Compare commits
8
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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605f97e5df | ||
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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 |
@@ -7,6 +7,9 @@ TUSHARE_TOKEN=your_tushare_token_here
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# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
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# default off in config/datahub.config.json, so the website keeps using Tushare.
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# Extended datasets (HEL-463): LIMIT_EVENTS POPULARITY DRAGON_TIGER SECTOR_DAILY
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# QUOTES INDEX_QUOTES INTRADAY — plus first-batch CALENDAR STOCKS DAILY INDEX_DAILY
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# VALUATION MONEYFLOW AUCTION STATUS.
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DATAHUB_BASE_URL=http://127.0.0.1:8766
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DATAHUB_TOKEN=
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@@ -21,11 +21,14 @@ from backend.data.providers.tushare_client import TushareClient
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LOGGER = logging.getLogger("xiaobai.datahub")
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ShadowSink = Callable[[dict[str, Any]], None]
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EMPTY_FAIL_DATASETS = {"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction"}
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EMPTY_FAIL_DATASETS = {
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"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
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"limit_events", "sector_daily",
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}
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def looks_like_heaven(module_name: str, filename: str = "") -> bool:
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"""问天调用栈识别。问天未永久冻结,只是本阶段仍走旧 Tushare 链路。"""
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"""问天调用栈识别(诊断用)。问天按数据集依赖接入,不再整栈强制旧链路。"""
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path = filename.replace("\\", "/")
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return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
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@@ -96,8 +99,8 @@ class DatahubBridge:
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legacy_query: Callable[..., list[dict[str, Any]]],
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) -> list[dict[str, Any]]:
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dataset = API_TO_DATASET.get(api_name)
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# 问天允许后续纳入 datahub;首批只读接入仍保持旧链路,避免误切。
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if not dataset or self.heaven_guard():
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# 问天按实际数据依赖接入:已映射到 hub 的 API 跟随开关;未映射的继续旧链路。
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if not dataset:
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return legacy_query(api_name, params, fields)
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flags = self.settings.flags(dataset)
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if not flags.read and not flags.shadow:
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@@ -108,7 +111,7 @@ class DatahubBridge:
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hub_error: str | None = None
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hub_canonical: list[dict[str, Any]] = []
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try:
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response = self._fetch_dataset(dataset, params or {})
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response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
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hub_canonical = self._extract_rows(dataset, response, params or {})
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hub_rows = to_native_rows(dataset, hub_canonical)
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hub_meta = dict(response.meta)
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@@ -122,10 +125,12 @@ class DatahubBridge:
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legacy_rows = legacy_query(api_name, params, fields)
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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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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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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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return project_fields(hub_rows, fields)
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return legacy_rows
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@@ -134,7 +139,7 @@ class DatahubBridge:
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return project_fields(hub_rows, fields)
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return legacy_query(api_name, params, fields)
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def _fetch_dataset(self, dataset: str, params: dict[str, Any]) -> DatahubResponse:
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def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
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date = yyyymmdd(params.get("trade_date") or params.get("date"))
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start = yyyymmdd(params.get("start_date") or params.get("from") or date)
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end = yyyymmdd(params.get("end_date") or params.get("to") or date)
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@@ -151,6 +156,10 @@ class DatahubBridge:
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"valuation": self.client.valuation,
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"moneyflow": self.client.moneyflow,
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"auction": self.client.auction,
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"limit_events": self.client.limit_events,
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"popularity": self.client.popularity,
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"dragon_tiger": self.client.dragon_tiger,
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"sector_daily": self.client.sectors,
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}
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fetcher = fetchers[dataset]
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query: dict[str, Any] = {}
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@@ -165,6 +174,23 @@ class DatahubBridge:
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query["to"] = end
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if dataset == "daily":
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query["adjust"] = "none"
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if dataset == "limit_events":
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limit_type = str(params.get("limit_type") or "").strip().upper()
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if limit_type:
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query["limit_type"] = limit_type
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if dataset == "popularity":
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if api_name == "ths_hot":
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query["source"] = "ths"
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elif api_name == "dc_hot":
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query["source"] = "dc"
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if dataset == "sector_daily":
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family = {
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"ths_daily": "ths",
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"dc_index": "dc",
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"sw_daily": "sw",
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}.get(api_name, "")
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if family:
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query["family"] = family
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return self._paginate(fetcher, query)
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def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
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@@ -60,6 +60,27 @@ class DatahubClient:
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def auction(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/auction", params)
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def limit_events(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/limit-events", params)
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def popularity(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/popularity", params)
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def dragon_tiger(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/dragon-tiger", params)
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def sectors(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/sectors", params)
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def quotes_latest(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/quotes/latest", params)
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def index_quotes(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/indexes/quotes", params)
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def intraday_points(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/intraday/points", params)
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def dataset_status(self, date: str) -> DatahubResponse:
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return self.get("/v1/datasets/status", {"date": date})
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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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NUMERIC_TOLERANCE = 1e-4
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CANONICAL_ALIASES = {"volume": "vol"}
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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_meta: dict[str, Any] | 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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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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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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@@ -26,7 +29,7 @@ def compare_rows(
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hub_row = hub_map.get(key)
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if hub_row is None:
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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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unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
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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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"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
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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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not hub_error
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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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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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hub_canonical = _hub_canonical(dataset, 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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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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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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for field in sorted(keys):
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left = canonical_legacy.get(field)
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@@ -17,6 +17,13 @@ API_TO_DATASET = {
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"index_daily": "index_daily",
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"moneyflow": "moneyflow",
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"stk_auction": "auction",
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"limit_list_d": "limit_events",
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"ths_hot": "popularity",
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"dc_hot": "popularity",
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"hm_detail": "dragon_tiger",
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"ths_daily": "sector_daily",
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"dc_index": "sector_daily",
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"sw_daily": "sector_daily",
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}
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SCALE_FIELDS = {
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@@ -35,6 +42,16 @@ SCALE_FIELDS = {
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"net_mf_amount": AMOUNT_WAN_YUAN,
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},
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"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
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"limit_events": {
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"limit_amount": AMOUNT_WAN_YUAN,
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"float_mv": AMOUNT_WAN_YUAN,
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"total_mv": AMOUNT_WAN_YUAN,
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},
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"dragon_tiger": {
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"buy_amount": AMOUNT_WAN_YUAN,
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"sell_amount": AMOUNT_WAN_YUAN,
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"net_amount": AMOUNT_WAN_YUAN,
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},
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}
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@@ -67,6 +84,16 @@ def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
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converted[field] = _unscale(converted.get(field), factor)
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if dataset == "stocks":
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converted.pop("updated_at", None)
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if dataset == "popularity":
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# keep hub source; callers filter ths/dc themselves when needed
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if converted.get("ts_name") and not converted.get("name"):
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converted["name"] = converted.get("ts_name")
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if dataset == "dragon_tiger":
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if converted.get("ts_name") and not converted.get("name"):
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converted["name"] = converted.get("ts_name")
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if dataset == "sector_daily":
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if converted.get("pct_change") is not None and converted.get("pct_chg") is None:
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converted["pct_chg"] = converted.get("pct_change")
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return converted
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@@ -96,6 +123,30 @@ def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
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return (str(row.get("ts_code") or "").upper(),)
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if dataset == "status":
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return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
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if dataset == "limit_events":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("limit_type") or ""),
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)
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if dataset == "popularity":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("source") or ""),
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)
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if dataset == "dragon_tiger":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("hm_name") or ""),
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)
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if dataset == "sector_daily":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("family") or ""),
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)
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return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
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@@ -17,6 +17,13 @@ DATASETS = (
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"valuation",
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"moneyflow",
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"auction",
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"limit_events",
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"popularity",
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"dragon_tiger",
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"sector_daily",
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"quotes",
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"index_quotes",
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"intraday",
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"status",
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)
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@@ -28,6 +35,13 @@ ENV_DATASET = {
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"valuation": "VALUATION",
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"moneyflow": "MONEYFLOW",
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"auction": "AUCTION",
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"limit_events": "LIMIT_EVENTS",
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"popularity": "POPULARITY",
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"dragon_tiger": "DRAGON_TIGER",
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"sector_daily": "SECTOR_DAILY",
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"quotes": "QUOTES",
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"index_quotes": "INDEX_QUOTES",
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"intraday": "INTRADAY",
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"status": "STATUS",
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}
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@@ -13,6 +13,13 @@
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"valuation": { "read": false, "shadow": false },
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"moneyflow": { "read": false, "shadow": false },
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"auction": { "read": false, "shadow": false },
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"limit_events": { "read": false, "shadow": false },
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"popularity": { "read": false, "shadow": false },
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"dragon_tiger": { "read": false, "shadow": false },
|
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"sector_daily": { "read": false, "shadow": false },
|
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"quotes": { "read": false, "shadow": false },
|
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"index_quotes": { "read": false, "shadow": false },
|
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"intraday": { "read": false, "shadow": false },
|
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"status": { "read": false, "shadow": false }
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}
|
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}
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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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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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|
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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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self.assertTrue(calendar["equal"])
|
||||
|
||||
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"}
|
||||
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"
|
||||
)
|
||||
self.assertFalse(lost["equal"])
|
||||
self.assertEqual(lost["value_diff_count"], 1)
|
||||
|
||||
changed = compare_rows(
|
||||
"daily", [legacy_close_only], [{**HUB_DAILY, "close": 99.0}],
|
||||
fields="ts_code,trade_date,close",
|
||||
)
|
||||
self.assertFalse(changed["equal"])
|
||||
self.assertEqual(changed["value_diff_count"], 1)
|
||||
self.assertEqual(changed["value_diffs"][0]["fields"][0]["field"], "close")
|
||||
|
||||
gone = compare_rows("daily", [LEGACY_DAILY], [], fields="ts_code,trade_date,close")
|
||||
self.assertEqual(gone["missing_hub_count"], 1)
|
||||
self.assertFalse(gone["equal"])
|
||||
|
||||
unit = compare_rows(
|
||||
"daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}],
|
||||
fields="ts_code,trade_date,vol,amount",
|
||||
)
|
||||
self.assertGreater(unit["unit_conversion_count"], 0)
|
||||
self.assertFalse(unit["equal"])
|
||||
|
||||
def test_bridge_shadow_report_uses_website_request_fields(self) -> None:
|
||||
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
|
||||
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close", "vol", "amount")}
|
||||
reports: list[dict[str, Any]] = []
|
||||
client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[hub_full],
|
||||
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
|
||||
)
|
||||
)
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
FakeLegacy([legacy_close_only]),
|
||||
DatahubBridge(flags(daily=(False, True)), client, shadow_sink=reports.append),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,trade_date,close,vol,amount")
|
||||
self.assertEqual(rows[0]["close"], 10.20)
|
||||
self.assertEqual(rows[0]["vol"], 1000.0)
|
||||
self.assertTrue(reports[0]["equal"])
|
||||
self.assertEqual(reports[0]["matched"], 1)
|
||||
|
||||
def test_native_roundtrip_matches_known_scales(self) -> None:
|
||||
native = to_native_row("daily", HUB_DAILY)
|
||||
self.assertEqual(native["vol"], 1000.0)
|
||||
@@ -209,8 +290,8 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
self.assertEqual(canonical["vol"], 100000.0)
|
||||
self.assertEqual(canonical["amount"], 2000000.0)
|
||||
|
||||
def test_heaven_keeps_legacy_on_first_batch_even_when_read_flag_is_on(self) -> None:
|
||||
"""问天未永久冻结;首批只读接入仍走旧链路,后续迁移可以纳入。"""
|
||||
def test_heaven_can_use_hub_when_dataset_flag_is_on(self) -> None:
|
||||
"""问天按数据依赖接入:已映射 API 跟随开关,不再整栈强制旧链路。"""
|
||||
self.assertTrue(looks_like_heaven("backend.features.heaven.market_context", "backend/features/heaven/market_context.py"))
|
||||
self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
|
||||
client = FakeClient()
|
||||
@@ -221,7 +302,8 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(client.paths, [])
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_status_flag_does_not_run_when_off_and_falls_back_when_on(self) -> None:
|
||||
off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
|
||||
|
||||
@@ -6,11 +6,12 @@
|
||||
## 做什么
|
||||
|
||||
- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
|
||||
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction
|
||||
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、limit_list_d、ths_hot/dc_hot、hm_detail、ths_daily/dc_index/sw_daily
|
||||
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、分时点(`/v1/quotes/latest` `/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
|
||||
- 暂存 → 校验 → 整批原子发布 → 可回滚
|
||||
- `/v1` 稳定接口(`X-Datahub-Token`)
|
||||
- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
|
||||
- 东财/腾讯/同花顺/选股宝/AKShare/iFinD 适配器位已预留,本阶段不拉实时源
|
||||
- 同花顺/选股宝/AKShare/iFinD 适配器位仍预留;东财/腾讯已接入盘中观察
|
||||
|
||||
## 单位口径(相对现站)
|
||||
|
||||
@@ -79,6 +80,50 @@ python -m datahub history-backfill
|
||||
|
||||
区间接口在 `meta.coverage` / `meta.incomplete` 标明覆盖是否完整;网站只读接入把不完整区间视为不可用并回旧链路。个股日 K 的 90 天区间查询依赖已核实,本阶段不回补全市场历史。
|
||||
|
||||
## 估值字段级质量门
|
||||
|
||||
`hub-quality.config.json` 的 `field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
|
||||
|
||||
## 整批原子发布(release group)
|
||||
|
||||
盘后发布/重发(eod_a、eod_retry、`eod-refresh`、跨数据集重发)不再逐数据集各自切换,而是走整批原子可见机制:
|
||||
|
||||
- 一致性边界:日 K、估值、资金流、竞价同属 A 组整批;指数日 K 为 B 组;当日股票主档快照随 A 组一同切换(主档 `stock_master` 的 UPSERT 与快照发布同一事务,不会出现主档先行/滞后)。
|
||||
- 流程:组内全部成员先在暂存表完成拉取、字段质量门、覆盖检查和跨数据集交叉校验(`cross_gates` 配置 ts_code 覆盖重叠率下限),全部达标后才在**一个 SQLite 事务**里复制正式表并翻转全部 `publications` 指针。
|
||||
- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error` 与 `audit_log`(`action=release-group`),等待晚间自动重试。
|
||||
- 读取侧任何时刻只会看到"旧完整版本"或"新完整版本":发布指针在单事务内统一翻转,容器重启/事务中断自动回滚,不暴露字段残缺或跨数据集混合版本。
|
||||
- 幂等:仅当一致性边界内全部成员都已发布时才整组跳过;边界内任有缺失则整组重暂存后统一切换,避免旧批次与新批次混在同一次重发中。重复执行、并发重试不会在完整边界已就绪时生成重复批次(调度器另有 EOD 互斥锁)。
|
||||
|
||||
## 股票主档每日刷新与发布
|
||||
|
||||
交易日 20:00 与 23:10(`stocks_refresh_times` 可配)自动刷新股票主档并发布版本化快照(`eod_stocks` + `publications.dataset='stocks'`),覆盖当日新上市、证券简称变化和上市首日 N/C 前缀摘除;无变化则跳过,重复执行幂等。`/v1/stocks` 从最新已发布快照提供数据并带 `batch_id` / `published_at`;`/v1/datasets/status` 同步展示 stocks 状态。
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub stocks-refresh # 手动触发;--force 无变化也重发
|
||||
```
|
||||
|
||||
## 资金流历史回补
|
||||
|
||||
网站会沿真实调用链查最近若干交易日的 moneyflow(个股详情任意日期点查 + 智能选股最近 5 个交易日),默认回补最近 60 个交易日(`moneyflow_history_trading_days` 可配,已发布日期自动跳过)。点查未覆盖的历史日期返回 `DATASET_NOT_PUBLISHED` 并附 `available_from` / `available_to`(低于下界时 `reason=history_not_backfilled`),网站据此明确回退旧链路,不会静默拿到半截数据。
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub moneyflow-backfill # --trading-days 60 --end-date --force 可选
|
||||
```
|
||||
|
||||
## 盘后补跑与强制重发
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub eod-refresh --trade-date 20260904 # 补不完整的 A/B 边界
|
||||
python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
|
||||
# --force 按一致性边界整组重发:valuation/daily/moneyflow/auction/stocks → A 组;
|
||||
# index_daily → B 组。不可再单独切换某一个正式数据集。
|
||||
```
|
||||
|
||||
管理后台「补数」对盘后正式数据集同样走 `force_republish_boundary`,不会绕过 A/B 整批边界。
|
||||
|
||||
## 备份
|
||||
|
||||
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") {
|
||||
const data = await api("/admin/api/overview");
|
||||
$("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 ${esc(eod.missing_datasets.join(","))}`);
|
||||
}
|
||||
page.innerHTML = `
|
||||
<div class="cards">
|
||||
<div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div>
|
||||
<div class="card"><div class="muted">阶段</div><strong>${esc(data.session_phase)}</strong></div>
|
||||
<div class="card"><div class="muted">今日发布</div><strong>${data.publications.length}</strong></div>
|
||||
<div class="card"><div class="muted">盘后补跑</div><strong>${esc(eodLabels[eod.state] || eod.state || "-")}</strong><div class="muted">${eodExtra.join(" · ")}</div></div>
|
||||
<div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div>
|
||||
</div>
|
||||
<h2>最近调用</h2>
|
||||
@@ -251,7 +269,7 @@ function renderRelease(data) {
|
||||
|
||||
async function dangerous(kind, dataset) {
|
||||
const date = ($("rel-date") && $("rel-date").value) || "";
|
||||
const ds = dataset || prompt("数据集(daily / valuation / moneyflow / auction / index_daily / reference)", "daily");
|
||||
const ds = dataset || prompt("数据集(daily/valuation/moneyflow/auction/stocks→A组整批;index_daily→B组;或 reference)", "daily");
|
||||
if (!ds) return;
|
||||
const password = prompt("二次确认:输入管理密码");
|
||||
if (!password) return;
|
||||
|
||||
@@ -13,5 +13,46 @@
|
||||
"list_limit_default": 5000,
|
||||
"list_limit_max": 5000,
|
||||
"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
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -1,13 +1,13 @@
|
||||
from datahub.adapters.akshare import ADAPTER as akshare
|
||||
from datahub.adapters.eastmoney import ADAPTER as eastmoney
|
||||
from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.ifind import ADAPTER as ifind
|
||||
from datahub.adapters.tencent import ADAPTER as tencent
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.adapters.ths import ADAPTER as ths
|
||||
from datahub.adapters.xgb import ADAPTER as xgb
|
||||
|
||||
RESERVED = {
|
||||
"eastmoney": eastmoney,
|
||||
"tencent": tencent,
|
||||
"eastmoney": EastmoneyAdapter(),
|
||||
"tencent": TencentAdapter(),
|
||||
"ths": ths,
|
||||
"xgb": xgb,
|
||||
"akshare": akshare,
|
||||
|
||||
@@ -1,3 +1,250 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
from __future__ import annotations
|
||||
|
||||
ADAPTER = ReservedAdapter("eastmoney")
|
||||
import json
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.parse
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
INDEX_SECIDS = {
|
||||
"000001.SH": "1.000001",
|
||||
"399001.SZ": "0.399001",
|
||||
"399006.SZ": "0.399006",
|
||||
}
|
||||
|
||||
|
||||
class EastmoneyAdapter(MarketAdapter):
|
||||
name = "eastmoney"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
if dataset in {"quotes", "quotes_latest"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
return self.fetch_quotes(list(codes))
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": "1.000001,0.399001,0.399006",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
result = []
|
||||
for row in rows:
|
||||
code = str(row.get("f12") or "")
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
|
||||
if code == "000001":
|
||||
ts_code = "000001.SH"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": row.get("f14") or code,
|
||||
"price": round4(finite_number(row.get("f2"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"previous_close": round4(finite_number(row.get("f18"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||
# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
|
||||
secids = []
|
||||
for code in codes:
|
||||
ts = str(code or "").upper()
|
||||
symbol = ts.split(".")[0]
|
||||
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
secids.append(f"1.{symbol}")
|
||||
else:
|
||||
secids.append(f"0.{symbol}")
|
||||
if not secids:
|
||||
return []
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": ",".join(secids[:60]),
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
result = []
|
||||
for row in rows:
|
||||
symbol = str(row.get("f12") or "")
|
||||
if not symbol:
|
||||
continue
|
||||
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"price": round4(finite_number(row.get("f2"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"previous_close": round4(finite_number(row.get("f18"))),
|
||||
"volume": round4(finite_number(row.get("f5"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"turnover_rate": round4(finite_number(row.get("f8"))),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
return result
|
||||
|
||||
def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
|
||||
code = str(ts_code or "").upper()
|
||||
if code in INDEX_SECIDS:
|
||||
secid = INDEX_SECIDS[code]
|
||||
entity = "index"
|
||||
identifier = code
|
||||
else:
|
||||
symbol = code.split(".")[0]
|
||||
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
|
||||
secid = f"{market}.{symbol}"
|
||||
entity = "stock"
|
||||
identifier = symbol
|
||||
payload = self._get_json(
|
||||
TRENDS_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
"ndays": "1",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
data = payload.get("data") or {}
|
||||
points = []
|
||||
for raw in data.get("trends") or []:
|
||||
point = _parse_trend(raw)
|
||||
if point:
|
||||
points.append(point)
|
||||
if not points:
|
||||
raise AdapterError("No intraday chart data returned")
|
||||
return {
|
||||
"entity_type": entity,
|
||||
"identifier": identifier,
|
||||
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or identifier),
|
||||
"trade_date": points[-1]["date"],
|
||||
"previous_close": round4(finite_number(data.get("preClose"))),
|
||||
"points": points,
|
||||
"source": "eastmoney_trends2",
|
||||
}
|
||||
|
||||
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
|
||||
request_url = f"{url}?{urllib.parse.urlencode(params)}"
|
||||
request = urllib.request.Request(
|
||||
request_url,
|
||||
headers={
|
||||
"Accept": "application/json,text/plain,*/*",
|
||||
"User-Agent": BROWSER_UA,
|
||||
"Referer": referer,
|
||||
},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
return json.loads(response.read().decode("utf-8"))
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"eastmoney request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
text = str(raw or "")
|
||||
parts = text.split(",")
|
||||
if len(parts) < 8:
|
||||
return None
|
||||
stamp = parts[0]
|
||||
try:
|
||||
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
|
||||
except ValueError:
|
||||
return None
|
||||
return {
|
||||
"time": when.strftime("%H:%M"),
|
||||
"date": when.strftime("%Y-%m-%d"),
|
||||
"open": round4(finite_number(parts[1])),
|
||||
"close": round4(finite_number(parts[2])),
|
||||
"high": round4(finite_number(parts[3])),
|
||||
"low": round4(finite_number(parts[4])),
|
||||
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
|
||||
"volume": round4(finite_number(parts[5])),
|
||||
"amount": round4(finite_number(parts[6])),
|
||||
}
|
||||
|
||||
@@ -1,3 +1,99 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
from __future__ import annotations
|
||||
|
||||
ADAPTER = ReservedAdapter("tencent")
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
|
||||
|
||||
class TencentAdapter(MarketAdapter):
|
||||
name = "tencent"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
request = urllib.request.Request(
|
||||
TENCENT_INDEX_URL,
|
||||
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
raw = response.read().decode("gb18030", errors="ignore")
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||
result = []
|
||||
for line in raw.splitlines():
|
||||
if '="' not in line:
|
||||
continue
|
||||
fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
continue
|
||||
code = fields[2]
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
try:
|
||||
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
|
||||
except ValueError as exc:
|
||||
raise AdapterError(f"Tencent invalid quote time for {code}") from exc
|
||||
ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": fields[1] or code,
|
||||
"price": round4(finite_number(fields[3])),
|
||||
"pct_chg": round4(finite_number(fields[32])),
|
||||
"change_amount": round4(finite_number(fields[31])),
|
||||
"open": round4(finite_number(fields[5])),
|
||||
"high": round4(finite_number(fields[33])),
|
||||
"low": round4(finite_number(fields[34])),
|
||||
"previous_close": round4(finite_number(fields[4])),
|
||||
"amount": round4(finite_number(fields[37]) * 10000),
|
||||
"quote_time_epoch": int(quote_time.timestamp()),
|
||||
"quote_time": quote_time.isoformat(timespec="seconds"),
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
@@ -11,8 +11,12 @@ from datahub.normalize import (
|
||||
normalize_auction,
|
||||
normalize_calendar,
|
||||
normalize_daily,
|
||||
normalize_dragon_tiger,
|
||||
normalize_index_daily,
|
||||
normalize_limit_event,
|
||||
normalize_moneyflow,
|
||||
normalize_popularity,
|
||||
normalize_sector_daily,
|
||||
normalize_stock,
|
||||
normalize_valuation,
|
||||
)
|
||||
@@ -31,6 +35,21 @@ TUSHARE_FIELDS = {
|
||||
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
|
||||
),
|
||||
"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
|
||||
"limit_list_d": (
|
||||
"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
|
||||
"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times,limit_type"
|
||||
),
|
||||
"ths_hot": "ts_code,ts_name,hot,rank,pct_change,current_price,concept,data_type,trade_date",
|
||||
"dc_hot": "ts_code,ts_name,rank,pct_change,current_price,hot,concept,data_type,trade_date",
|
||||
"hm_detail": "trade_date,ts_code,ts_name,buy_amount,sell_amount,net_amount,hm_name,hm_orgs,tag",
|
||||
"hm_list": "name,desc,orgs",
|
||||
"top_list": "trade_date,ts_code,name,pct_change,reason",
|
||||
"top_inst": "trade_date,ts_code,exalter,buy,buy_rate,sell,sell_rate,net_buy,side,reason",
|
||||
"ths_index": "ts_code,name,count,exchange,list_date,type",
|
||||
"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
|
||||
"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
|
||||
"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
|
||||
}
|
||||
|
||||
DATASET_API = {
|
||||
@@ -42,12 +61,15 @@ DATASET_API = {
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"auction": "stk_auction",
|
||||
"limit_events": "limit_list_d",
|
||||
"popularity": "ths_hot",
|
||||
"dragon_tiger": "hm_detail",
|
||||
"sector_daily": "ths_daily",
|
||||
}
|
||||
|
||||
# Website actual index usage: market cards / 90-day charts (SH/SZ/CYB) plus
|
||||
# screener 沪深300 benchmark (lookback up to 260 trading days).
|
||||
WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
|
||||
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
||||
LIMIT_TYPES = ("U", "D", "Z")
|
||||
|
||||
|
||||
class TushareAdapter(MarketAdapter):
|
||||
@@ -85,6 +107,14 @@ class TushareAdapter(MarketAdapter):
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset == "limit_events":
|
||||
return self.fetch_limit_events(str(params.get("trade_date") or ""))
|
||||
if dataset == "popularity":
|
||||
return self.fetch_popularity(str(params.get("trade_date") or ""))
|
||||
if dataset == "dragon_tiger":
|
||||
return self.fetch_dragon_tiger(str(params.get("trade_date") or ""))
|
||||
if dataset == "sector_daily":
|
||||
return self.fetch_sector_daily(str(params.get("trade_date") or ""))
|
||||
api_name = DATASET_API.get(dataset, dataset)
|
||||
fields = TUSHARE_FIELDS.get(api_name, "")
|
||||
query_params = dict(params)
|
||||
@@ -93,10 +123,67 @@ class TushareAdapter(MarketAdapter):
|
||||
if api_name == "trade_cal" and "exchange" not in query_params:
|
||||
query_params["exchange"] = "SSE"
|
||||
if api_name == "index_daily" and "ts_code" not in query_params:
|
||||
# Caller typically loops codes; a missing code would pull nothing useful.
|
||||
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
|
||||
return self._query(api_name, query_params, fields)
|
||||
|
||||
def fetch_limit_events(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for limit_type in LIMIT_TYPES:
|
||||
part = self._query(
|
||||
"limit_list_d",
|
||||
{"trade_date": trade_date, "limit_type": limit_type},
|
||||
TUSHARE_FIELDS["limit_list_d"],
|
||||
)
|
||||
for row in part:
|
||||
row = dict(row)
|
||||
row.setdefault("limit_type", limit_type)
|
||||
rows.append(row)
|
||||
return rows
|
||||
|
||||
def fetch_popularity(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, source in (("ths_hot", "ths"), ("dc_hot", "dc")):
|
||||
for row in self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name]):
|
||||
item = dict(row)
|
||||
item["source"] = source
|
||||
item.setdefault("trade_date", trade_date)
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_dragon_tiger(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
details = self._query("hm_detail", {"trade_date": trade_date}, TUSHARE_FIELDS["hm_detail"])
|
||||
top_rows = self._query("top_list", {"trade_date": trade_date}, TUSHARE_FIELDS["top_list"])
|
||||
context = {
|
||||
str(row.get("ts_code") or ""): row
|
||||
for row in top_rows
|
||||
if str(row.get("ts_code") or "")
|
||||
}
|
||||
rows: list[dict[str, Any]] = []
|
||||
for row in details:
|
||||
item = dict(row)
|
||||
stock = context.get(str(item.get("ts_code") or ""), {})
|
||||
if item.get("pct_change") is None and stock.get("pct_change") is not None:
|
||||
item["pct_change"] = stock.get("pct_change")
|
||||
if not item.get("reason") and stock.get("reason"):
|
||||
item["reason"] = stock.get("reason")
|
||||
if not item.get("ts_name") and stock.get("name"):
|
||||
item["ts_name"] = stock.get("name")
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_sector_daily(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, family in (("ths_daily", "ths"), ("dc_index", "dc"), ("sw_daily", "sw")):
|
||||
try:
|
||||
part = self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name])
|
||||
except AdapterError:
|
||||
part = []
|
||||
for row in part:
|
||||
item = dict(row)
|
||||
item["family"] = family
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for ts_code in codes:
|
||||
@@ -104,6 +191,17 @@ class TushareAdapter(MarketAdapter):
|
||||
return rows
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if dataset in {"limit_events", "limit_list_d"}:
|
||||
return [normalize_limit_event(row) for row in rows]
|
||||
if dataset == "popularity":
|
||||
return [normalize_popularity(row, source=str(row.get("source") or "")) for row in rows]
|
||||
if dataset == "dragon_tiger":
|
||||
return [normalize_dragon_tiger(row) for row in rows]
|
||||
if dataset == "sector_daily":
|
||||
return [
|
||||
normalize_sector_daily(row, family=str(row.get("family") or "ths"))
|
||||
for row in rows
|
||||
]
|
||||
mapping = {
|
||||
"calendar": normalize_calendar,
|
||||
"trade_cal": normalize_calendar,
|
||||
@@ -148,12 +246,11 @@ class TushareAdapter(MarketAdapter):
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
result = json.loads(response.read().decode("utf-8"))
|
||||
except json.JSONDecodeError:
|
||||
raise AdapterError("Tushare returned invalid json") from None
|
||||
except (urllib.error.URLError, TimeoutError) as exc:
|
||||
raise AdapterError(f"Tushare request failed: {exc}") from exc
|
||||
if result.get("code") != 0:
|
||||
raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
|
||||
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
|
||||
raise AdapterError(f"Tushare 请求失败: {exc}") from exc
|
||||
if result.get("code") not in (0, "0", None):
|
||||
raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
|
||||
data = result.get("data") or {}
|
||||
columns = data.get("fields") or []
|
||||
return [dict(zip(columns, item)) for item in data.get("items") or []]
|
||||
items = data.get("items") or []
|
||||
fields_list = data.get("fields") or (fields.split(",") if fields else [])
|
||||
return [dict(zip(fields_list, item)) for item in items]
|
||||
|
||||
@@ -6,7 +6,7 @@ from typing import Any
|
||||
from datahub.adapters import RESERVED
|
||||
from datahub.auth import AuthService
|
||||
from datahub.db import HubDB
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.pipeline import OFFICIAL_DATASETS, STOCKS_DATASET, Pipeline
|
||||
from datahub.scheduler import Scheduler
|
||||
from datahub.serving import ApiError
|
||||
from datahub.timeutil import isoformat, now_shanghai, session_phase, yyyymmdd
|
||||
@@ -38,6 +38,7 @@ class AdminAPI:
|
||||
"trade_date": today,
|
||||
"session_phase": session_phase(now_shanghai(), is_open),
|
||||
"is_open_day": is_open,
|
||||
"eod_status": self.scheduler.eod_status(today),
|
||||
"publications": pubs,
|
||||
"anomalies": failed,
|
||||
"recent_calls": _public_calls(calls),
|
||||
@@ -83,11 +84,14 @@ class AdminAPI:
|
||||
|
||||
def jobs(self) -> dict[str, Any]:
|
||||
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 {
|
||||
"jobs": [
|
||||
{"id": "precheck", "at": "08:45", "title": "盘前预检"},
|
||||
{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
|
||||
{"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"},
|
||||
{"id": "eod_retry", "at": "15:15-23:30", "title": "盘后未出数自动重试(每 30 分钟,成功即停)"},
|
||||
{"id": "stocks_refresh", "at": stocks_times, "title": "股票主档刷新与正式发布(新上市/更名,无变化跳过)"},
|
||||
{"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
|
||||
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
|
||||
{"id": "backup", "at": "00:40", "title": "SQLite 备份"},
|
||||
@@ -139,8 +143,22 @@ class AdminAPI:
|
||||
self._dangerous(password, confirm, f"{dataset}:{day}")
|
||||
if dataset == "reference":
|
||||
result = self.pipeline.ingest_reference(day)
|
||||
elif dataset in OFFICIAL_DATASETS or dataset == STOCKS_DATASET:
|
||||
# Manual same-day republish must rebuild the full A/B boundary.
|
||||
# Gate failures and mid-switch exceptions both surface as
|
||||
# FAILED_PRECONDITION so the admin API never leaks raw
|
||||
# transaction errors to the client.
|
||||
try:
|
||||
result = self.pipeline.force_republish_boundary(dataset, day)
|
||||
failures = self.pipeline.eod_failures(result)
|
||||
if failures:
|
||||
raise ApiError("FAILED_PRECONDITION", "; ".join(failures))
|
||||
except ApiError:
|
||||
raise
|
||||
except Exception as exc:
|
||||
raise ApiError("FAILED_PRECONDITION", str(exc)) from exc
|
||||
else:
|
||||
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}))
|
||||
return result
|
||||
|
||||
|
||||
@@ -7,7 +7,9 @@ import json
|
||||
import sys
|
||||
|
||||
from datahub.hub import build_hub
|
||||
from datahub.pipeline import EOD_A_DATASETS, OFFICIAL_DATASETS, STOCKS_DATASET
|
||||
from datahub.settings import load_settings
|
||||
from datahub.timeutil import yyyymmdd
|
||||
|
||||
|
||||
def main(argv: list[str] | None = None) -> int:
|
||||
@@ -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("--index-days", type=int, default=None, help="指数回补交易日数量,默认 260")
|
||||
history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
|
||||
refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已完整发布的一致性边界,仍走质量门禁)")
|
||||
refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
|
||||
refresh.add_argument(
|
||||
"--force", action="store_true",
|
||||
help="强制重发 --dataset 所属的完整一致性边界(A 组或 B 组),生成新批次并保留上一批次可回滚",
|
||||
)
|
||||
refresh.add_argument(
|
||||
"--dataset", default=None,
|
||||
help="配合 --force:指定边界内任一成员(如 valuation→整组 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)
|
||||
|
||||
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)
|
||||
sys.stdout.write("\n")
|
||||
return 0 if result.get("ok") else 1
|
||||
if args.command == "eod-refresh":
|
||||
day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
|
||||
if args.force:
|
||||
allowed = set(OFFICIAL_DATASETS) | {STOCKS_DATASET}
|
||||
if not args.dataset:
|
||||
parser.error("--force requires --dataset (e.g. --dataset valuation)")
|
||||
if args.dataset not in allowed:
|
||||
parser.error(f"unknown dataset: {args.dataset}")
|
||||
result = hub.pipeline.force_republish_boundary(args.dataset, day)
|
||||
boundary = "A" if args.dataset in EOD_A_DATASETS or args.dataset == STOCKS_DATASET else "B"
|
||||
else:
|
||||
result = hub.pipeline.run_eod_missing(day)
|
||||
boundary = None
|
||||
hub.pipeline.audit("cli", "eod-refresh", f"eod:{day}", json.dumps(
|
||||
{"force": bool(args.force), "dataset": args.dataset, "boundary": boundary,
|
||||
**{name: item.get("state") for name, item in result.items() if isinstance(item, dict)}},
|
||||
ensure_ascii=False,
|
||||
))
|
||||
if args.force:
|
||||
failures = hub.pipeline.eod_failures(result)
|
||||
payload = {"trade_date": day, "boundary": boundary, "datasets": result}
|
||||
json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||
sys.stdout.write("\n")
|
||||
return 0 if not failures else 1
|
||||
missing = hub.pipeline.missing_official_datasets(day)
|
||||
payload = {"trade_date": day, "datasets": result, "missing_after": missing}
|
||||
json.dump(payload, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||
sys.stdout.write("\n")
|
||||
return 0 if not missing else 1
|
||||
if args.command == "stocks-refresh":
|
||||
day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
|
||||
result = hub.pipeline.refresh_stocks(day, force=args.force)
|
||||
hub.pipeline.audit("cli", "stocks-refresh", f"stocks:{day}", json.dumps(
|
||||
{"force": bool(args.force), "state": result.get("state"), "batch_id": result.get("batch_id")},
|
||||
ensure_ascii=False,
|
||||
))
|
||||
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||
sys.stdout.write("\n")
|
||||
return 0 if result.get("state") != "failed" else 1
|
||||
if args.command == "moneyflow-backfill":
|
||||
result = hub.pipeline.backfill_moneyflow_history(
|
||||
end_date=args.end_date,
|
||||
trading_days=args.trading_days,
|
||||
force=args.force,
|
||||
)
|
||||
hub.pipeline.audit("cli", "moneyflow-backfill", f"moneyflow:{result.get('end')}", json.dumps(
|
||||
{"published": len(result.get("published") or []), "skipped": len(result.get("skipped") or []),
|
||||
"failed": len(result.get("failed") or [])},
|
||||
ensure_ascii=False,
|
||||
))
|
||||
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||
sys.stdout.write("\n")
|
||||
return 0 if result.get("ok") else 1
|
||||
parser.error(f"unknown command: {args.command}")
|
||||
return 2
|
||||
|
||||
|
||||
@@ -0,0 +1,180 @@
|
||||
"""Extended EOD datasets beyond the first-batch A/B release groups.
|
||||
|
||||
These publish independently (soft): a failure here must not block daily/valuation
|
||||
release. Scheduler runs them after the core EOD window.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
# Independent soft datasets (not part of A/B atomic groups).
|
||||
EXTENDED_SOFT_DATASETS = {
|
||||
"limit_events",
|
||||
"popularity",
|
||||
"dragon_tiger",
|
||||
"sector_daily",
|
||||
}
|
||||
|
||||
EXTENDED_SCHEMA = """
|
||||
CREATE TABLE IF NOT EXISTS eod_limit_events (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL,
|
||||
name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
|
||||
limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
|
||||
fd_amount REAL, first_time TEXT, last_time TEXT,
|
||||
open_times INTEGER, up_stat TEXT, limit_times INTEGER,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, limit_type, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_limit_events (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
|
||||
limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
|
||||
fd_amount REAL, first_time TEXT, last_time TEXT,
|
||||
open_times INTEGER, up_stat TEXT, limit_times INTEGER,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, limit_type)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_popularity (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL,
|
||||
ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
|
||||
hot REAL, concept TEXT, data_type TEXT,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, source, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_popularity (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
|
||||
hot REAL, concept TEXT, data_type TEXT,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, source)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_dragon_tiger (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL,
|
||||
ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
|
||||
hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, hm_name, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_dragon_tiger (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
|
||||
hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, hm_name)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_sector_daily (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL,
|
||||
name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
|
||||
pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, family, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_sector_daily (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
|
||||
pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, family)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS sector_master (
|
||||
ts_code TEXT PRIMARY KEY,
|
||||
name TEXT,
|
||||
family TEXT NOT NULL,
|
||||
exchange TEXT,
|
||||
list_date TEXT,
|
||||
member_count INTEGER,
|
||||
type TEXT,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_limit_date ON eod_limit_events(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_pop_date ON eod_popularity(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_lhb_date ON eod_dragon_tiger(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_sector_date ON eod_sector_daily(trade_date, family, batch_id);
|
||||
"""
|
||||
|
||||
EXTENDED_DATASET_TABLES = {
|
||||
"limit_events": ("eod_limit_events", "staging_limit_events"),
|
||||
"popularity": ("eod_popularity", "staging_popularity"),
|
||||
"dragon_tiger": ("eod_dragon_tiger", "staging_dragon_tiger"),
|
||||
"sector_daily": ("eod_sector_daily", "staging_sector_daily"),
|
||||
}
|
||||
|
||||
EXTENDED_STAGING_INSERT: dict[str, tuple[str, Any]] = {
|
||||
"limit_events": (
|
||||
"INSERT INTO staging_limit_events("
|
||||
"ts_code,trade_date,limit_type,batch_id,name,industry,close,pct_chg,amount,"
|
||||
"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["limit_type"], b,
|
||||
r.get("name"), r.get("industry"), r.get("close"), r.get("pct_chg"), r.get("amount"),
|
||||
r.get("limit_amount"), r.get("float_mv"), r.get("total_mv"), r.get("turnover_ratio"),
|
||||
r.get("fd_amount"), r.get("first_time"), r.get("last_time"),
|
||||
r.get("open_times"), r.get("up_stat"), r.get("limit_times"),
|
||||
),
|
||||
),
|
||||
"popularity": (
|
||||
"INSERT INTO staging_popularity("
|
||||
"ts_code,trade_date,source,batch_id,ts_name,rank,pct_change,current_price,hot,concept,data_type) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["source"], b,
|
||||
r.get("ts_name"), r.get("rank"), r.get("pct_change"), r.get("current_price"),
|
||||
r.get("hot"), r.get("concept"), r.get("data_type"),
|
||||
),
|
||||
),
|
||||
"dragon_tiger": (
|
||||
"INSERT INTO staging_dragon_tiger("
|
||||
"ts_code,trade_date,hm_name,batch_id,ts_name,buy_amount,sell_amount,net_amount,"
|
||||
"hm_orgs,tag,pct_change,reason) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["hm_name"], b,
|
||||
r.get("ts_name"), r.get("buy_amount"), r.get("sell_amount"), r.get("net_amount"),
|
||||
r.get("hm_orgs"), r.get("tag"), r.get("pct_change"), r.get("reason"),
|
||||
),
|
||||
),
|
||||
"sector_daily": (
|
||||
"INSERT INTO staging_sector_daily("
|
||||
"ts_code,trade_date,family,batch_id,name,open,high,low,close,pre_close,"
|
||||
"pct_change,vol,turnover_rate,amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["family"], b,
|
||||
r.get("name"), r.get("open"), r.get("high"), r.get("low"), r.get("close"),
|
||||
r.get("pre_close"), r.get("pct_change"), r.get("vol"), r.get("turnover_rate"),
|
||||
r.get("amount"),
|
||||
),
|
||||
),
|
||||
}
|
||||
|
||||
EXTENDED_EOD_COPY = {
|
||||
"limit_events": (
|
||||
"INSERT OR REPLACE INTO eod_limit_events "
|
||||
"SELECT ts_code,trade_date,limit_type,name,industry,close,pct_chg,amount,"
|
||||
"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times,batch_id "
|
||||
"FROM staging_limit_events WHERE batch_id = ?"
|
||||
),
|
||||
"popularity": (
|
||||
"INSERT OR REPLACE INTO eod_popularity "
|
||||
"SELECT ts_code,trade_date,source,ts_name,rank,pct_change,current_price,hot,concept,data_type,batch_id "
|
||||
"FROM staging_popularity WHERE batch_id = ?"
|
||||
),
|
||||
"dragon_tiger": (
|
||||
"INSERT OR REPLACE INTO eod_dragon_tiger "
|
||||
"SELECT ts_code,trade_date,hm_name,ts_name,buy_amount,sell_amount,net_amount,"
|
||||
"hm_orgs,tag,pct_change,reason,batch_id "
|
||||
"FROM staging_dragon_tiger WHERE batch_id = ?"
|
||||
),
|
||||
"sector_daily": (
|
||||
"INSERT OR REPLACE INTO eod_sector_daily "
|
||||
"SELECT ts_code,trade_date,family,name,open,high,low,close,pre_close,"
|
||||
"pct_change,vol,turnover_rate,amount,batch_id "
|
||||
"FROM staging_sector_daily WHERE batch_id = ?"
|
||||
),
|
||||
}
|
||||
@@ -7,9 +7,10 @@ from contextlib import contextmanager
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from datahub.datasets_ext import EXTENDED_DATASET_TABLES, EXTENDED_SCHEMA
|
||||
from datahub.timeutil import isoformat
|
||||
|
||||
SCHEMA = """
|
||||
_BASE_SCHEMA = """
|
||||
CREATE TABLE IF NOT EXISTS schema_migrations (
|
||||
version INTEGER PRIMARY KEY,
|
||||
applied_at TEXT NOT NULL
|
||||
@@ -114,6 +115,21 @@ CREATE TABLE IF NOT EXISTS eod_index_bars (
|
||||
PRIMARY KEY (ts_code, trade_date, batch_id)
|
||||
) 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 (
|
||||
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,
|
||||
@@ -212,6 +228,17 @@ CREATE TABLE IF NOT EXISTS job_runs (
|
||||
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 (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
actor TEXT NOT NULL,
|
||||
@@ -256,12 +283,16 @@ CREATE INDEX IF NOT EXISTS idx_eod_bars_date ON eod_bars(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_calendar_open ON trade_calendar(is_open, cal_date);
|
||||
"""
|
||||
|
||||
SCHEMA = _BASE_SCHEMA + EXTENDED_SCHEMA
|
||||
|
||||
DATASET_TABLES = {
|
||||
"daily": ("eod_bars", "staging_bars"),
|
||||
"valuation": ("eod_valuation", "staging_valuation"),
|
||||
"moneyflow": ("eod_moneyflow", "staging_moneyflow"),
|
||||
"auction": ("eod_auction", "staging_auction"),
|
||||
"index_daily": ("eod_index_bars", "staging_index_bars"),
|
||||
"stocks": ("eod_stocks", "staging_stocks"),
|
||||
**EXTENDED_DATASET_TABLES,
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -156,6 +156,95 @@ def normalize_stock(row: dict[str, Any]) -> dict[str, Any]:
|
||||
}
|
||||
|
||||
|
||||
def normalize_limit_event(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""limit_list_d. float_mv/total_mv/limit_amount are 万元 → yuan; amount/fd_amount already yuan."""
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"limit_type": str(row.get("limit_type") or "").strip().upper() or "U",
|
||||
"name": str(row.get("name") or "").strip() or None,
|
||||
"industry": str(row.get("industry") or "").strip() or None,
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pct_chg": round4(finite_number(row.get("pct_chg"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
"limit_amount": round4(_scale(row.get("limit_amount"), AMOUNT_WAN_YUAN)),
|
||||
"float_mv": round4(_scale(row.get("float_mv"), AMOUNT_WAN_YUAN)),
|
||||
"total_mv": round4(_scale(row.get("total_mv"), AMOUNT_WAN_YUAN)),
|
||||
"turnover_ratio": round4(finite_number(row.get("turnover_ratio"))),
|
||||
"fd_amount": round4(finite_number(row.get("fd_amount"))),
|
||||
"first_time": str(row.get("first_time") or "").strip() or None,
|
||||
"last_time": str(row.get("last_time") or "").strip() or None,
|
||||
"open_times": _optional_int(row.get("open_times")),
|
||||
"up_stat": str(row.get("up_stat") or "").strip() or None,
|
||||
"limit_times": _optional_int(row.get("limit_times")),
|
||||
}
|
||||
|
||||
|
||||
def normalize_popularity(row: dict[str, Any], source: str = "") -> dict[str, Any]:
|
||||
src = str(source or row.get("source") or "").strip().lower() or "ths"
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"source": src,
|
||||
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
|
||||
"rank": _optional_int(row.get("rank")),
|
||||
"pct_change": round4(
|
||||
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
|
||||
),
|
||||
"current_price": round4(finite_number(row.get("current_price") or row.get("price"))),
|
||||
"hot": round4(finite_number(row.get("hot"))),
|
||||
"concept": str(row.get("concept") or "").strip() or None,
|
||||
"data_type": str(row.get("data_type") or "").strip() or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_dragon_tiger(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""hm_detail amounts are 万元 → yuan."""
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"hm_name": str(row.get("hm_name") or "未命名游资").strip() or "未命名游资",
|
||||
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
|
||||
"buy_amount": round4(_scale(row.get("buy_amount"), AMOUNT_WAN_YUAN)),
|
||||
"sell_amount": round4(_scale(row.get("sell_amount"), AMOUNT_WAN_YUAN)),
|
||||
"net_amount": round4(_scale(row.get("net_amount"), AMOUNT_WAN_YUAN)),
|
||||
"hm_orgs": str(row.get("hm_orgs") or "").strip() or None,
|
||||
"tag": str(row.get("tag") or "").strip() or None,
|
||||
"pct_change": round4(finite_number(row.get("pct_change"))),
|
||||
"reason": str(row.get("reason") or "").strip() or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_sector_daily(row: dict[str, Any], family: str = "ths") -> dict[str, Any]:
|
||||
fam = str(family or row.get("family") or "ths").strip().lower()
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"family": fam,
|
||||
"name": str(row.get("name") or "").strip() or None,
|
||||
"open": round4(finite_number(row.get("open"))),
|
||||
"high": round4(finite_number(row.get("high"))),
|
||||
"low": round4(finite_number(row.get("low"))),
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pre_close": round4(finite_number(row.get("pre_close"))),
|
||||
"pct_change": round4(
|
||||
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
|
||||
),
|
||||
"vol": round4(finite_number(row.get("vol"))),
|
||||
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
}
|
||||
|
||||
|
||||
def _optional_int(value: Any) -> int | None:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return int(float(value))
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
|
||||
if price is None:
|
||||
return None
|
||||
@@ -184,6 +273,11 @@ NORMALIZERS = {
|
||||
"calendar": normalize_calendar,
|
||||
"stock_basic": normalize_stock,
|
||||
"stocks": normalize_stock,
|
||||
"limit_events": normalize_limit_event,
|
||||
"limit_list_d": normalize_limit_event,
|
||||
"popularity": normalize_popularity,
|
||||
"dragon_tiger": normalize_dragon_tiger,
|
||||
"sector_daily": normalize_sector_daily,
|
||||
}
|
||||
|
||||
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,188 @@
|
||||
"""Provisional (盘中观察) serving: quotes, index quotes, intraday points.
|
||||
|
||||
Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import time
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.codes import resolve_code
|
||||
from datahub.db import HubDB
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
QUOTE_TTL = 60
|
||||
INDEX_TTL = 60
|
||||
INTRADAY_TTL = 20
|
||||
|
||||
|
||||
class RealtimeApiError(RuntimeError):
|
||||
def __init__(self, code: str, message: str) -> None:
|
||||
super().__init__(message)
|
||||
self.code = code
|
||||
self.message = message
|
||||
|
||||
|
||||
def _envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
|
||||
from datahub import SCHEMA_VERSION
|
||||
|
||||
return {"schema_version": SCHEMA_VERSION, "data": data, "meta": meta}
|
||||
|
||||
|
||||
def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
|
||||
cache_key = "indexes:quotes"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
eastmoney = EastmoneyAdapter()
|
||||
try:
|
||||
rows = eastmoney.fetch_indices()
|
||||
source = "eastmoney:ulist"
|
||||
except Exception:
|
||||
rows = TencentAdapter().fetch_indices()
|
||||
source = "tencent:qt"
|
||||
if len(rows) < 3:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", "index quotes incomplete")
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INDEX_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
|
||||
if not codes:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", "codes is required")
|
||||
resolved: list[str] = []
|
||||
for code in codes[:60]:
|
||||
item = resolve_code(db, code) or _guess_ts_code(code)
|
||||
if item:
|
||||
resolved.append(item)
|
||||
if not resolved:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
|
||||
cache_key = "quotes:" + ",".join(sorted(resolved))
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
rows = adapter.fetch_quotes(resolved)
|
||||
source = "eastmoney:clist"
|
||||
except Exception as exc:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"quotes unavailable: {exc}") from exc
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
|
||||
ts_code = resolve_code(db, code) or _guess_ts_code(code)
|
||||
if not ts_code:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||
cache_key = f"intraday:{ts_code}:{date or 'today'}"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
payload_data = adapter.fetch_intraday(ts_code)
|
||||
source = "eastmoney:trends2"
|
||||
except Exception as exc:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
|
||||
payload = _envelope(
|
||||
payload_data,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(payload_data.get("trade_date") or date or now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INTRADAY_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def _guess_ts_code(code: str) -> str | None:
|
||||
raw = str(code or "").strip().upper()
|
||||
if "." in raw:
|
||||
return raw
|
||||
if len(raw) == 6 and raw.isdigit():
|
||||
if raw.startswith(("5", "6", "9")):
|
||||
return f"{raw}.SH"
|
||||
return f"{raw}.SZ"
|
||||
return None
|
||||
|
||||
|
||||
def _read_cache(db: HubDB, cache_key: str) -> dict[str, Any] | None:
|
||||
row = db.fetchone("SELECT * FROM rt_cache WHERE cache_key = ?", (cache_key,))
|
||||
if not row:
|
||||
return None
|
||||
expires = str(row.get("expires_at") or "")
|
||||
now = isoformat(now_shanghai())
|
||||
if expires and expires < now:
|
||||
return None
|
||||
try:
|
||||
payload = json.loads(row["payload"])
|
||||
except json.JSONDecodeError:
|
||||
return None
|
||||
if isinstance(payload, dict) and isinstance(payload.get("meta"), dict):
|
||||
stored = str(row.get("stored_at") or "")
|
||||
try:
|
||||
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
|
||||
except Exception:
|
||||
age = 0
|
||||
payload["meta"]["staleness_seconds"] = age
|
||||
payload["meta"]["stale"] = age > QUOTE_TTL
|
||||
return payload
|
||||
|
||||
|
||||
def _write_cache(db: HubDB, cache_key: str, payload: dict[str, Any], ttl: int, source: str) -> None:
|
||||
from datetime import timedelta
|
||||
|
||||
now = now_shanghai()
|
||||
stored = isoformat(now)
|
||||
expires = isoformat(now + timedelta(seconds=ttl))
|
||||
db.execute(
|
||||
"""
|
||||
INSERT INTO rt_cache(cache_key, payload, source, stored_at, expires_at)
|
||||
VALUES (?,?,?,?,?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source,
|
||||
stored_at=excluded.stored_at, expires_at=excluded.expires_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored, expires),
|
||||
)
|
||||
db.execute(
|
||||
"""
|
||||
INSERT INTO last_known_good(cache_key, payload, source, stored_at)
|
||||
VALUES (?,?,?,?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source, stored_at=excluded.stored_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored),
|
||||
)
|
||||
@@ -2,7 +2,7 @@ from __future__ import annotations
|
||||
|
||||
import threading
|
||||
from collections.abc import Callable
|
||||
from datetime import datetime, time
|
||||
from datetime import datetime, time, timedelta
|
||||
from typing import Any
|
||||
|
||||
from datahub.db import HubDB
|
||||
@@ -14,6 +14,8 @@ LOGGER = get_logger()
|
||||
|
||||
JobFn = Callable[[str], Any]
|
||||
|
||||
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry"}
|
||||
|
||||
|
||||
def is_open_day(db: HubDB, day: str) -> bool:
|
||||
row = db.fetchone(
|
||||
@@ -25,8 +27,19 @@ def is_open_day(db: HubDB, day: str) -> bool:
|
||||
return int(row["is_open"]) == 1
|
||||
|
||||
|
||||
def _hhmm(value: str) -> time:
|
||||
return datetime.strptime(value, "%H:%M").time()
|
||||
|
||||
|
||||
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:
|
||||
self.db = db
|
||||
@@ -35,6 +48,12 @@ class Scheduler:
|
||||
"precheck": self._precheck,
|
||||
"eod_a": self._eod_a,
|
||||
"eod_b": self._eod_b,
|
||||
"eod_c": self._eod_c,
|
||||
"eod_d": self._eod_d,
|
||||
"eod_e": self._eod_e,
|
||||
"eod_f": self._eod_f,
|
||||
"eod_retry": self._eod_retry,
|
||||
"stocks_refresh": self._stocks_refresh,
|
||||
"cleanup": self._cleanup,
|
||||
"backup": self._backup,
|
||||
"history_backfill": self._history_backfill,
|
||||
@@ -42,6 +61,7 @@ class Scheduler:
|
||||
self._stop = threading.Event()
|
||||
self._thread: threading.Thread | None = None
|
||||
self._fired: set[tuple[str, str, str]] = set()
|
||||
self._eod_lock = threading.Lock()
|
||||
|
||||
def start(self, interval_seconds: float = 30.0) -> None:
|
||||
if self._thread and self._thread.is_alive():
|
||||
@@ -63,17 +83,23 @@ class Scheduler:
|
||||
self._thread.join(timeout)
|
||||
|
||||
def tick(self, clock: datetime | None = None) -> list[str]:
|
||||
now = clock or now_shanghai()
|
||||
now = now_shanghai(clock)
|
||||
day = yyyymmdd(now)
|
||||
current = now.timetz() if False else now.time()
|
||||
current = now.time()
|
||||
ran: list[str] = []
|
||||
plan = [
|
||||
("precheck", time(8, 45)),
|
||||
("eod_a", time(15, 5)),
|
||||
("eod_b", time(15, 10)),
|
||||
("eod_c", time(16, 40)),
|
||||
("eod_d", time(16, 45)),
|
||||
("eod_e", time(18, 5)),
|
||||
("eod_f", time(22, 40)),
|
||||
("cleanup", time(0, 30)),
|
||||
("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)
|
||||
for job_id, at in plan:
|
||||
if current < at:
|
||||
@@ -81,18 +107,187 @@ class Scheduler:
|
||||
key = (job_id, day, at.strftime("%H%M"))
|
||||
if key in self._fired:
|
||||
continue
|
||||
if job_id in {"eod_a", "eod_b"} and not open_day:
|
||||
if job_id in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"} and not open_day:
|
||||
self._fired.add(key)
|
||||
continue
|
||||
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)
|
||||
except Exception:
|
||||
if job_id not in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"}:
|
||||
raise
|
||||
# Keep the tick alive; evening retries take over.
|
||||
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
|
||||
ran.append(job_id)
|
||||
if job_id in {"eod_a", "eod_b"}:
|
||||
self._settle_eod(day)
|
||||
ran.extend(self._eod_retry_tick(now, day, open_day))
|
||||
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]:
|
||||
fn = self.jobs.get(job_id)
|
||||
if fn is None:
|
||||
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()
|
||||
run_id = None
|
||||
with self.db.write() as connection:
|
||||
@@ -103,6 +298,10 @@ class Scheduler:
|
||||
run_id = cur.lastrowid
|
||||
try:
|
||||
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:
|
||||
connection.execute(
|
||||
"UPDATE job_runs SET state=?, finished_at=?, rows_out=?, detail=? WHERE id=?",
|
||||
@@ -126,6 +325,24 @@ class Scheduler:
|
||||
def _eod_b(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_b(trade_date)
|
||||
|
||||
def _eod_c(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_c(trade_date)
|
||||
|
||||
def _eod_d(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_d(trade_date)
|
||||
|
||||
def _eod_e(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_e(trade_date)
|
||||
|
||||
def _eod_f(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_f(trade_date)
|
||||
|
||||
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_missing(trade_date)
|
||||
|
||||
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.refresh_stocks(trade_date)
|
||||
|
||||
def _history_backfill(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.backfill_history(trade_date)
|
||||
|
||||
|
||||
@@ -73,6 +73,20 @@ class V1API:
|
||||
return self.moneyflow(q)
|
||||
if path == "/v1/auction":
|
||||
return self.auction(q)
|
||||
if path == "/v1/limit-events":
|
||||
return self.limit_events(q)
|
||||
if path == "/v1/popularity":
|
||||
return self.popularity(q)
|
||||
if path == "/v1/dragon-tiger":
|
||||
return self.dragon_tiger(q)
|
||||
if path == "/v1/sectors":
|
||||
return self.sectors(q)
|
||||
if path == "/v1/quotes/latest":
|
||||
return self.quotes_latest(q)
|
||||
if path == "/v1/indexes/quotes":
|
||||
return self.index_quotes(q)
|
||||
if path == "/v1/intraday/points":
|
||||
return self.intraday_points(q)
|
||||
if path == "/v1/datasets/status":
|
||||
return self.dataset_status(q.get("date") or "")
|
||||
if path == "/v1/batches":
|
||||
@@ -135,6 +149,29 @@ class V1API:
|
||||
|
||||
def stocks(self, updated_since: str, q: dict[str, str]) -> dict[str, Any]:
|
||||
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:
|
||||
rows = self.db.fetchall(
|
||||
"SELECT * FROM stock_master WHERE updated_at >= ? ORDER BY ts_code LIMIT ? OFFSET ?",
|
||||
@@ -174,9 +211,75 @@ class V1API:
|
||||
def auction(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(dataset="auction", table="eod_auction", q=q, source="tushare:stk_auction")
|
||||
|
||||
def limit_events(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="limit_events",
|
||||
table="eod_limit_events",
|
||||
q=q,
|
||||
source="tushare:limit_list_d",
|
||||
extra_filters={"limit_type": q.get("limit_type") or ""},
|
||||
)
|
||||
|
||||
def popularity(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="popularity",
|
||||
table="eod_popularity",
|
||||
q=q,
|
||||
source="tushare:ths_hot+dc_hot",
|
||||
extra_filters={"source": q.get("source") or ""},
|
||||
)
|
||||
|
||||
def dragon_tiger(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="dragon_tiger",
|
||||
table="eod_dragon_tiger",
|
||||
q=q,
|
||||
source="tushare:hm_detail",
|
||||
)
|
||||
|
||||
def sectors(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="sector_daily",
|
||||
table="eod_sector_daily",
|
||||
q=q,
|
||||
source="tushare:ths_daily+dc_index+sw_daily",
|
||||
extra_filters={"family": q.get("family") or ""},
|
||||
)
|
||||
|
||||
def quotes_latest(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_quotes
|
||||
|
||||
codes = [item.strip() for item in str(q.get("codes") or "").split(",") if item.strip()]
|
||||
try:
|
||||
return fetch_quotes(self.db, codes)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def index_quotes(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_index_quotes
|
||||
|
||||
try:
|
||||
return fetch_index_quotes(self.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def intraday_points(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_intraday
|
||||
|
||||
code = str(q.get("code") or "").strip()
|
||||
if not code:
|
||||
raise ApiError("INVALID_ARGUMENT", "code is required")
|
||||
try:
|
||||
return fetch_intraday(self.db, code, yyyymmdd(q.get("date") or ""))
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def dataset_status(self, date: str) -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(date or now_shanghai())
|
||||
datasets = ("daily", "valuation", "moneyflow", "auction", "index_daily")
|
||||
datasets = (
|
||||
"daily", "valuation", "moneyflow", "auction", "index_daily", "stocks",
|
||||
"limit_events", "popularity", "dragon_tiger", "sector_daily",
|
||||
)
|
||||
items = []
|
||||
for dataset in datasets:
|
||||
pub = self.db.fetchone(
|
||||
@@ -221,6 +324,7 @@ class V1API:
|
||||
source: str,
|
||||
adjust: str = "none",
|
||||
default_code: str = "",
|
||||
extra_filters: dict[str, str] | None = None,
|
||||
) -> dict[str, Any]:
|
||||
trade_date = q.get("date") or q.get("trade_date") or ""
|
||||
code = q.get("code") or default_code
|
||||
@@ -241,6 +345,7 @@ class V1API:
|
||||
if resolved is None:
|
||||
raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||
ts_code = resolved
|
||||
filters = {key: value for key, value in (extra_filters or {}).items() if value}
|
||||
# For a range, use per-date published batch. Single-date is the common path.
|
||||
if start == end:
|
||||
pub = self.db.fetchone(
|
||||
@@ -251,7 +356,7 @@ class V1API:
|
||||
raise ApiError(
|
||||
"DATASET_NOT_PUBLISHED",
|
||||
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)
|
||||
sql = f"SELECT * FROM {table} WHERE trade_date = ? AND batch_id = ?"
|
||||
@@ -259,6 +364,9 @@ class V1API:
|
||||
if ts_code:
|
||||
sql += " AND ts_code = ?"
|
||||
params.append(ts_code)
|
||||
for key, value in filters.items():
|
||||
sql += f" AND {key} = ?"
|
||||
params.append(value)
|
||||
sql += " ORDER BY ts_code LIMIT ? OFFSET ?"
|
||||
params.extend([limit, offset])
|
||||
rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))]
|
||||
@@ -281,7 +389,11 @@ class V1API:
|
||||
(dataset, start, end),
|
||||
)
|
||||
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]] = []
|
||||
limit, offset = self._page(q)
|
||||
for pub in pubs:
|
||||
@@ -290,6 +402,9 @@ class V1API:
|
||||
if ts_code:
|
||||
sql += " AND ts_code = ?"
|
||||
params.append(ts_code)
|
||||
for key, value in filters.items():
|
||||
sql += f" AND {key} = ?"
|
||||
params.append(value)
|
||||
sql += " ORDER BY ts_code"
|
||||
rows.extend(self.db.fetchall(sql, tuple(params)))
|
||||
sliced = rows[offset: offset + limit]
|
||||
@@ -350,6 +465,20 @@ class V1API:
|
||||
offset = max(0, 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]:
|
||||
pub = self.db.fetchone(
|
||||
"SELECT * FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
|
||||
@@ -56,6 +56,29 @@ class Settings:
|
||||
def index_history_trading_days(self) -> int:
|
||||
return int(self.quality.get("index_history_trading_days") or 260)
|
||||
|
||||
@property
|
||||
def moneyflow_history_trading_days(self) -> int:
|
||||
return int(self.quality.get("moneyflow_history_trading_days") or 60)
|
||||
|
||||
@property
|
||||
def stocks_refresh_times(self) -> tuple[str, ...]:
|
||||
raw = self.quality.get("stocks_refresh_times") or ["20:00", "23:10"]
|
||||
if isinstance(raw, str):
|
||||
raw = [raw]
|
||||
return tuple(str(item) for item in raw)
|
||||
|
||||
@property
|
||||
def eod_retry_start(self) -> str:
|
||||
return str(self.quality.get("eod_retry_start") or "15:15")
|
||||
|
||||
@property
|
||||
def eod_retry_interval_minutes(self) -> int:
|
||||
return int(self.quality.get("eod_retry_interval_minutes") or 30)
|
||||
|
||||
@property
|
||||
def eod_retry_cutoff(self) -> str:
|
||||
return str(self.quality.get("eod_retry_cutoff") or "23:30")
|
||||
|
||||
|
||||
def load_settings(
|
||||
env: dict[str, str] | None = None,
|
||||
|
||||
@@ -25,7 +25,7 @@ RAW = {
|
||||
],
|
||||
"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": "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": [
|
||||
{"ts_code": "600000.SH", "trade_date": "20240902", "adj_factor": 1.1},
|
||||
@@ -45,6 +45,30 @@ RAW = {
|
||||
{"ts_code": "600000.SH", "trade_date": "20240902", "vol": 100, "price": 10.15, "amount": 1500000, "pre_close": 10.00, "turnover_rate": 0.1, "volume_ratio": 1.2, "float_share": 2000},
|
||||
{"ts_code": "000001.SZ", "trade_date": "20240902", "vol": 80, "price": 11.05, "amount": 1200000, "pre_close": 11.10, "turnover_rate": 0.2, "volume_ratio": 0.9, "float_share": 1800},
|
||||
],
|
||||
"limit_list_d": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "industry": "银行", "name": "浦发银行", "close": 10.2, "pct_chg": 9.95, "amount": 1e8, "limit_amount": 5000, "float_mv": 800, "total_mv": 1000, "turnover_ratio": 5.0, "fd_amount": 2e7, "first_time": "09:30:01", "last_time": "14:55:00", "open_times": 0, "up_stat": "1/1", "limit_times": 1, "limit_type": "U"},
|
||||
],
|
||||
"ths_hot": [
|
||||
{"ts_code": "600000.SH", "ts_name": "浦发银行", "hot": 90.0, "rank": 1, "pct_change": 1.2, "current_price": 10.2, "concept": "银行", "data_type": "热股", "trade_date": "20240902"},
|
||||
],
|
||||
"dc_hot": [
|
||||
{"ts_code": "600000.SH", "ts_name": "浦发银行", "rank": 2, "pct_change": 1.2, "current_price": 10.2, "hot": 80.0, "concept": "银行", "data_type": "A股市场", "trade_date": "20240902"},
|
||||
],
|
||||
"hm_detail": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "ts_name": "浦发银行", "buy_amount": 1000, "sell_amount": 200, "net_amount": 800, "hm_name": "测试游资", "hm_orgs": "某某营业部", "tag": "超买"},
|
||||
],
|
||||
"top_list": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "name": "浦发银行", "pct_change": 9.95, "reason": "涨幅偏离值达7%"},
|
||||
],
|
||||
"ths_daily": [
|
||||
{"ts_code": "885811.TI", "trade_date": "20240902", "open": 1000, "high": 1010, "low": 990, "close": 1005, "pre_close": 995, "pct_change": 1.0, "vol": 100, "turnover_rate": 1.2},
|
||||
],
|
||||
"dc_index": [
|
||||
{"ts_code": "BK0475", "trade_date": "20240902", "name": "银行", "open": 100, "high": 101, "low": 99, "close": 100.5, "pre_close": 99.5, "pct_change": 1.0, "vol": 10, "amount": 1e8, "turnover_rate": 0.5},
|
||||
],
|
||||
"sw_daily": [
|
||||
{"ts_code": "801780.SI", "trade_date": "20240902", "name": "银行", "open": 2000, "high": 2010, "low": 1990, "close": 2005, "pct_change": 0.8, "vol": 50, "amount": 2e8},
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
@@ -66,4 +90,9 @@ def fake_transport(api_name: str, params: dict, fields: str):
|
||||
start = str(params.get("start_date") or "")
|
||||
end = str(params.get("end_date") or "99999999")
|
||||
return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
|
||||
return list(RAW.get(api_name) or [])
|
||||
rows = list(RAW.get(api_name) or [])
|
||||
if api_name == "limit_list_d":
|
||||
limit_type = str(params.get("limit_type") or "")
|
||||
if limit_type:
|
||||
rows = [row for row in rows if str(row.get("limit_type") or "") == limit_type]
|
||||
return rows
|
||||
|
||||
@@ -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 +1,65 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import tempfile
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
|
||||
from datahub.adapters.tushare import TushareAdapter
|
||||
from datahub.crypto import SecretVault
|
||||
from datahub.hub import Hub
|
||||
from datahub.settings import Settings
|
||||
from tests.fixtures import TRADE_DATE, fake_transport
|
||||
|
||||
|
||||
class ExtendedEodTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self.tmp = tempfile.TemporaryDirectory()
|
||||
key = SecretVault.generate_key()
|
||||
settings = Settings(
|
||||
host="127.0.0.1",
|
||||
port=0,
|
||||
encryption_key=key,
|
||||
api_token="k" * 32,
|
||||
admin_password="StartPass1",
|
||||
tushare_token="tushare-secret",
|
||||
db_path=Path(self.tmp.name) / "hub.db",
|
||||
backup_dir=Path(self.tmp.name) / "backups",
|
||||
scheduler_enabled=False,
|
||||
quality={"daily_row_ratio": 0.5, "null_rate_max": 0.5, "list_limit_default": 5000, "list_limit_max": 5000},
|
||||
)
|
||||
adapter = TushareAdapter("tushare-secret", transport=fake_transport)
|
||||
self.hub = Hub(settings, adapter=adapter)
|
||||
self.hub.pipeline.ingest_reference(TRADE_DATE)
|
||||
for dataset in ("daily", "valuation", "moneyflow", "auction", "index_daily"):
|
||||
self.hub.pipeline.run_dataset(dataset, TRADE_DATE)
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self.hub.stop()
|
||||
self.tmp.cleanup()
|
||||
|
||||
def test_extended_soft_datasets_publish_and_serve(self) -> None:
|
||||
results = self.hub.pipeline.run_extended_soft(
|
||||
("limit_events", "popularity", "dragon_tiger", "sector_daily"),
|
||||
TRADE_DATE,
|
||||
)
|
||||
for name in ("limit_events", "popularity", "dragon_tiger", "sector_daily"):
|
||||
self.assertEqual(results[name]["state"], "published", results[name])
|
||||
api = self.hub.api
|
||||
limits = api.handle("/v1/limit-events", {"date": [TRADE_DATE]})
|
||||
self.assertGreaterEqual(len(limits["data"]), 1)
|
||||
self.assertEqual(limits["meta"]["tier"], "official")
|
||||
pop = api.handle("/v1/popularity", {"date": [TRADE_DATE], "source": ["ths"]})
|
||||
self.assertEqual(pop["data"][0]["source"], "ths")
|
||||
lhb = api.handle("/v1/dragon-tiger", {"date": [TRADE_DATE]})
|
||||
self.assertEqual(lhb["data"][0]["hm_name"], "测试游资")
|
||||
# hub stores 万元→元
|
||||
self.assertEqual(lhb["data"][0]["buy_amount"], 10_000_000.0)
|
||||
sectors = api.handle("/v1/sectors", {"date": [TRADE_DATE], "family": ["ths"]})
|
||||
self.assertEqual(sectors["data"][0]["family"], "ths")
|
||||
status = api.handle("/v1/datasets/status", {"date": [TRADE_DATE]})
|
||||
names = {item["dataset"] for item in status["data"]}
|
||||
self.assertTrue({"limit_events", "popularity", "dragon_tiger", "sector_daily"} <= names)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -19,11 +19,17 @@ class LayoutTests(unittest.TestCase):
|
||||
def test_reserved_adapters_present(self) -> None:
|
||||
from datahub.adapters import RESERVED
|
||||
|
||||
for name in ("eastmoney", "tencent", "ths", "xgb", "akshare", "ifind"):
|
||||
for name in ("ths", "xgb", "akshare", "ifind"):
|
||||
self.assertIn(name, RESERVED)
|
||||
probe = RESERVED[name].probe()
|
||||
self.assertEqual(probe["state"], "reserved")
|
||||
self.assertFalse(probe["configured"])
|
||||
for name in ("eastmoney", "tencent"):
|
||||
self.assertIn(name, RESERVED)
|
||||
probe = RESERVED[name].probe()
|
||||
# Live free adapters: probe may be ok/error/empty depending on network.
|
||||
self.assertIn(probe["state"], {"ok", "empty", "error"})
|
||||
self.assertTrue(probe["configured"])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -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