceMixin:
if not self.configured:
raise TushareError("公共行情尚未配置")
dashboard = self._tushare_client().dashboard(normalized_date)
if (dashboard.get("meta") or {}).get("limit_data_source") == "derived":
raise TushareError(
str((dashboard.get("meta") or {}).get("notice") or "官方涨跌停数据尚未返回")
meta = dashboard.setdefault("meta", {})
quote_source = str(meta.get("quote_source") or "")
meta["source"] = source
if quote_source:
meta["quote_source"] = quote_source
meta["requested_date"] = self._display_compact_date(normalized_date)
if meta.get("limit_data_source") == "derived":
meta.setdefault(
"notice",
"涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
)
dashboard["meta"]["source"] = source
dashboard["meta"]["requested_date"] = self._display_compact_date(normalized_date)
dashboard = self._enrich_dashboard_sentiment(dashboard, normalized_date)
record_count = self._record_count(dashboard)
actual_date = normalize_date(
str(dashboard.get("meta", {}).get("trade_date") or normalized_date)
)
if actual_date != normalized_date and self._is_requested_open_session(
normalized_date
):
raise TushareError(
f"Intraday dashboard resolved {actual_date} instead of {normalized_date}"
)
self.database.save_snapshot(actual_date, source, dashboard)
if actual_date != normalized_date:
dashboard.setdefault("meta", {}).update(
@@ -231,10 +335,37 @@ class MarketServiceMixin:
)
return self._apply_reason_overrides(self._with_storage(dashboard, cached=False))
except TushareError as exc:
if self._is_requested_open_session(normalized_date):
existing = self.database.get_snapshot(normalized_date)
existing_date = str(
((existing or {}).get("meta") or {}).get("trade_date") or ""
).replace("-", "")
if existing and existing_date == normalized_date:
kept = copy.deepcopy(existing)
kept.setdefault("meta", {}).update(
{
"requested_date": self._display_compact_date(normalized_date),
}
)
self.database.finish_sync(
sync_id,
"fallback",
self._record_count(kept),
str(exc),
"tushare",
)
return self._apply_reason_overrides(
self._with_storage(kept, cached=True)
)
self.database.finish_sync(sync_id, "failed", message=str(exc))
raise ValueError("当天盘中行情暂时不可用,请稍后重试。") from exc
fallback = self.database.get_latest_real_snapshot(normalized_date)
if fallback:
actual = str((fallback.get("meta") or {}).get("trade_date") or "")
carried = self._carry_dashboard(
fallback, normalized_date, f"最新行情暂不可用,沿用最近收盘快照:{exc}"
fallback,
normalized_date,
self._preparing_display_notice(actual, normalized_date),
)
self.database.finish_sync(
sync_id, "fallback", self._record_count(carried), str(exc), "tushare"
@@ -544,7 +675,7 @@ class MarketServiceMixin:
"index_daily",
{
"ts_code": basic["id"],
"start_date": (end - timedelta(days=190)).strftime("%Y%m%d"),
"start_date": (end - timedelta(days=400)).strftime("%Y%m%d"),
"end_date": resolved_date,
},
"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
@@ -560,10 +691,10 @@ class MarketServiceMixin:
"change": float(row.get("pct_chg") or 0),
"volume": float(row.get("vol") or 0),
}
for row in rows[-90:]
for row in rows[-DAILY_CHART_LIMIT:]
]
try:
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, 90)
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, DAILY_CHART_LIMIT)
if chart_series:
series = chart_series
except (AttributeError, ChartDataError):
@@ -671,7 +802,7 @@ class MarketServiceMixin:
result = copy.deepcopy(payload)
now = datetime.now().astimezone()
try:
result["prices"] = self.chart_data.stock_daily(code, requested_date, 90)
result["prices"] = self.chart_data.stock_daily(code, requested_date, DAILY_CHART_LIMIT)
result["meta"] = {**(result.get("meta") or {}), "chart_source": "market_chart"}
except (AttributeError, ChartDataError):
pass
@@ -683,27 +814,28 @@ class MarketServiceMixin:
"trade_date": f"{actual_date[:4]}-{actual_date[4:6]}-{actual_date[6:]}",
}
today = now.strftime("%Y%m%d")
latest_bar = (result.get("prices") or [{}])[-1] if result.get("prices") else {}
official_today = (
actual_date == today and not bool(latest_bar.get("realtime"))
)
after_close = now.time().replace(tzinfo=None) >= dt_time(15, 0)
should_merge = (
requested_date == today
and actual_date <= today
and now.weekday() < 5
and now.time().replace(tzinfo=None) >= dt_time(9, 30)
and not (official_today and after_close)
)
if should_merge:
quote = self._ifind_realtime_stock_quote(code)
quote = self._resolve_today_daily_quote(code, today, result)
if quote and self._valid_realtime_stock_quote(quote, today):
self._merge_realtime_stock_detail(result, quote, requested_date)
elif self.configured and actual_date < today:
client = self._tushare_client()
try:
resolved_date, _ = client.resolve_trade_context(requested_date)
if resolved_date == today:
quote = client.realtime_stock_quote(tushare_code(code), requested_date)
if self._valid_realtime_stock_quote(quote, today):
self._merge_realtime_stock_detail(result, quote, requested_date)
except TushareError:
pass
return self._enrich_stock_detail(result)
elif actual_date < today:
result["meta"] = {
**(result.get("meta") or {}),
"notice": TODAY_DAILY_UNAVAILABLE_NOTICE,
}
return self._enrich_stock_detail(result, requested_date)
@staticmethod
def _sanitize_stock_detail_prices(
@@ -817,6 +949,138 @@ class MarketServiceMixin:
"quote_time": str(row.get("time") or ""),
}
def _resolve_today_daily_quote(
self, code: str, today: str, payload: dict[str, Any]
) -> dict[str, Any] | None:
quote = self._ifind_realtime_stock_quote(code)
if quote and self._valid_realtime_stock_quote(quote, today):
return quote
if self.configured:
try:
client = self._tushare_client()
resolve = getattr(client, "resolve_trade_context", None)
resolved = today
if callable(resolve):
resolved, _ = resolve(today)
if str(resolved or "") == today:
quote = client.realtime_stock_quote(tushare_code(code), today)
if self._valid_realtime_stock_quote(quote, today):
return quote
except TushareError:
pass
quote = self._free_realtime_stock_quote(code, today)
if quote and self._valid_realtime_stock_quote(quote, today):
return quote
return self._intraday_realtime_stock_quote(code, today, payload)
def _free_realtime_stock_quote(self, code: str, today: str) -> dict[str, Any] | None:
aggregator = getattr(self, "realtime_aggregator", None)
if aggregator is None:
return None
ts_code = tushare_code(code)
for loader in (
getattr(aggregator, "tencent_stock_quote", None),
getattr(aggregator, "eastmoney_stock_quote", None),
):
if not callable(loader):
continue
try:
row = loader(ts_code, expected_date=today)
except (RealtimeAggregateError, Exception):
continue
quote = self._quote_from_free_row(code, today, row)
if quote:
return quote
return None
def _quote_from_free_row(
self, code: str, today: str, row: dict[str, Any]
) -> dict[str, Any] | None:
price = float(row.get("close") or 0)
previous_close = float(row.get("pre_close") or 0)
if price <= 0 or previous_close <= 0:
return None
try:
name, sector = self._stock_identity(code, today)
except Exception:
name, sector = "--", "其他"
epoch = int(row.get("quote_time_epoch") or 0)
if epoch > 0:
quote_time = datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
else:
quote_date = str(row.get("quote_date") or today)
quote_time = f"{quote_date[:4]}-{quote_date[4:6]}-{quote_date[6:]}"
quote = {
"name": str(row.get("name") or name or "--"),
"sector": sector,
"price": price,
"open": float(row.get("open") or 0),
"high": float(row.get("high") or 0),
"low": float(row.get("low") or 0),
"change": round((price / previous_close - 1) * 100, 4),
"volume": float(row.get("vol") or 0),
"amount_billion": float(row.get("amount") or 0) / 100_000_000,
"turnover_rate": float(row.get("turnover_rate") or 0),
"quote_time": quote_time,
}
flow = _moneyflow_payload(row)
if flow.get("available"):
quote["moneyflow"] = flow
return quote
def _intraday_realtime_stock_quote(
self, code: str, today: str, payload: dict[str, Any]
) -> dict[str, Any] | None:
chart_data = getattr(self, "chart_data", None)
if chart_data is None:
return None
try:
chart = chart_data.stock_intraday(code)
except (AttributeError, ChartDataError, Exception):
return None
points = [
point
for point in list(chart.get("points") or [])
if str(point.get("date") or "").replace("-", "") == today
]
if not points:
return None
opens = [float(point.get("open") or 0) for point in points if float(point.get("open") or 0) > 0]
highs = [float(point.get("high") or 0) for point in points if float(point.get("high") or 0) > 0]
lows = [float(point.get("low") or 0) for point in points if float(point.get("low") or 0) > 0]
closes = [float(point.get("close") or 0) for point in points if float(point.get("close") or 0) > 0]
if not opens or not highs or not lows or not closes:
return None
price = closes[-1]
previous_close = float(chart.get("previous_close") or 0)
if previous_close <= 0:
history = list(payload.get("prices") or [])
previous_close = float((history[-1] if history else {}).get("close") or 0)
if previous_close <= 0:
return None
volume = sum(float(point.get("volume") or 0) for point in points)
amount = sum(float(point.get("amount") or 0) for point in points)
if volume <= 0 and amount <= 0:
return None
try:
name, sector = self._stock_identity(code, today)
except Exception:
name, sector = "--", "其他"
return {
"name": name,
"sector": sector,
"price": price,
"open": opens[0],
"high": max(highs),
"low": min(lows),
"change": round((price / previous_close - 1) * 100, 4),
"volume": volume,
"volume_unit": "lots",
"amount_billion": amount / 100_000_000,
"turnover_rate": 0.0,
"quote_time": str(points[-1].get("date") or today),
}
@staticmethod
def _merge_realtime_stock_detail(
payload: dict[str, Any], quote: dict[str, Any], trade_date: str
@@ -838,23 +1102,29 @@ class MarketServiceMixin:
prices[-1] = realtime_bar
else:
prices.append(realtime_bar)
payload["prices"] = prices[-90:]
payload["prices"] = prices[-DAILY_CHART_LIMIT:]
stock = dict(payload.get("stock") or {})
stock.update(
{
"name": quote["name"],
"industry": quote["sector"],
"price": quote["price"],
"change": quote["change"],
"amount_billion": quote["amount_billion"],
"turnover_rate": quote["turnover_rate"],
}
)
updates = {
"name": quote["name"],
"industry": quote["sector"],
"price": quote["price"],
"change": quote["change"],
"amount_billion": quote["amount_billion"],
}
quote_turnover = _optional_number(quote.get("turnover_rate"))
if quote_turnover:
updates["turnover_rate"] = quote_turnover
stock.update(updates)
payload["stock"] = stock
quote_flow = quote.get("moneyflow")
current_flow = payload.get("moneyflow") or {}
if isinstance(quote_flow, dict) and quote_flow.get("available") and not current_flow.get("available"):
payload["moneyflow"] = quote_flow
payload["meta"] = {
**(payload.get("meta") or {}),
"trade_date": display_date,
"realtime": True,
"notice": "",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
}
@@ -888,7 +1158,7 @@ class MarketServiceMixin:
intraday_status = "unavailable"
intraday_notice = "分时行情暂不可用,请稍后重试。"
prices = list(detail.get("prices") or [])[-60:]
prices = list(detail.get("prices") or [])[-DAILY_CHART_LIMIT:]
stock = dict(detail.get("stock") or {"code": code})
realtime = bool(detail_meta.get("realtime"))
return {
@@ -1140,10 +1410,40 @@ class MarketServiceMixin:
return item["name"], item["sector"] or "其他"
return "--", "其他"
def _enrich_stock_detail(self, payload: dict[str, Any]) -> dict[str, Any]:
def _enrich_stock_detail(
self, payload: dict[str, Any], trade_date: str = ""
) -> dict[str, Any]:
result = dict(payload)
stock = dict(payload.get("stock") or {})
code = str(stock.get("code") or "")
compact_date = normalize_date(
str((payload.get("meta") or {}).get("trade_date") or trade_date)
)
board = self._limit_event_for_stock(code, compact_date)
if board:
if not stock.get("first_time") or stock.get("first_time") == "--":
stock["first_time"] = board.get("first_time") or "--"
if not stock.get("last_time") or stock.get("last_time") == "--":
stock["last_time"] = board.get("last_time") or "--"
if not stock.get("open_times"):
stock["open_times"] = board.get("open_times") or 0
if _optional_number(stock.get("seal_amount_million")) is None:
stock["seal_amount_million"] = board.get("seal_amount_million")
if not _optional_number(stock.get("turnover_rate")) and _optional_number(board.get("turnover_rate")):
stock["turnover_rate"] = board.get("turnover_rate")
flow = result.get("moneyflow") or {}
if not flow.get("available"):
live_flow = self._live_moneyflow_for_stock(code, compact_date)
if live_flow.get("available"):
result["moneyflow"] = live_flow
else:
result["moneyflow"] = {
"available": False,
"net_million": None,
"large_million": None,
"medium_million": None,
"small_million": None,
}
watched = {
item["code"]: item
for item in self.database.list_watchlist(self.current_user_id)
@@ -1153,6 +1453,45 @@ class MarketServiceMixin:
result["notes"] = self.database.list_notes(self.current_user_id, code=code)
return result
def _limit_event_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
if not code or not trade_date:
return {}
ts_code = tushare_code(code)
client = self._tushare_client() if self.configured else None
rows: list[dict[str, Any]] = []
if client is not None:
try:
rows = client._load_limit_type(trade_date, "U") + client._load_limit_type(trade_date, "Z")
except Exception:
rows = []
if not rows:
try:
rows = list((client._free_board_map(trade_date) or {}).values())
except Exception:
rows = []
match = next((row for row in rows if str(row.get("ts_code") or "") == ts_code), None)
if not match:
return {}
fd = _optional_number(match.get("fd_amount"))
return {
"first_time": match.get("first_time") or "--",
"last_time": match.get("last_time") or "--",
"open_times": match.get("open_times") or 0,
"seal_amount_million": None if fd is None else round(fd / 10000, 0),
"turnover_rate": _optional_number(match.get("turnover_ratio")),
}
def _live_moneyflow_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
aggregator = getattr(self, "realtime_aggregator", None)
loader = getattr(aggregator, "eastmoney_stock_quote", None) if aggregator else None
if not callable(loader) or not code:
return _moneyflow_payload(None)
try:
quote = loader(tushare_code(code), expected_date=trade_date)
except Exception:
return _moneyflow_payload(None)
return _moneyflow_payload(quote)
def _with_storage(self, dashboard: dict[str, Any], cached: bool) -> dict[str, Any]:
result = dict(dashboard)
result["meta"] = {
@@ -1160,7 +1499,7 @@ class MarketServiceMixin:
"storage": "sqlite",
"cached": cached,
}
return result
return self._annotate_data_status(result)
@staticmethod
def _record_count(dashboard: dict[str, Any]) -> int:
+42 -31
View File
@@ -4,7 +4,14 @@ import re
import secrets
from typing import Any
from backend.bootstrap.config import TOKEN_PATTERN, validate_text
from backend.bootstrap.config import validate_text
MARKET_SOURCE_SECRET_KEYS = {
"tushare_token",
"ifind_refresh_token",
"ifind_access_token",
}
class SystemServiceMixin:
@@ -18,9 +25,6 @@ class SystemServiceMixin:
first_encrypted = self.database.get_user_credentials(first_user_id)
first_personal = self.vault.decrypt_json(first_encrypted) if first_encrypted else {}
defaults = {
"tushare_token": environment.get("tushare_token") or first_personal.get("tushare_token") or "",
"ifind_refresh_token": environment.get("ifind_refresh_token") or "",
"ifind_access_token": environment.get("ifind_access_token") or "",
"platform_llm_primary_api_key": environment.get("platform_llm_primary_api_key") or first_personal.get("llm_primary_api_key") or "",
"platform_llm_primary_base_url": environment.get("platform_llm_primary_base_url") or first_personal.get("llm_primary_base_url") or "https://api.openai.com/v1",
"platform_llm_primary_model": environment.get("platform_llm_primary_model") or first_personal.get("llm_primary_model") or "",
@@ -34,6 +38,10 @@ class SystemServiceMixin:
if key not in current:
current[key] = value
changed = True
for key in MARKET_SOURCE_SECRET_KEYS:
if key in current:
current.pop(key, None)
changed = True
if not isinstance(current.get("llm_models"), list):
migrated_models: list[dict[str, str]] = []
for role, label in (("primary", "原主模型"), ("fallback", "原辅助模型")):
@@ -56,26 +64,27 @@ class SystemServiceMixin:
self.database.save_system_setting("credentials", self.vault.encrypt_json(current))
for row in self.database.list_user_credentials():
personal = self.vault.decrypt_json(str(row.get("encrypted_payload") or ""))
if "tushare_token" in personal:
personal.pop("tushare_token", None)
if any(key in personal for key in MARKET_SOURCE_SECRET_KEYS):
for key in MARKET_SOURCE_SECRET_KEYS:
personal.pop(key, None)
self.database.save_user_credentials(
int(row["user_id"]), self.vault.encrypt_json(personal)
)
return current
def _save_system_credentials(self, credentials: dict[str, Any]) -> None:
sanitized = {
key: value
for key, value in credentials.items()
if key not in MARKET_SOURCE_SECRET_KEYS
}
with self.system_lock:
self.database.save_system_setting("credentials", self.vault.encrypt_json(credentials))
self._system_credentials = dict(credentials)
if hasattr(self, "ifind"):
self.ifind.set_credentials(
str(credentials.get("ifind_refresh_token") or ""),
str(credentials.get("ifind_access_token") or ""),
)
self.database.save_system_setting("credentials", self.vault.encrypt_json(sanitized))
self._system_credentials = dict(sanitized)
@property
def configured(self) -> bool:
return bool(self.token)
return bool(self._datahub_status().get("configured"))
def _credentials(self) -> dict[str, str]:
credentials = getattr(self._request_context, "credentials", {})
@@ -99,7 +108,7 @@ class SystemServiceMixin:
@property
def token(self) -> str:
return str(self._system_credentials.get("tushare_token") or "")
return "datahub" if self.configured else ""
def system_status(self) -> dict[str, Any]:
platform = self._platform_llm_profile()
@@ -130,6 +139,7 @@ class SystemServiceMixin:
),
**self.database.status(),
"jobs": self.jobs.repository.recent(12),
"datahub": self._datahub_status(),
},
"llm": {
"primary_configured": self._profile_configured(platform["primary"]),
@@ -145,21 +155,24 @@ class SystemServiceMixin:
},
}
def _datahub_status(self) -> dict[str, Any]:
gateway = getattr(self, "data_gateway", None)
reporter = getattr(gateway, "datahub_status", None)
if callable(reporter):
return reporter()
return {
"configured": False,
"base_url": "",
"enabled_reads": 0,
"total_reads": 0,
"flags": [],
"routes": [],
"fallback_count": 0,
"fallback_labels": [],
}
def save_system_settings(self, payload: dict[str, Any]) -> dict[str, Any]:
current = dict(self._system_credentials)
token = str(payload.get("tushare_token") or current.get("tushare_token") or "").strip()
if token and not TOKEN_PATTERN.fullmatch(token):
raise ValueError("Tushare Token 格式不正确。")
ifind_refresh_token = str(
payload.get("ifind_refresh_token")
or current.get("ifind_refresh_token")
or ""
).strip()
if ifind_refresh_token and (
len(ifind_refresh_token) > 2048
or any(character.isspace() for character in ifind_refresh_token)
):
raise ValueError("iFinD Refresh Token 格式不正确。")
existing_models = {
str(item.get("id") or ""): item
for item in current.get("llm_models") or []
@@ -221,8 +234,6 @@ class SystemServiceMixin:
raise ValueError("会员每日额度应为 1 至 1000。") from exc
current.update(
{
"tushare_token": token,
"ifind_refresh_token": ifind_refresh_token,
"llm_models": models,
"primary_model_id": primary_model_id,
"fallback_model_id": fallback_model_id,
@@ -242,7 +253,7 @@ class SystemServiceMixin:
llm_access = self.llm_access_status()
return {
"configured": self.configured,
"mode": "tushare" if self.configured else "unavailable",
"mode": "datahub" if self.configured else "unavailable",
"llm_configured": self.llm_configured,
"llm_model": self.llm_primary_model if self.llm_configured else "",
"llm_fallback_configured": self.llm_fallback_configured,
+8 -1
View File
@@ -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"
+48
View File
@@ -0,0 +1,48 @@
from __future__ import annotations
from datetime import datetime, time as dt_time
def dashboard_has_usable_data(dashboard: dict[str, object]) -> bool:
if not isinstance(dashboard, dict) or dashboard.get("status") == "failed":
return False
meta = dashboard.get("meta") or {}
overview = dashboard.get("overview") or {}
if isinstance(meta, dict) and (meta.get("trade_date") or meta.get("carried_forward")):
return True
return bool(isinstance(overview, dict) and overview)
def verified_dashboard_result(dashboard: dict[str, object]) -> dict[str, object]:
"""Manual refresh and automatic catch-up share this rule.
Derived limit lists or a previous usable snapshot are not whole-job failures.
Only a payload with no displayable market data is recorded as failed.
"""
if dashboard_has_usable_data(dashboard):
return dashboard
meta = dashboard.get("meta") if isinstance(dashboard, dict) else None
notice = ""
if isinstance(meta, dict):
notice = str(meta.get("notice") or meta.get("display_notice") or "")
return {
"status": "failed",
"error": notice or "未获取到可用行情",
}
def official_catchup_due(today: str, snapshot: dict[str, object]) -> bool:
now = datetime.now().astimezone().time().replace(tzinfo=None)
if not (dt_time(15, 5) <= now < dt_time(22, 0)):
return False
meta = snapshot.get("meta") if isinstance(snapshot.get("meta"), dict) else {}
actual = str(meta.get("trade_date") or "").replace("-", "")
if (
actual == today
and meta.get("limit_data_source") != "derived"
and not meta.get("carried_forward")
and not meta.get("realtime")
and meta.get("mode") != "realtime"
):
return False
return True
+11 -12
View File
@@ -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)
+47
View File
@@ -0,0 +1,47 @@
# Optional overlay. Does not replace the existing xiaobai-review service.
# Start later (总工部署时) with:
# docker compose -f compose.yaml -f compose.datahub.yaml up -d
#
# Required .env keys: DATAHUB_ENCRYPTION_KEY, DATAHUB_TOKEN, DATAHUB_ADMIN_PASSWORD, TUSHARE_TOKEN
services:
xiaobai-datahub:
build:
context: ./xiaobai-datahub
dockerfile: Dockerfile
image: xiaobai-datahub:local
container_name: xiaobai-datahub
ports:
- "0.0.0.0:8766:8766/tcp"
env_file:
- ./xiaobai-datahub/.env
environment:
DATAHUB_ENCRYPTION_KEY: "${DATAHUB_ENCRYPTION_KEY:?DATAHUB_ENCRYPTION_KEY must be set}"
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
DATAHUB_DB_PATH: /app/data/datahub.db
DATAHUB_BACKUP_DIR: /app/data/backups
TZ: Asia/Shanghai
PYTHONUTF8: "1"
volumes:
- type: bind
source: ./datahub-data
target: /app/data
restart: unless-stopped
init: true
read_only: true
tmpfs:
- /tmp:size=64m,mode=1777
security_opt:
- no-new-privileges:true
cap_drop:
- ALL
stop_grace_period: 30s
logging:
driver: json-file
options:
max-size: "10m"
max-file: "3"
+20
View File
@@ -13,6 +13,26 @@ services:
- ./.env
environment:
APP_ENCRYPTION_KEY: "${APP_ENCRYPTION_KEY:?APP_ENCRYPTION_KEY must be set in .env}"
# Provider credentials are consumed only by xiaobai-datahub.
TUSHARE_TOKEN: ""
IFIND_REFRESH_TOKEN: ""
IFIND_ACCESS_TOKEN: ""
DATAHUB_BASE_URL: "${DATAHUB_BASE_URL:-http://192.168.200.11:8766}"
DATAHUB_READ_CALENDAR: "1"
DATAHUB_READ_STOCKS: "1"
DATAHUB_READ_DAILY: "1"
DATAHUB_READ_INDEX_DAILY: "1"
DATAHUB_READ_VALUATION: "1"
DATAHUB_READ_MONEYFLOW: "1"
DATAHUB_READ_AUCTION: "1"
DATAHUB_READ_LIMIT_EVENTS: "1"
DATAHUB_READ_POPULARITY: "1"
DATAHUB_READ_DRAGON_TIGER: "1"
DATAHUB_READ_SECTOR_DAILY: "1"
DATAHUB_READ_QUOTES: "1"
DATAHUB_READ_INDEX_QUOTES: "1"
DATAHUB_READ_INTRADAY: "1"
DATAHUB_READ_STATUS: "1"
TZ: Asia/Shanghai
PYTHONUTF8: "1"
volumes:
+6
View File
@@ -12,6 +12,12 @@ These registries describe the approved product surface of the standalone applica
providers, model entry points, CSS layers, and remaining code hotspots.
- `data-fields.config.json`: canonical data products, provider eligibility, intended use, and
known blocked datasets.
- `datahub.config.json`: official read-only client for `xiaobai-datahub`. Each dataset has its
own `read` / `shadow` flag; official reads default on. `compose.yaml` pins every
`DATAHUB_READ_*` to `"1"` so a leftover `.env` `=0` cannot silently keep official
pages on the old APIs. Environment variables can still override a single
`DATAHUB_SHADOW_*` without a master switch. The old website APIs stay as
emergency fallback only.
- `data-quality.config.json`: freshness, coverage, units, adjustment, point-in-time, and
fail-closed rules for every canonical data product.
- `jobs.config.json`: background schedules, dependencies, lock keys, retry policy, timeouts,
+109 -91
View File
@@ -204,25 +204,25 @@
"path": "backend/data/providers/tushare_client.py",
"runtime_role": "stable client facade for primary deterministic market data"
},
{
"provider": "datahub",
"path": "backend/data/datahub/client.py",
"runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"
},
{
"provider": "ifind",
"path": "backend/data/providers/ifind_client.py",
"runtime_role": "realtime, charts, snapshots, enrichment"
"path": "xiaobai-datahub/datahub/adapters/ifind.py",
"runtime_role": "licensed iFinD source inside the data hub"
},
{
"provider": "eastmoney",
"path": "backend/features/market/charts.py",
"runtime_role": "display chart fallback"
},
{
"provider": "eastmoney",
"path": "backend/data/realtime.py",
"runtime_role": "isolated realtime observation"
"path": "xiaobai-datahub/datahub/adapters/eastmoney.py",
"runtime_role": "free realtime quotes and shenwan inside the data hub"
},
{
"provider": "tencent",
"path": "backend/data/realtime.py",
"runtime_role": "index observation fallback"
"path": "xiaobai-datahub/datahub/adapters/tencent.py",
"runtime_role": "free index and stock quotes inside the data hub"
}
],
"provider_domains": [
@@ -279,16 +279,28 @@
"compatibility_fallback": "backend/features/market/service.py"
},
{
"client": "IfindHttpClient",
"client": "DatahubClient",
"owner": "backend/data/gateway.py"
},
{
"client": "DatahubBridge",
"owner": "backend/data/gateway.py"
},
{
"client": "DatahubAwareTushareClient",
"owner": "backend/data/gateway.py"
},
{
"client": "HubIfindProxy",
"owner": "backend/data/gateway.py"
},
{
"client": "HubRealtimeProxy",
"owner": "backend/data/gateway.py"
},
{
"client": "MarketChartClient",
"owner": "backend/data/gateway.py"
},
{
"client": "WebRealtimeAggregator",
"owner": "backend/data/gateway.py"
}
],
"heaven_service_owners": {
@@ -313,6 +325,7 @@
"system_service": "backend/features/system/service.py",
"account_bridge": "backend/features/accounts/application.py",
"job_lifecycle": "backend/jobs/service.py",
"job_refresh_status": "backend/jobs/refresh.py",
"feature_routes": "backend/features/*/routes.py"
},
"numeric_normalization": [
@@ -450,13 +463,13 @@
},
{
"path": "frontend/pages/heaven/page.js",
"bytes": 97268,
"lines": 2070
"bytes": 97770,
"lines": 2079
},
{
"path": "frontend/shared/shell.css",
"bytes": 63659,
"lines": 3763
"bytes": 63733,
"lines": 3767
},
{
"path": "backend/features/heaven/engine.py",
@@ -465,8 +478,13 @@
},
{
"path": "frontend/index.html",
"bytes": 48254,
"lines": 664
"bytes": 48403,
"lines": 665
},
{
"path": "backend/data/providers/tushare_industries.py",
"bytes": 37168,
"lines": 859
},
{
"path": "backend/features/screener/catalog.py",
@@ -478,6 +496,11 @@
"bytes": 35247,
"lines": 2416
},
{
"path": "backend/data/providers/tushare_dashboard.py",
"bytes": 34082,
"lines": 785
},
{
"path": "database.py",
"bytes": 32073,
@@ -488,16 +511,6 @@
"bytes": 31756,
"lines": 562
},
{
"path": "backend/data/providers/tushare_dashboard.py",
"bytes": 28234,
"lines": 648
},
{
"path": "backend/data/providers/tushare_industries.py",
"bytes": 26540,
"lines": 616
},
{
"path": "backend/features/heaven/manual.py",
"bytes": 24521,
@@ -515,13 +528,13 @@
},
{
"path": "frontend/pages/market/preview.js",
"bytes": 18178,
"lines": 446
"bytes": 18230,
"lines": 447
},
{
"path": "backend/features/heaven/trend.py",
"bytes": 16772,
"lines": 370
"bytes": 17005,
"lines": 373
},
{
"path": "backend/features/market/insights_auction_scoring.py",
@@ -530,39 +543,39 @@
},
{
"path": "frontend/pages/market/charts.js",
"bytes": 15311,
"lines": 387
"bytes": 15743,
"lines": 401
},
{
"path": "frontend/shared/dashboard.js",
"bytes": 15063,
"lines": 321
},
{
"path": "frontend/pages/pools/page.html",
"bytes": 14942,
"lines": 235
},
{
"path": "frontend/shared/admin.js",
"bytes": 14836,
"lines": 283
},
{
"path": "backend/features/screener/data_sync.py",
"bytes": 14743,
"lines": 342
},
{
"path": "frontend/shared/admin.js",
"bytes": 14410,
"lines": 268
},
{
"path": "backend/features/heaven/market_context.py",
"bytes": 13681,
"lines": 338
"bytes": 14535,
"lines": 357
},
{
"path": "frontend/shared/session.js",
"bytes": 13219,
"lines": 289
},
{
"path": "frontend/shared/dashboard.js",
"bytes": 12894,
"lines": 274
},
{
"path": "backend/features/market/insights_auction_data.py",
"bytes": 12829,
@@ -570,8 +583,8 @@
},
{
"path": "backend/features/system/service.py",
"bytes": 12392,
"lines": 254
"bytes": 12180,
"lines": 265
},
{
"path": "backend/features/market/insights_auction.py",
@@ -595,9 +608,14 @@
},
{
"path": "frontend/pages/market/entity-detail.js",
"bytes": 9119,
"bytes": 9139,
"lines": 199
},
{
"path": "backend/data/providers/tushare_daily.py",
"bytes": 9076,
"lines": 232
},
{
"path": "backend/data/providers/tushare_dragon_tiger.py",
"bytes": 9059,
@@ -608,6 +626,11 @@
"bytes": 8562,
"lines": 238
},
{
"path": "backend/data/providers/tushare_indices.py",
"bytes": 8447,
"lines": 189
},
{
"path": "frontend/pages/mentor/page.html",
"bytes": 8357,
@@ -618,16 +641,6 @@
"bytes": 6983,
"lines": 146
},
{
"path": "backend/data/providers/tushare_daily.py",
"bytes": 6837,
"lines": 160
},
{
"path": "backend/application.py",
"bytes": 6751,
"lines": 178
},
{
"path": "backend/features/market/insights_popularity.py",
"bytes": 6739,
@@ -644,8 +657,13 @@
"lines": 81
},
{
"path": "backend/data/providers/tushare_stocks.py",
"bytes": 6244,
"path": "backend/application.py",
"bytes": 6399,
"lines": 161
},
{
"path": "frontend/pages/market/stock-detail.js",
"bytes": 6325,
"lines": 137
},
{
@@ -664,14 +682,9 @@
"lines": 85
},
{
"path": "frontend/pages/market/stock-detail.js",
"bytes": 5690,
"lines": 124
},
{
"path": "backend/data/providers/tushare_indices.py",
"bytes": 5451,
"lines": 118
"path": "backend/data/providers/tushare_stocks.py",
"bytes": 5592,
"lines": 123
},
{
"path": "frontend/pages.config.js",
@@ -703,6 +716,11 @@
"bytes": 4712,
"lines": 106
},
{
"path": "backend/data/providers/tushare_helpers.py",
"bytes": 4406,
"lines": 124
},
{
"path": "backend/features/market/routes.py",
"bytes": 4276,
@@ -768,36 +786,31 @@
"bytes": 2514,
"lines": 63
},
{
"path": "backend/jobs/service.py",
"bytes": 2337,
"lines": 59
},
{
"path": "backend/features/mentor/routes.py",
"bytes": 2299,
"lines": 57
},
{
"path": "backend/jobs/service.py",
"bytes": 2219,
"lines": 60
"path": "backend/data/providers/tushare_client.py",
"bytes": 2263,
"lines": 70
},
{
"path": "backend/features/screener/regime.py",
"bytes": 2202,
"lines": 53
},
{
"path": "backend/data/providers/tushare_client.py",
"bytes": 2166,
"lines": 68
},
{
"path": "frontend/pages/popularity/page.html",
"bytes": 2165,
"lines": 35
},
{
"path": "backend/data/providers/tushare_helpers.py",
"bytes": 2083,
"lines": 64
},
{
"path": "frontend/pages/market/breadth.js",
"bytes": 2071,
@@ -808,6 +821,11 @@
"bytes": 1919,
"lines": 45
},
{
"path": "backend/jobs/refresh.py",
"bytes": 1808,
"lines": 48
},
{
"path": "backend/features/system/routes.py",
"bytes": 1791,
@@ -823,6 +841,11 @@
"bytes": 1642,
"lines": 53
},
{
"path": "backend/data/providers/tushare_transport.py",
"bytes": 1592,
"lines": 50
},
{
"path": "backend/features/market/insights.py",
"bytes": 1580,
@@ -833,11 +856,6 @@
"bytes": 1535,
"lines": 39
},
{
"path": "backend/data/providers/tushare_transport.py",
"bytes": 1455,
"lines": 48
},
{
"path": "backend/features/themes/routes.py",
"bytes": 1337,
+1
View File
@@ -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},
+25
View File
@@ -0,0 +1,25 @@
{
"schema_version": 1,
"base_url": "http://127.0.0.1:8766",
"timeout_seconds": 8,
"retries": 1,
"page_limit": 5000,
"stale_seconds_max": 86400,
"datasets": {
"calendar": { "read": true, "shadow": false },
"stocks": { "read": true, "shadow": false },
"daily": { "read": true, "shadow": false },
"index_daily": { "read": true, "shadow": false },
"valuation": { "read": true, "shadow": false },
"moneyflow": { "read": true, "shadow": false },
"auction": { "read": true, "shadow": false },
"limit_events": { "read": true, "shadow": false },
"popularity": { "read": true, "shadow": false },
"dragon_tiger": { "read": true, "shadow": false },
"sector_daily": { "read": true, "shadow": false },
"quotes": { "read": true, "shadow": false },
"index_quotes": { "read": true, "shadow": false },
"intraday": { "read": true, "shadow": false },
"status": { "read": true, "shadow": false }
}
}
+1 -1
View File
@@ -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”
+2 -2
View File
@@ -213,12 +213,12 @@
{
"provider": "eastmoney",
"path": "realtime_aggregator.py",
"runtime_role": "isolated realtime observation"
"runtime_role": "isolated realtime observation and intraday dashboard fallback"
},
{
"provider": "tencent",
"path": "realtime_aggregator.py",
"runtime_role": "index observation fallback"
"runtime_role": "index observation and intraday quote fallback"
}
],
"llm_entrypoints": [
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@@ -320,6 +320,11 @@ PC端统一采用以下固定骨架:
### 6.1 数据源职责
运行边界:下表中的职责全部由独立的 `xiaobai-datahub` 数据中枢执行。主网站只按固定业务
协议请求“行情、日K、分时、申万、竞价”等数据,不接触任何提供方参数或凭据,也不决定优先级、
重试、降级和回填。数据中枢是主网站唯一的行情出口;中枢暂时取不到新数据时,网站只能读取
已经归档的真实快照,不能绕回旧提供方直连接口。
| 数据源 | 可用于正式计算 | 主要职责 |
|---|:---:|---|
| Tushare | 是 | 交易日历、股票主表、日线、估值、财务、资金流、申万行业、涨跌停、9:25竞价、热榜、龙虎榜 |
+1
View File
@@ -7,6 +7,7 @@
| 任务 | 说明 | 状态 |
|---|---|---|
| 全站视觉统一改造收尾 | 主线。17 个阶段已完成,正在最终验收、代码合并 | 收尾中 |
| 行情刷新误报与旧数据提示 | HEL-412:高级接口未到齐不再记整次失败;今日正式数据晚到时提示当前展示日期 | 施工中 |
| 手机端独立重新设计 | 先出视觉/交互规范和技术架构方案,等老板确认后再施工 | 方案送审中 |
## 已做完
+2 -2
View File
@@ -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**冻结区**,任何改动都不许碰它
- 「问天」板块**不是永久冻结区**:此前冻结的是界面视觉方案,现已解冻。问天现有功能与界面不要破坏;后续数据与功能迁移可以纳入,不主动重做视觉
- **不用假数据冒充真行情**;数据缺失就明说“没有/不可用”,不能编。
- **每个用户自己的数据互相隔离**(自选、复盘、对话、问天历史等),看不到别人的。
- **计算由程序确定性完成**(情绪周期、智能选股、问天排盘等),AI 大模型(LLM,就是会聊天的那个 AI)只负责解释或编译自然语言条件,不能改计算结果。
+4 -3
View File
@@ -607,12 +607,13 @@
<div class="admin-panel" data-admin-panel="market">
<form id="systemMarketForm" class="settings-section">
<div class="settings-section-heading"><h3>公共行情</h3><span id="systemDataStatus">待检查</span></div>
<label class="form-field"><span>Tushare Token</span><input id="systemTokenInput" type="password" autocomplete="off" minlength="20" placeholder="留空保留现有 Token"></label>
<label class="form-field"><span>iFinD Refresh Token</span><input id="systemIfindTokenInput" type="password" autocomplete="off" maxlength="2048" placeholder="留空保留现有 Token"></label>
<label class="form-field"><span>行情来源凭据</span><input id="systemTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
<label class="form-field"><span>实时来源凭据</span><input id="systemIfindTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
<label class="switch-control"><input id="systemBackgroundRefresh" type="checkbox"><span>启用交易时段后台刷新</span></label>
<p class="form-hint">所有用户读取同一份后台快照,页面不会随后台任务自动重绘。</p>
<div id="datahubRouteStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="database"></i><span>数据中枢线路待检查</span></div>
<div id="adminRefreshStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="circle-dot"></i><span>尚未手动刷新</span></div>
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存行情配</button></div>
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存刷新设</button></div>
</form>
<section class="settings-section">
<div class="settings-section-heading"><h3>历史数据回补</h3><span>管理员任务</span></div>
+42 -14
View File
@@ -770,11 +770,33 @@
scroll.classList.add("m-motion-fade-in");
}
function dashboardFreshnessNotice() {
const meta = (state.dashboard && state.dashboard.meta) || {};
if (meta.display_notice) return String(meta.display_notice);
const requested = String(meta.requested_date || "").replace(/-/g, "");
const actual = String(meta.trade_date || "").replace(/-/g, "");
const compact = actual;
const shown = /^\d{8}$/.test(compact)
? (Number(compact.slice(4, 6)) + " 月 " + Number(compact.slice(6, 8)) + " 日")
: "";
if (meta.data_status === "preparing" || (meta.carried_forward && actual && requested && actual !== requested)) {
return shown ? ("今日数据正在准备,当前展示 " + shown) : "今日数据正在准备,当前展示最近可用数据";
}
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
}
return "";
}
function renderTopArea(key) {
const page = document.querySelector(".m-page");
if (!page) return;
let top = page.querySelector(".m-top");
let html = buildStrip();
const freshness = dashboardFreshnessNotice();
if (freshness) {
html = '<div class="m-phase-notice"><strong>' + escapeHtml(freshness) + "</strong></div>" + html;
}
if (key === "market/performance") html += performanceConclusion();
if (!top) {
top = document.createElement("div");
@@ -3380,9 +3402,9 @@
const payload = detail && detail.payload ? detail.payload : {};
const meta = payload.meta || {};
if (tab === "daily") {
const bars = (payload.prices || []).slice(-48);
const bars = (payload.prices || []).slice(-45);
const last = bars.length ? bars[bars.length - 1].trade_date : "";
return "日线 · 近48根 · 至 " + (displayCompactDate(last) || "--");
return "日线 · 近45根 · 至 " + (displayCompactDate(last) || "--");
}
const d = displayCompactDate(meta.intraday_trade_date) || displayCompactDate(meta.trade_date);
return "分时 · " + (d || "--");
@@ -3680,7 +3702,7 @@
const W = 360, H = 240, padL = 8, padR = 52, padT = 10, padB = 22;
const pw = W - padL - padR;
const ph = H - padT - padB;
const prices = (payload.prices || []).slice(-48);
const prices = (payload.prices || []).slice(-45);
if (prices.length < 2) return emptyChart("日线数据暂不可用");
@@ -5197,6 +5219,15 @@
return '<span class="m-sys-dot' + (ok ? " m-sys-dot--ok" : "") + '"></span>';
}
function datahubStatusText(hub) {
const enabled = number(hub.enabled_reads);
const total = number(hub.total_reads) || enabled;
const fallbacks = hub.fallback_labels || [];
if (fallbacks.length) return " 备用 " + fallbacks.join("、");
if (hub.configured) return " 主线路 " + enabled + "/" + total;
return " 未配置";
}
function renderSystemAdmin(key) {
if (key === "system/members") {
renderSystemMembers();
@@ -5211,15 +5242,16 @@
'<div class="m-sys-body" data-system-admin-panel="market">' +
'<div class="m-card m-sys-section"><strong>数据源状态</strong>' +
'<div class="m-sys-status-list">' +
'<div class="m-sys-status-item"><span>Tushare</span><span>' + statusDot(data.configured) + (data.configured ? " 已配置" : " 未配置") + "</span></div>" +
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(data.configured) + (data.configured ? " 已连接" : " 未连接") + "</span></div>" +
'<div class="m-sys-status-item"><span>iFinD</span><span>' + statusDot(ifind.configured) + (ifind.configured ? " 已配置" : " 未配置") + "</span></div>" +
'<div class="m-sys-status-item"><span>行情快照</span><strong>' + number(data.snapshot_dates) + " 个交易日</strong></div>" +
'<div class="m-sys-status-item"><span>后台刷新</span><span>' + statusDot(data.background_refresh_enabled) + (data.background_refresh_enabled ? " 已启用" : " 已暂停") + "</span></div>" +
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(Boolean((data.datahub || {}).configured) && !((data.datahub || {}).fallback_count)) + datahubStatusText(data.datahub || {}) + "</span></div>" +
"</div></div>" +
'<div class="m-card m-sys-section"><strong>数据源密钥</strong>' +
formFieldHtml("Tushare Token", '<input id="m-sys-token" type="password" autocomplete="off" minlength="20" placeholder="留空则保留现有 Token">', false) +
formFieldHtml("iFinD Refresh Token", '<input id="m-sys-ifind" type="password" autocomplete="off" maxlength="2048" placeholder="留空则保留现有 Token">', false) +
'<button class="m-btn-primary" type="button" data-system-save-market>保存密钥</button></div>' +
formFieldHtml("行情来源凭据", '<input id="m-sys-token" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
formFieldHtml("实时来源凭据", '<input id="m-sys-ifind" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
'<button class="m-btn-primary" type="button" data-system-save-market>刷新状态</button></div>' +
'<div class="m-card m-sys-section"><strong>后台刷新</strong>' +
'<div class="m-sys-switch-row"><div><strong>交易时段自动刷新</strong><p class="m-sys-hint">开启后后台定时更新快照</p></div>' +
'<button class="m-theme-switch" type="button" data-system-toggle-refresh role="switch" aria-checked="' + (data.background_refresh_enabled ? "true" : "false") + '" aria-label="交易时段自动刷新"><span class="m-theme-switch-thumb"></span></button></div>' +
@@ -5518,14 +5550,10 @@
function saveSystemMarket() {
const button = document.querySelector("[data-system-save-market]");
if (button) button.disabled = true;
global.MobileAPI.request("/api/admin/settings", "POST", {
tushare_token: ((document.getElementById("m-sys-token") || {}).value || "").trim(),
ifind_refresh_token: ((document.getElementById("m-sys-ifind") || {}).value || "").trim(),
}).then(function () {
showToast("行情密钥已保存");
loadSystem();
loadSystem().then(function () {
showToast("数据中枢状态已刷新");
}).catch(function (error) {
showToast(error && error.message ? error.message : "系统配置保存失败");
showToast(error && error.message ? error.message : "数据中枢状态读取失败");
}).then(function () {
if (button) button.disabled = false;
});
+4 -4
View File
@@ -68,10 +68,10 @@
"/pages/sentiment/page.js?v=20260729-1",
"/pages/pools/page.js?v=20260820-1",
"/pages/market/breadth.js?v=20260803-1",
"/pages/market/charts.js?v=20260803-1",
"/pages/market/entity-detail.js?v=20260803-1",
"/pages/market/stock-detail.js?v=20260803-1",
"/pages/market/preview.js?v=20260806-1",
"/pages/market/charts.js?v=20260908-1",
"/pages/market/entity-detail.js?v=20260908-1",
"/pages/market/stock-detail.js?v=20260908-1",
"/pages/market/preview.js?v=20260908-1",
"/pages/market/search.js?v=20260803-1",
"/pages/market/bindings.js?v=20260803-1",
"/pages/ladder/page.js?v=20260820-1",
+13 -4
View File
@@ -113,9 +113,12 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
document.querySelector("#resetHeavenCalibrationButton"),
].filter(Boolean);
cancelHeavenPerformance();
heavenView?.classList.add("heaven-data-loading");
const blocking = !state.heavenSetup;
if (blocking) heavenView?.classList.add("heaven-data-loading");
if (loadButton) loadButton.disabled = true;
calibrationButtons.forEach((button) => { button.disabled = true; });
const controller = new AbortController();
const timeoutId = window.setTimeout(() => controller.abort(), 25_000);
try {
if (state.heavenSetup?.requestedKey && state.heavenSetup.requestedKey !== requestedKey) {
state.personalField = null;
@@ -126,7 +129,7 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
if (sector) query.set("sector", sector);
if (stockCode) query.set("stock_code", stockCode);
if (manualData) query.set("manual_data", JSON.stringify(manualData));
const payload = await apiRequest(`/api/heaven/setup?${query}`);
const payload = await apiRequest(`/api/heaven/setup?${query}`, "GET", null, { signal: controller.signal });
if (
requestSequence !== state.heavenRequestSequence
|| calendarDate !== document.querySelector("#qiObservationDate")?.value
@@ -152,9 +155,15 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
if (payload.chart.selection_notice) showHeavenNotice(payload.chart.selection_notice);
} catch (error) {
if (requestSequence !== state.heavenRequestSequence) return;
showHeavenNotice(error.message || "问天数据加载失败");
showToast(error.message || "问天数据加载失败");
const aborted = error?.payload?.aborted || /abort|超时|cancel/i.test(String(error?.message || ""));
const message = aborted
? "问天数据仍在准备,页面可继续输入和操作"
: (error.message || "问天数据加载失败");
showHeavenNotice(message);
if (!aborted) showToast(message);
if (!state.heavenSetup) renderHeavenWorkspace();
} finally {
window.clearTimeout(timeoutId);
if (requestSequence === state.heavenRequestSequence) {
heavenView?.classList.remove("heaven-data-loading");
if (loadButton) loadButton.disabled = false;
+23 -9
View File
@@ -1,3 +1,16 @@
const DAILY_CHART_BARS = 45;
function visibleDailyPrices(prices) {
return (prices || []).slice(-DAILY_CHART_BARS);
}
function dailyChartSourceLabel(prices, notice) {
const count = visibleDailyPrices(prices).length;
const base = `日 K 行情 · ${count} 个交易日`;
const text = String(notice || "").trim();
return text ? `${base} · ${text}` : base;
}
function currentChartPalette() {
const style = getComputedStyle(document.documentElement);
const color = (token, fallback) => style.getPropertyValue(token).trim() || fallback;
@@ -56,7 +69,8 @@ function drawCandlestick(context, x, item, priceY, candleWidth, palette = curren
function drawPriceChart(prices) {
const canvas = elements.priceChart;
if (!prices?.length) {
const visible = visibleDailyPrices(prices);
if (!visible.length) {
clearPriceChart("暂无日 K 数据");
return;
}
@@ -81,15 +95,15 @@ function drawPriceChart(prices) {
const gap = 12;
const priceBottom = height - bottom - volumeHeight - gap;
const plotWidth = width - left - right;
const highs = prices.map((item) => number(item.high));
const lows = prices.map((item) => number(item.low));
const highs = visible.map((item) => number(item.high));
const lows = visible.map((item) => number(item.low));
const maximum = Math.max(...highs);
const minimum = Math.min(...lows);
const range = Math.max(maximum - minimum, maximum * 0.01, 0.01);
const volumes = prices.map((item) => number(item.volume));
const volumes = visible.map((item) => number(item.volume));
const maxVolume = Math.max(...volumes, 1);
const priceY = (value) => top + (maximum - value) / range * (priceBottom - top);
const step = plotWidth / prices.length;
const step = plotWidth / visible.length;
const candleWidth = clamp(step * 0.62, 2, 8);
context.strokeStyle = palette.grid;
@@ -105,7 +119,7 @@ function drawPriceChart(prices) {
context.fillText((maximum - range * line / 4).toFixed(2), left - 5, y + 4);
}
prices.forEach((item, index) => {
visible.forEach((item, index) => {
const x = left + step * index + step / 2;
const color = drawCandlestick(context, x, item, priceY, candleWidth, palette);
const volumeBarHeight = number(item.volume) / maxVolume * volumeHeight;
@@ -117,10 +131,10 @@ function drawPriceChart(prices) {
context.textAlign = "center";
context.fillStyle = palette.axis;
const labelIndexes = [0, Math.floor((prices.length - 1) / 2), prices.length - 1];
const labelIndexes = [0, Math.floor((visible.length - 1) / 2), visible.length - 1];
labelIndexes.forEach((index) => {
const x = left + step * index + step / 2;
context.fillText(String(prices[index].trade_date).slice(5), x, height - 5);
context.fillText(String(visible[index].trade_date).slice(5), x, height - 5);
});
}
@@ -301,7 +315,7 @@ function drawIntradayPreviewChart(points, dailyPrices, referenceClose = 0) {
function drawDailyPreviewChart(prices) {
const { context, width, height, palette } = prepareStockPreviewCanvas();
const visible = prices.slice(-45);
const visible = visibleDailyPrices(prices);
const visibleStart = prices.length - visible.length;
const left = 45;
const right = 10;
+2 -2
View File
@@ -113,13 +113,13 @@ function renderEntityDetailMetrics(metrics) {
}
function drawEntityDetailChart(series, canvas = elements.entityDetailChart) {
const candles = (series || []).filter((item) => number(item.close) > 0).map((item) => {
const candles = visibleDailyPrices((series || []).filter((item) => number(item.close) > 0).map((item) => {
const close = number(item.close);
const open = number(item.open) || close;
const high = Math.max(number(item.high) || close, open, close);
const low = Math.min(number(item.low) || close, open, close);
return { ...item, open, high, low, close };
});
}));
if (!candles.length) {
clearEntityDetailChart("暂无日 K 数据", canvas);
return;
+2 -1
View File
@@ -367,7 +367,8 @@ function selectStockPreviewChart(chart) {
}
} else if ((payload.prices || []).length) {
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
setText("stockPreviewSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
const notice = String(payload.meta?.notice || "").trim();
setText("stockPreviewSource", dailyChartSourceLabel(payload.prices, notice));
drawDailyPreviewChart(payload.prices);
} else {
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
+25 -12
View File
@@ -20,17 +20,9 @@ async function openStock(code, fallback = null) {
setText("detailStreak", row.status === "涨停" ? streakLabel(row.streak) : row.status || "--");
setText("detailReason", row.reason || "--");
setText("detailSector", row.sector || "其他");
setText("detailFirst", row.first_time || "--");
setText("detailLast", row.last_time || "--");
setText("detailOpen", `${number(row.open_times)}`);
setText("detailTurnover", `${formatNumber(row.turnover_rate, 2)}%`);
setText("detailAmount", `${formatNumber(row.amount_billion, 2)} 亿`);
setText("detailSeal", `${formatNumber(row.seal_amount_million, 0)}`);
setStockBoardFields(row);
setText("chartSource", "正在加载行情");
setText("flowNet", "--");
setText("flowLarge", "--");
setText("flowMedium", "--");
setText("flowSmall", "--");
renderMoneyflow({});
document.querySelector("#reasonInput").value = row.reason || "";
document.querySelector("#stockNoteContent").value = "";
document.querySelector("#stockNotePlan").value = "";
@@ -48,11 +40,13 @@ async function openStock(code, fallback = null) {
setText("detailName", stock.name || row.name);
setText("detailPrice", formatNumber(stock.price || row.price, 2));
setText("detailChange", `${signed(stock.change ?? row.change)}%`);
setStockBoardFields({ ...row, ...stock });
renderMoneyflow(payload.moneyflow || {});
renderStockNotes(payload.notes || []);
updateWatchButton();
if (state.stockDetailChartMode === "daily") {
setText("chartSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
const notice = String(payload.meta?.notice || "").trim();
setText("chartSource", dailyChartSourceLabel(payload.prices, notice));
requestAnimationFrame(() => drawPriceChart(payload.prices || []));
}
} catch (error) {
@@ -69,7 +63,11 @@ async function selectStockDetailChart(mode) {
syncDetailChartButtons("stock", selected);
if (selected === "daily") {
const prices = state.stockDetail?.prices || [];
setText("chartSource", prices.length ? `日 K 行情 · ${prices.length} 个交易日` : "正在加载行情");
const notice = String(state.stockDetail?.meta?.notice || "").trim();
setText(
"chartSource",
prices.length ? dailyChartSourceLabel(prices, notice) : "正在加载行情",
);
if (prices.length) requestAnimationFrame(() => drawPriceChart(prices));
else clearPriceChart("正在加载日 K 数据");
return;
@@ -111,6 +109,21 @@ function renderStockDetailIntraday(payload) {
});
}
function setStockBoardFields(row) {
const firstTime = String(row.first_time || "").trim();
const lastTime = String(row.last_time || "").trim();
setText("detailFirst", firstTime && firstTime !== "--" ? firstTime : "--");
setText("detailLast", lastTime && lastTime !== "--" ? lastTime : "--");
setText("detailOpen", row.open_times === null || row.open_times === undefined || row.open_times === "" ? "--" : `${number(row.open_times)}`);
setText("detailTurnover", presentMetric(row.turnover_rate) ? `${formatNumber(row.turnover_rate, 2)}%` : "--");
setText("detailAmount", presentMetric(row.amount_billion) ? `${formatNumber(row.amount_billion, 2)} 亿` : "--");
setText("detailSeal", presentMetric(row.seal_amount_million) ? `${formatNumber(row.seal_amount_million, 0)}` : "--");
}
function presentMetric(value) {
return meaningfulNumber(value) && Number(value) !== 0;
}
function openActiveStockInHeaven() {
const code = state.activeStock?.code;
if (!/^\d{6}$/.test(String(code || ""))) return;
+11 -1
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@@ -408,8 +408,18 @@ async function saveReasonOverride(event) {
}
function renderMoneyflow(flow) {
for (const [id, value] of [["flowNet", flow.net_million], ["flowLarge", flow.large_million], ["flowMedium", flow.medium_million], ["flowSmall", flow.small_million]]) {
const payload = flow || {};
const available = payload.available !== false && [
payload.net_million, payload.large_million, payload.medium_million, payload.small_million,
].some((value) => value !== null && value !== undefined && value !== "");
for (const [id, value] of [["flowNet", payload.net_million], ["flowLarge", payload.large_million], ["flowMedium", payload.medium_million], ["flowSmall", payload.small_million]]) {
const element = document.getElementById(id);
if (!element) continue;
if (!available || value === null || value === undefined || value === "") {
element.textContent = "--";
element.className = "";
continue;
}
element.textContent = formatMoneyMillion(value);
element.className = changeClass(value);
}
+23 -8
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@@ -41,11 +41,10 @@ async function openAdminSettings(refreshOnly = false) {
const ifind = data.ifind || {};
const llm = payload.llm || {};
const membership = payload.membership || {};
status.textContent = `Tushare ${data.configured ? "已配置" : "未配置"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
status.textContent = `数据中枢 ${data.configured ? "已连接" : "未连接"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
status.classList.toggle("connected", Boolean(data.configured));
setText("systemDataStatus", data.background_refresh_enabled ? "后台刷新已启用" : "后台刷新已暂停");
document.querySelector("#systemTokenInput").value = "";
document.querySelector("#systemIfindTokenInput").value = "";
renderDatahubRouteStatus(data.datahub || {});
document.querySelector("#systemBackgroundRefresh").checked = Boolean(data.background_refresh_enabled);
document.querySelector("#memberDailyLimit").value = number(membership.member_daily_limit) || 50;
renderModelPool(llm.models || [], llm.primary_model_id || "", llm.fallback_model_id || "");
@@ -55,6 +54,26 @@ async function openAdminSettings(refreshOnly = false) {
}
}
function renderDatahubRouteStatus(hub) {
const box = document.querySelector("#datahubRouteStatus");
if (!box) return;
const label = box.querySelector("span");
const enabled = number(hub.enabled_reads);
const total = number(hub.total_reads) || enabled;
const fallbacks = hub.fallback_labels || [];
if (fallbacks.length) {
box.dataset.tone = "warning";
if (label) label.textContent = `数据中枢主线路 ${enabled}/${total} · 备用 ${fallbacks.length} 类:${fallbacks.join("、")}`;
return;
}
box.dataset.tone = hub.configured ? "success" : "idle";
if (label) {
label.textContent = hub.configured
? `数据中枢主线路 ${enabled}/${total},当前无备用`
: "数据中枢未配置,网站只保留已有真实快照";
}
}
function selectAdminPanel(panel) {
const selected = ["market", "models", "members"].includes(panel) ? panel : "market";
document.querySelector("#adminSectionSelect").value = selected;
@@ -184,13 +203,9 @@ async function saveMarketSettings(event) {
button.disabled = true;
try {
await apiRequest("/api/admin/settings", "POST", {
tushare_token: document.querySelector("#systemTokenInput").value.trim(),
ifind_refresh_token: document.querySelector("#systemIfindTokenInput").value.trim(),
background_refresh_enabled: document.querySelector("#systemBackgroundRefresh").checked,
});
document.querySelector("#systemTokenInput").value = "";
document.querySelector("#systemIfindTokenInput").value = "";
showToast("行情配置已保存");
showToast("行情刷新设置已保存");
await openAdminSettings(true);
} catch (error) {
showToast(error.message || "系统配置保存失败");
+3
View File
@@ -62,6 +62,9 @@
try {
response = await fetch(url, requestOptions(method, body, options.signal));
} catch (error) {
if (error?.name === "AbortError") {
throw new ApiError("请求已取消或超时", 0, { aborted: true });
}
throw new ApiError(readableRequestError(error), 0, null);
}
const payload = await parseJson(response);
+54 -7
View File
@@ -66,11 +66,18 @@ async function startAdminRefresh() {
const requestedCompact = requestedDate.replaceAll("-", "");
const actualCompact = actualDate.replaceAll("-", "");
const updated = formatTimestamp(meta.updated_at);
if (actualCompact !== requestedCompact || meta.carried_forward) {
const reason = meta.notice ? `${meta.notice}` : "";
setAdminRefreshStatus("warning", `刷新已完成,但没有获取 ${requestedDate}最新行情;当前仍是 ${actualDate || "未知日期"}${reason}`, "triangle-alert");
showToast("刷新完成,但未获取到所选日期的最新行情");
} else if (meta.notice) {
const freshness = dashboardFreshnessMessage(meta);
if (meta.realtime && actualCompact === requestedCompact && !meta.carried_forward) {
setAdminRefreshStatus("success", `刷新成功:已获取 ${actualDate}盘中行情,更新时间 ${updated}`, "circle-check");
showToast(`刷新成功:已获取 ${actualDate} 的盘中行情`);
return;
}
if (freshness || actualCompact !== requestedCompact || meta.carried_forward || meta.limit_data_source === "derived") {
setAdminRefreshStatus("warning", freshness || `部分正式数据尚未到齐,当前展示 ${actualDate || "最近可用数据"}`, "triangle-alert");
setStatus(freshness || "部分正式数据尚未到齐,当前展示最近可用数据");
return;
}
if (meta.notice) {
setAdminRefreshStatus("warning", `已刷新到 ${actualDate}${updated}),但数据源提示:${meta.notice}`, "triangle-alert");
showToast(`已刷新到 ${actualDate},请留意数据源提示`);
} else {
@@ -105,6 +112,37 @@ async function waitForAdminRefresh(jobKey) {
throw new Error("刷新等待超时,请稍后重试");
}
let dashboardCatchupTimer = 0;
function chineseMonthDay(value) {
const compact = String(value || "").replaceAll("-", "").replaceAll("/", "");
if (!/^\d{8}/.test(compact)) return "";
return `${Number(compact.slice(4, 6))}${Number(compact.slice(6, 8))}`;
}
function dashboardFreshnessMessage(meta = {}) {
if (meta.display_notice) return String(meta.display_notice);
const requested = String(meta.requested_date || "").replaceAll("-", "");
const actual = String(meta.trade_date || "").replaceAll("-", "");
const shown = chineseMonthDay(actual);
if (meta.data_status === "preparing" || (meta.carried_forward && actual && requested && actual !== requested)) {
return shown ? `今日数据正在准备,当前展示 ${shown}` : "今日数据正在准备,当前展示最近可用数据";
}
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
}
return "";
}
function scheduleDashboardCatchup(meta = {}) {
window.clearTimeout(dashboardCatchupTimer);
const status = String(meta.data_status || "");
if (status !== "preparing" && status !== "partial") return;
dashboardCatchupTimer = window.setTimeout(() => {
loadDashboard(false, true, false);
}, 60000);
}
function applyDashboard(payload, background = false) {
state.dashboard = payload;
const selectedDate = payload.meta.requested_date || payload.meta.trade_date;
@@ -112,7 +150,11 @@ function applyDashboard(payload, background = false) {
document.querySelector("#qiObservationDate").value = selectedDate;
document.querySelector("#journalDate").value = selectedDate;
renderDashboard();
setStatus(`${dashboardSourceLabel(payload.meta)} · 数据已更新`);
const freshness = dashboardFreshnessMessage(payload.meta || {});
setStatus(freshness || `${dashboardSourceLabel(payload.meta)} · 数据已更新`);
const updatedAt = document.querySelector("#updatedAt");
if (updatedAt) updatedAt.dataset.tone = freshness ? "warning" : "ok";
scheduleDashboardCatchup(payload.meta || {});
if (!background) {
if (state.activeView === "dragonView") loadDragonTiger();
if (state.activeView === "screenerView") loadScreenerSetup();
@@ -180,7 +222,12 @@ function renderDashboard() {
}
}
updateSentimentGauge(overview.sentiment_score);
setText("updatedAt", `${dashboardSourceLabel(meta)} · 更新 ${formatTimestamp(meta.updated_at)}`);
const freshness = dashboardFreshnessMessage(meta);
setText("updatedAt", freshness
? freshness
: `${dashboardSourceLabel(meta)} · 更新 ${formatTimestamp(meta.updated_at)}`);
const updatedAt = document.querySelector("#updatedAt");
if (updatedAt) updatedAt.dataset.tone = freshness ? "warning" : "ok";
renderLimitTable();
renderLadderMini(ladders || []);
+4
View File
@@ -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;
+436 -7
View File
@@ -1,23 +1,452 @@
from __future__ import annotations
import copy
import threading
import unittest
from datetime import date, datetime, timedelta, timezone, time as dt_time
from unittest.mock import patch
from pathlib import Path
from backend.jobs.service import _verified_dashboard_result
from backend.features.market.service import MarketServiceMixin
from backend.jobs.refresh import (
dashboard_has_usable_data,
official_catchup_due,
verified_dashboard_result,
)
from backend.data.providers.tushare_transport import TushareError
class AdminRefreshStatusTests(unittest.TestCase):
def test_carried_snapshot_is_reported_as_failed_job(self):
result = _verified_dashboard_result(
{"meta": {"carried_forward": True, "notice": "官方涨跌停数据尚未返回"}}
def test_carried_snapshot_is_usable_not_failed_job(self):
result = verified_dashboard_result(
{
"meta": {
"trade_date": "2026-09-01",
"requested_date": "2026-09-02",
"carried_forward": True,
"notice": "今日数据正在准备,当前展示 9 月 1 日",
"data_status": "preparing",
},
"overview": {"limit_up_count": 12},
}
)
self.assertEqual(result["status"], "failed")
self.assertEqual(result["error"], "官方涨跌停数据尚未返回")
self.assertNotEqual(result.get("status"), "failed")
self.assertEqual(result["meta"]["data_status"], "preparing")
self.assertTrue(dashboard_has_usable_data(result))
def test_derived_limit_snapshot_is_usable_not_failed_job(self):
dashboard = {
"meta": {
"trade_date": "2026-09-02",
"limit_data_source": "derived",
"notice": "涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
"data_status": "partial",
},
"overview": {"limit_up_count": 8},
}
self.assertIs(verified_dashboard_result(dashboard), dashboard)
def test_current_snapshot_is_reported_as_successful_job(self):
dashboard = {"meta": {"trade_date": "2026-08-28", "carried_forward": False}}
self.assertIs(_verified_dashboard_result(dashboard), dashboard)
self.assertIs(verified_dashboard_result(dashboard), dashboard)
def test_empty_payload_is_still_failed(self):
result = verified_dashboard_result({"meta": {}, "overview": {}})
self.assertEqual(result["status"], "failed")
class FakeSyncDatabase:
def __init__(self, latest=None):
self.latest = latest
self.saved = []
self.finished = []
def start_sync(self, *_args, **_kwargs):
return 1
def save_snapshot(self, trade_date, source, payload):
self.saved.append((trade_date, source, copy.deepcopy(payload)))
def save_data_snapshot(self, *_args, **_kwargs):
return None
def finish_sync(self, *args, **kwargs):
self.finished.append((args, kwargs))
def get_latest_real_snapshot(self, *_args, **_kwargs):
return copy.deepcopy(self.latest)
def get_snapshot(self, *_args, **_kwargs):
return None
def get_data_snapshot(self, *_args, **_kwargs):
return None
def reason_overrides(self, *_args, **_kwargs):
return {}
class FakeDerivedClient:
def dashboard(self, trade_date: str):
return {
"meta": {
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
"limit_data_source": "derived",
"notice": "涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
},
"overview": {"limit_up_count": 3},
"limits": [{"code": "000001"}],
"broken": [],
"down_limits": [],
"yesterday_limits": [],
}
SHANGHAI = timezone(timedelta(hours=8))
TRADE_DAY = date(2026, 9, 8)
def at_clock(hour: int, minute: int, day: date = TRADE_DAY) -> datetime:
return datetime(day.year, day.month, day.day, hour, minute, tzinfo=SHANGHAI)
class FakeMissingDailyClient:
def __init__(self, open_today: bool = True):
self.open_today = open_today
def dashboard(self, trade_date: str):
raise TushareError(f"No daily data returned for {trade_date}")
def resolve_trade_context(self, requested: str):
if self.open_today:
return requested, "20260907"
return "20260907", "20260904"
class FakeRealtimeTodayClient:
def dashboard(self, trade_date: str):
return {
"meta": {
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
"realtime": True,
"mode": "realtime",
"market_status": "trading",
"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
},
"overview": {"limit_up_count": 15},
"limits": [{"code": "000001"}],
"broken": [],
"down_limits": [],
"yesterday_limits": [],
}
def resolve_trade_context(self, requested: str):
return requested, "20260907"
class FakeFreeRealtimeTodayClient:
def dashboard(self, trade_date: str):
return {
"meta": {
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
"realtime": True,
"mode": "realtime",
"quote_source": "eastmoney_clist",
"source": "eastmoney",
"market_status": "trading",
"notice": "盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
"indices": [{"code": "000001", "price": 3800.1, "change": 0.5}],
},
"overview": {"limit_up_count": 18, "up_count": 2100, "amount_billion": 12345.6},
"limits": [{"code": "000001"}],
"broken": [],
"down_limits": [],
"yesterday_limits": [],
}
def resolve_trade_context(self, requested: str):
return requested, "20260907"
class SyncHarness(MarketServiceMixin):
def __init__(self, client, latest=None, clock=None):
self.configured = True
self.sync_lock = threading.Lock()
self.database = FakeSyncDatabase(latest)
self._client = client
self.current_user_id = 1
self.clock = clock
def _tushare_client(self):
return self._client
def _enrich_dashboard_sentiment(self, dashboard, _trade_date):
return dashboard
def _apply_reason_overrides(self, dashboard):
return dashboard
class DashboardFreshnessTests(unittest.TestCase):
def test_derived_limits_are_kept_as_partial_success(self):
today = date.today().strftime("%Y%m%d")
harness = SyncHarness(FakeDerivedClient())
payload = harness.sync_dashboard(today)
meta = payload["meta"]
self.assertEqual(meta["limit_data_source"], "derived")
self.assertEqual(meta["data_status"], "partial")
self.assertFalse(meta.get("carried_forward"))
self.assertIn("日线数据推算", meta["display_notice"])
self.assertEqual(harness.database.finished[0][0][1], "success")
self.assertEqual(verified_dashboard_result(payload), payload)
def test_intraday_refresh_keeps_today_and_does_not_fall_back_to_yesterday(self):
today = TRADE_DAY.strftime("%Y%m%d")
latest = {
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
"overview": {"limit_up_count": 20},
}
harness = SyncHarness(
FakeRealtimeTodayClient(),
latest,
clock=lambda: at_clock(10, 5),
)
payload = harness.sync_dashboard(today)
meta = payload["meta"]
self.assertFalse(meta.get("carried_forward"))
self.assertTrue(meta["realtime"])
self.assertEqual(meta["data_status"], "intraday")
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
self.assertNotIn("今日数据正在准备", meta.get("display_notice") or "")
self.assertEqual(harness.database.saved[0][0], today)
def test_intraday_free_source_keeps_today_and_indices(self):
today = TRADE_DAY.strftime("%Y%m%d")
latest = {
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
"overview": {"limit_up_count": 20},
}
harness = SyncHarness(
FakeFreeRealtimeTodayClient(),
latest,
clock=lambda: at_clock(10, 5),
)
payload = harness.sync_dashboard(today)
meta = payload["meta"]
self.assertFalse(meta.get("carried_forward"))
self.assertTrue(meta["realtime"])
self.assertEqual(meta["data_status"], "intraday")
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
self.assertEqual(meta["quote_source"], "eastmoney_clist")
self.assertEqual(payload["overview"]["amount_billion"], 12345.6)
self.assertEqual(meta["indices"][0]["price"], 3800.1)
self.assertEqual(harness.database.saved[0][0], today)
def test_intraday_missing_quotes_do_not_carry_yesterday(self):
today = TRADE_DAY.strftime("%Y%m%d")
latest = {
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
"overview": {"limit_up_count": 20},
}
harness = SyncHarness(
FakeMissingDailyClient(),
latest,
clock=lambda: at_clock(10, 5),
)
with self.assertRaises(ValueError) as ctx:
harness.sync_dashboard(today)
self.assertIn("当天盘中行情", str(ctx.exception))
self.assertFalse(harness.database.saved)
def test_intraday_keeps_existing_today_snapshot_when_refresh_fails(self):
today = TRADE_DAY.strftime("%Y%m%d")
existing = {
"meta": {
"trade_date": "2026-09-08",
"realtime": True,
"mode": "realtime",
"source": "tushare",
},
"overview": {"limit_up_count": 11},
"limits": [{"code": "600000"}],
"broken": [],
"down_limits": [],
"yesterday_limits": [],
}
harness = SyncHarness(
FakeMissingDailyClient(),
clock=lambda: at_clock(10, 5),
)
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(existing)
payload = harness.sync_dashboard(today)
meta = payload["meta"]
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
self.assertTrue(meta["realtime"])
self.assertEqual(meta["data_status"], "intraday")
self.assertFalse(meta.get("carried_forward"))
def test_lunch_and_after_hours_keep_today_until_official_arrives(self):
today = TRADE_DAY.strftime("%Y%m%d")
for clock in (lambda: at_clock(12, 0), lambda: at_clock(16, 10)):
harness = SyncHarness(
FakeRealtimeTodayClient(),
clock=clock,
)
payload = harness.sync_dashboard(today)
self.assertEqual(str(payload["meta"]["trade_date"]).replace("-", ""), today)
self.assertFalse(payload["meta"].get("carried_forward"))
def test_preopen_and_weekend_still_carry_last_session(self):
latest = {
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
"overview": {"limit_up_count": 20},
}
preopen = SyncHarness(
FakeMissingDailyClient(),
latest,
clock=lambda: at_clock(8, 30),
)
preopen_payload = preopen.sync_dashboard(TRADE_DAY.strftime("%Y%m%d"))
self.assertTrue(preopen_payload["meta"]["carried_forward"])
self.assertEqual(preopen_payload["meta"]["data_status"], "preparing")
self.assertIn("今日数据正在准备,当前展示", preopen_payload["meta"]["display_notice"])
weekend = SyncHarness(
FakeMissingDailyClient(open_today=False),
latest,
clock=lambda: at_clock(10, 5, date(2026, 9, 5)),
)
weekend_payload = weekend.sync_dashboard("20260905")
self.assertTrue(weekend_payload["meta"]["carried_forward"])
def test_history_date_still_uses_official_or_preparing_notice(self):
latest = {
"meta": {"trade_date": "2026-09-01", "source": "tushare"},
"overview": {"limit_up_count": 8},
}
harness = SyncHarness(
FakeMissingDailyClient(),
latest,
clock=lambda: at_clock(10, 5),
)
payload = harness.sync_dashboard("20260902")
self.assertTrue(payload["meta"]["carried_forward"])
self.assertIn("所选日期数据尚未到齐", payload["meta"]["display_notice"])
def test_carried_today_snapshot_is_retried_immediately_in_session(self):
today = TRADE_DAY.strftime("%Y%m%d")
snapshot = {
"meta": {
"source": "tushare",
"trade_date": "2026-09-07",
"carried_forward": True,
"requested_date": "2026-09-08",
"updated_at": at_clock(10, 0).isoformat(),
},
"overview": {"limit_up_count": 1},
}
harness = SyncHarness(
FakeRealtimeTodayClient(),
clock=lambda: at_clock(10, 5),
)
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(snapshot)
payload = harness.get_dashboard(today)
self.assertEqual(str(payload["meta"]["trade_date"]).replace("-", ""), today)
self.assertEqual(payload["meta"]["data_status"], "intraday")
self.assertTrue(harness.database.saved)
def test_weekend_carry_is_not_labeled_as_preparing(self):
snapshot = {
"meta": {"trade_date": "2026-07-24", "source": "tushare", "updated_at": "2026-07-24T15:00:00+08:00"},
"overview": {"limit_up_count": 1},
}
harness = SyncHarness(FakeMissingDailyClient())
carried = harness._carry_dashboard(snapshot, "20260725", "非交易日沿用最近交易日收盘行情")
self.assertEqual(carried["meta"]["data_status"], "carried")
self.assertIn("非交易日", carried["meta"]["display_notice"])
def test_stale_derived_snapshot_is_retried(self):
today = date.today().strftime("%Y%m%d")
old = datetime.now(timezone.utc) - timedelta(minutes=5)
snapshot = {
"meta": {
"source": "tushare",
"trade_date": f"{today[:4]}-{today[4:6]}-{today[6:8]}",
"limit_data_source": "derived",
"updated_at": old.isoformat(),
},
"overview": {"limit_up_count": 1},
}
harness = SyncHarness(FakeDerivedClient())
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(snapshot)
payload = harness.get_dashboard(today)
self.assertEqual(payload["meta"]["data_status"], "partial")
self.assertTrue(harness.database.saved)
def test_official_catchup_skips_complete_today_snapshot(self):
today = date.today().strftime("%Y%m%d")
iso = f"{today[:4]}-{today[4:6]}-{today[6:8]}"
due = official_catchup_due(
today,
{"meta": {"trade_date": iso, "limit_data_source": "official"}},
)
derived_due = official_catchup_due(
today,
{"meta": {"trade_date": iso, "limit_data_source": "derived"}},
)
now = datetime.now().astimezone().time().replace(tzinfo=None)
if dt_time(15, 5) <= now < dt_time(22, 0):
self.assertFalse(due)
self.assertTrue(derived_due)
else:
self.assertFalse(due)
self.assertFalse(derived_due)
def test_official_catchup_is_due_for_intraday_snapshot_after_close(self):
today = TRADE_DAY.strftime("%Y%m%d")
snapshot = {
"meta": {
"trade_date": "2026-09-08",
"realtime": True,
"mode": "realtime",
}
}
with patch("backend.jobs.refresh.datetime") as mocked:
mocked.now.return_value = at_clock(16, 10)
mocked.strptime = datetime.strptime
self.assertTrue(official_catchup_due(today, snapshot))
official = {
"meta": {
"trade_date": "2026-09-08",
"limit_data_source": "official",
"realtime": False,
}
}
self.assertFalse(official_catchup_due(today, official))
class FrontendRefreshCopyTests(unittest.TestCase):
def test_dashboard_script_distinguishes_partial_from_failure(self):
script = (Path(__file__).resolve().parents[1] / "frontend" / "shared" / "dashboard.js").read_text(encoding="utf-8")
self.assertIn("今日数据正在准备,当前展示", script)
self.assertIn("部分正式数据尚未到齐", script)
self.assertIn("盘中行情", script)
self.assertIn("meta.realtime && actualCompact === requestedCompact", script)
self.assertIn('job.status === "failed"', script)
failed_block = script.split("if (job.status === \"failed\")", 1)[1].split("const query", 1)[0]
self.assertIn("后台刷新失败", failed_block)
success_block = script.split("const freshness = dashboardFreshnessMessage(meta);", 1)[1]
self.assertNotIn("后台刷新失败", success_block.split("} else {", 1)[0])
if __name__ == "__main__":
+6 -5
View File
@@ -10,7 +10,7 @@ from database import ReviewDatabase
class BootstrapContainerTests(unittest.TestCase):
def test_environment_credentials_preserve_legacy_model_fallbacks(self) -> None:
def test_environment_credentials_exclude_provider_secrets_and_preserve_llm_fallbacks(self) -> None:
result = environment_credentials(
{
"TUSHARE_TOKEN": " tushare ",
@@ -20,8 +20,8 @@ class BootstrapContainerTests(unittest.TestCase):
"LLM_MODEL": "legacy-model",
}
)
self.assertEqual(result["tushare_token"], "tushare")
self.assertEqual(result["ifind_refresh_token"], "refresh")
self.assertNotIn("tushare_token", result)
self.assertNotIn("ifind_refresh_token", result)
self.assertEqual(result["platform_llm_primary_api_key"], "legacy-key")
self.assertEqual(result["platform_llm_primary_base_url"], "https://legacy.example/v1")
self.assertEqual(result["platform_llm_primary_model"], "legacy-model")
@@ -45,8 +45,9 @@ class BootstrapContainerTests(unittest.TestCase):
self.assertIs(container.strategy_tracking.repository.database, database)
self.assertIs(container.alert_service.repository.database, database)
self.assertIs(container.trade_journal.repository.database, database)
self.assertIs(container.chart_data.ifind, container.ifind)
self.assertTrue(container.ifind.configured)
self.assertIs(container.ifind, container.data_gateway.ifind)
self.assertIs(container.chart_data.datahub, container.data_gateway.datahub)
self.assertIsNone(container.chart_data.ifind)
if __name__ == "__main__":
+34
View File
@@ -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()
+165 -1
View File
@@ -2,7 +2,7 @@ from __future__ import annotations
import unittest
from backend.features.market.charts import ChartDataError, EastmoneyChartClient
from backend.features.market.charts import ChartDataError, EastmoneyChartClient, HIS_TRENDS_URL, MarketChartClient, TRENDS_URL
from server import DashboardService
@@ -72,6 +72,170 @@ class ChartDataProviderTests(unittest.TestCase):
self.client.stock_intraday("abc")
class LookbackChartClient(EastmoneyChartClient):
def __init__(self) -> None:
super().__init__(cache_ttl_seconds=20)
self.requests: list[tuple[str, dict[str, str]]] = []
def _request_json(self, url, params, referer):
self.requests.append((url, params))
if url == TRENDS_URL and params.get("ndays") == "1":
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
if url == TRENDS_URL and params.get("ndays") == "5":
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
if url == HIS_TRENDS_URL:
return {
"data": {
"code": "601318",
"name": "中国平安",
"preClose": 55.8,
"trends": [
"2026-09-07 09:30,55.80,55.90,56.00,55.70,100,5580.00,55.900",
"2026-09-07 15:00,56.10,56.20,56.30,56.00,200,11240.00,56.150",
"2026-09-08 09:30,0,0,0,0,0,0.00,0",
],
}
}
raise ChartDataError("unexpected url")
class ChartLookbackTests(unittest.TestCase):
def setUp(self) -> None:
EastmoneyChartClient._cache.clear()
self.client = LookbackChartClient()
def test_empty_today_falls_back_to_latest_available_session(self):
payload = self.client.stock_intraday("601318")
urls = [url for url, _ in self.client.requests]
self.assertEqual(urls[0], TRENDS_URL)
self.assertEqual(self.client.requests[0][1]["ndays"], "1")
self.assertEqual(urls[1], TRENDS_URL)
self.assertEqual(self.client.requests[1][1]["ndays"], "5")
self.assertEqual(urls[2], HIS_TRENDS_URL)
self.assertEqual(payload["trade_date"], "2026-09-07")
self.assertEqual([point["time"] for point in payload["points"]], ["09:30", "15:00"])
self.assertEqual(payload["points"][0]["close"], 55.9)
def test_delay_multiday_can_recover_without_his(self):
class DelayFive(EastmoneyChartClient):
def __init__(self):
super().__init__(cache_ttl_seconds=20)
self.requests = []
def _request_json(self, url, params, referer):
self.requests.append((url, params))
if params.get("ndays") == "1":
return {"data": {"code": "000001", "name": "平安银行", "preClose": 11.7, "trends": []}}
return {
"data": {
"code": "000001",
"name": "平安银行",
"preClose": 11.5,
"trends": [
"2026-09-07 09:30,11.50,11.60,11.70,11.40,100,1160.00,11.600",
"2026-09-07 15:00,11.70,11.80,11.90,11.60,200,2360.00,11.750",
],
}
}
EastmoneyChartClient._cache.clear()
client = DelayFive()
payload = client.stock_intraday("000001")
self.assertEqual(payload["trade_date"], "2026-09-07")
self.assertEqual(len(payload["points"]), 2)
self.assertEqual([url for url, _ in client.requests], [TRENDS_URL, TRENDS_URL])
def test_sh_sz_cyb_codes_use_correct_secid(self):
for code, secid in (("601318", "1.601318"), ("000001", "0.000001"), ("300750", "0.300750")):
EastmoneyChartClient._cache.clear()
client = LookbackChartClient()
client.stock_intraday(code)
self.assertEqual(client.requests[0][1]["secid"], secid)
class FakeHub:
def __init__(self, chart=None, error=None, daily=None):
self.chart = chart
self.error = error
self.daily = daily
self.calls: list[str] = []
self.legacy: list[str] = []
def try_intraday(self, code):
self.calls.append(code)
if self.error:
raise self.error
return self.chart
def try_daily_chart(self, code, end_date, limit=90, dataset="daily"):
self.calls.append(f"{dataset}:{code}")
if self.error:
raise self.error
return self.daily
def record_legacy(self, dataset, source="", error=""):
self.legacy.append(dataset)
class DatahubChartFallbackTests(unittest.TestCase):
def setUp(self) -> None:
EastmoneyChartClient._cache.clear()
def test_datahub_success_skips_old_channel(self):
hub = FakeHub(
{
"entity_type": "stock",
"identifier": "601318",
"name": "中国平安",
"code": "601318",
"trade_date": "2026-09-08",
"previous_close": 56.36,
"points": [{"date": "2026-09-08", "time": "09:30", "close": 56.5, "average": 56.4}],
"source": "datahub",
}
)
fallback = LookbackChartClient()
client = MarketChartClient(hub)
payload = client.stock_intraday("601318")
self.assertEqual(payload["source"], "datahub")
self.assertEqual(hub.calls, ["601318"])
self.assertEqual(fallback.requests, [])
def test_datahub_timeout_or_empty_does_not_use_old_channel(self):
fallback = LookbackChartClient()
for hub in (
FakeHub(chart=None),
FakeHub(error=RuntimeError("timeout")),
FakeHub(error=RuntimeError("datahub exploded")),
FakeHub(chart={"points": []}),
):
EastmoneyChartClient._cache.clear()
fallback.requests.clear()
client = MarketChartClient(hub)
with self.assertRaises(ChartDataError):
client.stock_intraday("000001")
self.assertEqual(fallback.requests, [])
def test_datahub_daily_skips_ifind(self):
hub = FakeHub(
daily=[
{
"trade_date": "2026-09-07",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 1000,
"amount_billion": 0.02,
}
]
)
client = MarketChartClient(hub)
rows = client.stock_daily("600000", "20260907")
self.assertEqual(rows[-1]["trade_date"], "2026-09-07")
self.assertIn("daily:600000", hub.calls)
class ChartServiceStub:
@staticmethod
def _payload(code: str, name: str):
+41 -15
View File
@@ -12,6 +12,7 @@ from backend.data import (
QualityEvidence,
build_data_gateway,
)
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
from backend.data.quality import market_timezone
@@ -35,16 +36,30 @@ class DataGatewayTests(unittest.TestCase):
with self.assertRaises(DataPolicyError):
policy.assert_allowed("market.level2", "unresolved", "display")
def test_gateway_uses_live_token_supplier_and_shared_ifind(self) -> None:
token = {"value": "first"}
gateway = build_data_gateway(
{"ifind_refresh_token": "refresh", "ifind_access_token": "access"},
lambda: token["value"],
def test_gateway_uses_hub_facade_and_proxies(self) -> None:
settings = DatahubSettings(
base_url="http://127.0.0.1:8766",
token="hub-token",
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
)
self.assertEqual(gateway.tushare().token, "first")
token["value"] = "second"
self.assertEqual(gateway.tushare().token, "second")
self.assertIs(gateway.chart_data.ifind, gateway.ifind)
gateway = build_data_gateway(
{},
datahub_settings=settings,
)
client = gateway.tushare()
self.assertEqual(client.token, "datahub")
self.assertIsNone(client.realtime_aggregator)
self.assertFalse(hasattr(client, "_legacy"))
self.assertIs(gateway.ifind, gateway.ifind_provider.client)
self.assertIs(gateway.chart_data.datahub, gateway.datahub)
self.assertIsNone(gateway.chart_data.ifind)
from backend.data.datahub.bridge import DatahubAwareTushareClient
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
self.assertIsInstance(client, DatahubAwareTushareClient)
self.assertIsInstance(gateway.ifind, HubIfindProxy)
self.assertIsInstance(gateway.realtime_observer, HubRealtimeProxy)
def test_server_has_no_direct_runtime_tushare_construction(self) -> None:
source = (
@@ -54,21 +69,29 @@ class DataGatewayTests(unittest.TestCase):
/ "market"
/ "service.py"
).read_text(encoding="utf-8")
self.assertEqual(source.count("TushareClient(self.token)"), 1)
self.assertNotIn("TushareClient(self.token)", source)
self.assertIn("return gateway.tushare()", source)
def test_provider_construction_has_unique_declared_owners(self) -> None:
root = Path(__file__).resolve().parents[1]
owners = {
"EastmoneyChartClient": {"backend/data/gateway.py"},
"IfindHttpClient": {"backend/data/gateway.py"},
"IfindProvider": {"backend/data/gateway.py"},
"MarketChartClient": {"backend/data/gateway.py"},
"TushareClient": {"backend/features/market/service.py"},
"TushareProvider": {"backend/data/gateway.py"},
"WebRealtimeAggregator": {"backend/data/gateway.py"},
"TushareClient": set(),
"DatahubClient": {"backend/data/gateway.py"},
"DatahubAwareTushareClient": {"backend/data/gateway.py"},
"DatahubBridge": {"backend/data/gateway.py"},
"HubIfindProxy": {"backend/data/gateway.py"},
"HubRealtimeProxy": {"backend/data/gateway.py"},
}
found = {name: set() for name in owners}
forbidden = {
"IfindHttpClient": set(),
"EastmoneyChartClient": set(),
"WebRealtimeAggregator": set(),
"TushareProvider": set(),
}
found_forbidden = {name: set() for name in forbidden}
for path in (root / "backend").rglob("*.py"):
relative = path.relative_to(root).as_posix()
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
@@ -78,7 +101,10 @@ class DataGatewayTests(unittest.TestCase):
name = getattr(node.func, "id", None) or getattr(node.func, "attr", None)
if name in found:
found[name].add(relative)
if name in found_forbidden:
found_forbidden[name].add(relative)
self.assertEqual(found, owners)
self.assertEqual(found_forbidden, forbidden)
provider_source = (root / "backend/data/providers/tushare.py").read_text(
encoding="utf-8"
)
+611
View File
@@ -0,0 +1,611 @@
from __future__ import annotations
import ast
import json
import unittest
from pathlib import Path
from typing import Any
from backend.data import build_data_gateway
from backend.data.datahub.bridge import DatahubAwareTushareClient, DatahubBridge, looks_like_heaven
from backend.data.datahub.client import DatahubClient, DatahubResponse
from backend.data.datahub.compare import compare_rows
from backend.data.datahub.errors import DatahubError
from backend.data.datahub.native import to_canonical_row, to_native_row
from backend.data.datahub.route_state import LEDGER
from backend.data.providers.tushare_transport import TushareError
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
ROOT = Path(__file__).resolve().parents[1]
TOKEN = "super-secret-datahub-token"
LEGACY_DAILY = {
"ts_code": "600000.SH",
"trade_date": "20240902",
"open": 10.11,
"high": 10.25,
"low": 10.01,
"close": 10.20,
"pct_chg": 1.2345,
"vol": 1000.0,
"amount": 2000.0,
}
HUB_DAILY = {
"ts_code": "600000.SH",
"trade_date": "20240902",
"open": 10.11,
"high": 10.25,
"low": 10.01,
"close": 10.20,
"pct_chg": 1.2345,
"volume": 100000.0,
"amount": 2000000.0,
}
class FakeLegacy:
def __init__(self, rows: list[dict[str, Any]] | Exception | None = None) -> None:
self.token = "legacy-token"
self.timeout = 30
self.rows = [] if rows is None else rows
self.calls: list[tuple[str, dict[str, Any] | None, str]] = []
def query(self, api_name: str, params: dict[str, Any] | None = None, fields: str = "") -> list[dict[str, Any]]:
self.calls.append((api_name, params, fields))
if isinstance(self.rows, Exception):
raise self.rows
return [dict(row) for row in self.rows]
class FakeClient(DatahubClient):
def __init__(self, error: DatahubError | None = None, response: DatahubResponse | None = None) -> None:
super().__init__(DatahubSettings(base_url="http://127.0.0.1:9", token=TOKEN))
self.error = error
self.response = response or DatahubResponse(
data=[dict(HUB_DAILY)],
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
)
self.paths: list[str] = []
self.calls: list[tuple[str, dict[str, Any]]] = []
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
return self._record(path, params)
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
return self._record(path, body)
def _record(self, path: str, payload: dict[str, Any] | None) -> DatahubResponse:
self.paths.append(path)
self.calls.append((path, {key: value for key, value in (payload or {}).items()}))
packed = json.dumps(payload or {})
if TOKEN in packed or TOKEN in path:
raise AssertionError("token leaked into url")
if self.error:
raise self.error
return self.response
def flags(**enabled: tuple[bool, bool]) -> DatahubSettings:
datasets = {name: DatasetFlags(name) for name in DATASETS}
for name, pair in enabled.items():
datasets[name] = DatasetFlags(name, read=pair[0], shadow=pair[1])
return DatahubSettings(base_url="http://127.0.0.1:9", token=TOKEN, datasets=datasets)
class DatahubBridgeTests(unittest.TestCase):
def setUp(self) -> None:
LEDGER.clear()
def test_default_config_enables_official_reads(self) -> None:
settings = DatahubSettings.load(environ={}, credentials={})
self.assertTrue(settings.any_enabled())
self.assertTrue(all(settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
client = FakeClient()
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, client))
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,vol,amount")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(client.paths, ["/v1/bars/daily"])
self.assertEqual(legacy.calls, [])
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
def test_each_dataset_has_independent_read_flag(self) -> None:
settings = flags(daily=(True, False), auction=(False, False))
self.assertTrue(settings.flags("daily").read)
self.assertFalse(settings.flags("auction").read)
self.assertFalse(any(settings.flags(name).read for name in DATASETS if name != "daily"))
source = (ROOT / "config" / "datahub.config.json").read_text(encoding="utf-8")
self.assertNotIn("master", source)
self.assertNotIn("DATAHUB_READ_ALL", source)
compose = (ROOT / "compose.yaml").read_text(encoding="utf-8")
for env_key in (
"CALENDAR", "STOCKS", "DAILY", "INDEX_DAILY", "VALUATION", "MONEYFLOW",
"AUCTION", "LIMIT_EVENTS", "POPULARITY", "DRAGON_TIGER", "SECTOR_DAILY",
"QUOTES", "INDEX_QUOTES", "INTRADAY", "STATUS",
):
self.assertIn(f'DATAHUB_READ_{env_key}: "1"', compose)
def test_read_flag_replaces_only_that_dataset_and_converts_units(self) -> None:
shadows: list[dict[str, Any]] = []
client = FakeClient()
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(
legacy,
DatahubBridge(flags(daily=(True, False)), client, shadow_sink=shadows.append),
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,vol,amount")
self.assertEqual(rows[0]["vol"], 1000.0)
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(legacy.calls, [])
self.assertEqual(client.paths, ["/v1/bars/daily"])
calendar_legacy = FakeLegacy([{"cal_date": "20240902", "is_open": 1}])
calendar_client = FakeClient(
response=DatahubResponse(
data=[{"cal_date": "20240902", "is_open": 1, "pretrade_date": "20240830"}],
meta={"source": "datahub", "stale": False, "staleness_seconds": 0},
)
)
calendar_wrapped = DatahubAwareTushareClient(
calendar_legacy,
DatahubBridge(flags(daily=(True, False)), calendar_client),
)
calendar = calendar_wrapped.query("trade_cal", {"start_date": "20240902", "end_date": "20240902"}, "")
self.assertEqual(calendar[0]["is_open"], 1)
self.assertEqual(calendar_legacy.calls, [])
self.assertEqual(calendar_client.paths, ["/v1/query"])
def test_hub_failure_does_not_call_website_legacy(self) -> None:
cases = [
DatahubError("UNAVAILABLE", "down"),
DatahubError("UNAUTHORIZED", "401"),
DatahubError("TIMEOUT", "late"),
DatahubError("EMPTY", "no rows"),
DatahubError("DATASET_NOT_PUBLISHED", "not ready"),
DatahubError("STALE", "old"),
DatahubError("INCOMPLETE", "truncated"),
]
for error in cases:
with self.subTest(error=error.code):
client = FakeClient(error=error)
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
with self.assertRaises(TushareError):
wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
self.assertEqual(legacy.calls, [])
def test_shadow_mode_no_longer_calls_website_tushare(self) -> None:
reports: list[dict[str, Any]] = []
client = FakeClient(
response=DatahubResponse(
data=[dict(LEGACY_DAILY)],
meta={"source": "tushare", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
)
)
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(
legacy,
DatahubBridge(flags(daily=(False, True)), client, shadow_sink=reports.append),
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount,vol")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(legacy.calls, [])
self.assertEqual(client.paths, ["/v1/query"])
failed = FakeClient(error=DatahubError("UNAVAILABLE", TOKEN))
fail_legacy = FakeLegacy([LEGACY_DAILY])
fail_wrapped = DatahubAwareTushareClient(
fail_legacy,
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=reports.append),
)
with self.assertRaises(TushareError):
fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
self.assertEqual(fail_legacy.calls, [])
self.assertNotIn(TOKEN, str(failed.calls))
def test_compare_classifies_unit_conversion_missing_row_and_value_diff(self) -> None:
equal = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 0})
self.assertTrue(equal["equal"])
unit = compare_rows("daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}])
self.assertGreater(unit["unit_conversion_count"], 0)
missing = compare_rows("daily", [LEGACY_DAILY], [])
self.assertEqual(missing["missing_hub_count"], 1)
value = compare_rows("daily", [LEGACY_DAILY], [{**HUB_DAILY, "close": 99.0}])
self.assertEqual(value["value_diff_count"], 1)
skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
self.assertTrue(skew["time_skew"])
def test_shadow_extra_hub_columns_are_not_false_diffs_when_projected(self) -> None:
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
report = compare_rows(
"daily", [legacy_close_only], [hub_full],
{"stale": False, "staleness_seconds": 0},
fields="ts_code,trade_date,close",
)
self.assertTrue(report["equal"])
self.assertEqual(report["value_diff_count"], 0)
self.assertEqual(report["fields_compared"], ["close", "trade_date", "ts_code"])
# without projection the same pair shows the historic false diff
unprojected = compare_rows("daily", [legacy_close_only], [hub_full])
self.assertFalse(unprojected["equal"])
legacy_stocks = {"ts_code": "600000.SH", "name": "浦发银行"}
hub_stocks = {
"ts_code": "600000.SH", "symbol": "600000", "name": "浦发银行", "area": "上海",
"industry": "银行", "market": "主板", "list_status": "L", "list_date": "19991110",
}
stocks = compare_rows("stocks", [legacy_stocks], [hub_stocks], {}, fields="ts_code,name")
self.assertTrue(stocks["equal"])
legacy_cal = {"cal_date": "20240902", "is_open": 1}
hub_cal = {
"cal_date": "20240902", "is_open": True,
"pretrade_date": "20240830", "prev_open": "20240830",
}
calendar = compare_rows(
"calendar", [legacy_cal], [hub_cal], {}, fields="cal_date,is_open"
)
self.assertTrue(calendar["equal"])
def test_shadow_projection_still_alarms_on_requested_field_problems(self) -> None:
hub_missing_field = {k: v for k, v in HUB_DAILY.items() if k != "close"}
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
lost = compare_rows(
"daily", [legacy_close_only], [hub_missing_field], fields="ts_code,trade_date,close"
)
self.assertFalse(lost["equal"])
self.assertEqual(lost["value_diff_count"], 1)
changed = compare_rows(
"daily", [legacy_close_only], [{**HUB_DAILY, "close": 99.0}],
fields="ts_code,trade_date,close",
)
self.assertFalse(changed["equal"])
self.assertEqual(changed["value_diff_count"], 1)
self.assertEqual(changed["value_diffs"][0]["fields"][0]["field"], "close")
gone = compare_rows("daily", [LEGACY_DAILY], [], fields="ts_code,trade_date,close")
self.assertEqual(gone["missing_hub_count"], 1)
self.assertFalse(gone["equal"])
unit = compare_rows(
"daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}],
fields="ts_code,trade_date,vol,amount",
)
self.assertGreater(unit["unit_conversion_count"], 0)
self.assertFalse(unit["equal"])
def test_bridge_shadow_report_uses_website_request_fields(self) -> None:
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close", "vol", "amount")}
reports: list[dict[str, Any]] = []
client = FakeClient(
response=DatahubResponse(
data=[hub_full],
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
)
)
wrapped = DatahubAwareTushareClient(
FakeLegacy([legacy_close_only]),
DatahubBridge(flags(daily=(True, False)), client, shadow_sink=reports.append),
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,trade_date,close,vol,amount")
self.assertEqual(rows[0]["close"], 10.20)
self.assertEqual(rows[0]["vol"], 1000.0)
self.assertEqual(client.paths, ["/v1/bars/daily"])
def test_native_roundtrip_matches_known_scales(self) -> None:
native = to_native_row("daily", HUB_DAILY)
self.assertEqual(native["vol"], 1000.0)
self.assertEqual(native["amount"], 2000.0)
canonical = to_canonical_row("daily", native)
self.assertEqual(canonical["vol"], 100000.0)
self.assertEqual(canonical["amount"], 2000000.0)
def test_heaven_can_use_hub_when_dataset_flag_is_on(self) -> None:
"""问天按数据依赖接入:已映射 API 跟随开关,不再整栈强制旧链路。"""
self.assertTrue(looks_like_heaven("backend.features.heaven.market_context", "backend/features/heaven/market_context.py"))
self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
client = FakeClient()
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(
legacy,
DatahubBridge(flags(daily=(True, False)), client, heaven_guard=lambda: True),
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(client.paths, ["/v1/bars/daily"])
self.assertEqual(legacy.calls, [])
def test_status_flag_does_not_run_when_off_and_falls_back_when_on(self) -> None:
off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
self.assertIsNone(off.dataset_status("20240902"))
reports: list[dict[str, Any]] = []
failed = DatahubBridge(
flags(status=(True, True)),
FakeClient(error=DatahubError("UNAUTHORIZED", "nope")),
shadow_sink=reports.append,
)
self.assertIsNone(failed.dataset_status("20240902"))
self.assertTrue(reports[0]["hub_error"])
ok = DatahubBridge(
flags(status=(True, False)),
FakeClient(response=DatahubResponse(data=[{"dataset": "daily", "state": "published"}], meta={"stale": False, "staleness_seconds": 0})),
)
self.assertEqual(ok.dataset_status("20240902")[0]["state"], "published")
def test_default_gateway_wraps_tushare_without_calling_datahub(self) -> None:
gateway = build_data_gateway({}, datahub_settings=flags())
client = gateway.tushare()
self.assertIsInstance(client, DatahubAwareTushareClient)
self.assertFalse(gateway.datahub.settings.any_enabled())
def test_stock_detail_range_query_is_not_silently_accepted_when_incomplete(self) -> None:
source = (ROOT / "backend" / "data" / "providers" / "tushare_stocks.py").read_text(encoding="utf-8")
self.assertIn('"daily"', source)
self.assertIn("start_date", source)
self.assertIn("end_date", source)
client = FakeClient(error=DatahubError("INCOMPLETE", "truncated"))
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
with self.assertRaises(TushareError):
wrapped.query(
"daily",
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
"ts_code,amount",
)
self.assertEqual(legacy.calls, [])
self.assertIn("/v1/query", client.paths)
def test_try_intraday_respects_switch_and_falls_back_on_bad_payload(self) -> None:
closed = DatahubBridge(flags(), FakeClient(error=DatahubError("INTERNAL", "should not run")))
self.assertIsNone(closed.try_intraday("601318"))
empty = DatahubBridge(
flags(intraday=(True, False)),
FakeClient(response=DatahubResponse(data={"points": []}, meta={"stale": False})),
)
self.assertIsNone(empty.try_intraday("601318"))
stale = DatahubBridge(
flags(intraday=(True, False)),
FakeClient(response=DatahubResponse(
data={
"entity_type": "stock",
"code": "601318",
"trade_date": "2026-09-07",
"previous_close": 55.8,
"points": [{"date": "2026-09-07", "time": "09:30", "close": 55.9, "avg_price": 55.85}],
},
meta={"stale": True},
)),
)
self.assertIsNone(stale.try_intraday("601318"))
ok = DatahubBridge(
flags(intraday=(True, False)),
FakeClient(response=DatahubResponse(
data={
"entity_type": "stock",
"identifier": "601318",
"name": "中国平安",
"code": "601318",
"trade_date": "2026-09-08",
"previous_close": 56.36,
"points": [
{"date": "2026-09-08", "time": "09:30", "close": 0},
{"date": "2026-09-08", "time": "09:31", "close": 56.5, "avg_price": 56.4},
],
},
meta={"stale": False},
)),
)
chart = ok.try_intraday("601318")
self.assertEqual(chart["source"], "datahub")
self.assertEqual(len(chart["points"]), 1)
self.assertEqual(chart["points"][0]["average"], 56.4)
self.assertEqual(ok.client.paths, ["/v1/intraday/points"])
self.assertEqual(ok.client.calls, [("/v1/intraday/points", {"code": "601318"})])
self.assertNotIn("date", ok.client.calls[0][1])
timeout = DatahubBridge(
flags(intraday=(True, False)),
FakeClient(error=DatahubError("TIMEOUT", "datahub request timed out")),
)
self.assertIsNone(timeout.try_intraday("601318"))
broken = DatahubBridge(
flags(intraday=(True, False)),
FakeClient(error=DatahubError("INTERNAL", "datahub exploded")),
)
self.assertIsNone(broken.try_intraday("601318"))
self.assertTrue(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
def test_try_market_quotes_and_visible_fallback(self) -> None:
quotes = [
{
"ts_code": f"{600000 + index:06d}.SH",
"name": f"股票{index}",
"close": 10.2,
"pre_close": 10.0,
"open": 10.1,
"high": 10.3,
"low": 9.9,
"vol": 1000,
"amount": 2000000,
"quote_date": "20240902",
}
for index in range(220)
]
ok = DatahubBridge(
flags(quotes=(True, False)),
FakeClient(
response=DatahubResponse(
data=quotes,
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney:clist"},
)
),
)
rows = ok.try_market_quotes("20240902")
self.assertEqual(len(rows), 220)
self.assertEqual(rows[0]["pre_close"], 10.0)
self.assertEqual(ok.client.paths, ["/v1/quotes/latest"])
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
failed = DatahubBridge(
flags(quotes=(True, False)),
FakeClient(error=DatahubError("UNAVAILABLE", "down")),
)
self.assertIsNone(failed.try_market_quotes("20240902"))
snap = next(item for item in LEDGER.snapshot() if item["dataset"] == "quotes")
self.assertEqual(snap["route"], "datahub")
self.assertEqual(snap["source"], "unavailable")
gateway = build_data_gateway({}, datahub_settings=flags(quotes=(True, False)))
status = gateway.datahub_status()
self.assertEqual(status["enabled_reads"], 1)
self.assertEqual(status["total_reads"], len(DATASETS))
self.assertEqual(status["fallback_count"], 0)
def test_try_daily_chart_converts_hub_bars(self) -> None:
rows = [
{
"ts_code": "600000.SH",
"trade_date": "20240901",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 100000,
"amount": 2000000,
},
{
"ts_code": "600000.SH",
"trade_date": "20240902",
"open": 10.2,
"high": 10.5,
"low": 10.1,
"close": 10.4,
"volume": 120000,
"amount": 2400000,
},
]
hub = DatahubBridge(
flags(daily=(True, False)),
FakeClient(
response=DatahubResponse(
data=rows,
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
)
),
)
chart = hub.try_daily_chart("600000.SH", "20240902", 90, "daily")
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
self.assertEqual(chart[-1]["close"], 10.4)
self.assertAlmostEqual(chart[-1]["amount_billion"], 0.024)
def test_try_daily_chart_keeps_usable_bars_when_coverage_incomplete(self) -> None:
rows = [
{
"ts_code": "000001.SZ",
"trade_date": "20240901",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 100000,
"amount": 2000000,
},
{
"ts_code": "000001.SZ",
"trade_date": "20240902",
"open": 10.2,
"high": 10.5,
"low": 10.1,
"close": 10.4,
"volume": 120000,
"amount": 2400000,
},
]
hub = DatahubBridge(
flags(daily=(True, False)),
FakeClient(
response=DatahubResponse(
data=rows,
meta={
"stale": False,
"staleness_seconds": 0,
"incomplete": True,
"coverage": {"complete": False, "missing_count": 127},
"source": "tushare:daily",
},
)
),
)
chart = hub.try_daily_chart("000001.SZ", "20240902", 90, "daily")
self.assertIsNotNone(chart)
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
self.assertEqual(chart[-1]["close"], 10.4)
def test_gateway_tushare_facade_has_no_legacy_client(self) -> None:
quotes = [
{
"ts_code": f"{index:06d}.SZ",
"name": f"S{index}",
"pre_close": 10.0,
"open": 10.0,
"high": 10.5,
"low": 9.8,
"close": 10.2,
"vol": 100.0,
"amount": 1000.0,
"quote_date": "20240902",
}
for index in range(1, 221)
]
hub_client = FakeClient(
response=DatahubResponse(
data=quotes,
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
)
)
gateway = build_data_gateway(
{"tushare_token": "tok"},
datahub_settings=flags(quotes=(True, False), daily=(True, False)),
)
gateway.datahub.client = hub_client
wrapped = gateway.tushare()
self.assertFalse(hasattr(wrapped, "_legacy"))
self.assertIsNone(getattr(type(wrapped), "__getattr__", None))
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
self.assertTrue(callable(getattr(type(wrapped), "try_index_quotes", None)))
self.assertTrue(callable(getattr(type(wrapped), "record_datahub_legacy", None)))
self.assertTrue(callable(getattr(type(wrapped), "dashboard", None)))
rows = wrapped.try_market_quotes("20240902")
self.assertGreaterEqual(len(rows or []), 200)
self.assertIn("/v1/quotes/latest", hub_client.paths)
hub_client.response = DatahubResponse(
data=[dict(HUB_DAILY)],
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
)
daily = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
self.assertEqual(daily[0]["amount"], 2000.0)
self.assertIn("/v1/bars/daily", hub_client.paths)
def test_features_do_not_import_datahub_client(self) -> None:
violations = []
for path in (ROOT / "backend" / "features").rglob("*.py"):
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
for node in ast.walk(tree):
names = []
if isinstance(node, ast.Import):
names = [alias.name for alias in node.names]
elif isinstance(node, ast.ImportFrom) and node.module:
names = [node.module]
for name in names:
if "datahub" in name.split("."):
violations.append(f"{path.relative_to(ROOT)} -> {name}")
self.assertEqual(violations, [])
if __name__ == "__main__":
unittest.main()
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@@ -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()
+13
View File
@@ -459,6 +459,19 @@ class FrontendContractTests(unittest.TestCase):
self.assertIn('payload.question_preset = state.heartQuestionPreset;', self.script)
self.assertIn('payload.cast_at = state.heartCastAt;', self.script)
def test_heaven_loading_timeout_clears_dimmed_state(self):
self.assertIn("controller.abort()", self.script)
self.assertIn('heavenView?.classList.remove("heaven-data-loading")', self.script)
self.assertIn("问天数据仍在准备,页面可继续输入和操作", self.script)
self.assertIn("const blocking = !state.heavenSetup;", self.script)
self.assertIn("payload?.aborted", self.script)
def test_stock_detail_does_not_display_missing_metrics_as_zero(self):
self.assertIn("function setStockBoardFields(row)", self.script)
self.assertIn("function presentMetric(value)", self.script)
self.assertIn("payload.available !== false", self.script)
self.assertIn('element.textContent = "--"', self.script)
if __name__ == "__main__":
unittest.main()
+1 -1
View File
@@ -94,7 +94,7 @@ class GlobalSearchTests(unittest.TestCase):
self.assertIn('event.key.toLowerCase() !== "k"', script)
self.assertIn('openStock(item.id, { code: item.code', script)
self.assertNotIn('include_notes', script)
self.assertIn('const candles = (series || [])', script)
self.assertIn('const candles = visibleDailyPrices((series || [])', script)
self.assertIn('renderStockNotes(payload.notes || [])', script)
+83 -1
View File
@@ -3,9 +3,10 @@ from __future__ import annotations
import http.client
import json
import unittest
from datetime import datetime
from unittest.mock import MagicMock, patch
from backend.data.realtime import WebRealtimeAggregator
from backend.data.realtime import RealtimeAggregateError, WebRealtimeAggregator
from backend.features.heaven.engine import _market_line_scores, build_manual_market_hexagram
from server import DashboardService
from backend.data.providers.tushare_client import (
@@ -377,6 +378,87 @@ class RealtimeAggregatorTests(unittest.TestCase):
self.assertEqual(rows[0]["quote_time"][:10], "2026-07-20")
self.assertAlmostEqual(rows[0]["amount_billion"], 12946.52)
@patch.object(WebRealtimeAggregator, "_get_json")
def test_eastmoney_market_quotes_normalize_and_keep_expected_date(self, get_json: MagicMock):
epoch = datetime(2026, 7, 20, 10, 5).timestamp()
rows = []
for index in range(200):
sz = index < 100
rows.append(
{
"f12": f"{index:06d}" if sz else f"{600000 + index - 100:06d}",
"f13": 0 if sz else 1,
"f14": f"股票{index}",
"f2": 11.2,
"f3": 2.0,
"f5": 10,
"f6": 50000000,
"f15": 11.3,
"f16": 11.0,
"f17": 11.1,
"f18": 11.0,
"f124": epoch,
}
)
def fake_get_json(_url, params, referer=""):
page = int(params.get("pn") or 1)
start = (page - 1) * 100
return {"rc": 0, "data": {"total": 200, "diff": rows[start:start + 100]}}
get_json.side_effect = fake_get_json
aggregator = WebRealtimeAggregator()
aggregator._response_cache.clear()
quotes = aggregator.eastmoney_market_quotes("20260720")
self.assertEqual(len(quotes), 200)
self.assertEqual(quotes[0]["ts_code"], "000000.SZ")
self.assertTrue(quotes[100]["ts_code"].endswith(".SH"))
self.assertEqual(quotes[0]["vol"], 1000)
self.assertEqual(quotes[0]["quote_date"], "20260720")
@patch.object(WebRealtimeAggregator, "_get_text")
def test_tencent_stock_quote_keeps_expected_date(self, get_text: MagicMock):
fields = [""] * 38
fields[1] = "浦发银行"
fields[2] = "600000"
fields[3] = "11.20"
fields[4] = "11.00"
fields[5] = "11.10"
fields[6] = "1234"
fields[30] = "20260720103000"
fields[33] = "11.30"
fields[34] = "11.00"
fields[37] = "1380"
get_text.return_value = (f'v_sh600000="{"~".join(fields)}";', 0)
quote = WebRealtimeAggregator().tencent_stock_quote("600000", "20260720")
self.assertEqual(quote["ts_code"], "600000.SH")
self.assertEqual(quote["quote_date"], "20260720")
self.assertEqual(quote["vol"], 123400)
self.assertAlmostEqual(quote["amount"], 13_800_000)
@patch.object(WebRealtimeAggregator, "_get_json")
def test_eastmoney_stock_quote_rejects_stale_date(self, get_json: MagicMock):
epoch = datetime(2026, 7, 19, 15, 0).timestamp()
get_json.return_value = {
"rc": 0,
"data": {
"f43": 11.2,
"f44": 11.3,
"f45": 11.0,
"f46": 11.1,
"f47": 10,
"f48": 50000000,
"f57": "300750",
"f58": "宁德时代",
"f60": 11.0,
"f86": epoch,
},
}
with self.assertRaises(RealtimeAggregateError):
WebRealtimeAggregator().eastmoney_stock_quote("300750.SZ", "20260720")
if __name__ == "__main__":
unittest.main()
+342
View File
@@ -0,0 +1,342 @@
from __future__ import annotations
import unittest
from unittest.mock import MagicMock, patch
from backend.data.providers.tushare_client import TushareClient, TushareError
from backend.data.providers.tushare_helpers import _moneyflow_payload
from backend.data.realtime import (
WebRealtimeAggregator,
_normalize_eastmoney_limit_row,
_normalize_eastmoney_stock_quote,
)
from backend.data.providers.tushare_daily import DailyMarketMixin
class MoneyflowPayloadTests(unittest.TestCase):
def test_missing_row_is_not_zero(self) -> None:
payload = _moneyflow_payload(None)
self.assertFalse(payload["available"])
self.assertIsNone(payload["net_million"])
self.assertIsNone(payload["large_million"])
def test_empty_row_is_not_zero(self) -> None:
payload = _moneyflow_payload({})
self.assertFalse(payload["available"])
self.assertIsNone(payload["net_million"])
def test_real_zero_net_is_kept_when_source_exists(self) -> None:
payload = _moneyflow_payload(
{
"net_mf_amount": 0,
"buy_lg_amount": 1,
"sell_lg_amount": 1,
"buy_elg_amount": 0,
"sell_elg_amount": 0,
"buy_md_amount": 0,
"sell_md_amount": 0,
"buy_sm_amount": 0,
"sell_sm_amount": 0,
}
)
self.assertTrue(payload["available"])
self.assertEqual(payload["net_million"], 0)
class LimitOverlayTests(unittest.TestCase):
def test_normalize_limit_keeps_missing_seal_as_none(self) -> None:
row = DailyMarketMixin._normalize_limit(
{
"ts_code": "000737.SZ",
"name": "北方铜业",
"close": 12.3,
"pct_chg": 10,
"amount": 1e8,
"amount_unit": "yuan",
},
"涨停",
)
self.assertIsNone(row["seal_amount_million"])
self.assertEqual(row["first_time"], "--")
def test_overlay_fills_board_times_from_official_list(self) -> None:
mixin = DailyMarketMixin()
mixin._load_limit_lists = lambda trade_date: [
{
"ts_code": "000737.SZ",
"first_time": "09:31:02",
"last_time": "10:18:11",
"fd_amount": 82000000,
"open_times": 1,
"turnover_ratio": 18.4,
}
]
mixin.realtime_aggregator = None
rows = mixin._overlay_board_fields(
[{"ts_code": "000737.SZ", "close": 12.3, "limit_type": "U"}],
"20260908",
)
self.assertEqual(rows[0]["first_time"], "09:31:02")
self.assertEqual(rows[0]["fd_amount"], 82000000)
self.assertEqual(rows[0]["turnover_ratio"], 18.4)
class ShenwanRealtimeSourceTests(unittest.TestCase):
def test_transport_refuses_rt_sw_k(self) -> None:
client = TushareClient(token="demo")
with self.assertRaisesRegex(TushareError, "rt_sw_k is disabled"):
client.query("rt_sw_k", {"ts_code": "801074.SI"})
def test_outer_realtime_uses_hub_sector_quote_not_rt_sw_k(self) -> None:
client = TushareClient(token="demo")
client.query = MagicMock(side_effect=AssertionError("should not call tushare"))
client.try_sector_quote = MagicMock(return_value={
"code": "801074.SI",
"name": "工业金属",
"close": 1234.5,
"pre_close": 1200,
"change": 2.88,
"pct_change": 2.88,
"quote_date": "20260908",
"quote_time": "2026-09-08T14:50:00+08:00",
"source": "eastmoney_sw",
})
row, source, error = client._sw_outer_realtime("801074.SI", "工业金属", "20260908")
self.assertEqual(source, "eastmoney_sw")
self.assertEqual(error, "")
self.assertEqual(row["change"], 2.88)
client.query.assert_not_called()
def test_outer_waiting_state_has_no_permission_error(self) -> None:
client = TushareClient(token="demo")
client.realtime_aggregator = None
row, source, error = client._sw_outer_realtime(
"801074.SI", "工业金属", "20260908", finalized=True
)
self.assertEqual(row, {})
self.assertIn("尚未入库", error)
self.assertNotIn("权限", error)
self.assertNotIn("rt_sw_k", error)
class EastmoneyHelperTests(unittest.TestCase):
def test_limit_pool_row_keeps_board_clock(self) -> None:
parsed = _normalize_eastmoney_limit_row(
{
"c": "000737",
"m": 0,
"n": "北方铜业",
"fbt": 93102,
"lbt": 101811,
"zbc": 1,
"lbc": 2,
"hs": 18.4,
"fund": 82000000,
},
"U",
)
self.assertEqual(parsed["ts_code"], "000737.SZ")
self.assertEqual(parsed["first_time"], "09:31:02")
self.assertEqual(parsed["last_time"], "10:18:11")
self.assertEqual(parsed["fd_amount"], 82000000)
def test_stock_quote_keeps_moneyflow_when_present(self) -> None:
quote = _normalize_eastmoney_stock_quote(
{
"f43": 12.3,
"f60": 11.18,
"f46": 11.2,
"f44": 12.3,
"f45": 11.1,
"f47": 1000,
"f48": 150000000,
"f58": "北方铜业",
"f86": 0,
"f168": 8.5,
"f62": 25000000,
"f78": 3000000,
"f84": -1000000,
},
"000737.SZ",
)
self.assertEqual(quote["net_mf_amount"], 2500)
payload = _moneyflow_payload(quote)
self.assertTrue(payload["available"])
self.assertEqual(payload["net_million"], 25)
@patch.object(WebRealtimeAggregator, "_get_json")
def test_shenwan_quote_uses_eastmoney_90_prefix(self, get_json: MagicMock) -> None:
get_json.return_value = {
"rc": 0,
"data": {
"diff": [
{
"f12": "801074",
"f14": "工业金属",
"f2": 1234.5,
"f3": 2.88,
"f18": 1200,
"f17": 1205,
"f15": 1240,
"f16": 1198,
"f6": 1,
"f124": 1757319000,
}
]
},
}
quote = WebRealtimeAggregator().eastmoney_shenwan_quote("801074.SI")
self.assertEqual(quote["source"], "eastmoney_sw")
self.assertAlmostEqual(quote["change"], 2.88)
params = get_json.call_args.args[1]
self.assertEqual(params["secids"], "90.801074")
class ChartWindowTests(unittest.TestCase):
def test_display_window_is_45_not_250(self) -> None:
from backend.features.market.charts import DAILY_CHART_LIMIT
self.assertEqual(DAILY_CHART_LIMIT, 45)
class MemberQuoteCoverageTests(unittest.TestCase):
def test_prefers_full_hub_market_over_truncated_named_quotes(self) -> None:
client = TushareClient(token="demo")
wanted = [f"{index:06d}.SZ" for index in range(205)]
market = [
{"ts_code": code, "close": 10.0, "pre_close": 9.0}
for code in wanted
]
client.try_market_quotes = MagicMock(return_value=market)
client.try_quotes = MagicMock(return_value=market[:60])
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
self.assertEqual(len(rows), 205)
self.assertEqual(source, "datahub")
client.try_quotes.assert_not_called()
def test_hub_named_quotes_cover_members_when_market_missing(self) -> None:
client = TushareClient(token="demo")
wanted = ["000737.SZ", "000630.SZ"]
client.try_market_quotes = MagicMock(return_value=None)
client.try_quotes = MagicMock(return_value=[
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
{"ts_code": "000630.SZ", "close": 4.5, "pre_close": 4.4},
])
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
self.assertEqual(len(rows), 2)
self.assertEqual(source, "datahub")
client.try_quotes.assert_called()
client.realtime_aggregator.eastmoney_stock_quotes.assert_not_called()
client.realtime_aggregator.tencent_stock_quotes.assert_not_called()
def test_delayed_hub_quotes_are_kept_not_zeroed(self) -> None:
client = TushareClient(token="demo")
delayed = [
{
"ts_code": "000737.SZ",
"close": 12.3,
"pre_close": 11.2,
"delayed": True,
"delay_seconds": 90,
"delay_notice": "主备免费行情均暂不可用,显示 90 秒前的真实快照",
}
]
client.try_market_quotes = MagicMock(return_value=delayed)
client.try_quotes = MagicMock()
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(["000737.SZ"], "20260908")
self.assertEqual(source, "datahub_delayed")
self.assertEqual(rows[0]["close"], 12.3)
client.try_quotes.assert_not_called()
def test_ignores_non_member_quotes_from_market_snapshot(self) -> None:
client = TushareClient(token="demo")
client.try_market_quotes = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
{"ts_code": "600000.SH", "close": 10.0, "pre_close": 9.9},
]
)
client.try_quotes = MagicMock(return_value=[])
client._free_realtime_quotes = MagicMock(return_value=([], "empty"))
rows, _source = client._load_member_realtime_quotes(
["000737.SZ", "000630.SZ"], "20260908"
)
self.assertEqual([row["ts_code"] for row in rows], ["000737.SZ"])
def test_local_sw_members_survive_tushare_outage(self) -> None:
import tempfile
from pathlib import Path
from backend.data.providers import tushare_industries as module
client = TushareClient(token="demo")
stored = [
{
"ts_code": "000737.SZ",
"name": "北方铜业",
"l2_code": "801074.SI",
"in_date": "20200101",
"out_date": "",
}
]
with tempfile.TemporaryDirectory() as tmp:
original = module._SW_MEMBER_DIR
module._SW_MEMBER_DIR = Path(tmp)
try:
client._sw_member_cache.clear()
client._write_local_sw_members("801074.SI", stored)
client.query = MagicMock(side_effect=TushareError("index_member_all down"))
members = client._sw_sector_members("801074.SI", "20260908")
finally:
module._SW_MEMBER_DIR = original
client._sw_member_cache.clear()
self.assertEqual([item["ts_code"] for item in members], ["000737.SZ"])
client.query.assert_not_called()
def test_closed_keeps_daily_inner_when_sw_daily_missing(self) -> None:
client = TushareClient(token="demo")
client.resolve_trade_context = lambda _date: ("20260908", "20260907")
client.sw_stock_industry = MagicMock(
return_value={"l2_code": "801074.SI", "l2_name": "工业金属"}
)
client._sw_sector_members = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "name": "北方铜业"},
{"ts_code": "000630.SZ", "name": "铜陵有色"},
]
)
client._stock_listing_reference = MagicMock(return_value={})
client._load_daily = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "name": "北方铜业", "pct_chg": 2, "amount": 1e8},
{"ts_code": "000630.SZ", "name": "铜陵有色", "pct_chg": 1, "amount": 1e8},
]
)
client._confirmed_suspended_members = MagicMock(return_value=[])
client.query = MagicMock(return_value=[])
client._sw_realtime_sector_snapshot = MagicMock(
side_effect=AssertionError("daily inner should be kept")
)
client.try_sector_quote = MagicMock(return_value={
"code": "801074.SI",
"name": "工业金属",
"change": 1.5,
"pct_change": 1.5,
"quote_date": "20260908",
"quote_time": "2026-09-08T15:00:00+08:00",
"source": "eastmoney_sw",
})
snapshot = client.sw_sector_snapshot(
"000737.SZ", "20260908", allow_realtime_close=True
)
self.assertEqual(snapshot["quote_count"], 2)
self.assertEqual(snapshot["member_count"], 2)
self.assertTrue(snapshot["inner_precise"])
self.assertTrue(snapshot["outer_precise"])
self.assertEqual(snapshot["inner_source"], "tushare_member_daily")
self.assertEqual(snapshot["change"], 1.5)
self.assertNotIn("权限", snapshot.get("outer_error") or "")
self.assertNotIn("rt_sw_k", snapshot.get("outer_error") or "")
+1 -1
View File
@@ -138,7 +138,7 @@ class HttpDispatchContractTests(unittest.TestCase):
self.assertTrue(claimed.isdisjoint(methods))
claimed.update(methods)
self.assertLessEqual(len(path.read_text(encoding="utf-8").splitlines()), line_limit)
self.assertEqual(len(claimed), 27)
self.assertEqual(len(claimed), 28)
if __name__ == "__main__":

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