Compare commits
7
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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16ba83ec01 | ||
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1c740a9d48 | ||
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75c2e33b68 | ||
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32f565ecb9 | ||
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16841e9ae3 | ||
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bed6450992 | ||
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c9892050c3 |
@@ -122,10 +122,12 @@ class DatahubBridge:
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legacy_rows = legacy_query(api_name, params, fields)
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legacy_rows = legacy_query(api_name, params, fields)
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except Exception as exc:
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except Exception as exc:
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if flags.read and hub_rows is not None and hub_error is None:
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if flags.read and hub_rows is not None and hub_error is None:
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self._emit_shadow(compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc)))
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self._emit_shadow(
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compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc), fields)
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)
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return project_fields(hub_rows, fields)
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return project_fields(hub_rows, fields)
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raise
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raise
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self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error))
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self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error, fields))
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if flags.read and hub_rows is not None and hub_error is None:
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if flags.read and hub_rows is not None and hub_error is None:
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return project_fields(hub_rows, fields)
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return project_fields(hub_rows, fields)
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return legacy_rows
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return legacy_rows
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@@ -5,6 +5,7 @@ from typing import Any
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from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
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from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
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NUMERIC_TOLERANCE = 1e-4
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NUMERIC_TOLERANCE = 1e-4
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CANONICAL_ALIASES = {"volume": "vol"}
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def compare_rows(
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def compare_rows(
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@@ -13,8 +14,10 @@ def compare_rows(
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hub_rows: list[dict[str, Any]] | None,
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hub_rows: list[dict[str, Any]] | None,
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hub_meta: dict[str, Any] | None = None,
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hub_meta: dict[str, Any] | None = None,
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hub_error: str | None = None,
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hub_error: str | None = None,
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fields: str = "",
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) -> dict[str, Any]:
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) -> dict[str, Any]:
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hub = hub_rows or []
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hub = hub_rows or []
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requested = _requested_fields(fields)
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legacy_map = {row_key(dataset, row): row for row in legacy_rows}
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legacy_map = {row_key(dataset, row): row for row in legacy_rows}
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hub_map = {row_key(dataset, _align_hub_row(row)): row for row in hub}
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hub_map = {row_key(dataset, _align_hub_row(row)): row for row in hub}
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missing_hub = sorted(key for key in legacy_map if key not in hub_map)
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missing_hub = sorted(key for key in legacy_map if key not in hub_map)
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@@ -26,7 +29,7 @@ def compare_rows(
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hub_row = hub_map.get(key)
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hub_row = hub_map.get(key)
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if hub_row is None:
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if hub_row is None:
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continue
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continue
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field_report = _compare_fields(dataset, legacy, hub_row)
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field_report = _compare_fields(dataset, legacy, hub_row, requested)
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if field_report["unit_conversion"]:
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if field_report["unit_conversion"]:
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unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
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unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
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if field_report["value_diff"]:
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if field_report["value_diff"]:
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@@ -53,6 +56,7 @@ def compare_rows(
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"published_at": (hub_meta or {}).get("published_at"),
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"published_at": (hub_meta or {}).get("published_at"),
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"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
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"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
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"hub_error": hub_error,
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"hub_error": hub_error,
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"fields_compared": sorted(requested) if requested is not None else None,
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"equal": (
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"equal": (
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not hub_error
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not hub_error
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and not missing_hub
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and not missing_hub
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@@ -71,13 +75,36 @@ def _align_hub_row(row: dict[str, Any]) -> dict[str, Any]:
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return aligned
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return aligned
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def _compare_fields(dataset: str, legacy: dict[str, Any], hub: dict[str, Any]) -> dict[str, list[dict[str, Any]]]:
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def _requested_fields(fields: str) -> list[str] | None:
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"""Fields the website actually asked for; None means "no projection"."""
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keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
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if not keys:
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return None
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seen: list[str] = []
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for key in keys:
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canonical = CANONICAL_ALIASES.get(key, key)
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if canonical not in seen:
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seen.append(canonical)
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return seen
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def _compare_fields(
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dataset: str,
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legacy: dict[str, Any],
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hub: dict[str, Any],
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requested: list[str] | None = None,
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) -> dict[str, list[dict[str, Any]]]:
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canonical_legacy = to_canonical_row(dataset, legacy)
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canonical_legacy = to_canonical_row(dataset, legacy)
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hub_canonical = _hub_canonical(dataset, hub)
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hub_canonical = _hub_canonical(dataset, hub)
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native_hub = _align_hub_row(hub)
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native_hub = _align_hub_row(hub)
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value_diff: list[dict[str, Any]] = []
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value_diff: list[dict[str, Any]] = []
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unit_conversion: list[dict[str, Any]] = []
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unit_conversion: list[dict[str, Any]] = []
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keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"}
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keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"}
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if requested is not None:
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# Compare only what the website asked for. Extra hub columns are
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# transport detail, not business differences; a requested field still
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# alarms when it is missing or holds a different value.
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keys = set(requested) - {"batch_id", "updated_at", "volume"}
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scales = SCALE_FIELDS.get(dataset) or {}
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scales = SCALE_FIELDS.get(dataset) or {}
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for field in sorted(keys):
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for field in sorted(keys):
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left = canonical_legacy.get(field)
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left = canonical_legacy.get(field)
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@@ -201,6 +201,87 @@ class DatahubBridgeTests(unittest.TestCase):
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skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
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skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
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self.assertTrue(skew["time_skew"])
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self.assertTrue(skew["time_skew"])
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def test_shadow_extra_hub_columns_are_not_false_diffs_when_projected(self) -> None:
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hub_full = {**HUB_DAILY, "adj_factor": 1.1}
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legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
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report = compare_rows(
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"daily", [legacy_close_only], [hub_full],
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{"stale": False, "staleness_seconds": 0},
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fields="ts_code,trade_date,close",
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)
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self.assertTrue(report["equal"])
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self.assertEqual(report["value_diff_count"], 0)
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self.assertEqual(report["fields_compared"], ["close", "trade_date", "ts_code"])
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# without projection the same pair shows the historic false diff
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unprojected = compare_rows("daily", [legacy_close_only], [hub_full])
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self.assertFalse(unprojected["equal"])
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legacy_stocks = {"ts_code": "600000.SH", "name": "浦发银行"}
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hub_stocks = {
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"ts_code": "600000.SH", "symbol": "600000", "name": "浦发银行", "area": "上海",
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"industry": "银行", "market": "主板", "list_status": "L", "list_date": "19991110",
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}
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stocks = compare_rows("stocks", [legacy_stocks], [hub_stocks], {}, fields="ts_code,name")
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self.assertTrue(stocks["equal"])
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legacy_cal = {"cal_date": "20240902", "is_open": 1}
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hub_cal = {
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"cal_date": "20240902", "is_open": True,
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"pretrade_date": "20240830", "prev_open": "20240830",
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}
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calendar = compare_rows(
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"calendar", [legacy_cal], [hub_cal], {}, fields="cal_date,is_open"
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)
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self.assertTrue(calendar["equal"])
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def test_shadow_projection_still_alarms_on_requested_field_problems(self) -> None:
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hub_missing_field = {k: v for k, v in HUB_DAILY.items() if k != "close"}
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legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
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lost = compare_rows(
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"daily", [legacy_close_only], [hub_missing_field], fields="ts_code,trade_date,close"
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)
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self.assertFalse(lost["equal"])
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self.assertEqual(lost["value_diff_count"], 1)
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changed = compare_rows(
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"daily", [legacy_close_only], [{**HUB_DAILY, "close": 99.0}],
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fields="ts_code,trade_date,close",
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)
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self.assertFalse(changed["equal"])
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self.assertEqual(changed["value_diff_count"], 1)
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self.assertEqual(changed["value_diffs"][0]["fields"][0]["field"], "close")
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gone = compare_rows("daily", [LEGACY_DAILY], [], fields="ts_code,trade_date,close")
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self.assertEqual(gone["missing_hub_count"], 1)
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self.assertFalse(gone["equal"])
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unit = compare_rows(
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"daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}],
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fields="ts_code,trade_date,vol,amount",
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)
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self.assertGreater(unit["unit_conversion_count"], 0)
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self.assertFalse(unit["equal"])
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def test_bridge_shadow_report_uses_website_request_fields(self) -> None:
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hub_full = {**HUB_DAILY, "adj_factor": 1.1}
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legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close", "vol", "amount")}
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reports: list[dict[str, Any]] = []
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client = FakeClient(
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response=DatahubResponse(
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data=[hub_full],
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meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
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)
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)
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wrapped = DatahubAwareTushareClient(
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FakeLegacy([legacy_close_only]),
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DatahubBridge(flags(daily=(False, True)), client, shadow_sink=reports.append),
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)
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rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,trade_date,close,vol,amount")
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self.assertEqual(rows[0]["close"], 10.20)
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self.assertEqual(rows[0]["vol"], 1000.0)
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self.assertTrue(reports[0]["equal"])
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self.assertEqual(reports[0]["matched"], 1)
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def test_native_roundtrip_matches_known_scales(self) -> None:
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def test_native_roundtrip_matches_known_scales(self) -> None:
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native = to_native_row("daily", HUB_DAILY)
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native = to_native_row("daily", HUB_DAILY)
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self.assertEqual(native["vol"], 1000.0)
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self.assertEqual(native["vol"], 1000.0)
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@@ -79,6 +79,50 @@ python -m datahub history-backfill
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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。
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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。
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## 估值字段级质量门
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|
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`hub-quality.config.json` 的 `field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
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## 整批原子发布(release group)
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|
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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:
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|
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- 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)。
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|
- 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。
|
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|
- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error` 与 `audit_log`(`action=release-group`),等待晚间自动重试。
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|
- 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。
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|
- 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)。
|
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|
|
||||||
|
## 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:
|
||||||
|
|||||||
@@ -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} 次`);
|
||||||
|
if (eod.next_retry_at) eodExtra.push(`下次重试 ${esc(String(eod.next_retry_at).replace("T", " ").slice(11, 16))}`);
|
||||||
|
if (eod.missing_datasets && eod.missing_datasets.length) eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
||||||
|
}
|
||||||
|
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
|
||||||
|
eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
||||||
|
}
|
||||||
page.innerHTML = `
|
page.innerHTML = `
|
||||||
<div class="cards">
|
<div class="cards">
|
||||||
<div class="card"><div class="muted">交易日</div><strong>${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;
|
||||||
|
|||||||
@@ -13,5 +13,46 @@
|
|||||||
"list_limit_default": 5000,
|
"list_limit_default": 5000,
|
||||||
"list_limit_max": 5000,
|
"list_limit_max": 5000,
|
||||||
"calendar_start": "20160101",
|
"calendar_start": "20160101",
|
||||||
"index_history_trading_days": 260
|
"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
|
||||||
|
}
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -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 +84,14 @@ 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": "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"},
|
||||||
@@ -139,8 +143,22 @@ class AdminAPI:
|
|||||||
self._dangerous(password, confirm, f"{dataset}:{day}")
|
self._dangerous(password, confirm, f"{dataset}:{day}")
|
||||||
if dataset == "reference":
|
if dataset == "reference":
|
||||||
result = self.pipeline.ingest_reference(day)
|
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:
|
else:
|
||||||
result = self.pipeline.run_dataset(dataset, day)
|
raise ApiError("INVALID_ARGUMENT", f"unsupported backfill dataset: {dataset}")
|
||||||
self.pipeline.audit(actor, "backfill", f"{dataset}:{day}", json.dumps({"ok": True}))
|
self.pipeline.audit(actor, "backfill", f"{dataset}:{day}", json.dumps({"ok": True}))
|
||||||
return result
|
return result
|
||||||
|
|
||||||
|
|||||||
@@ -7,7 +7,9 @@ import json
|
|||||||
import sys
|
import sys
|
||||||
|
|
||||||
from datahub.hub import build_hub
|
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.settings import load_settings
|
||||||
|
from datahub.timeutil import yyyymmdd
|
||||||
|
|
||||||
|
|
||||||
def main(argv: list[str] | None = None) -> int:
|
def main(argv: list[str] | None = None) -> int:
|
||||||
@@ -17,6 +19,25 @@ def main(argv: list[str] | None = None) -> int:
|
|||||||
history.add_argument("--calendar-start", default=None, help="日历起点,默认配置 calendar_start")
|
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("--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")
|
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 A;index_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)
|
args = parser.parse_args(argv)
|
||||||
|
|
||||||
settings = load_settings()
|
settings = load_settings()
|
||||||
@@ -30,6 +51,59 @@ def main(argv: list[str] | None = None) -> int:
|
|||||||
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||||
sys.stdout.write("\n")
|
sys.stdout.write("\n")
|
||||||
return 0 if result.get("ok") else 1
|
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}")
|
parser.error(f"unknown command: {args.command}")
|
||||||
return 2
|
return 2
|
||||||
|
|
||||||
|
|||||||
@@ -114,6 +114,21 @@ 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 +227,17 @@ 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,
|
||||||
@@ -262,6 +288,7 @@ DATASET_TABLES = {
|
|||||||
"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"),
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -1,6 +1,7 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import json
|
import json
|
||||||
|
import math
|
||||||
import time
|
import time
|
||||||
from collections.abc import Callable
|
from collections.abc import Callable
|
||||||
from datetime import timedelta
|
from datetime import timedelta
|
||||||
@@ -22,9 +23,21 @@ LOGGER = get_logger()
|
|||||||
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
||||||
SOFT_DATASETS = {"moneyflow", "auction"}
|
SOFT_DATASETS = {"moneyflow", "auction"}
|
||||||
OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
|
OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
|
||||||
|
STOCKS_DATASET = "stocks"
|
||||||
|
STOCK_SNAPSHOT_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
|
||||||
|
EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
|
||||||
|
EOD_B_DATASETS = ("index_daily",)
|
||||||
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
||||||
|
|
||||||
STAGING_INSERT = {
|
STAGING_INSERT = {
|
||||||
|
"stocks": (
|
||||||
|
"INSERT INTO staging_stocks(ts_code,trade_date,batch_id,symbol,name,area,industry,market,list_status,list_date) "
|
||||||
|
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
||||||
|
lambda r, b: (
|
||||||
|
r["ts_code"], r["trade_date"], b, r.get("symbol"), r.get("name"), r.get("area"),
|
||||||
|
r.get("industry"), r.get("market"), r.get("list_status"), r.get("list_date"),
|
||||||
|
),
|
||||||
|
),
|
||||||
"daily": (
|
"daily": (
|
||||||
"INSERT INTO staging_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount,adj_factor) "
|
"INSERT INTO staging_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount,adj_factor) "
|
||||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
||||||
@@ -70,6 +83,11 @@ STAGING_INSERT = {
|
|||||||
}
|
}
|
||||||
|
|
||||||
EOD_COPY = {
|
EOD_COPY = {
|
||||||
|
"stocks": (
|
||||||
|
"INSERT OR REPLACE INTO eod_stocks "
|
||||||
|
"SELECT ts_code,trade_date,symbol,name,area,industry,market,list_status,list_date,batch_id "
|
||||||
|
"FROM staging_stocks WHERE batch_id = ?"
|
||||||
|
),
|
||||||
"daily": (
|
"daily": (
|
||||||
"INSERT OR REPLACE INTO eod_bars "
|
"INSERT OR REPLACE INTO eod_bars "
|
||||||
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,adj_factor,batch_id "
|
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,adj_factor,batch_id "
|
||||||
@@ -99,6 +117,13 @@ EOD_COPY = {
|
|||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
def _finite(value: Any) -> bool:
|
||||||
|
try:
|
||||||
|
return math.isfinite(float(value))
|
||||||
|
except (TypeError, ValueError):
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
||||||
table = DATASET_TABLES[dataset][1]
|
table = DATASET_TABLES[dataset][1]
|
||||||
row = connection.execute(
|
row = connection.execute(
|
||||||
@@ -108,6 +133,95 @@ def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
|||||||
return int(row["n"] if row is not None else 0)
|
return int(row["n"] if row is not None else 0)
|
||||||
|
|
||||||
|
|
||||||
|
def _staging_count_or_raise(connection: Any, dataset: str, trade_date: str, batch_id: str) -> int:
|
||||||
|
rows_out = _staging_row_count(connection, dataset, batch_id)
|
||||||
|
if rows_out <= 0:
|
||||||
|
report = {
|
||||||
|
"rows": 0,
|
||||||
|
"errors": [EMPTY_BATCH_ERROR],
|
||||||
|
"warnings": [],
|
||||||
|
"hard_fail": True,
|
||||||
|
"soft_fail": False,
|
||||||
|
"batch_id": batch_id,
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": trade_date,
|
||||||
|
}
|
||||||
|
LOGGER.warning(
|
||||||
|
"skip official publish for empty batch",
|
||||||
|
extra={
|
||||||
|
"hub": {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": trade_date,
|
||||||
|
"batch_id": batch_id,
|
||||||
|
"rows_out": rows_out,
|
||||||
|
"reason": "upstream_empty",
|
||||||
|
}
|
||||||
|
},
|
||||||
|
)
|
||||||
|
raise QualityError("empty batch cannot be officially published", report)
|
||||||
|
return rows_out
|
||||||
|
|
||||||
|
|
||||||
|
def _upsert_publication(
|
||||||
|
connection: Any,
|
||||||
|
dataset: str,
|
||||||
|
trade_date: str,
|
||||||
|
batch_id: str,
|
||||||
|
state: str,
|
||||||
|
published_at: str,
|
||||||
|
) -> None:
|
||||||
|
current = connection.execute(
|
||||||
|
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||||
|
(dataset, trade_date),
|
||||||
|
).fetchone()
|
||||||
|
prev = str(current["active_batch"]) if current else None
|
||||||
|
connection.execute(
|
||||||
|
"""
|
||||||
|
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
||||||
|
VALUES (?, ?, ?, ?, ?, ?)
|
||||||
|
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
||||||
|
prev_batch=excluded.prev_batch,
|
||||||
|
active_batch=excluded.active_batch,
|
||||||
|
state=excluded.state,
|
||||||
|
published_at=excluded.published_at
|
||||||
|
""",
|
||||||
|
(dataset, trade_date, batch_id, prev, state, published_at),
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def _record_publication_history(
|
||||||
|
connection: Any,
|
||||||
|
dataset: str,
|
||||||
|
trade_date: str,
|
||||||
|
batch_id: str,
|
||||||
|
published_at: str,
|
||||||
|
quality: dict[str, Any],
|
||||||
|
) -> None:
|
||||||
|
max_gen = connection.execute(
|
||||||
|
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
||||||
|
(dataset, trade_date),
|
||||||
|
).fetchone()
|
||||||
|
generation = int(max_gen["g"]) + 1
|
||||||
|
connection.execute(
|
||||||
|
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
||||||
|
(dataset, trade_date, batch_id, published_at, generation),
|
||||||
|
)
|
||||||
|
keep = int(quality.get("publication_generations") or 3)
|
||||||
|
stale = connection.execute(
|
||||||
|
"""
|
||||||
|
SELECT batch_id FROM publication_history
|
||||||
|
WHERE dataset = ? AND trade_date = ?
|
||||||
|
ORDER BY generation DESC
|
||||||
|
""",
|
||||||
|
(dataset, trade_date),
|
||||||
|
).fetchall()
|
||||||
|
for row in stale[keep:]:
|
||||||
|
connection.execute(
|
||||||
|
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
||||||
|
(dataset, trade_date, row["batch_id"]),
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
class QualityError(RuntimeError):
|
class QualityError(RuntimeError):
|
||||||
def __init__(self, message: str, report: dict[str, Any]) -> None:
|
def __init__(self, message: str, report: dict[str, Any]) -> None:
|
||||||
super().__init__(message)
|
super().__init__(message)
|
||||||
@@ -174,6 +288,17 @@ class Pipeline:
|
|||||||
""",
|
""",
|
||||||
(row["exchange"], row["cal_date"], row["is_open"], row.get("pretrade_date"), fetched_at),
|
(row["exchange"], row["cal_date"], row["is_open"], row.get("pretrade_date"), fetched_at),
|
||||||
)
|
)
|
||||||
|
self._upsert_stock_master(connection, stocks, fetched_at)
|
||||||
|
return {
|
||||||
|
"calendar": len(calendar),
|
||||||
|
"stocks": len(stocks),
|
||||||
|
"trade_date": day,
|
||||||
|
"calendar_from": start,
|
||||||
|
"calendar_to": end,
|
||||||
|
}
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def _upsert_stock_master(connection: Any, stocks: list[dict[str, Any]], fetched_at: str) -> None:
|
||||||
for row in stocks:
|
for row in stocks:
|
||||||
connection.execute(
|
connection.execute(
|
||||||
"""
|
"""
|
||||||
@@ -191,12 +316,149 @@ class Pipeline:
|
|||||||
row.get("list_date"), fetched_at,
|
row.get("list_date"), fetched_at,
|
||||||
),
|
),
|
||||||
)
|
)
|
||||||
|
|
||||||
|
def latest_stocks_publication(self, on_or_before: str | None = None) -> dict[str, Any] | None:
|
||||||
|
if on_or_before:
|
||||||
|
row = self.db.fetchone(
|
||||||
|
"SELECT * FROM publications WHERE dataset = ? AND trade_date <= ? ORDER BY trade_date DESC LIMIT 1",
|
||||||
|
(STOCKS_DATASET, yyyymmdd(on_or_before)),
|
||||||
|
)
|
||||||
|
else:
|
||||||
|
row = self.db.fetchone(
|
||||||
|
"SELECT * FROM publications WHERE dataset = ? ORDER BY trade_date DESC LIMIT 1",
|
||||||
|
(STOCKS_DATASET,),
|
||||||
|
)
|
||||||
|
return row
|
||||||
|
|
||||||
|
def published_stock_snapshot(self, on_or_before: str | None = None) -> tuple[str | None, list[dict[str, Any]]]:
|
||||||
|
pub = self.latest_stocks_publication(on_or_before)
|
||||||
|
if not pub:
|
||||||
|
return None, []
|
||||||
|
rows = self.db.fetchall(
|
||||||
|
f"SELECT {','.join(STOCK_SNAPSHOT_FIELDS)} FROM eod_stocks WHERE batch_id = ? ORDER BY ts_code",
|
||||||
|
(pub["active_batch"],),
|
||||||
|
)
|
||||||
|
return str(pub["active_batch"]), rows
|
||||||
|
|
||||||
|
def refresh_stocks(self, trade_date: str | None = None, force: bool = False) -> dict[str, Any]:
|
||||||
|
"""Refresh stock master from upstream and publish a versioned snapshot.
|
||||||
|
|
||||||
|
Runs on trading days (scheduler) and via CLI. Idempotent: when the
|
||||||
|
latest published snapshot already matches the upstream list, nothing
|
||||||
|
is published; ``force`` re-publishes unconditionally. New listings,
|
||||||
|
renames (incl. N/C prefix removal) and status changes all flow into
|
||||||
|
the snapshot, which carries batch_id/published_at metadata.
|
||||||
|
|
||||||
|
The ``stock_master`` UPSERT happens inside the same publish
|
||||||
|
transaction as the snapshot switch — fetch / quality-gate / switch
|
||||||
|
failures leave the master on the previous complete values.
|
||||||
|
"""
|
||||||
|
day = yyyymmdd(trade_date or self.clock())
|
||||||
|
try:
|
||||||
|
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
||||||
|
except Exception as exc:
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||||
|
json.dumps({"state": "failed", "error": str(exc)}, ensure_ascii=False),
|
||||||
|
)
|
||||||
|
raise
|
||||||
|
if not force:
|
||||||
|
active, snapshot = self.published_stock_snapshot(day)
|
||||||
|
if active is not None:
|
||||||
|
upstream = sorted(
|
||||||
|
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
||||||
|
)
|
||||||
|
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
||||||
|
if upstream == published:
|
||||||
return {
|
return {
|
||||||
"calendar": len(calendar),
|
"dataset": STOCKS_DATASET,
|
||||||
"stocks": len(stocks),
|
|
||||||
"trade_date": day,
|
"trade_date": day,
|
||||||
"calendar_from": start,
|
"state": "skipped",
|
||||||
"calendar_to": end,
|
"reason": "unchanged",
|
||||||
|
"batch_id": active,
|
||||||
|
"rows": len(snapshot),
|
||||||
|
}
|
||||||
|
try:
|
||||||
|
result = self.run_dataset(STOCKS_DATASET, day, prepared_rows=rows)
|
||||||
|
except Exception as exc:
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||||
|
json.dumps({"state": "failed", "error": str(exc)}, ensure_ascii=False),
|
||||||
|
)
|
||||||
|
raise
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||||
|
json.dumps({"batch_id": result["batch_id"], "rows": result["rows"]}, ensure_ascii=False),
|
||||||
|
)
|
||||||
|
return result
|
||||||
|
|
||||||
|
def backfill_moneyflow_history(
|
||||||
|
self,
|
||||||
|
end_date: str | None = None,
|
||||||
|
trading_days: int | None = None,
|
||||||
|
force: bool = False,
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
"""Incrementally publish official moneyflow history for the website window.
|
||||||
|
|
||||||
|
The website queries moneyflow for any navigable trade date (stock
|
||||||
|
detail point queries) and for the screener's last-5-days window, so
|
||||||
|
the hub must cover a trailing window of trading days instead of only
|
||||||
|
days published since go-live. Already published dates are skipped
|
||||||
|
unless ``force``; per-date failures are recorded without aborting.
|
||||||
|
"""
|
||||||
|
end = yyyymmdd(end_date or self.clock())
|
||||||
|
limit = int(trading_days or self.settings.moneyflow_history_trading_days)
|
||||||
|
open_dates = self.open_trade_dates(end, limit)
|
||||||
|
if not open_dates:
|
||||||
|
return {
|
||||||
|
"start": None,
|
||||||
|
"end": end,
|
||||||
|
"requested_days": 0,
|
||||||
|
"published": [],
|
||||||
|
"skipped": [],
|
||||||
|
"failed": [{"error": "calendar has no open dates on or before end"}],
|
||||||
|
"ok": False,
|
||||||
|
}
|
||||||
|
start = open_dates[0]
|
||||||
|
published_dates: set[str] = set()
|
||||||
|
if not force:
|
||||||
|
pubs = self.db.fetchall(
|
||||||
|
"SELECT trade_date FROM publications WHERE dataset = 'moneyflow' AND trade_date >= ? AND trade_date <= ?",
|
||||||
|
(start, end),
|
||||||
|
)
|
||||||
|
published_dates = {str(row["trade_date"]) for row in pubs}
|
||||||
|
targets = [day for day in open_dates if day not in published_dates]
|
||||||
|
skipped = [day for day in open_dates if day in published_dates]
|
||||||
|
published: list[dict[str, Any]] = []
|
||||||
|
failed: list[dict[str, Any]] = []
|
||||||
|
for day in targets:
|
||||||
|
try:
|
||||||
|
raw = retry_call(
|
||||||
|
lambda day=day: self._guarded_fetch("moneyflow", {"trade_date": day}),
|
||||||
|
attempts=self.settings.max_publish_attempts,
|
||||||
|
base_delay=0.05,
|
||||||
|
sleeper=lambda _d: time.sleep(_d),
|
||||||
|
)
|
||||||
|
rows = self.adapter.normalize("moneyflow", raw)
|
||||||
|
result = self.run_dataset("moneyflow", day, prepared_rows=rows)
|
||||||
|
published.append(
|
||||||
|
{
|
||||||
|
"trade_date": day,
|
||||||
|
"batch_id": result["batch_id"],
|
||||||
|
"rows": result["rows"],
|
||||||
|
"state": result["state"],
|
||||||
|
}
|
||||||
|
)
|
||||||
|
except Exception as exc:
|
||||||
|
failed.append({"trade_date": day, "error": str(exc)})
|
||||||
|
return {
|
||||||
|
"start": start,
|
||||||
|
"end": end,
|
||||||
|
"requested_days": len(open_dates),
|
||||||
|
"published": published,
|
||||||
|
"skipped": skipped,
|
||||||
|
"failed": failed,
|
||||||
|
"ok": not failed,
|
||||||
}
|
}
|
||||||
|
|
||||||
def open_trade_dates(self, end: str, limit: int) -> list[str]:
|
def open_trade_dates(self, end: str, limit: int) -> list[str]:
|
||||||
@@ -379,14 +641,377 @@ class Pipeline:
|
|||||||
self._set_batch(batch_id, dataset, trade_date, "failed", 1, error=str(exc), finished=True)
|
self._set_batch(batch_id, dataset, trade_date, "failed", 1, error=str(exc), finished=True)
|
||||||
raise
|
raise
|
||||||
|
|
||||||
def run_eod_batch_a(self, trade_date: str) -> dict[str, Any]:
|
def missing_official_datasets(self, trade_date: str) -> list[str]:
|
||||||
results = {}
|
"""Official datasets without an active publication for the date."""
|
||||||
for dataset in ("daily", "valuation", "moneyflow", "auction"):
|
day = yyyymmdd(trade_date)
|
||||||
results[dataset] = self.run_dataset(dataset, trade_date)
|
placeholders = ",".join("?" for _ in OFFICIAL_DATASETS)
|
||||||
|
rows = self.db.fetchall(
|
||||||
|
f"SELECT dataset FROM publications WHERE trade_date = ? AND dataset IN ({placeholders})",
|
||||||
|
(day, *sorted(OFFICIAL_DATASETS)),
|
||||||
|
)
|
||||||
|
published = {str(row["dataset"]) for row in rows}
|
||||||
|
return [dataset for dataset in sorted(OFFICIAL_DATASETS) if dataset not in published]
|
||||||
|
|
||||||
|
def run_eod_missing(self, trade_date: str) -> dict[str, Any]:
|
||||||
|
"""Republish every incomplete EOD consistency group for the date.
|
||||||
|
|
||||||
|
A-group (daily/valuation/moneyflow/auction + stocks) and B-group
|
||||||
|
(index_daily) are separate boundaries. Within a group, either the
|
||||||
|
whole boundary is already published (idempotent skip) or every
|
||||||
|
member is re-staged and switched together — never fill only the
|
||||||
|
missing members on top of older batches from an earlier partial run.
|
||||||
|
"""
|
||||||
|
results: dict[str, Any] = {}
|
||||||
|
results.update(self.run_eod_batch_a(trade_date))
|
||||||
|
results.update(self.run_eod_batch_b(trade_date))
|
||||||
return results
|
return results
|
||||||
|
|
||||||
def run_eod_batch_b(self, trade_date: str) -> dict[str, Any]:
|
def run_eod_batch_a(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||||
return {"index_daily": self.run_dataset("index_daily", trade_date)}
|
return self.run_release_group(EOD_A_DATASETS, trade_date, include_stocks=True, force=force)
|
||||||
|
|
||||||
|
def run_eod_batch_b(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||||
|
return self.run_release_group(EOD_B_DATASETS, trade_date, force=force)
|
||||||
|
|
||||||
|
def force_republish_boundary(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
||||||
|
"""Force-republish the full A/B consistency boundary that owns ``dataset``.
|
||||||
|
|
||||||
|
CLI ``eod-refresh --force`` and admin manual backfill must not publish a
|
||||||
|
single official member alone — that would mix old and new batches inside
|
||||||
|
the same trade date. Naming any A-group member (or stocks) rebuilds the
|
||||||
|
whole A group; naming ``index_daily`` rebuilds B.
|
||||||
|
"""
|
||||||
|
name = str(dataset or "").strip()
|
||||||
|
if name in EOD_A_DATASETS or name == STOCKS_DATASET:
|
||||||
|
return self.run_eod_batch_a(trade_date, force=True)
|
||||||
|
if name in EOD_B_DATASETS:
|
||||||
|
return self.run_eod_batch_b(trade_date, force=True)
|
||||||
|
raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
|
||||||
|
|
||||||
|
def run_release_group(
|
||||||
|
self,
|
||||||
|
datasets: tuple[str, ...],
|
||||||
|
trade_date: str,
|
||||||
|
include_stocks: bool = False,
|
||||||
|
force: bool = False,
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
"""One post-market publish/republish becomes one atomic visibility flip.
|
||||||
|
|
||||||
|
Consistency boundary: every member (official datasets, plus the daily
|
||||||
|
stocks snapshot when ``include_stocks``) is fetched, staged,
|
||||||
|
field-gated and cross-validated BEFORE any reader can see it. Only
|
||||||
|
when the whole group passes does a single SQLite transaction copy
|
||||||
|
all staging batches to the official tables and flip every
|
||||||
|
``publications`` row at once. Any member failure aborts the group:
|
||||||
|
the previous complete official version keeps serving and the reason
|
||||||
|
is recorded on the batches and in the audit log.
|
||||||
|
|
||||||
|
Skip is all-or-nothing for the boundary unless ``force``: if every
|
||||||
|
official member (and stocks when required) is already published, the
|
||||||
|
group is skipped. If any official member is still missing — or
|
||||||
|
``force`` is set — every official member is re-staged, so a retry or
|
||||||
|
manual republish never mixes old and new batches in one release.
|
||||||
|
"""
|
||||||
|
day = yyyymmdd(trade_date)
|
||||||
|
results: dict[str, Any] = {}
|
||||||
|
staged: dict[str, dict[str, Any]] = {}
|
||||||
|
failure: str | None = None
|
||||||
|
missing_official = [dataset for dataset in datasets if self.active_batch(dataset, day) is None]
|
||||||
|
stocks_missing = include_stocks and self.active_batch(STOCKS_DATASET, day) is None
|
||||||
|
|
||||||
|
if not force and not missing_official and not stocks_missing:
|
||||||
|
for dataset in datasets:
|
||||||
|
results[dataset] = {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "skipped",
|
||||||
|
"reason": "already_published",
|
||||||
|
}
|
||||||
|
if include_stocks:
|
||||||
|
results[STOCKS_DATASET] = {
|
||||||
|
"dataset": STOCKS_DATASET,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "skipped",
|
||||||
|
"reason": "already_published",
|
||||||
|
}
|
||||||
|
return results
|
||||||
|
|
||||||
|
# Incomplete or forced boundary → restage every official member together.
|
||||||
|
pending = list(datasets)
|
||||||
|
|
||||||
|
for dataset in pending:
|
||||||
|
if failure is not None:
|
||||||
|
results[dataset] = {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "aborted",
|
||||||
|
"reason": f"release group aborted: {failure}",
|
||||||
|
}
|
||||||
|
continue
|
||||||
|
try:
|
||||||
|
staged[dataset] = self._stage_and_validate(dataset, day)
|
||||||
|
except Exception as exc:
|
||||||
|
failure = f"{dataset}: {exc}"
|
||||||
|
results[dataset] = {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "failed",
|
||||||
|
"error": str(exc),
|
||||||
|
}
|
||||||
|
|
||||||
|
# Stocks join the same switch when the official boundary is being
|
||||||
|
# rebuilt (missing or forced), or when only the stocks snapshot is
|
||||||
|
# still missing.
|
||||||
|
rebuild_official = bool(force or missing_official)
|
||||||
|
if include_stocks and failure is None and (rebuild_official or stocks_missing):
|
||||||
|
try:
|
||||||
|
stocks_plan = self._stage_stocks_snapshot(day, force=rebuild_official)
|
||||||
|
except Exception as exc:
|
||||||
|
failure = f"{STOCKS_DATASET}: {exc}"
|
||||||
|
results[STOCKS_DATASET] = {
|
||||||
|
"dataset": STOCKS_DATASET,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "failed",
|
||||||
|
"error": str(exc),
|
||||||
|
}
|
||||||
|
else:
|
||||||
|
if stocks_plan is not None:
|
||||||
|
staged[STOCKS_DATASET] = stocks_plan
|
||||||
|
|
||||||
|
if failure is None and staged:
|
||||||
|
cross_errors = self._cross_gate_errors(staged)
|
||||||
|
if cross_errors:
|
||||||
|
failure = "; ".join(cross_errors)
|
||||||
|
|
||||||
|
if failure is not None:
|
||||||
|
for dataset, item in staged.items():
|
||||||
|
self._abandon_batch(item["batch_id"], f"release group not switched: {failure}")
|
||||||
|
results[dataset] = {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": "failed",
|
||||||
|
"error": f"release group not switched: {failure}",
|
||||||
|
"batch_id": item["batch_id"],
|
||||||
|
}
|
||||||
|
LOGGER.warning(
|
||||||
|
"release group blocked, previous official version keeps serving",
|
||||||
|
extra={
|
||||||
|
"hub": {
|
||||||
|
"trade_date": day,
|
||||||
|
"datasets": sorted(staged),
|
||||||
|
"reason": failure,
|
||||||
|
"event": "release_group_blocked",
|
||||||
|
}
|
||||||
|
},
|
||||||
|
)
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "release-group", f"eod:{day}",
|
||||||
|
json.dumps({"state": "failed", "reason": failure}, ensure_ascii=False),
|
||||||
|
)
|
||||||
|
return results
|
||||||
|
|
||||||
|
if staged:
|
||||||
|
try:
|
||||||
|
self._switch_release_group(day, staged)
|
||||||
|
except Exception as exc:
|
||||||
|
reason = f"release group switch failed: {exc}"
|
||||||
|
for item in staged.values():
|
||||||
|
self._abandon_batch(item["batch_id"], reason)
|
||||||
|
LOGGER.warning(
|
||||||
|
"release group switch failed, previous official version keeps serving",
|
||||||
|
extra={
|
||||||
|
"hub": {
|
||||||
|
"trade_date": day,
|
||||||
|
"datasets": sorted(staged),
|
||||||
|
"reason": reason,
|
||||||
|
"event": "release_group_switch_failed",
|
||||||
|
}
|
||||||
|
},
|
||||||
|
)
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "release-group", f"eod:{day}",
|
||||||
|
json.dumps(
|
||||||
|
{
|
||||||
|
"state": "failed",
|
||||||
|
"reason": reason,
|
||||||
|
"switched": [],
|
||||||
|
"force": bool(force),
|
||||||
|
},
|
||||||
|
ensure_ascii=False,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
raise
|
||||||
|
for dataset, item in staged.items():
|
||||||
|
results[dataset] = {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": day,
|
||||||
|
"state": item["state"],
|
||||||
|
"batch_id": item["batch_id"],
|
||||||
|
"rows": item["rows"],
|
||||||
|
}
|
||||||
|
self.audit(
|
||||||
|
"pipeline", "release-group", f"eod:{day}",
|
||||||
|
json.dumps(
|
||||||
|
{"state": "ok", "switched": sorted(staged), "force": bool(force)},
|
||||||
|
ensure_ascii=False,
|
||||||
|
),
|
||||||
|
)
|
||||||
|
return results
|
||||||
|
|
||||||
|
def _stage_and_validate(self, dataset: str, trade_date: str, attempts: int | None = None) -> dict[str, Any]:
|
||||||
|
"""Fetch → stage → quality-gate one member without publishing it."""
|
||||||
|
day = yyyymmdd(trade_date)
|
||||||
|
batch_id = self.next_batch_id(dataset, day)
|
||||||
|
max_attempts = attempts or self.settings.max_publish_attempts
|
||||||
|
rows: list[dict[str, Any]] = []
|
||||||
|
self._set_batch(batch_id, dataset, day, "scheduled", 0)
|
||||||
|
try:
|
||||||
|
self._set_batch(batch_id, dataset, day, "fetching", 1)
|
||||||
|
rows = retry_call(
|
||||||
|
lambda: self._fetch_dataset(dataset, day),
|
||||||
|
attempts=max_attempts,
|
||||||
|
base_delay=0.05,
|
||||||
|
sleeper=lambda _d: time.sleep(_d),
|
||||||
|
)
|
||||||
|
self._stage(dataset, batch_id, rows)
|
||||||
|
self._set_batch(batch_id, dataset, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||||
|
self._set_batch(batch_id, dataset, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
||||||
|
report = self.validate(dataset, batch_id, day, rows)
|
||||||
|
if report["hard_fail"]:
|
||||||
|
self._reject_batch(batch_id, dataset, day, rows, report)
|
||||||
|
raise QualityError("integrity gate failed", report)
|
||||||
|
except RetryError as exc:
|
||||||
|
self._set_batch(batch_id, dataset, day, "failed", max_attempts, error=str(exc), finished=True)
|
||||||
|
raise
|
||||||
|
except QualityError as exc:
|
||||||
|
current = self.db.fetchone("SELECT state FROM batches WHERE batch_id = ?", (batch_id,))
|
||||||
|
if current and current["state"] not in {"staged", "failed"}:
|
||||||
|
self._reject_batch(batch_id, dataset, day, rows, exc.report)
|
||||||
|
raise
|
||||||
|
except Exception as exc:
|
||||||
|
self._set_batch(batch_id, dataset, day, "failed", 1, error=str(exc), finished=True)
|
||||||
|
raise
|
||||||
|
self._set_batch(
|
||||||
|
batch_id, dataset, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
||||||
|
)
|
||||||
|
return {
|
||||||
|
"dataset": dataset,
|
||||||
|
"trade_date": day,
|
||||||
|
"batch_id": batch_id,
|
||||||
|
"rows": len(rows),
|
||||||
|
"quality": report,
|
||||||
|
"state": "degraded" if report["soft_fail"] else "published",
|
||||||
|
}
|
||||||
|
|
||||||
|
def _stage_stocks_snapshot(self, trade_date: str, force: bool = False) -> dict[str, Any] | None:
|
||||||
|
"""Stage the daily stocks snapshot for a release group switch.
|
||||||
|
|
||||||
|
Returns None when the published snapshot is already identical to
|
||||||
|
upstream (idempotent skip) unless ``force`` is set. The stock_master
|
||||||
|
upsert is deferred into the group switch / publish transaction so the
|
||||||
|
master never runs ahead of the published snapshot.
|
||||||
|
"""
|
||||||
|
day = yyyymmdd(trade_date)
|
||||||
|
active, snapshot = self.published_stock_snapshot(day)
|
||||||
|
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
||||||
|
if active is not None and not force:
|
||||||
|
upstream = sorted(
|
||||||
|
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
||||||
|
)
|
||||||
|
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
||||||
|
if upstream == published:
|
||||||
|
return None
|
||||||
|
batch_id = self.next_batch_id(STOCKS_DATASET, day)
|
||||||
|
self._set_batch(batch_id, STOCKS_DATASET, day, "scheduled", 0)
|
||||||
|
self._set_batch(batch_id, STOCKS_DATASET, day, "fetching", 1)
|
||||||
|
self._stage(STOCKS_DATASET, batch_id, rows)
|
||||||
|
self._set_batch(batch_id, STOCKS_DATASET, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||||
|
self._set_batch(batch_id, STOCKS_DATASET, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
||||||
|
report = self.validate(STOCKS_DATASET, batch_id, day, rows)
|
||||||
|
if report["hard_fail"]:
|
||||||
|
self._reject_batch(batch_id, STOCKS_DATASET, day, rows, report)
|
||||||
|
raise QualityError("integrity gate failed", report)
|
||||||
|
self._set_batch(
|
||||||
|
batch_id, STOCKS_DATASET, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
||||||
|
)
|
||||||
|
return {
|
||||||
|
"dataset": STOCKS_DATASET,
|
||||||
|
"trade_date": day,
|
||||||
|
"batch_id": batch_id,
|
||||||
|
"rows": len(rows),
|
||||||
|
"row_values": rows,
|
||||||
|
"quality": report,
|
||||||
|
"state": "degraded" if report["soft_fail"] else "published",
|
||||||
|
}
|
||||||
|
|
||||||
|
def _cross_gate_errors(self, staged: dict[str, dict[str, Any]]) -> list[str]:
|
||||||
|
"""Cross-dataset consistency checks on staged batches (交叉校验)."""
|
||||||
|
errors: list[str] = []
|
||||||
|
gates = self.settings.quality.get("cross_gates") or []
|
||||||
|
for gate in gates if isinstance(gates, list) else []:
|
||||||
|
if not isinstance(gate, dict):
|
||||||
|
continue
|
||||||
|
left = str(gate.get("left") or "")
|
||||||
|
right = str(gate.get("right") or "")
|
||||||
|
if not left or not right or left not in staged or right not in staged:
|
||||||
|
continue
|
||||||
|
floor = float(gate.get("min_key_overlap") or 0.98)
|
||||||
|
left_keys = self._staging_keys(left, staged[left]["batch_id"])
|
||||||
|
right_keys = self._staging_keys(right, staged[right]["batch_id"])
|
||||||
|
denom = max(len(left_keys), len(right_keys))
|
||||||
|
overlap = (len(left_keys & right_keys) / denom) if denom else 1.0
|
||||||
|
if overlap < floor:
|
||||||
|
errors.append(
|
||||||
|
f"cross gate: {left} vs {right} key overlap {overlap:.4f} < {floor}"
|
||||||
|
)
|
||||||
|
return errors
|
||||||
|
|
||||||
|
def _staging_keys(self, dataset: str, batch_id: str) -> set[str]:
|
||||||
|
table = DATASET_TABLES[dataset][1]
|
||||||
|
rows = self.db.fetchall(
|
||||||
|
f"SELECT DISTINCT ts_code FROM {table} WHERE batch_id = ?",
|
||||||
|
(batch_id,),
|
||||||
|
)
|
||||||
|
return {str(row["ts_code"]) for row in rows}
|
||||||
|
|
||||||
|
def _switch_release_group(self, trade_date: str, members: dict[str, dict[str, Any]]) -> None:
|
||||||
|
"""Single transaction: copy every member and flip every publication."""
|
||||||
|
day = yyyymmdd(trade_date)
|
||||||
|
published_at = isoformat(self.clock())
|
||||||
|
with self.db.write() as connection:
|
||||||
|
for dataset, item in members.items():
|
||||||
|
_staging_count_or_raise(connection, dataset, day, item["batch_id"])
|
||||||
|
for dataset, item in members.items():
|
||||||
|
connection.execute(EOD_COPY[dataset], (item["batch_id"],))
|
||||||
|
if dataset == STOCKS_DATASET:
|
||||||
|
self._upsert_stock_master(connection, item["row_values"], published_at)
|
||||||
|
if self.before_commit:
|
||||||
|
self.before_commit()
|
||||||
|
for dataset, item in members.items():
|
||||||
|
_upsert_publication(connection, dataset, day, item["batch_id"], item["state"], published_at)
|
||||||
|
_record_publication_history(
|
||||||
|
connection, dataset, day, item["batch_id"], published_at, self.settings.quality
|
||||||
|
)
|
||||||
|
connection.execute(
|
||||||
|
"UPDATE batches SET state='published', finished_at=? WHERE batch_id=?",
|
||||||
|
(published_at, item["batch_id"]),
|
||||||
|
)
|
||||||
|
|
||||||
|
def _abandon_batch(self, batch_id: str, reason: str) -> None:
|
||||||
|
row = self.db.fetchone("SELECT dataset, trade_date FROM batches WHERE batch_id = ?", (batch_id,))
|
||||||
|
if not row:
|
||||||
|
return
|
||||||
|
self._set_batch(
|
||||||
|
batch_id, str(row["dataset"]), str(row["trade_date"]), "failed", 1,
|
||||||
|
error=reason, finished=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def eod_failures(results: dict[str, Any]) -> list[str]:
|
||||||
|
return [
|
||||||
|
f"{name}: {item.get('error')}"
|
||||||
|
for name, item in results.items()
|
||||||
|
if isinstance(item, dict) and item.get("state") == "failed"
|
||||||
|
]
|
||||||
|
|
||||||
def validate(self, dataset: str, batch_id: str, trade_date: str, rows: list[dict[str, Any]]) -> dict[str, Any]:
|
def validate(self, dataset: str, batch_id: str, trade_date: str, rows: list[dict[str, Any]]) -> dict[str, Any]:
|
||||||
quality = self.settings.quality
|
quality = self.settings.quality
|
||||||
@@ -414,13 +1039,14 @@ class Pipeline:
|
|||||||
if null_rate >= float(quality.get("null_rate_max") or 0.01):
|
if null_rate >= float(quality.get("null_rate_max") or 0.01):
|
||||||
errors.append(f"null rate {null_rate:.4f}")
|
errors.append(f"null rate {null_rate:.4f}")
|
||||||
empty = row_n == 0
|
empty = row_n == 0
|
||||||
if empty and dataset in OFFICIAL_DATASETS:
|
if empty and (dataset in OFFICIAL_DATASETS or dataset == STOCKS_DATASET):
|
||||||
errors.append(EMPTY_BATCH_ERROR)
|
errors.append(EMPTY_BATCH_ERROR)
|
||||||
|
field_report = self._field_gate(dataset, trade_date, rows, errors)
|
||||||
if dataset in SOFT_DATASETS:
|
if dataset in SOFT_DATASETS:
|
||||||
hard_fail = bool(dup or bad_date or empty)
|
hard_fail = bool(dup or bad_date or empty)
|
||||||
else:
|
else:
|
||||||
hard_fail = bool(errors) and dataset in HARD_DATASETS
|
hard_fail = bool(errors) and (dataset in HARD_DATASETS or dataset == STOCKS_DATASET)
|
||||||
return {
|
report = {
|
||||||
"rows": row_n,
|
"rows": row_n,
|
||||||
"listed": listed_n,
|
"listed": listed_n,
|
||||||
"ratio": round(ratio, 4),
|
"ratio": round(ratio, 4),
|
||||||
@@ -430,79 +1056,123 @@ class Pipeline:
|
|||||||
"soft_fail": bool(warnings) and not hard_fail,
|
"soft_fail": bool(warnings) and not hard_fail,
|
||||||
"batch_id": batch_id,
|
"batch_id": batch_id,
|
||||||
}
|
}
|
||||||
|
if field_report is not None:
|
||||||
|
report["fields"] = field_report
|
||||||
|
return report
|
||||||
|
|
||||||
|
def _field_gate(
|
||||||
|
self,
|
||||||
|
dataset: str,
|
||||||
|
trade_date: str,
|
||||||
|
rows: list[dict[str, Any]],
|
||||||
|
errors: list[str],
|
||||||
|
) -> dict[str, Any] | None:
|
||||||
|
"""Config-driven per-field completeness gate.
|
||||||
|
|
||||||
|
Catches field-level half-products (rows complete, key columns empty)
|
||||||
|
that row-count gates miss: non-null rate floors per field, non-finite
|
||||||
|
share, and a collapse guard against the previous published batch so
|
||||||
|
legitimately sparse fields (e.g. dv_ttm) are not false-flagged.
|
||||||
|
Generic for any dataset configured under quality["field_gates"].
|
||||||
|
"""
|
||||||
|
gate = dict((self.settings.quality.get("field_gates") or {}).get(dataset) or {})
|
||||||
|
if not gate or not rows:
|
||||||
|
return None
|
||||||
|
fields = [str(item) for item in (gate.get("fields") or []) if str(item)]
|
||||||
|
if not fields:
|
||||||
|
return None
|
||||||
|
min_rate = float(gate.get("min_nonnull_rate") or 0.9)
|
||||||
|
by_field = {str(k): float(v) for k, v in dict(gate.get("min_nonnull_rate_by_field") or {}).items()}
|
||||||
|
max_drop = float(gate.get("max_nonnull_drop_vs_prev") or 0.15)
|
||||||
|
max_nonfinite = float(gate.get("max_nonfinite_rate") or 0.01)
|
||||||
|
row_n = len(rows)
|
||||||
|
prev_batch, prev_stats = self._prev_field_stats(dataset, trade_date, fields)
|
||||||
|
report: dict[str, Any] = {}
|
||||||
|
for field in fields:
|
||||||
|
values = [row.get(field) for row in rows]
|
||||||
|
nulls = sum(1 for value in values if value is None)
|
||||||
|
nonfinite = sum(1 for value in values if value is not None and not _finite(value))
|
||||||
|
rate = (row_n - nulls) / row_n
|
||||||
|
stats = {
|
||||||
|
"nonnull": row_n - nulls,
|
||||||
|
"null": nulls,
|
||||||
|
"nonnull_rate": round(rate, 4),
|
||||||
|
"nonfinite": nonfinite,
|
||||||
|
}
|
||||||
|
floor = by_field.get(field, min_rate)
|
||||||
|
if rate < floor:
|
||||||
|
errors.append(
|
||||||
|
f"field gate: {dataset}.{field} non-null rate {rate:.4f} < {floor}"
|
||||||
|
)
|
||||||
|
if nonfinite / row_n > max_nonfinite:
|
||||||
|
errors.append(
|
||||||
|
f"field gate: {dataset}.{field} non-finite rate {nonfinite / row_n:.4f} > {max_nonfinite}"
|
||||||
|
)
|
||||||
|
prev_rate = prev_stats.get(field) if prev_stats else None
|
||||||
|
if prev_rate is not None:
|
||||||
|
stats["prev_nonnull_rate"] = round(prev_rate, 4)
|
||||||
|
if prev_rate - rate > max_drop:
|
||||||
|
errors.append(
|
||||||
|
f"field gate: {dataset}.{field} non-null rate {rate:.4f} dropped > {max_drop:.2f} "
|
||||||
|
f"vs prev batch {prev_batch} ({prev_rate:.4f})"
|
||||||
|
)
|
||||||
|
report[field] = stats
|
||||||
|
return report
|
||||||
|
|
||||||
|
def _prev_field_stats(
|
||||||
|
self,
|
||||||
|
dataset: str,
|
||||||
|
trade_date: str,
|
||||||
|
fields: list[str],
|
||||||
|
) -> tuple[str | None, dict[str, float]]:
|
||||||
|
"""Non-null rates per field from the latest earlier published batch."""
|
||||||
|
if dataset not in DATASET_TABLES:
|
||||||
|
return None, {}
|
||||||
|
table = DATASET_TABLES[dataset][0]
|
||||||
|
columns = {
|
||||||
|
str(row["name"])
|
||||||
|
for row in self.db.fetchall(f"PRAGMA table_info({table})")
|
||||||
|
}
|
||||||
|
usable = [field for field in fields if field in columns]
|
||||||
|
if not usable:
|
||||||
|
return None, {}
|
||||||
|
pub = self.db.fetchone(
|
||||||
|
"""
|
||||||
|
SELECT active_batch FROM publications
|
||||||
|
WHERE dataset = ? AND trade_date < ? ORDER BY trade_date DESC LIMIT 1
|
||||||
|
""",
|
||||||
|
(dataset, trade_date),
|
||||||
|
)
|
||||||
|
if not pub:
|
||||||
|
return None, {}
|
||||||
|
batch_id = str(pub["active_batch"])
|
||||||
|
selects = ",".join(f"AVG({field} IS NOT NULL) AS {field}" for field in usable)
|
||||||
|
row = self.db.fetchone(
|
||||||
|
f"SELECT {selects} FROM {table} WHERE batch_id = ?",
|
||||||
|
(batch_id,),
|
||||||
|
)
|
||||||
|
stats = {field: float(row[field]) for field in usable if row.get(field) is not None}
|
||||||
|
return batch_id, stats
|
||||||
|
|
||||||
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
||||||
copy_sql = EOD_COPY[dataset]
|
|
||||||
published_at = isoformat(self.clock())
|
published_at = isoformat(self.clock())
|
||||||
with self.db.write() as connection:
|
with self.db.write() as connection:
|
||||||
rows_out = _staging_row_count(connection, dataset, batch_id)
|
_staging_count_or_raise(connection, dataset, trade_date, batch_id)
|
||||||
if rows_out <= 0:
|
connection.execute(EOD_COPY[dataset], (batch_id,))
|
||||||
report = {
|
if dataset == STOCKS_DATASET:
|
||||||
"rows": 0,
|
staging = DATASET_TABLES[STOCKS_DATASET][1]
|
||||||
"errors": [EMPTY_BATCH_ERROR],
|
stock_rows = [
|
||||||
"warnings": [],
|
dict(row)
|
||||||
"hard_fail": True,
|
for row in connection.execute(
|
||||||
"soft_fail": False,
|
f"SELECT * FROM {staging} WHERE batch_id = ?",
|
||||||
"batch_id": batch_id,
|
(batch_id,),
|
||||||
"dataset": dataset,
|
).fetchall()
|
||||||
"trade_date": trade_date,
|
]
|
||||||
}
|
self._upsert_stock_master(connection, stock_rows, published_at)
|
||||||
LOGGER.warning(
|
|
||||||
"skip official publish for empty batch",
|
|
||||||
extra={
|
|
||||||
"hub": {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": trade_date,
|
|
||||||
"batch_id": batch_id,
|
|
||||||
"rows_out": rows_out,
|
|
||||||
"reason": "upstream_empty",
|
|
||||||
}
|
|
||||||
},
|
|
||||||
)
|
|
||||||
raise QualityError("empty batch cannot be officially published", report)
|
|
||||||
current = connection.execute(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
|
||||||
(dataset, trade_date),
|
|
||||||
).fetchone()
|
|
||||||
prev = str(current["active_batch"]) if current else None
|
|
||||||
connection.execute(copy_sql, (batch_id,))
|
|
||||||
if self.before_commit:
|
if self.before_commit:
|
||||||
self.before_commit()
|
self.before_commit()
|
||||||
connection.execute(
|
_upsert_publication(connection, dataset, trade_date, batch_id, state, published_at)
|
||||||
"""
|
_record_publication_history(connection, dataset, trade_date, batch_id, published_at, self.settings.quality)
|
||||||
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
|
||||||
VALUES (?, ?, ?, ?, ?, ?)
|
|
||||||
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
|
||||||
prev_batch=excluded.prev_batch,
|
|
||||||
active_batch=excluded.active_batch,
|
|
||||||
state=excluded.state,
|
|
||||||
published_at=excluded.published_at
|
|
||||||
""",
|
|
||||||
(dataset, trade_date, batch_id, prev, state, published_at),
|
|
||||||
)
|
|
||||||
max_gen = connection.execute(
|
|
||||||
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
|
||||||
(dataset, trade_date),
|
|
||||||
).fetchone()
|
|
||||||
generation = int(max_gen["g"]) + 1
|
|
||||||
connection.execute(
|
|
||||||
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
|
||||||
(dataset, trade_date, batch_id, published_at, generation),
|
|
||||||
)
|
|
||||||
keep = int(self.settings.quality.get("publication_generations") or 3)
|
|
||||||
stale = connection.execute(
|
|
||||||
"""
|
|
||||||
SELECT batch_id FROM publication_history
|
|
||||||
WHERE dataset = ? AND trade_date = ?
|
|
||||||
ORDER BY generation DESC
|
|
||||||
""",
|
|
||||||
(dataset, trade_date),
|
|
||||||
).fetchall()
|
|
||||||
for row in stale[keep:]:
|
|
||||||
connection.execute(
|
|
||||||
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
|
||||||
(dataset, trade_date, row["batch_id"]),
|
|
||||||
)
|
|
||||||
|
|
||||||
def rollback(self, dataset: str, trade_date: str, actor: str = "admin") -> dict[str, Any]:
|
def rollback(self, dataset: str, trade_date: str, actor: str = "admin") -> dict[str, Any]:
|
||||||
trade_date = yyyymmdd(trade_date)
|
trade_date = yyyymmdd(trade_date)
|
||||||
@@ -586,6 +1256,11 @@ class Pipeline:
|
|||||||
)
|
)
|
||||||
|
|
||||||
def _fetch_dataset(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
def _fetch_dataset(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
||||||
|
if dataset == STOCKS_DATASET:
|
||||||
|
rows = self.adapter.normalize("stocks", self._guarded_fetch("stocks", {"list_status": "L"}))
|
||||||
|
for row in rows:
|
||||||
|
row["trade_date"] = trade_date
|
||||||
|
return rows
|
||||||
if dataset == "daily":
|
if dataset == "daily":
|
||||||
raw = self._guarded_fetch("daily", {"trade_date": trade_date})
|
raw = self._guarded_fetch("daily", {"trade_date": trade_date})
|
||||||
factors = {
|
factors = {
|
||||||
|
|||||||
@@ -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
|
||||||
@@ -35,6 +48,8 @@ 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_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,
|
"history_backfill": self._history_backfill,
|
||||||
@@ -42,6 +57,7 @@ class Scheduler:
|
|||||||
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():
|
||||||
@@ -63,9 +79,9 @@ 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)),
|
||||||
@@ -74,6 +90,8 @@ class Scheduler:
|
|||||||
("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:
|
||||||
@@ -81,18 +99,187 @@ 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", "stocks_refresh"} and not open_day:
|
||||||
self._fired.add(key)
|
self._fired.add(key)
|
||||||
continue
|
continue
|
||||||
self._fired.add(key)
|
self._fired.add(key)
|
||||||
|
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)
|
self.run_job(job_id, day)
|
||||||
|
except Exception:
|
||||||
|
if job_id not in {"eod_a", "eod_b", "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:
|
||||||
@@ -103,6 +290,10 @@ 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=?",
|
||||||
@@ -126,6 +317,12 @@ 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_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]:
|
def _history_backfill(self, trade_date: str) -> dict[str, Any]:
|
||||||
return self.pipeline.backfill_history(trade_date)
|
return self.pipeline.backfill_history(trade_date)
|
||||||
|
|
||||||
|
|||||||
@@ -135,6 +135,29 @@ class V1API:
|
|||||||
|
|
||||||
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 ?",
|
||||||
@@ -176,7 +199,7 @@ class V1API:
|
|||||||
|
|
||||||
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")
|
||||||
items = []
|
items = []
|
||||||
for dataset in datasets:
|
for dataset in datasets:
|
||||||
pub = self.db.fetchone(
|
pub = self.db.fetchone(
|
||||||
@@ -251,7 +274,7 @@ 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 = ?"
|
||||||
@@ -281,7 +304,11 @@ class V1API:
|
|||||||
(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:
|
||||||
@@ -350,6 +377,20 @@ 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 = ?",
|
||||||
|
|||||||
@@ -56,6 +56,29 @@ class Settings:
|
|||||||
def index_history_trading_days(self) -> int:
|
def index_history_trading_days(self) -> int:
|
||||||
return int(self.quality.get("index_history_trading_days") or 260)
|
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,
|
||||||
|
|||||||
@@ -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},
|
||||||
|
|||||||
@@ -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()
|
||||||
@@ -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 +1,128 @@
|
|||||||
|
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()
|
||||||
@@ -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()
|
||||||
Reference in New Issue
Block a user