Compare commits
6
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
|
|
d175bb65d4 | ||
|
|
16ba83ec01 | ||
|
|
1c740a9d48 | ||
|
|
75c2e33b68 | ||
|
|
32f565ecb9 | ||
|
|
16841e9ae3 |
@@ -122,10 +122,12 @@ 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
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -83,6 +83,16 @@ python -m datahub history-backfill
|
||||
|
||||
`hub-quality.config.json` 的 `field_gates` 按数据集配置关键字段:非空率下限(支持按字段覆盖,如 `dv_ttm` 合法高空值)、非有限值比例上限、以及相对上一已发布批次的非空率塌陷保护。字段大面积为空的批次会被拒绝发布、保留上一份正常正式数据,失败原因逐字段写入 `batches.error` / `quality_json`。被拒后数据集仍视为缺失,盘后自动重试(HEL-435 机制)会继续尝试直到成功或截止。配置对任意数据集生效,不写死单日或单字段。
|
||||
|
||||
## 整批原子发布(release group)
|
||||
|
||||
盘后发布/重发(eod_a、eod_retry、`eod-refresh`、跨数据集重发)不再逐数据集各自切换,而是走整批原子可见机制:
|
||||
|
||||
- 一致性边界:日 K、估值、资金流、竞价同属 A 组整批;指数日 K 为 B 组;当日股票主档快照随 A 组一同切换(主档 `stock_master` 的 UPSERT 与快照发布同一事务,不会出现主档先行/滞后)。
|
||||
- 流程:组内全部成员先在暂存表完成拉取、字段质量门、覆盖检查和跨数据集交叉校验(`cross_gates` 配置 ts_code 覆盖重叠率下限),全部达标后才在**一个 SQLite 事务**里复制正式表并翻转全部 `publications` 指针。
|
||||
- 任一成员失败(拉取失败、质量门拒绝、交叉校验不过、切换事务中断)→ 整批不切换,对外继续提供上一份完整正式版本,失败原因写入 `batches.error` 与 `audit_log`(`action=release-group`),等待晚间自动重试。
|
||||
- 读取侧任何时刻只会看到"旧完整版本"或"新完整版本":发布指针在单事务内统一翻转,容器重启/事务中断自动回滚,不暴露字段残缺或跨数据集混合版本。
|
||||
- 幂等:仅当一致性边界内全部成员都已发布时才整组跳过;边界内任有缺失则整组重暂存后统一切换,避免旧批次与新批次混在同一次重发中。重复执行、并发重试不会在完整边界已就绪时生成重复批次(调度器另有 EOD 互斥锁)。
|
||||
|
||||
## 股票主档每日刷新与发布
|
||||
|
||||
交易日 20:00 与 23:10(`stocks_refresh_times` 可配)自动刷新股票主档并发布版本化快照(`eod_stocks` + `publications.dataset='stocks'`),覆盖当日新上市、证券简称变化和上市首日 N/C 前缀摘除;无变化则跳过,重复执行幂等。`/v1/stocks` 从最新已发布快照提供数据并带 `batch_id` / `published_at`;`/v1/datasets/status` 同步展示 stocks 状态。
|
||||
@@ -105,11 +115,25 @@ python -m datahub moneyflow-backfill # --trading-days 60 --end-date --for
|
||||
|
||||
```bash
|
||||
cd xiaobai-datahub
|
||||
python -m datahub eod-refresh --trade-date 20260904 # 只补缺失数据集
|
||||
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
|
||||
# 强制重取重发:仍走全部质量门,生成新批次,上一批次保留可回滚
|
||||
# --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。
|
||||
|
||||
## 估值发布后复核与自动追补
|
||||
|
||||
Tushare `daily_basic` 会在盘后继续改当日字段。HEL-423 在 2026-09-07 观察到:中枢 17:10 发布 `003021.SZ turnover_rate=1.3565`,21:05 上游/旧链路已是 `1.3572`;其余 7 类观察对象当日一致。日 K、资金流、竞价、指数没有同类晚间修订证据,股票主档已有 20:00/23:10 刷新,因此默认只复核估值,不盲目全量重拉。
|
||||
|
||||
窗口(可配):交易日 **20:00–23:20**,每 30 分钟一次轻量比对(对齐网站 21:00 / 23:30 观察)。只拉取 `daily_basic`,按网站真实请求字段精确比较,无误差豁免。
|
||||
|
||||
- 无变化:不产生新批次,状态「已追平」。
|
||||
- 发现修订:重新走字段质量门、覆盖检查和 A 组整批原子发布;读者全程只能看到上一完整版本或新完整版本。
|
||||
- 上游空 / 接口失败 / 不完整 / 质量门拒绝:保留上一完整版本,状态「复核失败」。
|
||||
- 23:20 截止后停止当晚复核;下一自然日盘前对上一交易日再做一次安全追赶。
|
||||
- 与 `eod_a` / `eod_retry` 共用互斥锁;容器重启会在窗口内立即补一次。
|
||||
|
||||
## 备份
|
||||
|
||||
|
||||
@@ -105,6 +105,7 @@ async function render() {
|
||||
const data = await api("/admin/api/overview");
|
||||
$("phase").textContent = data.session_phase;
|
||||
const eod = data.eod_status || {};
|
||||
const rev = data.revision_status || {};
|
||||
const eodLabels = {
|
||||
pending_first_attempt: "等待首次尝试",
|
||||
waiting_upstream: "等待上游",
|
||||
@@ -112,6 +113,14 @@ async function render() {
|
||||
cutoff_failed: "已截止失败",
|
||||
closed_day: "休市",
|
||||
};
|
||||
const revLabels = {
|
||||
waiting_review: "等待复核",
|
||||
review_failed: "复核失败",
|
||||
aligned: "已追平",
|
||||
cutoff: "已截止",
|
||||
pending_publish: "待发布",
|
||||
closed_day: "休市",
|
||||
};
|
||||
const eodExtra = [];
|
||||
if (eod.state === "waiting_upstream") {
|
||||
eodExtra.push(`已试 ${eod.attempts} 次`);
|
||||
@@ -121,12 +130,16 @@ async function render() {
|
||||
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
|
||||
eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
||||
}
|
||||
const revExtra = [];
|
||||
if (rev.detail) revExtra.push(esc(String(rev.detail)));
|
||||
if (rev.window) revExtra.push(esc(String(rev.window)));
|
||||
page.innerHTML = `
|
||||
<div class="cards">
|
||||
<div class="card"><div class="muted">交易日</div><strong>${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">估值复核</div><strong>${esc(revLabels[rev.state] || rev.state || "-")}</strong><div class="muted">${revExtra.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>
|
||||
@@ -269,7 +282,7 @@ 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;
|
||||
|
||||
@@ -17,11 +17,27 @@
|
||||
"eod_retry_start": "15:15",
|
||||
"eod_retry_interval_minutes": 30,
|
||||
"eod_retry_cutoff": "23:30",
|
||||
"revision_review_datasets": ["valuation"],
|
||||
"revision_review_start": "20:00",
|
||||
"revision_review_interval_minutes": 30,
|
||||
"revision_review_cutoff": "23:20",
|
||||
"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": [
|
||||
|
||||
@@ -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
|
||||
@@ -39,6 +39,7 @@ class AdminAPI:
|
||||
"session_phase": session_phase(now_shanghai(), is_open),
|
||||
"is_open_day": is_open,
|
||||
"eod_status": self.scheduler.eod_status(today),
|
||||
"revision_status": self.scheduler.revision_status(today),
|
||||
"publications": pubs,
|
||||
"anomalies": failed,
|
||||
"recent_calls": _public_calls(calls),
|
||||
@@ -91,6 +92,7 @@ class AdminAPI:
|
||||
{"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": "eod_revise", "at": "20:00-23:20", "title": "估值发布后复核(轻量比对,有修订才整组原子追补)"},
|
||||
{"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"},
|
||||
@@ -143,8 +145,22 @@ class AdminAPI:
|
||||
self._dangerous(password, confirm, f"{dataset}:{day}")
|
||||
if dataset == "reference":
|
||||
result = self.pipeline.ingest_reference(day)
|
||||
elif dataset in OFFICIAL_DATASETS or dataset == STOCKS_DATASET:
|
||||
# Manual same-day republish must rebuild the full A/B boundary.
|
||||
# Gate failures and mid-switch exceptions both surface as
|
||||
# FAILED_PRECONDITION so the admin API never leaks raw
|
||||
# transaction errors to the client.
|
||||
try:
|
||||
result = self.pipeline.force_republish_boundary(dataset, day)
|
||||
failures = self.pipeline.eod_failures(result)
|
||||
if failures:
|
||||
raise ApiError("FAILED_PRECONDITION", "; ".join(failures))
|
||||
except ApiError:
|
||||
raise
|
||||
except Exception as exc:
|
||||
raise ApiError("FAILED_PRECONDITION", str(exc)) from exc
|
||||
else:
|
||||
result = self.pipeline.run_dataset(dataset, day)
|
||||
raise ApiError("INVALID_ARGUMENT", f"unsupported backfill dataset: {dataset}")
|
||||
self.pipeline.audit(actor, "backfill", f"{dataset}:{day}", json.dumps({"ok": True}))
|
||||
return result
|
||||
|
||||
|
||||
@@ -7,7 +7,7 @@ import json
|
||||
import sys
|
||||
|
||||
from datahub.hub import build_hub
|
||||
from datahub.pipeline import OFFICIAL_DATASETS
|
||||
from datahub.pipeline import EOD_A_DATASETS, OFFICIAL_DATASETS, STOCKS_DATASET
|
||||
from datahub.settings import load_settings
|
||||
from datahub.timeutil import yyyymmdd
|
||||
|
||||
@@ -19,15 +19,15 @@ 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(跳过已发布数据集,仍走质量门禁)")
|
||||
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="对 --dataset 指定的数据集强制重取重发(生成新批次,保留上一批次可回滚)",
|
||||
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 使用:只强制重发该数据集(如 valuation)",
|
||||
help="配合 --force:指定边界内任一成员(如 valuation→整组 A;index_daily→整组 B)",
|
||||
)
|
||||
stocks_refresh = sub.add_parser("stocks-refresh", help="刷新股票主档并发布正式快照(幂等:无变化则跳过)")
|
||||
stocks_refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
|
||||
@@ -54,26 +54,27 @@ def main(argv: list[str] | None = None) -> int:
|
||||
if args.command == "eod-refresh":
|
||||
day = yyyymmdd(args.trade_date) if args.trade_date else yyyymmdd()
|
||||
if args.force:
|
||||
datasets = tuple(sorted({args.dataset} & OFFICIAL_DATASETS)) if args.dataset else ()
|
||||
if args.dataset and not datasets:
|
||||
parser.error(f"unknown dataset: {args.dataset}")
|
||||
if not datasets:
|
||||
allowed = set(OFFICIAL_DATASETS) | {STOCKS_DATASET}
|
||||
if not args.dataset:
|
||||
parser.error("--force requires --dataset (e.g. --dataset valuation)")
|
||||
result = {}
|
||||
for dataset in datasets:
|
||||
result[dataset] = hub.pipeline.run_dataset(dataset, day)
|
||||
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,
|
||||
{"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:
|
||||
payload = {"trade_date": day, "datasets": result}
|
||||
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
|
||||
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)
|
||||
|
||||
@@ -238,6 +238,19 @@ CREATE TABLE IF NOT EXISTS eod_progress (
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS revision_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,
|
||||
catchup_done INTEGER NOT NULL DEFAULT 0,
|
||||
last_diff TEXT,
|
||||
detail TEXT,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS audit_log (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
actor TEXT NOT NULL,
|
||||
|
||||
@@ -15,6 +15,12 @@ from datahub.governance.ratelimit import TokenBucket
|
||||
from datahub.governance.retry import RetryError, retry_call
|
||||
from datahub.logutil import get_logger
|
||||
from datahub.normalize import finite_number, normalize_daily
|
||||
from datahub.revision import (
|
||||
compare_fields,
|
||||
diff_published_vs_upstream,
|
||||
official_table,
|
||||
revision_datasets,
|
||||
)
|
||||
from datahub.settings import Settings
|
||||
from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
@@ -133,6 +139,95 @@ def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
||||
return int(row["n"] if row is not None else 0)
|
||||
|
||||
|
||||
def _staging_count_or_raise(connection: Any, dataset: str, trade_date: str, batch_id: str) -> int:
|
||||
rows_out = _staging_row_count(connection, dataset, batch_id)
|
||||
if rows_out <= 0:
|
||||
report = {
|
||||
"rows": 0,
|
||||
"errors": [EMPTY_BATCH_ERROR],
|
||||
"warnings": [],
|
||||
"hard_fail": True,
|
||||
"soft_fail": False,
|
||||
"batch_id": batch_id,
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
}
|
||||
LOGGER.warning(
|
||||
"skip official publish for empty batch",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
"batch_id": batch_id,
|
||||
"rows_out": rows_out,
|
||||
"reason": "upstream_empty",
|
||||
}
|
||||
},
|
||||
)
|
||||
raise QualityError("empty batch cannot be officially published", report)
|
||||
return rows_out
|
||||
|
||||
|
||||
def _upsert_publication(
|
||||
connection: Any,
|
||||
dataset: str,
|
||||
trade_date: str,
|
||||
batch_id: str,
|
||||
state: str,
|
||||
published_at: str,
|
||||
) -> None:
|
||||
current = connection.execute(
|
||||
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
prev = str(current["active_batch"]) if current else None
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
||||
prev_batch=excluded.prev_batch,
|
||||
active_batch=excluded.active_batch,
|
||||
state=excluded.state,
|
||||
published_at=excluded.published_at
|
||||
""",
|
||||
(dataset, trade_date, batch_id, prev, state, published_at),
|
||||
)
|
||||
|
||||
|
||||
def _record_publication_history(
|
||||
connection: Any,
|
||||
dataset: str,
|
||||
trade_date: str,
|
||||
batch_id: str,
|
||||
published_at: str,
|
||||
quality: dict[str, Any],
|
||||
) -> None:
|
||||
max_gen = connection.execute(
|
||||
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
generation = int(max_gen["g"]) + 1
|
||||
connection.execute(
|
||||
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
||||
(dataset, trade_date, batch_id, published_at, generation),
|
||||
)
|
||||
keep = int(quality.get("publication_generations") or 3)
|
||||
stale = connection.execute(
|
||||
"""
|
||||
SELECT batch_id FROM publication_history
|
||||
WHERE dataset = ? AND trade_date = ?
|
||||
ORDER BY generation DESC
|
||||
""",
|
||||
(dataset, trade_date),
|
||||
).fetchall()
|
||||
for row in stale[keep:]:
|
||||
connection.execute(
|
||||
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
||||
(dataset, trade_date, row["batch_id"]),
|
||||
)
|
||||
|
||||
|
||||
class QualityError(RuntimeError):
|
||||
def __init__(self, message: str, report: dict[str, Any]) -> None:
|
||||
super().__init__(message)
|
||||
@@ -259,11 +354,20 @@ class Pipeline:
|
||||
is published; ``force`` re-publishes unconditionally. New listings,
|
||||
renames (incl. N/C prefix removal) and status changes all flow into
|
||||
the snapshot, which carries batch_id/published_at metadata.
|
||||
|
||||
The ``stock_master`` UPSERT happens inside the same publish
|
||||
transaction as the snapshot switch — fetch / quality-gate / switch
|
||||
failures leave the master on the previous complete values.
|
||||
"""
|
||||
day = yyyymmdd(trade_date or self.clock())
|
||||
try:
|
||||
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
||||
with self.db.write() as connection:
|
||||
self._upsert_stock_master(connection, rows, isoformat(self.clock()))
|
||||
except Exception as exc:
|
||||
self.audit(
|
||||
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||
json.dumps({"state": "failed", "error": str(exc)}, ensure_ascii=False),
|
||||
)
|
||||
raise
|
||||
if not force:
|
||||
active, snapshot = self.published_stock_snapshot(day)
|
||||
if active is not None:
|
||||
@@ -280,7 +384,14 @@ class Pipeline:
|
||||
"batch_id": active,
|
||||
"rows": len(snapshot),
|
||||
}
|
||||
try:
|
||||
result = self.run_dataset(STOCKS_DATASET, day, prepared_rows=rows)
|
||||
except Exception as exc:
|
||||
self.audit(
|
||||
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||
json.dumps({"state": "failed", "error": str(exc)}, ensure_ascii=False),
|
||||
)
|
||||
raise
|
||||
self.audit(
|
||||
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
||||
json.dumps({"batch_id": result["batch_id"], "rows": result["rows"]}, ensure_ascii=False),
|
||||
@@ -548,43 +659,592 @@ class Pipeline:
|
||||
return [dataset for dataset in sorted(OFFICIAL_DATASETS) if dataset not in published]
|
||||
|
||||
def run_eod_missing(self, trade_date: str) -> dict[str, Any]:
|
||||
"""Fetch/publish every official dataset still missing for the date.
|
||||
"""Republish every incomplete EOD consistency group for the date.
|
||||
|
||||
Idempotent: datasets with an existing publication are skipped, so
|
||||
repeats never overwrite the current official batch. Per-dataset
|
||||
failures are collected instead of aborting the remaining datasets.
|
||||
A-group (daily/valuation/moneyflow/auction + stocks) and B-group
|
||||
(index_daily) are separate boundaries. Within a group, either the
|
||||
whole boundary is already published (idempotent skip) or every
|
||||
member is re-staged and switched together — never fill only the
|
||||
missing members on top of older batches from an earlier partial run.
|
||||
"""
|
||||
return self._run_eod_datasets(tuple(sorted(OFFICIAL_DATASETS)), trade_date)
|
||||
results: dict[str, Any] = {}
|
||||
results.update(self.run_eod_batch_a(trade_date))
|
||||
results.update(self.run_eod_batch_b(trade_date))
|
||||
return results
|
||||
|
||||
def run_eod_batch_a(self, trade_date: str) -> dict[str, Any]:
|
||||
return self._run_eod_datasets(EOD_A_DATASETS, trade_date)
|
||||
def run_eod_batch_a(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_release_group(EOD_A_DATASETS, trade_date, include_stocks=True, force=force)
|
||||
|
||||
def run_eod_batch_b(self, trade_date: str) -> dict[str, Any]:
|
||||
return self._run_eod_datasets(EOD_B_DATASETS, trade_date)
|
||||
def run_eod_batch_b(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_release_group(EOD_B_DATASETS, trade_date, force=force)
|
||||
|
||||
def _run_eod_datasets(self, datasets: tuple[str, ...], trade_date: str) -> dict[str, Any]:
|
||||
def force_republish_boundary(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
||||
"""Force-republish the full A/B consistency boundary that owns ``dataset``.
|
||||
|
||||
CLI ``eod-refresh --force`` and admin manual backfill must not publish a
|
||||
single official member alone — that would mix old and new batches inside
|
||||
the same trade date. Naming any A-group member (or stocks) rebuilds the
|
||||
whole A group; naming ``index_daily`` rebuilds B.
|
||||
"""
|
||||
name = str(dataset or "").strip()
|
||||
if name in EOD_A_DATASETS or name == STOCKS_DATASET:
|
||||
return self.run_eod_batch_a(trade_date, force=True)
|
||||
if name in EOD_B_DATASETS:
|
||||
return self.run_eod_batch_b(trade_date, force=True)
|
||||
raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
|
||||
|
||||
def published_official_rows(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
||||
day = yyyymmdd(trade_date)
|
||||
batch_id = self.active_batch(dataset, day)
|
||||
if not batch_id:
|
||||
return []
|
||||
fields = compare_fields(dataset)
|
||||
table = official_table(dataset)
|
||||
if fields:
|
||||
columns = ",".join(fields)
|
||||
return self.db.fetchall(
|
||||
f"SELECT {columns} FROM {table} WHERE batch_id = ?",
|
||||
(batch_id,),
|
||||
)
|
||||
return self.db.fetchall(f"SELECT * FROM {table} WHERE batch_id = ?", (batch_id,))
|
||||
|
||||
def compare_revision(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
||||
"""Light fetch of one revision-risk dataset vs the published official rows."""
|
||||
day = yyyymmdd(trade_date)
|
||||
published = self.published_official_rows(dataset, day)
|
||||
if not published:
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"changed": False,
|
||||
"state": "skipped",
|
||||
"reason": "not_published",
|
||||
}
|
||||
try:
|
||||
upstream = self._fetch_dataset(dataset, day)
|
||||
except Exception as exc:
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"changed": False,
|
||||
"state": "failed",
|
||||
"reason": "upstream_error",
|
||||
"error": str(exc),
|
||||
}
|
||||
if not upstream:
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"changed": False,
|
||||
"state": "failed",
|
||||
"reason": "upstream_empty",
|
||||
"error": "revision review upstream empty",
|
||||
"published_rows": len(published),
|
||||
"upstream_rows": 0,
|
||||
}
|
||||
listed = self.db.fetchone(
|
||||
"SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
|
||||
)
|
||||
listed_n = int((listed or {}).get("n") or 0)
|
||||
floor = float(self.settings.quality.get("daily_row_ratio") or 0.98)
|
||||
if listed_n and len(upstream) / listed_n < floor:
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"changed": False,
|
||||
"state": "failed",
|
||||
"reason": "incomplete",
|
||||
"error": (
|
||||
f"revision review incomplete: upstream {len(upstream)} "
|
||||
f"/ listed {listed_n} < {floor}"
|
||||
),
|
||||
"published_rows": len(published),
|
||||
"upstream_rows": len(upstream),
|
||||
}
|
||||
if len(upstream) < len(published) * floor:
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"changed": False,
|
||||
"state": "failed",
|
||||
"reason": "incomplete",
|
||||
"error": (
|
||||
f"revision review incomplete: upstream {len(upstream)} "
|
||||
f"< published {len(published)} * {floor}"
|
||||
),
|
||||
"published_rows": len(published),
|
||||
"upstream_rows": len(upstream),
|
||||
}
|
||||
compared = diff_published_vs_upstream(dataset, published, upstream)
|
||||
compared["trade_date"] = day
|
||||
compared["state"] = "changed" if compared["changed"] else "unchanged"
|
||||
compared["reason"] = "revised" if compared["changed"] else "unchanged"
|
||||
return compared
|
||||
|
||||
def review_published_revisions(self, trade_date: str) -> dict[str, Any]:
|
||||
"""Evening/morning catch-up: compare website fields, republish only on change.
|
||||
|
||||
Unchanged → no new batch. Changed → full A/B boundary quality gate +
|
||||
atomic switch (HEL-459/460/461). Empty/failed/incomplete upstream keeps
|
||||
the previous complete official version.
|
||||
"""
|
||||
day = yyyymmdd(trade_date)
|
||||
results: dict[str, Any] = {}
|
||||
for dataset in revision_datasets(self.settings.quality):
|
||||
compared = self.compare_revision(dataset, day)
|
||||
if compared.get("state") == "skipped":
|
||||
results[dataset] = compared
|
||||
continue
|
||||
if compared.get("state") == "failed":
|
||||
results[dataset] = compared
|
||||
LOGGER.warning(
|
||||
"revision review kept previous official version",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"reason": compared.get("reason"),
|
||||
"event": "revision_review_failed",
|
||||
}
|
||||
},
|
||||
)
|
||||
self.audit(
|
||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
||||
json.dumps(
|
||||
{
|
||||
"state": "failed",
|
||||
"reason": compared.get("reason"),
|
||||
"error": compared.get("error"),
|
||||
},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
)
|
||||
continue
|
||||
if not compared.get("changed"):
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "aligned",
|
||||
"reason": "unchanged",
|
||||
"published_rows": compared.get("published_rows"),
|
||||
"upstream_rows": compared.get("upstream_rows"),
|
||||
}
|
||||
self.audit(
|
||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
||||
json.dumps({"state": "aligned", "reason": "unchanged"}, ensure_ascii=False),
|
||||
)
|
||||
continue
|
||||
LOGGER.info(
|
||||
"revision review detected upstream rewrite, republishing boundary",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"diffs": compared.get("diffs"),
|
||||
"event": "revision_review_changed",
|
||||
}
|
||||
},
|
||||
)
|
||||
try:
|
||||
published = self.force_republish_boundary(dataset, day)
|
||||
except Exception as exc:
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"reason": "republish_error",
|
||||
"error": str(exc),
|
||||
"diffs": compared.get("diffs"),
|
||||
}
|
||||
LOGGER.warning(
|
||||
"revision republish failed, previous official version keeps serving",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"reason": str(exc),
|
||||
"event": "revision_review_failed",
|
||||
}
|
||||
},
|
||||
)
|
||||
self.audit(
|
||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
||||
json.dumps(
|
||||
{"state": "failed", "reason": "republish_error", "error": str(exc)},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
)
|
||||
continue
|
||||
failures = self.eod_failures(published)
|
||||
if failures:
|
||||
results.update(published)
|
||||
results[dataset] = {
|
||||
**(published.get(dataset) or {}),
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"reason": "quality_gate",
|
||||
"error": "; ".join(failures),
|
||||
"diffs": compared.get("diffs"),
|
||||
}
|
||||
self.audit(
|
||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
||||
json.dumps(
|
||||
{
|
||||
"state": "failed",
|
||||
"reason": "quality_gate",
|
||||
"error": "; ".join(failures),
|
||||
"diffs": compared.get("diffs"),
|
||||
},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
)
|
||||
continue
|
||||
results.update(published)
|
||||
results["review"] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "aligned",
|
||||
"reason": "revised",
|
||||
"diffs": compared.get("diffs"),
|
||||
"missing_codes": compared.get("missing_codes"),
|
||||
"extra_codes": compared.get("extra_codes"),
|
||||
}
|
||||
self.audit(
|
||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
||||
json.dumps(
|
||||
{
|
||||
"state": "aligned",
|
||||
"reason": "revised",
|
||||
"diffs": compared.get("diffs"),
|
||||
"switched": sorted(
|
||||
name for name, item in published.items()
|
||||
if isinstance(item, dict) and item.get("state") == "published"
|
||||
),
|
||||
},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
)
|
||||
return results
|
||||
|
||||
def run_release_group(
|
||||
self,
|
||||
datasets: tuple[str, ...],
|
||||
trade_date: str,
|
||||
include_stocks: bool = False,
|
||||
force: bool = False,
|
||||
) -> dict[str, Any]:
|
||||
"""One post-market publish/republish becomes one atomic visibility flip.
|
||||
|
||||
Consistency boundary: every member (official datasets, plus the daily
|
||||
stocks snapshot when ``include_stocks``) is fetched, staged,
|
||||
field-gated and cross-validated BEFORE any reader can see it. Only
|
||||
when the whole group passes does a single SQLite transaction copy
|
||||
all staging batches to the official tables and flip every
|
||||
``publications`` row at once. Any member failure aborts the group:
|
||||
the previous complete official version keeps serving and the reason
|
||||
is recorded on the batches and in the audit log.
|
||||
|
||||
Skip is all-or-nothing for the boundary unless ``force``: if every
|
||||
official member (and stocks when required) is already published, the
|
||||
group is skipped. If any official member is still missing — or
|
||||
``force`` is set — every official member is re-staged, so a retry or
|
||||
manual republish never mixes old and new batches in one release.
|
||||
"""
|
||||
day = yyyymmdd(trade_date)
|
||||
results: dict[str, Any] = {}
|
||||
staged: dict[str, dict[str, Any]] = {}
|
||||
failure: str | None = None
|
||||
missing_official = [dataset for dataset in datasets if self.active_batch(dataset, day) is None]
|
||||
stocks_missing = include_stocks and self.active_batch(STOCKS_DATASET, day) is None
|
||||
|
||||
if not force and not missing_official and not stocks_missing:
|
||||
for dataset in datasets:
|
||||
if self.active_batch(dataset, day) is not None:
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "skipped",
|
||||
"reason": "already_published",
|
||||
}
|
||||
if include_stocks:
|
||||
results[STOCKS_DATASET] = {
|
||||
"dataset": STOCKS_DATASET,
|
||||
"trade_date": day,
|
||||
"state": "skipped",
|
||||
"reason": "already_published",
|
||||
}
|
||||
return results
|
||||
|
||||
# Incomplete or forced boundary → restage every official member together.
|
||||
pending = list(datasets)
|
||||
|
||||
for dataset in pending:
|
||||
if failure is not None:
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "aborted",
|
||||
"reason": f"release group aborted: {failure}",
|
||||
}
|
||||
continue
|
||||
try:
|
||||
results[dataset] = self.run_dataset(dataset, day)
|
||||
staged[dataset] = self._stage_and_validate(dataset, day)
|
||||
except Exception as exc:
|
||||
failure = f"{dataset}: {exc}"
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": str(exc),
|
||||
}
|
||||
|
||||
# Stocks join the same switch when the official boundary is being
|
||||
# rebuilt (missing or forced), or when only the stocks snapshot is
|
||||
# still missing.
|
||||
rebuild_official = bool(force or missing_official)
|
||||
if include_stocks and failure is None and (rebuild_official or stocks_missing):
|
||||
try:
|
||||
stocks_plan = self._stage_stocks_snapshot(day, force=rebuild_official)
|
||||
except Exception as exc:
|
||||
failure = f"{STOCKS_DATASET}: {exc}"
|
||||
results[STOCKS_DATASET] = {
|
||||
"dataset": STOCKS_DATASET,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": str(exc),
|
||||
}
|
||||
else:
|
||||
if stocks_plan is not None:
|
||||
staged[STOCKS_DATASET] = stocks_plan
|
||||
|
||||
if failure is None and staged:
|
||||
cross_errors = self._cross_gate_errors(staged)
|
||||
if cross_errors:
|
||||
failure = "; ".join(cross_errors)
|
||||
|
||||
if failure is not None:
|
||||
for dataset, item in staged.items():
|
||||
self._abandon_batch(item["batch_id"], f"release group not switched: {failure}")
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": f"release group not switched: {failure}",
|
||||
"batch_id": item["batch_id"],
|
||||
}
|
||||
LOGGER.warning(
|
||||
"release group blocked, previous official version keeps serving",
|
||||
extra={
|
||||
"hub": {
|
||||
"trade_date": day,
|
||||
"datasets": sorted(staged),
|
||||
"reason": failure,
|
||||
"event": "release_group_blocked",
|
||||
}
|
||||
},
|
||||
)
|
||||
self.audit(
|
||||
"pipeline", "release-group", f"eod:{day}",
|
||||
json.dumps({"state": "failed", "reason": failure}, ensure_ascii=False),
|
||||
)
|
||||
return results
|
||||
|
||||
if staged:
|
||||
try:
|
||||
self._switch_release_group(day, staged)
|
||||
except Exception as exc:
|
||||
reason = f"release group switch failed: {exc}"
|
||||
for item in staged.values():
|
||||
self._abandon_batch(item["batch_id"], reason)
|
||||
LOGGER.warning(
|
||||
"release group switch failed, previous official version keeps serving",
|
||||
extra={
|
||||
"hub": {
|
||||
"trade_date": day,
|
||||
"datasets": sorted(staged),
|
||||
"reason": reason,
|
||||
"event": "release_group_switch_failed",
|
||||
}
|
||||
},
|
||||
)
|
||||
self.audit(
|
||||
"pipeline", "release-group", f"eod:{day}",
|
||||
json.dumps(
|
||||
{
|
||||
"state": "failed",
|
||||
"reason": reason,
|
||||
"switched": [],
|
||||
"force": bool(force),
|
||||
},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
)
|
||||
raise
|
||||
for dataset, item in staged.items():
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": item["state"],
|
||||
"batch_id": item["batch_id"],
|
||||
"rows": item["rows"],
|
||||
}
|
||||
self.audit(
|
||||
"pipeline", "release-group", f"eod:{day}",
|
||||
json.dumps(
|
||||
{"state": "ok", "switched": sorted(staged), "force": bool(force)},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
)
|
||||
return results
|
||||
|
||||
def _stage_and_validate(self, dataset: str, trade_date: str, attempts: int | None = None) -> dict[str, Any]:
|
||||
"""Fetch → stage → quality-gate one member without publishing it."""
|
||||
day = yyyymmdd(trade_date)
|
||||
batch_id = self.next_batch_id(dataset, day)
|
||||
max_attempts = attempts or self.settings.max_publish_attempts
|
||||
rows: list[dict[str, Any]] = []
|
||||
self._set_batch(batch_id, dataset, day, "scheduled", 0)
|
||||
try:
|
||||
self._set_batch(batch_id, dataset, day, "fetching", 1)
|
||||
rows = retry_call(
|
||||
lambda: self._fetch_dataset(dataset, day),
|
||||
attempts=max_attempts,
|
||||
base_delay=0.05,
|
||||
sleeper=lambda _d: time.sleep(_d),
|
||||
)
|
||||
self._stage(dataset, batch_id, rows)
|
||||
self._set_batch(batch_id, dataset, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
self._set_batch(batch_id, dataset, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
report = self.validate(dataset, batch_id, day, rows)
|
||||
if report["hard_fail"]:
|
||||
self._reject_batch(batch_id, dataset, day, rows, report)
|
||||
raise QualityError("integrity gate failed", report)
|
||||
except RetryError as exc:
|
||||
self._set_batch(batch_id, dataset, day, "failed", max_attempts, error=str(exc), finished=True)
|
||||
raise
|
||||
except QualityError as exc:
|
||||
current = self.db.fetchone("SELECT state FROM batches WHERE batch_id = ?", (batch_id,))
|
||||
if current and current["state"] not in {"staged", "failed"}:
|
||||
self._reject_batch(batch_id, dataset, day, rows, exc.report)
|
||||
raise
|
||||
except Exception as exc:
|
||||
self._set_batch(batch_id, dataset, day, "failed", 1, error=str(exc), finished=True)
|
||||
raise
|
||||
self._set_batch(
|
||||
batch_id, dataset, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
||||
)
|
||||
return {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"batch_id": batch_id,
|
||||
"rows": len(rows),
|
||||
"quality": report,
|
||||
"state": "degraded" if report["soft_fail"] else "published",
|
||||
}
|
||||
|
||||
def _stage_stocks_snapshot(self, trade_date: str, force: bool = False) -> dict[str, Any] | None:
|
||||
"""Stage the daily stocks snapshot for a release group switch.
|
||||
|
||||
Returns None when the published snapshot is already identical to
|
||||
upstream (idempotent skip) unless ``force`` is set. The stock_master
|
||||
upsert is deferred into the group switch / publish transaction so the
|
||||
master never runs ahead of the published snapshot.
|
||||
"""
|
||||
day = yyyymmdd(trade_date)
|
||||
active, snapshot = self.published_stock_snapshot(day)
|
||||
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
||||
if active is not None and not force:
|
||||
upstream = sorted(
|
||||
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
||||
)
|
||||
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
||||
if upstream == published:
|
||||
return None
|
||||
batch_id = self.next_batch_id(STOCKS_DATASET, day)
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "scheduled", 0)
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "fetching", 1)
|
||||
self._stage(STOCKS_DATASET, batch_id, rows)
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
self._set_batch(batch_id, STOCKS_DATASET, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
||||
report = self.validate(STOCKS_DATASET, batch_id, day, rows)
|
||||
if report["hard_fail"]:
|
||||
self._reject_batch(batch_id, STOCKS_DATASET, day, rows, report)
|
||||
raise QualityError("integrity gate failed", report)
|
||||
self._set_batch(
|
||||
batch_id, STOCKS_DATASET, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
||||
)
|
||||
return {
|
||||
"dataset": STOCKS_DATASET,
|
||||
"trade_date": day,
|
||||
"batch_id": batch_id,
|
||||
"rows": len(rows),
|
||||
"row_values": rows,
|
||||
"quality": report,
|
||||
"state": "degraded" if report["soft_fail"] else "published",
|
||||
}
|
||||
|
||||
def _cross_gate_errors(self, staged: dict[str, dict[str, Any]]) -> list[str]:
|
||||
"""Cross-dataset consistency checks on staged batches (交叉校验)."""
|
||||
errors: list[str] = []
|
||||
gates = self.settings.quality.get("cross_gates") or []
|
||||
for gate in gates if isinstance(gates, list) else []:
|
||||
if not isinstance(gate, dict):
|
||||
continue
|
||||
left = str(gate.get("left") or "")
|
||||
right = str(gate.get("right") or "")
|
||||
if not left or not right or left not in staged or right not in staged:
|
||||
continue
|
||||
floor = float(gate.get("min_key_overlap") or 0.98)
|
||||
left_keys = self._staging_keys(left, staged[left]["batch_id"])
|
||||
right_keys = self._staging_keys(right, staged[right]["batch_id"])
|
||||
denom = max(len(left_keys), len(right_keys))
|
||||
overlap = (len(left_keys & right_keys) / denom) if denom else 1.0
|
||||
if overlap < floor:
|
||||
errors.append(
|
||||
f"cross gate: {left} vs {right} key overlap {overlap:.4f} < {floor}"
|
||||
)
|
||||
return errors
|
||||
|
||||
def _staging_keys(self, dataset: str, batch_id: str) -> set[str]:
|
||||
table = DATASET_TABLES[dataset][1]
|
||||
rows = self.db.fetchall(
|
||||
f"SELECT DISTINCT ts_code FROM {table} WHERE batch_id = ?",
|
||||
(batch_id,),
|
||||
)
|
||||
return {str(row["ts_code"]) for row in rows}
|
||||
|
||||
def _switch_release_group(self, trade_date: str, members: dict[str, dict[str, Any]]) -> None:
|
||||
"""Single transaction: copy every member and flip every publication."""
|
||||
day = yyyymmdd(trade_date)
|
||||
published_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
for dataset, item in members.items():
|
||||
_staging_count_or_raise(connection, dataset, day, item["batch_id"])
|
||||
for dataset, item in members.items():
|
||||
connection.execute(EOD_COPY[dataset], (item["batch_id"],))
|
||||
if dataset == STOCKS_DATASET:
|
||||
self._upsert_stock_master(connection, item["row_values"], published_at)
|
||||
if self.before_commit:
|
||||
self.before_commit()
|
||||
for dataset, item in members.items():
|
||||
_upsert_publication(connection, dataset, day, item["batch_id"], item["state"], published_at)
|
||||
_record_publication_history(
|
||||
connection, dataset, day, item["batch_id"], published_at, self.settings.quality
|
||||
)
|
||||
connection.execute(
|
||||
"UPDATE batches SET state='published', finished_at=? WHERE batch_id=?",
|
||||
(published_at, item["batch_id"]),
|
||||
)
|
||||
|
||||
def _abandon_batch(self, batch_id: str, reason: str) -> None:
|
||||
row = self.db.fetchone("SELECT dataset, trade_date FROM batches WHERE batch_id = ?", (batch_id,))
|
||||
if not row:
|
||||
return
|
||||
self._set_batch(
|
||||
batch_id, str(row["dataset"]), str(row["trade_date"]), "failed", 1,
|
||||
error=reason, finished=True,
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def eod_failures(results: dict[str, Any]) -> list[str]:
|
||||
return [
|
||||
@@ -735,77 +1395,24 @@ class Pipeline:
|
||||
return batch_id, stats
|
||||
|
||||
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
||||
copy_sql = EOD_COPY[dataset]
|
||||
published_at = isoformat(self.clock())
|
||||
with self.db.write() as connection:
|
||||
rows_out = _staging_row_count(connection, dataset, batch_id)
|
||||
if rows_out <= 0:
|
||||
report = {
|
||||
"rows": 0,
|
||||
"errors": [EMPTY_BATCH_ERROR],
|
||||
"warnings": [],
|
||||
"hard_fail": True,
|
||||
"soft_fail": False,
|
||||
"batch_id": batch_id,
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
}
|
||||
LOGGER.warning(
|
||||
"skip official publish for empty batch",
|
||||
extra={
|
||||
"hub": {
|
||||
"dataset": dataset,
|
||||
"trade_date": trade_date,
|
||||
"batch_id": batch_id,
|
||||
"rows_out": rows_out,
|
||||
"reason": "upstream_empty",
|
||||
}
|
||||
},
|
||||
)
|
||||
raise QualityError("empty batch cannot be officially published", report)
|
||||
current = connection.execute(
|
||||
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
prev = str(current["active_batch"]) if current else None
|
||||
connection.execute(copy_sql, (batch_id,))
|
||||
_staging_count_or_raise(connection, dataset, trade_date, batch_id)
|
||||
connection.execute(EOD_COPY[dataset], (batch_id,))
|
||||
if dataset == STOCKS_DATASET:
|
||||
staging = DATASET_TABLES[STOCKS_DATASET][1]
|
||||
stock_rows = [
|
||||
dict(row)
|
||||
for row in connection.execute(
|
||||
f"SELECT * FROM {staging} WHERE batch_id = ?",
|
||||
(batch_id,),
|
||||
).fetchall()
|
||||
]
|
||||
self._upsert_stock_master(connection, stock_rows, published_at)
|
||||
if self.before_commit:
|
||||
self.before_commit()
|
||||
connection.execute(
|
||||
"""
|
||||
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
||||
VALUES (?, ?, ?, ?, ?, ?)
|
||||
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
||||
prev_batch=excluded.prev_batch,
|
||||
active_batch=excluded.active_batch,
|
||||
state=excluded.state,
|
||||
published_at=excluded.published_at
|
||||
""",
|
||||
(dataset, trade_date, batch_id, prev, state, published_at),
|
||||
)
|
||||
max_gen = connection.execute(
|
||||
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
||||
(dataset, trade_date),
|
||||
).fetchone()
|
||||
generation = int(max_gen["g"]) + 1
|
||||
connection.execute(
|
||||
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
||||
(dataset, trade_date, batch_id, published_at, generation),
|
||||
)
|
||||
keep = int(self.settings.quality.get("publication_generations") or 3)
|
||||
stale = connection.execute(
|
||||
"""
|
||||
SELECT batch_id FROM publication_history
|
||||
WHERE dataset = ? AND trade_date = ?
|
||||
ORDER BY generation DESC
|
||||
""",
|
||||
(dataset, trade_date),
|
||||
).fetchall()
|
||||
for row in stale[keep:]:
|
||||
connection.execute(
|
||||
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
||||
(dataset, trade_date, row["batch_id"]),
|
||||
)
|
||||
_upsert_publication(connection, dataset, trade_date, batch_id, state, published_at)
|
||||
_record_publication_history(connection, dataset, trade_date, batch_id, published_at, self.settings.quality)
|
||||
|
||||
def rollback(self, dataset: str, trade_date: str, actor: str = "admin") -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(trade_date)
|
||||
|
||||
@@ -0,0 +1,111 @@
|
||||
"""Post-publish revision review for datasets whose upstream may rewrite T-day fields.
|
||||
|
||||
HEL-423 field evidence, not a whitelist of tolerated diffs:
|
||||
|
||||
- 2026-09-07 valuation/daily_basic: hub published 003021.SZ turnover_rate=1.3565
|
||||
at 17:10; website legacy and a direct Tushare read at 21:05 both showed 1.3572.
|
||||
The other seven observed objects (daily, moneyflow, auction, stocks, status,
|
||||
index_daily, calendar) matched. Hub had already stopped the day after the
|
||||
first successful publish, so the revision never self-healed.
|
||||
- 2026-09-02: same dataset, opposite direction (hub already held the later
|
||||
value). Confirms daily_basic is rewritten after the first complete dump.
|
||||
|
||||
Daily bars, moneyflow, auction and index_daily have no same-evening field
|
||||
revision evidence. Stocks already refreshes at 20:00/23:10. Review therefore
|
||||
fetches only configured revision-risk datasets (default: valuation) and
|
||||
compares the website-requested field set. No numeric tolerance.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
from datahub.db import DATASET_TABLES
|
||||
from datahub.normalize import VALUATION_FIELDS
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
# Datasets with proven same-evening upstream rewrites. Config may replace this
|
||||
# list; it must not silently expand to a full EOD re-pull.
|
||||
DEFAULT_REVISION_DATASETS = ("valuation",)
|
||||
|
||||
# Website daily_basic request (HEL-423): ts_code/trade_date plus the eight
|
||||
# value fields used by the old link and field_gates.
|
||||
WEBSITE_COMPARE_FIELDS: dict[str, tuple[str, ...]] = {
|
||||
"valuation": VALUATION_FIELDS,
|
||||
}
|
||||
|
||||
REVISION_STATES = ("waiting_review", "review_failed", "aligned", "cutoff")
|
||||
|
||||
|
||||
def revision_datasets(quality: dict[str, Any] | None) -> tuple[str, ...]:
|
||||
raw = (quality or {}).get("revision_review_datasets")
|
||||
if isinstance(raw, (list, tuple)) and raw:
|
||||
names = tuple(str(item) for item in raw if str(item))
|
||||
if names:
|
||||
return names
|
||||
return DEFAULT_REVISION_DATASETS
|
||||
|
||||
|
||||
def compare_fields(dataset: str) -> tuple[str, ...]:
|
||||
fields = WEBSITE_COMPARE_FIELDS.get(dataset)
|
||||
if fields:
|
||||
return fields
|
||||
gate = {}
|
||||
return tuple(str(item) for item in (gate.get("fields") or []) if str(item))
|
||||
|
||||
|
||||
def _norm_value(field: str, value: Any) -> Any:
|
||||
if field in {"ts_code", "trade_date"}:
|
||||
return str(value or "")
|
||||
number = round4(finite_number(value))
|
||||
return number
|
||||
|
||||
|
||||
def row_signature(row: dict[str, Any], fields: tuple[str, ...]) -> tuple[Any, ...]:
|
||||
return tuple(_norm_value(field, row.get(field)) for field in fields)
|
||||
|
||||
|
||||
def diff_published_vs_upstream(
|
||||
dataset: str,
|
||||
published: list[dict[str, Any]],
|
||||
upstream: list[dict[str, Any]],
|
||||
*,
|
||||
max_diffs: int = 20,
|
||||
) -> dict[str, Any]:
|
||||
"""Exact compare on website-requested fields. No tolerance / exemption."""
|
||||
fields = compare_fields(dataset)
|
||||
if not fields:
|
||||
fields = tuple(sorted({key for row in published + upstream for key in row if key != "batch_id"}))
|
||||
pub_map = {str(row.get("ts_code") or "").upper(): row for row in published}
|
||||
up_map = {str(row.get("ts_code") or "").upper(): row for row in upstream}
|
||||
missing = sorted(code for code in pub_map if code not in up_map)
|
||||
extra = sorted(code for code in up_map if code not in pub_map)
|
||||
diffs: list[dict[str, Any]] = []
|
||||
for code in sorted(set(pub_map) & set(up_map)):
|
||||
left = row_signature(pub_map[code], fields)
|
||||
right = row_signature(up_map[code], fields)
|
||||
if left == right:
|
||||
continue
|
||||
for field, old, new in zip(fields, left, right):
|
||||
if old == new:
|
||||
continue
|
||||
diffs.append({"ts_code": code, "field": field, "published": old, "upstream": new})
|
||||
if len(diffs) >= max_diffs:
|
||||
break
|
||||
if len(diffs) >= max_diffs:
|
||||
break
|
||||
changed = bool(diffs or missing or extra)
|
||||
return {
|
||||
"changed": changed,
|
||||
"dataset": dataset,
|
||||
"fields": list(fields),
|
||||
"published_rows": len(published),
|
||||
"upstream_rows": len(upstream),
|
||||
"missing_codes": missing[:max_diffs],
|
||||
"extra_codes": extra[:max_diffs],
|
||||
"diffs": diffs,
|
||||
}
|
||||
|
||||
|
||||
def official_table(dataset: str) -> str:
|
||||
return DATASET_TABLES[dataset][0]
|
||||
@@ -1,5 +1,6 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import threading
|
||||
from collections.abc import Callable
|
||||
from datetime import datetime, time, timedelta
|
||||
@@ -8,13 +9,14 @@ from typing import Any
|
||||
from datahub.db import HubDB
|
||||
from datahub.logutil import get_logger
|
||||
from datahub.pipeline import Pipeline
|
||||
from datahub.revision import revision_datasets
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
LOGGER = get_logger()
|
||||
|
||||
JobFn = Callable[[str], Any]
|
||||
|
||||
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry"}
|
||||
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry", "eod_revise"}
|
||||
|
||||
|
||||
def is_open_day(db: HubDB, day: str) -> bool:
|
||||
@@ -27,6 +29,20 @@ def is_open_day(db: HubDB, day: str) -> bool:
|
||||
return int(row["is_open"]) == 1
|
||||
|
||||
|
||||
def previous_open_day(db: HubDB, day: str) -> str | None:
|
||||
row = db.fetchone(
|
||||
"""
|
||||
SELECT cal_date FROM trade_calendar
|
||||
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date < ?
|
||||
ORDER BY cal_date DESC LIMIT 1
|
||||
""",
|
||||
(day,),
|
||||
)
|
||||
if row is None:
|
||||
return None
|
||||
return str(row["cal_date"])
|
||||
|
||||
|
||||
def _hhmm(value: str) -> time:
|
||||
return datetime.strptime(value, "%H:%M").time()
|
||||
|
||||
@@ -49,6 +65,7 @@ class Scheduler:
|
||||
"eod_a": self._eod_a,
|
||||
"eod_b": self._eod_b,
|
||||
"eod_retry": self._eod_retry,
|
||||
"eod_revise": self._eod_revise,
|
||||
"stocks_refresh": self._stocks_refresh,
|
||||
"cleanup": self._cleanup,
|
||||
"backup": self._backup,
|
||||
@@ -118,6 +135,8 @@ class Scheduler:
|
||||
if job_id in {"eod_a", "eod_b"}:
|
||||
self._settle_eod(day)
|
||||
ran.extend(self._eod_retry_tick(now, day, open_day))
|
||||
ran.extend(self._revision_review_tick(now, day, open_day))
|
||||
ran.extend(self._revision_catchup_tick(now, day))
|
||||
return ran
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
@@ -219,6 +238,201 @@ class Scheduler:
|
||||
"detail": (row or {}).get("detail"),
|
||||
}
|
||||
|
||||
def revision_progress(self, day: str) -> dict[str, Any] | None:
|
||||
return self.db.fetchone("SELECT * FROM revision_progress WHERE trade_date = ?", (day,))
|
||||
|
||||
def revision_status(self, trade_date: str | None = None, clock: datetime | None = None) -> dict[str, Any]:
|
||||
"""等待复核 / 复核失败 / 已追平 / 已截止."""
|
||||
day = yyyymmdd(trade_date or now_shanghai(clock))
|
||||
row = self.revision_progress(day)
|
||||
open_day = is_open_day(self.db, day)
|
||||
published = self._revision_ready(day)
|
||||
if row and row["state"] in {"aligned", "review_failed", "cutoff", "waiting_review"}:
|
||||
state = str(row["state"])
|
||||
elif not open_day:
|
||||
state = "closed_day"
|
||||
elif not published:
|
||||
state = "pending_publish"
|
||||
else:
|
||||
state = "waiting_review"
|
||||
return {
|
||||
"trade_date": day,
|
||||
"is_open_day": open_day,
|
||||
"state": state,
|
||||
"datasets": list(revision_datasets(self.pipeline.settings.quality)),
|
||||
"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 in {"waiting_review", "review_failed"} else None,
|
||||
"finished_at": (row or {}).get("finished_at"),
|
||||
"catchup_done": bool(int((row or {}).get("catchup_done") or 0)),
|
||||
"detail": (row or {}).get("detail"),
|
||||
"window": f"{self.pipeline.settings.revision_review_start}-{self.pipeline.settings.revision_review_cutoff}",
|
||||
}
|
||||
|
||||
def _revision_ready(self, day: str) -> bool:
|
||||
return all(
|
||||
self.pipeline.active_batch(dataset, day)
|
||||
for dataset in revision_datasets(self.pipeline.settings.quality)
|
||||
)
|
||||
|
||||
def _revision_due(self, now: datetime, row: dict[str, Any] | None) -> bool:
|
||||
if row is None or not row.get("last_attempt_at"):
|
||||
return True
|
||||
try:
|
||||
last = datetime.fromisoformat(str(row["last_attempt_at"]))
|
||||
except ValueError:
|
||||
return True
|
||||
interval = timedelta(minutes=self.pipeline.settings.revision_review_interval_minutes)
|
||||
return now_shanghai(last).replace(tzinfo=None) + interval <= now.replace(tzinfo=None)
|
||||
|
||||
def _revision_review_tick(self, now: datetime, day: str, open_day: bool) -> list[str]:
|
||||
if not open_day or not self._revision_ready(day):
|
||||
return []
|
||||
settings = self.pipeline.settings
|
||||
current = now.time()
|
||||
start = _hhmm(settings.revision_review_start)
|
||||
cutoff = _hhmm(settings.revision_review_cutoff)
|
||||
row = self.revision_progress(day)
|
||||
if current < start:
|
||||
if row is None:
|
||||
self._save_revision_progress(day, state="waiting_review")
|
||||
return []
|
||||
if current >= cutoff:
|
||||
if row is None or row["state"] not in {"aligned", "cutoff"}:
|
||||
detail = "复核窗口已截止"
|
||||
self._save_revision_progress(
|
||||
day, state="cutoff", 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_revise','failed',?,?,?,?,?)",
|
||||
(
|
||||
isoformat(now), isoformat(now), detail,
|
||||
int((row or {}).get("attempts") or 0), "revision cutoff reached",
|
||||
),
|
||||
)
|
||||
elif row["state"] == "aligned" and not row.get("finished_at"):
|
||||
self._save_revision_progress(day, finished_at=isoformat(now))
|
||||
return []
|
||||
if not self._revision_due(now, row):
|
||||
return []
|
||||
if "eod_revise" not in self.jobs:
|
||||
return []
|
||||
return self._run_revision_job(day, now, catchup=False)
|
||||
|
||||
def _revision_catchup_tick(self, now: datetime, day: str) -> list[str]:
|
||||
prev = previous_open_day(self.db, day)
|
||||
if prev is None or prev >= day:
|
||||
return []
|
||||
if not self._revision_ready(prev):
|
||||
return []
|
||||
row = self.revision_progress(prev)
|
||||
if row and int(row.get("catchup_done") or 0):
|
||||
return []
|
||||
if not self._revision_due(now, row):
|
||||
return []
|
||||
if "eod_revise" not in self.jobs:
|
||||
return []
|
||||
return self._run_revision_job(prev, now, catchup=True)
|
||||
|
||||
def _run_revision_job(self, day: str, now: datetime, catchup: bool) -> list[str]:
|
||||
attempts = int((self.revision_progress(day) or {}).get("attempts") or 0) + 1
|
||||
interval = self.pipeline.settings.revision_review_interval_minutes
|
||||
self._save_revision_progress(
|
||||
day,
|
||||
state="waiting_review",
|
||||
attempts=attempts,
|
||||
last_attempt_at=isoformat(now),
|
||||
next_retry_at=isoformat(now + timedelta(minutes=interval)),
|
||||
)
|
||||
ran: list[str] = []
|
||||
try:
|
||||
out = self.run_job("eod_revise", day)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("revision review failed for %s: %s", day, exc)
|
||||
self._save_revision_progress(
|
||||
day,
|
||||
state="review_failed",
|
||||
detail="复核失败,保留上一完整版本",
|
||||
)
|
||||
ran.append("eod_revise")
|
||||
return ran
|
||||
ran.append("eod_revise")
|
||||
if out.get("state") == "skipped":
|
||||
return ran
|
||||
result = out.get("result") if isinstance(out.get("result"), dict) else {}
|
||||
failed = [
|
||||
name for name, item in result.items()
|
||||
if isinstance(item, dict) and item.get("state") == "failed"
|
||||
]
|
||||
review = result.get("review") if isinstance(result.get("review"), dict) else None
|
||||
watched = [
|
||||
result[name]
|
||||
for name in revision_datasets(self.pipeline.settings.quality)
|
||||
if isinstance(result.get(name), dict)
|
||||
]
|
||||
diff_blob = None
|
||||
if review and review.get("diffs"):
|
||||
diff_blob = json.dumps(review.get("diffs"), ensure_ascii=False)
|
||||
else:
|
||||
for item in watched:
|
||||
if item.get("diffs"):
|
||||
diff_blob = json.dumps(item.get("diffs"), ensure_ascii=False)
|
||||
break
|
||||
revised = bool(review and review.get("reason") == "revised")
|
||||
matched = any(item.get("reason") == "unchanged" or item.get("state") == "aligned" for item in watched)
|
||||
if failed:
|
||||
self._save_revision_progress(
|
||||
day,
|
||||
state="review_failed",
|
||||
detail="复核失败,保留上一完整版本",
|
||||
last_diff=diff_blob,
|
||||
)
|
||||
elif revised or matched:
|
||||
fields: dict[str, Any] = {
|
||||
"state": "aligned",
|
||||
"finished_at": isoformat(now),
|
||||
"detail": "已追平" if revised else "已追平(无变化)",
|
||||
"last_diff": diff_blob,
|
||||
}
|
||||
if catchup:
|
||||
fields["catchup_done"] = 1
|
||||
self._save_revision_progress(day, **fields)
|
||||
return ran
|
||||
|
||||
def _save_revision_progress(self, day: str, **fields: Any) -> None:
|
||||
columns = [
|
||||
"trade_date", "state", "attempts", "last_attempt_at",
|
||||
"next_retry_at", "finished_at", "catchup_done", "last_diff", "detail", "updated_at",
|
||||
]
|
||||
with self.db.write() as connection:
|
||||
existing = connection.execute(
|
||||
"SELECT trade_date FROM revision_progress WHERE trade_date = ?",
|
||||
(day,),
|
||||
).fetchone()
|
||||
if existing is None:
|
||||
payload = {name: None for name in columns}
|
||||
payload.update({
|
||||
"trade_date": day,
|
||||
"state": "waiting_review",
|
||||
"attempts": 0,
|
||||
"catchup_done": 0,
|
||||
})
|
||||
payload.update(fields)
|
||||
payload["updated_at"] = isoformat()
|
||||
placeholders = ",".join("?" for _ in columns)
|
||||
connection.execute(
|
||||
f"INSERT INTO revision_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 revision_progress SET {assignments}, updated_at = ? WHERE trade_date = ?",
|
||||
(*fields.values(), isoformat(), day),
|
||||
)
|
||||
|
||||
def _record_eod_attempt(self, day: str, now: datetime) -> None:
|
||||
row = self.eod_progress(day)
|
||||
attempts = int((row or {}).get("attempts") or 0) + 1
|
||||
@@ -320,6 +534,9 @@ class Scheduler:
|
||||
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_missing(trade_date)
|
||||
|
||||
def _eod_revise(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.review_published_revisions(trade_date)
|
||||
|
||||
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.refresh_stocks(trade_date)
|
||||
|
||||
|
||||
@@ -79,6 +79,20 @@ class Settings:
|
||||
def eod_retry_cutoff(self) -> str:
|
||||
return str(self.quality.get("eod_retry_cutoff") or "23:30")
|
||||
|
||||
@property
|
||||
def revision_review_start(self) -> str:
|
||||
# Before the 21:00 website shadow observation.
|
||||
return str(self.quality.get("revision_review_start") or "20:00")
|
||||
|
||||
@property
|
||||
def revision_review_interval_minutes(self) -> int:
|
||||
return int(self.quality.get("revision_review_interval_minutes") or 30)
|
||||
|
||||
@property
|
||||
def revision_review_cutoff(self) -> str:
|
||||
# Last light review ~23:00; cutoff before the 23:30 observation.
|
||||
return str(self.quality.get("revision_review_cutoff") or "23:20")
|
||||
|
||||
|
||||
def load_settings(
|
||||
env: dict[str, str] | None = None,
|
||||
|
||||
@@ -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()
|
||||
@@ -111,15 +111,24 @@ class EodRetryTests(unittest.TestCase):
|
||||
self.assertEqual(progress["state"], "done")
|
||||
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
|
||||
|
||||
# success stops all further same-day requests
|
||||
# success stops further eod_retry; revision window has not started yet
|
||||
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._job_runs(db, "eod_revise")), 0)
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
self.assertEqual(len(self._eod_calls(transport)), eod_calls_before)
|
||||
|
||||
# 23:00 is inside the valuation review window: light daily_basic only, no new batch
|
||||
sched.tick(clock_at(day, 23, 0))
|
||||
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
|
||||
self.assertEqual(len(self._job_runs(db, "eod_revise")), 1)
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
extra = [name for name in self._eod_calls(transport)[eod_calls_before:]]
|
||||
self.assertTrue(extra)
|
||||
self.assertTrue(all(name == "daily_basic" for name in extra))
|
||||
|
||||
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
|
||||
day = "20240902"
|
||||
db, transport, pipe, sched = self._make(set())
|
||||
@@ -174,6 +183,7 @@ class EodRetryTests(unittest.TestCase):
|
||||
self.assertIn("eod_a", ran)
|
||||
self.assertIn("eod_b", ran)
|
||||
self.assertNotIn("eod_retry", ran)
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(self._published(db, day), OFFICIAL)
|
||||
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
||||
self.assertEqual(
|
||||
@@ -181,7 +191,9 @@ class EodRetryTests(unittest.TestCase):
|
||||
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
|
||||
extra = self._eod_calls(transport)[len(calls_before):]
|
||||
self.assertTrue(extra)
|
||||
self.assertTrue(all(name == "daily_basic" for name in extra))
|
||||
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:
|
||||
@@ -206,6 +218,7 @@ class EodRetryTests(unittest.TestCase):
|
||||
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)
|
||||
self.assertNotIn("eod_revise", 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,)))
|
||||
@@ -226,12 +239,18 @@ class EodRetryTests(unittest.TestCase):
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
self.assertEqual(len(transport.calls), calls_before)
|
||||
|
||||
revised = sched.run_job("eod_revise", day)
|
||||
self.assertEqual(revised["state"], "ok")
|
||||
self.assertEqual(len(self._batches(db, day)), batches_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")
|
||||
busy_r = sched.run_job("eod_revise", day)
|
||||
self.assertEqual(busy_r["state"], "skipped")
|
||||
finally:
|
||||
sched._eod_lock.release()
|
||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||
|
||||
@@ -228,25 +228,34 @@ class GateRetryInterplayTests(unittest.TestCase):
|
||||
|
||||
|
||||
class ForceRepublishTests(unittest.TestCase):
|
||||
def test_run_dataset_over_published_keeps_prev_for_rollback(self) -> None:
|
||||
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_dataset("valuation", 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"
|
||||
with self.assertRaises(QualityError):
|
||||
pipe.run_dataset("valuation", TRADE_DATE) # gate holds: bad re-publish refused
|
||||
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.run_dataset("valuation", TRADE_DATE) # CLI --force path
|
||||
self.assertNotEqual(first["batch_id"], second["batch_id"])
|
||||
pub = db.fetchone(
|
||||
"SELECT * FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
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,),
|
||||
)
|
||||
self.assertEqual(pub["active_batch"], second["batch_id"])
|
||||
self.assertEqual(pub["prev_batch"], first["batch_id"])
|
||||
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["batch_id"])
|
||||
self.assertEqual(rolled["active_batch"], first_val)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -0,0 +1,333 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import copy
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
import tempfile
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
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 datahub.timeutil import SHANGHAI
|
||||
from tests.fixtures import RAW, TRADE_DATE, fake_transport
|
||||
from tests.test_eod_retry import clock_at
|
||||
from tests.test_quality_gates import FIELD_GATES
|
||||
|
||||
SAMPLE_DAY = "20260907"
|
||||
NEXT_DAY = "20260908"
|
||||
SAMPLE_CODE = "003021.SZ"
|
||||
|
||||
|
||||
def _dated(row: dict, day: str) -> dict:
|
||||
item = dict(row)
|
||||
if "trade_date" in item:
|
||||
item["trade_date"] = day
|
||||
return item
|
||||
|
||||
|
||||
class RevisingTransport:
|
||||
"""Fixture transport that can rewrite daily_basic after the first publish."""
|
||||
|
||||
DATE_APIS = {"daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction", "index_daily"}
|
||||
|
||||
def __init__(self, extra_calendar: list[dict] | None = None) -> None:
|
||||
self.calls: list[str] = []
|
||||
self.fail_daily_basic = False
|
||||
self.empty_daily_basic = False
|
||||
self.null_volume_ratio = False
|
||||
self.turnover_by_code: dict[str, float] = {}
|
||||
self.extra_calendar = extra_calendar or []
|
||||
|
||||
def __call__(self, api_name: str, params: dict, fields: str):
|
||||
self.calls.append(api_name)
|
||||
day = str(params.get("trade_date") or "")
|
||||
if api_name == "trade_cal":
|
||||
rows = fake_transport(api_name, params, fields)
|
||||
extra = [
|
||||
row for row in self.extra_calendar
|
||||
if str(params.get("start_date") or "") <= row["cal_date"] <= str(params.get("end_date") or "99999999")
|
||||
]
|
||||
return rows + extra
|
||||
if self.fail_daily_basic and api_name == "daily_basic":
|
||||
raise AdapterError("tushare daily_basic unavailable")
|
||||
if self.empty_daily_basic and api_name == "daily_basic":
|
||||
return []
|
||||
if api_name == "index_daily":
|
||||
code = params.get("ts_code")
|
||||
rows = [row for row in RAW["index_daily"] if row["ts_code"] == code]
|
||||
if day:
|
||||
rows = [_dated(row, day) for row in rows]
|
||||
return rows
|
||||
rows = fake_transport(api_name, params, fields)
|
||||
if api_name == "stock_basic":
|
||||
rows = list(rows)
|
||||
rows.append({
|
||||
"ts_code": SAMPLE_CODE, "symbol": "003021", "name": "兆威机电",
|
||||
"area": "广东", "industry": "元器件", "market": "主板",
|
||||
"list_status": "L", "list_date": "20201202",
|
||||
})
|
||||
return rows
|
||||
if api_name in self.DATE_APIS:
|
||||
template = RAW.get(api_name) or []
|
||||
if not day:
|
||||
return [_dated(row, TRADE_DATE) for row in template]
|
||||
out = [_dated(row, day) for row in template]
|
||||
extra = copy.deepcopy(template[0])
|
||||
extra["ts_code"] = SAMPLE_CODE
|
||||
extra["trade_date"] = day
|
||||
if api_name == "daily_basic":
|
||||
extra["turnover_rate"] = self.turnover_by_code.get(SAMPLE_CODE, extra.get("turnover_rate"))
|
||||
if self.null_volume_ratio:
|
||||
extra["volume_ratio"] = None
|
||||
for row in out:
|
||||
row["volume_ratio"] = None
|
||||
out.append(extra)
|
||||
if api_name == "daily_basic":
|
||||
for row in out:
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code in self.turnover_by_code:
|
||||
row["turnover_rate"] = self.turnover_by_code[code]
|
||||
return out
|
||||
return rows
|
||||
|
||||
|
||||
def make_revision_env(quality_extra: dict | None = None, extra_calendar: list[dict] | None = None):
|
||||
tmp = tempfile.TemporaryDirectory()
|
||||
db = HubDB(Path(tmp.name) / "hub.db")
|
||||
transport = RevisingTransport(extra_calendar=extra_calendar)
|
||||
adapter = TushareAdapter("x", transport=transport)
|
||||
quality = {
|
||||
"daily_row_ratio": 0.5,
|
||||
"null_rate_max": 0.5,
|
||||
"max_publish_attempts": 2,
|
||||
"publication_generations": 3,
|
||||
"field_gates": FIELD_GATES,
|
||||
"revision_review_start": "20:00",
|
||||
"revision_review_interval_minutes": 30,
|
||||
"revision_review_cutoff": "23:20",
|
||||
"revision_review_datasets": ["valuation"],
|
||||
}
|
||||
if quality_extra:
|
||||
quality.update(quality_extra)
|
||||
settings = Settings(
|
||||
encryption_key=SecretVault.generate_key(),
|
||||
api_token="t" * 32,
|
||||
db_path=db.path,
|
||||
backup_dir=Path(tmp.name) / "backups",
|
||||
quality=quality,
|
||||
scheduler_enabled=False,
|
||||
)
|
||||
pipe = Pipeline(db, adapter, settings)
|
||||
sched = Scheduler(db, pipe)
|
||||
return tmp, db, transport, pipe, sched
|
||||
|
||||
|
||||
SAMPLE_CALENDAR = [
|
||||
{"exchange": "SSE", "cal_date": SAMPLE_DAY, "is_open": 1, "pretrade_date": "20260906"},
|
||||
{"exchange": "SSE", "cal_date": NEXT_DAY, "is_open": 1, "pretrade_date": SAMPLE_DAY},
|
||||
]
|
||||
|
||||
|
||||
class RevisionReviewTests(unittest.TestCase):
|
||||
def _publish(self, pipe: Pipeline, day: str) -> None:
|
||||
pipe.ingest_reference(day)
|
||||
pipe.run_eod_batch_a(day)
|
||||
pipe.run_eod_batch_b(day)
|
||||
|
||||
def _turnover(self, db: HubDB, day: str, code: str = SAMPLE_CODE) -> float | None:
|
||||
pub = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(day,),
|
||||
)
|
||||
row = db.fetchone(
|
||||
"SELECT turnover_rate FROM eod_valuation WHERE batch_id=? AND ts_code=?",
|
||||
(pub["active_batch"], code),
|
||||
)
|
||||
return None if row is None else row["turnover_rate"]
|
||||
|
||||
def _batch_ids(self, 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,))}
|
||||
|
||||
def test_no_change_does_not_create_a_new_batch(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
before = self._batch_ids(db, TRADE_DATE)
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), before)
|
||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))
|
||||
self.assertEqual(progress["state"], "aligned")
|
||||
self.assertIn("无变化", progress["detail"])
|
||||
status = sched.revision_status(TRADE_DATE, clock=clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(status["state"], "aligned")
|
||||
|
||||
def test_hel423_20260907_single_field_revision_is_caught_up(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env(extra_calendar=SAMPLE_CALENDAR)
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, SAMPLE_DAY)
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
||||
first = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(SAMPLE_DAY,),
|
||||
)["active_batch"]
|
||||
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
seen: list[float | None] = []
|
||||
|
||||
def watch() -> None:
|
||||
seen.append(self._turnover(db, SAMPLE_DAY))
|
||||
|
||||
pipe.before_commit = watch
|
||||
ran = sched.tick(clock_at(SAMPLE_DAY, 20, 0))
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(seen, [1.3565]) # readers still see the previous complete version mid-switch
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3572)
|
||||
second = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(SAMPLE_DAY,),
|
||||
)["active_batch"]
|
||||
self.assertNotEqual(second, first)
|
||||
api = V1API(db, pipe, pipe.settings)
|
||||
payload = api.valuation({"date": SAMPLE_DAY, "code": SAMPLE_CODE})
|
||||
row = next(item for item in payload["data"] if item["ts_code"] == SAMPLE_CODE)
|
||||
self.assertEqual(row["turnover_rate"], 1.3572)
|
||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
||||
self.assertEqual(progress["state"], "aligned")
|
||||
self.assertEqual(progress["detail"], "已追平")
|
||||
audit = db.fetchone(
|
||||
"SELECT * FROM audit_log WHERE action='revision-review' ORDER BY id DESC"
|
||||
)
|
||||
self.assertIn("1.3572", str(audit["detail"]))
|
||||
self.assertIn(SAMPLE_CODE, str(audit["detail"]))
|
||||
|
||||
def test_empty_or_failed_upstream_keeps_previous_version(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
active = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"]
|
||||
batches = self._batch_ids(db, TRADE_DATE)
|
||||
|
||||
transport.empty_daily_basic = True
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(
|
||||
db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"],
|
||||
active,
|
||||
)
|
||||
self.assertEqual(
|
||||
db.fetchone("SELECT state FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))["state"],
|
||||
"review_failed",
|
||||
)
|
||||
|
||||
transport.empty_daily_basic = False
|
||||
transport.fail_daily_basic = True
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 30))
|
||||
self.assertEqual(
|
||||
db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"],
|
||||
active,
|
||||
)
|
||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), batches)
|
||||
|
||||
def test_quality_gate_rejects_catchup_and_keeps_previous(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
active = db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"]
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 9.9999
|
||||
transport.null_volume_ratio = True
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
self.assertEqual(
|
||||
db.fetchone(
|
||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
||||
(TRADE_DATE,),
|
||||
)["active_batch"],
|
||||
active,
|
||||
)
|
||||
self.assertEqual(
|
||||
db.fetchone("SELECT state FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))["state"],
|
||||
"review_failed",
|
||||
)
|
||||
|
||||
def test_repeat_ticks_after_align_do_not_republish(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
after_fix = self._batch_ids(db, TRADE_DATE)
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 10)) # inside interval
|
||||
self.assertEqual(len(db.fetchall("SELECT * FROM job_runs WHERE job_id='eod_revise'")), 1)
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 30)) # next light compare, no change
|
||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), after_fix)
|
||||
self.assertEqual(self._turnover(db, TRADE_DATE), 1.3572)
|
||||
|
||||
def test_restart_catches_up_inside_window(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
sched2 = Scheduler(db, pipe)
|
||||
ran = sched2.tick(clock_at(TRADE_DATE, 21, 0))
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(self._turnover(db, TRADE_DATE), 1.3572)
|
||||
|
||||
def test_cutoff_stops_evening_reviews_and_morning_catchup_runs(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env(extra_calendar=SAMPLE_CALENDAR)
|
||||
self.addCleanup(tmp.cleanup)
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
||||
self._publish(pipe, SAMPLE_DAY)
|
||||
sched.tick(clock_at(SAMPLE_DAY, 23, 25)) # past 23:20 cutoff, no review yet
|
||||
cutoff = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
||||
self.assertEqual(cutoff["state"], "cutoff")
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
||||
|
||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
||||
sched.tick(clock_at(SAMPLE_DAY, 23, 50)) # still same calendar day, no catch-up
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
||||
|
||||
ran = sched.tick(clock_at(NEXT_DAY, 8, 45))
|
||||
self.assertIn("eod_revise", ran)
|
||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3572)
|
||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
||||
self.assertEqual(progress["state"], "aligned")
|
||||
self.assertEqual(int(progress["catchup_done"]), 1)
|
||||
|
||||
batches = self._batch_ids(db, SAMPLE_DAY)
|
||||
sched.tick(clock_at(NEXT_DAY, 8, 50))
|
||||
self.assertEqual(self._batch_ids(db, SAMPLE_DAY), batches)
|
||||
|
||||
def test_only_valuation_is_light_fetched(self) -> None:
|
||||
tmp, db, transport, pipe, sched = make_revision_env()
|
||||
self.addCleanup(tmp.cleanup)
|
||||
self._publish(pipe, TRADE_DATE)
|
||||
before = [name for name in transport.calls]
|
||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
||||
extra = transport.calls[len(before):]
|
||||
self.assertIn("daily_basic", extra)
|
||||
self.assertNotIn("daily", extra)
|
||||
self.assertNotIn("moneyflow", extra)
|
||||
self.assertNotIn("stk_auction", extra)
|
||||
self.assertNotIn("index_daily", extra)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
Reference in New Issue
Block a user