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Author SHA1 Message Date
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
59 changed files with 5230 additions and 229 deletions
+3
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@@ -7,6 +7,9 @@ TUSHARE_TOKEN=your_tushare_token_here
# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags # Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
# default off in config/datahub.config.json, so the website keeps using Tushare. # default off in config/datahub.config.json, so the website keeps using Tushare.
# Extended datasets (HEL-463): LIMIT_EVENTS POPULARITY DRAGON_TIGER SECTOR_DAILY
# QUOTES INDEX_QUOTES INTRADAY — plus first-batch CALENDAR STOCKS DAILY INDEX_DAILY
# VALUATION MONEYFLOW AUCTION STATUS.
DATAHUB_BASE_URL=http://127.0.0.1:8766 DATAHUB_BASE_URL=http://127.0.0.1:8766
DATAHUB_TOKEN= DATAHUB_TOKEN=
+3 -1
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@@ -54,7 +54,9 @@ background scheduler
feature repository mixins; do not add feature queries to it. feature repository mixins; do not add feature queries to it.
- `backend/jobs/` owns job definitions, locks, retries, idempotency, and persisted run state. - `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 `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, - `backend/llm/` owns model selection, membership/quota checks, fallback, provider transport,
streaming rules, and call audit. Feature agents only prepare messages and interpret streaming rules, and call audit. Feature agents only prepare messages and interpret
feature-specific results. feature-specific results.
+2 -2
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@@ -16,7 +16,7 @@
- **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 - **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 - **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,冻结区,勿改代码):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 - **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 - **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
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。 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。
@@ -132,7 +132,7 @@ compose.yaml
- 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。 - 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。 - 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。 - 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;该模块为冻结区,不要改其代码 - 「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。 - 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。 - 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。 - 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。
+12
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@@ -1,11 +1,23 @@
from __future__ import annotations from __future__ import annotations
import argparse import argparse
import logging
from http.server import ThreadingHTTPServer from http.server import ThreadingHTTPServer
from typing import Any 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: def main(handler_class: type[Any] | None = None, service: Any | None = None) -> None:
configure_logging()
if handler_class is None or service is None: if handler_class is None or service is None:
from backend.application import RequestHandler, SERVICE from backend.application import RequestHandler, SERVICE
+38 -6
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@@ -21,10 +21,14 @@ from backend.data.providers.tushare_client import TushareClient
LOGGER = logging.getLogger("xiaobai.datahub") LOGGER = logging.getLogger("xiaobai.datahub")
ShadowSink = Callable[[dict[str, Any]], None] ShadowSink = Callable[[dict[str, Any]], None]
EMPTY_FAIL_DATASETS = {"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction"} EMPTY_FAIL_DATASETS = {
"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
"limit_events", "sector_daily",
}
def looks_like_heaven(module_name: str, filename: str = "") -> bool: 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("\\", "/") path = filename.replace("\\", "/")
return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
@@ -95,7 +99,8 @@ class DatahubBridge:
legacy_query: Callable[..., list[dict[str, Any]]], legacy_query: Callable[..., list[dict[str, Any]]],
) -> list[dict[str, Any]]: ) -> list[dict[str, Any]]:
dataset = API_TO_DATASET.get(api_name) dataset = API_TO_DATASET.get(api_name)
if not dataset or self.heaven_guard(): # 问天按实际数据依赖接入:已映射到 hub 的 API 跟随开关;未映射的继续旧链路。
if not dataset:
return legacy_query(api_name, params, fields) return legacy_query(api_name, params, fields)
flags = self.settings.flags(dataset) flags = self.settings.flags(dataset)
if not flags.read and not flags.shadow: if not flags.read and not flags.shadow:
@@ -106,7 +111,7 @@ class DatahubBridge:
hub_error: str | None = None hub_error: str | None = None
hub_canonical: list[dict[str, Any]] = [] hub_canonical: list[dict[str, Any]] = []
try: try:
response = self._fetch_dataset(dataset, params or {}) response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
hub_canonical = self._extract_rows(dataset, response, params or {}) hub_canonical = self._extract_rows(dataset, response, params or {})
hub_rows = to_native_rows(dataset, hub_canonical) hub_rows = to_native_rows(dataset, hub_canonical)
hub_meta = dict(response.meta) hub_meta = dict(response.meta)
@@ -120,10 +125,12 @@ class DatahubBridge:
legacy_rows = legacy_query(api_name, params, fields) legacy_rows = legacy_query(api_name, params, fields)
except Exception as exc: except Exception as exc:
if flags.read and hub_rows is not None and hub_error is None: if flags.read and hub_rows is not None and hub_error is None:
self._emit_shadow(compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc))) self._emit_shadow(
compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc), fields)
)
return project_fields(hub_rows, fields) return project_fields(hub_rows, fields)
raise raise
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error)) self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error, fields))
if flags.read and hub_rows is not None and hub_error is None: if flags.read and hub_rows is not None and hub_error is None:
return project_fields(hub_rows, fields) return project_fields(hub_rows, fields)
return legacy_rows return legacy_rows
@@ -132,7 +139,7 @@ class DatahubBridge:
return project_fields(hub_rows, fields) return project_fields(hub_rows, fields)
return legacy_query(api_name, params, fields) return legacy_query(api_name, params, fields)
def _fetch_dataset(self, dataset: str, params: dict[str, Any]) -> DatahubResponse: def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
date = yyyymmdd(params.get("trade_date") or params.get("date")) date = yyyymmdd(params.get("trade_date") or params.get("date"))
start = yyyymmdd(params.get("start_date") or params.get("from") or 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) end = yyyymmdd(params.get("end_date") or params.get("to") or date)
@@ -149,6 +156,10 @@ class DatahubBridge:
"valuation": self.client.valuation, "valuation": self.client.valuation,
"moneyflow": self.client.moneyflow, "moneyflow": self.client.moneyflow,
"auction": self.client.auction, "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] fetcher = fetchers[dataset]
query: dict[str, Any] = {} query: dict[str, Any] = {}
@@ -163,6 +174,23 @@ class DatahubBridge:
query["to"] = end query["to"] = end
if dataset == "daily": if dataset == "daily":
query["adjust"] = "none" 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) return self._paginate(fetcher, query)
def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse: def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
@@ -206,6 +234,10 @@ class DatahubBridge:
raise DatahubError("STALE", f"{dataset} data is stale") raise DatahubError("STALE", f"{dataset} data is stale")
if dataset in EMPTY_FAIL_DATASETS and not rows: if dataset in EMPTY_FAIL_DATASETS and not rows:
raise DatahubError("EMPTY", f"{dataset} returned no rows") raise DatahubError("EMPTY", f"{dataset} returned no rows")
coverage = meta.get("coverage") if isinstance(meta.get("coverage"), dict) else {}
if meta.get("incomplete") is True or coverage.get("complete") is False:
missing = coverage.get("missing_count")
raise DatahubError("INCOMPLETE", f"{dataset} range is incomplete missing={missing}")
def _require_fresh(self, response: DatahubResponse, dataset: str) -> DatahubResponse: def _require_fresh(self, response: DatahubResponse, dataset: str) -> DatahubResponse:
self._validate_usable(dataset, list(response.data or []) if isinstance(response.data, list) else [], response) self._validate_usable(dataset, list(response.data or []) if isinstance(response.data, list) else [], response)
+21
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@@ -60,6 +60,27 @@ class DatahubClient:
def auction(self, **params: Any) -> DatahubResponse: def auction(self, **params: Any) -> DatahubResponse:
return self.get("/v1/auction", params) 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: def dataset_status(self, date: str) -> DatahubResponse:
return self.get("/v1/datasets/status", {"date": date}) return self.get("/v1/datasets/status", {"date": date})
+29 -2
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@@ -5,6 +5,7 @@ from typing import Any
from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
NUMERIC_TOLERANCE = 1e-4 NUMERIC_TOLERANCE = 1e-4
CANONICAL_ALIASES = {"volume": "vol"}
def compare_rows( def compare_rows(
@@ -13,8 +14,10 @@ def compare_rows(
hub_rows: list[dict[str, Any]] | None, hub_rows: list[dict[str, Any]] | None,
hub_meta: dict[str, Any] | None = None, hub_meta: dict[str, Any] | None = None,
hub_error: str | None = None, hub_error: str | None = None,
fields: str = "",
) -> dict[str, Any]: ) -> dict[str, Any]:
hub = hub_rows or [] hub = hub_rows or []
requested = _requested_fields(fields)
legacy_map = {row_key(dataset, row): row for row in legacy_rows} 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} 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_hub = sorted(key for key in legacy_map if key not in hub_map)
@@ -26,7 +29,7 @@ def compare_rows(
hub_row = hub_map.get(key) hub_row = hub_map.get(key)
if hub_row is None: if hub_row is None:
continue continue
field_report = _compare_fields(dataset, legacy, hub_row) field_report = _compare_fields(dataset, legacy, hub_row, requested)
if field_report["unit_conversion"]: if field_report["unit_conversion"]:
unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]}) unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
if field_report["value_diff"]: if field_report["value_diff"]:
@@ -53,6 +56,7 @@ def compare_rows(
"published_at": (hub_meta or {}).get("published_at"), "published_at": (hub_meta or {}).get("published_at"),
"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")), "trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
"hub_error": hub_error, "hub_error": hub_error,
"fields_compared": sorted(requested) if requested is not None else None,
"equal": ( "equal": (
not hub_error not hub_error
and not missing_hub and not missing_hub
@@ -71,13 +75,36 @@ def _align_hub_row(row: dict[str, Any]) -> dict[str, Any]:
return aligned return aligned
def _compare_fields(dataset: str, legacy: dict[str, Any], hub: dict[str, Any]) -> dict[str, list[dict[str, Any]]]: 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) canonical_legacy = to_canonical_row(dataset, legacy)
hub_canonical = _hub_canonical(dataset, hub) hub_canonical = _hub_canonical(dataset, hub)
native_hub = _align_hub_row(hub) native_hub = _align_hub_row(hub)
value_diff: list[dict[str, Any]] = [] value_diff: list[dict[str, Any]] = []
unit_conversion: list[dict[str, Any]] = [] unit_conversion: list[dict[str, Any]] = []
keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"} 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 {} scales = SCALE_FIELDS.get(dataset) or {}
for field in sorted(keys): for field in sorted(keys):
left = canonical_legacy.get(field) left = canonical_legacy.get(field)
+51
View File
@@ -17,6 +17,13 @@ API_TO_DATASET = {
"index_daily": "index_daily", "index_daily": "index_daily",
"moneyflow": "moneyflow", "moneyflow": "moneyflow",
"stk_auction": "auction", "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 = { SCALE_FIELDS = {
@@ -35,6 +42,16 @@ SCALE_FIELDS = {
"net_mf_amount": AMOUNT_WAN_YUAN, "net_mf_amount": AMOUNT_WAN_YUAN,
}, },
"auction": {"vol": VOLUME_LOT, "float_share": 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,
},
} }
@@ -67,6 +84,16 @@ def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
converted[field] = _unscale(converted.get(field), factor) converted[field] = _unscale(converted.get(field), factor)
if dataset == "stocks": if dataset == "stocks":
converted.pop("updated_at", None) 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 return converted
@@ -96,6 +123,30 @@ def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
return (str(row.get("ts_code") or "").upper(),) return (str(row.get("ts_code") or "").upper(),)
if dataset == "status": if dataset == "status":
return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date"))) 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"))) return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
+14
View File
@@ -17,6 +17,13 @@ DATASETS = (
"valuation", "valuation",
"moneyflow", "moneyflow",
"auction", "auction",
"limit_events",
"popularity",
"dragon_tiger",
"sector_daily",
"quotes",
"index_quotes",
"intraday",
"status", "status",
) )
@@ -28,6 +35,13 @@ ENV_DATASET = {
"valuation": "VALUATION", "valuation": "VALUATION",
"moneyflow": "MONEYFLOW", "moneyflow": "MONEYFLOW",
"auction": "AUCTION", "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", "status": "STATUS",
} }
+79 -10
View File
@@ -79,6 +79,8 @@ class MarketServiceMixin:
if not force: if not force:
snapshot = self.database.get_snapshot(normalized_date) snapshot = self.database.get_snapshot(normalized_date)
if snapshot and str((snapshot.get("meta") or {}).get("source") or "") != "demo": 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) snapshot = copy.deepcopy(snapshot)
if normalized_date != now.strftime("%Y%m%d"): if normalized_date != now.strftime("%Y%m%d"):
snapshot.setdefault("meta", {}).update( snapshot.setdefault("meta", {}).update(
@@ -97,6 +99,8 @@ class MarketServiceMixin:
"dashboard_request_v1", normalized_date "dashboard_request_v1", normalized_date
) )
if resolved and str((resolved.get("meta") or {}).get("source") or "") != "demo": 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 = copy.deepcopy(resolved)
resolved.setdefault("meta", {})["requested_date"] = self._display_compact_date( resolved.setdefault("meta", {})["requested_date"] = self._display_compact_date(
normalized_date normalized_date
@@ -138,6 +142,68 @@ class MarketServiceMixin:
def _display_compact_date(compact: str) -> str: def _display_compact_date(compact: str) -> str:
return f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}" 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])}"
@classmethod
def _preparing_display_notice(cls, actual_date: str, requested_date: str) -> str:
shown = cls._chinese_month_day(actual_date)
requested = str(requested_date or "").replace("-", "")
if requested == date.today().strftime("%Y%m%d"):
return f"今日数据正在准备,当前展示 {shown}"
return f"所选日期数据尚未到齐,当前展示 {shown}"
@staticmethod
def _snapshot_age_seconds(meta: dict[str, Any]) -> float:
raw = str(meta.get("updated_at") or "")
if not raw:
return 10**9
try:
updated_at = datetime.fromisoformat(raw)
except ValueError:
return 10**9
now = datetime.now().astimezone()
if updated_at.tzinfo is None:
updated_at = updated_at.replace(tzinfo=now.tzinfo)
return (now - updated_at.astimezone(now.tzinfo)).total_seconds()
def _should_retry_incomplete_snapshot(
self, snapshot: dict[str, Any], requested_date: str
) -> bool:
if requested_date != date.today().strftime("%Y%m%d"):
return False
meta = snapshot.get("meta") or {}
incomplete = (
meta.get("limit_data_source") == "derived"
or bool(meta.get("carried_forward"))
or str(meta.get("trade_date") or "").replace("-", "") != requested_date
)
return incomplete and self._snapshot_age_seconds(meta) >= 60
def _annotate_data_status(self, dashboard: dict[str, Any]) -> dict[str, Any]:
meta = dashboard.setdefault("meta", {})
notice = str(meta.get("notice") or "")
requested = str(meta.get("requested_date") or "").replace("-", "")
actual = str(meta.get("trade_date") or "").replace("-", "")
if meta.get("limit_data_source") == "derived" and not meta.get("carried_forward"):
meta["data_status"] = "partial"
meta["display_notice"] = notice or "部分正式数据尚未到齐,当前展示日线推算结果"
elif meta.get("carried_forward"):
if "非交易日" in notice or "盘前" in notice:
meta["data_status"] = "carried"
meta["display_notice"] = notice
else:
meta["data_status"] = "preparing"
meta["display_notice"] = self._preparing_display_notice(actual, requested)
else:
meta["data_status"] = "official"
meta.setdefault("display_notice", "")
return dashboard
def _carry_dashboard( def _carry_dashboard(
self, snapshot: dict[str, Any], requested_date: str, reason: str self, snapshot: dict[str, Any], requested_date: str, reason: str
) -> dict[str, Any]: ) -> dict[str, Any]:
@@ -152,7 +218,7 @@ class MarketServiceMixin:
"notice": reason, "notice": reason,
} }
) )
return carried return self._annotate_data_status(carried)
def _realtime_snapshot_due( def _realtime_snapshot_due(
self, self,
@@ -197,14 +263,14 @@ class MarketServiceMixin:
if not self.configured: if not self.configured:
raise TushareError("公共行情尚未配置") raise TushareError("公共行情尚未配置")
dashboard = self._tushare_client().dashboard(normalized_date) dashboard = self._tushare_client().dashboard(normalized_date)
meta = dashboard.setdefault("meta", {})
if (dashboard.get("meta") or {}).get("limit_data_source") == "derived": meta["source"] = source
raise TushareError( meta["requested_date"] = self._display_compact_date(normalized_date)
str((dashboard.get("meta") or {}).get("notice") or "官方涨跌停数据尚未返回") 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) dashboard = self._enrich_dashboard_sentiment(dashboard, normalized_date)
record_count = self._record_count(dashboard) record_count = self._record_count(dashboard)
actual_date = normalize_date( actual_date = normalize_date(
@@ -233,8 +299,11 @@ class MarketServiceMixin:
except TushareError as exc: except TushareError as exc:
fallback = self.database.get_latest_real_snapshot(normalized_date) fallback = self.database.get_latest_real_snapshot(normalized_date)
if fallback: if fallback:
actual = str((fallback.get("meta") or {}).get("trade_date") or "")
carried = self._carry_dashboard( 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( self.database.finish_sync(
sync_id, "fallback", self._record_count(carried), str(exc), "tushare" sync_id, "fallback", self._record_count(carried), str(exc), "tushare"
@@ -1160,7 +1229,7 @@ class MarketServiceMixin:
"storage": "sqlite", "storage": "sqlite",
"cached": cached, "cached": cached,
} }
return result return self._annotate_data_status(result)
@staticmethod @staticmethod
def _record_count(dashboard: dict[str, Any]) -> int: def _record_count(dashboard: dict[str, Any]) -> int:
+8 -1
View File
@@ -109,7 +109,14 @@ class HttpTransportMixin:
return {} return {}
if length <= 0 or length > 65536: if length <= 0 or length > 65536:
raise ValueError("请求内容为空或过大。") 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: def serve_static(self, request_path: str) -> None:
relative = unquote(request_path).lstrip("/") or "index.html" relative = unquote(request_path).lstrip("/") or "index.html"
+46
View File
@@ -0,0 +1,46 @@
from __future__ import annotations
from datetime import datetime, time as dt_time
def dashboard_has_usable_data(dashboard: dict[str, object]) -> bool:
if not isinstance(dashboard, dict) or dashboard.get("status") == "failed":
return False
meta = dashboard.get("meta") or {}
overview = dashboard.get("overview") or {}
if isinstance(meta, dict) and (meta.get("trade_date") or meta.get("carried_forward")):
return True
return bool(isinstance(overview, dict) and overview)
def verified_dashboard_result(dashboard: dict[str, object]) -> dict[str, object]:
"""Manual refresh and automatic catch-up share this rule.
Derived limit lists or a previous usable snapshot are not whole-job failures.
Only a payload with no displayable market data is recorded as failed.
"""
if dashboard_has_usable_data(dashboard):
return dashboard
meta = dashboard.get("meta") if isinstance(dashboard, dict) else None
notice = ""
if isinstance(meta, dict):
notice = str(meta.get("notice") or meta.get("display_notice") or "")
return {
"status": "failed",
"error": notice or "未获取到可用行情",
}
def official_catchup_due(today: str, snapshot: dict[str, object]) -> bool:
now = datetime.now().astimezone().time().replace(tzinfo=None)
if not (dt_time(15, 5) <= now < dt_time(22, 0)):
return False
meta = snapshot.get("meta") if isinstance(snapshot.get("meta"), dict) else {}
actual = str(meta.get("trade_date") or "").replace("-", "")
if (
actual == today
and meta.get("limit_data_source") != "derived"
and not meta.get("carried_forward")
):
return False
return True
+11 -12
View File
@@ -5,16 +5,7 @@ import time
from datetime import date from datetime import date
from backend.bootstrap.config import normalize_date from backend.bootstrap.config import normalize_date
from backend.jobs.refresh import official_catchup_due, verified_dashboard_result
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
class JobServiceMixin: class JobServiceMixin:
@@ -36,7 +27,7 @@ class JobServiceMixin:
started = self.jobs.submit( started = self.jobs.submit(
"market.refresh", "market.refresh",
key, key,
lambda: _verified_dashboard_result(self.sync_dashboard(normalized)), lambda: verified_dashboard_result(self.sync_dashboard(normalized)),
{"trade_date": normalized, "trigger": "administrator"}, {"trade_date": normalized, "trigger": "administrator"},
) )
return {"started": started, "job_key": key if started else ""} return {"started": started, "job_key": key if started else ""}
@@ -54,7 +45,15 @@ class JobServiceMixin:
self.jobs.submit( self.jobs.submit(
"market.refresh", "market.refresh",
f"realtime:{today}:{bucket}", f"realtime:{today}:{bucket}",
lambda: self.sync_dashboard(today), lambda: verified_dashboard_result(self.sync_dashboard(today)),
{"trade_date": today, "trigger": "realtime-poll"}, {"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) self._schedule_automatic_screeners(today, snapshot)
+18 -12
View File
@@ -330,6 +330,7 @@
"system_service": "backend/features/system/service.py", "system_service": "backend/features/system/service.py",
"account_bridge": "backend/features/accounts/application.py", "account_bridge": "backend/features/accounts/application.py",
"job_lifecycle": "backend/jobs/service.py", "job_lifecycle": "backend/jobs/service.py",
"job_refresh_status": "backend/jobs/refresh.py",
"feature_routes": "backend/features/*/routes.py" "feature_routes": "backend/features/*/routes.py"
}, },
"numeric_normalization": [ "numeric_normalization": [
@@ -472,8 +473,8 @@
}, },
{ {
"path": "frontend/shared/shell.css", "path": "frontend/shared/shell.css",
"bytes": 63659, "bytes": 63733,
"lines": 3763 "lines": 3767
}, },
{ {
"path": "backend/features/heaven/engine.py", "path": "backend/features/heaven/engine.py",
@@ -560,6 +561,11 @@
"bytes": 14743, "bytes": 14743,
"lines": 342 "lines": 342
}, },
{
"path": "frontend/shared/dashboard.js",
"bytes": 14740,
"lines": 316
},
{ {
"path": "frontend/shared/admin.js", "path": "frontend/shared/admin.js",
"bytes": 14410, "bytes": 14410,
@@ -575,11 +581,6 @@
"bytes": 13219, "bytes": 13219,
"lines": 289 "lines": 289
}, },
{
"path": "frontend/shared/dashboard.js",
"bytes": 12894,
"lines": 274
},
{ {
"path": "backend/features/market/insights_auction_data.py", "path": "backend/features/market/insights_auction_data.py",
"bytes": 12829, "bytes": 12829,
@@ -785,16 +786,16 @@
"bytes": 2514, "bytes": 2514,
"lines": 63 "lines": 63
}, },
{
"path": "backend/jobs/service.py",
"bytes": 2337,
"lines": 59
},
{ {
"path": "backend/features/mentor/routes.py", "path": "backend/features/mentor/routes.py",
"bytes": 2299, "bytes": 2299,
"lines": 57 "lines": 57
}, },
{
"path": "backend/jobs/service.py",
"bytes": 2219,
"lines": 60
},
{ {
"path": "backend/features/screener/regime.py", "path": "backend/features/screener/regime.py",
"bytes": 2202, "bytes": 2202,
@@ -830,6 +831,11 @@
"bytes": 1791, "bytes": 1791,
"lines": 46 "lines": 46
}, },
{
"path": "backend/jobs/refresh.py",
"bytes": 1728,
"lines": 46
},
{ {
"path": "backend/features/alerts/routes.py", "path": "backend/features/alerts/routes.py",
"bytes": 1687, "bytes": 1687,
+7
View File
@@ -13,6 +13,13 @@
"valuation": { "read": false, "shadow": false }, "valuation": { "read": false, "shadow": false },
"moneyflow": { "read": false, "shadow": false }, "moneyflow": { "read": false, "shadow": false },
"auction": { "read": false, "shadow": false }, "auction": { "read": false, "shadow": false },
"limit_events": { "read": false, "shadow": false },
"popularity": { "read": false, "shadow": false },
"dragon_tiger": { "read": false, "shadow": false },
"sector_daily": { "read": false, "shadow": false },
"quotes": { "read": false, "shadow": false },
"index_quotes": { "read": false, "shadow": false },
"intraday": { "read": false, "shadow": false },
"status": { "read": false, "shadow": false } "status": { "read": false, "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。 - 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。 - 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”
+1
View File
@@ -7,6 +7,7 @@
| 任务 | 说明 | 状态 | | 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 | | 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 | | 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 ## 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。 - **智能工具类(3 个)**:智能选股、问师、问天。
- **个人类(1 个)**:我的复盘。 - **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) ## 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。 - **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。 - **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。 - **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。
+22
View File
@@ -770,11 +770,33 @@
scroll.classList.add("m-motion-fade-in"); 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}$/.test(compact)
? (Number(compact.slice(4, 6)) + " 月 " + Number(compact.slice(6, 8)) + " 日")
: "";
if (meta.data_status === "preparing" || (meta.carried_forward && actual && requested && actual !== requested)) {
return shown ? ("今日数据正在准备,当前展示 " + shown) : "今日数据正在准备,当前展示最近可用数据";
}
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
}
return "";
}
function renderTopArea(key) { function renderTopArea(key) {
const page = document.querySelector(".m-page"); const page = document.querySelector(".m-page");
if (!page) return; if (!page) return;
let top = page.querySelector(".m-top"); let top = page.querySelector(".m-top");
let html = buildStrip(); let html = buildStrip();
const freshness = dashboardFreshnessNotice();
if (freshness) {
html = '<div class="m-phase-notice"><strong>' + escapeHtml(freshness) + "</strong></div>" + html;
}
if (key === "market/performance") html += performanceConclusion(); if (key === "market/performance") html += performanceConclusion();
if (!top) { if (!top) {
top = document.createElement("div"); top = document.createElement("div");
+49 -7
View File
@@ -66,11 +66,13 @@ async function startAdminRefresh() {
const requestedCompact = requestedDate.replaceAll("-", ""); const requestedCompact = requestedDate.replaceAll("-", "");
const actualCompact = actualDate.replaceAll("-", ""); const actualCompact = actualDate.replaceAll("-", "");
const updated = formatTimestamp(meta.updated_at); const updated = formatTimestamp(meta.updated_at);
if (actualCompact !== requestedCompact || meta.carried_forward) { const freshness = dashboardFreshnessMessage(meta);
const reason = meta.notice ? `${meta.notice}` : ""; if (freshness || actualCompact !== requestedCompact || meta.carried_forward || meta.limit_data_source === "derived") {
setAdminRefreshStatus("warning", `刷新已完成,但没有获取到 ${requestedDate} 的最新行情;当前仍是 ${actualDate || "未知日期"}${reason}`, "triangle-alert"); 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");
showToast("刷新完成,但未获取到所选日期的最新行情"); setStatus(freshness || "部分正式数据尚未到齐,当前展示最近可用数据");
} else if (meta.notice) { return;
}
if (meta.notice) {
setAdminRefreshStatus("warning", `已刷新到 ${actualDate}${updated}),但数据源提示:${meta.notice}`, "triangle-alert"); 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`); showToast(`已刷新到 ${actualDate},请留意数据源提示`);
} else { } else {
@@ -105,6 +107,37 @@ async function waitForAdminRefresh(jobKey) {
throw new Error("刷新等待超时,请稍后重试"); throw new Error("刷新等待超时,请稍后重试");
} }
let dashboardCatchupTimer = 0;
function chineseMonthDay(value) {
const compact = String(value || "").replaceAll("-", "").replaceAll("/", "");
if (!/^\d{8}/.test(compact)) return "";
return `${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 ${shown}` : "今日数据正在准备,当前展示最近可用数据";
}
if (meta.data_status === "partial" || meta.limit_data_source === "derived") {
return meta.notice || "部分正式数据尚未到齐,当前展示日线推算结果";
}
return "";
}
function scheduleDashboardCatchup(meta = {}) {
window.clearTimeout(dashboardCatchupTimer);
const status = String(meta.data_status || "");
if (status !== "preparing" && status !== "partial") return;
dashboardCatchupTimer = window.setTimeout(() => {
loadDashboard(false, true, false);
}, 60000);
}
function applyDashboard(payload, background = false) { function applyDashboard(payload, background = false) {
state.dashboard = payload; state.dashboard = payload;
const selectedDate = payload.meta.requested_date || payload.meta.trade_date; const selectedDate = payload.meta.requested_date || payload.meta.trade_date;
@@ -112,7 +145,11 @@ function applyDashboard(payload, background = false) {
document.querySelector("#qiObservationDate").value = selectedDate; document.querySelector("#qiObservationDate").value = selectedDate;
document.querySelector("#journalDate").value = selectedDate; document.querySelector("#journalDate").value = selectedDate;
renderDashboard(); renderDashboard();
setStatus(`${dashboardSourceLabel(payload.meta)} · 数据已更新`); const freshness = dashboardFreshnessMessage(payload.meta || {});
setStatus(freshness || `${dashboardSourceLabel(payload.meta)} · 数据已更新`);
const updatedAt = document.querySelector("#updatedAt");
if (updatedAt) updatedAt.dataset.tone = freshness ? "warning" : "ok";
scheduleDashboardCatchup(payload.meta || {});
if (!background) { if (!background) {
if (state.activeView === "dragonView") loadDragonTiger(); if (state.activeView === "dragonView") loadDragonTiger();
if (state.activeView === "screenerView") loadScreenerSetup(); if (state.activeView === "screenerView") loadScreenerSetup();
@@ -180,7 +217,12 @@ function renderDashboard() {
} }
} }
updateSentimentGauge(overview.sentiment_score); updateSentimentGauge(overview.sentiment_score);
setText("updatedAt", `${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(); renderLimitTable();
renderLadderMini(ladders || []); renderLadderMini(ladders || []);
+4
View File
@@ -921,6 +921,10 @@ body.sidebar-collapsed .app-main {
text-align: right; text-align: right;
} }
.status-bar #updatedAt[data-tone="warning"] {
color: var(--warning);
}
.status-bar .risk-note { .status-bar .risk-note {
display: block; display: block;
+207 -7
View File
@@ -1,23 +1,223 @@
from __future__ import annotations from __future__ import annotations
import copy
import threading
import unittest import unittest
from datetime import date, datetime, timedelta, timezone
from pathlib import Path
from backend.jobs.service import _verified_dashboard_result from backend.features.market.service import MarketServiceMixin
from backend.jobs.refresh import (
dashboard_has_usable_data,
official_catchup_due,
verified_dashboard_result,
)
from backend.data.providers.tushare_transport import TushareError
class AdminRefreshStatusTests(unittest.TestCase): class AdminRefreshStatusTests(unittest.TestCase):
def test_carried_snapshot_is_reported_as_failed_job(self): def test_carried_snapshot_is_usable_not_failed_job(self):
result = _verified_dashboard_result( result = verified_dashboard_result(
{"meta": {"carried_forward": True, "notice": "官方涨跌停数据尚未返回"}} {
"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.assertNotEqual(result.get("status"), "failed")
self.assertEqual(result["error"], "官方涨跌停数据尚未返回") 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): def test_current_snapshot_is_reported_as_successful_job(self):
dashboard = {"meta": {"trade_date": "2026-08-28", "carried_forward": False}} dashboard = {"meta": {"trade_date": "2026-08-28", "carried_forward": False}}
self.assertIs(_verified_dashboard_result(dashboard), dashboard) self.assertIs(verified_dashboard_result(dashboard), dashboard)
def test_empty_payload_is_still_failed(self):
result = verified_dashboard_result({"meta": {}, "overview": {}})
self.assertEqual(result["status"], "failed")
class FakeSyncDatabase:
def __init__(self, latest=None):
self.latest = latest
self.saved = []
self.finished = []
def start_sync(self, *_args, **_kwargs):
return 1
def save_snapshot(self, trade_date, source, payload):
self.saved.append((trade_date, source, copy.deepcopy(payload)))
def save_data_snapshot(self, *_args, **_kwargs):
return None
def finish_sync(self, *args, **kwargs):
self.finished.append((args, kwargs))
def get_latest_real_snapshot(self, *_args, **_kwargs):
return copy.deepcopy(self.latest)
def get_snapshot(self, *_args, **_kwargs):
return None
def get_data_snapshot(self, *_args, **_kwargs):
return None
def reason_overrides(self, *_args, **_kwargs):
return {}
class FakeDerivedClient:
def dashboard(self, trade_date: str):
return {
"meta": {
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
"limit_data_source": "derived",
"notice": "涨跌停高级接口当日数据尚未更新,已使用日线数据推算。",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
},
"overview": {"limit_up_count": 3},
"limits": [{"code": "000001"}],
"broken": [],
"down_limits": [],
"yesterday_limits": [],
}
class FakeMissingDailyClient:
def dashboard(self, trade_date: str):
raise TushareError(f"No daily data returned for {trade_date}")
class SyncHarness(MarketServiceMixin):
def __init__(self, client, latest=None):
self.configured = True
self.sync_lock = threading.Lock()
self.database = FakeSyncDatabase(latest)
self._client = client
self.current_user_id = 1
def _tushare_client(self):
return self._client
def _enrich_dashboard_sentiment(self, dashboard, _trade_date):
return dashboard
def _apply_reason_overrides(self, dashboard):
return dashboard
class DashboardFreshnessTests(unittest.TestCase):
def test_derived_limits_are_kept_as_partial_success(self):
today = date.today().strftime("%Y%m%d")
harness = SyncHarness(FakeDerivedClient())
payload = harness.sync_dashboard(today)
meta = payload["meta"]
self.assertEqual(meta["limit_data_source"], "derived")
self.assertEqual(meta["data_status"], "partial")
self.assertFalse(meta.get("carried_forward"))
self.assertIn("日线数据推算", meta["display_notice"])
self.assertEqual(harness.database.finished[0][0][1], "success")
self.assertEqual(verified_dashboard_result(payload), payload)
def test_missing_official_data_keeps_previous_day_with_preparing_notice(self):
today = date.today()
previous = (today - timedelta(days=1)).strftime("%Y-%m-%d")
latest = {
"meta": {"trade_date": previous, "source": "tushare"},
"overview": {"limit_up_count": 20},
}
harness = SyncHarness(FakeMissingDailyClient(), latest)
payload = harness.sync_dashboard(today.strftime("%Y%m%d"))
meta = payload["meta"]
self.assertTrue(meta["carried_forward"])
self.assertEqual(meta["data_status"], "preparing")
self.assertIn("今日数据正在准备,当前展示", meta["display_notice"])
self.assertIn("", meta["display_notice"])
self.assertNotIn("No daily data", meta["display_notice"])
self.assertNotEqual(verified_dashboard_result(payload).get("status"), "failed")
def test_weekend_carry_is_not_labeled_as_preparing(self):
snapshot = {
"meta": {"trade_date": "2026-07-24", "source": "tushare", "updated_at": "2026-07-24T15:00:00+08:00"},
"overview": {"limit_up_count": 1},
}
harness = SyncHarness(FakeMissingDailyClient())
carried = harness._carry_dashboard(snapshot, "20260725", "非交易日沿用最近交易日收盘行情")
self.assertEqual(carried["meta"]["data_status"], "carried")
self.assertIn("非交易日", carried["meta"]["display_notice"])
def test_stale_derived_snapshot_is_retried(self):
today = date.today().strftime("%Y%m%d")
old = datetime.now(timezone.utc) - timedelta(minutes=5)
snapshot = {
"meta": {
"source": "tushare",
"trade_date": f"{today[:4]}-{today[4:6]}-{today[6:8]}",
"limit_data_source": "derived",
"updated_at": old.isoformat(),
},
"overview": {"limit_up_count": 1},
}
harness = SyncHarness(FakeDerivedClient())
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(snapshot)
payload = harness.get_dashboard(today)
self.assertEqual(payload["meta"]["data_status"], "partial")
self.assertTrue(harness.database.saved)
def test_official_catchup_skips_complete_today_snapshot(self):
today = date.today().strftime("%Y%m%d")
iso = f"{today[:4]}-{today[4:6]}-{today[6:8]}"
due = official_catchup_due(
today,
{"meta": {"trade_date": iso, "limit_data_source": "official"}},
)
derived_due = official_catchup_due(
today,
{"meta": {"trade_date": iso, "limit_data_source": "derived"}},
)
now = datetime.now().astimezone().time().replace(tzinfo=None)
if datetime.strptime("15:05", "%H:%M").time() <= now < datetime.strptime("22:00", "%H:%M").time():
self.assertFalse(due)
self.assertTrue(derived_due)
else:
self.assertFalse(due)
self.assertFalse(derived_due)
class FrontendRefreshCopyTests(unittest.TestCase):
def test_dashboard_script_distinguishes_partial_from_failure(self):
script = (Path(__file__).resolve().parents[1] / "frontend" / "shared" / "dashboard.js").read_text(encoding="utf-8")
self.assertIn("今日数据正在准备,当前展示", script)
self.assertIn("部分正式数据尚未到齐", script)
self.assertIn('job.status === "failed"', script)
failed_block = script.split("if (job.status === \"failed\")", 1)[1].split("const query", 1)[0]
self.assertIn("后台刷新失败", failed_block)
success_block = script.split("const freshness = dashboardFreshnessMessage(meta);", 1)[1]
self.assertNotIn("后台刷新失败", success_block.split("} else {", 1)[0])
if __name__ == "__main__": 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()
+118 -3
View File
@@ -126,7 +126,7 @@ class DatahubBridgeTests(unittest.TestCase):
self.assertEqual(calendar[0]["is_open"], 1) self.assertEqual(calendar[0]["is_open"], 1)
self.assertEqual(calendar_client.paths, []) self.assertEqual(calendar_client.paths, [])
def test_fallback_on_down_401_timeout_empty_unpublished_and_stale(self) -> None: def test_fallback_on_down_401_timeout_empty_unpublished_stale_and_incomplete(self) -> None:
cases = [ cases = [
DatahubError("UNAVAILABLE", "down"), DatahubError("UNAVAILABLE", "down"),
DatahubError("UNAUTHORIZED", "401"), DatahubError("UNAUTHORIZED", "401"),
@@ -134,6 +134,7 @@ class DatahubBridgeTests(unittest.TestCase):
DatahubError("EMPTY", "no rows"), DatahubError("EMPTY", "no rows"),
DatahubError("DATASET_NOT_PUBLISHED", "not ready"), DatahubError("DATASET_NOT_PUBLISHED", "not ready"),
DatahubError("STALE", "old"), DatahubError("STALE", "old"),
DatahubError("INCOMPLETE", "truncated"),
] ]
for error in cases: for error in cases:
with self.subTest(error=error.code): with self.subTest(error=error.code):
@@ -144,6 +145,16 @@ class DatahubBridgeTests(unittest.TestCase):
data=[dict(HUB_DAILY)], data=[dict(HUB_DAILY)],
meta={"stale": True, "staleness_seconds": 999999}, meta={"stale": True, "staleness_seconds": 999999},
)) ))
elif error.code == "INCOMPLETE":
client = FakeClient(response=DatahubResponse(
data=[dict(HUB_DAILY)],
meta={
"stale": False,
"staleness_seconds": 0,
"incomplete": True,
"coverage": {"complete": False, "missing_count": 80},
},
))
else: else:
client = FakeClient(error=error) client = FakeClient(error=error)
legacy = FakeLegacy([LEGACY_DAILY]) legacy = FakeLegacy([LEGACY_DAILY])
@@ -190,6 +201,87 @@ class DatahubBridgeTests(unittest.TestCase):
skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12}) skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
self.assertTrue(skew["time_skew"]) 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=(False, True)), 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.assertTrue(reports[0]["equal"])
self.assertEqual(reports[0]["matched"], 1)
def test_native_roundtrip_matches_known_scales(self) -> None: def test_native_roundtrip_matches_known_scales(self) -> None:
native = to_native_row("daily", HUB_DAILY) native = to_native_row("daily", HUB_DAILY)
self.assertEqual(native["vol"], 1000.0) self.assertEqual(native["vol"], 1000.0)
@@ -198,7 +290,8 @@ class DatahubBridgeTests(unittest.TestCase):
self.assertEqual(canonical["vol"], 100000.0) self.assertEqual(canonical["vol"], 100000.0)
self.assertEqual(canonical["amount"], 2000000.0) self.assertEqual(canonical["amount"], 2000000.0)
def test_heaven_keeps_legacy_even_when_read_flag_is_on(self) -> None: 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.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")) self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
client = FakeClient() client = FakeClient()
@@ -209,7 +302,8 @@ class DatahubBridgeTests(unittest.TestCase):
) )
rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount") rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
self.assertEqual(rows[0]["amount"], 2000.0) self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(client.paths, []) 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: def test_status_flag_does_not_run_when_off_and_falls_back_when_on(self) -> None:
off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down"))) off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
@@ -234,6 +328,27 @@ class DatahubBridgeTests(unittest.TestCase):
self.assertIsInstance(client, DatahubAwareTushareClient) self.assertIsInstance(client, DatahubAwareTushareClient)
self.assertFalse(gateway.datahub.settings.any_enabled()) self.assertFalse(gateway.datahub.settings.any_enabled())
def test_stock_detail_range_query_is_not_silently_accepted_when_incomplete(self) -> None:
source = (ROOT / "backend" / "data" / "providers" / "tushare_stocks.py").read_text(encoding="utf-8")
self.assertIn('"daily"', source)
self.assertIn("start_date", source)
self.assertIn("end_date", source)
client = FakeClient(
response=DatahubResponse(
data=[dict(HUB_DAILY)],
meta={"stale": False, "staleness_seconds": 0, "incomplete": True, "coverage": {"complete": False, "missing_count": 89}},
)
)
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
rows = wrapped.query(
"daily",
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
"ts_code,amount",
)
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(len(legacy.calls), 1)
def test_features_do_not_import_datahub_client(self) -> None: def test_features_do_not_import_datahub_client(self) -> None:
violations = [] violations = []
for path in (ROOT / "backend" / "features").rglob("*.py"): for path in (ROOT / "backend" / "features").rglob("*.py"):
+2
View File
@@ -97,6 +97,7 @@ def code_hotspots() -> list[dict[str, Any]]:
"backend/features/system/service.py", "backend/features/system/service.py",
"backend/features/accounts/application.py", "backend/features/accounts/application.py",
"backend/jobs/service.py", "backend/jobs/service.py",
"backend/jobs/refresh.py",
"database.py", "database.py",
"backend/features/screener/engine.py", "backend/features/screener/engine.py",
"backend/features/screener/catalog.py", "backend/features/screener/catalog.py",
@@ -265,6 +266,7 @@ def build() -> dict[str, Any]:
"system_service": "backend/features/system/service.py", "system_service": "backend/features/system/service.py",
"account_bridge": "backend/features/accounts/application.py", "account_bridge": "backend/features/accounts/application.py",
"job_lifecycle": "backend/jobs/service.py", "job_lifecycle": "backend/jobs/service.py",
"job_refresh_status": "backend/jobs/refresh.py",
"feature_routes": "backend/features/*/routes.py", "feature_routes": "backend/features/*/routes.py",
}, },
"numeric_normalization": [ "numeric_normalization": [
+64 -2
View File
@@ -6,11 +6,12 @@
## 做什么 ## 做什么
- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766` - SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction - Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、limit_list_d、ths_hot/dc_hot、hm_detail、ths_daily/dc_index/sw_daily
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、分时点(`/v1/quotes/latest` `/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
- 暂存 → 校验 → 整批原子发布 → 可回滚 - 暂存 → 校验 → 整批原子发布 → 可回滚
- `/v1` 稳定接口(`X-Datahub-Token` - `/v1` 稳定接口(`X-Datahub-Token`
- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计) - `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
- 东财/腾讯/同花顺/选股宝/AKShare/iFinD 适配器位预留,本阶段不拉实时源 - 同花顺/选股宝/AKShare/iFinD 适配器位预留;东财/腾讯已接入盘中观察
## 单位口径(相对现站) ## 单位口径(相对现站)
@@ -63,6 +64,66 @@ python -m unittest discover -s tests -v
不调用真实 Tushare;用内存/临时库和假适配器。 不调用真实 Tushare;用内存/临时库和假适配器。
## 历史回补
交易日历默认从 `20160101` 拉到今天后 30 天;盘前 `precheck` 与手动回补都走同一 UPSERT,可重复执行。
网站实际使用的指数(上证、深成、创业板、沪深300)按交易日增量发布,默认覆盖 260 个交易日(大于现有 90 天窗口,并覆盖智能选股基准回看)。已发布日期默认跳过。
```bash
cd xiaobai-datahub
python -m datahub history-backfill
# 可选:--calendar-start 20160101 --index-days 260 --force
```
管理后台也可手动跑 `history_backfill` 任务,或 `POST /admin/api/backfill``dataset=history`、确认词 `history:full`
区间接口在 `meta.coverage` / `meta.incomplete` 标明覆盖是否完整;网站只读接入把不完整区间视为不可用并回旧链路。个股日 K 的 90 天区间查询依赖已核实,本阶段不回补全市场历史。
## 估值字段级质量门
`hub-quality.config.json``field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
## 整批原子发布(release group
盘后发布/重发(eod_a、eod_retry、`eod-refresh`、跨数据集重发)不再逐数据集各自切换,而是走整批原子可见机制:
- 一致性边界:日 K、估值、资金流、竞价同属 A 组整批;指数日 K 为 B 组;当日股票主档快照随 A 组一同切换(主档 `stock_master` 的 UPSERT 与快照发布同一事务,不会出现主档先行/滞后)。
- 流程:组内全部成员先在暂存表完成拉取、字段质量门、覆盖检查和跨数据集交叉校验(`cross_gates` 配置 ts_code 覆盖重叠率下限),全部达标后才在**一个 SQLite 事务**里复制正式表并翻转全部 `publications` 指针。
- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error``audit_log``action=release-group`),等待晚间自动重试。
- 读取侧任何时刻只会看到"旧完整版本"或"新完整版本":发布指针在单事务内统一翻转,容器重启/事务中断自动回滚,不暴露字段残缺或跨数据集混合版本。
- 幂等:仅当一致性边界内全部成员都已发布时才整组跳过;边界内任有缺失则整组重暂存后统一切换,避免旧批次与新批次混在同一次重发中。重复执行、并发重试不会在完整边界已就绪时生成重复批次(调度器另有 EOD 互斥锁)。
## 股票主档每日刷新与发布
交易日 20:00 与 23:10`stocks_refresh_times` 可配)自动刷新股票主档并发布版本化快照(`eod_stocks` + `publications.dataset='stocks'`),覆盖当日新上市、证券简称变化和上市首日 N/C 前缀摘除;无变化则跳过,重复执行幂等。`/v1/stocks` 从最新已发布快照提供数据并带 `batch_id` / `published_at``/v1/datasets/status` 同步展示 stocks 状态。
```bash
cd xiaobai-datahub
python -m datahub stocks-refresh # 手动触发;--force 无变化也重发
```
## 资金流历史回补
网站会沿真实调用链查最近若干交易日的 moneyflow(个股详情任意日期点查 + 智能选股最近 5 个交易日),默认回补最近 60 个交易日(`moneyflow_history_trading_days` 可配,已发布日期自动跳过)。点查未覆盖的历史日期返回 `DATASET_NOT_PUBLISHED` 并附 `available_from` / `available_to`(低于下界时 `reason=history_not_backfilled`),网站据此明确回退旧链路,不会静默拿到半截数据。
```bash
cd xiaobai-datahub
python -m datahub moneyflow-backfill # --trading-days 60 --end-date --force 可选
```
## 盘后补跑与强制重发
```bash
cd xiaobai-datahub
python -m datahub eod-refresh --trade-date 20260904 # 补不完整的 A/B 边界
python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
# --force 按一致性边界整组重发:valuation/daily/moneyflow/auction/stocks → A 组;
# index_daily → B 组。不可再单独切换某一个正式数据集。
```
管理后台「补数」对盘后正式数据集同样走 `force_republish_boundary`,不会绕过 A/B 整批边界。
## 备份 ## 备份
每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动: 每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
@@ -74,5 +135,6 @@ python -c "from pathlib import Path; from datahub.db import HubDB; HubDB(Path('d
## 安全 ## 安全
- 密钥只以 `configured / 末4位 / 更新时间` 出现在后台,不进日志、不进 `/v1` - 密钥只以 `configured / 末4位 / 更新时间` 出现在后台,不进日志、不进 `/v1`
- HTTP 解析失败只记录“请求不是合法 JSON”,不把请求正文、密码或 Token 写入容器日志
- 回滚、补数需重新输入密码 + 确认词 - 回滚、补数需重新输入密码 + 确认词
- 容器非 rootuid 10002)、read_only、cap_drop ALL - 容器非 rootuid 10002)、read_only、cap_drop ALL
+19 -1
View File
@@ -104,11 +104,29 @@ async function render() {
if (state.page === "overview") { if (state.page === "overview") {
const data = await api("/admin/api/overview"); const data = await api("/admin/api/overview");
$("phase").textContent = data.session_phase; $("phase").textContent = data.session_phase;
const eod = data.eod_status || {};
const eodLabels = {
pending_first_attempt: "等待首次尝试",
waiting_upstream: "等待上游",
done: "已成功",
cutoff_failed: "已截止失败",
closed_day: "休市",
};
const eodExtra = [];
if (eod.state === "waiting_upstream") {
eodExtra.push(`已试 ${eod.attempts}`);
if (eod.next_retry_at) eodExtra.push(`下次重试 ${esc(String(eod.next_retry_at).replace("T", " ").slice(11, 16))}`);
if (eod.missing_datasets && eod.missing_datasets.length) eodExtra.push(`${esc(eod.missing_datasets.join(","))}`);
}
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
eodExtra.push(`${esc(eod.missing_datasets.join(","))}`);
}
page.innerHTML = ` page.innerHTML = `
<div class="cards"> <div class="cards">
<div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div> <div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div>
<div class="card"><div class="muted">阶段</div><strong>${esc(data.session_phase)}</strong></div> <div class="card"><div class="muted">阶段</div><strong>${esc(data.session_phase)}</strong></div>
<div class="card"><div class="muted">今日发布</div><strong>${data.publications.length}</strong></div> <div class="card"><div class="muted">今日发布</div><strong>${data.publications.length}</strong></div>
<div class="card"><div class="muted">盘后补跑</div><strong>${esc(eodLabels[eod.state] || eod.state || "-")}</strong><div class="muted">${eodExtra.join(" · ")}</div></div>
<div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div> <div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div>
</div> </div>
<h2>最近调用</h2> <h2>最近调用</h2>
@@ -251,7 +269,7 @@ function renderRelease(data) {
async function dangerous(kind, dataset) { async function dangerous(kind, dataset) {
const date = ($("rel-date") && $("rel-date").value) || ""; const date = ($("rel-date") && $("rel-date").value) || "";
const ds = dataset || prompt("数据集(daily / valuation / moneyflow / auction / index_daily / reference", "daily"); const ds = dataset || prompt("数据集(daily/valuation/moneyflow/auction/stocks→A组整批;index_daily→B组;或 reference", "daily");
if (!ds) return; if (!ds) return;
const password = prompt("二次确认:输入管理密码"); const password = prompt("二次确认:输入管理密码");
if (!password) return; if (!password) return;
+44 -1
View File
@@ -11,5 +11,48 @@
"publication_generations": 3, "publication_generations": 3,
"tushare_rate_per_minute": 300, "tushare_rate_per_minute": 300,
"list_limit_default": 5000, "list_limit_default": 5000,
"list_limit_max": 5000 "list_limit_max": 5000,
"calendar_start": "20160101",
"index_history_trading_days": 260,
"eod_retry_start": "15:15",
"eod_retry_interval_minutes": 30,
"eod_retry_cutoff": "23:30",
"moneyflow_history_trading_days": 60,
"stocks_refresh_times": [
"20:00",
"23:10"
],
"cross_gates": [
{
"left": "daily",
"right": "valuation",
"min_key_overlap": 0.98
},
{
"left": "daily",
"right": "moneyflow",
"min_key_overlap": 0.98
}
],
"field_gates": {
"valuation": {
"fields": [
"turnover_rate",
"volume_ratio",
"total_mv",
"circ_mv",
"pe_ttm",
"pb",
"ps_ttm",
"dv_ttm"
],
"min_nonnull_rate": 0.9,
"min_nonnull_rate_by_field": {
"pe_ttm": 0.5,
"dv_ttm": 0.3
},
"max_nonnull_drop_vs_prev": 0.15,
"max_nonfinite_rate": 0.01
}
}
} }
+4
View File
@@ -0,0 +1,4 @@
from datahub.cli import main
if __name__ == "__main__":
raise SystemExit(main())
+4 -4
View File
@@ -1,13 +1,13 @@
from datahub.adapters.akshare import ADAPTER as akshare from datahub.adapters.akshare import ADAPTER as akshare
from datahub.adapters.eastmoney import ADAPTER as eastmoney from datahub.adapters.eastmoney import EastmoneyAdapter
from datahub.adapters.ifind import ADAPTER as ifind from datahub.adapters.ifind import ADAPTER as ifind
from datahub.adapters.tencent import ADAPTER as tencent from datahub.adapters.tencent import TencentAdapter
from datahub.adapters.ths import ADAPTER as ths from datahub.adapters.ths import ADAPTER as ths
from datahub.adapters.xgb import ADAPTER as xgb from datahub.adapters.xgb import ADAPTER as xgb
RESERVED = { RESERVED = {
"eastmoney": eastmoney, "eastmoney": EastmoneyAdapter(),
"tencent": tencent, "tencent": TencentAdapter(),
"ths": ths, "ths": ths,
"xgb": xgb, "xgb": xgb,
"akshare": akshare, "akshare": akshare,
+249 -2
View File
@@ -1,3 +1,250 @@
from datahub.adapters.base import ReservedAdapter from __future__ import annotations
ADAPTER = ReservedAdapter("eastmoney") import json
import time
import urllib.error
import urllib.parse
import urllib.request
from datetime import datetime
from typing import Any
from datahub.adapters.base import AdapterError, MarketAdapter
from datahub.numbers import finite_number, round4
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
BROWSER_UA = (
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
)
INDEX_SECIDS = {
"000001.SH": "1.000001",
"399001.SZ": "0.399001",
"399006.SZ": "0.399006",
}
class EastmoneyAdapter(MarketAdapter):
name = "eastmoney"
def __init__(self, timeout: int = 8) -> None:
self.timeout = timeout
def probe(self) -> dict[str, Any]:
started = time.perf_counter()
try:
rows = self.fetch_indices()
state = "ok" if len(rows) == 3 else "empty"
except AdapterError as exc:
return {
"provider": self.name,
"configured": True,
"state": "error",
"message": str(exc),
"latency_ms": round((time.perf_counter() - started) * 1000),
}
return {
"provider": self.name,
"configured": True,
"state": state,
"latency_ms": round((time.perf_counter() - started) * 1000),
}
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
if dataset in {"indexes_quotes", "index_quotes"}:
return self.fetch_indices()
if dataset in {"quotes", "quotes_latest"}:
codes = params.get("codes") or []
if isinstance(codes, str):
codes = [item.strip() for item in codes.split(",") if item.strip()]
return self.fetch_quotes(list(codes))
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
return list(rows)
def fetch_indices(self) -> list[dict[str, Any]]:
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": "1.000001,0.399001,0.399006",
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
result = []
for row in rows:
code = str(row.get("f12") or "")
if code not in {"000001", "399001", "399006"}:
continue
epoch = int(finite_number(row.get("f124")) or 0)
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
if code == "000001":
ts_code = "000001.SH"
result.append(
{
"ts_code": ts_code,
"code": code,
"name": row.get("f14") or code,
"price": round4(finite_number(row.get("f2"))),
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"previous_close": round4(finite_number(row.get("f18"))),
"amount": round4(finite_number(row.get("f6"))),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
)
if len(result) != 3:
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
return result
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
secids = []
for code in codes:
ts = str(code or "").upper()
symbol = ts.split(".")[0]
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
secids.append(f"1.{symbol}")
else:
secids.append(f"0.{symbol}")
if not secids:
return []
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": ",".join(secids[:60]),
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
result = []
for row in rows:
symbol = str(row.get("f12") or "")
if not symbol:
continue
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
epoch = int(finite_number(row.get("f124")) or 0)
result.append(
{
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"price": round4(finite_number(row.get("f2"))),
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"previous_close": round4(finite_number(row.get("f18"))),
"volume": round4(finite_number(row.get("f5"))),
"amount": round4(finite_number(row.get("f6"))),
"turnover_rate": round4(finite_number(row.get("f8"))),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
)
return result
def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
code = str(ts_code or "").upper()
if code in INDEX_SECIDS:
secid = INDEX_SECIDS[code]
entity = "index"
identifier = code
else:
symbol = code.split(".")[0]
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
secid = f"{market}.{symbol}"
entity = "stock"
identifier = symbol
payload = self._get_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",
},
referer="https://quote.eastmoney.com/",
)
data = payload.get("data") or {}
points = []
for raw in data.get("trends") or []:
point = _parse_trend(raw)
if point:
points.append(point)
if not points:
raise AdapterError("No intraday chart data returned")
return {
"entity_type": entity,
"identifier": identifier,
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
"name": str(data.get("name") or ""),
"code": str(data.get("code") or identifier),
"trade_date": points[-1]["date"],
"previous_close": round4(finite_number(data.get("preClose"))),
"points": points,
"source": "eastmoney_trends2",
}
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
request_url = f"{url}?{urllib.parse.urlencode(params)}"
request = urllib.request.Request(
request_url,
headers={
"Accept": "application/json,text/plain,*/*",
"User-Agent": BROWSER_UA,
"Referer": referer,
},
method="GET",
)
try:
with urllib.request.urlopen(request, timeout=self.timeout) as response:
return json.loads(response.read().decode("utf-8"))
except Exception as exc:
raise AdapterError(f"eastmoney request failed: {exc}") from exc
def _parse_trend(raw: Any) -> dict[str, Any] | None:
text = str(raw or "")
parts = text.split(",")
if len(parts) < 8:
return None
stamp = parts[0]
try:
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
except ValueError:
return None
return {
"time": when.strftime("%H:%M"),
"date": when.strftime("%Y-%m-%d"),
"open": round4(finite_number(parts[1])),
"close": round4(finite_number(parts[2])),
"high": round4(finite_number(parts[3])),
"low": round4(finite_number(parts[4])),
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
"volume": round4(finite_number(parts[5])),
"amount": round4(finite_number(parts[6])),
}
+98 -2
View File
@@ -1,3 +1,99 @@
from datahub.adapters.base import ReservedAdapter from __future__ import annotations
ADAPTER = ReservedAdapter("tencent") import time
import urllib.error
import urllib.request
from datetime import datetime
from typing import Any
from datahub.adapters.base import AdapterError, MarketAdapter
from datahub.numbers import finite_number, round4
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
BROWSER_UA = (
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
)
class TencentAdapter(MarketAdapter):
name = "tencent"
def __init__(self, timeout: int = 8) -> None:
self.timeout = timeout
def probe(self) -> dict[str, Any]:
started = time.perf_counter()
try:
rows = self.fetch_indices()
state = "ok" if len(rows) == 3 else "empty"
except AdapterError as exc:
return {
"provider": self.name,
"configured": True,
"state": "error",
"message": str(exc),
"latency_ms": round((time.perf_counter() - started) * 1000),
}
return {
"provider": self.name,
"configured": True,
"state": state,
"latency_ms": round((time.perf_counter() - started) * 1000),
}
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
if dataset in {"indexes_quotes", "index_quotes"}:
return self.fetch_indices()
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
return list(rows)
def fetch_indices(self) -> list[dict[str, Any]]:
request = urllib.request.Request(
TENCENT_INDEX_URL,
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
method="GET",
)
try:
with urllib.request.urlopen(request, timeout=self.timeout) as response:
raw = response.read().decode("gb18030", errors="ignore")
except Exception as exc:
raise AdapterError(f"tencent request failed: {exc}") from exc
result = []
for line in raw.splitlines():
if '="' not in line:
continue
fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
if len(fields) < 38:
continue
code = fields[2]
if code not in {"000001", "399001", "399006"}:
continue
try:
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
except ValueError as exc:
raise AdapterError(f"Tencent invalid quote time for {code}") from exc
ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
result.append(
{
"ts_code": ts_code,
"code": code,
"name": fields[1] or code,
"price": round4(finite_number(fields[3])),
"pct_chg": round4(finite_number(fields[32])),
"change_amount": round4(finite_number(fields[31])),
"open": round4(finite_number(fields[5])),
"high": round4(finite_number(fields[33])),
"low": round4(finite_number(fields[34])),
"previous_close": round4(finite_number(fields[4])),
"amount": round4(finite_number(fields[37]) * 10000),
"quote_time_epoch": int(quote_time.timestamp()),
"quote_time": quote_time.isoformat(timespec="seconds"),
"source": "tencent_qt",
}
)
if len(result) != 3:
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
return result
+109 -7
View File
@@ -11,8 +11,12 @@ from datahub.normalize import (
normalize_auction, normalize_auction,
normalize_calendar, normalize_calendar,
normalize_daily, normalize_daily,
normalize_dragon_tiger,
normalize_index_daily, normalize_index_daily,
normalize_limit_event,
normalize_moneyflow, normalize_moneyflow,
normalize_popularity,
normalize_sector_daily,
normalize_stock, normalize_stock,
normalize_valuation, normalize_valuation,
) )
@@ -31,6 +35,21 @@ TUSHARE_FIELDS = {
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount" "buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
), ),
"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share", "stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
"limit_list_d": (
"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
"open_times,up_stat,limit_times,limit_type"
),
"ths_hot": "ts_code,ts_name,hot,rank,pct_change,current_price,concept,data_type,trade_date",
"dc_hot": "ts_code,ts_name,rank,pct_change,current_price,hot,concept,data_type,trade_date",
"hm_detail": "trade_date,ts_code,ts_name,buy_amount,sell_amount,net_amount,hm_name,hm_orgs,tag",
"hm_list": "name,desc,orgs",
"top_list": "trade_date,ts_code,name,pct_change,reason",
"top_inst": "trade_date,ts_code,exalter,buy,buy_rate,sell,sell_rate,net_buy,side,reason",
"ths_index": "ts_code,name,count,exchange,list_date,type",
"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
} }
DATASET_API = { DATASET_API = {
@@ -42,9 +61,15 @@ DATASET_API = {
"index_daily": "index_daily", "index_daily": "index_daily",
"moneyflow": "moneyflow", "moneyflow": "moneyflow",
"auction": "stk_auction", "auction": "stk_auction",
"limit_events": "limit_list_d",
"popularity": "ths_hot",
"dragon_tiger": "hm_detail",
"sector_daily": "ths_daily",
} }
DEFAULT_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH") WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
LIMIT_TYPES = ("U", "D", "Z")
class TushareAdapter(MarketAdapter): class TushareAdapter(MarketAdapter):
@@ -82,6 +107,14 @@ class TushareAdapter(MarketAdapter):
} }
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]: def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
if dataset == "limit_events":
return self.fetch_limit_events(str(params.get("trade_date") or ""))
if dataset == "popularity":
return self.fetch_popularity(str(params.get("trade_date") or ""))
if dataset == "dragon_tiger":
return self.fetch_dragon_tiger(str(params.get("trade_date") or ""))
if dataset == "sector_daily":
return self.fetch_sector_daily(str(params.get("trade_date") or ""))
api_name = DATASET_API.get(dataset, dataset) api_name = DATASET_API.get(dataset, dataset)
fields = TUSHARE_FIELDS.get(api_name, "") fields = TUSHARE_FIELDS.get(api_name, "")
query_params = dict(params) query_params = dict(params)
@@ -90,10 +123,67 @@ class TushareAdapter(MarketAdapter):
if api_name == "trade_cal" and "exchange" not in query_params: if api_name == "trade_cal" and "exchange" not in query_params:
query_params["exchange"] = "SSE" query_params["exchange"] = "SSE"
if api_name == "index_daily" and "ts_code" not in query_params: if api_name == "index_daily" and "ts_code" not in query_params:
# Caller typically loops codes; a missing code would pull nothing useful.
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0]) query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
return self._query(api_name, query_params, fields) return self._query(api_name, query_params, fields)
def fetch_limit_events(self, trade_date: str) -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
for limit_type in LIMIT_TYPES:
part = self._query(
"limit_list_d",
{"trade_date": trade_date, "limit_type": limit_type},
TUSHARE_FIELDS["limit_list_d"],
)
for row in part:
row = dict(row)
row.setdefault("limit_type", limit_type)
rows.append(row)
return rows
def fetch_popularity(self, trade_date: str) -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
for api_name, source in (("ths_hot", "ths"), ("dc_hot", "dc")):
for row in self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name]):
item = dict(row)
item["source"] = source
item.setdefault("trade_date", trade_date)
rows.append(item)
return rows
def fetch_dragon_tiger(self, trade_date: str) -> list[dict[str, Any]]:
details = self._query("hm_detail", {"trade_date": trade_date}, TUSHARE_FIELDS["hm_detail"])
top_rows = self._query("top_list", {"trade_date": trade_date}, TUSHARE_FIELDS["top_list"])
context = {
str(row.get("ts_code") or ""): row
for row in top_rows
if str(row.get("ts_code") or "")
}
rows: list[dict[str, Any]] = []
for row in details:
item = dict(row)
stock = context.get(str(item.get("ts_code") or ""), {})
if item.get("pct_change") is None and stock.get("pct_change") is not None:
item["pct_change"] = stock.get("pct_change")
if not item.get("reason") and stock.get("reason"):
item["reason"] = stock.get("reason")
if not item.get("ts_name") and stock.get("name"):
item["ts_name"] = stock.get("name")
rows.append(item)
return rows
def fetch_sector_daily(self, trade_date: str) -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
for api_name, family in (("ths_daily", "ths"), ("dc_index", "dc"), ("sw_daily", "sw")):
try:
part = self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name])
except AdapterError:
part = []
for row in part:
item = dict(row)
item["family"] = family
rows.append(item)
return rows
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]: def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = [] rows: list[dict[str, Any]] = []
for ts_code in codes: for ts_code in codes:
@@ -101,6 +191,17 @@ class TushareAdapter(MarketAdapter):
return rows return rows
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]: def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
if dataset in {"limit_events", "limit_list_d"}:
return [normalize_limit_event(row) for row in rows]
if dataset == "popularity":
return [normalize_popularity(row, source=str(row.get("source") or "")) for row in rows]
if dataset == "dragon_tiger":
return [normalize_dragon_tiger(row) for row in rows]
if dataset == "sector_daily":
return [
normalize_sector_daily(row, family=str(row.get("family") or "ths"))
for row in rows
]
mapping = { mapping = {
"calendar": normalize_calendar, "calendar": normalize_calendar,
"trade_cal": normalize_calendar, "trade_cal": normalize_calendar,
@@ -146,9 +247,10 @@ class TushareAdapter(MarketAdapter):
with urllib.request.urlopen(request, timeout=self.timeout) as response: with urllib.request.urlopen(request, timeout=self.timeout) as response:
result = json.loads(response.read().decode("utf-8")) result = json.loads(response.read().decode("utf-8"))
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc: except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
raise AdapterError(f"Tushare request failed: {exc}") from exc raise AdapterError(f"Tushare 请求失败: {exc}") from exc
if result.get("code") != 0: if result.get("code") not in (0, "0", None):
raise AdapterError(result.get("msg") or "Tushare returned an unknown error") raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
data = result.get("data") or {} data = result.get("data") or {}
columns = data.get("fields") or [] items = data.get("items") or []
return [dict(zip(columns, item)) for item in data.get("items") or []] fields_list = data.get("fields") or (fields.split(",") if fields else [])
return [dict(zip(fields_list, item)) for item in items]
+30 -6
View File
@@ -6,7 +6,7 @@ from typing import Any
from datahub.adapters import RESERVED from datahub.adapters import RESERVED
from datahub.auth import AuthService from datahub.auth import AuthService
from datahub.db import HubDB from datahub.db import HubDB
from datahub.pipeline import Pipeline from datahub.pipeline import OFFICIAL_DATASETS, STOCKS_DATASET, Pipeline
from datahub.scheduler import Scheduler from datahub.scheduler import Scheduler
from datahub.serving import ApiError from datahub.serving import ApiError
from datahub.timeutil import isoformat, now_shanghai, session_phase, yyyymmdd from datahub.timeutil import isoformat, now_shanghai, session_phase, yyyymmdd
@@ -38,6 +38,7 @@ class AdminAPI:
"trade_date": today, "trade_date": today,
"session_phase": session_phase(now_shanghai(), is_open), "session_phase": session_phase(now_shanghai(), is_open),
"is_open_day": is_open, "is_open_day": is_open,
"eod_status": self.scheduler.eod_status(today),
"publications": pubs, "publications": pubs,
"anomalies": failed, "anomalies": failed,
"recent_calls": _public_calls(calls), "recent_calls": _public_calls(calls),
@@ -83,11 +84,15 @@ class AdminAPI:
def jobs(self) -> dict[str, Any]: def jobs(self) -> dict[str, Any]:
runs = self.db.fetchall("SELECT * FROM job_runs ORDER BY id DESC LIMIT 100") runs = self.db.fetchall("SELECT * FROM job_runs ORDER BY id DESC LIMIT 100")
stocks_times = "/".join(self.pipeline.settings.stocks_refresh_times) or "20:00"
return { return {
"jobs": [ "jobs": [
{"id": "precheck", "at": "08:45", "title": "盘前预检"}, {"id": "precheck", "at": "08:45", "title": "盘前预检"},
{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"}, {"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
{"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"}, {"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"},
{"id": "eod_retry", "at": "15:15-23:30", "title": "盘后未出数自动重试(每 30 分钟,成功即停)"},
{"id": "stocks_refresh", "at": stocks_times, "title": "股票主档刷新与正式发布(新上市/更名,无变化跳过)"},
{"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"}, {"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
{"id": "backup", "at": "00:40", "title": "SQLite 备份"}, {"id": "backup", "at": "00:40", "title": "SQLite 备份"},
], ],
@@ -130,12 +135,31 @@ class AdminAPI:
return result return result
def backfill(self, dataset: str, trade_date: str, password: str, confirm: str, actor: str) -> dict[str, Any]: def backfill(self, dataset: str, trade_date: str, password: str, confirm: str, actor: str) -> dict[str, Any]:
self._dangerous(password, confirm, f"{dataset}:{trade_date}") day = yyyymmdd(trade_date or now_shanghai())
if dataset == "reference": if dataset == "history":
result = self.pipeline.ingest_reference(trade_date) self._dangerous(password, confirm, "history:full")
result = self.pipeline.backfill_history(day)
else: else:
result = self.pipeline.run_dataset(dataset, trade_date) self._dangerous(password, confirm, f"{dataset}:{day}")
self.pipeline.audit(actor, "backfill", f"{dataset}:{trade_date}", json.dumps({"ok": True})) if dataset == "reference":
result = self.pipeline.ingest_reference(day)
elif dataset in OFFICIAL_DATASETS or dataset == STOCKS_DATASET:
# Manual same-day republish must rebuild the full A/B boundary.
# Gate failures and mid-switch exceptions both surface as
# FAILED_PRECONDITION so the admin API never leaks raw
# transaction errors to the client.
try:
result = self.pipeline.force_republish_boundary(dataset, day)
failures = self.pipeline.eod_failures(result)
if failures:
raise ApiError("FAILED_PRECONDITION", "; ".join(failures))
except ApiError:
raise
except Exception as exc:
raise ApiError("FAILED_PRECONDITION", str(exc)) from exc
else:
raise ApiError("INVALID_ARGUMENT", f"unsupported backfill dataset: {dataset}")
self.pipeline.audit(actor, "backfill", f"{dataset}:{day}", json.dumps({"ok": True}))
return result return result
def _dangerous(self, password: str, confirm: str, expected: str) -> None: def _dangerous(self, password: str, confirm: str, expected: str) -> None:
+112
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"""Command-line entry for one-shot datahub operations."""
from __future__ import annotations
import argparse
import json
import sys
from datahub.hub import build_hub
from datahub.pipeline import EOD_A_DATASETS, OFFICIAL_DATASETS, STOCKS_DATASET
from datahub.settings import load_settings
from datahub.timeutil import yyyymmdd
def main(argv: list[str] | None = None) -> int:
parser = argparse.ArgumentParser(description="xiaobai-datahub CLI")
sub = parser.add_subparsers(dest="command", required=True)
history = sub.add_parser("history-backfill", help="回补 2016 年起交易日历和网站所用指数日 K")
history.add_argument("--calendar-start", default=None, help="日历起点,默认配置 calendar_start")
history.add_argument("--index-days", type=int, default=None, help="指数回补交易日数量,默认 260")
history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已完整发布的一致性边界,仍走质量门禁)")
refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
refresh.add_argument(
"--force", action="store_true",
help="强制重发 --dataset 所属的完整一致性边界(A 组或 B 组),生成新批次并保留上一批次可回滚",
)
refresh.add_argument(
"--dataset", default=None,
help="配合 --force:指定边界内任一成员(如 valuation→整组 Aindex_daily→整组 B",
)
stocks_refresh = sub.add_parser("stocks-refresh", help="刷新股票主档并发布正式快照(幂等:无变化则跳过)")
stocks_refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
stocks_refresh.add_argument("--force", action="store_true", help="即使快照无变化也重新发布")
moneyflow_backfill = sub.add_parser(
"moneyflow-backfill", help="回补资金流历史(默认覆盖网站所需的最近 N 个交易日,跳过已发布日期)",
)
moneyflow_backfill.add_argument("--end-date", default=None, help="截止交易日 YYYYMMDD,默认今天")
moneyflow_backfill.add_argument("--trading-days", type=int, default=None, help="回补交易日数量,默认配置 moneyflow_history_trading_days")
moneyflow_backfill.add_argument("--force", action="store_true", help="覆盖已发布的资金流日期")
args = parser.parse_args(argv)
settings = load_settings()
hub = build_hub(settings)
if args.command == "history-backfill":
result = hub.pipeline.backfill_history(
calendar_start=args.calendar_start,
index_days=args.index_days,
force=args.force,
)
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
sys.stdout.write("\n")
return 0 if result.get("ok") else 1
if args.command == "eod-refresh":
day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
if args.force:
allowed = set(OFFICIAL_DATASETS) | {STOCKS_DATASET}
if not args.dataset:
parser.error("--force requires --dataset (e.g. --dataset valuation)")
if args.dataset not in allowed:
parser.error(f"unknown dataset: {args.dataset}")
result = hub.pipeline.force_republish_boundary(args.dataset, day)
boundary = "A" if args.dataset in EOD_A_DATASETS or args.dataset == STOCKS_DATASET else "B"
else:
result = hub.pipeline.run_eod_missing(day)
boundary = None
hub.pipeline.audit("cli", "eod-refresh", f"eod:{day}", json.dumps(
{"force": bool(args.force), "dataset": args.dataset, "boundary": boundary,
**{name: item.get("state") for name, item in result.items() if isinstance(item, dict)}},
ensure_ascii=False,
))
if args.force:
failures = hub.pipeline.eod_failures(result)
payload = {"trade_date": day, "boundary": boundary, "datasets": result}
json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
sys.stdout.write("\n")
return 0 if not failures else 1
missing = hub.pipeline.missing_official_datasets(day)
payload = {"trade_date": day, "datasets": result, "missing_after": missing}
json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
sys.stdout.write("\n")
return 0 if not missing else 1
if args.command == "stocks-refresh":
day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
result = hub.pipeline.refresh_stocks(day, force=args.force)
hub.pipeline.audit("cli", "stocks-refresh", f"stocks:{day}", json.dumps(
{"force": bool(args.force), "state": result.get("state"), "batch_id": result.get("batch_id")},
ensure_ascii=False,
))
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
sys.stdout.write("\n")
return 0 if result.get("state") != "failed" else 1
if args.command == "moneyflow-backfill":
result = hub.pipeline.backfill_moneyflow_history(
end_date=args.end_date,
trading_days=args.trading_days,
force=args.force,
)
hub.pipeline.audit("cli", "moneyflow-backfill", f"moneyflow:{result.get('end')}", json.dumps(
{"published": len(result.get("published") or []), "skipped": len(result.get("skipped") or []),
"failed": len(result.get("failed") or [])},
ensure_ascii=False,
))
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
sys.stdout.write("\n")
return 0 if result.get("ok") else 1
parser.error(f"unknown command: {args.command}")
return 2
if __name__ == "__main__":
raise SystemExit(main())
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from __future__ import annotations
from typing import Any, Iterable
from datahub.db import HubDB
from datahub.timeutil import iter_yyyymmdd, yyyymmdd
MISSING_SAMPLE_LIMIT = 10
def coverage_payload(
*,
kind: str,
start: str,
end: str,
expected: Iterable[str],
available: Iterable[str],
extra: dict[str, Any] | None = None,
) -> dict[str, Any]:
start = yyyymmdd(start)
end = yyyymmdd(end)
expected_list = sorted({yyyymmdd(item) for item in expected if item})
available_set = {yyyymmdd(item) for item in available if item}
missing = [item for item in expected_list if item not in available_set]
payload: dict[str, Any] = {
"kind": kind,
"complete": not missing,
"requested_from": start,
"requested_to": end,
"available_from": min(available_set) if available_set else None,
"available_to": max(available_set) if available_set else None,
"expected_count": len(expected_list),
"available_count": len(available_set),
"missing_count": len(missing),
"missing_sample": missing[:MISSING_SAMPLE_LIMIT],
}
if extra:
payload.update(extra)
return payload
def calendar_coverage(db: HubDB, start: str, end: str, exchange: str = "SSE") -> dict[str, Any]:
start = yyyymmdd(start)
end = yyyymmdd(end)
expected = list(iter_yyyymmdd(start, end))
rows = db.fetchall(
"SELECT cal_date FROM trade_calendar WHERE exchange = ? AND cal_date >= ? AND cal_date <= ?",
(exchange, start, end),
)
return coverage_payload(
kind="calendar",
start=start,
end=end,
expected=expected,
available=(row["cal_date"] for row in rows),
extra={"exchange": exchange},
)
def published_range_coverage(
db: HubDB,
dataset: str,
start: str,
end: str,
ts_code: str = "",
table: str = "",
) -> dict[str, Any]:
start = yyyymmdd(start)
end = yyyymmdd(end)
calendar = calendar_coverage(db, start, end)
open_rows = db.fetchall(
"""
SELECT cal_date FROM trade_calendar
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date >= ? AND cal_date <= ?
ORDER BY cal_date
""",
(start, end),
)
expected_open = [row["cal_date"] for row in open_rows]
pubs = db.fetchall(
"""
SELECT trade_date, active_batch FROM publications
WHERE dataset = ? AND trade_date >= ? AND trade_date <= ?
ORDER BY trade_date
""",
(dataset, start, end),
)
published_dates = [row["trade_date"] for row in pubs]
available = list(published_dates)
extra: dict[str, Any] = {
"dataset": dataset,
"calendar_complete": calendar["complete"],
"calendar_missing_count": calendar["missing_count"],
}
if ts_code and table and pubs:
present_code: list[str] = []
for pub in pubs:
hit = db.fetchone(
f"SELECT 1 AS ok FROM {table} WHERE trade_date = ? AND batch_id = ? AND ts_code = ? LIMIT 1",
(pub["trade_date"], pub["active_batch"], ts_code),
)
if hit:
present_code.append(pub["trade_date"])
available = present_code
extra["code"] = ts_code
payload = coverage_payload(
kind="published_range",
start=start,
end=end,
expected=expected_open,
available=available,
extra=extra,
)
if not calendar["complete"]:
payload["complete"] = False
payload["calendar_missing_sample"] = calendar["missing_sample"]
return payload
def point_coverage(trade_date: str, dataset: str = "") -> dict[str, Any]:
day = yyyymmdd(trade_date)
payload = coverage_payload(
kind="point",
start=day,
end=day,
expected=[day],
available=[day],
extra={"dataset": dataset} if dataset else None,
)
return payload
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"""Extended EOD datasets beyond the first-batch A/B release groups.
These publish independently (soft): a failure here must not block daily/valuation
release. Scheduler runs them after the core EOD window.
"""
from __future__ import annotations
from typing import Any
# Independent soft datasets (not part of A/B atomic groups).
EXTENDED_SOFT_DATASETS = {
"limit_events",
"popularity",
"dragon_tiger",
"sector_daily",
}
EXTENDED_SCHEMA = """
CREATE TABLE IF NOT EXISTS eod_limit_events (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL,
name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
fd_amount REAL, first_time TEXT, last_time TEXT,
open_times INTEGER, up_stat TEXT, limit_times INTEGER,
batch_id TEXT NOT NULL,
PRIMARY KEY (ts_code, trade_date, limit_type, batch_id)
) WITHOUT ROWID;
CREATE TABLE IF NOT EXISTS staging_limit_events (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL, batch_id TEXT NOT NULL,
name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
fd_amount REAL, first_time TEXT, last_time TEXT,
open_times INTEGER, up_stat TEXT, limit_times INTEGER,
PRIMARY KEY (batch_id, ts_code, trade_date, limit_type)
);
CREATE TABLE IF NOT EXISTS eod_popularity (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL,
ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
hot REAL, concept TEXT, data_type TEXT,
batch_id TEXT NOT NULL,
PRIMARY KEY (ts_code, trade_date, source, batch_id)
) WITHOUT ROWID;
CREATE TABLE IF NOT EXISTS staging_popularity (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL, batch_id TEXT NOT NULL,
ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
hot REAL, concept TEXT, data_type TEXT,
PRIMARY KEY (batch_id, ts_code, trade_date, source)
);
CREATE TABLE IF NOT EXISTS eod_dragon_tiger (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL,
ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
batch_id TEXT NOT NULL,
PRIMARY KEY (ts_code, trade_date, hm_name, batch_id)
) WITHOUT ROWID;
CREATE TABLE IF NOT EXISTS staging_dragon_tiger (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL, batch_id TEXT NOT NULL,
ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
PRIMARY KEY (batch_id, ts_code, trade_date, hm_name)
);
CREATE TABLE IF NOT EXISTS eod_sector_daily (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL,
name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
batch_id TEXT NOT NULL,
PRIMARY KEY (ts_code, trade_date, family, batch_id)
) WITHOUT ROWID;
CREATE TABLE IF NOT EXISTS staging_sector_daily (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL, batch_id TEXT NOT NULL,
name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
PRIMARY KEY (batch_id, ts_code, trade_date, family)
);
CREATE TABLE IF NOT EXISTS sector_master (
ts_code TEXT PRIMARY KEY,
name TEXT,
family TEXT NOT NULL,
exchange TEXT,
list_date TEXT,
member_count INTEGER,
type TEXT,
updated_at TEXT NOT NULL
);
CREATE INDEX IF NOT EXISTS idx_eod_limit_date ON eod_limit_events(trade_date, batch_id);
CREATE INDEX IF NOT EXISTS idx_eod_pop_date ON eod_popularity(trade_date, batch_id);
CREATE INDEX IF NOT EXISTS idx_eod_lhb_date ON eod_dragon_tiger(trade_date, batch_id);
CREATE INDEX IF NOT EXISTS idx_eod_sector_date ON eod_sector_daily(trade_date, family, batch_id);
"""
EXTENDED_DATASET_TABLES = {
"limit_events": ("eod_limit_events", "staging_limit_events"),
"popularity": ("eod_popularity", "staging_popularity"),
"dragon_tiger": ("eod_dragon_tiger", "staging_dragon_tiger"),
"sector_daily": ("eod_sector_daily", "staging_sector_daily"),
}
EXTENDED_STAGING_INSERT: dict[str, tuple[str, Any]] = {
"limit_events": (
"INSERT INTO staging_limit_events("
"ts_code,trade_date,limit_type,batch_id,name,industry,close,pct_chg,amount,"
"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
"open_times,up_stat,limit_times) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
lambda r, b: (
r["ts_code"], r["trade_date"], r["limit_type"], b,
r.get("name"), r.get("industry"), r.get("close"), r.get("pct_chg"), r.get("amount"),
r.get("limit_amount"), r.get("float_mv"), r.get("total_mv"), r.get("turnover_ratio"),
r.get("fd_amount"), r.get("first_time"), r.get("last_time"),
r.get("open_times"), r.get("up_stat"), r.get("limit_times"),
),
),
"popularity": (
"INSERT INTO staging_popularity("
"ts_code,trade_date,source,batch_id,ts_name,rank,pct_change,current_price,hot,concept,data_type) "
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
lambda r, b: (
r["ts_code"], r["trade_date"], r["source"], b,
r.get("ts_name"), r.get("rank"), r.get("pct_change"), r.get("current_price"),
r.get("hot"), r.get("concept"), r.get("data_type"),
),
),
"dragon_tiger": (
"INSERT INTO staging_dragon_tiger("
"ts_code,trade_date,hm_name,batch_id,ts_name,buy_amount,sell_amount,net_amount,"
"hm_orgs,tag,pct_change,reason) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
lambda r, b: (
r["ts_code"], r["trade_date"], r["hm_name"], b,
r.get("ts_name"), r.get("buy_amount"), r.get("sell_amount"), r.get("net_amount"),
r.get("hm_orgs"), r.get("tag"), r.get("pct_change"), r.get("reason"),
),
),
"sector_daily": (
"INSERT INTO staging_sector_daily("
"ts_code,trade_date,family,batch_id,name,open,high,low,close,pre_close,"
"pct_change,vol,turnover_rate,amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
lambda r, b: (
r["ts_code"], r["trade_date"], r["family"], b,
r.get("name"), r.get("open"), r.get("high"), r.get("low"), r.get("close"),
r.get("pre_close"), r.get("pct_change"), r.get("vol"), r.get("turnover_rate"),
r.get("amount"),
),
),
}
EXTENDED_EOD_COPY = {
"limit_events": (
"INSERT OR REPLACE INTO eod_limit_events "
"SELECT ts_code,trade_date,limit_type,name,industry,close,pct_chg,amount,"
"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
"open_times,up_stat,limit_times,batch_id "
"FROM staging_limit_events WHERE batch_id = ?"
),
"popularity": (
"INSERT OR REPLACE INTO eod_popularity "
"SELECT ts_code,trade_date,source,ts_name,rank,pct_change,current_price,hot,concept,data_type,batch_id "
"FROM staging_popularity WHERE batch_id = ?"
),
"dragon_tiger": (
"INSERT OR REPLACE INTO eod_dragon_tiger "
"SELECT ts_code,trade_date,hm_name,ts_name,buy_amount,sell_amount,net_amount,"
"hm_orgs,tag,pct_change,reason,batch_id "
"FROM staging_dragon_tiger WHERE batch_id = ?"
),
"sector_daily": (
"INSERT OR REPLACE INTO eod_sector_daily "
"SELECT ts_code,trade_date,family,name,open,high,low,close,pre_close,"
"pct_change,vol,turnover_rate,amount,batch_id "
"FROM staging_sector_daily WHERE batch_id = ?"
),
}
+32 -1
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@@ -7,9 +7,10 @@ from contextlib import contextmanager
from pathlib import Path from pathlib import Path
from typing import Any from typing import Any
from datahub.datasets_ext import EXTENDED_DATASET_TABLES, EXTENDED_SCHEMA
from datahub.timeutil import isoformat from datahub.timeutil import isoformat
SCHEMA = """ _BASE_SCHEMA = """
CREATE TABLE IF NOT EXISTS schema_migrations ( CREATE TABLE IF NOT EXISTS schema_migrations (
version INTEGER PRIMARY KEY, version INTEGER PRIMARY KEY,
applied_at TEXT NOT NULL applied_at TEXT NOT NULL
@@ -114,6 +115,21 @@ CREATE TABLE IF NOT EXISTS eod_index_bars (
PRIMARY KEY (ts_code, trade_date, batch_id) PRIMARY KEY (ts_code, trade_date, batch_id)
) WITHOUT ROWID; ) WITHOUT ROWID;
CREATE TABLE IF NOT EXISTS eod_stocks (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL,
symbol TEXT, name TEXT, area TEXT, industry TEXT, market TEXT,
list_status TEXT, list_date TEXT,
batch_id TEXT NOT NULL,
PRIMARY KEY (ts_code, trade_date, batch_id)
) WITHOUT ROWID;
CREATE TABLE IF NOT EXISTS staging_stocks (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
symbol TEXT, name TEXT, area TEXT, industry TEXT, market TEXT,
list_status TEXT, list_date TEXT,
PRIMARY KEY (batch_id, ts_code, trade_date)
);
CREATE TABLE IF NOT EXISTS staging_bars ( CREATE TABLE IF NOT EXISTS staging_bars (
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL, ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, batch_id TEXT NOT NULL,
open REAL, high REAL, low REAL, close REAL, pct_chg REAL, open REAL, high REAL, low REAL, close REAL, pct_chg REAL,
@@ -212,6 +228,17 @@ CREATE TABLE IF NOT EXISTS job_runs (
detail TEXT detail TEXT
); );
CREATE TABLE IF NOT EXISTS eod_progress (
trade_date TEXT PRIMARY KEY,
state TEXT NOT NULL,
attempts INTEGER NOT NULL DEFAULT 0,
last_attempt_at TEXT,
next_retry_at TEXT,
finished_at TEXT,
detail TEXT,
updated_at TEXT NOT NULL
);
CREATE TABLE IF NOT EXISTS audit_log ( CREATE TABLE IF NOT EXISTS audit_log (
id INTEGER PRIMARY KEY AUTOINCREMENT, id INTEGER PRIMARY KEY AUTOINCREMENT,
actor TEXT NOT NULL, actor TEXT NOT NULL,
@@ -256,12 +283,16 @@ CREATE INDEX IF NOT EXISTS idx_eod_bars_date ON eod_bars(trade_date, batch_id);
CREATE INDEX IF NOT EXISTS idx_calendar_open ON trade_calendar(is_open, cal_date); CREATE INDEX IF NOT EXISTS idx_calendar_open ON trade_calendar(is_open, cal_date);
""" """
SCHEMA = _BASE_SCHEMA + EXTENDED_SCHEMA
DATASET_TABLES = { DATASET_TABLES = {
"daily": ("eod_bars", "staging_bars"), "daily": ("eod_bars", "staging_bars"),
"valuation": ("eod_valuation", "staging_valuation"), "valuation": ("eod_valuation", "staging_valuation"),
"moneyflow": ("eod_moneyflow", "staging_moneyflow"), "moneyflow": ("eod_moneyflow", "staging_moneyflow"),
"auction": ("eod_auction", "staging_auction"), "auction": ("eod_auction", "staging_auction"),
"index_daily": ("eod_index_bars", "staging_index_bars"), "index_daily": ("eod_index_bars", "staging_index_bars"),
"stocks": ("eod_stocks", "staging_stocks"),
**EXTENDED_DATASET_TABLES,
} }
+9 -1
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@@ -190,7 +190,15 @@ class HubRequestHandler(BaseHTTPRequestHandler):
return {} return {}
if length <= 0 or length > 65536: if length <= 0 or length > 65536:
raise ValueError("请求内容为空或过大") 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):
LOGGER.warning("invalid json request body")
raise ValueError("请求不是合法 JSON") from None
if not isinstance(payload, dict):
raise ValueError("请求不是合法 JSON")
return payload
def _cookie_value(self, name: str) -> str: def _cookie_value(self, name: str) -> str:
cookie = SimpleCookie() cookie = SimpleCookie()
+28 -2
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@@ -2,7 +2,9 @@ from __future__ import annotations
import json import json
import logging import logging
import re
import sys import sys
import traceback
from typing import Any from typing import Any
from datahub.timeutil import isoformat from datahub.timeutil import isoformat
@@ -11,6 +13,13 @@ _SECRET_KEYS = (
"token", "password", "secret", "key", "authorization", "credential", "token", "password", "secret", "key", "authorization", "credential",
"tushare_token", "datahub_token", "encryption_key", "cookie", "tushare_token", "datahub_token", "encryption_key", "cookie",
) )
_SECRET_JSON = re.compile(
r'(?i)("(?:' + "|".join(re.escape(key) for key in _SECRET_KEYS) + r')"\s*:\s*")([^"\\]*(?:\\.[^"\\]*)*)(")'
)
def redact_log_text(text: str) -> str:
return _SECRET_JSON.sub(r"\1***\3", str(text))
def _redact(value: Any, key: str = "") -> Any: def _redact(value: Any, key: str = "") -> Any:
@@ -21,22 +30,39 @@ def _redact(value: Any, key: str = "") -> Any:
return {str(item_key): _redact(item_value, str(item_key)) for item_key, item_value in value.items()} return {str(item_key): _redact(item_value, str(item_key)) for item_key, item_value in value.items()}
if isinstance(value, list): if isinstance(value, list):
return [_redact(item) for item in value] return [_redact(item) for item in value]
if isinstance(value, str):
return redact_log_text(value)
return value return value
def _safe_exc_text(exc_info: tuple[Any, Any, Any]) -> str:
exc = exc_info[1]
if isinstance(exc, json.JSONDecodeError):
return f"JSONDecodeError: invalid json at position {exc.pos}"
cause = getattr(exc, "__cause__", None)
if isinstance(cause, json.JSONDecodeError):
return f"{type(exc).__name__}: invalid json in request"
text = "".join(traceback.format_exception(*exc_info))
if isinstance(cause, json.JSONDecodeError) and cause.doc:
text = text.replace(cause.doc, "")
if isinstance(exc, json.JSONDecodeError) and exc.doc:
text = text.replace(exc.doc, "")
return redact_log_text(text)
class JsonFormatter(logging.Formatter): class JsonFormatter(logging.Formatter):
def format(self, record: logging.LogRecord) -> str: def format(self, record: logging.LogRecord) -> str:
payload: dict[str, Any] = { payload: dict[str, Any] = {
"ts": isoformat(), "ts": isoformat(),
"level": record.levelname, "level": record.levelname,
"logger": record.name, "logger": record.name,
"message": record.getMessage(), "message": redact_log_text(record.getMessage()),
} }
extra = getattr(record, "hub", None) extra = getattr(record, "hub", None)
if isinstance(extra, dict): if isinstance(extra, dict):
payload.update(_redact(extra)) payload.update(_redact(extra))
if record.exc_info: if record.exc_info:
payload["exc"] = self.formatException(record.exc_info) payload["exc"] = _safe_exc_text(record.exc_info)
return json.dumps(payload, ensure_ascii=False, default=str) return json.dumps(payload, ensure_ascii=False, default=str)
+94
View File
@@ -156,6 +156,95 @@ def normalize_stock(row: dict[str, Any]) -> dict[str, Any]:
} }
def normalize_limit_event(row: dict[str, Any]) -> dict[str, Any]:
"""limit_list_d. float_mv/total_mv/limit_amount are 万元 → yuan; amount/fd_amount already yuan."""
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"limit_type": str(row.get("limit_type") or "").strip().upper() or "U",
"name": str(row.get("name") or "").strip() or None,
"industry": str(row.get("industry") or "").strip() or None,
"close": round4(finite_number(row.get("close"))),
"pct_chg": round4(finite_number(row.get("pct_chg"))),
"amount": round4(finite_number(row.get("amount"))),
"limit_amount": round4(_scale(row.get("limit_amount"), AMOUNT_WAN_YUAN)),
"float_mv": round4(_scale(row.get("float_mv"), AMOUNT_WAN_YUAN)),
"total_mv": round4(_scale(row.get("total_mv"), AMOUNT_WAN_YUAN)),
"turnover_ratio": round4(finite_number(row.get("turnover_ratio"))),
"fd_amount": round4(finite_number(row.get("fd_amount"))),
"first_time": str(row.get("first_time") or "").strip() or None,
"last_time": str(row.get("last_time") or "").strip() or None,
"open_times": _optional_int(row.get("open_times")),
"up_stat": str(row.get("up_stat") or "").strip() or None,
"limit_times": _optional_int(row.get("limit_times")),
}
def normalize_popularity(row: dict[str, Any], source: str = "") -> dict[str, Any]:
src = str(source or row.get("source") or "").strip().lower() or "ths"
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"source": src,
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
"rank": _optional_int(row.get("rank")),
"pct_change": round4(
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
),
"current_price": round4(finite_number(row.get("current_price") or row.get("price"))),
"hot": round4(finite_number(row.get("hot"))),
"concept": str(row.get("concept") or "").strip() or None,
"data_type": str(row.get("data_type") or "").strip() or None,
}
def normalize_dragon_tiger(row: dict[str, Any]) -> dict[str, Any]:
"""hm_detail amounts are 万元 → yuan."""
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"hm_name": str(row.get("hm_name") or "未命名游资").strip() or "未命名游资",
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
"buy_amount": round4(_scale(row.get("buy_amount"), AMOUNT_WAN_YUAN)),
"sell_amount": round4(_scale(row.get("sell_amount"), AMOUNT_WAN_YUAN)),
"net_amount": round4(_scale(row.get("net_amount"), AMOUNT_WAN_YUAN)),
"hm_orgs": str(row.get("hm_orgs") or "").strip() or None,
"tag": str(row.get("tag") or "").strip() or None,
"pct_change": round4(finite_number(row.get("pct_change"))),
"reason": str(row.get("reason") or "").strip() or None,
}
def normalize_sector_daily(row: dict[str, Any], family: str = "ths") -> dict[str, Any]:
fam = str(family or row.get("family") or "ths").strip().lower()
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"family": fam,
"name": str(row.get("name") or "").strip() or None,
"open": round4(finite_number(row.get("open"))),
"high": round4(finite_number(row.get("high"))),
"low": round4(finite_number(row.get("low"))),
"close": round4(finite_number(row.get("close"))),
"pre_close": round4(finite_number(row.get("pre_close"))),
"pct_change": round4(
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
),
"vol": round4(finite_number(row.get("vol"))),
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
"amount": round4(finite_number(row.get("amount"))),
}
def _optional_int(value: Any) -> int | None:
if value in (None, ""):
return None
try:
return int(float(value))
except (TypeError, ValueError):
return None
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None: def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
if price is None: if price is None:
return None return None
@@ -184,6 +273,11 @@ NORMALIZERS = {
"calendar": normalize_calendar, "calendar": normalize_calendar,
"stock_basic": normalize_stock, "stock_basic": normalize_stock,
"stocks": normalize_stock, "stocks": normalize_stock,
"limit_events": normalize_limit_event,
"limit_list_d": normalize_limit_event,
"popularity": normalize_popularity,
"dragon_tiger": normalize_dragon_tiger,
"sector_daily": normalize_sector_daily,
} }
File diff suppressed because it is too large Load Diff
+188
View File
@@ -0,0 +1,188 @@
"""Provisional (盘中观察) serving: quotes, index quotes, intraday points.
Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
"""
from __future__ import annotations
import json
import time
from datetime import datetime
from typing import Any
from datahub.adapters.eastmoney import EastmoneyAdapter
from datahub.adapters.tencent import TencentAdapter
from datahub.codes import resolve_code
from datahub.db import HubDB
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
QUOTE_TTL = 60
INDEX_TTL = 60
INTRADAY_TTL = 20
class RealtimeApiError(RuntimeError):
def __init__(self, code: str, message: str) -> None:
super().__init__(message)
self.code = code
self.message = message
def _envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
from datahub import SCHEMA_VERSION
return {"schema_version": SCHEMA_VERSION, "data": data, "meta": meta}
def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
cache_key = "indexes:quotes"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
eastmoney = EastmoneyAdapter()
try:
rows = eastmoney.fetch_indices()
source = "eastmoney:ulist"
except Exception:
rows = TencentAdapter().fetch_indices()
source = "tencent:qt"
if len(rows) < 3:
raise RealtimeApiError("SOURCE_UNAVAILABLE", "index quotes incomplete")
payload = _envelope(
rows,
{
"tier": "provisional",
"trade_date": yyyymmdd(now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, INDEX_TTL, source)
return payload
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
if not codes:
raise RealtimeApiError("INVALID_ARGUMENT", "codes is required")
resolved: list[str] = []
for code in codes[:60]:
item = resolve_code(db, code) or _guess_ts_code(code)
if item:
resolved.append(item)
if not resolved:
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
cache_key = "quotes:" + ",".join(sorted(resolved))
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
adapter = EastmoneyAdapter()
try:
rows = adapter.fetch_quotes(resolved)
source = "eastmoney:clist"
except Exception as exc:
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"quotes unavailable: {exc}") from exc
payload = _envelope(
rows,
{
"tier": "provisional",
"trade_date": yyyymmdd(now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
return payload
def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
ts_code = resolve_code(db, code) or _guess_ts_code(code)
if not ts_code:
raise RealtimeApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
cache_key = f"intraday:{ts_code}:{date or 'today'}"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
adapter = EastmoneyAdapter()
try:
payload_data = adapter.fetch_intraday(ts_code)
source = "eastmoney:trends2"
except Exception as exc:
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
payload = _envelope(
payload_data,
{
"tier": "provisional",
"trade_date": yyyymmdd(payload_data.get("trade_date") or date or now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, INTRADAY_TTL, source)
return payload
def _guess_ts_code(code: str) -> str | None:
raw = str(code or "").strip().upper()
if "." in raw:
return raw
if len(raw) == 6 and raw.isdigit():
if raw.startswith(("5", "6", "9")):
return f"{raw}.SH"
return f"{raw}.SZ"
return None
def _read_cache(db: HubDB, cache_key: str) -> dict[str, Any] | None:
row = db.fetchone("SELECT * FROM rt_cache WHERE cache_key = ?", (cache_key,))
if not row:
return None
expires = str(row.get("expires_at") or "")
now = isoformat(now_shanghai())
if expires and expires < now:
return None
try:
payload = json.loads(row["payload"])
except json.JSONDecodeError:
return None
if isinstance(payload, dict) and isinstance(payload.get("meta"), dict):
stored = str(row.get("stored_at") or "")
try:
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
except Exception:
age = 0
payload["meta"]["staleness_seconds"] = age
payload["meta"]["stale"] = age > QUOTE_TTL
return payload
def _write_cache(db: HubDB, cache_key: str, payload: dict[str, Any], ttl: int, source: str) -> None:
from datetime import timedelta
now = now_shanghai()
stored = isoformat(now)
expires = isoformat(now + timedelta(seconds=ttl))
db.execute(
"""
INSERT INTO rt_cache(cache_key, payload, source, stored_at, expires_at)
VALUES (?,?,?,?,?)
ON CONFLICT(cache_key) DO UPDATE SET
payload=excluded.payload, source=excluded.source,
stored_at=excluded.stored_at, expires_at=excluded.expires_at
""",
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored, expires),
)
db.execute(
"""
INSERT INTO last_known_good(cache_key, payload, source, stored_at)
VALUES (?,?,?,?)
ON CONFLICT(cache_key) DO UPDATE SET
payload=excluded.payload, source=excluded.source, stored_at=excluded.stored_at
""",
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored),
)
+227 -6
View File
@@ -2,7 +2,7 @@ from __future__ import annotations
import threading import threading
from collections.abc import Callable from collections.abc import Callable
from datetime import datetime, time from datetime import datetime, time, timedelta
from typing import Any from typing import Any
from datahub.db import HubDB from datahub.db import HubDB
@@ -14,6 +14,8 @@ LOGGER = get_logger()
JobFn = Callable[[str], Any] JobFn = Callable[[str], Any]
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry"}
def is_open_day(db: HubDB, day: str) -> bool: def is_open_day(db: HubDB, day: str) -> bool:
row = db.fetchone( row = db.fetchone(
@@ -25,8 +27,19 @@ def is_open_day(db: HubDB, day: str) -> bool:
return int(row["is_open"]) == 1 return int(row["is_open"]) == 1
def _hhmm(value: str) -> time:
return datetime.strptime(value, "%H:%M").time()
class Scheduler: class Scheduler:
"""Calendar-driven in-process scheduler. Non-trading days skip EOD fetches.""" """Calendar-driven in-process scheduler. Non-trading days skip EOD fetches.
EOD datasets that failed to publish (e.g. upstream not ready at 15:05)
are retried automatically every ``eod_retry_interval_minutes`` between
``eod_retry_start`` and ``eod_retry_cutoff``. Progress is persisted in
``eod_progress`` so a container restart catches up instead of waiting
for the next day, and completed days are never re-fetched.
"""
def __init__(self, db: HubDB, pipeline: Pipeline, jobs: dict[str, JobFn] | None = None) -> None: def __init__(self, db: HubDB, pipeline: Pipeline, jobs: dict[str, JobFn] | None = None) -> None:
self.db = db self.db = db
@@ -35,12 +48,20 @@ class Scheduler:
"precheck": self._precheck, "precheck": self._precheck,
"eod_a": self._eod_a, "eod_a": self._eod_a,
"eod_b": self._eod_b, "eod_b": self._eod_b,
"eod_c": self._eod_c,
"eod_d": self._eod_d,
"eod_e": self._eod_e,
"eod_f": self._eod_f,
"eod_retry": self._eod_retry,
"stocks_refresh": self._stocks_refresh,
"cleanup": self._cleanup, "cleanup": self._cleanup,
"backup": self._backup, "backup": self._backup,
"history_backfill": self._history_backfill,
} }
self._stop = threading.Event() self._stop = threading.Event()
self._thread: threading.Thread | None = None self._thread: threading.Thread | None = None
self._fired: set[tuple[str, str, str]] = set() self._fired: set[tuple[str, str, str]] = set()
self._eod_lock = threading.Lock()
def start(self, interval_seconds: float = 30.0) -> None: def start(self, interval_seconds: float = 30.0) -> None:
if self._thread and self._thread.is_alive(): if self._thread and self._thread.is_alive():
@@ -62,17 +83,23 @@ class Scheduler:
self._thread.join(timeout) self._thread.join(timeout)
def tick(self, clock: datetime | None = None) -> list[str]: def tick(self, clock: datetime | None = None) -> list[str]:
now = clock or now_shanghai() now = now_shanghai(clock)
day = yyyymmdd(now) day = yyyymmdd(now)
current = now.timetz() if False else now.time() current = now.time()
ran: list[str] = [] ran: list[str] = []
plan = [ plan = [
("precheck", time(8, 45)), ("precheck", time(8, 45)),
("eod_a", time(15, 5)), ("eod_a", time(15, 5)),
("eod_b", time(15, 10)), ("eod_b", time(15, 10)),
("eod_c", time(16, 40)),
("eod_d", time(16, 45)),
("eod_e", time(18, 5)),
("eod_f", time(22, 40)),
("cleanup", time(0, 30)), ("cleanup", time(0, 30)),
("backup", time(0, 40)), ("backup", time(0, 40)),
] ]
for refresh_at in self.pipeline.settings.stocks_refresh_times:
plan.append(("stocks_refresh", _hhmm(refresh_at)))
open_day = is_open_day(self.db, day) open_day = is_open_day(self.db, day)
for job_id, at in plan: for job_id, at in plan:
if current < at: if current < at:
@@ -80,18 +107,187 @@ class Scheduler:
key = (job_id, day, at.strftime("%H%M")) key = (job_id, day, at.strftime("%H%M"))
if key in self._fired: if key in self._fired:
continue continue
if job_id in {"eod_a", "eod_b"} and not open_day: if job_id in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"} and not open_day:
self._fired.add(key) self._fired.add(key)
continue continue
self._fired.add(key) self._fired.add(key)
self.run_job(job_id, day) if job_id in {"eod_a", "eod_b"}:
# Record the attempt before running: even a crash must not
# hide that today's first EOD try already happened.
self._record_eod_attempt(day, now)
try:
self.run_job(job_id, day)
except Exception:
if job_id not in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"}:
raise
# Keep the tick alive; evening retries take over.
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
ran.append(job_id) ran.append(job_id)
if job_id in {"eod_a", "eod_b"}:
self._settle_eod(day)
ran.extend(self._eod_retry_tick(now, day, open_day))
return ran return ran
# ------------------------------------------------------------------
# EOD retry window
# ------------------------------------------------------------------
def _eod_retry_tick(self, now: datetime, day: str, open_day: bool) -> list[str]:
if not open_day:
return []
settings = self.pipeline.settings
current = now.time()
start = _hhmm(settings.eod_retry_start)
cutoff = _hhmm(settings.eod_retry_cutoff)
interval = timedelta(minutes=settings.eod_retry_interval_minutes)
missing = self.pipeline.missing_official_datasets(day)
row = self.eod_progress(day)
if not missing:
if row is None or row["state"] != "done":
self._save_eod_progress(day, state="done", finished_at=isoformat(now))
return []
if current < start:
return []
if row and row["state"] == "cutoff_failed":
return []
if current >= cutoff:
detail = "截止时间已到,缺失数据集: " + ",".join(missing)
self._save_eod_progress(day, state="cutoff_failed", finished_at=isoformat(now), detail=detail)
with self.db.write() as connection:
connection.execute(
"INSERT INTO job_runs(job_id, state, started_at, finished_at, error, attempt, detail)"
" VALUES ('eod_retry','failed',?,?,?,?,?)",
(isoformat(now), isoformat(now), detail, int((row or {}).get("attempts") or 0), "eod cutoff reached"),
)
LOGGER.warning(
"eod retry window closed without data",
extra={"hub": {"trade_date": day, "missing": missing, "reason": "eod_cutoff"}},
)
return []
last = None
if row and row["last_attempt_at"]:
try:
last = datetime.fromisoformat(str(row["last_attempt_at"]))
except ValueError:
last = None
if last is not None and now_shanghai(last).replace(tzinfo=None) + interval > now.replace(tzinfo=None):
return []
if "eod_retry" not in self.jobs:
return []
self._record_eod_attempt(day, now)
ran = []
try:
self.run_job("eod_retry", day)
except Exception:
# job_runs already carries the failure; the window keeps retrying.
LOGGER.warning("eod retry failed for %s", day, exc_info=True)
ran.append("eod_retry")
self._settle_eod(day)
return ran
def _settle_eod(self, day: str) -> None:
"""Flip the day to done as soon as every official dataset is published."""
if not self.pipeline.missing_official_datasets(day):
row = self.eod_progress(day)
if row is None or row["state"] != "done":
self._save_eod_progress(day, state="done", finished_at=isoformat())
def eod_progress(self, day: str) -> dict[str, Any] | None:
return self.db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,))
def eod_status(self, trade_date: str | None = None, clock: datetime | None = None) -> dict[str, Any]:
"""Human/admin facing view: 等待上游 / 下次重试 / 已成功 / 已截止失败."""
day = yyyymmdd(trade_date or now_shanghai(clock))
now = now_shanghai(clock)
row = self.eod_progress(day)
open_day = is_open_day(self.db, day)
missing = self.pipeline.missing_official_datasets(day)
if row and row["state"] == "done":
state = "done"
elif not open_day:
state = "closed_day"
elif not missing:
state = "done"
elif row and row["state"] == "cutoff_failed":
state = "cutoff_failed"
elif now.time() < _hhmm("15:05"):
state = "pending_first_attempt"
else:
state = "waiting_upstream"
return {
"trade_date": day,
"is_open_day": open_day,
"state": state,
"missing_datasets": missing,
"attempts": int((row or {}).get("attempts") or 0),
"last_attempt_at": (row or {}).get("last_attempt_at"),
"next_retry_at": (row or {}).get("next_retry_at") if state == "waiting_upstream" else None,
"finished_at": (row or {}).get("finished_at"),
"detail": (row or {}).get("detail"),
}
def _record_eod_attempt(self, day: str, now: datetime) -> None:
row = self.eod_progress(day)
attempts = int((row or {}).get("attempts") or 0) + 1
interval = self.pipeline.settings.eod_retry_interval_minutes
self._save_eod_progress(
day,
state="waiting_upstream",
attempts=attempts,
last_attempt_at=isoformat(now),
next_retry_at=isoformat(now + timedelta(minutes=interval)),
)
def _save_eod_progress(self, day: str, **fields: Any) -> None:
columns = [
"trade_date", "state", "attempts", "last_attempt_at",
"next_retry_at", "finished_at", "detail", "updated_at",
]
with self.db.write() as connection:
existing = connection.execute(
"SELECT trade_date FROM eod_progress WHERE trade_date = ?",
(day,),
).fetchone()
if existing is None:
payload = {name: None for name in columns}
payload.update({"trade_date": day, "state": "waiting_upstream", "attempts": 0})
payload.update(fields)
payload["updated_at"] = isoformat()
placeholders = ",".join("?" for _ in columns)
connection.execute(
f"INSERT INTO eod_progress({','.join(columns)}) VALUES ({placeholders})",
tuple(payload[name] for name in columns),
)
else:
assignments = ", ".join(f"{name} = ?" for name in fields)
connection.execute(
f"UPDATE eod_progress SET {assignments}, updated_at = ? WHERE trade_date = ?",
(*fields.values(), isoformat(), day),
)
# ------------------------------------------------------------------
# Job execution
# ------------------------------------------------------------------
def run_job(self, job_id: str, trade_date: str) -> dict[str, Any]: def run_job(self, job_id: str, trade_date: str) -> dict[str, Any]:
fn = self.jobs.get(job_id) fn = self.jobs.get(job_id)
if fn is None: if fn is None:
raise KeyError(job_id) raise KeyError(job_id)
if job_id in EOD_JOB_IDS:
if not self._eod_lock.acquire(blocking=False):
return {
"job_id": job_id,
"state": "skipped",
"detail": "another EOD job is already running",
}
try:
return self._run_job(fn, job_id, trade_date)
finally:
self._eod_lock.release()
return self._run_job(fn, job_id, trade_date)
def _run_job(self, fn: JobFn, job_id: str, trade_date: str) -> dict[str, Any]:
started = isoformat() started = isoformat()
run_id = None run_id = None
with self.db.write() as connection: with self.db.write() as connection:
@@ -102,6 +298,10 @@ class Scheduler:
run_id = cur.lastrowid run_id = cur.lastrowid
try: try:
result = fn(trade_date) or {} result = fn(trade_date) or {}
if isinstance(result, dict):
failures = self.pipeline.eod_failures(result) if job_id in EOD_JOB_IDS else []
if failures:
raise RuntimeError("; ".join(failures))
with self.db.write() as connection: with self.db.write() as connection:
connection.execute( connection.execute(
"UPDATE job_runs SET state=?, finished_at=?, rows_out=?, detail=? WHERE id=?", "UPDATE job_runs SET state=?, finished_at=?, rows_out=?, detail=? WHERE id=?",
@@ -125,6 +325,27 @@ class Scheduler:
def _eod_b(self, trade_date: str) -> dict[str, Any]: def _eod_b(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_batch_b(trade_date) return self.pipeline.run_eod_batch_b(trade_date)
def _eod_c(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_batch_c(trade_date)
def _eod_d(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_batch_d(trade_date)
def _eod_e(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_batch_e(trade_date)
def _eod_f(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_batch_f(trade_date)
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_missing(trade_date)
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.refresh_stocks(trade_date)
def _history_backfill(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.backfill_history(trade_date)
def _cleanup(self, trade_date: str) -> dict[str, Any]: def _cleanup(self, trade_date: str) -> dict[str, Any]:
result = self.pipeline.cleanup() result = self.pipeline.cleanup()
if now_shanghai().weekday() == 6: if now_shanghai().weekday() == 6:
+163 -14
View File
@@ -6,6 +6,7 @@ from urllib.parse import parse_qs
from datahub import SCHEMA_VERSION from datahub import SCHEMA_VERSION
from datahub.codes import resolve_code from datahub.codes import resolve_code
from datahub.coverage import calendar_coverage, point_coverage, published_range_coverage
from datahub.db import HubDB from datahub.db import HubDB
from datahub.normalize import qfq_bar from datahub.normalize import qfq_bar
from datahub.numbers import finite_number from datahub.numbers import finite_number
@@ -72,6 +73,20 @@ class V1API:
return self.moneyflow(q) return self.moneyflow(q)
if path == "/v1/auction": if path == "/v1/auction":
return self.auction(q) return self.auction(q)
if path == "/v1/limit-events":
return self.limit_events(q)
if path == "/v1/popularity":
return self.popularity(q)
if path == "/v1/dragon-tiger":
return self.dragon_tiger(q)
if path == "/v1/sectors":
return self.sectors(q)
if path == "/v1/quotes/latest":
return self.quotes_latest(q)
if path == "/v1/indexes/quotes":
return self.index_quotes(q)
if path == "/v1/intraday/points":
return self.intraday_points(q)
if path == "/v1/datasets/status": if path == "/v1/datasets/status":
return self.dataset_status(q.get("date") or "") return self.dataset_status(q.get("date") or "")
if path == "/v1/batches": if path == "/v1/batches":
@@ -129,10 +144,34 @@ class V1API:
} }
for row in rows for row in rows
] ]
return envelope(items, self._official_meta("calendar", end if items else start, source="tushare:trade_cal")) meta = self._official_meta("calendar", end if items else start, source="tushare:trade_cal")
return envelope(items, attach_coverage(meta, calendar_coverage(self.db, start, end)))
def stocks(self, updated_since: str, q: dict[str, str]) -> dict[str, Any]: def stocks(self, updated_since: str, q: dict[str, str]) -> dict[str, Any]:
limit, offset = self._page(q) limit, offset = self._page(q)
today = yyyymmdd(now_shanghai())
batch_id, snapshot = self.pipeline.published_stock_snapshot(today)
if batch_id:
# Formal view: the latest published stock snapshot, with batch
# metadata. Filters are applied in-memory on the snapshot.
pub = self.pipeline.latest_stocks_publication(today) or {}
rows = snapshot
if updated_since:
rows = []
rows = rows[offset: offset + limit]
return envelope(
rows,
{
"tier": "official",
"trade_date": pub.get("trade_date"),
"published_at": pub.get("published_at"),
"source": "tushare:stock_basic",
"batch_id": batch_id,
"stale": False,
"staleness_seconds": 0,
"state": pub.get("state"),
},
)
if updated_since: if updated_since:
rows = self.db.fetchall( rows = self.db.fetchall(
"SELECT * FROM stock_master WHERE updated_at >= ? ORDER BY ts_code LIMIT ? OFFSET ?", "SELECT * FROM stock_master WHERE updated_at >= ? ORDER BY ts_code LIMIT ? OFFSET ?",
@@ -172,9 +211,75 @@ class V1API:
def auction(self, q: dict[str, str]) -> dict[str, Any]: def auction(self, q: dict[str, str]) -> dict[str, Any]:
return self._published_rows(dataset="auction", table="eod_auction", q=q, source="tushare:stk_auction") return self._published_rows(dataset="auction", table="eod_auction", q=q, source="tushare:stk_auction")
def limit_events(self, q: dict[str, str]) -> dict[str, Any]:
return self._published_rows(
dataset="limit_events",
table="eod_limit_events",
q=q,
source="tushare:limit_list_d",
extra_filters={"limit_type": q.get("limit_type") or ""},
)
def popularity(self, q: dict[str, str]) -> dict[str, Any]:
return self._published_rows(
dataset="popularity",
table="eod_popularity",
q=q,
source="tushare:ths_hot+dc_hot",
extra_filters={"source": q.get("source") or ""},
)
def dragon_tiger(self, q: dict[str, str]) -> dict[str, Any]:
return self._published_rows(
dataset="dragon_tiger",
table="eod_dragon_tiger",
q=q,
source="tushare:hm_detail",
)
def sectors(self, q: dict[str, str]) -> dict[str, Any]:
return self._published_rows(
dataset="sector_daily",
table="eod_sector_daily",
q=q,
source="tushare:ths_daily+dc_index+sw_daily",
extra_filters={"family": q.get("family") or ""},
)
def quotes_latest(self, q: dict[str, str]) -> dict[str, Any]:
from datahub.realtime_serve import RealtimeApiError, fetch_quotes
codes = [item.strip() for item in str(q.get("codes") or "").split(",") if item.strip()]
try:
return fetch_quotes(self.db, codes)
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
def index_quotes(self, q: dict[str, str]) -> dict[str, Any]:
from datahub.realtime_serve import RealtimeApiError, fetch_index_quotes
try:
return fetch_index_quotes(self.db)
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
def intraday_points(self, q: dict[str, str]) -> dict[str, Any]:
from datahub.realtime_serve import RealtimeApiError, fetch_intraday
code = str(q.get("code") or "").strip()
if not code:
raise ApiError("INVALID_ARGUMENT", "code is required")
try:
return fetch_intraday(self.db, code, yyyymmdd(q.get("date") or ""))
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
def dataset_status(self, date: str) -> dict[str, Any]: def dataset_status(self, date: str) -> dict[str, Any]:
trade_date = yyyymmdd(date or now_shanghai()) trade_date = yyyymmdd(date or now_shanghai())
datasets = ("daily", "valuation", "moneyflow", "auction", "index_daily") datasets = (
"daily", "valuation", "moneyflow", "auction", "index_daily", "stocks",
"limit_events", "popularity", "dragon_tiger", "sector_daily",
)
items = [] items = []
for dataset in datasets: for dataset in datasets:
pub = self.db.fetchone( pub = self.db.fetchone(
@@ -219,6 +324,7 @@ class V1API:
source: str, source: str,
adjust: str = "none", adjust: str = "none",
default_code: str = "", default_code: str = "",
extra_filters: dict[str, str] | None = None,
) -> dict[str, Any]: ) -> dict[str, Any]:
trade_date = q.get("date") or q.get("trade_date") or "" trade_date = q.get("date") or q.get("trade_date") or ""
code = q.get("code") or default_code code = q.get("code") or default_code
@@ -239,6 +345,7 @@ class V1API:
if resolved is None: if resolved is None:
raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}") raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
ts_code = resolved ts_code = resolved
filters = {key: value for key, value in (extra_filters or {}).items() if value}
# For a range, use per-date published batch. Single-date is the common path. # For a range, use per-date published batch. Single-date is the common path.
if start == end: if start == end:
pub = self.db.fetchone( pub = self.db.fetchone(
@@ -249,7 +356,7 @@ class V1API:
raise ApiError( raise ApiError(
"DATASET_NOT_PUBLISHED", "DATASET_NOT_PUBLISHED",
f"{dataset} {start} 尚未发布", f"{dataset} {start} 尚未发布",
extra={"expected_at": "15:05+08:00"}, extra=self._unpublished_extra(dataset, start),
) )
limit, offset = self._page(q) limit, offset = self._page(q)
sql = f"SELECT * FROM {table} WHERE trade_date = ? AND batch_id = ?" sql = f"SELECT * FROM {table} WHERE trade_date = ? AND batch_id = ?"
@@ -257,6 +364,9 @@ class V1API:
if ts_code: if ts_code:
sql += " AND ts_code = ?" sql += " AND ts_code = ?"
params.append(ts_code) params.append(ts_code)
for key, value in filters.items():
sql += f" AND {key} = ?"
params.append(value)
sql += " ORDER BY ts_code LIMIT ? OFFSET ?" sql += " ORDER BY ts_code LIMIT ? OFFSET ?"
params.extend([limit, offset]) params.extend([limit, offset])
rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))] rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))]
@@ -272,14 +382,18 @@ class V1API:
"staleness_seconds": 0, "staleness_seconds": 0,
"state": pub["state"], "state": pub["state"],
} }
return envelope(rows, meta) return envelope(rows, attach_coverage(meta, point_coverage(start, dataset)))
# multi-day: walk published dates # multi-day: walk published dates
pubs = self.db.fetchall( pubs = self.db.fetchall(
"SELECT * FROM publications WHERE dataset = ? AND trade_date >= ? AND trade_date <= ? ORDER BY trade_date", "SELECT * FROM publications WHERE dataset = ? AND trade_date >= ? AND trade_date <= ? ORDER BY trade_date",
(dataset, start, end), (dataset, start, end),
) )
if not pubs: if not pubs:
raise ApiError("DATASET_NOT_PUBLISHED", f"{dataset} {start}-{end} 尚未发布") raise ApiError(
"DATASET_NOT_PUBLISHED",
f"{dataset} {start}-{end} 尚未发布",
extra=self._unpublished_extra(dataset, end),
)
rows: list[dict[str, Any]] = [] rows: list[dict[str, Any]] = []
limit, offset = self._page(q) limit, offset = self._page(q)
for pub in pubs: for pub in pubs:
@@ -288,23 +402,37 @@ class V1API:
if ts_code: if ts_code:
sql += " AND ts_code = ?" sql += " AND ts_code = ?"
params.append(ts_code) params.append(ts_code)
for key, value in filters.items():
sql += f" AND {key} = ?"
params.append(value)
sql += " ORDER BY ts_code" sql += " ORDER BY ts_code"
rows.extend(self.db.fetchall(sql, tuple(params))) rows.extend(self.db.fetchall(sql, tuple(params)))
sliced = rows[offset: offset + limit] sliced = rows[offset: offset + limit]
if adjust == "qfq" and dataset == "daily": if adjust == "qfq" and dataset == "daily":
sliced = self._apply_qfq(sliced) sliced = self._apply_qfq(sliced)
last = pubs[-1] last = pubs[-1]
coverage = published_range_coverage(
self.db,
dataset,
start,
end,
ts_code=ts_code,
table=table,
)
return envelope( return envelope(
sliced, sliced,
{ attach_coverage(
"tier": "official", {
"trade_date": last["trade_date"], "tier": "official",
"published_at": last["published_at"], "trade_date": last["trade_date"],
"source": source, "published_at": last["published_at"],
"batch_id": last["active_batch"], "source": source,
"stale": False, "batch_id": last["active_batch"],
"staleness_seconds": 0, "stale": False,
}, "staleness_seconds": 0,
},
coverage,
),
) )
def _apply_qfq(self, rows: list[dict[str, Any]]) -> list[dict[str, Any]]: def _apply_qfq(self, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
@@ -337,6 +465,20 @@ class V1API:
offset = max(0, offset) offset = max(0, offset)
return limit, offset return limit, offset
def _unpublished_extra(self, dataset: str, trade_date: str) -> dict[str, Any]:
"""Identifiable coverage info: is this a history gap or today-not-yet?"""
extra: dict[str, Any] = {"expected_at": "15:05+08:00"}
row = self.db.fetchone(
"SELECT MIN(trade_date) AS a, MAX(trade_date) AS b FROM publications WHERE dataset = ?",
(dataset,),
)
if row and row.get("a"):
extra["available_from"] = row["a"]
extra["available_to"] = row["b"]
if str(trade_date) < str(row["a"]):
extra["reason"] = "history_not_backfilled"
return extra
def _official_meta(self, dataset: str, trade_date: str, source: str) -> dict[str, Any]: def _official_meta(self, dataset: str, trade_date: str, source: str) -> dict[str, Any]:
pub = self.db.fetchone( pub = self.db.fetchone(
"SELECT * FROM publications WHERE dataset = ? AND trade_date = ?", "SELECT * FROM publications WHERE dataset = ? AND trade_date = ?",
@@ -359,6 +501,13 @@ def add_default(days: int) -> str:
return (now_shanghai() + timedelta(days=days)).strftime("%Y%m%d") return (now_shanghai() + timedelta(days=days)).strftime("%Y%m%d")
def attach_coverage(meta: dict[str, Any], coverage: dict[str, Any]) -> dict[str, Any]:
merged = dict(meta)
merged["coverage"] = coverage
merged["incomplete"] = not bool(coverage.get("complete"))
return merged
def parse_query(raw: str) -> dict[str, list[str]]: def parse_query(raw: str) -> dict[str, list[str]]:
return parse_qs(raw, keep_blank_values=True) return parse_qs(raw, keep_blank_values=True)
+31
View File
@@ -48,6 +48,37 @@ class Settings:
def list_limit_max(self) -> int: def list_limit_max(self) -> int:
return int(self.quality.get("list_limit_max") or 5000) return int(self.quality.get("list_limit_max") or 5000)
@property
def calendar_start(self) -> str:
return str(self.quality.get("calendar_start") or "20160101")
@property
def index_history_trading_days(self) -> int:
return int(self.quality.get("index_history_trading_days") or 260)
@property
def moneyflow_history_trading_days(self) -> int:
return int(self.quality.get("moneyflow_history_trading_days") or 60)
@property
def stocks_refresh_times(self) -> tuple[str, ...]:
raw = self.quality.get("stocks_refresh_times") or ["20:00", "23:10"]
if isinstance(raw, str):
raw = [raw]
return tuple(str(item) for item in raw)
@property
def eod_retry_start(self) -> str:
return str(self.quality.get("eod_retry_start") or "15:15")
@property
def eod_retry_interval_minutes(self) -> int:
return int(self.quality.get("eod_retry_interval_minutes") or 30)
@property
def eod_retry_cutoff(self) -> str:
return str(self.quality.get("eod_retry_cutoff") or "23:30")
def load_settings( def load_settings(
env: dict[str, str] | None = None, env: dict[str, str] | None = None,
+10
View File
@@ -58,6 +58,16 @@ def add_days(trade_date: str, days: int) -> str:
return (parse_trade_date(trade_date) + timedelta(days=days)).strftime("%Y%m%d") return (parse_trade_date(trade_date) + timedelta(days=days)).strftime("%Y%m%d")
def iter_yyyymmdd(start: str, end: str):
cursor = parse_trade_date(start)
last = parse_trade_date(end)
if cursor > last:
return
while cursor <= last:
yield cursor.strftime("%Y%m%d")
cursor += timedelta(days=1)
def utc_timestamp(value: Any) -> str: def utc_timestamp(value: Any) -> str:
if isinstance(value, datetime): if isinstance(value, datetime):
return isoformat(value) return isoformat(value)
+42 -3
View File
@@ -25,7 +25,7 @@ RAW = {
], ],
"daily_basic": [ "daily_basic": [
{"ts_code": "600000.SH", "trade_date": "20240902", "turnover_rate": 1.2, "volume_ratio": 0.8, "total_mv": 1000.0, "circ_mv": 800.0, "pe_ttm": 5.1, "pb": 0.6, "ps_ttm": 1.1, "dv_ttm": 4.0}, {"ts_code": "600000.SH", "trade_date": "20240902", "turnover_rate": 1.2, "volume_ratio": 0.8, "total_mv": 1000.0, "circ_mv": 800.0, "pe_ttm": 5.1, "pb": 0.6, "ps_ttm": 1.1, "dv_ttm": 4.0},
{"ts_code": "000001.SZ", "trade_date": "20240902", "turnover_rate": 2.2, "volume_ratio": 1.1, "total_mv": 2000.0, "circ_mv": 1500.0, "pe_ttm": 6.2, "pb": 0.7, "ps_ttm": 1.2, "dv_ttm": 3.0}, {"ts_code": "000001.SZ", "trade_date": "20240902", "turnover_rate": 2.2, "volume_ratio": 1.1, "total_mv": 2000.0, "circ_mv": 1500.0, "pe_ttm": 6.2, "pb": 0.7, "ps_ttm": 1.2, "dv_ttm": None},
], ],
"adj_factor": [ "adj_factor": [
{"ts_code": "600000.SH", "trade_date": "20240902", "adj_factor": 1.1}, {"ts_code": "600000.SH", "trade_date": "20240902", "adj_factor": 1.1},
@@ -45,15 +45,54 @@ RAW = {
{"ts_code": "600000.SH", "trade_date": "20240902", "vol": 100, "price": 10.15, "amount": 1500000, "pre_close": 10.00, "turnover_rate": 0.1, "volume_ratio": 1.2, "float_share": 2000}, {"ts_code": "600000.SH", "trade_date": "20240902", "vol": 100, "price": 10.15, "amount": 1500000, "pre_close": 10.00, "turnover_rate": 0.1, "volume_ratio": 1.2, "float_share": 2000},
{"ts_code": "000001.SZ", "trade_date": "20240902", "vol": 80, "price": 11.05, "amount": 1200000, "pre_close": 11.10, "turnover_rate": 0.2, "volume_ratio": 0.9, "float_share": 1800}, {"ts_code": "000001.SZ", "trade_date": "20240902", "vol": 80, "price": 11.05, "amount": 1200000, "pre_close": 11.10, "turnover_rate": 0.2, "volume_ratio": 0.9, "float_share": 1800},
], ],
"limit_list_d": [
{"trade_date": "20240902", "ts_code": "600000.SH", "industry": "银行", "name": "浦发银行", "close": 10.2, "pct_chg": 9.95, "amount": 1e8, "limit_amount": 5000, "float_mv": 800, "total_mv": 1000, "turnover_ratio": 5.0, "fd_amount": 2e7, "first_time": "09:30:01", "last_time": "14:55:00", "open_times": 0, "up_stat": "1/1", "limit_times": 1, "limit_type": "U"},
],
"ths_hot": [
{"ts_code": "600000.SH", "ts_name": "浦发银行", "hot": 90.0, "rank": 1, "pct_change": 1.2, "current_price": 10.2, "concept": "银行", "data_type": "热股", "trade_date": "20240902"},
],
"dc_hot": [
{"ts_code": "600000.SH", "ts_name": "浦发银行", "rank": 2, "pct_change": 1.2, "current_price": 10.2, "hot": 80.0, "concept": "银行", "data_type": "A股市场", "trade_date": "20240902"},
],
"hm_detail": [
{"trade_date": "20240902", "ts_code": "600000.SH", "ts_name": "浦发银行", "buy_amount": 1000, "sell_amount": 200, "net_amount": 800, "hm_name": "测试游资", "hm_orgs": "某某营业部", "tag": "超买"},
],
"top_list": [
{"trade_date": "20240902", "ts_code": "600000.SH", "name": "浦发银行", "pct_change": 9.95, "reason": "涨幅偏离值达7%"},
],
"ths_daily": [
{"ts_code": "885811.TI", "trade_date": "20240902", "open": 1000, "high": 1010, "low": 990, "close": 1005, "pre_close": 995, "pct_change": 1.0, "vol": 100, "turnover_rate": 1.2},
],
"dc_index": [
{"ts_code": "BK0475", "trade_date": "20240902", "name": "银行", "open": 100, "high": 101, "low": 99, "close": 100.5, "pre_close": 99.5, "pct_change": 1.0, "vol": 10, "amount": 1e8, "turnover_rate": 0.5},
],
"sw_daily": [
{"ts_code": "801780.SI", "trade_date": "20240902", "name": "银行", "open": 2000, "high": 2010, "low": 1990, "close": 2005, "pct_change": 0.8, "vol": 50, "amount": 2e8},
],
} }
def fake_transport(api_name: str, params: dict, fields: str): def fake_transport(api_name: str, params: dict, fields: str):
if api_name == "index_daily": if api_name == "index_daily":
code = params.get("ts_code") code = params.get("ts_code")
return [row for row in RAW["index_daily"] if row["ts_code"] == code] rows = [row for row in RAW["index_daily"] if row["ts_code"] == code]
trade_date = str(params.get("trade_date") or "")
start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "")
if trade_date:
rows = [row for row in rows if row["trade_date"] == trade_date]
if start:
rows = [row for row in rows if row["trade_date"] >= start]
if end:
rows = [row for row in rows if row["trade_date"] <= end]
return rows
if api_name == "trade_cal": if api_name == "trade_cal":
start = str(params.get("start_date") or "") start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "99999999") end = str(params.get("end_date") or "99999999")
return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end] return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
return list(RAW.get(api_name) or []) rows = list(RAW.get(api_name) or [])
if api_name == "limit_list_d":
limit_type = str(params.get("limit_type") or "")
if limit_type:
rows = [row for row in rows if str(row.get("limit_type") or "") == limit_type]
return rows
+51
View File
@@ -1,17 +1,21 @@
from __future__ import annotations from __future__ import annotations
import io
import json import json
import logging
import tempfile import tempfile
import threading import threading
import unittest import unittest
from http.server import ThreadingHTTPServer from http.server import ThreadingHTTPServer
from pathlib import Path from pathlib import Path
from urllib.error import HTTPError
from urllib.request import Request, urlopen from urllib.request import Request, urlopen
from datahub.adapters.tushare import TushareAdapter from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault from datahub.crypto import SecretVault
from datahub.httpapp import make_handler from datahub.httpapp import make_handler
from datahub.hub import Hub from datahub.hub import Hub
from datahub.logutil import JsonFormatter
from datahub.settings import Settings from datahub.settings import Settings
from tests.fixtures import fake_transport from tests.fixtures import fake_transport
@@ -91,6 +95,53 @@ class AdminTests(unittest.TestCase):
) )
self.assertEqual(ctx.exception.code, 401) self.assertEqual(ctx.exception.code, 401)
def test_invalid_json_does_not_log_request_body_secrets(self) -> None:
secret = "SuperSecretPass1!"
token = "hub-token-should-not-leak"
raw = json.dumps({"password": secret, "token": token, "username": "hub_admin"}) + "{not-json"
stream = io.StringIO()
logger = logging.getLogger("datahub")
handler = logging.StreamHandler(stream)
handler.setFormatter(JsonFormatter())
logger.addHandler(handler)
previous_level = logger.level
logger.setLevel(logging.DEBUG)
try:
req = Request(
self.base + "/admin/api/login",
data=raw.encode("utf-8"),
headers={"Content-Type": "application/json"},
method="POST",
)
with self.assertRaises(HTTPError) as ctx:
urlopen(req, timeout=5)
body = ctx.exception.read().decode("utf-8")
self.assertEqual(ctx.exception.code, 400)
self.assertNotIn(secret, body)
self.assertNotIn(token, body)
blob = stream.getvalue() + body
self.assertNotIn(secret, blob)
self.assertNotIn(token, blob)
self.assertNotIn(raw, blob)
finally:
logger.removeHandler(handler)
logger.setLevel(previous_level)
def test_json_formatter_drops_decode_error_document(self) -> None:
secret = "ParseSecretTokenXYZ"
formatter = JsonFormatter()
logger = logging.getLogger("datahub.test")
record = logger.makeRecord(
"datahub.test", logging.ERROR, __file__, 1, "parse failed", (), None
)
try:
json.loads('{"password": "%s"}{' % secret)
except json.JSONDecodeError as exc:
record.exc_info = (type(exc), exc, exc.__traceback__)
blob = formatter.format(record)
self.assertNotIn(secret, blob)
self.assertIn("invalid json", blob)
if __name__ == "__main__": if __name__ == "__main__":
unittest.main() unittest.main()
+3
View File
@@ -107,6 +107,9 @@ class ApiContractTests(unittest.TestCase):
self.assertIn("data", body) self.assertIn("data", body)
self.assertIn("meta", body) self.assertIn("meta", body)
self.assertIn("tier", body["meta"]) self.assertIn("tier", body["meta"])
if "calendar" in path or "bars" in path or "indexes" in path or "valuation" in path or "moneyflow" in path or "auction" in path:
self.assertIn("coverage", body["meta"])
self.assertIn("incomplete", body["meta"])
def test_qfq_matches_formula(self) -> None: def test_qfq_matches_formula(self) -> None:
_, none = self._get(f"/v1/bars/daily?date={TRADE_DATE}&code=600000.SH&adjust=none", token=self.token) _, none = self._get(f"/v1/bars/daily?date={TRADE_DATE}&code=600000.SH&adjust=none", token=self.token)
@@ -0,0 +1,408 @@
from __future__ import annotations
import unittest
from pathlib import Path
import tempfile
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline
from datahub.settings import Settings
from datahub.serving import V1API
from tests.fixtures import TRADE_DATE, fake_transport
GROUP_A = ("daily", "valuation", "moneyflow", "auction")
class GroupTransport:
"""fake_transport with per-API degradation switches for release-group tests."""
def __init__(self) -> None:
self.empty: set[str] = set()
self.keep_rows: dict[str, int] = {}
self.stocks: list[dict] | None = None
self.calls: list[str] = []
def __call__(self, api_name: str, params: dict, fields: str):
self.calls.append(api_name)
if api_name in self.empty:
return []
if api_name == "stock_basic" and self.stocks is not None:
return [dict(row) for row in self.stocks]
rows = fake_transport(api_name, params, fields)
keep = self.keep_rows.get(api_name)
if keep is not None:
return rows[:keep]
return rows
def make_pipe(transport: GroupTransport, quality_extra: dict | None = None):
tmp = tempfile.TemporaryDirectory()
db = HubDB(Path(tmp.name) / "hub.db")
adapter = TushareAdapter("test-token", transport=transport)
quality = {
"daily_row_ratio": 0.98,
"null_rate_max": 0.01,
"max_publish_attempts": 2,
"publication_generations": 3,
}
if quality_extra:
quality.update(quality_extra)
settings = Settings(
encryption_key=SecretVault.generate_key(),
api_token="t" * 32,
admin_password="admin-pass",
tushare_token="test-token",
db_path=db.path,
quality=quality,
scheduler_enabled=False,
)
pipe = Pipeline(db, adapter, settings)
pipe._tmp = tmp
return pipe, db
def publications_map(db: HubDB, day: str) -> dict[str, str]:
rows = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
return {str(row["dataset"]): str(row["active_batch"]) for row in rows}
class ReleaseGroupSwitchTests(unittest.TestCase):
def setUp(self) -> None:
self.transport = GroupTransport()
self.pipe, self.db = make_pipe(self.transport)
self.pipe.ingest_reference(TRADE_DATE)
def test_whole_group_switches_in_one_publish_instant(self) -> None:
results = self.pipe.run_eod_batch_a(TRADE_DATE)
self.assertEqual(set(results), {*GROUP_A, "stocks"})
self.assertEqual({item["state"] for item in results.values()}, {"published"})
pubs = self.db.fetchall("SELECT * FROM publications WHERE trade_date = ?", (TRADE_DATE,))
self.assertEqual(len(pubs), 5)
self.assertEqual(len({row["published_at"] for row in pubs}), 1)
# official rows copied and serving resolves the new batches
api = V1API(self.db, self.pipe, self.pipe.settings)
payload = api.handle("/v1/bars/daily", {"date": [TRADE_DATE], "code": ["600000.SH"]})
self.assertEqual(payload["meta"]["batch_id"], results["daily"]["batch_id"])
stocks = api.handle("/v1/stocks", {})
self.assertEqual(stocks["meta"]["batch_id"], results["stocks"]["batch_id"])
def test_any_member_failure_blocks_entire_group(self) -> None:
self.transport.empty = {"daily_basic"} # valuation upstream returns nothing
results = self.pipe.run_eod_batch_a(TRADE_DATE)
self.assertEqual(results["valuation"]["state"], "failed")
self.assertEqual(results["moneyflow"]["state"], "aborted")
self.assertEqual(results["auction"]["state"], "aborted")
self.assertEqual(results["daily"]["state"], "failed") # staged fine, then abandoned
# nothing became visible, and the reason is recorded
self.assertEqual(publications_map(self.db, TRADE_DATE), {})
abandoned = self.db.fetchall(
"SELECT * FROM batches WHERE trade_date = ? AND state = 'failed'",
(TRADE_DATE,),
)
self.assertTrue(any("release group not switched" in str(row["error"] or "") for row in abandoned))
audit = self.db.fetchone(
"SELECT * FROM audit_log WHERE action = 'release-group' ORDER BY id DESC"
)
self.assertIn("valuation", str(audit["detail"]))
# still missing → evening retries keep trying
self.assertIn("daily", self.pipe.missing_official_datasets(TRADE_DATE))
def test_failure_keeps_previous_complete_version_serving(self) -> None:
first = self.pipe.run_dataset("daily", TRADE_DATE)
self.transport.empty = {"daily_basic"}
results = self.pipe.run_eod_missing(TRADE_DATE)
# incomplete A-group restages daily with the others; valuation fails → no A switch
self.assertEqual(results["daily"]["state"], "failed")
self.assertEqual(results["valuation"]["state"], "failed")
# the already-published daily batch is untouched and keeps serving
self.assertEqual(self.pipe.active_batch("daily", TRADE_DATE), first["batch_id"])
pubs = publications_map(self.db, TRADE_DATE)
self.assertEqual(pubs["daily"], first["batch_id"])
self.assertNotIn("valuation", pubs)
self.assertNotIn("moneyflow", pubs)
self.assertNotIn("auction", pubs)
# B-group is an independent boundary and may still publish
self.assertEqual(results["index_daily"]["state"], "published")
payload = V1API(self.db, self.pipe, self.pipe.settings).handle(
"/v1/bars/daily", {"date": [TRADE_DATE], "code": ["600000.SH"]}
)
self.assertEqual(payload["meta"]["batch_id"], first["batch_id"])
def test_partial_group_retry_does_not_mix_batches(self) -> None:
"""Already-published A members must be restaged with missing ones."""
first_daily = self.pipe.run_dataset("daily", TRADE_DATE)
first_moneyflow = self.pipe.run_dataset("moneyflow", TRADE_DATE)
results = self.pipe.run_eod_missing(TRADE_DATE)
# A-group switched as one boundary; B-group (index) also published
for name in (*GROUP_A, "stocks"):
self.assertEqual(results[name]["state"], "published", name)
self.assertEqual(results["index_daily"]["state"], "published")
pubs = self.db.fetchall(
"SELECT dataset, active_batch, published_at FROM publications WHERE trade_date = ?",
(TRADE_DATE,),
)
by_ds = {str(row["dataset"]): row for row in pubs}
# old partial batches replaced — no cross-batch mix of the first wave
self.assertNotEqual(by_ds["daily"]["active_batch"], first_daily["batch_id"])
self.assertNotEqual(by_ds["moneyflow"]["active_batch"], first_moneyflow["batch_id"])
a_times = {by_ds[name]["published_at"] for name in (*GROUP_A, "stocks")}
self.assertEqual(len(a_times), 1)
# serving resolves the new complete A-group batches
api = V1API(self.db, self.pipe, self.pipe.settings)
daily = api.handle("/v1/bars/daily", {"date": [TRADE_DATE], "code": ["600000.SH"]})
self.assertEqual(daily["meta"]["batch_id"], results["daily"]["batch_id"])
self.assertEqual(daily["meta"]["batch_id"], by_ds["daily"]["active_batch"])
def test_reads_during_switch_see_old_state_until_commit(self) -> None:
snapshots: list[dict] = []
def watcher() -> None:
with self.db.connect() as connection:
rows = connection.execute(
"SELECT dataset, active_batch FROM publications WHERE trade_date = ?",
(TRADE_DATE,),
).fetchall()
snapshots.append({str(row["dataset"]): row["active_batch"] for row in rows})
self.pipe.before_commit = watcher
self.pipe.run_eod_batch_a(TRADE_DATE)
# inside the switch transaction the group was still invisible
self.assertEqual(snapshots[0], {})
after = publications_map(self.db, TRADE_DATE)
self.assertEqual(set(after), {*GROUP_A, "stocks"})
def test_switch_crash_rolls_back_whole_group(self) -> None:
def explode() -> None:
raise RuntimeError("killed mid-switch")
self.pipe.before_commit = explode
with self.assertRaises(RuntimeError):
self.pipe.run_eod_batch_a(TRADE_DATE)
self.assertEqual(publications_map(self.db, TRADE_DATE), {})
for table in ("eod_bars", "eod_valuation", "eod_moneyflow", "eod_auction", "eod_stocks"):
rows = self.db.fetchall(f"SELECT * FROM {table} WHERE trade_date = ?", (TRADE_DATE,))
self.assertEqual(rows, [], table)
audit = self.db.fetchone(
"SELECT * FROM audit_log WHERE action = 'release-group' ORDER BY id DESC"
)
self.assertIsNotNone(audit)
detail = str(audit["detail"])
self.assertIn("killed mid-switch", detail)
self.assertIn("failed", detail)
def test_duplicate_runs_are_idempotent(self) -> None:
self.pipe.run_eod_batch_a(TRADE_DATE)
self.pipe.run_eod_batch_b(TRADE_DATE)
batches_before = {
str(row["batch_id"])
for row in self.db.fetchall("SELECT batch_id FROM batches WHERE trade_date = ?", (TRADE_DATE,))
}
calls_before = len(self.transport.calls)
again = self.pipe.run_eod_missing(TRADE_DATE)
self.assertEqual({item["state"] for item in again.values()}, {"skipped"})
self.assertEqual({item["reason"] for item in again.values()}, {"already_published"})
batches_after = {
str(row["batch_id"])
for row in self.db.fetchall("SELECT batch_id FROM batches WHERE trade_date = ?", (TRADE_DATE,))
}
self.assertEqual(batches_after, batches_before)
self.assertEqual(len(self.transport.calls), calls_before)
self.assertEqual(self.pipe.missing_official_datasets(TRADE_DATE), [])
def test_cross_gate_failure_blocks_switch(self) -> None:
transport = GroupTransport()
pipe, db = make_pipe(
transport,
quality_extra={"cross_gates": [
{"left": "daily", "right": "moneyflow", "min_key_overlap": 1.0},
]},
)
pipe.ingest_reference(TRADE_DATE)
transport.keep_rows["moneyflow"] = 1 # moneyflow covers only half the market
results = pipe.run_eod_batch_a(TRADE_DATE)
self.assertEqual(results["moneyflow"]["state"], "failed")
self.assertIn("cross gate", str(results["moneyflow"]["error"]))
self.assertEqual(publications_map(db, TRADE_DATE), {})
def test_stocks_master_and_snapshot_switch_together_or_not_at_all(self) -> None:
original = [
{"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"},
{"ts_code": "920071.BJ", "symbol": "920071", "name": "N金钛", "area": "辽宁",
"industry": "小金属", "market": "北交所", "list_status": "L", "list_date": "20240901"},
]
renamed = [dict(original[0]), {**original[1], "name": "金钛股份"}]
self.transport.stocks = renamed
self.pipe.run_eod_batch_a(TRADE_DATE)
master = self.db.fetchone("SELECT name FROM stock_master WHERE ts_code = '920071.BJ'")
self.assertEqual(master["name"], "金钛股份")
stocks_pub = self.db.fetchone(
"SELECT active_batch FROM publications WHERE dataset = 'stocks' AND trade_date = ?",
(TRADE_DATE,),
)
self.assertIsNotNone(stocks_pub)
# failure path: rename staged but the group is blocked → master stays untouched
transport = GroupTransport()
transport.stocks = original
pipe, db = make_pipe(
transport,
quality_extra={"cross_gates": [
{"left": "daily", "right": "moneyflow", "min_key_overlap": 1.0},
]},
)
pipe.ingest_reference(TRADE_DATE) # master seeded with "N金钛"
transport.stocks = renamed
transport.keep_rows["moneyflow"] = 1
results = pipe.run_eod_batch_a(TRADE_DATE)
self.assertEqual(results["stocks"]["state"], "failed")
master = db.fetchone("SELECT name FROM stock_master WHERE ts_code = '920071.BJ'")
self.assertEqual(master["name"], "N金钛") # rename not applied
stocks_pub = db.fetchone(
"SELECT active_batch FROM publications WHERE dataset = 'stocks' AND trade_date = ?",
(TRADE_DATE,),
)
self.assertIsNone(stocks_pub)
class StocksRefreshAtomicTests(unittest.TestCase):
def setUp(self) -> None:
self.transport = GroupTransport()
self.pipe, self.db = make_pipe(self.transport)
self.pipe.ingest_reference(TRADE_DATE)
self.transport.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"},
{"ts_code": "920071.BJ", "symbol": "920071", "name": "N金钛", "area": "辽宁",
"industry": "小金属", "market": "北交所", "list_status": "L", "list_date": "20240901"},
]
first = self.pipe.refresh_stocks(TRADE_DATE)
self.assertEqual(first["state"], "published")
self.first_batch = first["batch_id"]
def test_refresh_keeps_master_when_snapshot_publish_fails(self) -> None:
self.transport.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"},
{"ts_code": "920071.BJ", "symbol": "920071", "name": "金钛股份", "area": "辽宁",
"industry": "小金属", "market": "北交所", "list_status": "L", "list_date": "20240901"},
]
def explode() -> None:
raise RuntimeError("snapshot switch killed")
self.pipe.before_commit = explode
with self.assertRaises(RuntimeError):
self.pipe.refresh_stocks(TRADE_DATE)
master = self.db.fetchone("SELECT name FROM stock_master WHERE ts_code = '920071.BJ'")
self.assertEqual(master["name"], "N金钛") # rename not applied
self.assertEqual(self.pipe.active_batch("stocks", TRADE_DATE), self.first_batch)
audit = self.db.fetchone(
"SELECT * FROM audit_log WHERE action = 'stocks-refresh' ORDER BY id DESC"
)
self.assertIn("failed", str(audit["detail"]))
self.assertIn("snapshot switch killed", str(audit["detail"]))
def test_refresh_keeps_master_when_quality_gate_rejects(self) -> None:
self.transport.stocks = [] # empty → hard fail before publish
with self.assertRaises(Exception):
self.pipe.refresh_stocks(TRADE_DATE)
master = self.db.fetchone("SELECT name FROM stock_master WHERE ts_code = '920071.BJ'")
self.assertEqual(master["name"], "N金钛")
self.assertEqual(self.pipe.active_batch("stocks", TRADE_DATE), self.first_batch)
audit = self.db.fetchone(
"SELECT * FROM audit_log WHERE action = 'stocks-refresh' ORDER BY id DESC"
)
self.assertIn("failed", str(audit["detail"]))
class ForceBoundaryEntryTests(unittest.TestCase):
"""CLI force / admin backfill must rebuild the full A/B boundary."""
def setUp(self) -> None:
self.transport = GroupTransport()
self.pipe, self.db = make_pipe(self.transport)
self.pipe.ingest_reference(TRADE_DATE)
self.first = self.pipe.run_eod_batch_a(TRADE_DATE)
self.pipe.run_eod_batch_b(TRADE_DATE)
def test_force_republish_valuation_rebuilds_whole_a_group(self) -> None:
before = publications_map(self.db, TRADE_DATE)
results = self.pipe.force_republish_boundary("valuation", TRADE_DATE)
self.assertEqual({item["state"] for item in results.values()}, {"published"})
after = publications_map(self.db, TRADE_DATE)
for name in (*GROUP_A, "stocks"):
self.assertNotEqual(after[name], before[name], name)
self.assertEqual(after[name], results[name]["batch_id"], name)
# B-group left alone
self.assertEqual(after["index_daily"], before["index_daily"])
pubs = self.db.fetchall(
"SELECT dataset, published_at FROM publications WHERE trade_date = ?",
(TRADE_DATE,),
)
a_times = {row["published_at"] for row in pubs if row["dataset"] in {*GROUP_A, "stocks"}}
self.assertEqual(len(a_times), 1)
def test_force_republish_index_rebuilds_only_b_group(self) -> None:
before = publications_map(self.db, TRADE_DATE)
results = self.pipe.force_republish_boundary("index_daily", TRADE_DATE)
self.assertEqual(results["index_daily"]["state"], "published")
after = publications_map(self.db, TRADE_DATE)
self.assertNotEqual(after["index_daily"], before["index_daily"])
for name in GROUP_A:
self.assertEqual(after[name], before[name], name)
def test_admin_backfill_official_dataset_uses_boundary(self) -> None:
from datahub.admin_api import AdminAPI
from datahub.auth import AuthService
from datahub.crypto import SecretVault
from datahub.scheduler import Scheduler
from datahub.serving import ApiError
vault = SecretVault(self.pipe.settings.encryption_key)
auth = AuthService(self.db, vault, self.pipe.settings.api_token, "StartPass1")
admin = AdminAPI(self.db, self.pipe, Scheduler(self.db, self.pipe), auth)
before = publications_map(self.db, TRADE_DATE)
result = admin.backfill("moneyflow", TRADE_DATE, "StartPass1", f"moneyflow:{TRADE_DATE}", "tester")
self.assertEqual(result["moneyflow"]["state"], "published")
after = publications_map(self.db, TRADE_DATE)
for name in (*GROUP_A, "stocks"):
self.assertNotEqual(after[name], before[name], name)
# bad password / wrong confirm still rejected
with self.assertRaises(ApiError):
admin.backfill("daily", TRADE_DATE, "wrong", f"daily:{TRADE_DATE}", "tester")
def test_admin_backfill_switch_crash_is_failed_precondition(self) -> None:
from datahub.admin_api import AdminAPI
from datahub.auth import AuthService
from datahub.crypto import SecretVault
from datahub.scheduler import Scheduler
from datahub.serving import ApiError
vault = SecretVault(self.pipe.settings.encryption_key)
auth = AuthService(self.db, vault, self.pipe.settings.api_token, "StartPass1")
admin = AdminAPI(self.db, self.pipe, Scheduler(self.db, self.pipe), auth)
before = publications_map(self.db, TRADE_DATE)
def explode() -> None:
raise RuntimeError("killed mid-switch")
self.pipe.before_commit = explode
with self.assertRaises(ApiError) as ctx:
admin.backfill("valuation", TRADE_DATE, "StartPass1", f"valuation:{TRADE_DATE}", "tester")
self.assertEqual(ctx.exception.code, "FAILED_PRECONDITION")
self.assertIn("killed mid-switch", ctx.exception.message)
# previous complete A/B versions keep serving
self.assertEqual(publications_map(self.db, TRADE_DATE), before)
audit = self.db.fetchone(
"SELECT * FROM audit_log WHERE action = 'release-group' ORDER BY id DESC"
)
self.assertIsNotNone(audit)
self.assertIn("failed", str(audit["detail"]))
self.assertIn("killed mid-switch", str(audit["detail"]))
if __name__ == "__main__":
unittest.main()
+241
View File
@@ -0,0 +1,241 @@
from __future__ import annotations
import unittest
from datetime import datetime
from pathlib import Path
import tempfile
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline
from datahub.scheduler import Scheduler
from datahub.settings import Settings
from datahub.timeutil import SHANGHAI
from tests.fixtures import fake_transport
OFFICIAL = {"daily", "valuation", "moneyflow", "auction", "index_daily"}
class DelayedTransport:
"""Upstream that only returns rows for dates it has "published" yet."""
DATE_APIS = {"daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction", "index_daily"}
def __init__(self, ready_dates: set[str]) -> None:
self.ready = set(ready_dates)
self.calls: list[str] = []
def __call__(self, api_name: str, params: dict, fields: str):
self.calls.append(api_name)
if api_name in self.DATE_APIS:
trade_date = str(params.get("trade_date") or "")
if trade_date and trade_date not in self.ready:
return []
return fake_transport(api_name, params, fields)
def clock_at(day: str, hh: int, mm: int) -> datetime:
return datetime(int(day[:4]), int(day[4:6]), int(day[6:8]), hh, mm, tzinfo=SHANGHAI)
class EodRetryTests(unittest.TestCase):
def _make(self, ready_dates: set[str]):
tmp = tempfile.TemporaryDirectory()
self.addCleanup(tmp.cleanup)
db = HubDB(Path(tmp.name) / "hub.db")
transport = DelayedTransport(ready_dates)
adapter = TushareAdapter("x", transport=transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
db_path=db.path,
backup_dir=Path(tmp.name) / "backups",
)
pipe = Pipeline(db, adapter, settings)
pipe.ingest_reference("20240902")
sched = Scheduler(db, pipe)
return db, transport, pipe, sched
def _job_runs(self, db: HubDB, job_id: str) -> list[dict]:
return db.fetchall("SELECT * FROM job_runs WHERE job_id = ? ORDER BY id", (job_id,))
def _batches(self, db: HubDB, day: str) -> list[dict]:
placeholders = ",".join("?" for _ in OFFICIAL)
return db.fetchall(
f"SELECT * FROM batches WHERE trade_date = ? AND dataset IN ({placeholders})",
(day, *sorted(OFFICIAL)),
)
@staticmethod
def _batch_ids(db: HubDB, day: str) -> set[str]:
return {str(row["batch_id"]) for row in db.fetchall("SELECT batch_id FROM batches WHERE trade_date = ?", (day,))}
@staticmethod
def _eod_calls(transport: DelayedTransport) -> list[str]:
return [name for name in transport.calls if name in DelayedTransport.DATE_APIS]
def _published(self, db: HubDB, day: str) -> set[str]:
placeholders = ",".join("?" for _ in OFFICIAL)
rows = db.fetchall(
f"SELECT dataset FROM publications WHERE trade_date = ? AND dataset IN ({placeholders})",
(day, *sorted(OFFICIAL)),
)
return {str(row["dataset"]) for row in rows}
def test_first_empty_then_retry_succeeds(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make(set())
sched.tick(clock_at(day, 15, 5)) # eod_a: upstream empty -> failed
sched.tick(clock_at(day, 15, 10)) # eod_b: upstream empty -> failed
self.assertEqual(self._published(db, day), set()) # quality gate held
sched.tick(clock_at(day, 15, 20)) # inside window, but <30min since 15:10
self.assertEqual(self._job_runs(db, "eod_retry"), [])
status = sched.eod_status(day, clock=clock_at(day, 15, 20))
self.assertEqual(status["state"], "waiting_upstream")
self.assertTrue(status["next_retry_at"])
self.assertEqual(status["missing_datasets"], sorted(OFFICIAL))
sched.tick(clock_at(day, 15, 40)) # retry #1, still empty
runs = self._job_runs(db, "eod_retry")
self.assertEqual(len(runs), 1)
self.assertEqual(runs[0]["state"], "failed")
self.assertEqual(self._published(db, day), set())
transport.ready.add(day)
sched.tick(clock_at(day, 16, 10)) # retry #2 succeeds
self.assertEqual(self._published(db, day), OFFICIAL)
self.assertEqual(sched.eod_status(day, clock=clock_at(day, 16, 10))["state"], "done")
progress = db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,))
self.assertEqual(progress["state"], "done")
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
# success stops all further same-day requests
batches_before = len(self._batches(db, day))
eod_calls_before = len(self._eod_calls(transport))
sched.tick(clock_at(day, 17, 0))
sched.tick(clock_at(day, 23, 0))
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
self.assertEqual(len(self._batches(db, day)), batches_before)
self.assertEqual(len(self._eod_calls(transport)), eod_calls_before)
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make(set())
sched.tick(clock_at(day, 15, 5))
sched.tick(clock_at(day, 15, 10))
sched.tick(clock_at(day, 15, 40))
sched.tick(clock_at(day, 16, 10))
sched.tick(clock_at(day, 23, 29))
self.assertEqual(len(self._job_runs(db, "eod_retry")), 3)
sched.tick(clock_at(day, 23, 35)) # past cutoff 23:30
status = sched.eod_status(day, clock=clock_at(day, 23, 35))
self.assertEqual(status["state"], "cutoff_failed")
cutoff_runs = [r for r in self._job_runs(db, "eod_retry") if "截止" in str(r["error"])]
self.assertEqual(len(cutoff_runs), 1)
self.assertEqual(self._published(db, day), set())
attempts = db.fetchone("SELECT attempts FROM eod_progress WHERE trade_date = ?", (day,))["attempts"]
sched.tick(clock_at(day, 23, 59))
self.assertEqual(
db.fetchone("SELECT attempts FROM eod_progress WHERE trade_date = ?", (day,))["attempts"],
attempts,
)
self.assertEqual(len(self._job_runs(db, "eod_retry")), 4) # 3 retries + 1 cutoff record
self.assertEqual(self._published(db, day), set())
def test_restart_catches_up_without_overwriting(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make({day})
sched.tick(clock_at(day, 15, 5)) # eod_a publishes 4 datasets
sched.tick(clock_at(day, 15, 10)) # eod_b publishes index
self.assertEqual(self._published(db, day), OFFICIAL)
def official_batches() -> list[str]:
placeholders = ",".join("?" for _ in OFFICIAL)
return [
str(row["batch_id"])
for row in db.fetchall(
f"SELECT batch_id FROM batches WHERE trade_date = ? AND dataset IN ({placeholders})",
(day, *sorted(OFFICIAL)),
)
]
active = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
active_map = {row["dataset"]: row["active_batch"] for row in active if row["dataset"] in OFFICIAL}
batches_before = set(official_batches())
calls_before = self._eod_calls(transport)
# container restart: fresh scheduler, missed-time catch-up fires eod_a/eod_b
sched2 = Scheduler(db, pipe)
ran = sched2.tick(clock_at(day, 21, 0))
self.assertIn("eod_a", ran)
self.assertIn("eod_b", ran)
self.assertNotIn("eod_retry", ran)
self.assertEqual(self._published(db, day), OFFICIAL)
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
self.assertEqual(
{row["dataset"]: row["active_batch"] for row in after if row["dataset"] in OFFICIAL},
active_map,
)
self.assertEqual(set(official_batches()), batches_before) # no duplicate batches
self.assertEqual(self._eod_calls(transport), calls_before) # no duplicate upstream EOD calls
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 21, 0))["state"], "done")
def test_restart_with_partial_publish_only_fetches_missing(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make({day})
sched.tick(clock_at(day, 15, 5)) # eod_a publishes 4; container "crashes" before eod_b
self.assertEqual(self._published(db, day), {"daily", "valuation", "moneyflow", "auction"})
batches_before = self._batch_ids(db, day)
sched2 = Scheduler(db, pipe)
ran = sched2.tick(clock_at(day, 15, 20)) # restart: eod_b catch-up, eod_a all skipped
self.assertIn("eod_b", ran)
self.assertEqual(self._published(db, day), OFFICIAL)
new_ids = self._batch_ids(db, day) - batches_before
new_datasets = {str(b["dataset"]) for b in self._batches(db, day) if str(b["batch_id"]) in new_ids}
self.assertEqual(new_datasets, {"index_daily"})
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 15, 20))["state"], "done")
def test_closed_day_skips_all_eod_work(self) -> None:
day = "20240907" # closed in fixture calendar
db, transport, pipe, sched = self._make(set())
for hh, mm in ((15, 5), (15, 10), (15, 40), (16, 10), (20, 0), (23, 40)):
ran = sched.tick(clock_at(day, hh, mm))
self.assertNotIn("eod_retry", ran)
eod_runs = db.fetchall("SELECT * FROM job_runs WHERE job_id LIKE 'eod%'")
self.assertEqual(eod_runs, [])
self.assertIsNone(db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,)))
self.assertEqual(self._published(db, day), set())
self.assertEqual(sched.eod_status(day, clock=clock_at(day, 20, 0))["state"], "closed_day")
def test_duplicate_and_concurrent_execution_are_safe(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make({day})
sched.tick(clock_at(day, 15, 5))
sched.tick(clock_at(day, 15, 10))
self.assertEqual(self._published(db, day), OFFICIAL)
batches_before = len(self._batches(db, day))
calls_before = len(transport.calls)
out = sched.run_job("eod_retry", day) # manual duplicate run
self.assertEqual(out["state"], "ok")
self.assertEqual(len(self._batches(db, day)), batches_before)
self.assertEqual(len(transport.calls), calls_before)
sched._eod_lock.acquire() # simulate an in-flight EOD job
try:
busy = sched.run_job("eod_retry", day)
self.assertEqual(busy["state"], "skipped")
busy_a = sched.run_job("eod_a", day)
self.assertEqual(busy_a["state"], "skipped")
finally:
sched._eod_lock.release()
self.assertEqual(len(self._batches(db, day)), batches_before)
if __name__ == "__main__":
unittest.main()
@@ -0,0 +1,65 @@
from __future__ import annotations
import tempfile
import unittest
from pathlib import Path
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.hub import Hub
from datahub.settings import Settings
from tests.fixtures import TRADE_DATE, fake_transport
class ExtendedEodTests(unittest.TestCase):
def setUp(self) -> None:
self.tmp = tempfile.TemporaryDirectory()
key = SecretVault.generate_key()
settings = Settings(
host="127.0.0.1",
port=0,
encryption_key=key,
api_token="k" * 32,
admin_password="StartPass1",
tushare_token="tushare-secret",
db_path=Path(self.tmp.name) / "hub.db",
backup_dir=Path(self.tmp.name) / "backups",
scheduler_enabled=False,
quality={"daily_row_ratio": 0.5, "null_rate_max": 0.5, "list_limit_default": 5000, "list_limit_max": 5000},
)
adapter = TushareAdapter("tushare-secret", transport=fake_transport)
self.hub = Hub(settings, adapter=adapter)
self.hub.pipeline.ingest_reference(TRADE_DATE)
for dataset in ("daily", "valuation", "moneyflow", "auction", "index_daily"):
self.hub.pipeline.run_dataset(dataset, TRADE_DATE)
def tearDown(self) -> None:
self.hub.stop()
self.tmp.cleanup()
def test_extended_soft_datasets_publish_and_serve(self) -> None:
results = self.hub.pipeline.run_extended_soft(
("limit_events", "popularity", "dragon_tiger", "sector_daily"),
TRADE_DATE,
)
for name in ("limit_events", "popularity", "dragon_tiger", "sector_daily"):
self.assertEqual(results[name]["state"], "published", results[name])
api = self.hub.api
limits = api.handle("/v1/limit-events", {"date": [TRADE_DATE]})
self.assertGreaterEqual(len(limits["data"]), 1)
self.assertEqual(limits["meta"]["tier"], "official")
pop = api.handle("/v1/popularity", {"date": [TRADE_DATE], "source": ["ths"]})
self.assertEqual(pop["data"][0]["source"], "ths")
lhb = api.handle("/v1/dragon-tiger", {"date": [TRADE_DATE]})
self.assertEqual(lhb["data"][0]["hm_name"], "测试游资")
# hub stores 万元→元
self.assertEqual(lhb["data"][0]["buy_amount"], 10_000_000.0)
sectors = api.handle("/v1/sectors", {"date": [TRADE_DATE], "family": ["ths"]})
self.assertEqual(sectors["data"][0]["family"], "ths")
status = api.handle("/v1/datasets/status", {"date": [TRADE_DATE]})
names = {item["dataset"] for item in status["data"]}
self.assertTrue({"limit_events", "popularity", "dragon_tiger", "sector_daily"} <= names)
if __name__ == "__main__":
unittest.main()
@@ -0,0 +1,236 @@
from __future__ import annotations
import unittest
from datetime import date, timedelta
from datahub.coverage import calendar_coverage, point_coverage, published_range_coverage
from datahub.serving import V1API
from tests.fixtures import TRADE_DATE, fake_transport
from tests.test_pipeline import make_pipeline
def history_transport(open_dates: list[str], extra_closed: list[str] | None = None):
open_set = set(open_dates)
start = date(int(open_dates[0][:4]), int(open_dates[0][4:6]), int(open_dates[0][6:8]))
end = date(int(open_dates[-1][:4]), int(open_dates[-1][4:6]), int(open_dates[-1][6:8]))
calendar = []
cursor = start
while cursor <= end:
compact = cursor.strftime("%Y%m%d")
calendar.append(
{
"exchange": "SSE",
"cal_date": compact,
"is_open": 1 if compact in open_set else 0,
"pretrade_date": compact,
}
)
cursor += timedelta(days=1)
for day in extra_closed or []:
calendar.append(
{"exchange": "SSE", "cal_date": day, "is_open": 0, "pretrade_date": open_dates[0]}
)
index_codes = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
index_rows = []
for ts_code in index_codes:
for day in open_dates:
index_rows.append(
{
"ts_code": ts_code,
"trade_date": day,
"open": 100,
"high": 101,
"low": 99,
"close": 100.5,
"pct_chg": 0.1,
"vol": 10.0,
"amount": 20.0,
}
)
def transport(api_name, params, fields):
if api_name == "trade_cal":
start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "99999999")
return [row for row in calendar if start <= row["cal_date"] <= end]
if api_name == "index_daily":
code = params.get("ts_code")
rows = [row for row in index_rows if row["ts_code"] == code]
trade_date = str(params.get("trade_date") or "")
start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "")
if trade_date:
rows = [row for row in rows if row["trade_date"] == trade_date]
if start:
rows = [row for row in rows if row["trade_date"] >= start]
if end:
rows = [row for row in rows if row["trade_date"] <= end]
return rows
return fake_transport(api_name, params, fields)
return transport
def consecutive_open_days(end: str, count: int) -> list[str]:
cursor = date(int(end[:4]), int(end[4:6]), int(end[6:8]))
days: list[str] = []
while len(days) < count:
if cursor.weekday() < 5:
days.append(cursor.strftime("%Y%m%d"))
cursor -= timedelta(days=1)
return sorted(days)
class CoverageApiTests(unittest.TestCase):
def test_calendar_marks_holes_incomplete(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
api = V1API(pipe.db, pipe, pipe.settings)
payload = api.handle("/v1/calendar", {"from": ["20240901"], "to": ["20240907"]})
self.assertTrue(payload["meta"]["incomplete"])
self.assertFalse(payload["meta"]["coverage"]["complete"])
self.assertGreater(payload["meta"]["coverage"]["missing_count"], 0)
self.assertIn("20240901", payload["meta"]["coverage"]["missing_sample"])
def test_calendar_complete_when_every_day_present(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
api = V1API(pipe.db, pipe, pipe.settings)
payload = api.handle("/v1/calendar", {"from": ["20240902"], "to": ["20240903"]})
self.assertFalse(payload["meta"]["incomplete"])
self.assertTrue(payload["meta"]["coverage"]["complete"])
self.assertEqual(payload["meta"]["coverage"]["expected_count"], 2)
self.assertEqual(len(payload["data"]), 2)
def test_index_range_incomplete_without_history(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
pipe.run_dataset("index_daily", TRADE_DATE)
api = V1API(pipe.db, pipe, pipe.settings)
payload = api.handle(
"/v1/indexes/bars",
{"from": ["20240902"], "to": ["20240903"], "code": ["000001.SH"]},
)
self.assertTrue(payload["meta"]["incomplete"])
self.assertFalse(payload["meta"]["coverage"]["complete"])
self.assertEqual(payload["meta"]["coverage"]["available_count"], 1)
self.assertIn("20240903", payload["meta"]["coverage"]["missing_sample"])
def test_index_point_query_stays_complete(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
pipe.run_dataset("index_daily", TRADE_DATE)
api = V1API(pipe.db, pipe, pipe.settings)
payload = api.handle("/v1/indexes/bars", {"date": [TRADE_DATE], "code": ["000001.SH"]})
self.assertFalse(payload["meta"]["incomplete"])
self.assertTrue(payload["meta"]["coverage"]["complete"])
self.assertEqual(payload["meta"]["coverage"]["kind"], "point")
def test_daily_range_incomplete_without_stock_history(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
pipe.run_dataset("daily", TRADE_DATE)
api = V1API(pipe.db, pipe, pipe.settings)
payload = api.handle(
"/v1/bars/daily",
{"from": ["20240902"], "to": ["20240903"], "code": ["600000.SH"]},
)
self.assertTrue(payload["meta"]["incomplete"])
self.assertFalse(payload["meta"]["coverage"]["complete"])
class HistoryBackfillTests(unittest.TestCase):
def test_index_history_is_idempotent_and_covers_requested_days(self) -> None:
open_dates = consecutive_open_days(TRADE_DATE, 5)
pipe, db = make_pipeline(quality={"index_history_trading_days": 5, "calendar_start": open_dates[0]})
pipe.adapter._transport = history_transport(open_dates)
first = pipe.backfill_history(TRADE_DATE, index_days=5)
self.assertTrue(first["ok"])
self.assertEqual(first["calendar"]["calendar_from"], open_dates[0])
self.assertEqual(first["index_daily"]["requested_days"], 5)
self.assertEqual(len(first["index_daily"]["published"]), 5)
self.assertEqual(first["index_daily"]["skipped"], [])
pubs = db.fetchall("SELECT trade_date FROM publications WHERE dataset='index_daily'")
self.assertEqual(sorted(row["trade_date"] for row in pubs), open_dates)
second = pipe.backfill_index_history(TRADE_DATE, trading_days=5)
self.assertTrue(second["ok"])
self.assertEqual(second["published"], [])
self.assertEqual(second["skipped"], open_dates)
api = V1API(db, pipe, pipe.settings)
payload = api.handle(
"/v1/indexes/bars",
{"from": [open_dates[0]], "to": [open_dates[-1]], "code": ["000001.SH"]},
)
self.assertFalse(payload["meta"]["incomplete"])
self.assertEqual(payload["meta"]["coverage"]["available_count"], 5)
self.assertEqual(len(payload["data"]), 5)
def test_index_history_retries_failed_dates_without_dropping_success(self) -> None:
open_dates = consecutive_open_days(TRADE_DATE, 3)
base = history_transport(open_dates)
def missing_cyb(api_name, params, fields):
if api_name == "index_daily" and params.get("ts_code") == "399006.SZ":
raise RuntimeError("upstream down")
return base(api_name, params, fields)
pipe, db = make_pipeline(quality={"index_history_trading_days": 3, "max_publish_attempts": 1})
pipe.adapter._transport = missing_cyb
first = pipe.backfill_history(TRADE_DATE, calendar_start=open_dates[0], index_days=3)
self.assertFalse(first["ok"])
self.assertTrue(any(item.get("ts_code") == "399006.SZ" for item in first["index_daily"]["failed"]))
published_first = {
row["trade_date"]
for row in db.fetchall("SELECT trade_date FROM publications WHERE dataset='index_daily'")
}
self.assertEqual(published_first, set(open_dates))
pipe.adapter._transport = base
retry = pipe.backfill_index_history(TRADE_DATE, trading_days=3)
self.assertTrue(retry["ok"])
self.assertEqual(len(retry["published"]), 3)
for day in open_dates:
rows = db.fetchall(
"""
SELECT DISTINCT ts_code FROM eod_index_bars
WHERE trade_date = ? AND batch_id = (
SELECT active_batch FROM publications
WHERE dataset='index_daily' AND trade_date = ?
)
""",
(day, day),
)
self.assertEqual({row["ts_code"] for row in rows}, {"000001.SH", "399001.SZ", "399006.SZ", "000300.SH"})
def test_prepared_rows_skip_upstream_fetch(self) -> None:
pipe, _db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
calls = {"n": 0}
original = pipe.adapter._transport
def counting(api_name, params, fields):
calls["n"] += 1
return original(api_name, params, fields)
pipe.adapter._transport = counting
rows = pipe.adapter.normalize("index_daily", original("index_daily", {"ts_code": "000001.SH", "trade_date": TRADE_DATE}, ""))
before = calls["n"]
result = pipe.run_dataset("index_daily", TRADE_DATE, prepared_rows=rows)
self.assertEqual(result["rows"], 1)
self.assertEqual(calls["n"], before)
def test_coverage_helpers_point_and_calendar(self) -> None:
pipe, db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
point = point_coverage(TRADE_DATE, "index_daily")
self.assertTrue(point["complete"])
cal = calendar_coverage(db, "20240902", "20240903")
self.assertTrue(cal["complete"])
pub = published_range_coverage(db, "index_daily", "20240902", "20240903")
self.assertFalse(pub["complete"])
if __name__ == "__main__":
unittest.main()
+7 -1
View File
@@ -19,11 +19,17 @@ class LayoutTests(unittest.TestCase):
def test_reserved_adapters_present(self) -> None: def test_reserved_adapters_present(self) -> None:
from datahub.adapters import RESERVED from datahub.adapters import RESERVED
for name in ("eastmoney", "tencent", "ths", "xgb", "akshare", "ifind"): for name in ("ths", "xgb", "akshare", "ifind"):
self.assertIn(name, RESERVED) self.assertIn(name, RESERVED)
probe = RESERVED[name].probe() probe = RESERVED[name].probe()
self.assertEqual(probe["state"], "reserved") self.assertEqual(probe["state"], "reserved")
self.assertFalse(probe["configured"]) self.assertFalse(probe["configured"])
for name in ("eastmoney", "tencent"):
self.assertIn(name, RESERVED)
probe = RESERVED[name].probe()
# Live free adapters: probe may be ok/error/empty depending on network.
self.assertIn(probe["state"], {"ok", "empty", "error"})
self.assertTrue(probe["configured"])
if __name__ == "__main__": if __name__ == "__main__":
@@ -0,0 +1,128 @@
from __future__ import annotations
import unittest
from datetime import date, timedelta
from pathlib import Path
import tempfile
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline
from datahub.serving import ApiError, V1API
from datahub.settings import Settings
from tests.fixtures import fake_transport
OPEN_DATES = ["20240826", "20240827", "20240828", "20240829", "20240830", "20240902", "20240903"]
EMPTY_UPSTREAM = {"20240828"} # one date the upstream cannot serve
def build_calendar(open_dates: list[str], span_days: int = 16) -> list[dict]:
start = date(int(open_dates[0][:4]), int(open_dates[0][4:6]), int(open_dates[0][6:8]))
rows = []
open_set = set(open_dates)
for offset in range(span_days):
cursor = start + timedelta(days=offset)
compact = cursor.strftime("%Y%m%d")
rows.append(
{"exchange": "SSE", "cal_date": compact, "is_open": 1 if compact in open_set else 0, "pretrade_date": compact}
)
return rows
def moneyflow_rows(day: str) -> list[dict]:
return [
{
"ts_code": "600000.SH", "trade_date": day,
"buy_sm_amount": 10 + int(day[-2:]), "sell_sm_amount": 8, "buy_md_amount": 20, "sell_md_amount": 15,
"buy_lg_amount": 30, "sell_lg_amount": 25, "buy_elg_amount": 40, "sell_elg_amount": 35, "net_mf_amount": 17,
},
{
"ts_code": "000001.SZ", "trade_date": day,
"buy_sm_amount": 11, "sell_sm_amount": 9, "buy_md_amount": 21, "sell_md_amount": 16,
"buy_lg_amount": 31, "sell_lg_amount": 26, "buy_elg_amount": 41, "sell_elg_amount": 36, "net_mf_amount": 18,
},
]
class MoneyflowHistoryTransport:
def __init__(self) -> None:
self.calendar = build_calendar(OPEN_DATES)
self.moneyflow_fetches: list[str] = []
def __call__(self, api_name: str, params: dict, fields: str):
if api_name == "trade_cal":
start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "99999999")
return [row for row in self.calendar if start <= row["cal_date"] <= end]
if api_name == "moneyflow":
day = str(params.get("trade_date") or "")
self.moneyflow_fetches.append(day)
if day in EMPTY_UPSTREAM:
return []
return moneyflow_rows(day)
return fake_transport(api_name, params, fields)
class MoneyflowBackfillTests(unittest.TestCase):
def setUp(self) -> None:
self.transport = MoneyflowHistoryTransport()
tmp = tempfile.TemporaryDirectory()
self.addCleanup(tmp.cleanup)
self.db = HubDB(Path(tmp.name) / "hub.db")
adapter = TushareAdapter("x", transport=self.transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
db_path=self.db.path,
backup_dir=Path(tmp.name) / "backups",
quality={"max_publish_attempts": 2, "publication_generations": 3},
)
self.pipe = Pipeline(self.db, adapter, settings)
self.pipe.ingest_reference("20240903")
self.api = V1API(self.db, self.pipe, settings)
def test_backfill_publishes_window_and_reports_failures(self) -> None:
result = self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
published = [item["trade_date"] for item in result["published"]]
self.assertEqual(published, ["20240829", "20240830", "20240902", "20240903"])
self.assertEqual(result["failed"][0]["trade_date"], "20240828")
self.assertFalse(result["ok"])
rows = self.db.fetchall("SELECT * FROM eod_moneyflow WHERE trade_date='20240830'")
self.assertEqual(len(rows), 2)
def test_backfill_is_idempotent(self) -> None:
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
fetches_after_first = list(self.transport.moneyflow_fetches)
second = self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
# only the still-missing date is re-fetched; published dates are skipped
self.assertEqual(self.transport.moneyflow_fetches[len(fetches_after_first):], ["20240828"])
self.assertEqual(len(second["skipped"]), 4)
def test_point_query_on_backfilled_date_serves_data(self) -> None:
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
payload = self.api.handle("/v1/moneyflow", {"date": ["20240830"]})
self.assertEqual(len(payload["data"]), 2)
self.assertEqual(payload["data"][0]["net_mf_amount"], 180000.0)
def test_unpublished_point_below_window_is_identifiable(self) -> None:
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
with self.assertRaises(ApiError) as ctx:
self.api.handle("/v1/moneyflow", {"date": ["20240801"]})
extra = ctx.exception.extra
self.assertEqual(extra["available_from"], "20240829") # window starts at the first published date
self.assertEqual(extra["available_to"], "20240903")
self.assertEqual(extra["reason"], "history_not_backfilled")
self.assertEqual(extra["expected_at"], "15:05+08:00")
def test_range_query_flags_missing_dates(self) -> None:
self.pipe.backfill_moneyflow_history(end_date="20240903", trading_days=5)
payload = self.api.handle("/v1/moneyflow", {"from": ["20240828"], "to": ["20240903"]})
coverage = payload["meta"]["coverage"]
self.assertFalse(coverage["complete"])
self.assertEqual(coverage["missing_count"], 1)
self.assertEqual(coverage["missing_sample"], ["20240828"])
self.assertTrue(payload["meta"]["incomplete"])
if __name__ == "__main__":
unittest.main()
+1
View File
@@ -69,6 +69,7 @@ class PipelineTests(unittest.TestCase):
pipe, db = make_pipeline() pipe, db = make_pipeline()
ref = pipe.ingest_reference(TRADE_DATE) ref = pipe.ingest_reference(TRADE_DATE)
self.assertEqual(ref["stocks"], 2) self.assertEqual(ref["stocks"], 2)
self.assertEqual(ref["calendar_from"], "20160101")
result = pipe.run_dataset("daily", TRADE_DATE) result = pipe.run_dataset("daily", TRADE_DATE)
self.assertEqual(result["state"], "published") self.assertEqual(result["state"], "published")
self.assertEqual(result["rows"], 2) self.assertEqual(result["rows"], 2)
+262
View File
@@ -0,0 +1,262 @@
from __future__ import annotations
import unittest
from pathlib import Path
import tempfile
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline, QualityError
from datahub.scheduler import Scheduler
from datahub.settings import Settings
from tests.fixtures import TRADE_DATE, fake_transport
from tests.test_eod_retry import clock_at
FIELD_GATES = {
"valuation": {
"fields": [
"turnover_rate", "volume_ratio", "total_mv", "circ_mv",
"pe_ttm", "pb", "ps_ttm", "dv_ttm",
],
"min_nonnull_rate": 0.9,
"min_nonnull_rate_by_field": {"pe_ttm": 0.5, "dv_ttm": 0.3},
"max_nonnull_drop_vs_prev": 0.15,
"max_nonfinite_rate": 0.01,
},
}
class ValuationTransport:
"""fake_transport with switchable daily_basic degradation modes."""
def __init__(self) -> None:
self.mode = "ok"
def __call__(self, api_name: str, params: dict, fields: str):
rows = fake_transport(api_name, params, fields)
if api_name != "daily_basic":
return rows
trade_date = str(params.get("trade_date") or "")
if trade_date:
rows = [{**row, "trade_date": trade_date} for row in rows]
if self.mode == "ok":
return rows
patched = []
for row in rows:
item = dict(row)
if self.mode == "fields_all_null":
item["volume_ratio"] = None
item["dv_ttm"] = None
elif self.mode == "vr_all_null":
item["volume_ratio"] = None
elif self.mode == "dv_all_null":
item["dv_ttm"] = None
elif self.mode == "nonfinite":
item["volume_ratio"] = float("inf")
patched.append(item)
return patched
def make_pipe(transport, quality_extra=None, clock=None):
tmp = tempfile.TemporaryDirectory()
db = HubDB(Path(tmp.name) / "hub.db")
adapter = TushareAdapter("test-token", transport=transport)
quality = {
"daily_row_ratio": 0.98,
"null_rate_max": 0.01,
"max_publish_attempts": 3,
"publication_generations": 3,
"job_run_retain_days": 90,
"staging_retain_days": 14,
"field_gates": FIELD_GATES,
}
if quality_extra:
quality.update(quality_extra)
settings = Settings(
encryption_key=SecretVault.generate_key(),
api_token="t" * 32,
admin_password="admin-pass",
tushare_token="test-token",
db_path=db.path,
quality=quality,
scheduler_enabled=False,
)
pipe = Pipeline(db, adapter, settings, clock=clock)
pipe._tmp = tmp
return pipe, db
class ValuationFieldGateTests(unittest.TestCase):
def setUp(self) -> None:
self.transport = ValuationTransport()
self.pipe, self.db = make_pipe(self.transport)
self.pipe.ingest_reference(TRADE_DATE)
def _active(self) -> str | None:
row = self.db.fetchone(
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
(TRADE_DATE,),
)
return str(row["active_batch"]) if row else None
def test_normal_batch_with_legit_dv_nulls_passes(self) -> None:
result = self.pipe.run_dataset("valuation", TRADE_DATE)
self.assertEqual(result["state"], "published")
fields = result["quality"]["fields"]
# fixture: 1 of 2 stocks has null dv_ttm → 0.5 non-null ≥ 0.3 floor
self.assertEqual(fields["dv_ttm"]["nonnull_rate"], 0.5)
self.assertEqual(fields["volume_ratio"]["nonnull_rate"], 1.0)
self.assertFalse(result["quality"]["errors"])
def test_all_null_fields_rejected_and_prev_batch_kept(self) -> None:
first = self.pipe.run_dataset("valuation", TRADE_DATE)
self.transport.mode = "fields_all_null"
with self.assertRaises(QualityError) as ctx:
self.pipe.run_dataset("valuation", TRADE_DATE)
errors = "; ".join(ctx.exception.report["errors"])
self.assertIn("field gate: valuation.volume_ratio non-null rate 0.0000 < 0.9", errors)
self.assertIn("field gate: valuation.dv_ttm non-null rate 0.0000 < 0.3", errors)
# previous good publication stays active
self.assertEqual(self._active(), first["batch_id"])
# rejected batch left staged with readable error + field stats
rejected = self.db.fetchone(
"SELECT * FROM batches WHERE state='staged' AND dataset='valuation' ORDER BY started_at DESC",
)
self.assertIsNotNone(rejected)
self.assertIn("field gate: valuation.volume_ratio", str(rejected["error"]))
import json
quality = json.loads(rejected["quality_json"])
self.assertEqual(quality["fields"]["volume_ratio"]["nonnull"], 0)
self.assertEqual(quality["fields"]["dv_ttm"]["nonnull"], 0)
def test_volume_ratio_all_null_alone_rejected(self) -> None:
self.pipe.run_dataset("valuation", TRADE_DATE)
self.transport.mode = "vr_all_null"
with self.assertRaises(QualityError):
self.pipe.run_dataset("valuation", TRADE_DATE)
self.assertEqual(
self.db.fetchone(
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
(TRADE_DATE,),
)["active_batch"],
"20240902-valuation-001",
)
def test_dv_ttm_all_null_rejected_by_floor_and_collapse(self) -> None:
prev_day = "20240830"
prev = self.pipe.run_dataset("valuation", prev_day) # prev dv nonnull 0.5
self.transport.mode = "dv_all_null"
with self.assertRaises(QualityError) as ctx:
self.pipe.run_dataset("valuation", TRADE_DATE)
errors = "; ".join(ctx.exception.report["errors"])
self.assertIn("field gate: valuation.dv_ttm non-null rate 0.0000 < 0.3", errors)
self.assertIn(f"dropped > 0.15 vs prev batch {prev['batch_id']}", errors)
def test_nonfinite_values_rejected(self) -> None:
self.pipe.run_dataset("valuation", TRADE_DATE)
rows = self.pipe.adapter.normalize(
"valuation", self.pipe._guarded_fetch("valuation", {"trade_date": TRADE_DATE})
)
for row in rows:
row["volume_ratio"] = float("inf")
with self.assertRaises(QualityError) as ctx:
self.pipe.run_dataset("valuation", TRADE_DATE, prepared_rows=rows)
errors = "; ".join(ctx.exception.report["errors"])
self.assertIn("field gate: valuation.volume_ratio non-finite rate 1.0000 > 0.01", errors)
def test_gate_off_when_not_configured(self) -> None:
pipe, _db = make_pipe(ValuationTransport(), quality_extra={"field_gates": {}})
pipe.ingest_reference(TRADE_DATE)
pipe.adapter._transport.mode = "fields_all_null"
result = pipe.run_dataset("valuation", TRADE_DATE)
self.assertEqual(result["state"], "published") # legacy behavior when unconfigured
def test_gate_applies_to_any_configured_dataset(self) -> None:
gates = {"daily": {"fields": ["volume"], "min_nonnull_rate": 0.9, "max_nonfinite_rate": 0.01}}
pipe, _db = make_pipe(ValuationTransport(), quality_extra={"field_gates": gates})
pipe.ingest_reference(TRADE_DATE)
def null_volume(api_name, params, fields):
if api_name != "daily":
return fake_transport(api_name, params, fields)
rows = fake_transport(api_name, params, fields)
for row in rows:
row["vol"] = None
return rows
pipe.adapter._transport = null_volume
with self.assertRaises(QualityError) as ctx:
pipe.run_dataset("daily", TRADE_DATE)
errors = "; ".join(ctx.exception.report["errors"])
self.assertIn("field gate: daily.volume non-null rate 0.0000 < 0.9", errors)
class GateRetryInterplayTests(unittest.TestCase):
def test_rejected_valuation_stays_missing_and_retry_publishes_later(self) -> None:
transport = ValuationTransport()
transport.mode = "fields_all_null"
tmp = tempfile.TemporaryDirectory()
self.addCleanup(tmp.cleanup)
db = HubDB(Path(tmp.name) / "hub.db")
adapter = TushareAdapter("x", transport=transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
db_path=db.path,
backup_dir=Path(tmp.name) / "backups",
quality={"field_gates": FIELD_GATES, "max_publish_attempts": 2},
)
pipe = Pipeline(db, adapter, settings)
pipe.ingest_reference("20240902")
sched = Scheduler(db, pipe)
sched.tick(clock_at("20240902", 15, 5)) # valuation rejected by field gate
sched.tick(clock_at("20240902", 15, 10))
self.assertIn("valuation", pipe.missing_official_datasets("20240902"))
self.assertEqual(
pipe.active_batch("valuation", "20240902"),
None,
)
transport.mode = "ok"
sched.tick(clock_at("20240902", 15, 45)) # retry passes the gate
self.assertNotIn("valuation", pipe.missing_official_datasets("20240902"))
rows = db.fetchall("SELECT * FROM eod_valuation WHERE trade_date='20240902'")
self.assertTrue(rows)
self.assertTrue(all(row["volume_ratio"] is not None for row in rows))
class ForceRepublishTests(unittest.TestCase):
def test_force_boundary_republish_keeps_prev_for_rollback(self) -> None:
transport = ValuationTransport()
pipe, db = make_pipe(transport)
pipe.ingest_reference(TRADE_DATE)
first = pipe.run_eod_batch_a(TRADE_DATE)
first_val = first["valuation"]["batch_id"]
first_daily = first["daily"]["batch_id"]
transport.mode = "vr_all_null"
blocked = pipe.force_republish_boundary("valuation", TRADE_DATE)
self.assertEqual(blocked["valuation"]["state"], "failed")
self.assertEqual(pipe.active_batch("valuation", TRADE_DATE), first_val)
self.assertEqual(pipe.active_batch("daily", TRADE_DATE), first_daily)
transport.mode = "ok"
second = pipe.force_republish_boundary("valuation", TRADE_DATE)
self.assertEqual(second["valuation"]["state"], "published")
self.assertNotEqual(second["valuation"]["batch_id"], first_val)
self.assertNotEqual(second["daily"]["batch_id"], first_daily)
pubs = db.fetchall(
"SELECT dataset, active_batch, prev_batch, published_at FROM publications WHERE trade_date=?",
(TRADE_DATE,),
)
by_ds = {str(row["dataset"]): row for row in pubs}
a_times = {by_ds[name]["published_at"] for name in ("daily", "valuation", "moneyflow", "auction", "stocks")}
self.assertEqual(len(a_times), 1)
self.assertEqual(by_ds["valuation"]["active_batch"], second["valuation"]["batch_id"])
self.assertEqual(by_ds["valuation"]["prev_batch"], first_val)
rolled = pipe.rollback("valuation", TRADE_DATE, actor="cli")
self.assertEqual(rolled["active_batch"], first_val)
if __name__ == "__main__":
unittest.main()
@@ -0,0 +1,168 @@
from __future__ import annotations
import unittest
from pathlib import Path
import tempfile
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline
from datahub.scheduler import Scheduler
from datahub.serving import V1API
from datahub.settings import Settings
from tests.fixtures import TRADE_DATE, fake_transport
from tests.test_eod_retry import clock_at
class StockMasterTransport:
"""fake_transport with a mutable stock_basic list (new listings / renames)."""
def __init__(self) -> None:
self.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"},
{"ts_code": "920071.BJ", "symbol": "920071", "name": "N金钛", "area": "辽宁", "industry": "小金属", "market": "北交所", "list_status": "L", "list_date": "20240901"},
]
def __call__(self, api_name: str, params: dict, fields: str):
if api_name == "stock_basic":
return [dict(row) for row in self.stocks]
return fake_transport(api_name, params, fields)
def rename_and_add(self) -> None:
for row in self.stocks:
if row["ts_code"] == "920071.BJ":
row["name"] = "金钛股份" # N-prefix removed the day after listing
self.stocks.append(
{"ts_code": "920289.BJ", "symbol": "920289", "name": "N华汇", "area": "广东", "industry": "专用机械", "market": "北交所", "list_status": "L", "list_date": "20240902"}
)
def make_pipe(transport):
tmp = tempfile.TemporaryDirectory()
db = HubDB(Path(tmp.name) / "hub.db")
adapter = TushareAdapter("test-token", transport=transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
api_token="t" * 32,
admin_password="admin-pass",
tushare_token="test-token",
db_path=db.path,
quality={"max_publish_attempts": 3, "publication_generations": 3},
scheduler_enabled=False,
)
pipe = Pipeline(db, adapter, settings)
pipe._tmp = tmp
return pipe, db
class StocksRefreshTests(unittest.TestCase):
def setUp(self) -> None:
self.transport = StockMasterTransport()
self.pipe, self.db = make_pipe(self.transport)
self.pipe.ingest_reference(TRADE_DATE)
def _stocks_api(self) -> dict:
return V1API(self.db, self.pipe, self.pipe.settings).handle("/v1/stocks", {})
def test_first_refresh_publishes_snapshot_with_meta(self) -> None:
result = self.pipe.refresh_stocks(TRADE_DATE)
self.assertEqual(result["state"], "published")
self.assertEqual(result["rows"], 2)
self.assertTrue(result["batch_id"].startswith("20240902-stocks-"))
payload = self._stocks_api()
self.assertEqual(payload["meta"]["batch_id"], result["batch_id"])
self.assertIsNotNone(payload["meta"]["published_at"])
self.assertEqual(len(payload["data"]), 2)
names = {row["ts_code"]: row["name"] for row in payload["data"]}
self.assertEqual(names["920071.BJ"], "N金钛")
self.assertNotIn("batch_id", payload["data"][0])
def test_new_listing_and_rename_publish_new_batch(self) -> None:
first = self.pipe.refresh_stocks(TRADE_DATE)
self.transport.rename_and_add()
second = self.pipe.refresh_stocks(TRADE_DATE)
self.assertEqual(second["state"], "published")
self.assertNotEqual(second["batch_id"], first["batch_id"])
payload = self._stocks_api()
names = {row["ts_code"]: row["name"] for row in payload["data"]}
self.assertEqual(names["920071.BJ"], "金钛股份")
self.assertIn("920289.BJ", names)
self.assertEqual(names["920289.BJ"], "N华汇")
# stock_master is refreshed too (code resolution stays current)
master = self.db.fetchone("SELECT name FROM stock_master WHERE ts_code='920289.BJ'")
self.assertEqual(master["name"], "N华汇")
def test_unchanged_refresh_is_idempotent(self) -> None:
first = self.pipe.refresh_stocks(TRADE_DATE)
again = self.pipe.refresh_stocks(TRADE_DATE)
self.assertEqual(again["state"], "skipped")
self.assertEqual(again["reason"], "unchanged")
self.assertEqual(again["batch_id"], first["batch_id"])
count = self.db.fetchone(
"SELECT COUNT(*) AS n FROM batches WHERE dataset='stocks' AND trade_date=?",
(TRADE_DATE,),
)["n"]
self.assertEqual(count, 1)
def test_force_republishes_even_unchanged(self) -> None:
first = self.pipe.refresh_stocks(TRADE_DATE)
forced = self.pipe.refresh_stocks(TRADE_DATE, force=True)
self.assertEqual(forced["state"], "published")
self.assertNotEqual(forced["batch_id"], first["batch_id"])
def test_snapshot_pinned_until_next_publish(self) -> None:
first = self.pipe.refresh_stocks(TRADE_DATE)
self.transport.rename_and_add()
# upstream changed but no refresh ran: published snapshot is untouched
_, snapshot = self.pipe.published_stock_snapshot(TRADE_DATE)
names = {row["ts_code"]: row["name"] for row in snapshot}
self.assertEqual(names["920071.BJ"], "N金钛")
self.assertNotIn("920289.BJ", names)
self.assertEqual(len(snapshot), 2)
def test_dataset_status_includes_stocks(self) -> None:
result = self.pipe.refresh_stocks(TRADE_DATE)
payload = V1API(self.db, self.pipe, self.pipe.settings).handle(
"/v1/datasets/status", {"date": [TRADE_DATE]}
)
by_name = {item["dataset"]: item for item in payload["data"]}
self.assertIn("stocks", by_name)
self.assertEqual(by_name["stocks"]["batch_id"], result["batch_id"])
self.assertIsNotNone(by_name["stocks"]["published_at"])
class StocksRefreshSchedulingTests(unittest.TestCase):
def _make(self):
tmp = tempfile.TemporaryDirectory()
self.addCleanup(tmp.cleanup)
db = HubDB(Path(tmp.name) / "hub.db")
transport = StockMasterTransport()
adapter = TushareAdapter("x", transport=transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
db_path=db.path,
backup_dir=Path(tmp.name) / "backups",
quality={"stocks_refresh_times": ["20:00", "23:10"]},
)
pipe = Pipeline(db, adapter, settings)
pipe.ingest_reference(TRADE_DATE)
return db, pipe, Scheduler(db, pipe)
def test_scheduled_refresh_runs_on_open_day(self) -> None:
db, pipe, sched = self._make()
ran = sched.tick(clock_at(TRADE_DATE, 20, 0))
self.assertIn("stocks_refresh", ran)
ran = sched.tick(clock_at(TRADE_DATE, 23, 10))
self.assertIn("stocks_refresh", ran) # second slot catches late renames
self.assertIsNotNone(pipe.active_batch("stocks", TRADE_DATE))
def test_no_refresh_on_closed_day(self) -> None:
db, _pipe, sched = self._make()
sched.tick(clock_at("20240907", 20, 30)) # fixture: Saturday closed
runs = db.fetchall("SELECT * FROM job_runs WHERE job_id='stocks_refresh'")
self.assertEqual(runs, [])
if __name__ == "__main__":
unittest.main()