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Author SHA1 Message Date
605f97e5df feat(HEL-463): 接入剩余行情数据到 datahub
扩展盘后正式集(涨跌停/人气/龙虎榜/板块日线)与盘中观察 API(报价/指数/分时),网站 bridge 按开关接入并回退旧链路;问天改为按数据依赖跟随开关,不再整栈强制旧路径。

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

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

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

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

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

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

Co-authored-by: multica-agent <github@multica.ai>
2026-09-04 21:36:20 +08:00
总工andmultica-agent c9892050c3 feat(HEL-435): 盘后未出数时晚间自动重试并提供安全补跑
Co-authored-by: multica-agent <github@multica.ai>
2026-09-03 22:30:15 +08:00
33 changed files with 3930 additions and 148 deletions
+3
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@@ -7,6 +7,9 @@ TUSHARE_TOKEN=your_tushare_token_here
# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
# default off in config/datahub.config.json, so the website keeps using Tushare.
# Extended datasets (HEL-463): LIMIT_EVENTS POPULARITY DRAGON_TIGER SECTOR_DAILY
# QUOTES INDEX_QUOTES INTRADAY — plus first-batch CALENDAR STOCKS DAILY INDEX_DAILY
# VALUATION MONEYFLOW AUCTION STATUS.
DATAHUB_BASE_URL=http://127.0.0.1:8766
DATAHUB_TOKEN=
+34 -8
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@@ -21,11 +21,14 @@ from backend.data.providers.tushare_client import TushareClient
LOGGER = logging.getLogger("xiaobai.datahub")
ShadowSink = Callable[[dict[str, Any]], None]
EMPTY_FAIL_DATASETS = {"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction"}
EMPTY_FAIL_DATASETS = {
"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
"limit_events", "sector_daily",
}
def looks_like_heaven(module_name: str, filename: str = "") -> bool:
"""问天调用栈识别。问天未永久冻结,只是本阶段仍走旧 Tushare 链路。"""
"""问天调用栈识别(诊断用)。问天按数据集依赖接入,不再整栈强制旧链路。"""
path = filename.replace("\\", "/")
return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
@@ -96,8 +99,8 @@ class DatahubBridge:
legacy_query: Callable[..., list[dict[str, Any]]],
) -> list[dict[str, Any]]:
dataset = API_TO_DATASET.get(api_name)
# 问天允许后续纳入 datahub;首批只读接入仍保持旧链路,避免误切
if not dataset or self.heaven_guard():
# 问天按实际数据依赖接入:已映射到 hub 的 API 跟随开关;未映射的继续旧链路
if not dataset:
return legacy_query(api_name, params, fields)
flags = self.settings.flags(dataset)
if not flags.read and not flags.shadow:
@@ -108,7 +111,7 @@ class DatahubBridge:
hub_error: str | None = None
hub_canonical: list[dict[str, Any]] = []
try:
response = self._fetch_dataset(dataset, params or {})
response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
hub_canonical = self._extract_rows(dataset, response, params or {})
hub_rows = to_native_rows(dataset, hub_canonical)
hub_meta = dict(response.meta)
@@ -122,10 +125,12 @@ class DatahubBridge:
legacy_rows = legacy_query(api_name, params, fields)
except Exception as exc:
if flags.read and hub_rows is not None and hub_error is None:
self._emit_shadow(compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc)))
self._emit_shadow(
compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc), fields)
)
return project_fields(hub_rows, fields)
raise
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error))
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error, fields))
if flags.read and hub_rows is not None and hub_error is None:
return project_fields(hub_rows, fields)
return legacy_rows
@@ -134,7 +139,7 @@ class DatahubBridge:
return project_fields(hub_rows, fields)
return legacy_query(api_name, params, fields)
def _fetch_dataset(self, dataset: str, params: dict[str, Any]) -> DatahubResponse:
def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
date = yyyymmdd(params.get("trade_date") or params.get("date"))
start = yyyymmdd(params.get("start_date") or params.get("from") or date)
end = yyyymmdd(params.get("end_date") or params.get("to") or date)
@@ -151,6 +156,10 @@ class DatahubBridge:
"valuation": self.client.valuation,
"moneyflow": self.client.moneyflow,
"auction": self.client.auction,
"limit_events": self.client.limit_events,
"popularity": self.client.popularity,
"dragon_tiger": self.client.dragon_tiger,
"sector_daily": self.client.sectors,
}
fetcher = fetchers[dataset]
query: dict[str, Any] = {}
@@ -165,6 +174,23 @@ class DatahubBridge:
query["to"] = end
if dataset == "daily":
query["adjust"] = "none"
if dataset == "limit_events":
limit_type = str(params.get("limit_type") or "").strip().upper()
if limit_type:
query["limit_type"] = limit_type
if dataset == "popularity":
if api_name == "ths_hot":
query["source"] = "ths"
elif api_name == "dc_hot":
query["source"] = "dc"
if dataset == "sector_daily":
family = {
"ths_daily": "ths",
"dc_index": "dc",
"sw_daily": "sw",
}.get(api_name, "")
if family:
query["family"] = family
return self._paginate(fetcher, query)
def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
+21
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@@ -60,6 +60,27 @@ class DatahubClient:
def auction(self, **params: Any) -> DatahubResponse:
return self.get("/v1/auction", params)
def limit_events(self, **params: Any) -> DatahubResponse:
return self.get("/v1/limit-events", params)
def popularity(self, **params: Any) -> DatahubResponse:
return self.get("/v1/popularity", params)
def dragon_tiger(self, **params: Any) -> DatahubResponse:
return self.get("/v1/dragon-tiger", params)
def sectors(self, **params: Any) -> DatahubResponse:
return self.get("/v1/sectors", params)
def quotes_latest(self, **params: Any) -> DatahubResponse:
return self.get("/v1/quotes/latest", params)
def index_quotes(self, **params: Any) -> DatahubResponse:
return self.get("/v1/indexes/quotes", params)
def intraday_points(self, **params: Any) -> DatahubResponse:
return self.get("/v1/intraday/points", params)
def dataset_status(self, date: str) -> DatahubResponse:
return self.get("/v1/datasets/status", {"date": date})
+29 -2
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@@ -5,6 +5,7 @@ from typing import Any
from backend.data.datahub.native import SCALE_FIELDS, row_key, to_canonical_row, yyyymmdd
NUMERIC_TOLERANCE = 1e-4
CANONICAL_ALIASES = {"volume": "vol"}
def compare_rows(
@@ -13,8 +14,10 @@ def compare_rows(
hub_rows: list[dict[str, Any]] | None,
hub_meta: dict[str, Any] | None = None,
hub_error: str | None = None,
fields: str = "",
) -> dict[str, Any]:
hub = hub_rows or []
requested = _requested_fields(fields)
legacy_map = {row_key(dataset, row): row for row in legacy_rows}
hub_map = {row_key(dataset, _align_hub_row(row)): row for row in hub}
missing_hub = sorted(key for key in legacy_map if key not in hub_map)
@@ -26,7 +29,7 @@ def compare_rows(
hub_row = hub_map.get(key)
if hub_row is None:
continue
field_report = _compare_fields(dataset, legacy, hub_row)
field_report = _compare_fields(dataset, legacy, hub_row, requested)
if field_report["unit_conversion"]:
unit_conversion.append({"key": list(key), "fields": field_report["unit_conversion"]})
if field_report["value_diff"]:
@@ -53,6 +56,7 @@ def compare_rows(
"published_at": (hub_meta or {}).get("published_at"),
"trade_date": yyyymmdd((hub_meta or {}).get("trade_date")),
"hub_error": hub_error,
"fields_compared": sorted(requested) if requested is not None else None,
"equal": (
not hub_error
and not missing_hub
@@ -71,13 +75,36 @@ def _align_hub_row(row: dict[str, Any]) -> dict[str, Any]:
return aligned
def _compare_fields(dataset: str, legacy: dict[str, Any], hub: dict[str, Any]) -> dict[str, list[dict[str, Any]]]:
def _requested_fields(fields: str) -> list[str] | None:
"""Fields the website actually asked for; None means "no projection"."""
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
if not keys:
return None
seen: list[str] = []
for key in keys:
canonical = CANONICAL_ALIASES.get(key, key)
if canonical not in seen:
seen.append(canonical)
return seen
def _compare_fields(
dataset: str,
legacy: dict[str, Any],
hub: dict[str, Any],
requested: list[str] | None = None,
) -> dict[str, list[dict[str, Any]]]:
canonical_legacy = to_canonical_row(dataset, legacy)
hub_canonical = _hub_canonical(dataset, hub)
native_hub = _align_hub_row(hub)
value_diff: list[dict[str, Any]] = []
unit_conversion: list[dict[str, Any]] = []
keys = (set(canonical_legacy) | set(hub_canonical)) - {"batch_id", "updated_at", "volume"}
if requested is not None:
# Compare only what the website asked for. Extra hub columns are
# transport detail, not business differences; a requested field still
# alarms when it is missing or holds a different value.
keys = set(requested) - {"batch_id", "updated_at", "volume"}
scales = SCALE_FIELDS.get(dataset) or {}
for field in sorted(keys):
left = canonical_legacy.get(field)
+51
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@@ -17,6 +17,13 @@ API_TO_DATASET = {
"index_daily": "index_daily",
"moneyflow": "moneyflow",
"stk_auction": "auction",
"limit_list_d": "limit_events",
"ths_hot": "popularity",
"dc_hot": "popularity",
"hm_detail": "dragon_tiger",
"ths_daily": "sector_daily",
"dc_index": "sector_daily",
"sw_daily": "sector_daily",
}
SCALE_FIELDS = {
@@ -35,6 +42,16 @@ SCALE_FIELDS = {
"net_mf_amount": AMOUNT_WAN_YUAN,
},
"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
"limit_events": {
"limit_amount": AMOUNT_WAN_YUAN,
"float_mv": AMOUNT_WAN_YUAN,
"total_mv": AMOUNT_WAN_YUAN,
},
"dragon_tiger": {
"buy_amount": AMOUNT_WAN_YUAN,
"sell_amount": AMOUNT_WAN_YUAN,
"net_amount": AMOUNT_WAN_YUAN,
},
}
@@ -67,6 +84,16 @@ def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
converted[field] = _unscale(converted.get(field), factor)
if dataset == "stocks":
converted.pop("updated_at", None)
if dataset == "popularity":
# keep hub source; callers filter ths/dc themselves when needed
if converted.get("ts_name") and not converted.get("name"):
converted["name"] = converted.get("ts_name")
if dataset == "dragon_tiger":
if converted.get("ts_name") and not converted.get("name"):
converted["name"] = converted.get("ts_name")
if dataset == "sector_daily":
if converted.get("pct_change") is not None and converted.get("pct_chg") is None:
converted["pct_chg"] = converted.get("pct_change")
return converted
@@ -96,6 +123,30 @@ def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
return (str(row.get("ts_code") or "").upper(),)
if dataset == "status":
return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
if dataset == "limit_events":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("limit_type") or ""),
)
if dataset == "popularity":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("source") or ""),
)
if dataset == "dragon_tiger":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("hm_name") or ""),
)
if dataset == "sector_daily":
return (
str(row.get("ts_code") or "").upper(),
yyyymmdd(row.get("trade_date")),
str(row.get("family") or ""),
)
return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
+14
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@@ -17,6 +17,13 @@ DATASETS = (
"valuation",
"moneyflow",
"auction",
"limit_events",
"popularity",
"dragon_tiger",
"sector_daily",
"quotes",
"index_quotes",
"intraday",
"status",
)
@@ -28,6 +35,13 @@ ENV_DATASET = {
"valuation": "VALUATION",
"moneyflow": "MONEYFLOW",
"auction": "AUCTION",
"limit_events": "LIMIT_EVENTS",
"popularity": "POPULARITY",
"dragon_tiger": "DRAGON_TIGER",
"sector_daily": "SECTOR_DAILY",
"quotes": "QUOTES",
"index_quotes": "INDEX_QUOTES",
"intraday": "INTRADAY",
"status": "STATUS",
}
+7
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@@ -13,6 +13,13 @@
"valuation": { "read": false, "shadow": false },
"moneyflow": { "read": false, "shadow": false },
"auction": { "read": false, "shadow": false },
"limit_events": { "read": false, "shadow": false },
"popularity": { "read": false, "shadow": false },
"dragon_tiger": { "read": false, "shadow": false },
"sector_daily": { "read": false, "shadow": false },
"quotes": { "read": false, "shadow": false },
"index_quotes": { "read": false, "shadow": false },
"intraday": { "read": false, "shadow": false },
"status": { "read": false, "shadow": false }
}
}
+85 -3
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@@ -201,6 +201,87 @@ class DatahubBridgeTests(unittest.TestCase):
skew = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 12})
self.assertTrue(skew["time_skew"])
def test_shadow_extra_hub_columns_are_not_false_diffs_when_projected(self) -> None:
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
report = compare_rows(
"daily", [legacy_close_only], [hub_full],
{"stale": False, "staleness_seconds": 0},
fields="ts_code,trade_date,close",
)
self.assertTrue(report["equal"])
self.assertEqual(report["value_diff_count"], 0)
self.assertEqual(report["fields_compared"], ["close", "trade_date", "ts_code"])
# without projection the same pair shows the historic false diff
unprojected = compare_rows("daily", [legacy_close_only], [hub_full])
self.assertFalse(unprojected["equal"])
legacy_stocks = {"ts_code": "600000.SH", "name": "浦发银行"}
hub_stocks = {
"ts_code": "600000.SH", "symbol": "600000", "name": "浦发银行", "area": "上海",
"industry": "银行", "market": "主板", "list_status": "L", "list_date": "19991110",
}
stocks = compare_rows("stocks", [legacy_stocks], [hub_stocks], {}, fields="ts_code,name")
self.assertTrue(stocks["equal"])
legacy_cal = {"cal_date": "20240902", "is_open": 1}
hub_cal = {
"cal_date": "20240902", "is_open": True,
"pretrade_date": "20240830", "prev_open": "20240830",
}
calendar = compare_rows(
"calendar", [legacy_cal], [hub_cal], {}, fields="cal_date,is_open"
)
self.assertTrue(calendar["equal"])
def test_shadow_projection_still_alarms_on_requested_field_problems(self) -> None:
hub_missing_field = {k: v for k, v in HUB_DAILY.items() if k != "close"}
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close")}
lost = compare_rows(
"daily", [legacy_close_only], [hub_missing_field], fields="ts_code,trade_date,close"
)
self.assertFalse(lost["equal"])
self.assertEqual(lost["value_diff_count"], 1)
changed = compare_rows(
"daily", [legacy_close_only], [{**HUB_DAILY, "close": 99.0}],
fields="ts_code,trade_date,close",
)
self.assertFalse(changed["equal"])
self.assertEqual(changed["value_diff_count"], 1)
self.assertEqual(changed["value_diffs"][0]["fields"][0]["field"], "close")
gone = compare_rows("daily", [LEGACY_DAILY], [], fields="ts_code,trade_date,close")
self.assertEqual(gone["missing_hub_count"], 1)
self.assertFalse(gone["equal"])
unit = compare_rows(
"daily", [LEGACY_DAILY], [{**HUB_DAILY, "amount": 2000.0, "volume": 1000.0}],
fields="ts_code,trade_date,vol,amount",
)
self.assertGreater(unit["unit_conversion_count"], 0)
self.assertFalse(unit["equal"])
def test_bridge_shadow_report_uses_website_request_fields(self) -> None:
hub_full = {**HUB_DAILY, "adj_factor": 1.1}
legacy_close_only = {k: LEGACY_DAILY[k] for k in ("ts_code", "trade_date", "close", "vol", "amount")}
reports: list[dict[str, Any]] = []
client = FakeClient(
response=DatahubResponse(
data=[hub_full],
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
)
)
wrapped = DatahubAwareTushareClient(
FakeLegacy([legacy_close_only]),
DatahubBridge(flags(daily=(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")))
+47 -2
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@@ -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 适配器位预留,本阶段不拉实时源
- 同花顺/选股宝/AKShare/iFinD 适配器位预留;东财/腾讯已接入盘中观察
## 单位口径(相对现站)
@@ -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``field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
## 整批原子发布(release group
盘后发布/重发(eod_a、eod_retry、`eod-refresh`、跨数据集重发)不再逐数据集各自切换,而是走整批原子可见机制:
- 一致性边界:日 K、估值、资金流、竞价同属 A 组整批;指数日 K 为 B 组;当日股票主档快照随 A 组一同切换(主档 `stock_master` 的 UPSERT 与快照发布同一事务,不会出现主档先行/滞后)。
- 流程:组内全部成员先在暂存表完成拉取、字段质量门、覆盖检查和跨数据集交叉校验(`cross_gates` 配置 ts_code 覆盖重叠率下限),全部达标后才在**一个 SQLite 事务**里复制正式表并翻转全部 `publications` 指针。
- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error``audit_log``action=release-group`),等待晚间自动重试。
- 读取侧任何时刻只会看到"旧完整版本"或"新完整版本":发布指针在单事务内统一翻转,容器重启/事务中断自动回滚,不暴露字段残缺或跨数据集混合版本。
- 幂等:仅当一致性边界内全部成员都已发布时才整组跳过;边界内任有缺失则整组重暂存后统一切换,避免旧批次与新批次混在同一次重发中。重复执行、并发重试不会在完整边界已就绪时生成重复批次(调度器另有 EOD 互斥锁)。
## 股票主档每日刷新与发布
交易日 20:00 与 23:10`stocks_refresh_times` 可配)自动刷新股票主档并发布版本化快照(`eod_stocks` + `publications.dataset='stocks'`),覆盖当日新上市、证券简称变化和上市首日 N/C 前缀摘除;无变化则跳过,重复执行幂等。`/v1/stocks` 从最新已发布快照提供数据并带 `batch_id` / `published_at``/v1/datasets/status` 同步展示 stocks 状态。
```bash
cd xiaobai-datahub
python -m datahub stocks-refresh # 手动触发;--force 无变化也重发
```
## 资金流历史回补
网站会沿真实调用链查最近若干交易日的 moneyflow(个股详情任意日期点查 + 智能选股最近 5 个交易日),默认回补最近 60 个交易日(`moneyflow_history_trading_days` 可配,已发布日期自动跳过)。点查未覆盖的历史日期返回 `DATASET_NOT_PUBLISHED` 并附 `available_from` / `available_to`(低于下界时 `reason=history_not_backfilled`),网站据此明确回退旧链路,不会静默拿到半截数据。
```bash
cd xiaobai-datahub
python -m datahub moneyflow-backfill # --trading-days 60 --end-date --force 可选
```
## 盘后补跑与强制重发
```bash
cd xiaobai-datahub
python -m datahub eod-refresh --trade-date 20260904 # 补不完整的 A/B 边界
python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
# --force 按一致性边界整组重发:valuation/daily/moneyflow/auction/stocks → A 组;
# index_daily → B 组。不可再单独切换某一个正式数据集。
```
管理后台「补数」对盘后正式数据集同样走 `force_republish_boundary`,不会绕过 A/B 整批边界。
## 备份
每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
+19 -1
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@@ -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}`);
if (eod.next_retry_at) eodExtra.push(`下次重试 ${esc(String(eod.next_retry_at).replace("T", " ").slice(11, 16))}`);
if (eod.missing_datasets && eod.missing_datasets.length) eodExtra.push(`${esc(eod.missing_datasets.join(","))}`);
}
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
eodExtra.push(`${esc(eod.missing_datasets.join(","))}`);
}
page.innerHTML = `
<div class="cards">
<div class="card"><div class="muted">交易日</div><strong>${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;
+42 -1
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@@ -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
}
}
}
+4 -4
View File
@@ -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,
+249 -2
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@@ -1,3 +1,250 @@
from datahub.adapters.base import ReservedAdapter
from __future__ import annotations
ADAPTER = ReservedAdapter("eastmoney")
import json
import time
import urllib.error
import urllib.parse
import urllib.request
from datetime import datetime
from typing import Any
from datahub.adapters.base import AdapterError, MarketAdapter
from datahub.numbers import finite_number, round4
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
BROWSER_UA = (
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
)
INDEX_SECIDS = {
"000001.SH": "1.000001",
"399001.SZ": "0.399001",
"399006.SZ": "0.399006",
}
class EastmoneyAdapter(MarketAdapter):
name = "eastmoney"
def __init__(self, timeout: int = 8) -> None:
self.timeout = timeout
def probe(self) -> dict[str, Any]:
started = time.perf_counter()
try:
rows = self.fetch_indices()
state = "ok" if len(rows) == 3 else "empty"
except AdapterError as exc:
return {
"provider": self.name,
"configured": True,
"state": "error",
"message": str(exc),
"latency_ms": round((time.perf_counter() - started) * 1000),
}
return {
"provider": self.name,
"configured": True,
"state": state,
"latency_ms": round((time.perf_counter() - started) * 1000),
}
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
if dataset in {"indexes_quotes", "index_quotes"}:
return self.fetch_indices()
if dataset in {"quotes", "quotes_latest"}:
codes = params.get("codes") or []
if isinstance(codes, str):
codes = [item.strip() for item in codes.split(",") if item.strip()]
return self.fetch_quotes(list(codes))
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
return list(rows)
def fetch_indices(self) -> list[dict[str, Any]]:
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": "1.000001,0.399001,0.399006",
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
result = []
for row in rows:
code = str(row.get("f12") or "")
if code not in {"000001", "399001", "399006"}:
continue
epoch = int(finite_number(row.get("f124")) or 0)
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
if code == "000001":
ts_code = "000001.SH"
result.append(
{
"ts_code": ts_code,
"code": code,
"name": row.get("f14") or code,
"price": round4(finite_number(row.get("f2"))),
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"previous_close": round4(finite_number(row.get("f18"))),
"amount": round4(finite_number(row.get("f6"))),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
)
if len(result) != 3:
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
return result
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
secids = []
for code in codes:
ts = str(code or "").upper()
symbol = ts.split(".")[0]
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
secids.append(f"1.{symbol}")
else:
secids.append(f"0.{symbol}")
if not secids:
return []
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": ",".join(secids[:60]),
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
result = []
for row in rows:
symbol = str(row.get("f12") or "")
if not symbol:
continue
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
epoch = int(finite_number(row.get("f124")) or 0)
result.append(
{
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"price": round4(finite_number(row.get("f2"))),
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"previous_close": round4(finite_number(row.get("f18"))),
"volume": round4(finite_number(row.get("f5"))),
"amount": round4(finite_number(row.get("f6"))),
"turnover_rate": round4(finite_number(row.get("f8"))),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
)
return result
def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
code = str(ts_code or "").upper()
if code in INDEX_SECIDS:
secid = INDEX_SECIDS[code]
entity = "index"
identifier = code
else:
symbol = code.split(".")[0]
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
secid = f"{market}.{symbol}"
entity = "stock"
identifier = symbol
payload = self._get_json(
TRENDS_URL,
{
"secid": secid,
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
"iscr": "0",
"ndays": "1",
},
referer="https://quote.eastmoney.com/",
)
data = payload.get("data") or {}
points = []
for raw in data.get("trends") or []:
point = _parse_trend(raw)
if point:
points.append(point)
if not points:
raise AdapterError("No intraday chart data returned")
return {
"entity_type": entity,
"identifier": identifier,
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
"name": str(data.get("name") or ""),
"code": str(data.get("code") or identifier),
"trade_date": points[-1]["date"],
"previous_close": round4(finite_number(data.get("preClose"))),
"points": points,
"source": "eastmoney_trends2",
}
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
request_url = f"{url}?{urllib.parse.urlencode(params)}"
request = urllib.request.Request(
request_url,
headers={
"Accept": "application/json,text/plain,*/*",
"User-Agent": BROWSER_UA,
"Referer": referer,
},
method="GET",
)
try:
with urllib.request.urlopen(request, timeout=self.timeout) as response:
return json.loads(response.read().decode("utf-8"))
except Exception as exc:
raise AdapterError(f"eastmoney request failed: {exc}") from exc
def _parse_trend(raw: Any) -> dict[str, Any] | None:
text = str(raw or "")
parts = text.split(",")
if len(parts) < 8:
return None
stamp = parts[0]
try:
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
except ValueError:
return None
return {
"time": when.strftime("%H:%M"),
"date": when.strftime("%Y-%m-%d"),
"open": round4(finite_number(parts[1])),
"close": round4(finite_number(parts[2])),
"high": round4(finite_number(parts[3])),
"low": round4(finite_number(parts[4])),
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
"volume": round4(finite_number(parts[5])),
"amount": round4(finite_number(parts[6])),
}
+98 -2
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@@ -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
+108 -11
View File
@@ -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]
+20 -2
View File
@@ -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
+74
View File
@@ -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 Aindex_daily→整组 B",
)
stocks_refresh = sub.add_parser("stocks-refresh", help="刷新股票主档并发布正式快照(幂等:无变化则跳过)")
stocks_refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
stocks_refresh.add_argument("--force", action="store_true", help="即使快照无变化也重新发布")
moneyflow_backfill = sub.add_parser(
"moneyflow-backfill", help="回补资金流历史(默认覆盖网站所需的最近 N 个交易日,跳过已发布日期)",
)
moneyflow_backfill.add_argument("--end-date", default=None, help="截止交易日 YYYYMMDD,默认今天")
moneyflow_backfill.add_argument("--trading-days", type=int, default=None, help="回补交易日数量,默认配置 moneyflow_history_trading_days")
moneyflow_backfill.add_argument("--force", action="store_true", help="覆盖已发布的资金流日期")
args = parser.parse_args(argv)
settings = load_settings()
@@ -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
+180
View File
@@ -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 = ?"
),
}
+32 -1
View File
@@ -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,
}
+94
View File
@@ -156,6 +156,95 @@ def normalize_stock(row: dict[str, Any]) -> dict[str, Any]:
}
def normalize_limit_event(row: dict[str, Any]) -> dict[str, Any]:
"""limit_list_d. float_mv/total_mv/limit_amount are 万元 → yuan; amount/fd_amount already yuan."""
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"limit_type": str(row.get("limit_type") or "").strip().upper() or "U",
"name": str(row.get("name") or "").strip() or None,
"industry": str(row.get("industry") or "").strip() or None,
"close": round4(finite_number(row.get("close"))),
"pct_chg": round4(finite_number(row.get("pct_chg"))),
"amount": round4(finite_number(row.get("amount"))),
"limit_amount": round4(_scale(row.get("limit_amount"), AMOUNT_WAN_YUAN)),
"float_mv": round4(_scale(row.get("float_mv"), AMOUNT_WAN_YUAN)),
"total_mv": round4(_scale(row.get("total_mv"), AMOUNT_WAN_YUAN)),
"turnover_ratio": round4(finite_number(row.get("turnover_ratio"))),
"fd_amount": round4(finite_number(row.get("fd_amount"))),
"first_time": str(row.get("first_time") or "").strip() or None,
"last_time": str(row.get("last_time") or "").strip() or None,
"open_times": _optional_int(row.get("open_times")),
"up_stat": str(row.get("up_stat") or "").strip() or None,
"limit_times": _optional_int(row.get("limit_times")),
}
def normalize_popularity(row: dict[str, Any], source: str = "") -> dict[str, Any]:
src = str(source or row.get("source") or "").strip().lower() or "ths"
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"source": src,
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
"rank": _optional_int(row.get("rank")),
"pct_change": round4(
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
),
"current_price": round4(finite_number(row.get("current_price") or row.get("price"))),
"hot": round4(finite_number(row.get("hot"))),
"concept": str(row.get("concept") or "").strip() or None,
"data_type": str(row.get("data_type") or "").strip() or None,
}
def normalize_dragon_tiger(row: dict[str, Any]) -> dict[str, Any]:
"""hm_detail amounts are 万元 → yuan."""
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"hm_name": str(row.get("hm_name") or "未命名游资").strip() or "未命名游资",
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
"buy_amount": round4(_scale(row.get("buy_amount"), AMOUNT_WAN_YUAN)),
"sell_amount": round4(_scale(row.get("sell_amount"), AMOUNT_WAN_YUAN)),
"net_amount": round4(_scale(row.get("net_amount"), AMOUNT_WAN_YUAN)),
"hm_orgs": str(row.get("hm_orgs") or "").strip() or None,
"tag": str(row.get("tag") or "").strip() or None,
"pct_change": round4(finite_number(row.get("pct_change"))),
"reason": str(row.get("reason") or "").strip() or None,
}
def normalize_sector_daily(row: dict[str, Any], family: str = "ths") -> dict[str, Any]:
fam = str(family or row.get("family") or "ths").strip().lower()
return {
"ts_code": _code(row.get("ts_code")),
"trade_date": _date(row.get("trade_date")),
"family": fam,
"name": str(row.get("name") or "").strip() or None,
"open": round4(finite_number(row.get("open"))),
"high": round4(finite_number(row.get("high"))),
"low": round4(finite_number(row.get("low"))),
"close": round4(finite_number(row.get("close"))),
"pre_close": round4(finite_number(row.get("pre_close"))),
"pct_change": round4(
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
),
"vol": round4(finite_number(row.get("vol"))),
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
"amount": round4(finite_number(row.get("amount"))),
}
def _optional_int(value: Any) -> int | None:
if value in (None, ""):
return None
try:
return int(float(value))
except (TypeError, ValueError):
return None
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
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
+188
View File
@@ -0,0 +1,188 @@
"""Provisional (盘中观察) serving: quotes, index quotes, intraday points.
Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
"""
from __future__ import annotations
import json
import time
from datetime import datetime
from typing import Any
from datahub.adapters.eastmoney import EastmoneyAdapter
from datahub.adapters.tencent import TencentAdapter
from datahub.codes import resolve_code
from datahub.db import HubDB
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
QUOTE_TTL = 60
INDEX_TTL = 60
INTRADAY_TTL = 20
class RealtimeApiError(RuntimeError):
def __init__(self, code: str, message: str) -> None:
super().__init__(message)
self.code = code
self.message = message
def _envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
from datahub import SCHEMA_VERSION
return {"schema_version": SCHEMA_VERSION, "data": data, "meta": meta}
def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
cache_key = "indexes:quotes"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
eastmoney = EastmoneyAdapter()
try:
rows = eastmoney.fetch_indices()
source = "eastmoney:ulist"
except Exception:
rows = TencentAdapter().fetch_indices()
source = "tencent:qt"
if len(rows) < 3:
raise RealtimeApiError("SOURCE_UNAVAILABLE", "index quotes incomplete")
payload = _envelope(
rows,
{
"tier": "provisional",
"trade_date": yyyymmdd(now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, INDEX_TTL, source)
return payload
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
if not codes:
raise RealtimeApiError("INVALID_ARGUMENT", "codes is required")
resolved: list[str] = []
for code in codes[:60]:
item = resolve_code(db, code) or _guess_ts_code(code)
if item:
resolved.append(item)
if not resolved:
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
cache_key = "quotes:" + ",".join(sorted(resolved))
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
adapter = EastmoneyAdapter()
try:
rows = adapter.fetch_quotes(resolved)
source = "eastmoney:clist"
except Exception as exc:
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"quotes unavailable: {exc}") from exc
payload = _envelope(
rows,
{
"tier": "provisional",
"trade_date": yyyymmdd(now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
return payload
def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
ts_code = resolve_code(db, code) or _guess_ts_code(code)
if not ts_code:
raise RealtimeApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
cache_key = f"intraday:{ts_code}:{date or 'today'}"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
adapter = EastmoneyAdapter()
try:
payload_data = adapter.fetch_intraday(ts_code)
source = "eastmoney:trends2"
except Exception as exc:
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
payload = _envelope(
payload_data,
{
"tier": "provisional",
"trade_date": yyyymmdd(payload_data.get("trade_date") or date or now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, INTRADAY_TTL, source)
return payload
def _guess_ts_code(code: str) -> str | None:
raw = str(code or "").strip().upper()
if "." in raw:
return raw
if len(raw) == 6 and raw.isdigit():
if raw.startswith(("5", "6", "9")):
return f"{raw}.SH"
return f"{raw}.SZ"
return None
def _read_cache(db: HubDB, cache_key: str) -> dict[str, Any] | None:
row = db.fetchone("SELECT * FROM rt_cache WHERE cache_key = ?", (cache_key,))
if not row:
return None
expires = str(row.get("expires_at") or "")
now = isoformat(now_shanghai())
if expires and expires < now:
return None
try:
payload = json.loads(row["payload"])
except json.JSONDecodeError:
return None
if isinstance(payload, dict) and isinstance(payload.get("meta"), dict):
stored = str(row.get("stored_at") or "")
try:
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
except Exception:
age = 0
payload["meta"]["staleness_seconds"] = age
payload["meta"]["stale"] = age > QUOTE_TTL
return payload
def _write_cache(db: HubDB, cache_key: str, payload: dict[str, Any], ttl: int, source: str) -> None:
from datetime import timedelta
now = now_shanghai()
stored = isoformat(now)
expires = isoformat(now + timedelta(seconds=ttl))
db.execute(
"""
INSERT INTO rt_cache(cache_key, payload, source, stored_at, expires_at)
VALUES (?,?,?,?,?)
ON CONFLICT(cache_key) DO UPDATE SET
payload=excluded.payload, source=excluded.source,
stored_at=excluded.stored_at, expires_at=excluded.expires_at
""",
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored, expires),
)
db.execute(
"""
INSERT INTO last_known_good(cache_key, payload, source, stored_at)
VALUES (?,?,?,?)
ON CONFLICT(cache_key) DO UPDATE SET
payload=excluded.payload, source=excluded.source, stored_at=excluded.stored_at
""",
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored),
)
+223 -6
View File
@@ -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)
self.run_job(job_id, day)
if job_id in {"eod_a", "eod_b"}:
# Record the attempt before running: even a crash must not
# hide that today's first EOD try already happened.
self._record_eod_attempt(day, now)
try:
self.run_job(job_id, day)
except Exception:
if job_id not in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"}:
raise
# Keep the tick alive; evening retries take over.
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
ran.append(job_id)
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)
+132 -3
View File
@@ -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 = ?",
+23
View File
@@ -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,
+31 -2
View File
@@ -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()
+241
View File
@@ -0,0 +1,241 @@
from __future__ import annotations
import unittest
from datetime import datetime
from pathlib import Path
import tempfile
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.db import HubDB
from datahub.pipeline import Pipeline
from datahub.scheduler import Scheduler
from datahub.settings import Settings
from datahub.timeutil import SHANGHAI
from tests.fixtures import fake_transport
OFFICIAL = {"daily", "valuation", "moneyflow", "auction", "index_daily"}
class DelayedTransport:
"""Upstream that only returns rows for dates it has "published" yet."""
DATE_APIS = {"daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction", "index_daily"}
def __init__(self, ready_dates: set[str]) -> None:
self.ready = set(ready_dates)
self.calls: list[str] = []
def __call__(self, api_name: str, params: dict, fields: str):
self.calls.append(api_name)
if api_name in self.DATE_APIS:
trade_date = str(params.get("trade_date") or "")
if trade_date and trade_date not in self.ready:
return []
return fake_transport(api_name, params, fields)
def clock_at(day: str, hh: int, mm: int) -> datetime:
return datetime(int(day[:4]), int(day[4:6]), int(day[6:8]), hh, mm, tzinfo=SHANGHAI)
class EodRetryTests(unittest.TestCase):
def _make(self, ready_dates: set[str]):
tmp = tempfile.TemporaryDirectory()
self.addCleanup(tmp.cleanup)
db = HubDB(Path(tmp.name) / "hub.db")
transport = DelayedTransport(ready_dates)
adapter = TushareAdapter("x", transport=transport)
settings = Settings(
encryption_key=SecretVault.generate_key(),
db_path=db.path,
backup_dir=Path(tmp.name) / "backups",
)
pipe = Pipeline(db, adapter, settings)
pipe.ingest_reference("20240902")
sched = Scheduler(db, pipe)
return db, transport, pipe, sched
def _job_runs(self, db: HubDB, job_id: str) -> list[dict]:
return db.fetchall("SELECT * FROM job_runs WHERE job_id = ? ORDER BY id", (job_id,))
def _batches(self, db: HubDB, day: str) -> list[dict]:
placeholders = ",".join("?" for _ in OFFICIAL)
return db.fetchall(
f"SELECT * FROM batches WHERE trade_date = ? AND dataset IN ({placeholders})",
(day, *sorted(OFFICIAL)),
)
@staticmethod
def _batch_ids(db: HubDB, day: str) -> set[str]:
return {str(row["batch_id"]) for row in db.fetchall("SELECT batch_id FROM batches WHERE trade_date = ?", (day,))}
@staticmethod
def _eod_calls(transport: DelayedTransport) -> list[str]:
return [name for name in transport.calls if name in DelayedTransport.DATE_APIS]
def _published(self, db: HubDB, day: str) -> set[str]:
placeholders = ",".join("?" for _ in OFFICIAL)
rows = db.fetchall(
f"SELECT dataset FROM publications WHERE trade_date = ? AND dataset IN ({placeholders})",
(day, *sorted(OFFICIAL)),
)
return {str(row["dataset"]) for row in rows}
def test_first_empty_then_retry_succeeds(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make(set())
sched.tick(clock_at(day, 15, 5)) # eod_a: upstream empty -> failed
sched.tick(clock_at(day, 15, 10)) # eod_b: upstream empty -> failed
self.assertEqual(self._published(db, day), set()) # quality gate held
sched.tick(clock_at(day, 15, 20)) # inside window, but <30min since 15:10
self.assertEqual(self._job_runs(db, "eod_retry"), [])
status = sched.eod_status(day, clock=clock_at(day, 15, 20))
self.assertEqual(status["state"], "waiting_upstream")
self.assertTrue(status["next_retry_at"])
self.assertEqual(status["missing_datasets"], sorted(OFFICIAL))
sched.tick(clock_at(day, 15, 40)) # retry #1, still empty
runs = self._job_runs(db, "eod_retry")
self.assertEqual(len(runs), 1)
self.assertEqual(runs[0]["state"], "failed")
self.assertEqual(self._published(db, day), set())
transport.ready.add(day)
sched.tick(clock_at(day, 16, 10)) # retry #2 succeeds
self.assertEqual(self._published(db, day), OFFICIAL)
self.assertEqual(sched.eod_status(day, clock=clock_at(day, 16, 10))["state"], "done")
progress = db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,))
self.assertEqual(progress["state"], "done")
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
# success stops all further same-day requests
batches_before = len(self._batches(db, day))
eod_calls_before = len(self._eod_calls(transport))
sched.tick(clock_at(day, 17, 0))
sched.tick(clock_at(day, 23, 0))
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
self.assertEqual(len(self._batches(db, day)), batches_before)
self.assertEqual(len(self._eod_calls(transport)), eod_calls_before)
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make(set())
sched.tick(clock_at(day, 15, 5))
sched.tick(clock_at(day, 15, 10))
sched.tick(clock_at(day, 15, 40))
sched.tick(clock_at(day, 16, 10))
sched.tick(clock_at(day, 23, 29))
self.assertEqual(len(self._job_runs(db, "eod_retry")), 3)
sched.tick(clock_at(day, 23, 35)) # past cutoff 23:30
status = sched.eod_status(day, clock=clock_at(day, 23, 35))
self.assertEqual(status["state"], "cutoff_failed")
cutoff_runs = [r for r in self._job_runs(db, "eod_retry") if "截止" in str(r["error"])]
self.assertEqual(len(cutoff_runs), 1)
self.assertEqual(self._published(db, day), set())
attempts = db.fetchone("SELECT attempts FROM eod_progress WHERE trade_date = ?", (day,))["attempts"]
sched.tick(clock_at(day, 23, 59))
self.assertEqual(
db.fetchone("SELECT attempts FROM eod_progress WHERE trade_date = ?", (day,))["attempts"],
attempts,
)
self.assertEqual(len(self._job_runs(db, "eod_retry")), 4) # 3 retries + 1 cutoff record
self.assertEqual(self._published(db, day), set())
def test_restart_catches_up_without_overwriting(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make({day})
sched.tick(clock_at(day, 15, 5)) # eod_a publishes 4 datasets
sched.tick(clock_at(day, 15, 10)) # eod_b publishes index
self.assertEqual(self._published(db, day), OFFICIAL)
def official_batches() -> list[str]:
placeholders = ",".join("?" for _ in OFFICIAL)
return [
str(row["batch_id"])
for row in db.fetchall(
f"SELECT batch_id FROM batches WHERE trade_date = ? AND dataset IN ({placeholders})",
(day, *sorted(OFFICIAL)),
)
]
active = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
active_map = {row["dataset"]: row["active_batch"] for row in active if row["dataset"] in OFFICIAL}
batches_before = set(official_batches())
calls_before = self._eod_calls(transport)
# container restart: fresh scheduler, missed-time catch-up fires eod_a/eod_b
sched2 = Scheduler(db, pipe)
ran = sched2.tick(clock_at(day, 21, 0))
self.assertIn("eod_a", ran)
self.assertIn("eod_b", ran)
self.assertNotIn("eod_retry", ran)
self.assertEqual(self._published(db, day), OFFICIAL)
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
self.assertEqual(
{row["dataset"]: row["active_batch"] for row in after if row["dataset"] in OFFICIAL},
active_map,
)
self.assertEqual(set(official_batches()), batches_before) # no duplicate batches
self.assertEqual(self._eod_calls(transport), calls_before) # no duplicate upstream EOD calls
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 21, 0))["state"], "done")
def test_restart_with_partial_publish_only_fetches_missing(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make({day})
sched.tick(clock_at(day, 15, 5)) # eod_a publishes 4; container "crashes" before eod_b
self.assertEqual(self._published(db, day), {"daily", "valuation", "moneyflow", "auction"})
batches_before = self._batch_ids(db, day)
sched2 = Scheduler(db, pipe)
ran = sched2.tick(clock_at(day, 15, 20)) # restart: eod_b catch-up, eod_a all skipped
self.assertIn("eod_b", ran)
self.assertEqual(self._published(db, day), OFFICIAL)
new_ids = self._batch_ids(db, day) - batches_before
new_datasets = {str(b["dataset"]) for b in self._batches(db, day) if str(b["batch_id"]) in new_ids}
self.assertEqual(new_datasets, {"index_daily"})
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 15, 20))["state"], "done")
def test_closed_day_skips_all_eod_work(self) -> None:
day = "20240907" # closed in fixture calendar
db, transport, pipe, sched = self._make(set())
for hh, mm in ((15, 5), (15, 10), (15, 40), (16, 10), (20, 0), (23, 40)):
ran = sched.tick(clock_at(day, hh, mm))
self.assertNotIn("eod_retry", ran)
eod_runs = db.fetchall("SELECT * FROM job_runs WHERE job_id LIKE 'eod%'")
self.assertEqual(eod_runs, [])
self.assertIsNone(db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,)))
self.assertEqual(self._published(db, day), set())
self.assertEqual(sched.eod_status(day, clock=clock_at(day, 20, 0))["state"], "closed_day")
def test_duplicate_and_concurrent_execution_are_safe(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make({day})
sched.tick(clock_at(day, 15, 5))
sched.tick(clock_at(day, 15, 10))
self.assertEqual(self._published(db, day), OFFICIAL)
batches_before = len(self._batches(db, day))
calls_before = len(transport.calls)
out = sched.run_job("eod_retry", day) # manual duplicate run
self.assertEqual(out["state"], "ok")
self.assertEqual(len(self._batches(db, day)), batches_before)
self.assertEqual(len(transport.calls), calls_before)
sched._eod_lock.acquire() # simulate an in-flight EOD job
try:
busy = sched.run_job("eod_retry", day)
self.assertEqual(busy["state"], "skipped")
busy_a = sched.run_job("eod_a", day)
self.assertEqual(busy_a["state"], "skipped")
finally:
sched._eod_lock.release()
self.assertEqual(len(self._batches(db, day)), batches_before)
if __name__ == "__main__":
unittest.main()
@@ -0,0 +1,65 @@
from __future__ import annotations
import tempfile
import unittest
from pathlib import Path
from datahub.adapters.tushare import TushareAdapter
from datahub.crypto import SecretVault
from datahub.hub import Hub
from datahub.settings import Settings
from tests.fixtures import TRADE_DATE, fake_transport
class ExtendedEodTests(unittest.TestCase):
def setUp(self) -> None:
self.tmp = tempfile.TemporaryDirectory()
key = SecretVault.generate_key()
settings = Settings(
host="127.0.0.1",
port=0,
encryption_key=key,
api_token="k" * 32,
admin_password="StartPass1",
tushare_token="tushare-secret",
db_path=Path(self.tmp.name) / "hub.db",
backup_dir=Path(self.tmp.name) / "backups",
scheduler_enabled=False,
quality={"daily_row_ratio": 0.5, "null_rate_max": 0.5, "list_limit_default": 5000, "list_limit_max": 5000},
)
adapter = TushareAdapter("tushare-secret", transport=fake_transport)
self.hub = Hub(settings, adapter=adapter)
self.hub.pipeline.ingest_reference(TRADE_DATE)
for dataset in ("daily", "valuation", "moneyflow", "auction", "index_daily"):
self.hub.pipeline.run_dataset(dataset, TRADE_DATE)
def tearDown(self) -> None:
self.hub.stop()
self.tmp.cleanup()
def test_extended_soft_datasets_publish_and_serve(self) -> None:
results = self.hub.pipeline.run_extended_soft(
("limit_events", "popularity", "dragon_tiger", "sector_daily"),
TRADE_DATE,
)
for name in ("limit_events", "popularity", "dragon_tiger", "sector_daily"):
self.assertEqual(results[name]["state"], "published", results[name])
api = self.hub.api
limits = api.handle("/v1/limit-events", {"date": [TRADE_DATE]})
self.assertGreaterEqual(len(limits["data"]), 1)
self.assertEqual(limits["meta"]["tier"], "official")
pop = api.handle("/v1/popularity", {"date": [TRADE_DATE], "source": ["ths"]})
self.assertEqual(pop["data"][0]["source"], "ths")
lhb = api.handle("/v1/dragon-tiger", {"date": [TRADE_DATE]})
self.assertEqual(lhb["data"][0]["hm_name"], "测试游资")
# hub stores 万元→元
self.assertEqual(lhb["data"][0]["buy_amount"], 10_000_000.0)
sectors = api.handle("/v1/sectors", {"date": [TRADE_DATE], "family": ["ths"]})
self.assertEqual(sectors["data"][0]["family"], "ths")
status = api.handle("/v1/datasets/status", {"date": [TRADE_DATE]})
names = {item["dataset"] for item in status["data"]}
self.assertTrue({"limit_events", "popularity", "dragon_tiger", "sector_daily"} <= names)
if __name__ == "__main__":
unittest.main()
+7 -1
View File
@@ -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()
+262
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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()