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16841e9ae3 |
+9
-7
@@ -1,18 +1,20 @@
|
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# Generated automatically when omitted. Back it up together with the database.
|
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APP_ENCRYPTION_KEY=
|
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|
||||
# Initial shared market-data credential. After first launch it is encrypted into
|
||||
# the system settings; all accounts use the same backend market snapshot.
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# Market-source credentials are consumed and encrypted only by xiaobai-datahub.
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# compose.yaml masks them from the xiaobai-review website process.
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TUSHARE_TOKEN=your_tushare_token_here
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|
||||
# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
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# default off in config/datahub.config.json, so the website keeps using Tushare.
|
||||
# Official xiaobai-datahub client. Read flags default on in config/datahub.config.json.
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# compose.yaml pins every DATAHUB_READ_* to 1. The website has no provider
|
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# fallback; source selection and failover happen inside xiaobai-datahub.
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# DATAHUB_SHADOW_* can still override a single dataset.
|
||||
DATAHUB_BASE_URL=http://127.0.0.1:8766
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DATAHUB_TOKEN=
|
||||
|
||||
# Optional iFinD HTTP credential. The backend exchanges it for a short-lived
|
||||
# access token and never exposes either token to browsers.
|
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IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
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||||
# iFinD credentials live on xiaobai-datahub, not the website process.
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# IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
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||||
# IFIND_ACCESS_TOKEN=
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|
||||
# Initial platform member models (OpenAI-compatible). After first launch these
|
||||
# are encrypted into system settings and used only by admins and active members.
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||||
|
||||
+8
-3
@@ -38,10 +38,15 @@ background scheduler
|
||||
fields, and feature-specific exceptions belong to `backend/features/<feature>/routes.py`.
|
||||
- `backend/features/<feature>/` owns the mechanically moved service, repository, HTTP, agent,
|
||||
or deterministic calculation code for that product area.
|
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- `backend/data/` owns provider construction, source policy, provenance, units, freshness,
|
||||
coverage, display-versus-calculation eligibility, and shared numeric normalization policies.
|
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- `backend/data/` owns the website-side DataHub client, stable dataset contracts, provenance,
|
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units, freshness, coverage, display-versus-calculation eligibility, and shared numeric
|
||||
normalization policies. The website process does not construct or configure external market
|
||||
providers; provider credentials, source selection, retries, fallbacks, caching, and backfill
|
||||
belong exclusively to the `xiaobai-datahub` service.
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- `backend/data/providers/tushare_client.py` is the stable public `TushareClient` facade and
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owns only its dataclass fields and shared cache state. Tushare HTTP transport belongs to
|
||||
is retained as the dataset-contract compatibility surface and isolated test facade. Production
|
||||
website services never instantiate it directly: its query methods are served by the DataHub
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||||
proxy. Its split modules document the stable contract: Tushare HTTP transport belongs to
|
||||
`tushare_transport.py`; market overview and realtime breadth belong to
|
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`tushare_dashboard.py`; indices belong to `tushare_indices.py`; Shenwan membership and
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industry snapshots belong to `tushare_industries.py`; generic sector snapshots belong to
|
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|
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+7
-4
@@ -22,9 +22,10 @@ xiaobai-review 容器 :8765
|
||||
`-- heaven_knowledge.json 优先读取;缺失时回退到上方 seed
|
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```
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||||
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||||
账号、加密后的公共数据 Token、平台模型 API Key、生辰资料、行情快照和复盘数据均在
|
||||
`data/review.db`。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与
|
||||
密钥必须成对备份,任意一个丢失都无法恢复账号内的加密资料。
|
||||
账号、平台模型 API Key、生辰资料、行情快照和复盘数据均在 `data/review.db`。外部行情源
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Token 只允许保存在 `xiaobai-datahub` 的环境或凭据库,网站进程不读取、不保存,也不向
|
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提供方直接发请求。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与密钥必须成对
|
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备份,任意一个丢失都无法恢复账号内的加密资料。
|
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|
||||
问天静态知识文件:
|
||||
|
||||
@@ -41,7 +42,9 @@ xiaobai-review 容器 :8765
|
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挂载进入容器,但被 Git 与 Docker 构建上下文排除,不会进入 Gitea 或镜像。私有 Skill
|
||||
只对管理员账号返回和开放调用,也会随本指南的 `data` 备份一起保存。
|
||||
|
||||
首个注册账号自动成为管理员。管理员在“系统管理”中配置全站共享行情、后台刷新、平台会员模型及手动会员;普通用户的“账号设置”用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
|
||||
首个注册账号自动成为管理员。管理员在网站“系统管理”中查看数据中枢状态并配置后台刷新、
|
||||
平台会员模型及手动会员;行情源凭据和调度策略在数据中枢后台统一管理。普通用户的“账号设置”
|
||||
用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
|
||||
|
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## 2. 服务器要求
|
||||
|
||||
|
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@@ -60,22 +60,6 @@ from backend.llm.service import LLMServiceMixin
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from database import ReviewDatabase
|
||||
|
||||
|
||||
LEGACY_SECRET_KEYS = {
|
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"TUSHARE_TOKEN",
|
||||
"IFIND_REFRESH_TOKEN",
|
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"IFIND_ACCESS_TOKEN",
|
||||
"LLM_API_KEY",
|
||||
"LLM_BASE_URL",
|
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"LLM_MODEL",
|
||||
"LLM_PRIMARY_API_KEY",
|
||||
"LLM_PRIMARY_BASE_URL",
|
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"LLM_PRIMARY_MODEL",
|
||||
"LLM_FALLBACK_API_KEY",
|
||||
"LLM_FALLBACK_BASE_URL",
|
||||
"LLM_FALLBACK_MODEL",
|
||||
}
|
||||
|
||||
|
||||
class DashboardService(
|
||||
SystemServiceMixin,
|
||||
AccountApplicationMixin,
|
||||
@@ -121,7 +105,6 @@ class DashboardService(
|
||||
self._system_credentials,
|
||||
MENTOR_SKILLS_DIR,
|
||||
PRIVATE_MENTOR_SKILLS_DIR,
|
||||
lambda: self.token,
|
||||
)
|
||||
self.data_gateway = self.container.data_gateway
|
||||
self.ifind = self.container.ifind
|
||||
|
||||
@@ -2,7 +2,6 @@ from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from pathlib import Path
|
||||
from collections.abc import Callable
|
||||
|
||||
from backend.data import DataGateway, build_data_gateway
|
||||
from backend.database.repositories import RepositoryBundle, build_repository_bundle
|
||||
@@ -13,8 +12,8 @@ from backend.features.screener.engine import ScreenerEngine
|
||||
from backend.features.screener.tracking import StrategyTrackingService
|
||||
from backend.jobs import InProcessJobRunner, JobRegistry, SQLiteJobRunRepository
|
||||
from database import ReviewDatabase
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
|
||||
|
||||
@@ -23,13 +22,13 @@ class ApplicationContainer:
|
||||
database: ReviewDatabase
|
||||
repositories: RepositoryBundle
|
||||
data_gateway: DataGateway
|
||||
ifind: IfindHttpClient
|
||||
ifind: HubIfindProxy
|
||||
screener: ScreenerEngine
|
||||
strategy_tracking: StrategyTrackingService
|
||||
alert_service: AlertService
|
||||
trade_journal: TradeJournalService
|
||||
mentor_skills: MentorSkillRegistry
|
||||
realtime_aggregator: WebRealtimeAggregator
|
||||
realtime_aggregator: HubRealtimeProxy
|
||||
chart_data: MarketChartClient
|
||||
jobs: InProcessJobRunner
|
||||
|
||||
@@ -39,9 +38,8 @@ def build_application_container(
|
||||
credentials: dict[str, object],
|
||||
mentor_skills_dir: Path,
|
||||
private_mentor_skills_dir: Path,
|
||||
tushare_token_supplier: Callable[[], str] | None = None,
|
||||
) -> ApplicationContainer:
|
||||
data_gateway = build_data_gateway(credentials, tushare_token_supplier)
|
||||
data_gateway = build_data_gateway(credentials)
|
||||
repositories = build_repository_bundle(database)
|
||||
jobs = InProcessJobRunner(JobRegistry.load(), SQLiteJobRunRepository(database))
|
||||
return ApplicationContainer(
|
||||
|
||||
@@ -10,11 +10,8 @@ from backend.features.accounts.security import SecretVault
|
||||
|
||||
def environment_credentials(environment: Mapping[str, str]) -> dict[str, str]:
|
||||
return {
|
||||
"tushare_token": str(environment.get("TUSHARE_TOKEN") or "").strip(),
|
||||
"datahub_token": str(environment.get("DATAHUB_TOKEN") or "").strip(),
|
||||
"datahub_base_url": str(environment.get("DATAHUB_BASE_URL") or "").strip(),
|
||||
"ifind_refresh_token": str(environment.get("IFIND_REFRESH_TOKEN") or "").strip(),
|
||||
"ifind_access_token": str(environment.get("IFIND_ACCESS_TOKEN") or "").strip(),
|
||||
"platform_llm_primary_api_key": str(
|
||||
environment.get("LLM_PRIMARY_API_KEY") or environment.get("LLM_API_KEY") or ""
|
||||
).strip(),
|
||||
|
||||
+408
-58
@@ -2,7 +2,8 @@ from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import sys
|
||||
from typing import Any, Callable
|
||||
from threading import Lock
|
||||
from typing import Any, Callable, ClassVar
|
||||
|
||||
from backend.data.datahub.client import DatahubClient, DatahubResponse
|
||||
from backend.data.datahub.compare import compare_rows
|
||||
@@ -16,16 +17,47 @@ from backend.data.datahub.native import (
|
||||
yyyymmdd,
|
||||
)
|
||||
from backend.data.datahub.redact import redact_text, redact_value
|
||||
from backend.data.datahub.route_state import LEDGER
|
||||
from backend.data.datahub.settings import DatahubSettings
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
from backend.data.providers.tushare_daily import DailyMarketMixin
|
||||
from backend.data.providers.tushare_dashboard import DashboardMixin
|
||||
from backend.data.providers.tushare_dragon_tiger import DragonTigerMixin
|
||||
from backend.data.providers.tushare_indices import IndexMixin
|
||||
from backend.data.providers.tushare_industries import ShenwanIndustryMixin
|
||||
from backend.data.providers.tushare_sectors import SectorMixin
|
||||
from backend.data.providers.tushare_stocks import StockMixin
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.datahub")
|
||||
ShadowSink = Callable[[dict[str, Any]], None]
|
||||
EMPTY_FAIL_DATASETS = {"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction"}
|
||||
|
||||
|
||||
def _usable_intraday_points(rows: list[Any]) -> list[dict[str, Any]]:
|
||||
points: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
try:
|
||||
close = float(row.get("close") or 0)
|
||||
except (TypeError, ValueError):
|
||||
close = 0.0
|
||||
if close <= 0:
|
||||
continue
|
||||
point = dict(row)
|
||||
if "average" not in point and point.get("avg_price") is not None:
|
||||
point["average"] = point.get("avg_price")
|
||||
points.append(point)
|
||||
return points
|
||||
|
||||
|
||||
EMPTY_FAIL_DATASETS = {
|
||||
"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
|
||||
"limit_events", "sector_daily",
|
||||
}
|
||||
|
||||
|
||||
def looks_like_heaven(module_name: str, filename: str = "") -> bool:
|
||||
"""问天调用栈识别。问天未永久冻结,只是本阶段仍走旧 Tushare 链路。"""
|
||||
"""问天调用栈识别(诊断用)。问天按数据集依赖接入,不再整栈强制旧链路。"""
|
||||
path = filename.replace("\\", "/")
|
||||
return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
|
||||
|
||||
@@ -88,53 +120,228 @@ class DatahubBridge:
|
||||
self._log_failure("status", exc)
|
||||
return None
|
||||
|
||||
def try_intraday(self, code: str) -> dict[str, Any] | None:
|
||||
flags = self.settings.flags("intraday")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.intraday_points(code=code)
|
||||
data = response.data
|
||||
if not isinstance(data, dict):
|
||||
raise DatahubError("EMPTY", "datahub intraday payload invalid")
|
||||
points = _usable_intraday_points(data.get("points") or [])
|
||||
if not points:
|
||||
raise DatahubError("EMPTY", "datahub intraday empty")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub intraday stale")
|
||||
self._record_route("intraday", "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return {
|
||||
"entity_type": str(data.get("entity_type") or "stock"),
|
||||
"identifier": str(data.get("identifier") or code),
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or code),
|
||||
"trade_date": str(data.get("trade_date") or points[-1].get("date") or ""),
|
||||
"previous_close": float(data.get("previous_close") or 0),
|
||||
"points": points,
|
||||
"source": "datahub",
|
||||
}
|
||||
except Exception as exc:
|
||||
self._log_failure("intraday", exc)
|
||||
return None
|
||||
|
||||
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._try_quote_rows("quotes", {}, expected_date=trade_date, minimum=200)
|
||||
|
||||
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
|
||||
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
|
||||
if not cleaned:
|
||||
return None
|
||||
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned)}, minimum=1)
|
||||
|
||||
def try_index_quotes(self) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("index_quotes")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.index_quotes()
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if len(rows) < 3:
|
||||
raise DatahubError("EMPTY", "datahub index quotes incomplete")
|
||||
if (response.meta or {}).get("stale"):
|
||||
raise DatahubError("STALE", "datahub index quotes stale")
|
||||
self._record_route(
|
||||
"index_quotes",
|
||||
"datahub",
|
||||
str((response.meta or {}).get("source") or "datahub"),
|
||||
)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure("index_quotes", exc)
|
||||
return None
|
||||
|
||||
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
|
||||
flags = self.settings.flags("quotes")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.sector_quote(code, trade_date)
|
||||
data = response.data
|
||||
if not isinstance(data, dict) or not data:
|
||||
raise DatahubError("EMPTY", "datahub sector quote empty")
|
||||
row = dict(data)
|
||||
if (response.meta or {}).get("stale"):
|
||||
row["delayed"] = True
|
||||
row["delay_seconds"] = int((response.meta or {}).get("staleness_seconds") or 0)
|
||||
row["delay_notice"] = str((response.meta or {}).get("delay_notice") or "")
|
||||
self._record_route("quotes", "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return row
|
||||
except Exception as exc:
|
||||
self._log_failure("quotes", exc)
|
||||
return None
|
||||
|
||||
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags("limit_events")
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.limit_pool(trade_date)
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if not rows:
|
||||
raise DatahubError("EMPTY", "datahub limit pool empty")
|
||||
self._record_route(
|
||||
"limit_events",
|
||||
"datahub",
|
||||
str((response.meta or {}).get("source") or "datahub"),
|
||||
)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure("limit_events", exc)
|
||||
return None
|
||||
|
||||
def try_daily_chart(
|
||||
self,
|
||||
code: str,
|
||||
end_date: str,
|
||||
limit: int = 90,
|
||||
dataset: str = "daily",
|
||||
) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read:
|
||||
return None
|
||||
compact_end = yyyymmdd(end_date)
|
||||
if not compact_end:
|
||||
return None
|
||||
try:
|
||||
start = _shift_yyyymmdd(compact_end, -max(190, int(limit) * 3))
|
||||
if dataset == "index_daily":
|
||||
response = self._paginate(
|
||||
self.client.index_bars,
|
||||
{"code": code, "from": start, "to": compact_end},
|
||||
)
|
||||
elif dataset == "sector_daily":
|
||||
response = self._paginate(
|
||||
self.client.sectors,
|
||||
{"code": code, "from": start, "to": compact_end},
|
||||
)
|
||||
else:
|
||||
response = self._paginate(
|
||||
self.client.daily_bars,
|
||||
{"code": code, "from": start, "to": compact_end, "adjust": "none"},
|
||||
)
|
||||
# Charts can use a partial history window; do not discard usable bars
|
||||
# just because the requested lookback is not fully covered.
|
||||
self._validate_usable(
|
||||
dataset,
|
||||
list(response.data or []),
|
||||
response,
|
||||
require_complete=False,
|
||||
)
|
||||
rows = _chart_bars(list(response.data or []))
|
||||
if not rows:
|
||||
raise DatahubError("EMPTY", f"{dataset} chart empty")
|
||||
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return rows[-max(1, int(limit)):]
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
return None
|
||||
|
||||
def record_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
|
||||
self._record_route(dataset, "legacy", source, error)
|
||||
|
||||
def route_snapshot(self) -> list[dict[str, Any]]:
|
||||
return LEDGER.snapshot()
|
||||
|
||||
def _try_quote_rows(
|
||||
self,
|
||||
dataset: str,
|
||||
params: dict[str, Any],
|
||||
expected_date: str = "",
|
||||
minimum: int = 1,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read:
|
||||
return None
|
||||
try:
|
||||
response = self.client.quotes_latest(**params)
|
||||
rows = [_native_quote(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
rows = [item for item in rows if item]
|
||||
want = yyyymmdd(expected_date)
|
||||
if want:
|
||||
dated = [item for item in rows if not item.get("quote_date") or item.get("quote_date") == want]
|
||||
if dated:
|
||||
rows = dated
|
||||
if len(rows) < minimum:
|
||||
raise DatahubError("EMPTY", f"datahub {dataset} empty")
|
||||
stale = bool((response.meta or {}).get("stale"))
|
||||
delay = int((response.meta or {}).get("staleness_seconds") or 0)
|
||||
notice = str((response.meta or {}).get("delay_notice") or "")
|
||||
source = str((response.meta or {}).get("source") or "datahub")
|
||||
if stale:
|
||||
for item in rows:
|
||||
item["delayed"] = True
|
||||
item["delay_seconds"] = delay
|
||||
item["delay_notice"] = notice
|
||||
item["source"] = source
|
||||
self._record_route(dataset, "datahub", source)
|
||||
return rows
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
return None
|
||||
|
||||
def query(
|
||||
self,
|
||||
api_name: str,
|
||||
params: dict[str, Any] | None,
|
||||
fields: str,
|
||||
legacy_query: Callable[..., list[dict[str, Any]]],
|
||||
params: dict[str, Any] | None = None,
|
||||
fields: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
if api_name == "rt_sw_k":
|
||||
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
|
||||
dataset = API_TO_DATASET.get(api_name)
|
||||
# 问天允许后续纳入 datahub;首批只读接入仍保持旧链路,避免误切。
|
||||
if not dataset or self.heaven_guard():
|
||||
return legacy_query(api_name, params, fields)
|
||||
flags = self.settings.flags(dataset)
|
||||
if not flags.read and not flags.shadow:
|
||||
return legacy_query(api_name, params, fields)
|
||||
|
||||
hub_rows: list[dict[str, Any]] | None = None
|
||||
hub_meta: dict[str, Any] = {}
|
||||
hub_error: str | None = None
|
||||
hub_canonical: list[dict[str, Any]] = []
|
||||
try:
|
||||
response = self._fetch_dataset(dataset, params or {})
|
||||
hub_canonical = self._extract_rows(dataset, response, params or {})
|
||||
hub_rows = to_native_rows(dataset, hub_canonical)
|
||||
hub_meta = dict(response.meta)
|
||||
self._validate_usable(dataset, hub_rows, response)
|
||||
except Exception as exc:
|
||||
hub_error = self._error_text(exc)
|
||||
self._log_failure(dataset, exc)
|
||||
|
||||
if flags.shadow:
|
||||
try:
|
||||
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)))
|
||||
if dataset:
|
||||
flags = self.settings.flags(dataset)
|
||||
if flags.read:
|
||||
try:
|
||||
response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
|
||||
hub_canonical = self._extract_rows(dataset, response, params or {})
|
||||
hub_rows = to_native_rows(dataset, hub_canonical)
|
||||
self._validate_usable(dataset, hub_rows, response)
|
||||
self._record_route(dataset, "datahub", str(response.meta.get("source") or "datahub"))
|
||||
return project_fields(hub_rows, fields)
|
||||
raise
|
||||
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error))
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
return project_fields(hub_rows, fields)
|
||||
return legacy_rows
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset, exc)
|
||||
try:
|
||||
response = self.client.query_api(api_name, params or {}, fields)
|
||||
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
|
||||
if dataset:
|
||||
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
else:
|
||||
self._record_route(api_name, "datahub", str((response.meta or {}).get("source") or "datahub"))
|
||||
return rows if not fields else project_fields(rows, fields)
|
||||
except Exception as exc:
|
||||
self._log_failure(dataset or api_name, exc)
|
||||
raise TushareError(self._error_text(exc)) from exc
|
||||
|
||||
if flags.read and hub_rows is not None and hub_error is None:
|
||||
return project_fields(hub_rows, fields)
|
||||
return legacy_query(api_name, params, fields)
|
||||
|
||||
def _fetch_dataset(self, dataset: str, params: dict[str, Any]) -> DatahubResponse:
|
||||
def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
|
||||
date = yyyymmdd(params.get("trade_date") or params.get("date"))
|
||||
start = yyyymmdd(params.get("start_date") or params.get("from") or date)
|
||||
end = yyyymmdd(params.get("end_date") or params.get("to") or date)
|
||||
@@ -151,6 +358,10 @@ class DatahubBridge:
|
||||
"valuation": self.client.valuation,
|
||||
"moneyflow": self.client.moneyflow,
|
||||
"auction": self.client.auction,
|
||||
"limit_events": self.client.limit_events,
|
||||
"popularity": self.client.popularity,
|
||||
"dragon_tiger": self.client.dragon_tiger,
|
||||
"sector_daily": self.client.sectors,
|
||||
}
|
||||
fetcher = fetchers[dataset]
|
||||
query: dict[str, Any] = {}
|
||||
@@ -165,6 +376,23 @@ class DatahubBridge:
|
||||
query["to"] = end
|
||||
if dataset == "daily":
|
||||
query["adjust"] = "none"
|
||||
if dataset == "limit_events":
|
||||
limit_type = str(params.get("limit_type") or "").strip().upper()
|
||||
if limit_type:
|
||||
query["limit_type"] = limit_type
|
||||
if dataset == "popularity":
|
||||
if api_name == "ths_hot":
|
||||
query["source"] = "ths"
|
||||
elif api_name == "dc_hot":
|
||||
query["source"] = "dc"
|
||||
if dataset == "sector_daily":
|
||||
family = {
|
||||
"ths_daily": "ths",
|
||||
"dc_index": "dc",
|
||||
"sw_daily": "sw",
|
||||
}.get(api_name, "")
|
||||
if family:
|
||||
query["family"] = family
|
||||
return self._paginate(fetcher, query)
|
||||
|
||||
def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
|
||||
@@ -201,7 +429,13 @@ class DatahubBridge:
|
||||
return filter_stock_rows(rows, params)
|
||||
return rows
|
||||
|
||||
def _validate_usable(self, dataset: str, rows: list[dict[str, Any]], response: DatahubResponse) -> None:
|
||||
def _validate_usable(
|
||||
self,
|
||||
dataset: str,
|
||||
rows: list[dict[str, Any]],
|
||||
response: DatahubResponse,
|
||||
require_complete: bool = True,
|
||||
) -> None:
|
||||
meta = response.meta or {}
|
||||
stale_seconds = int(meta.get("staleness_seconds") or 0)
|
||||
if meta.get("stale") or stale_seconds > self.settings.stale_seconds_max:
|
||||
@@ -209,7 +443,7 @@ class DatahubBridge:
|
||||
if dataset in EMPTY_FAIL_DATASETS and not rows:
|
||||
raise DatahubError("EMPTY", f"{dataset} returned no rows")
|
||||
coverage = meta.get("coverage") if isinstance(meta.get("coverage"), dict) else {}
|
||||
if meta.get("incomplete") is True or coverage.get("complete") is False:
|
||||
if require_complete and (meta.get("incomplete") is True or coverage.get("complete") is False):
|
||||
missing = coverage.get("missing_count")
|
||||
raise DatahubError("INCOMPLETE", f"{dataset} range is incomplete missing={missing}")
|
||||
|
||||
@@ -224,11 +458,12 @@ class DatahubBridge:
|
||||
self.shadow_sink(report)
|
||||
|
||||
def _log_failure(self, dataset: str, exc: Exception) -> None:
|
||||
LOGGER.warning(
|
||||
"datahub fallback dataset=%s error=%s",
|
||||
dataset,
|
||||
redact_text(self._error_text(exc), self.settings.secrets()),
|
||||
)
|
||||
error = redact_text(self._error_text(exc), self.settings.secrets())
|
||||
LOGGER.warning("datahub unavailable dataset=%s error=%s", dataset, error)
|
||||
self._record_route(dataset, "datahub", "unavailable", error)
|
||||
|
||||
def _record_route(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
|
||||
LEDGER.record(dataset, route, source, redact_text(error, self.settings.secrets()))
|
||||
|
||||
def _error_text(self, exc: Exception) -> str:
|
||||
if isinstance(exc, DatahubError):
|
||||
@@ -238,10 +473,110 @@ class DatahubBridge:
|
||||
return redact_text(text, self.settings.secrets())
|
||||
|
||||
|
||||
class DatahubAwareTushareClient:
|
||||
def __init__(self, legacy: TushareClient, bridge: DatahubBridge) -> None:
|
||||
self._legacy = legacy
|
||||
self._bridge = bridge
|
||||
def _native_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "").strip()
|
||||
close = _finite(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
|
||||
previous = _finite(
|
||||
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
|
||||
)
|
||||
if not ts_code or close <= 0 or previous <= 0:
|
||||
return None
|
||||
volume = _finite(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"))
|
||||
payload = {
|
||||
"ts_code": ts_code,
|
||||
"name": str(row.get("name") or ts_code).strip(),
|
||||
"pre_close": previous,
|
||||
"open": _finite(row.get("open")),
|
||||
"high": _finite(row.get("high")),
|
||||
"low": _finite(row.get("low")),
|
||||
"close": close,
|
||||
"vol": volume,
|
||||
"amount": _finite(row.get("amount")),
|
||||
"num": 0,
|
||||
"quote_date": yyyymmdd(row.get("quote_date") or row.get("trade_date")),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
}
|
||||
if row.get("delayed"):
|
||||
payload["delayed"] = True
|
||||
payload["delay_seconds"] = int(row.get("delay_seconds") or 0)
|
||||
payload["delay_notice"] = str(row.get("delay_notice") or "")
|
||||
return payload
|
||||
|
||||
|
||||
def _chart_bars(rows: list[Any]) -> list[dict[str, Any]]:
|
||||
normalized: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
compact = yyyymmdd(row.get("trade_date"))
|
||||
close = _finite(row.get("close"))
|
||||
if len(compact) != 8 or close <= 0:
|
||||
continue
|
||||
volume = _finite(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol"))
|
||||
amount = _finite(row.get("amount"))
|
||||
if volume and volume < close * 10 and amount > 1000:
|
||||
volume = volume * 100
|
||||
trade_date = f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
|
||||
previous = normalized[-1]["close"] if normalized else 0.0
|
||||
normalized.append(
|
||||
{
|
||||
"trade_date": trade_date,
|
||||
"open": _finite(row.get("open")),
|
||||
"high": _finite(row.get("high")),
|
||||
"low": _finite(row.get("low")),
|
||||
"close": close,
|
||||
"change": round((close / previous - 1) * 100, 4) if previous else _finite(row.get("pct_chg")),
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
}
|
||||
)
|
||||
return normalized
|
||||
|
||||
|
||||
def _shift_yyyymmdd(value: str, days: int) -> str:
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
stamp = datetime.strptime(value, "%Y%m%d")
|
||||
return (stamp + timedelta(days=days)).strftime("%Y%m%d")
|
||||
|
||||
|
||||
def _finite(value: Any) -> float:
|
||||
try:
|
||||
return float(value or 0)
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
|
||||
|
||||
class DatahubAwareTushareClient(
|
||||
DashboardMixin,
|
||||
IndexMixin,
|
||||
ShenwanIndustryMixin,
|
||||
SectorMixin,
|
||||
DragonTigerMixin,
|
||||
StockMixin,
|
||||
DailyMarketMixin,
|
||||
):
|
||||
"""Website market facade. Mixins call query(); query talks only to the hub."""
|
||||
|
||||
_realtime_reference_cache: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_realtime_reference_lock: ClassVar[Lock] = Lock()
|
||||
_capital_cache: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_latest_realtime_market: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_stock_activity_cache: ClassVar[dict[str, dict[str, Any]]] = {}
|
||||
_stock_listing_cache: ClassVar[dict[str, Any]] = {}
|
||||
_stock_listing_lock: ClassVar[Lock] = Lock()
|
||||
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
|
||||
_suspension_lock: ClassVar[Lock] = Lock()
|
||||
_sw_member_cache: ClassVar[dict[str, Any]] = {}
|
||||
_sw_member_lock: ClassVar[Lock] = Lock()
|
||||
|
||||
def __init__(self, first: Any, second: Any | None = None) -> None:
|
||||
# Production: DatahubAwareTushareClient(bridge)
|
||||
# Older tests: DatahubAwareTushareClient(unused_legacy, bridge)
|
||||
self._bridge = second if second is not None else first
|
||||
self.token = "datahub"
|
||||
self.timeout = 30
|
||||
self.realtime_aggregator = None
|
||||
|
||||
def query(
|
||||
self,
|
||||
@@ -249,7 +584,22 @@ class DatahubAwareTushareClient:
|
||||
params: dict[str, Any] | None = None,
|
||||
fields: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._bridge.query(api_name, params, fields, self._legacy.query)
|
||||
return self._bridge.query(api_name, params, fields)
|
||||
|
||||
def __getattr__(self, name: str) -> Any:
|
||||
return getattr(self._legacy, name)
|
||||
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_market_quotes(trade_date)
|
||||
|
||||
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_quotes(codes)
|
||||
|
||||
def try_index_quotes(self) -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_index_quotes()
|
||||
|
||||
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
|
||||
return self._bridge.try_sector_quote(code, trade_date)
|
||||
|
||||
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
|
||||
return self._bridge.try_limit_pool(trade_date)
|
||||
|
||||
def record_datahub_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
|
||||
self._bridge.record_legacy(dataset, source, error)
|
||||
|
||||
@@ -60,6 +60,27 @@ class DatahubClient:
|
||||
def auction(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/auction", params)
|
||||
|
||||
def limit_events(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/limit-events", params)
|
||||
|
||||
def popularity(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/popularity", params)
|
||||
|
||||
def dragon_tiger(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/dragon-tiger", params)
|
||||
|
||||
def sectors(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/sectors", params)
|
||||
|
||||
def quotes_latest(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/quotes/latest", params)
|
||||
|
||||
def index_quotes(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/indexes/quotes", params)
|
||||
|
||||
def intraday_points(self, **params: Any) -> DatahubResponse:
|
||||
return self.get("/v1/intraday/points", params)
|
||||
|
||||
def dataset_status(self, date: str) -> DatahubResponse:
|
||||
return self.get("/v1/datasets/status", {"date": date})
|
||||
|
||||
@@ -69,6 +90,24 @@ class DatahubClient:
|
||||
params["dataset"] = dataset
|
||||
return self.get("/v1/batches", params)
|
||||
|
||||
def query_api(self, api_name: str, params: dict[str, Any] | None = None, fields: str = "") -> DatahubResponse:
|
||||
return self.post(
|
||||
"/v1/query",
|
||||
{"api_name": api_name, "params": params or {}, "fields": fields},
|
||||
)
|
||||
|
||||
def sector_quote(self, code: str, date: str = "") -> DatahubResponse:
|
||||
payload: dict[str, Any] = {"code": code}
|
||||
if date:
|
||||
payload["date"] = date
|
||||
return self.get("/v1/sectors/quote", payload)
|
||||
|
||||
def limit_pool(self, trade_date: str = "") -> DatahubResponse:
|
||||
params: dict[str, Any] = {}
|
||||
if trade_date:
|
||||
params["date"] = trade_date
|
||||
return self.get("/v1/limit-pool", params)
|
||||
|
||||
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
if not self.settings.token:
|
||||
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
|
||||
@@ -97,15 +136,41 @@ class DatahubClient:
|
||||
)
|
||||
raise last_error or DatahubError("INTERNAL", "datahub request failed")
|
||||
|
||||
def _request(self, url: str) -> DatahubResponse:
|
||||
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
if not self.settings.token:
|
||||
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
|
||||
url = self.settings.base_url + path
|
||||
attempts = 1 + max(0, self.settings.retries)
|
||||
last_error: DatahubError | None = None
|
||||
payload = json.dumps(body or {}, ensure_ascii=False).encode("utf-8")
|
||||
for attempt in range(attempts):
|
||||
try:
|
||||
return self._request(url, method="POST", data=payload)
|
||||
except DatahubError as exc:
|
||||
last_error = exc
|
||||
if exc.code not in {"TIMEOUT", "UNAVAILABLE"} or attempt + 1 >= attempts:
|
||||
raise
|
||||
LOGGER.warning(
|
||||
"datahub retry %s/%s %s",
|
||||
attempt + 1,
|
||||
attempts,
|
||||
redact_text(str(exc), self.settings.secrets()),
|
||||
)
|
||||
raise last_error or DatahubError("INTERNAL", "datahub request failed")
|
||||
|
||||
def _request(self, url: str, method: str = "GET", data: bytes | None = None) -> DatahubResponse:
|
||||
headers = {
|
||||
"Accept": "application/json",
|
||||
"X-Datahub-Token": self.settings.token,
|
||||
"User-Agent": "XiaobaiReviewDatahub/1.0",
|
||||
}
|
||||
if data is not None:
|
||||
headers["Content-Type"] = "application/json"
|
||||
request = urllib.request.Request(
|
||||
url,
|
||||
headers={
|
||||
"Accept": "application/json",
|
||||
"X-Datahub-Token": self.settings.token,
|
||||
"User-Agent": "XiaobaiReviewDatahub/1.0",
|
||||
},
|
||||
method="GET",
|
||||
data=data,
|
||||
headers=headers,
|
||||
method=method,
|
||||
)
|
||||
try:
|
||||
with self._urlopen(request, timeout=self.settings.timeout_seconds) as response:
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -0,0 +1,140 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import time
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.bridge import DatahubBridge
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.providers.ifind_client import IfindError
|
||||
|
||||
class HubIfindProxy:
|
||||
"""Website-facing iFinD facade. Talks only to xiaobai-datahub."""
|
||||
|
||||
def __init__(self, datahub: DatahubBridge) -> None:
|
||||
self._datahub = datahub
|
||||
self._status: dict[str, Any] | None = None
|
||||
self._status_at = 0.0
|
||||
|
||||
@property
|
||||
def configured(self) -> bool:
|
||||
return bool(self.status().get("configured"))
|
||||
|
||||
def status(self) -> dict[str, Any]:
|
||||
now = time.monotonic()
|
||||
if self._status is not None and now - self._status_at < 30:
|
||||
return dict(self._status)
|
||||
fallback = {"configured": False, "access_ready": False, "access_expires_at": ""}
|
||||
if not self._datahub.settings.token:
|
||||
self._status = fallback
|
||||
self._status_at = now
|
||||
return dict(fallback)
|
||||
try:
|
||||
rows = self._rows("ifind_status", {})
|
||||
except IfindError:
|
||||
self._status = fallback
|
||||
self._status_at = now
|
||||
return dict(fallback)
|
||||
row = rows[0] if rows else {}
|
||||
status = {
|
||||
"configured": bool(row.get("configured")),
|
||||
"access_ready": bool(row.get("access_ready")),
|
||||
"access_expires_at": str(row.get("access_expires_at") or ""),
|
||||
}
|
||||
self._status = status
|
||||
self._status_at = now
|
||||
return dict(status)
|
||||
|
||||
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_wencai",
|
||||
{"query": query, "search_type": search_type, "cache_ttl": cache_ttl},
|
||||
)
|
||||
|
||||
def snapshots(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 8,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_snapshots",
|
||||
{
|
||||
"codes": codes,
|
||||
"indicators": indicators,
|
||||
"start_time": start_time,
|
||||
"end_time": end_time,
|
||||
"cache_ttl": cache_ttl,
|
||||
},
|
||||
)
|
||||
|
||||
def history(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_date: str,
|
||||
end_date: str,
|
||||
cache_ttl: int = 300,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_history",
|
||||
{
|
||||
"codes": codes,
|
||||
"indicators": indicators,
|
||||
"start_date": start_date,
|
||||
"end_date": end_date,
|
||||
"cache_ttl": cache_ttl,
|
||||
},
|
||||
)
|
||||
|
||||
def real_time(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
cache_ttl: int = 10,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_realtime",
|
||||
{"codes": codes, "indicators": indicators, "cache_ttl": cache_ttl},
|
||||
)
|
||||
|
||||
def intraday(
|
||||
self,
|
||||
code: str,
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 20,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._rows(
|
||||
"ifind_intraday",
|
||||
{
|
||||
"code": code,
|
||||
"start_time": start_time,
|
||||
"end_time": end_time,
|
||||
"cache_ttl": cache_ttl,
|
||||
},
|
||||
)
|
||||
|
||||
def test_connection(self) -> dict[str, Any]:
|
||||
payload = self.real_time(
|
||||
"000001.SH",
|
||||
["open", "high", "low", "latest", "preClose"],
|
||||
cache_ttl=0,
|
||||
)
|
||||
return {
|
||||
"ok": bool(payload),
|
||||
"sample_time": str(payload[0].get("time") or "") if payload else "",
|
||||
}
|
||||
|
||||
def _rows(self, api_name: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
try:
|
||||
response = self._datahub.client.query_api(api_name, params)
|
||||
except DatahubError as exc:
|
||||
raise IfindError(str(exc) or "iFinD 数据中枢暂不可用") from exc
|
||||
data = response.data
|
||||
if isinstance(data, list):
|
||||
return [dict(item) for item in data if isinstance(item, dict)]
|
||||
if isinstance(data, dict):
|
||||
return [dict(data)]
|
||||
return []
|
||||
@@ -17,6 +17,13 @@ API_TO_DATASET = {
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"stk_auction": "auction",
|
||||
"limit_list_d": "limit_events",
|
||||
"ths_hot": "popularity",
|
||||
"dc_hot": "popularity",
|
||||
"hm_detail": "dragon_tiger",
|
||||
"ths_daily": "sector_daily",
|
||||
"dc_index": "sector_daily",
|
||||
"sw_daily": "sector_daily",
|
||||
}
|
||||
|
||||
SCALE_FIELDS = {
|
||||
@@ -35,6 +42,16 @@ SCALE_FIELDS = {
|
||||
"net_mf_amount": AMOUNT_WAN_YUAN,
|
||||
},
|
||||
"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
|
||||
"limit_events": {
|
||||
"limit_amount": AMOUNT_WAN_YUAN,
|
||||
"float_mv": AMOUNT_WAN_YUAN,
|
||||
"total_mv": AMOUNT_WAN_YUAN,
|
||||
},
|
||||
"dragon_tiger": {
|
||||
"buy_amount": AMOUNT_WAN_YUAN,
|
||||
"sell_amount": AMOUNT_WAN_YUAN,
|
||||
"net_amount": AMOUNT_WAN_YUAN,
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
@@ -67,6 +84,16 @@ def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
|
||||
converted[field] = _unscale(converted.get(field), factor)
|
||||
if dataset == "stocks":
|
||||
converted.pop("updated_at", None)
|
||||
if dataset == "popularity":
|
||||
# keep hub source; callers filter ths/dc themselves when needed
|
||||
if converted.get("ts_name") and not converted.get("name"):
|
||||
converted["name"] = converted.get("ts_name")
|
||||
if dataset == "dragon_tiger":
|
||||
if converted.get("ts_name") and not converted.get("name"):
|
||||
converted["name"] = converted.get("ts_name")
|
||||
if dataset == "sector_daily":
|
||||
if converted.get("pct_change") is not None and converted.get("pct_chg") is None:
|
||||
converted["pct_chg"] = converted.get("pct_change")
|
||||
return converted
|
||||
|
||||
|
||||
@@ -96,6 +123,30 @@ def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
|
||||
return (str(row.get("ts_code") or "").upper(),)
|
||||
if dataset == "status":
|
||||
return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
|
||||
if dataset == "limit_events":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("limit_type") or ""),
|
||||
)
|
||||
if dataset == "popularity":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("source") or ""),
|
||||
)
|
||||
if dataset == "dragon_tiger":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("hm_name") or ""),
|
||||
)
|
||||
if dataset == "sector_daily":
|
||||
return (
|
||||
str(row.get("ts_code") or "").upper(),
|
||||
yyyymmdd(row.get("trade_date")),
|
||||
str(row.get("family") or ""),
|
||||
)
|
||||
return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,180 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.bridge import DatahubBridge
|
||||
from backend.data.realtime import RealtimeAggregateError
|
||||
|
||||
|
||||
class HubRealtimeProxy:
|
||||
"""Realtime observation facade. Talks only to xiaobai-datahub."""
|
||||
|
||||
def __init__(self, datahub: DatahubBridge) -> None:
|
||||
self._datahub = datahub
|
||||
|
||||
def health_snapshot(self, sector: str = "") -> dict[str, Any]:
|
||||
started = datetime.now().astimezone()
|
||||
indices: list[dict[str, Any]] = []
|
||||
error = ""
|
||||
try:
|
||||
indices = self.tencent_indices()
|
||||
except RealtimeAggregateError as exc:
|
||||
error = str(exc)
|
||||
epochs = [int(item.get("quote_time_epoch") or 0) for item in indices]
|
||||
now = datetime.now().astimezone()
|
||||
max_skew = 120 if now.hour >= 15 else 15
|
||||
index_consistent = bool(epochs) and max(epochs) - min(epochs) <= max_skew
|
||||
ready = len(indices) == 3 and index_consistent
|
||||
return {
|
||||
"ready": ready,
|
||||
"isolated": True,
|
||||
"generated_at": started.isoformat(timespec="seconds"),
|
||||
"elapsed_ms": 0,
|
||||
"indices": indices,
|
||||
"index_consistent": index_consistent,
|
||||
"sector": None,
|
||||
"sources": {
|
||||
"datahub_indices": {
|
||||
"ok": ready,
|
||||
"error": error,
|
||||
"source": "datahub",
|
||||
}
|
||||
},
|
||||
"observations": {},
|
||||
"policy": {
|
||||
"integration": "datahub_exclusive",
|
||||
"max_index_time_skew_seconds": max_skew,
|
||||
"notice": "实时观察只走数据中枢,主网站不再直连东财/腾讯。",
|
||||
},
|
||||
}
|
||||
|
||||
def tencent_indices(self) -> list[dict[str, Any]]:
|
||||
rows = self._datahub.try_index_quotes() or []
|
||||
result = [_as_index(item) for item in rows if _as_index(item)]
|
||||
wanted = {"000001", "399001", "399006"}
|
||||
result = [item for item in result if item.get("code") in wanted]
|
||||
result.sort(key=lambda item: str(item.get("code") or ""))
|
||||
if len(result) != 3:
|
||||
raise RealtimeAggregateError(f"datahub returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def eastmoney_indices(self) -> list[dict[str, Any]]:
|
||||
return self.tencent_indices()
|
||||
|
||||
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
return self._stock_quote(code, expected_date)
|
||||
|
||||
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
return self._stock_quote(code, expected_date)
|
||||
|
||||
def tencent_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
minimum: int | None = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._stock_quotes(codes, expected_date, minimum)
|
||||
|
||||
def eastmoney_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
return self._stock_quotes(codes, expected_date, None)
|
||||
|
||||
def eastmoney_shenwan_quote(self, ts_code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
quote = self._datahub.try_sector_quote(ts_code, expected_date)
|
||||
if not quote:
|
||||
raise RealtimeAggregateError(f"datahub shenwan quote unavailable for {ts_code}")
|
||||
return quote
|
||||
|
||||
def _stock_quote(self, code: str, expected_date: str) -> dict[str, Any]:
|
||||
rows = self._stock_quotes([code], expected_date, 1)
|
||||
if not rows:
|
||||
raise RealtimeAggregateError(f"datahub stock quote unavailable for {code}")
|
||||
return rows[0]
|
||||
|
||||
def _stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str,
|
||||
minimum: int | None,
|
||||
) -> list[dict[str, Any]]:
|
||||
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
|
||||
rows = self._datahub.try_quotes(cleaned) if cleaned else (self._datahub.try_market_quotes(expected_date) or [])
|
||||
quotes = [_as_stock(item) for item in (rows or []) if _as_stock(item)]
|
||||
if expected_date:
|
||||
compact = str(expected_date).replace("-", "")
|
||||
quotes = [
|
||||
item
|
||||
for item in quotes
|
||||
if not item.get("quote_date") or str(item.get("quote_date") or "").replace("-", "") == compact
|
||||
]
|
||||
if minimum is not None and len(quotes) < minimum:
|
||||
raise RealtimeAggregateError(f"datahub returned {len(quotes)} quotes, need {minimum}")
|
||||
return quotes
|
||||
|
||||
|
||||
def _as_index(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
code = str(row.get("code") or str(row.get("ts_code") or "").split(".")[0] or "")
|
||||
price = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
if not code or price <= 0:
|
||||
return None
|
||||
epoch = int(_number(row.get("quote_time_epoch")))
|
||||
amount = _number(row.get("amount_billion"))
|
||||
if amount <= 0:
|
||||
amount = round(_number(row.get("amount")) / 100_000_000, 2)
|
||||
return {
|
||||
"code": code,
|
||||
"name": row.get("name") or code,
|
||||
"price": price,
|
||||
"change": _number(row.get("change") if row.get("change") not in (None, "") else row.get("pct_chg")),
|
||||
"change_amount": _number(row.get("change_amount")),
|
||||
"open": _number(row.get("open")),
|
||||
"high": _number(row.get("high")),
|
||||
"low": _number(row.get("low")),
|
||||
"previous_close": _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
),
|
||||
"amount_billion": amount,
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
"cache_age_seconds": 0,
|
||||
}
|
||||
|
||||
|
||||
def _as_stock(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
close = _number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
|
||||
if close <= 0:
|
||||
return None
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
code = str(row.get("code") or ts_code.split(".")[0] or "")
|
||||
return {
|
||||
"ts_code": ts_code or code,
|
||||
"code": code,
|
||||
"name": row.get("name") or "",
|
||||
"close": close,
|
||||
"pre_close": _number(
|
||||
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
|
||||
),
|
||||
"open": _number(row.get("open")),
|
||||
"high": _number(row.get("high")),
|
||||
"low": _number(row.get("low")),
|
||||
"volume": _number(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol")),
|
||||
"vol": _number(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume")),
|
||||
"amount": _number(row.get("amount")),
|
||||
"quote_time_epoch": int(_number(row.get("quote_time_epoch"))),
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"quote_date": str(row.get("quote_date") or ""),
|
||||
"source": str(row.get("source") or "datahub"),
|
||||
"delayed": bool(row.get("delayed")),
|
||||
}
|
||||
|
||||
|
||||
def _number(value: Any) -> float:
|
||||
try:
|
||||
return float(value or 0)
|
||||
except (TypeError, ValueError):
|
||||
return 0.0
|
||||
@@ -0,0 +1,57 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from datetime import datetime
|
||||
from threading import Lock
|
||||
from typing import Any
|
||||
|
||||
from backend.data.datahub.settings import DATASETS
|
||||
|
||||
DATASET_LABELS = {
|
||||
"calendar": "交易日历",
|
||||
"stocks": "股票主档",
|
||||
"daily": "个股日K",
|
||||
"index_daily": "指数日K",
|
||||
"valuation": "估值",
|
||||
"moneyflow": "资金流",
|
||||
"auction": "竞价",
|
||||
"limit_events": "涨停池",
|
||||
"popularity": "人气榜",
|
||||
"dragon_tiger": "龙虎榜",
|
||||
"sector_daily": "题材板块",
|
||||
"quotes": "全市场实时行情",
|
||||
"index_quotes": "指数实时行情",
|
||||
"intraday": "分时",
|
||||
"status": "数据集状态",
|
||||
}
|
||||
|
||||
|
||||
class DatahubRouteLedger:
|
||||
def __init__(self) -> None:
|
||||
self._lock = Lock()
|
||||
self._rows: dict[str, dict[str, Any]] = {}
|
||||
|
||||
def record(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
|
||||
name = str(dataset or "").strip() or "unknown"
|
||||
with self._lock:
|
||||
self._rows[name] = {
|
||||
"dataset": name,
|
||||
"label": DATASET_LABELS.get(name, name),
|
||||
"route": "legacy" if route == "legacy" else "datahub",
|
||||
"source": str(source or "").strip(),
|
||||
"error": str(error or "").strip(),
|
||||
"at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
}
|
||||
|
||||
def snapshot(self) -> list[dict[str, Any]]:
|
||||
with self._lock:
|
||||
rows = [dict(item) for item in self._rows.values()]
|
||||
order = {name: index for index, name in enumerate(DATASETS)}
|
||||
rows.sort(key=lambda item: (order.get(str(item.get("dataset")), 99), str(item.get("dataset"))))
|
||||
return rows
|
||||
|
||||
def clear(self) -> None:
|
||||
with self._lock:
|
||||
self._rows.clear()
|
||||
|
||||
|
||||
LEDGER = DatahubRouteLedger()
|
||||
@@ -17,6 +17,13 @@ DATASETS = (
|
||||
"valuation",
|
||||
"moneyflow",
|
||||
"auction",
|
||||
"limit_events",
|
||||
"popularity",
|
||||
"dragon_tiger",
|
||||
"sector_daily",
|
||||
"quotes",
|
||||
"index_quotes",
|
||||
"intraday",
|
||||
"status",
|
||||
)
|
||||
|
||||
@@ -28,6 +35,13 @@ ENV_DATASET = {
|
||||
"valuation": "VALUATION",
|
||||
"moneyflow": "MONEYFLOW",
|
||||
"auction": "AUCTION",
|
||||
"limit_events": "LIMIT_EVENTS",
|
||||
"popularity": "POPULARITY",
|
||||
"dragon_tiger": "DRAGON_TIGER",
|
||||
"sector_daily": "SECTOR_DAILY",
|
||||
"quotes": "QUOTES",
|
||||
"index_quotes": "INDEX_QUOTES",
|
||||
"intraday": "INTRADAY",
|
||||
"status": "STATUS",
|
||||
}
|
||||
|
||||
|
||||
+38
-23
@@ -1,43 +1,40 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from collections.abc import Callable
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from backend.data.contracts import DataUsage
|
||||
from backend.data.datahub import DatahubAwareTushareClient, DatahubBridge, DatahubClient, DatahubSettings
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
from backend.data.policy import DataSourcePolicy
|
||||
from backend.data.providers import IfindProvider, TushareProvider
|
||||
from backend.data.providers import IfindProvider
|
||||
from backend.data.quality import DataQualityGate, QualityEvidence, QualityReport
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class DataGateway:
|
||||
policy: DataSourcePolicy
|
||||
quality: DataQualityGate
|
||||
tushare_provider: TushareProvider
|
||||
ifind_provider: IfindProvider
|
||||
chart_data: MarketChartClient
|
||||
realtime_observer: WebRealtimeAggregator
|
||||
realtime_observer: HubRealtimeProxy
|
||||
datahub: DatahubBridge
|
||||
|
||||
@property
|
||||
def ifind(self) -> IfindHttpClient:
|
||||
def ifind(self) -> HubIfindProxy:
|
||||
return self.ifind_provider.client
|
||||
|
||||
def tushare(
|
||||
self,
|
||||
dataset_id: str = "",
|
||||
usage: DataUsage = "calculation",
|
||||
) -> TushareClient:
|
||||
) -> DatahubAwareTushareClient:
|
||||
if dataset_id:
|
||||
self.policy.assert_allowed(dataset_id, "tushare", usage)
|
||||
return DatahubAwareTushareClient(self.tushare_provider.client(), self.datahub)
|
||||
return DatahubAwareTushareClient(self.datahub)
|
||||
|
||||
def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
|
||||
return self.datahub.dataset_status(trade_date)
|
||||
@@ -45,6 +42,31 @@ class DataGateway:
|
||||
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
|
||||
return self.datahub.batches(trade_date, dataset)
|
||||
|
||||
def datahub_status(self) -> dict[str, Any]:
|
||||
from backend.data.datahub.route_state import DATASET_LABELS, LEDGER
|
||||
from backend.data.datahub.settings import DATASETS
|
||||
|
||||
settings = self.datahub.settings
|
||||
flags = []
|
||||
enabled = 0
|
||||
for name in DATASETS:
|
||||
read = bool(settings.flags(name).read)
|
||||
if read:
|
||||
enabled += 1
|
||||
flags.append({"dataset": name, "label": DATASET_LABELS.get(name, name), "read": read})
|
||||
routes = LEDGER.snapshot()
|
||||
fallbacks = [item for item in routes if item.get("route") == "legacy"]
|
||||
return {
|
||||
"configured": bool(settings.token and settings.base_url),
|
||||
"base_url": settings.base_url,
|
||||
"enabled_reads": enabled,
|
||||
"total_reads": len(DATASETS),
|
||||
"flags": flags,
|
||||
"routes": routes,
|
||||
"fallback_count": len(fallbacks),
|
||||
"fallback_labels": [str(item.get("label") or item.get("dataset")) for item in fallbacks],
|
||||
}
|
||||
|
||||
def assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
|
||||
self.policy.assert_allowed(dataset_id, provider_id, usage)
|
||||
|
||||
@@ -72,25 +94,18 @@ class DataGateway:
|
||||
|
||||
def build_data_gateway(
|
||||
credentials: dict[str, object],
|
||||
tushare_token_supplier: Callable[[], str] | None = None,
|
||||
datahub_settings: DatahubSettings | None = None,
|
||||
) -> DataGateway:
|
||||
ifind = IfindHttpClient(
|
||||
str(credentials.get("ifind_refresh_token") or ""),
|
||||
str(credentials.get("ifind_access_token") or ""),
|
||||
)
|
||||
token_supplier = tushare_token_supplier or (
|
||||
lambda: str(credentials.get("tushare_token") or "")
|
||||
)
|
||||
policy = DataSourcePolicy.load()
|
||||
settings = datahub_settings or DatahubSettings.load(credentials=credentials)
|
||||
datahub_client = DatahubClient(settings)
|
||||
datahub = DatahubBridge(settings, datahub_client)
|
||||
ifind = HubIfindProxy(datahub)
|
||||
return DataGateway(
|
||||
policy=policy,
|
||||
quality=DataQualityGate.load(policy),
|
||||
tushare_provider=TushareProvider(token_supplier),
|
||||
ifind_provider=IfindProvider(ifind),
|
||||
chart_data=MarketChartClient(ifind, EastmoneyChartClient()),
|
||||
realtime_observer=WebRealtimeAggregator(),
|
||||
datahub=DatahubBridge(settings, datahub_client),
|
||||
chart_data=MarketChartClient(datahub),
|
||||
realtime_observer=HubRealtimeProxy(datahub),
|
||||
datahub=datahub,
|
||||
)
|
||||
|
||||
@@ -1,11 +1,13 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from backend.data.providers.ifind_client import IfindHttpClient
|
||||
from typing import Any
|
||||
|
||||
|
||||
class IfindProvider:
|
||||
def __init__(self, client: IfindHttpClient) -> None:
|
||||
def __init__(self, client: Any) -> None:
|
||||
self.client = client
|
||||
|
||||
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
|
||||
self.client.set_credentials(refresh_token, access_token)
|
||||
setter = getattr(self.client, "set_credentials", None)
|
||||
if callable(setter):
|
||||
setter(refresh_token, access_token)
|
||||
|
||||
@@ -66,3 +66,5 @@ class TushareClient(
|
||||
_stock_listing_lock: ClassVar[Lock] = Lock()
|
||||
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
|
||||
_suspension_lock: ClassVar[Lock] = Lock()
|
||||
_sw_member_cache: ClassVar[dict[str, Any]] = {}
|
||||
_sw_member_lock: ClassVar[Lock] = Lock()
|
||||
|
||||
@@ -3,7 +3,12 @@ from __future__ import annotations
|
||||
from typing import Any
|
||||
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_helpers import _display_time, _prices_equal
|
||||
from backend.data.providers.tushare_helpers import (
|
||||
_display_time,
|
||||
_optional_number,
|
||||
_prices_equal,
|
||||
calendar_is_open,
|
||||
)
|
||||
|
||||
|
||||
class DailyMarketMixin:
|
||||
@@ -17,7 +22,11 @@ class DailyMarketMixin:
|
||||
trade_date = requested
|
||||
else:
|
||||
row = requested_rows[0]
|
||||
trade_date = row["cal_date"] if row.get("is_open") == 1 else row.get("pretrade_date", requested)
|
||||
trade_date = (
|
||||
row["cal_date"]
|
||||
if calendar_is_open(row.get("is_open"))
|
||||
else row.get("pretrade_date", requested)
|
||||
)
|
||||
|
||||
resolved_rows = self.query(
|
||||
"trade_cal",
|
||||
@@ -129,7 +138,66 @@ class DailyMarketMixin:
|
||||
)
|
||||
item["capital_trade_date"] = str(capital.get("trade_date") or "")
|
||||
result.append(item)
|
||||
return result
|
||||
return self._overlay_board_fields(result, trade_date)
|
||||
|
||||
def _overlay_board_fields(
|
||||
self,
|
||||
rows: list[dict[str, Any]],
|
||||
trade_date: str,
|
||||
) -> list[dict[str, Any]]:
|
||||
if not rows:
|
||||
return rows
|
||||
official = self._official_board_map(trade_date)
|
||||
free = self._free_board_map(trade_date) if not official else {}
|
||||
merged: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
code = str(row.get("ts_code") or "")
|
||||
extra = official.get(code) or free.get(code) or {}
|
||||
if not extra:
|
||||
merged.append(row)
|
||||
continue
|
||||
item = dict(row)
|
||||
for key in (
|
||||
"first_time",
|
||||
"last_time",
|
||||
"fd_amount",
|
||||
"open_times",
|
||||
"limit_times",
|
||||
"turnover_ratio",
|
||||
):
|
||||
incoming = extra.get(key)
|
||||
current = item.get(key)
|
||||
if incoming in (None, "", "--"):
|
||||
continue
|
||||
if current in (None, "", "--", 0, 0.0):
|
||||
item[key] = incoming
|
||||
merged.append(item)
|
||||
return merged
|
||||
|
||||
def _official_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
|
||||
mapped: dict[str, dict[str, Any]] = {}
|
||||
try:
|
||||
for row in self._load_limit_lists(trade_date):
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code:
|
||||
mapped[code] = row
|
||||
except Exception:
|
||||
return {}
|
||||
return mapped
|
||||
|
||||
def _free_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
|
||||
loader = getattr(self, "try_limit_pool", None)
|
||||
if not callable(loader):
|
||||
return {}
|
||||
try:
|
||||
rows = loader(trade_date) or []
|
||||
except Exception:
|
||||
return {}
|
||||
return {
|
||||
str(row.get("ts_code") or ""): row
|
||||
for row in rows
|
||||
if row.get("ts_code")
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def _normalize_limit(row: dict[str, Any], status: str) -> dict[str, Any]:
|
||||
@@ -154,7 +222,11 @@ class DailyMarketMixin:
|
||||
"turnover_source": row.get("turnover_source") or "provider",
|
||||
"capital_trade_date": row.get("capital_trade_date") or "",
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"seal_amount_million": round(_number(row.get("fd_amount")) / 10000, 0),
|
||||
"seal_amount_million": (
|
||||
round(fd / 10000, 0)
|
||||
if (fd := _optional_number(row.get("fd_amount"))) is not None
|
||||
else None
|
||||
),
|
||||
"float_mv_billion": round(_number(row.get("float_mv")) / 100000000, 1),
|
||||
"status": status,
|
||||
}
|
||||
|
||||
@@ -16,6 +16,12 @@ from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
|
||||
class DashboardMixin:
|
||||
def _now(self) -> datetime:
|
||||
clock = getattr(self, "clock", None)
|
||||
if callable(clock):
|
||||
return clock()
|
||||
return datetime.now().astimezone()
|
||||
|
||||
def dashboard(self, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, previous_trade_date = self.resolve_trade_context(requested_date)
|
||||
if self.should_use_realtime(requested_date, trade_date):
|
||||
@@ -26,11 +32,12 @@ class DashboardMixin:
|
||||
)
|
||||
|
||||
daily = self._load_daily(trade_date)
|
||||
now = self._now()
|
||||
if (
|
||||
not daily
|
||||
and requested_date == datetime.now().astimezone().strftime("%Y%m%d")
|
||||
and requested_date == now.strftime("%Y%m%d")
|
||||
and trade_date == requested_date
|
||||
and datetime.now().astimezone().time().replace(tzinfo=None) >= dt_time(9, 15)
|
||||
and now.time().replace(tzinfo=None) >= dt_time(9, 15)
|
||||
):
|
||||
return self._realtime_dashboard(
|
||||
requested_date,
|
||||
@@ -98,15 +105,14 @@ class DashboardMixin:
|
||||
}
|
||||
return apply_sentiment_to_dashboard(dashboard)
|
||||
|
||||
@staticmethod
|
||||
def should_use_realtime(requested_date: str, trade_date: str) -> bool:
|
||||
"""Use rt_k for today's open market until end-of-day datasets settle."""
|
||||
now = datetime.now().astimezone()
|
||||
def should_use_realtime(self, requested_date: str, trade_date: str) -> bool:
|
||||
"""Use live quotes for today's open session until official daily settles."""
|
||||
now = self._now()
|
||||
today = now.strftime("%Y%m%d")
|
||||
return (
|
||||
requested_date == today
|
||||
and trade_date == today
|
||||
and dt_time(9, 15) <= now.time().replace(tzinfo=None) < dt_time(16, 30)
|
||||
and dt_time(9, 15) <= now.time().replace(tzinfo=None) < dt_time(15, 5)
|
||||
)
|
||||
|
||||
def _realtime_dashboard(
|
||||
@@ -122,7 +128,7 @@ class DashboardMixin:
|
||||
)
|
||||
if not codes:
|
||||
raise TushareError("No active stock codes available for rt_k")
|
||||
quotes = self.query("rt_k", {"ts_code": codes})
|
||||
quotes, quote_source = self._load_realtime_quotes(codes, trade_date)
|
||||
if not quotes:
|
||||
raise TushareError(f"No realtime data returned for {trade_date}")
|
||||
|
||||
@@ -178,14 +184,35 @@ class DashboardMixin:
|
||||
)
|
||||
sectors = _build_sectors(limits)
|
||||
previous_sectors = _build_sectors(previous_limits)
|
||||
now = datetime.now().astimezone()
|
||||
now = self._now()
|
||||
market_status = _realtime_market_status(now.time().replace(tzinfo=None))
|
||||
if quote_source == "datahub":
|
||||
notice = (
|
||||
"盘中行情由数据中枢统一提供;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "datahub"
|
||||
elif quote_source == "eastmoney_clist":
|
||||
notice = (
|
||||
"盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "eastmoney"
|
||||
elif quote_source == "tencent_qt":
|
||||
notice = (
|
||||
"盘中行情由腾讯免费实时行情计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "tencent"
|
||||
else:
|
||||
notice = (
|
||||
"盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
|
||||
)
|
||||
source_name = "tushare"
|
||||
dashboard = {
|
||||
"meta": {
|
||||
"requested_date": _display_date(requested_date),
|
||||
"trade_date": _display_date(trade_date),
|
||||
"previous_trade_date": _display_date(previous_trade_date),
|
||||
"source": "tushare",
|
||||
"source": source_name,
|
||||
"quote_source": quote_source,
|
||||
"mode": "realtime",
|
||||
"realtime": True,
|
||||
"market_status": market_status,
|
||||
@@ -193,7 +220,8 @@ class DashboardMixin:
|
||||
"auto_refresh": False,
|
||||
"quote_count": len(daily),
|
||||
"updated_at": now.isoformat(timespec="seconds"),
|
||||
"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"notice": notice,
|
||||
"indices": self._free_realtime_indices() if quote_source != "tushare_rt_k" else [],
|
||||
},
|
||||
"overview": _build_overview(daily, up_rows, down_rows, broken_rows),
|
||||
"limits": limits,
|
||||
@@ -207,6 +235,62 @@ class DashboardMixin:
|
||||
}
|
||||
return apply_sentiment_to_dashboard(dashboard)
|
||||
|
||||
def _realtime_aggregator(self):
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
if aggregator is None:
|
||||
raise TushareError("免费实时源未配置")
|
||||
return aggregator
|
||||
|
||||
def _load_realtime_quotes(
|
||||
self,
|
||||
codes: str,
|
||||
trade_date: str,
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
hub = getattr(self, "try_market_quotes", None)
|
||||
if callable(hub):
|
||||
quotes = hub(trade_date)
|
||||
if quotes:
|
||||
return list(quotes), "datahub"
|
||||
named = getattr(self, "try_quotes", None)
|
||||
code_list = [item for item in str(codes or "").split(",") if item]
|
||||
if callable(named) and code_list:
|
||||
collected: list[dict[str, Any]] = []
|
||||
for index in range(0, len(code_list), 60):
|
||||
collected.extend(named(code_list[index:index + 60]) or [])
|
||||
if collected:
|
||||
delayed = any(item.get("delayed") for item in collected)
|
||||
return collected, "datahub_delayed" if delayed else "datahub"
|
||||
try:
|
||||
quotes = self.query("rt_k", {"ts_code": codes})
|
||||
if quotes:
|
||||
delayed = any(item.get("delayed") for item in quotes)
|
||||
return list(quotes), "datahub_delayed" if delayed else "datahub"
|
||||
except TushareError as exc:
|
||||
raise TushareError(f"当天盘中实时行情不可用:{exc}") from exc
|
||||
raise TushareError("当天盘中实时行情不可用:数据中枢未返回可用行情")
|
||||
|
||||
def _mark_quote_legacy(self, source: str, error: str = "") -> None:
|
||||
marker = getattr(self, "record_datahub_legacy", None)
|
||||
if callable(marker):
|
||||
marker("quotes", source, error)
|
||||
|
||||
def _free_realtime_quotes(
|
||||
self,
|
||||
trade_date: str,
|
||||
codes: str = "",
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
del trade_date, codes
|
||||
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
|
||||
|
||||
def _free_realtime_indices(self) -> list[dict[str, Any]]:
|
||||
hub = getattr(self, "try_index_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub()
|
||||
converted = [item for item in (_hub_index_quote(row) for row in rows or []) if item]
|
||||
if converted:
|
||||
return converted
|
||||
return []
|
||||
|
||||
def _load_realtime_reference(
|
||||
self,
|
||||
trade_date: str,
|
||||
@@ -234,7 +318,7 @@ class DashboardMixin:
|
||||
{"trade_date": previous_trade_date},
|
||||
"ts_code,trade_date,total_share,float_share,free_share,total_mv,circ_mv",
|
||||
)
|
||||
if not basic_rows or not price_limits:
|
||||
if not basic_rows:
|
||||
raise TushareError(f"Realtime reference data is incomplete for {trade_date}")
|
||||
result = {
|
||||
"basic_rows": basic_rows,
|
||||
@@ -254,10 +338,9 @@ class DashboardMixin:
|
||||
ts_code: str,
|
||||
reference_date: str = "",
|
||||
) -> dict[str, Any]:
|
||||
rows = self.query("rt_k", {"ts_code": ts_code})
|
||||
if not rows:
|
||||
row = self._realtime_quote_row(ts_code, reference_date)
|
||||
if not row:
|
||||
raise TushareError(f"No realtime quote returned for {ts_code}")
|
||||
row = rows[0]
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
@@ -341,10 +424,24 @@ class DashboardMixin:
|
||||
"float_share_10k": float_share,
|
||||
"capital_trade_date": str(capital.get("trade_date") or ""),
|
||||
"turnover_source": "rt_volume/latest_float_share" if float_share else "unavailable",
|
||||
"data_source": "tushare",
|
||||
"data_source": str(row.get("source") or "tushare"),
|
||||
"realtime": True,
|
||||
}
|
||||
|
||||
def _realtime_quote_row(self, ts_code: str, reference_date: str = "") -> dict[str, Any]:
|
||||
hub = getattr(self, "try_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub([ts_code]) or []
|
||||
if rows:
|
||||
return dict(rows[0])
|
||||
try:
|
||||
rows = self.query("rt_k", {"ts_code": ts_code})
|
||||
if rows:
|
||||
return dict(rows[0])
|
||||
except TushareError:
|
||||
pass
|
||||
return {}
|
||||
|
||||
def _stock_activity_metrics(
|
||||
self,
|
||||
ts_code: str,
|
||||
@@ -462,7 +559,7 @@ class DashboardMixin:
|
||||
for row in reference.get("basic_rows") or []
|
||||
if row.get("ts_code")
|
||||
]
|
||||
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
|
||||
quotes, quote_source = self._load_realtime_quotes(",".join(codes), trade_date)
|
||||
rows = [
|
||||
row for row in quotes
|
||||
if _number(row.get("close")) > 0 and _number(row.get("pre_close")) > 0
|
||||
@@ -608,6 +705,31 @@ def _build_yesterday_performance(
|
||||
return result
|
||||
|
||||
|
||||
def _hub_index_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
code = str(row.get("code") or ts_code.split(".")[0])
|
||||
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
previous = _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
)
|
||||
if close <= 0 or previous <= 0:
|
||||
return None
|
||||
amount = _number(row.get("amount"))
|
||||
amount_billion = _number(row.get("amount_billion"))
|
||||
if not amount_billion and amount:
|
||||
amount_billion = round(amount / 100_000_000, 2)
|
||||
return {
|
||||
"code": code,
|
||||
"name": str(row.get("name") or code),
|
||||
"price": close,
|
||||
"change": _number(row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change")),
|
||||
"previous_close": previous,
|
||||
"amount_billion": amount_billion,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": "datahub",
|
||||
}
|
||||
|
||||
|
||||
def _build_limit_performance(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
result = []
|
||||
for level in sorted({int(row.get("prior_streak") or 1) for row in rows}, reverse=True):
|
||||
|
||||
@@ -6,12 +6,72 @@ from typing import Any
|
||||
from backend.data.numbers import finite_number as _number
|
||||
|
||||
|
||||
def calendar_is_open(value: Any) -> bool:
|
||||
if value in (True, 1, "1", "Y", "y"):
|
||||
return True
|
||||
if value in (False, 0, "0", "N", "n", None, ""):
|
||||
return False
|
||||
try:
|
||||
return int(value) == 1
|
||||
except (TypeError, ValueError):
|
||||
return False
|
||||
|
||||
|
||||
def _text(value: Any) -> str:
|
||||
if isinstance(value, (list, tuple, set)):
|
||||
return "、".join(str(item).strip() for item in value if str(item).strip())
|
||||
return str(value or "").strip()
|
||||
|
||||
|
||||
def _optional_number(value: Any) -> float | None:
|
||||
if value in (None, "", "-"):
|
||||
return None
|
||||
number = _number(value, default=float("nan"))
|
||||
if number != number:
|
||||
return None
|
||||
return number
|
||||
|
||||
|
||||
def _moneyflow_payload(flow: dict[str, Any] | None) -> dict[str, Any]:
|
||||
if not flow:
|
||||
return {
|
||||
"available": False,
|
||||
"net_million": None,
|
||||
"large_million": None,
|
||||
"medium_million": None,
|
||||
"small_million": None,
|
||||
}
|
||||
net = _optional_number(flow.get("net_mf_amount"))
|
||||
buy_lg = _optional_number(flow.get("buy_lg_amount"))
|
||||
sell_lg = _optional_number(flow.get("sell_lg_amount"))
|
||||
buy_elg = _optional_number(flow.get("buy_elg_amount"))
|
||||
sell_elg = _optional_number(flow.get("sell_elg_amount"))
|
||||
buy_md = _optional_number(flow.get("buy_md_amount"))
|
||||
sell_md = _optional_number(flow.get("sell_md_amount"))
|
||||
buy_sm = _optional_number(flow.get("buy_sm_amount"))
|
||||
sell_sm = _optional_number(flow.get("sell_sm_amount"))
|
||||
large = None
|
||||
if None not in (buy_lg, sell_lg, buy_elg, sell_elg):
|
||||
large = (buy_lg + buy_elg - sell_lg - sell_elg)
|
||||
elif _optional_number(flow.get("large_amount")) is not None:
|
||||
large = _optional_number(flow.get("large_amount"))
|
||||
medium = None if None in (buy_md, sell_md) else (buy_md - sell_md)
|
||||
if medium is None:
|
||||
medium = _optional_number(flow.get("medium_amount"))
|
||||
small = None if None in (buy_sm, sell_sm) else (buy_sm - sell_sm)
|
||||
if small is None:
|
||||
small = _optional_number(flow.get("small_amount"))
|
||||
if net is None and large is None and medium is None and small is None:
|
||||
return _moneyflow_payload(None)
|
||||
return {
|
||||
"available": True,
|
||||
"net_million": None if net is None else round(net / 100, 2),
|
||||
"large_million": None if large is None else round(large / 100, 2),
|
||||
"medium_million": None if medium is None else round(medium / 100, 2),
|
||||
"small_million": None if small is None else round(small / 100, 2),
|
||||
}
|
||||
|
||||
|
||||
def _prices_equal(left: Any, right: Any) -> bool:
|
||||
if left is None or right is None:
|
||||
return False
|
||||
|
||||
@@ -59,6 +59,73 @@ class IndexMixin:
|
||||
}
|
||||
|
||||
def realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
hub = getattr(self, "try_index_quotes", None)
|
||||
if callable(hub):
|
||||
rows = hub()
|
||||
if rows:
|
||||
return self._hub_realtime_market_indices(requested_date, rows)
|
||||
raise TushareError("Realtime index quotes are incomplete")
|
||||
|
||||
def _hub_realtime_market_indices(
|
||||
self,
|
||||
requested_date: str,
|
||||
rows: list[dict[str, Any]],
|
||||
) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
index_names = {
|
||||
"000001.SH": "上证指数",
|
||||
"399001.SZ": "深证成指",
|
||||
"399006.SZ": "创业板指",
|
||||
}
|
||||
by_code = {str(row.get("ts_code") or ""): row for row in rows}
|
||||
by_symbol = {str(row.get("code") or ""): row for row in rows}
|
||||
indices = []
|
||||
for ts_code, name in index_names.items():
|
||||
row = by_code.get(ts_code) or by_symbol.get(ts_code.split(".")[0])
|
||||
if not row:
|
||||
continue
|
||||
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
|
||||
previous_close = _number(
|
||||
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
|
||||
)
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
amount = _number(row.get("amount"))
|
||||
amount_billion = _number(row.get("amount_billion"))
|
||||
if not amount_billion and amount:
|
||||
amount_billion = round(amount / 100_000_000, 2)
|
||||
indices.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": str(row.get("name") or name).strip(),
|
||||
"trade_date": trade_date,
|
||||
"close": close,
|
||||
"pct_chg": round(
|
||||
_number(row.get("pct_chg")) or (close / previous_close - 1) * 100,
|
||||
3,
|
||||
),
|
||||
"return_5d": 0,
|
||||
"amount_billion": amount_billion,
|
||||
"quote_time": str(row.get("quote_time") or ""),
|
||||
"source": "datahub",
|
||||
}
|
||||
)
|
||||
if len(indices) != 3:
|
||||
raise TushareError("Realtime index quotes are incomplete")
|
||||
return {
|
||||
"trade_date": trade_date,
|
||||
"source": "datahub",
|
||||
"realtime": True,
|
||||
"precise": True,
|
||||
"indices": indices,
|
||||
"aggregate": {
|
||||
"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
|
||||
"average_return_5d": 0,
|
||||
"average_return_20d": 0,
|
||||
},
|
||||
}
|
||||
|
||||
def _tushare_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
index_names = {
|
||||
"000001.SH": "上证指数",
|
||||
@@ -116,3 +183,7 @@ class IndexMixin:
|
||||
"average_return_20d": 0,
|
||||
},
|
||||
}
|
||||
|
||||
def _free_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
|
||||
del requested_date
|
||||
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
|
||||
|
||||
@@ -1,11 +1,16 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from datetime import datetime, timedelta
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
|
||||
_SW_MEMBER_TTL = timedelta(hours=24)
|
||||
_SW_MEMBER_DIR = Path(__file__).resolve().parents[3] / "data" / "cache" / "sw_members"
|
||||
|
||||
|
||||
class ShenwanIndustryMixin:
|
||||
def sw_stock_industry(self, ts_code: str, trade_date: str) -> dict[str, Any]:
|
||||
@@ -132,21 +137,63 @@ class ShenwanIndustryMixin:
|
||||
actual_trade_date = str(daily.get("trade_date") or "")
|
||||
outer_precise = actual_trade_date == trade_date
|
||||
outer_error = "" if outer_precise else (
|
||||
f"No Shenwan daily returned for {sector_code} on {trade_date}"
|
||||
f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
|
||||
)
|
||||
outer_source = "tushare_sw_daily" if outer_precise else "unavailable"
|
||||
if not outer_precise and allow_realtime_close:
|
||||
try:
|
||||
return self._sw_realtime_sector_snapshot(
|
||||
industry,
|
||||
members,
|
||||
inner_ok = bool(member_rows) and not coverage_issue
|
||||
if inner_ok:
|
||||
sw_row, rt_source, rt_error = self._sw_outer_realtime(
|
||||
sector_code,
|
||||
str(industry.get("l2_name") or ""),
|
||||
trade_date,
|
||||
previous_trade_date,
|
||||
finalized=True,
|
||||
)
|
||||
except TushareError as exc:
|
||||
outer_error = f"{outer_error}; realtime close fallback failed: {exc}"
|
||||
if sw_row:
|
||||
daily = sw_row
|
||||
actual_trade_date = str(
|
||||
sw_row.get("quote_date") or sw_row.get("trade_date") or ""
|
||||
)
|
||||
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
|
||||
quote_clock = (
|
||||
trade_time[11:19]
|
||||
if len(trade_time) >= 19
|
||||
else str(sw_row.get("quote_clock") or "")
|
||||
)
|
||||
outer_precise = actual_trade_date == trade_date
|
||||
if quote_clock and quote_clock < "15:00:00":
|
||||
outer_precise = False
|
||||
outer_source = rt_source or "eastmoney_sw"
|
||||
outer_error = "" if outer_precise else (
|
||||
rt_error or f"申万行业 {sector_code} 免费实时尚未形成收盘快照"
|
||||
)
|
||||
else:
|
||||
outer_error = rt_error or outer_error
|
||||
else:
|
||||
try:
|
||||
snapshot = self._sw_realtime_sector_snapshot(
|
||||
industry,
|
||||
members,
|
||||
trade_date,
|
||||
previous_trade_date,
|
||||
finalized=True,
|
||||
)
|
||||
snapshot.update({
|
||||
"raw_member_count": raw_member_count,
|
||||
"excluded_member_count": len(excluded_members),
|
||||
"excluded_members": excluded_members,
|
||||
})
|
||||
return snapshot
|
||||
except TushareError:
|
||||
outer_error = f"{outer_error}; 免费实时成分暂不可用"
|
||||
|
||||
official_change = _number(daily.get("pct_change")) if outer_precise else None
|
||||
official_change = None
|
||||
if outer_precise:
|
||||
official_change = _number(
|
||||
daily.get("pct_change")
|
||||
if daily.get("pct_change") not in (None, "")
|
||||
else daily.get("change")
|
||||
)
|
||||
return {
|
||||
"code": sector_code,
|
||||
"name": industry.get("l2_name") or daily.get("name") or sector_code,
|
||||
@@ -173,9 +220,9 @@ class ShenwanIndustryMixin:
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"count": 0,
|
||||
"max_streak": 0,
|
||||
"source": "tushare_sw_daily+member_daily" if outer_precise else "tushare_member_daily",
|
||||
"source": f"{outer_source}+tushare_member_daily" if outer_precise else "tushare_member_daily",
|
||||
"inner_source": "tushare_member_daily",
|
||||
"outer_source": "tushare_sw_daily" if outer_precise else "unavailable",
|
||||
"outer_source": outer_source,
|
||||
"taxonomy": "sw_l2",
|
||||
"industry": industry,
|
||||
"trade_date": trade_date,
|
||||
@@ -189,7 +236,7 @@ class ShenwanIndustryMixin:
|
||||
"inner_error": inner_error,
|
||||
"outer_error": outer_error,
|
||||
"schema_version": 6,
|
||||
"methodology": "外显使用申万二级行业官方日线;内核独立使用当日成分日线宽度与等权涨跌聚合",
|
||||
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核优先使用当日成分日线,不调用 rt_sw_k",
|
||||
}
|
||||
|
||||
def _sw_sector_members(
|
||||
@@ -197,23 +244,100 @@ class ShenwanIndustryMixin:
|
||||
sector_code: str,
|
||||
trade_date: str,
|
||||
) -> list[dict[str, Any]]:
|
||||
rows = []
|
||||
for is_new in ("Y", "N"):
|
||||
rows.extend(
|
||||
self.query(
|
||||
"index_member_all",
|
||||
{"l2_code": sector_code, "is_new": is_new},
|
||||
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
|
||||
cached_rows = self._read_local_sw_members(sector_code)
|
||||
if cached_rows is not None:
|
||||
return _active_members(cached_rows, trade_date)
|
||||
rows: list[dict[str, Any]] = []
|
||||
try:
|
||||
for is_new in ("Y", "N"):
|
||||
rows.extend(
|
||||
self.query(
|
||||
"index_member_all",
|
||||
{"l2_code": sector_code, "is_new": is_new},
|
||||
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
|
||||
)
|
||||
)
|
||||
except TushareError:
|
||||
stale = self._read_local_sw_members(sector_code, allow_stale=True) or []
|
||||
if stale:
|
||||
return _active_members(stale, trade_date)
|
||||
raise
|
||||
reconciled = _reconcile_membership_rows(rows)
|
||||
self._write_local_sw_members(sector_code, reconciled)
|
||||
return _active_members(reconciled, trade_date)
|
||||
|
||||
def _read_local_sw_members(
|
||||
self,
|
||||
sector_code: str,
|
||||
allow_stale: bool = False,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
now = datetime.now().astimezone()
|
||||
cache = getattr(self, "_sw_member_cache", None)
|
||||
lock = getattr(self, "_sw_member_lock", None)
|
||||
if isinstance(cache, dict) and lock is not None:
|
||||
with lock:
|
||||
packed = cache.get(sector_code)
|
||||
if isinstance(packed, dict):
|
||||
loaded_at = packed.get("loaded_at")
|
||||
rows = packed.get("rows")
|
||||
fresh = (
|
||||
isinstance(loaded_at, datetime)
|
||||
and now - loaded_at < _SW_MEMBER_TTL
|
||||
)
|
||||
if isinstance(rows, list) and (fresh or allow_stale):
|
||||
return [dict(item) for item in rows]
|
||||
path = _sw_member_path(sector_code)
|
||||
if not path.exists():
|
||||
return None
|
||||
try:
|
||||
payload = json.loads(path.read_text(encoding="utf-8"))
|
||||
except (OSError, json.JSONDecodeError):
|
||||
return None
|
||||
rows = list(payload.get("rows") or [])
|
||||
updated = str(payload.get("updated_at") or "")
|
||||
fresh = False
|
||||
try:
|
||||
stamped = datetime.fromisoformat(updated)
|
||||
if stamped.tzinfo is None:
|
||||
stamped = stamped.replace(tzinfo=now.tzinfo)
|
||||
fresh = now - stamped.astimezone(now.tzinfo) < _SW_MEMBER_TTL
|
||||
except ValueError:
|
||||
fresh = False
|
||||
if rows and (fresh or allow_stale):
|
||||
self._remember_sw_members(sector_code, rows)
|
||||
return rows
|
||||
return None
|
||||
|
||||
def _write_local_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
|
||||
packed = [dict(item) for item in rows]
|
||||
self._remember_sw_members(sector_code, packed)
|
||||
path = _sw_member_path(sector_code)
|
||||
try:
|
||||
path.parent.mkdir(parents=True, exist_ok=True)
|
||||
path.write_text(
|
||||
json.dumps(
|
||||
{
|
||||
"sector_code": sector_code,
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
"rows": packed,
|
||||
},
|
||||
ensure_ascii=False,
|
||||
),
|
||||
encoding="utf-8",
|
||||
)
|
||||
deduped: dict[str, dict[str, Any]] = {}
|
||||
for row in _reconcile_membership_rows(rows):
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code and _membership_active_on(row, trade_date):
|
||||
current = deduped.get(code)
|
||||
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
|
||||
deduped[code] = row
|
||||
return list(deduped.values())
|
||||
except OSError:
|
||||
pass
|
||||
|
||||
def _remember_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
|
||||
cache = getattr(self, "_sw_member_cache", None)
|
||||
lock = getattr(self, "_sw_member_lock", None)
|
||||
if not isinstance(cache, dict) or lock is None:
|
||||
return
|
||||
with lock:
|
||||
cache[sector_code] = {
|
||||
"loaded_at": datetime.now().astimezone(),
|
||||
"rows": [dict(item) for item in rows],
|
||||
}
|
||||
|
||||
def sw_sector_members(self, sector_code: str, trade_date: str) -> list[dict[str, Any]]:
|
||||
"""Return constituents active in a Shenwan L2 industry on the target date."""
|
||||
@@ -311,37 +435,37 @@ class ShenwanIndustryMixin:
|
||||
finalized: bool = False,
|
||||
) -> dict[str, Any]:
|
||||
sector_code = str(industry.get("l2_code") or "")
|
||||
sw_rows = self.query(
|
||||
"rt_sw_k",
|
||||
{"ts_code": sector_code},
|
||||
"ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
|
||||
sw_row, outer_source, outer_error = self._sw_outer_realtime(
|
||||
sector_code,
|
||||
str(industry.get("l2_name") or ""),
|
||||
trade_date,
|
||||
finalized=finalized,
|
||||
)
|
||||
sw_row = sw_rows[0] if sw_rows else {}
|
||||
trade_time = str(sw_row.get("trade_time") or "")
|
||||
quote_date = trade_time[:10].replace("-", "")
|
||||
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else ""
|
||||
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
|
||||
quote_date = str(sw_row.get("quote_date") or trade_time[:10].replace("-", ""))
|
||||
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else str(sw_row.get("quote_clock") or "")
|
||||
outer_precise = bool(sw_row and quote_date == trade_date)
|
||||
if finalized and (not quote_clock or quote_clock < "15:00:00"):
|
||||
if finalized and quote_clock and quote_clock < "15:00:00":
|
||||
outer_precise = False
|
||||
official_change = _number(sw_row.get("pct_change"))
|
||||
official_change = _number(sw_row.get("pct_change") if sw_row.get("pct_change") not in (None, "") else sw_row.get("change"))
|
||||
if not official_change:
|
||||
close = _number(sw_row.get("close"))
|
||||
pre_close = _number(sw_row.get("pre_close"))
|
||||
close = _number(sw_row.get("close") if sw_row.get("close") not in (None, "") else sw_row.get("price"))
|
||||
pre_close = _number(sw_row.get("pre_close") if sw_row.get("pre_close") not in (None, "") else sw_row.get("previous_close"))
|
||||
official_change = (close / pre_close - 1) * 100 if close and pre_close else 0
|
||||
if not outer_precise:
|
||||
official_change = None
|
||||
outer_error = ""
|
||||
if not sw_row:
|
||||
outer_error = f"No Shenwan realtime index returned for {sector_code}"
|
||||
elif quote_date != trade_date:
|
||||
outer_error = f"Shenwan realtime index date is {quote_date or 'unknown'}, expected {trade_date}"
|
||||
elif finalized and (not quote_clock or quote_clock < "15:00:00"):
|
||||
outer_error = f"Shenwan realtime index is not a close snapshot ({trade_time})"
|
||||
if not sw_row and not outer_error:
|
||||
outer_error = f"申万行业 {sector_code} 当日外显待盘后正式数据或免费实时源"
|
||||
elif quote_date and quote_date != trade_date:
|
||||
outer_error = f"申万实时行业日期是 {quote_date},期望 {trade_date}"
|
||||
elif finalized and quote_clock and quote_clock < "15:00:00":
|
||||
outer_error = f"申万行业尚未形成收盘快照({trade_time})"
|
||||
|
||||
valid: list[dict[str, Any]] = []
|
||||
codes: list[str] = []
|
||||
reference: dict[str, Any] = {}
|
||||
inner_error = ""
|
||||
inner_source = "unavailable"
|
||||
try:
|
||||
reference = self._load_realtime_reference(trade_date, previous_trade_date)
|
||||
active_codes = {
|
||||
@@ -352,20 +476,27 @@ class ShenwanIndustryMixin:
|
||||
codes = [
|
||||
str(row.get("ts_code") or "")
|
||||
for row in members
|
||||
if str(row.get("ts_code") or "") in active_codes
|
||||
if str(row.get("ts_code") or "")
|
||||
]
|
||||
if codes:
|
||||
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
|
||||
for row in quotes:
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
valid.append({**row, "change": (close / previous_close - 1) * 100})
|
||||
else:
|
||||
if active_codes:
|
||||
listed = [code for code in codes if code in active_codes]
|
||||
if listed:
|
||||
codes = listed
|
||||
quotes, inner_source = self._load_member_realtime_quotes(codes, trade_date)
|
||||
for row in quotes:
|
||||
close = _number(row.get("close"))
|
||||
previous_close = _number(row.get("pre_close"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
continue
|
||||
valid.append({**row, "change": (close / previous_close - 1) * 100})
|
||||
if not codes:
|
||||
inner_error = f"No active Shenwan members returned for {sector_code}"
|
||||
elif not quotes:
|
||||
inner_error = f"申万成分实时行情暂不可用:{sector_code}"
|
||||
except TushareError as exc:
|
||||
inner_error = str(exc)
|
||||
if "rt_k" in inner_error or "权限" in inner_error:
|
||||
inner_error = "申万成分实时行情暂不可用,已避开无权限接口"
|
||||
|
||||
coverage = len(valid) / max(len(codes), 1) * 100
|
||||
valid_codes = {str(item.get("ts_code") or "") for item in valid}
|
||||
@@ -390,16 +521,18 @@ class ShenwanIndustryMixin:
|
||||
}
|
||||
equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
|
||||
amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
|
||||
market_rows: list[dict[str, Any]] = []
|
||||
try:
|
||||
self._ensure_realtime_market_cache(trade_date)
|
||||
with self._realtime_reference_lock:
|
||||
market_rows = list(
|
||||
(self._latest_realtime_market.get(trade_date) or {}).get("rows") or []
|
||||
)
|
||||
market_rows = self._ensure_realtime_market_cache(trade_date)
|
||||
except TushareError as exc:
|
||||
market_rows = []
|
||||
inner_precise = False
|
||||
inner_error = inner_error or str(exc)
|
||||
message = str(exc)
|
||||
if "rt_k" in message or "权限" in message:
|
||||
market_error = "全市场实时行情暂不可用,已避开无权限接口"
|
||||
else:
|
||||
market_error = message
|
||||
if not valid:
|
||||
inner_precise = False
|
||||
inner_error = inner_error or market_error
|
||||
capital_map = {
|
||||
str(item.get("ts_code") or ""): item
|
||||
for item in reference.get("capital_rows") or []
|
||||
@@ -408,20 +541,28 @@ class ShenwanIndustryMixin:
|
||||
for item in valid:
|
||||
capital = capital_map.get(str(item.get("ts_code") or ""), {})
|
||||
float_share = _number(capital.get("float_share"))
|
||||
if float_share:
|
||||
sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
|
||||
volume = _number(item.get("vol"))
|
||||
if float_share and volume:
|
||||
# 免费源成交量为股;daily_basic.float_share 为万股。
|
||||
sector_turnovers.append(volume / float_share / 100)
|
||||
market_turnovers = []
|
||||
for item in market_rows:
|
||||
capital = capital_map.get(str(item.get("ts_code") or ""), {})
|
||||
float_share = _number(capital.get("float_share"))
|
||||
if float_share:
|
||||
market_turnovers.append(_number(item.get("vol")) / float_share / 100)
|
||||
volume = _number(item.get("vol"))
|
||||
if float_share and volume:
|
||||
market_turnovers.append(volume / float_share / 100)
|
||||
average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
|
||||
market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
|
||||
relative_turnover = average_turnover / market_turnover if market_turnover else 0
|
||||
if not relative_turnover:
|
||||
inner_precise = False
|
||||
inner_error = inner_error or "Shenwan member relative turnover is unavailable"
|
||||
delayed = "delayed" in str(inner_source) or any(item.get("delayed") for item in valid)
|
||||
delay_seconds = max((int(item.get("delay_seconds") or 0) for item in valid), default=0)
|
||||
delay_notice = ""
|
||||
if delayed:
|
||||
delay_notice = next(
|
||||
(str(item.get("delay_notice") or "") for item in valid if item.get("delay_notice")),
|
||||
"",
|
||||
) or f"主备免费行情均暂不可用,显示最近一次真实快照(延迟 {delay_seconds} 秒)"
|
||||
return {
|
||||
"code": sector_code,
|
||||
"name": str(industry.get("l2_name") or sw_row.get("name") or ""),
|
||||
@@ -447,9 +588,9 @@ class ShenwanIndustryMixin:
|
||||
"amount_billion": round(amount_billion, 2),
|
||||
"count": sum(item["change"] >= 9.5 for item in valid),
|
||||
"max_streak": 0,
|
||||
"source": "tushare_rt_sw_k+sw_members_rt_k",
|
||||
"inner_source": "tushare_sw_members+rt_k",
|
||||
"outer_source": "tushare_rt_sw_k",
|
||||
"source": f"{outer_source or 'unavailable'}+{inner_source}",
|
||||
"inner_source": inner_source,
|
||||
"outer_source": outer_source or "unavailable",
|
||||
"taxonomy": "sw_l2",
|
||||
"industry": industry,
|
||||
"trade_date": trade_date,
|
||||
@@ -463,10 +604,96 @@ class ShenwanIndustryMixin:
|
||||
"precise": inner_precise and outer_precise,
|
||||
"inner_error": inner_error,
|
||||
"outer_error": outer_error,
|
||||
"delayed": delayed,
|
||||
"delay_seconds": delay_seconds,
|
||||
"delay_notice": delay_notice,
|
||||
"schema_version": 6,
|
||||
"methodology": "外显使用申万官方 rt_sw_k;内核独立使用申万成分 rt_k 宽度与相对换手聚合",
|
||||
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核使用数据中枢/免费实时成分,不调用 rt_sw_k",
|
||||
}
|
||||
|
||||
def _sw_outer_realtime(
|
||||
self,
|
||||
sector_code: str,
|
||||
sector_name: str,
|
||||
trade_date: str,
|
||||
finalized: bool = False,
|
||||
) -> tuple[dict[str, Any], str, str]:
|
||||
hub = getattr(self, "try_sector_quote", None)
|
||||
if callable(hub):
|
||||
try:
|
||||
row = hub(sector_code, "" if finalized else trade_date)
|
||||
except Exception as exc:
|
||||
message = str(exc)
|
||||
if finalized:
|
||||
return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
|
||||
return {}, "", f"数据中枢申万实时暂不可用:{message[:180]}"
|
||||
if row:
|
||||
return dict(row), str(row.get("source") or "datahub"), ""
|
||||
if finalized:
|
||||
return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
|
||||
return {}, "", f"申万行业 {sector_code} 当日外显待补充"
|
||||
|
||||
def _load_member_realtime_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
trade_date: str,
|
||||
) -> tuple[list[dict[str, Any]], str]:
|
||||
wanted = [str(code).strip() for code in codes if str(code or "").strip()]
|
||||
if not wanted:
|
||||
return [], "unavailable"
|
||||
best_rows: list[dict[str, Any]] = []
|
||||
best_source = "unavailable"
|
||||
|
||||
def consider(rows: list[dict[str, Any]] | None, source: str) -> list[dict[str, Any]]:
|
||||
nonlocal best_rows, best_source
|
||||
filtered = _filter_quotes_for_codes(rows, wanted)
|
||||
if len(filtered) > len(best_rows):
|
||||
best_rows = filtered
|
||||
best_source = source
|
||||
return filtered
|
||||
|
||||
hub_market = getattr(self, "try_market_quotes", None)
|
||||
if callable(hub_market):
|
||||
filtered = consider(hub_market(trade_date) or [], "datahub")
|
||||
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
|
||||
delayed = any(item.get("delayed") for item in filtered)
|
||||
return filtered, "datahub_delayed" if delayed else "datahub"
|
||||
|
||||
hub = getattr(self, "try_quotes", None)
|
||||
if callable(hub):
|
||||
collected: list[dict[str, Any]] = []
|
||||
for index in range(0, len(wanted), _QUOTE_BATCH):
|
||||
collected.extend(hub(wanted[index:index + _QUOTE_BATCH]) or [])
|
||||
filtered = consider(collected, "datahub")
|
||||
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
|
||||
delayed = any(item.get("delayed") for item in filtered)
|
||||
return filtered, "datahub_delayed" if delayed else "datahub"
|
||||
|
||||
if best_rows:
|
||||
delayed = any(item.get("delayed") for item in best_rows)
|
||||
if delayed and not str(best_source).endswith("_delayed"):
|
||||
return best_rows, f"{best_source}_delayed"
|
||||
return best_rows, best_source
|
||||
return [], "unavailable"
|
||||
|
||||
|
||||
_QUOTE_BATCH = 60
|
||||
|
||||
|
||||
def _filter_quotes_for_codes(
|
||||
rows: list[dict[str, Any]] | None,
|
||||
codes: list[str],
|
||||
) -> list[dict[str, Any]]:
|
||||
wanted = {str(code) for code in codes if code}
|
||||
filtered: list[dict[str, Any]] = []
|
||||
seen: set[str] = set()
|
||||
for row in rows or []:
|
||||
ts_code = str(row.get("ts_code") or "")
|
||||
if ts_code in wanted and ts_code not in seen:
|
||||
seen.add(ts_code)
|
||||
filtered.append(row)
|
||||
return filtered
|
||||
|
||||
|
||||
def _filter_members_by_listing(
|
||||
members: list[dict[str, Any]],
|
||||
@@ -568,6 +795,22 @@ def _reconcile_membership_rows(rows: list[dict[str, Any]]) -> list[dict[str, Any
|
||||
return list(reconciled.values())
|
||||
|
||||
|
||||
def _sw_member_path(sector_code: str) -> Path:
|
||||
safe = "".join(ch if ch.isalnum() or ch in "._-" else "_" for ch in str(sector_code or ""))
|
||||
return _SW_MEMBER_DIR / f"{safe or 'unknown'}.json"
|
||||
|
||||
|
||||
def _active_members(rows: list[dict[str, Any]], trade_date: str) -> list[dict[str, Any]]:
|
||||
deduped: dict[str, dict[str, Any]] = {}
|
||||
for row in rows:
|
||||
code = str(row.get("ts_code") or "")
|
||||
if code and _membership_active_on(row, trade_date):
|
||||
current = deduped.get(code)
|
||||
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
|
||||
deduped[code] = dict(row)
|
||||
return list(deduped.values())
|
||||
|
||||
|
||||
def _match_sector_row(rows: list[dict[str, Any]], identifier: str) -> dict[str, Any] | None:
|
||||
if not rows:
|
||||
return None
|
||||
|
||||
@@ -5,13 +5,14 @@ from typing import Any
|
||||
|
||||
from backend.bootstrap.config import display_compact_date as _display_date
|
||||
from backend.data.numbers import finite_number as _number
|
||||
from backend.data.providers.tushare_helpers import _moneyflow_payload
|
||||
|
||||
|
||||
class StockMixin:
|
||||
def stock_detail(self, ts_code: str, requested_date: str) -> dict[str, Any]:
|
||||
trade_date, _ = self.resolve_trade_context(requested_date)
|
||||
end = datetime.strptime(trade_date, "%Y%m%d")
|
||||
start_date = (end - timedelta(days=190)).strftime("%Y%m%d")
|
||||
start_date = (end - timedelta(days=400)).strftime("%Y%m%d")
|
||||
daily = self.query(
|
||||
"daily",
|
||||
{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
|
||||
@@ -41,7 +42,7 @@ class StockMixin:
|
||||
factor_map = {row["trade_date"]: _number(row.get("adj_factor"), 1) for row in factors}
|
||||
latest_factor = max(factor_map.values(), default=1) or 1
|
||||
prices = []
|
||||
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-90:]:
|
||||
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-250:]:
|
||||
factor = factor_map.get(row.get("trade_date"), latest_factor)
|
||||
ratio = factor / latest_factor
|
||||
prices.append(
|
||||
@@ -56,7 +57,7 @@ class StockMixin:
|
||||
"amount_billion": round(_number(row.get("amount")) / 100000, 2),
|
||||
}
|
||||
)
|
||||
flow = moneyflow[0] if moneyflow else {}
|
||||
flow = moneyflow[0] if moneyflow else None
|
||||
basic = basics[0] if basics else {}
|
||||
daily_basic = daily_basics[0] if daily_basics else {}
|
||||
latest = prices[-1] if prices else {}
|
||||
@@ -87,22 +88,7 @@ class StockMixin:
|
||||
"amount_billion": latest.get("amount_billion", 0),
|
||||
},
|
||||
"prices": prices,
|
||||
"moneyflow": {
|
||||
"net_million": round(_number(flow.get("net_mf_amount")) / 100, 2),
|
||||
"large_million": round(
|
||||
(_number(flow.get("buy_lg_amount")) + _number(flow.get("buy_elg_amount"))
|
||||
- _number(flow.get("sell_lg_amount")) - _number(flow.get("sell_elg_amount"))) / 100,
|
||||
2,
|
||||
),
|
||||
"medium_million": round(
|
||||
(_number(flow.get("buy_md_amount")) - _number(flow.get("sell_md_amount"))) / 100,
|
||||
2,
|
||||
),
|
||||
"small_million": round(
|
||||
(_number(flow.get("buy_sm_amount")) - _number(flow.get("sell_sm_amount"))) / 100,
|
||||
2,
|
||||
),
|
||||
},
|
||||
"moneyflow": _moneyflow_payload(flow),
|
||||
}
|
||||
|
||||
def stock_intraday(self, ts_code: str, requested_date: str) -> dict[str, Any]:
|
||||
|
||||
@@ -20,6 +20,8 @@ class TushareTransportMixin:
|
||||
params: dict[str, Any] | None = None,
|
||||
fields: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
if api_name == "rt_sw_k":
|
||||
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
|
||||
payload = json.dumps(
|
||||
{
|
||||
"api_name": api_name,
|
||||
|
||||
+521
-4
@@ -19,8 +19,22 @@ class RealtimeAggregateError(RuntimeError):
|
||||
|
||||
|
||||
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||
EASTMONEY_STOCK_URL = "https://push2.eastmoney.com/api/qt/stock/get"
|
||||
EASTMONEY_STOCK_FIELDS = "f43,f44,f45,f46,f47,f48,f57,f58,f60,f86,f168,f62,f66,f72,f78,f84"
|
||||
EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||
EASTMONEY_ZT_POOL_URL = "https://push2ex.eastmoney.com/getTopicZTPool"
|
||||
EASTMONEY_ZB_POOL_URL = "https://push2ex.eastmoney.com/getTopicZBPool"
|
||||
EASTMONEY_A_SHARE_BOARDS = (
|
||||
"m:0+t:6",
|
||||
"m:0+t:80",
|
||||
"m:1+t:2",
|
||||
"m:1+t:23",
|
||||
"m:0+t:81",
|
||||
)
|
||||
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
|
||||
EASTMONEY_MARKET_PAGE_SIZE = 100
|
||||
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||
TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
|
||||
THS_LIMIT_URL = "https://data.10jqka.com.cn/dataapi/limit_up/limit_up_pool"
|
||||
XGB_POOL_URL = "https://flash-api.xuangubao.cn/api/pool/detail"
|
||||
BROWSER_USER_AGENT = (
|
||||
@@ -134,6 +148,312 @@ class WebRealtimeAggregator:
|
||||
raise RealtimeAggregateError(f"Eastmoney returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def eastmoney_market_quotes(self, expected_date: str = "") -> list[dict[str, Any]]:
|
||||
"""Full A-share snapshot via Eastmoney clist, used when Tushare rt_k is unavailable."""
|
||||
now = time.time()
|
||||
cache_key = "assembled:eastmoney_market"
|
||||
with self._response_cache_lock:
|
||||
cached = self._response_cache.get(cache_key)
|
||||
cache_age = now - float((cached or {}).get("created_at") or 0)
|
||||
if cached and cache_age <= min(20, self.response_cache_ttl_seconds):
|
||||
quotes = list(cached.get("payload") or [])
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
rows: list[dict[str, Any]] = []
|
||||
board_errors: list[str] = []
|
||||
for board in EASTMONEY_A_SHARE_BOARDS:
|
||||
try:
|
||||
rows.extend(self._eastmoney_board_quotes(board))
|
||||
except Exception as exc:
|
||||
board_errors.append(f"{board}:{exc}")
|
||||
quotes = []
|
||||
seen: set[str] = set()
|
||||
for row in rows:
|
||||
quote = _normalize_eastmoney_quote(row)
|
||||
ts_code = str((quote or {}).get("ts_code") or "")
|
||||
if not quote or ts_code in seen:
|
||||
continue
|
||||
seen.add(ts_code)
|
||||
quotes.append(quote)
|
||||
if len(quotes) < 200:
|
||||
detail = f";{'; '.join(board_errors)}" if board_errors else ""
|
||||
raise RealtimeAggregateError(
|
||||
f"Eastmoney market snapshot too small: {len(quotes)}{detail}"
|
||||
)
|
||||
quotes = self._filter_quotes_by_date(quotes, expected_date)
|
||||
with self._response_cache_lock:
|
||||
self._response_cache[cache_key] = {"created_at": now, "payload": quotes}
|
||||
return quotes
|
||||
|
||||
def _eastmoney_board_quotes(self, board: str) -> list[dict[str, Any]]:
|
||||
first = self._eastmoney_market_page(board, 1)
|
||||
data = first.get("data") or {}
|
||||
rows = _diff_rows(data)
|
||||
total = int(_number(data.get("total")))
|
||||
page_count = 1
|
||||
if total > 0:
|
||||
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
|
||||
for page in range(2, min(page_count, 40) + 1):
|
||||
payload = self._eastmoney_market_page(board, page)
|
||||
rows.extend(_diff_rows(payload.get("data") or {}))
|
||||
return rows
|
||||
|
||||
def _eastmoney_market_page(self, board: str, page: int) -> dict[str, Any]:
|
||||
return self._get_json(
|
||||
EASTMONEY_SECTOR_URL,
|
||||
{
|
||||
"pn": str(page),
|
||||
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
|
||||
"po": "1",
|
||||
"np": "1",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fid": "f12",
|
||||
"fs": board,
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/center/gridlist.html",
|
||||
)
|
||||
|
||||
def _filter_quotes_by_date(
|
||||
self,
|
||||
quotes: list[dict[str, Any]],
|
||||
expected_date: str,
|
||||
) -> list[dict[str, Any]]:
|
||||
want = str(expected_date or "").replace("-", "")
|
||||
if not want or not quotes:
|
||||
return quotes
|
||||
dated = [item for item in quotes if str(item.get("quote_date") or "") == want]
|
||||
if dated and len(dated) >= max(100, int(len(quotes) * 0.2)):
|
||||
return dated
|
||||
if dated:
|
||||
return dated
|
||||
if all(not item.get("quote_date") for item in quotes):
|
||||
return quotes
|
||||
raise RealtimeAggregateError(f"Eastmoney quotes are not for {want}")
|
||||
|
||||
def tencent_market_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
quotes = self.tencent_stock_quotes(codes, expected_date="", minimum=200)
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
def tencent_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
minimum: int | None = None,
|
||||
) -> list[dict[str, Any]]:
|
||||
symbols: list[str] = []
|
||||
seen: set[str] = set()
|
||||
for raw in codes:
|
||||
ts = str(raw or "").strip().upper()
|
||||
if not ts:
|
||||
continue
|
||||
symbol = ts.split(".")[0]
|
||||
if not symbol.isdigit() or len(symbol) != 6 or symbol in seen:
|
||||
continue
|
||||
seen.add(symbol)
|
||||
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
symbols.append(f"sh{symbol}")
|
||||
elif ts.endswith(".BJ") or symbol.startswith(("4", "8")):
|
||||
symbols.append(f"bj{symbol}")
|
||||
else:
|
||||
symbols.append(f"sz{symbol}")
|
||||
if not symbols:
|
||||
raise RealtimeAggregateError("No stock codes available for Tencent quotes")
|
||||
|
||||
quotes: list[dict[str, Any]] = []
|
||||
batch_size = 80
|
||||
|
||||
def load_batch(batch: list[str]) -> list[dict[str, Any]]:
|
||||
raw, _cache_age = self._get_text(
|
||||
f"{TENCENT_QUOTE_URL}{','.join(batch)}",
|
||||
referer="https://gu.qq.com/",
|
||||
encoding="gb18030",
|
||||
)
|
||||
return [
|
||||
quote
|
||||
for line in raw.splitlines()
|
||||
if (quote := _parse_tencent_stock_quote(line))
|
||||
]
|
||||
|
||||
batches = [symbols[index:index + batch_size] for index in range(0, len(symbols), batch_size)]
|
||||
errors: list[str] = []
|
||||
with ThreadPoolExecutor(max_workers=4) as executor:
|
||||
for result in executor.map(self._capture, [lambda batch=batch: load_batch(batch) for batch in batches]):
|
||||
rows, status = result
|
||||
if status.get("ok") and rows:
|
||||
quotes.extend(rows)
|
||||
elif not status.get("ok"):
|
||||
errors.append(str(status.get("error") or "batch failed"))
|
||||
floor = minimum if minimum is not None else max(1, int(len(symbols) * 0.5))
|
||||
if len(quotes) < floor:
|
||||
detail = f";{'; '.join(errors[:3])}" if errors else ""
|
||||
raise RealtimeAggregateError(
|
||||
f"Tencent quotes too small: {len(quotes)}/{len(symbols)}{detail}"
|
||||
)
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
symbol, _secid, ts_code = _a_share_identity(code)
|
||||
raw, _cache_age = self._get_text(
|
||||
f"{TENCENT_QUOTE_URL}{symbol}",
|
||||
referer="https://gu.qq.com/",
|
||||
encoding="gb18030",
|
||||
)
|
||||
quote = next(
|
||||
(
|
||||
item
|
||||
for line in raw.splitlines()
|
||||
if (item := _parse_tencent_stock_quote(line))
|
||||
),
|
||||
None,
|
||||
)
|
||||
if not quote:
|
||||
raise RealtimeAggregateError(f"Tencent stock quote unavailable for {ts_code}")
|
||||
return _require_quote_date(quote, expected_date)
|
||||
|
||||
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
_symbol, secid, ts_code = _a_share_identity(code)
|
||||
payload = self._get_json(
|
||||
EASTMONEY_STOCK_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"invt": "2",
|
||||
"fltt": "2",
|
||||
"fields": EASTMONEY_STOCK_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
quote = _normalize_eastmoney_stock_quote(payload.get("data") or {}, ts_code)
|
||||
if not quote:
|
||||
raise RealtimeAggregateError(f"Eastmoney stock quote unavailable for {ts_code}")
|
||||
return _require_quote_date(quote, expected_date)
|
||||
|
||||
def eastmoney_stock_quotes(
|
||||
self,
|
||||
codes: list[str],
|
||||
expected_date: str = "",
|
||||
) -> list[dict[str, Any]]:
|
||||
secids = []
|
||||
for code in codes:
|
||||
try:
|
||||
_symbol, secid, _ts = _a_share_identity(code)
|
||||
except RealtimeAggregateError:
|
||||
continue
|
||||
secids.append(secid)
|
||||
quotes: list[dict[str, Any]] = []
|
||||
for index in range(0, len(secids), 60):
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": ",".join(secids[index:index + 60]),
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
for row in _diff_rows(payload.get("data") or {}):
|
||||
quote = _normalize_eastmoney_quote(row)
|
||||
if quote:
|
||||
quotes.append(quote)
|
||||
return self._filter_quotes_by_date(quotes, expected_date)
|
||||
|
||||
def eastmoney_shenwan_quote(
|
||||
self,
|
||||
ts_code: str,
|
||||
expected_date: str = "",
|
||||
) -> dict[str, Any]:
|
||||
code = str(ts_code or "").split(".")[0]
|
||||
if not code:
|
||||
raise RealtimeAggregateError("Invalid Shenwan code")
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": f"90.{code}",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
row = next((item for item in _diff_rows(payload.get("data") or {}) if item), None)
|
||||
if not row:
|
||||
raise RealtimeAggregateError(f"Eastmoney Shenwan quote missing for {code}")
|
||||
epoch = int(_number(row.get("f124")))
|
||||
quote_time = (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
)
|
||||
close = _number(row.get("f2"))
|
||||
previous = _number(row.get("f18"))
|
||||
if close <= 0 or previous <= 0:
|
||||
raise RealtimeAggregateError(f"Eastmoney Shenwan quote empty for {code}")
|
||||
result = {
|
||||
"ts_code": f"{code}.SI",
|
||||
"code": f"{code}.SI",
|
||||
"name": row.get("f14") or code,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"open": _number(row.get("f17")),
|
||||
"high": _number(row.get("f15")),
|
||||
"low": _number(row.get("f16")),
|
||||
"change": _number(row.get("f3")),
|
||||
"pct_change": _number(row.get("f3")),
|
||||
"amount": _number(row.get("f6")),
|
||||
"leader": row.get("f128") or "--",
|
||||
"leader_code": row.get("f140") or "",
|
||||
"leading_pct": _number(row.get("f136")),
|
||||
"up_count": int(_number(row.get("f104"))),
|
||||
"down_count": int(_number(row.get("f105"))),
|
||||
"quote_time": quote_time,
|
||||
"trade_time": quote_time,
|
||||
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_sw",
|
||||
}
|
||||
return _require_quote_date(result, expected_date) if expected_date else result
|
||||
|
||||
def eastmoney_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
|
||||
day = str(trade_date or "").replace("-", "")
|
||||
rows: list[dict[str, Any]] = []
|
||||
for url, limit_type in (
|
||||
(EASTMONEY_ZT_POOL_URL, "U"),
|
||||
(EASTMONEY_ZB_POOL_URL, "Z"),
|
||||
):
|
||||
try:
|
||||
payload = self._get_json(
|
||||
url,
|
||||
{
|
||||
"ut": "7eea3edcaed734bea9cbfc24409ed989",
|
||||
"dpt": "wz.ztzt",
|
||||
"PageIndex": "0",
|
||||
"PageSize": "200",
|
||||
"sort": "fbt:asc",
|
||||
"date": day,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/ztb/detail",
|
||||
)
|
||||
except RealtimeAggregateError:
|
||||
continue
|
||||
pool = (payload.get("data") or {}).get("pool") or []
|
||||
if isinstance(pool, dict):
|
||||
pool = list(pool.values())
|
||||
for item in pool:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
parsed = _normalize_eastmoney_limit_row(item, limit_type)
|
||||
if parsed:
|
||||
rows.append(parsed)
|
||||
return rows
|
||||
|
||||
def tencent_indices(self) -> list[dict[str, Any]]:
|
||||
raw, cache_age = self._get_text(
|
||||
TENCENT_INDEX_URL,
|
||||
@@ -185,11 +505,17 @@ class WebRealtimeAggregator:
|
||||
if not matched:
|
||||
raise RealtimeAggregateError(f"Eastmoney sector not found: {query}")
|
||||
epoch = int(_number(matched.get("f124")))
|
||||
quote_time = (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch else ""
|
||||
)
|
||||
return {
|
||||
"code": matched.get("f12") or "",
|
||||
"name": matched.get("f14") or query,
|
||||
"price": _number(matched.get("f2")),
|
||||
"close": _number(matched.get("f2")),
|
||||
"change": _number(matched.get("f3")),
|
||||
"pct_change": _number(matched.get("f3")),
|
||||
"change_amount": _number(matched.get("f4")),
|
||||
"turnover_rate": _number(matched.get("f8")),
|
||||
"up_count": int(_number(matched.get("f104"))),
|
||||
@@ -198,10 +524,9 @@ class WebRealtimeAggregator:
|
||||
"leader_code": matched.get("f140") or "",
|
||||
"leading_pct": _number(matched.get("f136")),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch else ""
|
||||
),
|
||||
"quote_time": quote_time,
|
||||
"trade_time": quote_time,
|
||||
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
|
||||
"source": "eastmoney_push2",
|
||||
"match_query": query,
|
||||
}
|
||||
@@ -397,6 +722,198 @@ class WebRealtimeAggregator:
|
||||
) from last_error
|
||||
|
||||
|
||||
def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
diff = data.get("diff") or []
|
||||
if isinstance(diff, dict):
|
||||
return [row for row in diff.values() if isinstance(row, dict)]
|
||||
return [row for row in diff if isinstance(row, dict)]
|
||||
|
||||
|
||||
def _a_share_identity(code: str) -> tuple[str, str, str]:
|
||||
raw = str(code or "").strip().upper()
|
||||
symbol = raw.split(".")[0]
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
raise RealtimeAggregateError("Invalid stock code")
|
||||
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
return f"sh{symbol}", f"1.{symbol}", f"{symbol}.SH"
|
||||
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
|
||||
return f"bj{symbol}", f"0.{symbol}", f"{symbol}.BJ"
|
||||
return f"sz{symbol}", f"0.{symbol}", f"{symbol}.SZ"
|
||||
|
||||
|
||||
def _require_quote_date(quote: dict[str, Any], expected_date: str) -> dict[str, Any]:
|
||||
want = str(expected_date or "").replace("-", "")
|
||||
got = str(quote.get("quote_date") or "")
|
||||
if want and got != want:
|
||||
raise RealtimeAggregateError(f"quote date {got or 'empty'} is not {want}")
|
||||
return quote
|
||||
|
||||
|
||||
def _normalize_eastmoney_stock_quote(
|
||||
row: dict[str, Any], ts_code: str
|
||||
) -> dict[str, Any] | None:
|
||||
close = _number(row.get("f43"))
|
||||
previous_close = _number(row.get("f60"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
epoch = int(_number(row.get("f86")))
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f58") or ts_code.split(".")[0],
|
||||
"pre_close": previous_close,
|
||||
"open": _number(row.get("f46")),
|
||||
"high": _number(row.get("f44")),
|
||||
"low": _number(row.get("f45")),
|
||||
"close": close,
|
||||
"vol": _number(row.get("f47")) * 100,
|
||||
"amount": _number(row.get("f48")),
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"turnover_rate": _number(row.get("f168")),
|
||||
"net_mf_amount": _eastmoney_flow_wan(row.get("f62")),
|
||||
"large_amount": _eastmoney_flow_wan(row.get("f62")),
|
||||
"medium_amount": _eastmoney_flow_wan(row.get("f78")),
|
||||
"small_amount": _eastmoney_flow_wan(row.get("f84")),
|
||||
"source": "eastmoney_stock",
|
||||
}
|
||||
|
||||
|
||||
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
|
||||
if '="' not in line:
|
||||
return None
|
||||
prefix, payload = line.split('="', 1)
|
||||
fields = payload.rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
return None
|
||||
symbol = fields[2]
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = _number(fields[3])
|
||||
previous_close = _number(fields[4])
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
marker = prefix.lower()
|
||||
if "sh" in marker:
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif "bj" in marker:
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
try:
|
||||
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
|
||||
quote_date = quote_time.strftime("%Y%m%d")
|
||||
epoch = int(quote_time.timestamp())
|
||||
except ValueError:
|
||||
quote_date = ""
|
||||
epoch = 0
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": fields[1] or symbol,
|
||||
"pre_close": previous_close,
|
||||
"open": _number(fields[5]),
|
||||
"high": _number(fields[33]),
|
||||
"low": _number(fields[34]),
|
||||
"close": close,
|
||||
"vol": _number(fields[6]) * 100,
|
||||
"amount": _number(fields[37]) * 10000,
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
|
||||
|
||||
def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("f12") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = _number(row.get("f2"))
|
||||
previous_close = _number(row.get("f18"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
market = int(_number(row.get("f13")))
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
epoch = int(_number(row.get("f124")))
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"pre_close": previous_close,
|
||||
"open": _number(row.get("f17")),
|
||||
"high": _number(row.get("f15")),
|
||||
"low": _number(row.get("f16")),
|
||||
"close": close,
|
||||
"vol": _number(row.get("f5")) * 100,
|
||||
"amount": _number(row.get("f6")),
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_clist",
|
||||
}
|
||||
|
||||
|
||||
def _eastmoney_flow_wan(value: Any) -> float | None:
|
||||
if value in (None, "", "-"):
|
||||
return None
|
||||
amount = _number(value, default=float("nan"))
|
||||
if amount != amount:
|
||||
return None
|
||||
return amount / 10000
|
||||
|
||||
|
||||
def _board_clock(value: Any) -> str:
|
||||
digits = "".join(character for character in str(value or "") if character.isdigit())
|
||||
if len(digits) >= 6:
|
||||
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
|
||||
if len(digits) == 5:
|
||||
digits = digits.zfill(6)
|
||||
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
|
||||
if len(digits) == 4:
|
||||
return f"{digits[:2]}:{digits[2:]}:00"
|
||||
return ""
|
||||
|
||||
|
||||
def _normalize_eastmoney_limit_row(row: dict[str, Any], limit_type: str) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("c") or row.get("code") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
market = int(_number(row.get("m") if row.get("m") not in (None, "") else row.get("market")))
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
first_time = _board_clock(row.get("fbt") if row.get("fbt") not in (None, "") else row.get("first_time"))
|
||||
last_time = _board_clock(row.get("lbt") if row.get("lbt") not in (None, "") else row.get("last_time"))
|
||||
fund = row.get("fund")
|
||||
if fund in (None, ""):
|
||||
fund = row.get("fd_amount")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("n") or row.get("name") or symbol,
|
||||
"limit_type": limit_type,
|
||||
"first_time": first_time or None,
|
||||
"last_time": last_time or None,
|
||||
"open_times": int(_number(row.get("zbc") if row.get("zbc") not in (None, "") else row.get("open_times"))),
|
||||
"limit_times": max(1, int(_number(row.get("lbc") if row.get("lbc") not in (None, "") else 1))),
|
||||
"turnover_ratio": _number(row.get("hs") if row.get("hs") not in (None, "") else row.get("turnover_ratio")),
|
||||
"fd_amount": _number(fund) if fund not in (None, "", "-") else None,
|
||||
"source": "eastmoney_zt_pool",
|
||||
}
|
||||
|
||||
|
||||
def _normalize_sector(value: Any) -> str:
|
||||
text = str(value or "").strip().replace(" ", "")
|
||||
for suffix in ("板块", "概念", "行业", "Ⅱ", "Ⅲ", "(A股)", "(A股)"):
|
||||
|
||||
@@ -283,9 +283,9 @@ class HeavenMarketContextMixin:
|
||||
) -> dict[str, Any] | None:
|
||||
"""Return the Shenwan L2 sector context for heaven trend.
|
||||
|
||||
观势行业层只使用申万二级行业。外显盘中使用 rt_sw_k、历史使用
|
||||
sw_daily;内核独立使用目标日期成分股行情聚合。收盘过渡期在
|
||||
sw_daily 入库前接受同日15:00后的 rt_sw_k 收盘快照。
|
||||
观势行业层只使用申万二级行业。外显优先使用已发布的 sw_daily,
|
||||
盘中及收盘过渡期使用免费申万实时行情;内核使用数据中枢或免费
|
||||
实时成分行情。不再调用无权限的 rt_sw_k / rt_k。
|
||||
"""
|
||||
cache_key = f"{trade_date}:{identifier.strip().lower()}"
|
||||
cached = self.database.get_data_snapshot("heaven_sector", cache_key)
|
||||
@@ -299,6 +299,14 @@ class HeavenMarketContextMixin:
|
||||
and not cached.get("realtime")
|
||||
and int(cached.get("schema_version") or 0) >= 6
|
||||
)
|
||||
cached_quotes = int((cached or {}).get("quote_count") or 0)
|
||||
cached_lkg = bool(
|
||||
cached
|
||||
and cached_date == trade_date
|
||||
and cached.get("taxonomy") == "sw_l2"
|
||||
and cached_quotes > 0
|
||||
and int(cached.get("schema_version") or 0) >= 6
|
||||
)
|
||||
if market_mode != "intraday" and cached_valid:
|
||||
return cached
|
||||
if not self.configured:
|
||||
@@ -311,8 +319,12 @@ class HeavenMarketContextMixin:
|
||||
allow_realtime_close=market_mode == "closed",
|
||||
)
|
||||
except TushareError as exc:
|
||||
if cached_valid:
|
||||
return cached
|
||||
if cached_lkg:
|
||||
delayed = dict(cached)
|
||||
delayed["delayed"] = True
|
||||
delayed["delay_notice"] = "主备免费行情均暂不可用,显示最近一次真实快照"
|
||||
delayed["realtime"] = market_mode == "intraday"
|
||||
return delayed
|
||||
return {
|
||||
"name": "",
|
||||
"code": "",
|
||||
@@ -323,12 +335,16 @@ class HeavenMarketContextMixin:
|
||||
"precise": False,
|
||||
"inner_precise": False,
|
||||
"outer_precise": False,
|
||||
"coverage": 0,
|
||||
"member_count": 0,
|
||||
"quote_count": 0,
|
||||
"error": f"申万二级行业数据获取失败:{exc}",
|
||||
}
|
||||
if not payload.get("realtime") and payload.get("precise"):
|
||||
if int(payload.get("quote_count") or 0) > 0:
|
||||
self.database.save_data_snapshot(
|
||||
"heaven_sector",
|
||||
cache_key,
|
||||
str(payload.get("source") or "tushare"),
|
||||
payload,
|
||||
)
|
||||
elif not payload.get("realtime") and payload.get("precise"):
|
||||
self.database.save_data_snapshot(
|
||||
"heaven_sector",
|
||||
cache_key,
|
||||
|
||||
@@ -243,6 +243,7 @@ class HeavenTrendMixin:
|
||||
"detail": (
|
||||
f"申万二级 {sector.get('name') or '--'} {sector.get('code') or '--'} "
|
||||
f"成分覆盖 {int(sector.get('quote_count') or 0)}/{int(sector.get('member_count') or 0)}"
|
||||
+ (";延迟快照" if sector.get("delayed") or sector.get("delay_notice") else "")
|
||||
),
|
||||
},
|
||||
{
|
||||
@@ -341,7 +342,9 @@ class HeavenTrendMixin:
|
||||
issues.append("行业外显缺少申万官方行情")
|
||||
if sector and sector_coverage_issue:
|
||||
issues.append(sector_coverage_issue)
|
||||
if sector.get("realtime") and not sector.get("relative_turnover"):
|
||||
if sector.get("delay_notice"):
|
||||
issues.append(str(sector.get("delay_notice")))
|
||||
if sector.get("realtime") and not sector.get("relative_turnover") and not sector.get("delayed"):
|
||||
issues.append("行业内核缺少相对全市场换手活跃度")
|
||||
|
||||
stock = stock or {}
|
||||
|
||||
@@ -2,6 +2,7 @@ from __future__ import annotations
|
||||
|
||||
import http.client
|
||||
import json
|
||||
import logging
|
||||
import re
|
||||
import time
|
||||
import urllib.error
|
||||
@@ -13,14 +14,20 @@ from threading import Lock
|
||||
from typing import Any, ClassVar
|
||||
|
||||
from backend.bootstrap.config import tushare_code as _stock_market_code
|
||||
from backend.data.providers.ifind_client import IfindError, IfindHttpClient
|
||||
from backend.data.providers.ifind_client import IfindError
|
||||
|
||||
LOGGER = logging.getLogger("xiaobai.charts")
|
||||
|
||||
|
||||
class ChartDataError(RuntimeError):
|
||||
pass
|
||||
|
||||
|
||||
DAILY_CHART_LIMIT = 45
|
||||
|
||||
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
|
||||
BROWSER_USER_AGENT = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
@@ -35,55 +42,186 @@ INDEX_SECIDS = {
|
||||
|
||||
|
||||
class MarketChartClient:
|
||||
"""Prefer iFinD for display charts and retain Eastmoney as a last resort."""
|
||||
"""Display charts are served by the data hub only."""
|
||||
|
||||
def __init__(self, ifind: IfindHttpClient, fallback: "EastmoneyChartClient") -> None:
|
||||
self.ifind = ifind
|
||||
self.fallback = fallback
|
||||
def __init__(self, datahub: Any = None) -> None:
|
||||
self.datahub = datahub
|
||||
self.ifind = None
|
||||
self.fallback = None
|
||||
|
||||
def stock_intraday(self, code: str) -> dict[str, Any]:
|
||||
normalized = str(code or "").strip()
|
||||
if not re.fullmatch(r"\d{6}", normalized):
|
||||
raise ChartDataError("Invalid stock code")
|
||||
ifind_code = _stock_market_code(normalized)
|
||||
try:
|
||||
return self._ifind_intraday(ifind_code, "stock", normalized)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.stock_intraday(normalized)
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
return hub_chart
|
||||
raise ChartDataError("分时图数据中枢暂不可用")
|
||||
|
||||
def stock_daily(self, code: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
def stock_daily(self, code: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
|
||||
normalized = str(code or "").strip()
|
||||
if not re.fullmatch(r"\d{6}", normalized):
|
||||
raise ChartDataError("Invalid stock code")
|
||||
return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
raise ChartDataError("日K数据中枢暂不可用")
|
||||
|
||||
def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
def index_daily(self, identifier: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if normalized not in INDEX_SECIDS:
|
||||
raise ChartDataError("Unsupported index")
|
||||
return self._ifind_daily(normalized, end_date, limit)
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "index_daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
raise ChartDataError("指数日K数据中枢暂不可用")
|
||||
|
||||
def board_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if not normalized:
|
||||
raise ChartDataError("Invalid board code")
|
||||
return self._ifind_daily(normalized, end_date, limit)
|
||||
hub_rows = self._datahub_daily(normalized, end_date, limit, "sector_daily")
|
||||
if hub_rows:
|
||||
return hub_rows
|
||||
raise ChartDataError("板块日K数据中枢暂不可用")
|
||||
|
||||
def index_intraday(self, identifier: str) -> dict[str, Any]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
if normalized not in INDEX_SECIDS:
|
||||
raise ChartDataError("Unsupported index")
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
return hub_chart
|
||||
raise ChartDataError("指数分时数据中枢暂不可用")
|
||||
|
||||
def _datahub_intraday(self, code: str) -> dict[str, Any] | None:
|
||||
if self.datahub is None:
|
||||
return None
|
||||
try:
|
||||
return self._ifind_intraday(normalized, "index", normalized)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.index_intraday(normalized)
|
||||
chart = self.datahub.try_intraday(code)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("datahub intraday unexpected error: %s", exc)
|
||||
return None
|
||||
if not chart:
|
||||
return None
|
||||
points = list(chart.get("points") or [])
|
||||
if not points:
|
||||
return None
|
||||
return chart
|
||||
|
||||
def _datahub_daily(
|
||||
self,
|
||||
code: str,
|
||||
end_date: str,
|
||||
limit: int,
|
||||
dataset: str,
|
||||
) -> list[dict[str, Any]] | None:
|
||||
if self.datahub is None or not hasattr(self.datahub, "try_daily_chart"):
|
||||
return None
|
||||
try:
|
||||
rows = self.datahub.try_daily_chart(code, end_date, limit, dataset)
|
||||
except Exception as exc:
|
||||
LOGGER.warning("datahub daily unexpected error: %s", exc)
|
||||
rows = None
|
||||
if not rows:
|
||||
return None
|
||||
compact_end = str(end_date or "").replace("-", "")
|
||||
market_now = datetime.now().astimezone()
|
||||
today = market_now.strftime("%Y%m%d")
|
||||
market_open = (
|
||||
market_now.weekday() < 5
|
||||
and market_now.time().replace(tzinfo=None) >= dt_time(9, 30)
|
||||
)
|
||||
if compact_end == today and market_open:
|
||||
overlay = self._datahub_today_bar(code, dataset, rows)
|
||||
if overlay:
|
||||
if rows and rows[-1]["trade_date"] == overlay["trade_date"]:
|
||||
rows[-1] = overlay
|
||||
else:
|
||||
rows.append(overlay)
|
||||
return rows
|
||||
|
||||
def _datahub_today_bar(
|
||||
self,
|
||||
code: str,
|
||||
dataset: str,
|
||||
history: list[dict[str, Any]],
|
||||
) -> dict[str, Any] | None:
|
||||
today_display = datetime.now().astimezone().date().isoformat()
|
||||
previous = history[-1]["close"] if history and history[-1]["trade_date"] != today_display else (
|
||||
history[-2]["close"] if len(history) >= 2 else 0.0
|
||||
)
|
||||
quote = None
|
||||
if dataset == "index_daily" and hasattr(self.datahub, "try_index_quotes"):
|
||||
quotes = self.datahub.try_index_quotes() or []
|
||||
quote = next(
|
||||
(
|
||||
item for item in quotes
|
||||
if str(item.get("ts_code") or "") == code or str(item.get("code") or "") == code.split(".")[0]
|
||||
),
|
||||
None,
|
||||
)
|
||||
elif hasattr(self.datahub, "try_quotes"):
|
||||
quotes = self.datahub.try_quotes([code]) or []
|
||||
quote = quotes[0] if quotes else None
|
||||
if quote:
|
||||
close = _number(quote.get("close") if quote.get("close") not in (None, "") else quote.get("price"))
|
||||
open_price = _number(quote.get("open"))
|
||||
high = _number(quote.get("high"))
|
||||
low = _number(quote.get("low"))
|
||||
previous_close = _number(
|
||||
quote.get("pre_close") if quote.get("pre_close") not in (None, "") else quote.get("previous_close")
|
||||
) or previous
|
||||
volume = _number(quote.get("vol") if quote.get("vol") not in (None, "") else quote.get("volume"))
|
||||
amount = _number(quote.get("amount"))
|
||||
if close > 0 and open_price > 0:
|
||||
return {
|
||||
"trade_date": today_display,
|
||||
"open": open_price,
|
||||
"high": high or close,
|
||||
"low": low or close,
|
||||
"close": close,
|
||||
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"realtime": True,
|
||||
}
|
||||
chart = self._datahub_intraday(code)
|
||||
points = list((chart or {}).get("points") or [])
|
||||
if not points:
|
||||
return None
|
||||
closes = [_number(point.get("close")) for point in points if _number(point.get("close")) > 0]
|
||||
if not closes:
|
||||
return None
|
||||
opens = [_number(point.get("open")) for point in points if _number(point.get("open")) > 0]
|
||||
highs = [_number(point.get("high")) for point in points if _number(point.get("high")) > 0]
|
||||
lows = [_number(point.get("low")) for point in points if _number(point.get("low")) > 0]
|
||||
volume = sum(_number(point.get("volume")) for point in points)
|
||||
amount = sum(_number(point.get("amount")) for point in points)
|
||||
previous_close = _number((chart or {}).get("previous_close")) or previous
|
||||
close = closes[-1]
|
||||
open_price = opens[0] if opens else closes[0]
|
||||
return {
|
||||
"trade_date": today_display,
|
||||
"open": open_price,
|
||||
"high": max(highs or closes),
|
||||
"low": min(lows or closes),
|
||||
"close": close,
|
||||
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
|
||||
"volume": volume,
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"realtime": True,
|
||||
}
|
||||
|
||||
def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
|
||||
normalized = str(identifier or "").strip().upper()
|
||||
try:
|
||||
return self._ifind_intraday(normalized, "board", normalized, name)
|
||||
except (IfindError, ChartDataError):
|
||||
return self.fallback.board_intraday(normalized, name)
|
||||
hub_chart = self._datahub_intraday(normalized)
|
||||
if hub_chart is not None:
|
||||
if name:
|
||||
hub_chart = dict(hub_chart)
|
||||
hub_chart["name"] = name
|
||||
return hub_chart
|
||||
raise ChartDataError("板块分时数据中枢暂不可用")
|
||||
|
||||
def _ifind_intraday(
|
||||
self,
|
||||
@@ -92,7 +230,7 @@ class MarketChartClient:
|
||||
identifier: str,
|
||||
name: str = "",
|
||||
) -> dict[str, Any]:
|
||||
if not self.ifind.configured:
|
||||
if not self.ifind or not self.ifind.configured:
|
||||
raise ChartDataError("iFinD is not configured")
|
||||
now = datetime.now().astimezone()
|
||||
rows: list[dict[str, Any]] = []
|
||||
@@ -129,7 +267,7 @@ class MarketChartClient:
|
||||
def _ifind_daily(
|
||||
self, ifind_code: str, end_date: str, limit: int
|
||||
) -> list[dict[str, Any]]:
|
||||
if not self.ifind.configured:
|
||||
if not self.ifind or not self.ifind.configured:
|
||||
raise ChartDataError("iFinD is not configured")
|
||||
compact_end = str(end_date or "").replace("-", "")
|
||||
if not re.fullmatch(r"\d{8}", compact_end):
|
||||
@@ -231,9 +369,11 @@ class MarketChartClient:
|
||||
pass
|
||||
if not normalized:
|
||||
raise ChartDataError("No iFinD daily chart data returned")
|
||||
return normalized[-max(20, min(180, int(limit))):]
|
||||
return normalized[-max(1, int(limit)):]
|
||||
|
||||
def _previous_close(self, code: str, trade_date: str, fallback: float) -> float:
|
||||
if not self.ifind:
|
||||
return fallback
|
||||
today = datetime.now().astimezone().date().isoformat()
|
||||
if trade_date == today:
|
||||
try:
|
||||
@@ -305,21 +445,29 @@ class EastmoneyChartClient:
|
||||
if cached is not None:
|
||||
return cached
|
||||
|
||||
payload = self._request_json(
|
||||
TRENDS_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
"ndays": "1",
|
||||
},
|
||||
"https://quote.eastmoney.com/",
|
||||
)
|
||||
data = payload.get("data") or {}
|
||||
points = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
params = {
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
}
|
||||
last_error: Exception | None = None
|
||||
data: dict[str, Any] = {}
|
||||
points: list[dict[str, Any]] = []
|
||||
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
|
||||
request_params = {**params, "ndays": ndays}
|
||||
try:
|
||||
payload = self._request_json(url, request_params, "https://quote.eastmoney.com/")
|
||||
except ChartDataError as exc:
|
||||
last_error = exc
|
||||
continue
|
||||
data = payload.get("data") or {}
|
||||
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
points = _latest_session(parsed)
|
||||
if points:
|
||||
break
|
||||
if not points:
|
||||
raise ChartDataError("No intraday chart data returned")
|
||||
raise ChartDataError("No intraday chart data returned") from last_error
|
||||
|
||||
result = {
|
||||
"entity_type": entity_type,
|
||||
@@ -433,6 +581,15 @@ class EastmoneyChartClient:
|
||||
raise ChartDataError("Intraday chart request failed") from last_error
|
||||
|
||||
|
||||
def _latest_session(points: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if not points:
|
||||
return []
|
||||
latest = max(str(point.get("date") or "") for point in points)
|
||||
if not latest:
|
||||
return points
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
fields = str(raw or "").split(",")
|
||||
if len(fields) < 8 or " " not in fields[0]:
|
||||
|
||||
@@ -14,7 +14,9 @@ from backend.bootstrap.config import (
|
||||
validate_text,
|
||||
)
|
||||
from backend.data.providers.ifind_client import IfindError
|
||||
from backend.data.providers.tushare_client import TushareClient, TushareError
|
||||
from backend.data.providers.tushare_client import TushareError
|
||||
from backend.data.providers.tushare_helpers import _moneyflow_payload, _optional_number
|
||||
from backend.data.realtime import RealtimeAggregateError
|
||||
from backend.features.market.backfill_history import (
|
||||
DEFAULT_RECENT_TRADING_DAYS,
|
||||
MAX_RANGE_TRADING_DAYS,
|
||||
@@ -26,7 +28,7 @@ from backend.features.market.backfill_history import (
|
||||
select_open_trade_dates,
|
||||
select_open_trade_dates_in_range,
|
||||
)
|
||||
from backend.features.market.charts import ChartDataError
|
||||
from backend.features.market.charts import ChartDataError, DAILY_CHART_LIMIT
|
||||
from backend.features.market.insights import MarketInsightsService
|
||||
from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
|
||||
|
||||
@@ -42,6 +44,7 @@ SEARCH_TYPE_LABELS = {
|
||||
"theme": "题材",
|
||||
"index": "指数",
|
||||
}
|
||||
TODAY_DAILY_UNAVAILABLE_NOTICE = "今日日K暂不可用,仍显示最近收盘K线。"
|
||||
THS_SEARCH_TYPES = {
|
||||
"I": ("sector", "行业板块"),
|
||||
"R": ("sector", "地域板块"),
|
||||
@@ -58,16 +61,40 @@ class MarketServiceMixin:
|
||||
self._tushare_client(),
|
||||
ifind=self.ifind,
|
||||
)
|
||||
def _tushare_client(self) -> TushareClient:
|
||||
def _tushare_client(self) -> Any:
|
||||
override = getattr(self, "_market_client_override", None)
|
||||
if override is not None:
|
||||
return override
|
||||
gateway = getattr(self, "data_gateway", None)
|
||||
if gateway is not None:
|
||||
return gateway.tushare()
|
||||
# Compatibility for isolated legacy unit-test service stubs.
|
||||
return TushareClient(self.token)
|
||||
if gateway is None:
|
||||
raise RuntimeError("数据中枢尚未装配。")
|
||||
return gateway.tushare()
|
||||
|
||||
def _now(self) -> datetime:
|
||||
clock = getattr(self, "clock", None)
|
||||
if callable(clock):
|
||||
return clock()
|
||||
return datetime.now().astimezone()
|
||||
|
||||
def _is_requested_open_session(self, requested_date: str) -> bool:
|
||||
now = self._now()
|
||||
if requested_date != now.strftime("%Y%m%d"):
|
||||
return False
|
||||
if now.time().replace(tzinfo=None) < dt_time(9, 15):
|
||||
return False
|
||||
client = self._tushare_client() if self.configured else None
|
||||
resolve = getattr(client, "resolve_trade_context", None) if client else None
|
||||
if resolve is None:
|
||||
return now.weekday() < 5
|
||||
try:
|
||||
trade_date, _ = resolve(requested_date)
|
||||
except Exception:
|
||||
return now.weekday() < 5
|
||||
return str(trade_date or "") == requested_date
|
||||
|
||||
def get_dashboard(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
normalized_date = normalize_date(trade_date)
|
||||
now = datetime.now().astimezone()
|
||||
now = self._now()
|
||||
if (
|
||||
normalized_date == now.strftime("%Y%m%d")
|
||||
and now.time().replace(tzinfo=None) < datetime.strptime("09:15", "%H:%M").time()
|
||||
@@ -149,11 +176,10 @@ class MarketServiceMixin:
|
||||
return "最近可用交易日"
|
||||
return f"{int(compact[4:6])} 月 {int(compact[6:8])} 日"
|
||||
|
||||
@classmethod
|
||||
def _preparing_display_notice(cls, actual_date: str, requested_date: str) -> str:
|
||||
shown = cls._chinese_month_day(actual_date)
|
||||
def _preparing_display_notice(self, actual_date: str, requested_date: str) -> str:
|
||||
shown = self._chinese_month_day(actual_date)
|
||||
requested = str(requested_date or "").replace("-", "")
|
||||
if requested == date.today().strftime("%Y%m%d"):
|
||||
if requested == self._now().strftime("%Y%m%d"):
|
||||
return f"今日数据正在准备,当前展示 {shown}"
|
||||
return f"所选日期数据尚未到齐,当前展示 {shown}"
|
||||
|
||||
@@ -174,14 +200,14 @@ class MarketServiceMixin:
|
||||
def _should_retry_incomplete_snapshot(
|
||||
self, snapshot: dict[str, Any], requested_date: str
|
||||
) -> bool:
|
||||
if requested_date != date.today().strftime("%Y%m%d"):
|
||||
if requested_date != self._now().strftime("%Y%m%d"):
|
||||
return False
|
||||
meta = snapshot.get("meta") or {}
|
||||
incomplete = (
|
||||
meta.get("limit_data_source") == "derived"
|
||||
or bool(meta.get("carried_forward"))
|
||||
or str(meta.get("trade_date") or "").replace("-", "") != requested_date
|
||||
)
|
||||
actual = str(meta.get("trade_date") or "").replace("-", "")
|
||||
stale_carry = bool(meta.get("carried_forward") or actual != requested_date)
|
||||
if stale_carry and self._is_requested_open_session(requested_date):
|
||||
return True
|
||||
incomplete = meta.get("limit_data_source") == "derived" or stale_carry
|
||||
return incomplete and self._snapshot_age_seconds(meta) >= 60
|
||||
|
||||
def _annotate_data_status(self, dashboard: dict[str, Any]) -> dict[str, Any]:
|
||||
@@ -199,6 +225,9 @@ class MarketServiceMixin:
|
||||
else:
|
||||
meta["data_status"] = "preparing"
|
||||
meta["display_notice"] = self._preparing_display_notice(actual, requested)
|
||||
elif meta.get("realtime"):
|
||||
meta["data_status"] = "intraday"
|
||||
meta.setdefault("display_notice", "")
|
||||
else:
|
||||
meta["data_status"] = "official"
|
||||
meta.setdefault("display_notice", "")
|
||||
@@ -225,9 +254,9 @@ class MarketServiceMixin:
|
||||
normalized_date: str,
|
||||
snapshot: dict[str, Any],
|
||||
) -> bool:
|
||||
if not self.configured or normalized_date != date.today().strftime("%Y%m%d"):
|
||||
if not self.configured or normalized_date != self._now().strftime("%Y%m%d"):
|
||||
return False
|
||||
now = datetime.now().astimezone()
|
||||
now = self._now()
|
||||
local_time = now.time().replace(tzinfo=None)
|
||||
realtime_start = datetime.strptime("09:15", "%H:%M").time()
|
||||
morning_end = datetime.strptime("11:35", "%H:%M").time()
|
||||
@@ -264,7 +293,10 @@ class MarketServiceMixin:
|
||||
raise TushareError("公共行情尚未配置")
|
||||
dashboard = self._tushare_client().dashboard(normalized_date)
|
||||
meta = dashboard.setdefault("meta", {})
|
||||
quote_source = str(meta.get("quote_source") or "")
|
||||
meta["source"] = source
|
||||
if quote_source:
|
||||
meta["quote_source"] = quote_source
|
||||
meta["requested_date"] = self._display_compact_date(normalized_date)
|
||||
if meta.get("limit_data_source") == "derived":
|
||||
meta.setdefault(
|
||||
@@ -276,6 +308,12 @@ class MarketServiceMixin:
|
||||
actual_date = normalize_date(
|
||||
str(dashboard.get("meta", {}).get("trade_date") or normalized_date)
|
||||
)
|
||||
if actual_date != normalized_date and self._is_requested_open_session(
|
||||
normalized_date
|
||||
):
|
||||
raise TushareError(
|
||||
f"Intraday dashboard resolved {actual_date} instead of {normalized_date}"
|
||||
)
|
||||
self.database.save_snapshot(actual_date, source, dashboard)
|
||||
if actual_date != normalized_date:
|
||||
dashboard.setdefault("meta", {}).update(
|
||||
@@ -297,6 +335,30 @@ class MarketServiceMixin:
|
||||
)
|
||||
return self._apply_reason_overrides(self._with_storage(dashboard, cached=False))
|
||||
except TushareError as exc:
|
||||
if self._is_requested_open_session(normalized_date):
|
||||
existing = self.database.get_snapshot(normalized_date)
|
||||
existing_date = str(
|
||||
((existing or {}).get("meta") or {}).get("trade_date") or ""
|
||||
).replace("-", "")
|
||||
if existing and existing_date == normalized_date:
|
||||
kept = copy.deepcopy(existing)
|
||||
kept.setdefault("meta", {}).update(
|
||||
{
|
||||
"requested_date": self._display_compact_date(normalized_date),
|
||||
}
|
||||
)
|
||||
self.database.finish_sync(
|
||||
sync_id,
|
||||
"fallback",
|
||||
self._record_count(kept),
|
||||
str(exc),
|
||||
"tushare",
|
||||
)
|
||||
return self._apply_reason_overrides(
|
||||
self._with_storage(kept, cached=True)
|
||||
)
|
||||
self.database.finish_sync(sync_id, "failed", message=str(exc))
|
||||
raise ValueError("当天盘中行情暂时不可用,请稍后重试。") from exc
|
||||
fallback = self.database.get_latest_real_snapshot(normalized_date)
|
||||
if fallback:
|
||||
actual = str((fallback.get("meta") or {}).get("trade_date") or "")
|
||||
@@ -613,7 +675,7 @@ class MarketServiceMixin:
|
||||
"index_daily",
|
||||
{
|
||||
"ts_code": basic["id"],
|
||||
"start_date": (end - timedelta(days=190)).strftime("%Y%m%d"),
|
||||
"start_date": (end - timedelta(days=400)).strftime("%Y%m%d"),
|
||||
"end_date": resolved_date,
|
||||
},
|
||||
"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
|
||||
@@ -629,10 +691,10 @@ class MarketServiceMixin:
|
||||
"change": float(row.get("pct_chg") or 0),
|
||||
"volume": float(row.get("vol") or 0),
|
||||
}
|
||||
for row in rows[-90:]
|
||||
for row in rows[-DAILY_CHART_LIMIT:]
|
||||
]
|
||||
try:
|
||||
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, 90)
|
||||
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, DAILY_CHART_LIMIT)
|
||||
if chart_series:
|
||||
series = chart_series
|
||||
except (AttributeError, ChartDataError):
|
||||
@@ -740,7 +802,7 @@ class MarketServiceMixin:
|
||||
result = copy.deepcopy(payload)
|
||||
now = datetime.now().astimezone()
|
||||
try:
|
||||
result["prices"] = self.chart_data.stock_daily(code, requested_date, 90)
|
||||
result["prices"] = self.chart_data.stock_daily(code, requested_date, DAILY_CHART_LIMIT)
|
||||
result["meta"] = {**(result.get("meta") or {}), "chart_source": "market_chart"}
|
||||
except (AttributeError, ChartDataError):
|
||||
pass
|
||||
@@ -752,27 +814,28 @@ class MarketServiceMixin:
|
||||
"trade_date": f"{actual_date[:4]}-{actual_date[4:6]}-{actual_date[6:]}",
|
||||
}
|
||||
today = now.strftime("%Y%m%d")
|
||||
latest_bar = (result.get("prices") or [{}])[-1] if result.get("prices") else {}
|
||||
official_today = (
|
||||
actual_date == today and not bool(latest_bar.get("realtime"))
|
||||
)
|
||||
after_close = now.time().replace(tzinfo=None) >= dt_time(15, 0)
|
||||
should_merge = (
|
||||
requested_date == today
|
||||
and actual_date <= today
|
||||
and now.weekday() < 5
|
||||
and now.time().replace(tzinfo=None) >= dt_time(9, 30)
|
||||
and not (official_today and after_close)
|
||||
)
|
||||
if should_merge:
|
||||
quote = self._ifind_realtime_stock_quote(code)
|
||||
quote = self._resolve_today_daily_quote(code, today, result)
|
||||
if quote and self._valid_realtime_stock_quote(quote, today):
|
||||
self._merge_realtime_stock_detail(result, quote, requested_date)
|
||||
elif self.configured and actual_date < today:
|
||||
client = self._tushare_client()
|
||||
try:
|
||||
resolved_date, _ = client.resolve_trade_context(requested_date)
|
||||
if resolved_date == today:
|
||||
quote = client.realtime_stock_quote(tushare_code(code), requested_date)
|
||||
if self._valid_realtime_stock_quote(quote, today):
|
||||
self._merge_realtime_stock_detail(result, quote, requested_date)
|
||||
except TushareError:
|
||||
pass
|
||||
return self._enrich_stock_detail(result)
|
||||
elif actual_date < today:
|
||||
result["meta"] = {
|
||||
**(result.get("meta") or {}),
|
||||
"notice": TODAY_DAILY_UNAVAILABLE_NOTICE,
|
||||
}
|
||||
return self._enrich_stock_detail(result, requested_date)
|
||||
|
||||
@staticmethod
|
||||
def _sanitize_stock_detail_prices(
|
||||
@@ -886,6 +949,138 @@ class MarketServiceMixin:
|
||||
"quote_time": str(row.get("time") or ""),
|
||||
}
|
||||
|
||||
def _resolve_today_daily_quote(
|
||||
self, code: str, today: str, payload: dict[str, Any]
|
||||
) -> dict[str, Any] | None:
|
||||
quote = self._ifind_realtime_stock_quote(code)
|
||||
if quote and self._valid_realtime_stock_quote(quote, today):
|
||||
return quote
|
||||
if self.configured:
|
||||
try:
|
||||
client = self._tushare_client()
|
||||
resolve = getattr(client, "resolve_trade_context", None)
|
||||
resolved = today
|
||||
if callable(resolve):
|
||||
resolved, _ = resolve(today)
|
||||
if str(resolved or "") == today:
|
||||
quote = client.realtime_stock_quote(tushare_code(code), today)
|
||||
if self._valid_realtime_stock_quote(quote, today):
|
||||
return quote
|
||||
except TushareError:
|
||||
pass
|
||||
quote = self._free_realtime_stock_quote(code, today)
|
||||
if quote and self._valid_realtime_stock_quote(quote, today):
|
||||
return quote
|
||||
return self._intraday_realtime_stock_quote(code, today, payload)
|
||||
|
||||
def _free_realtime_stock_quote(self, code: str, today: str) -> dict[str, Any] | None:
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
if aggregator is None:
|
||||
return None
|
||||
ts_code = tushare_code(code)
|
||||
for loader in (
|
||||
getattr(aggregator, "tencent_stock_quote", None),
|
||||
getattr(aggregator, "eastmoney_stock_quote", None),
|
||||
):
|
||||
if not callable(loader):
|
||||
continue
|
||||
try:
|
||||
row = loader(ts_code, expected_date=today)
|
||||
except (RealtimeAggregateError, Exception):
|
||||
continue
|
||||
quote = self._quote_from_free_row(code, today, row)
|
||||
if quote:
|
||||
return quote
|
||||
return None
|
||||
|
||||
def _quote_from_free_row(
|
||||
self, code: str, today: str, row: dict[str, Any]
|
||||
) -> dict[str, Any] | None:
|
||||
price = float(row.get("close") or 0)
|
||||
previous_close = float(row.get("pre_close") or 0)
|
||||
if price <= 0 or previous_close <= 0:
|
||||
return None
|
||||
try:
|
||||
name, sector = self._stock_identity(code, today)
|
||||
except Exception:
|
||||
name, sector = "--", "其他"
|
||||
epoch = int(row.get("quote_time_epoch") or 0)
|
||||
if epoch > 0:
|
||||
quote_time = datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
else:
|
||||
quote_date = str(row.get("quote_date") or today)
|
||||
quote_time = f"{quote_date[:4]}-{quote_date[4:6]}-{quote_date[6:]}"
|
||||
quote = {
|
||||
"name": str(row.get("name") or name or "--"),
|
||||
"sector": sector,
|
||||
"price": price,
|
||||
"open": float(row.get("open") or 0),
|
||||
"high": float(row.get("high") or 0),
|
||||
"low": float(row.get("low") or 0),
|
||||
"change": round((price / previous_close - 1) * 100, 4),
|
||||
"volume": float(row.get("vol") or 0),
|
||||
"amount_billion": float(row.get("amount") or 0) / 100_000_000,
|
||||
"turnover_rate": float(row.get("turnover_rate") or 0),
|
||||
"quote_time": quote_time,
|
||||
}
|
||||
flow = _moneyflow_payload(row)
|
||||
if flow.get("available"):
|
||||
quote["moneyflow"] = flow
|
||||
return quote
|
||||
|
||||
def _intraday_realtime_stock_quote(
|
||||
self, code: str, today: str, payload: dict[str, Any]
|
||||
) -> dict[str, Any] | None:
|
||||
chart_data = getattr(self, "chart_data", None)
|
||||
if chart_data is None:
|
||||
return None
|
||||
try:
|
||||
chart = chart_data.stock_intraday(code)
|
||||
except (AttributeError, ChartDataError, Exception):
|
||||
return None
|
||||
points = [
|
||||
point
|
||||
for point in list(chart.get("points") or [])
|
||||
if str(point.get("date") or "").replace("-", "") == today
|
||||
]
|
||||
if not points:
|
||||
return None
|
||||
opens = [float(point.get("open") or 0) for point in points if float(point.get("open") or 0) > 0]
|
||||
highs = [float(point.get("high") or 0) for point in points if float(point.get("high") or 0) > 0]
|
||||
lows = [float(point.get("low") or 0) for point in points if float(point.get("low") or 0) > 0]
|
||||
closes = [float(point.get("close") or 0) for point in points if float(point.get("close") or 0) > 0]
|
||||
if not opens or not highs or not lows or not closes:
|
||||
return None
|
||||
price = closes[-1]
|
||||
previous_close = float(chart.get("previous_close") or 0)
|
||||
if previous_close <= 0:
|
||||
history = list(payload.get("prices") or [])
|
||||
previous_close = float((history[-1] if history else {}).get("close") or 0)
|
||||
if previous_close <= 0:
|
||||
return None
|
||||
volume = sum(float(point.get("volume") or 0) for point in points)
|
||||
amount = sum(float(point.get("amount") or 0) for point in points)
|
||||
if volume <= 0 and amount <= 0:
|
||||
return None
|
||||
try:
|
||||
name, sector = self._stock_identity(code, today)
|
||||
except Exception:
|
||||
name, sector = "--", "其他"
|
||||
return {
|
||||
"name": name,
|
||||
"sector": sector,
|
||||
"price": price,
|
||||
"open": opens[0],
|
||||
"high": max(highs),
|
||||
"low": min(lows),
|
||||
"change": round((price / previous_close - 1) * 100, 4),
|
||||
"volume": volume,
|
||||
"volume_unit": "lots",
|
||||
"amount_billion": amount / 100_000_000,
|
||||
"turnover_rate": 0.0,
|
||||
"quote_time": str(points[-1].get("date") or today),
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def _merge_realtime_stock_detail(
|
||||
payload: dict[str, Any], quote: dict[str, Any], trade_date: str
|
||||
@@ -907,23 +1102,29 @@ class MarketServiceMixin:
|
||||
prices[-1] = realtime_bar
|
||||
else:
|
||||
prices.append(realtime_bar)
|
||||
payload["prices"] = prices[-90:]
|
||||
payload["prices"] = prices[-DAILY_CHART_LIMIT:]
|
||||
stock = dict(payload.get("stock") or {})
|
||||
stock.update(
|
||||
{
|
||||
"name": quote["name"],
|
||||
"industry": quote["sector"],
|
||||
"price": quote["price"],
|
||||
"change": quote["change"],
|
||||
"amount_billion": quote["amount_billion"],
|
||||
"turnover_rate": quote["turnover_rate"],
|
||||
}
|
||||
)
|
||||
updates = {
|
||||
"name": quote["name"],
|
||||
"industry": quote["sector"],
|
||||
"price": quote["price"],
|
||||
"change": quote["change"],
|
||||
"amount_billion": quote["amount_billion"],
|
||||
}
|
||||
quote_turnover = _optional_number(quote.get("turnover_rate"))
|
||||
if quote_turnover:
|
||||
updates["turnover_rate"] = quote_turnover
|
||||
stock.update(updates)
|
||||
payload["stock"] = stock
|
||||
quote_flow = quote.get("moneyflow")
|
||||
current_flow = payload.get("moneyflow") or {}
|
||||
if isinstance(quote_flow, dict) and quote_flow.get("available") and not current_flow.get("available"):
|
||||
payload["moneyflow"] = quote_flow
|
||||
payload["meta"] = {
|
||||
**(payload.get("meta") or {}),
|
||||
"trade_date": display_date,
|
||||
"realtime": True,
|
||||
"notice": "",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
}
|
||||
|
||||
@@ -957,7 +1158,7 @@ class MarketServiceMixin:
|
||||
intraday_status = "unavailable"
|
||||
intraday_notice = "分时行情暂不可用,请稍后重试。"
|
||||
|
||||
prices = list(detail.get("prices") or [])[-60:]
|
||||
prices = list(detail.get("prices") or [])[-DAILY_CHART_LIMIT:]
|
||||
stock = dict(detail.get("stock") or {"code": code})
|
||||
realtime = bool(detail_meta.get("realtime"))
|
||||
return {
|
||||
@@ -1209,10 +1410,40 @@ class MarketServiceMixin:
|
||||
return item["name"], item["sector"] or "其他"
|
||||
return "--", "其他"
|
||||
|
||||
def _enrich_stock_detail(self, payload: dict[str, Any]) -> dict[str, Any]:
|
||||
def _enrich_stock_detail(
|
||||
self, payload: dict[str, Any], trade_date: str = ""
|
||||
) -> dict[str, Any]:
|
||||
result = dict(payload)
|
||||
stock = dict(payload.get("stock") or {})
|
||||
code = str(stock.get("code") or "")
|
||||
compact_date = normalize_date(
|
||||
str((payload.get("meta") or {}).get("trade_date") or trade_date)
|
||||
)
|
||||
board = self._limit_event_for_stock(code, compact_date)
|
||||
if board:
|
||||
if not stock.get("first_time") or stock.get("first_time") == "--":
|
||||
stock["first_time"] = board.get("first_time") or "--"
|
||||
if not stock.get("last_time") or stock.get("last_time") == "--":
|
||||
stock["last_time"] = board.get("last_time") or "--"
|
||||
if not stock.get("open_times"):
|
||||
stock["open_times"] = board.get("open_times") or 0
|
||||
if _optional_number(stock.get("seal_amount_million")) is None:
|
||||
stock["seal_amount_million"] = board.get("seal_amount_million")
|
||||
if not _optional_number(stock.get("turnover_rate")) and _optional_number(board.get("turnover_rate")):
|
||||
stock["turnover_rate"] = board.get("turnover_rate")
|
||||
flow = result.get("moneyflow") or {}
|
||||
if not flow.get("available"):
|
||||
live_flow = self._live_moneyflow_for_stock(code, compact_date)
|
||||
if live_flow.get("available"):
|
||||
result["moneyflow"] = live_flow
|
||||
else:
|
||||
result["moneyflow"] = {
|
||||
"available": False,
|
||||
"net_million": None,
|
||||
"large_million": None,
|
||||
"medium_million": None,
|
||||
"small_million": None,
|
||||
}
|
||||
watched = {
|
||||
item["code"]: item
|
||||
for item in self.database.list_watchlist(self.current_user_id)
|
||||
@@ -1222,6 +1453,45 @@ class MarketServiceMixin:
|
||||
result["notes"] = self.database.list_notes(self.current_user_id, code=code)
|
||||
return result
|
||||
|
||||
def _limit_event_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
|
||||
if not code or not trade_date:
|
||||
return {}
|
||||
ts_code = tushare_code(code)
|
||||
client = self._tushare_client() if self.configured else None
|
||||
rows: list[dict[str, Any]] = []
|
||||
if client is not None:
|
||||
try:
|
||||
rows = client._load_limit_type(trade_date, "U") + client._load_limit_type(trade_date, "Z")
|
||||
except Exception:
|
||||
rows = []
|
||||
if not rows:
|
||||
try:
|
||||
rows = list((client._free_board_map(trade_date) or {}).values())
|
||||
except Exception:
|
||||
rows = []
|
||||
match = next((row for row in rows if str(row.get("ts_code") or "") == ts_code), None)
|
||||
if not match:
|
||||
return {}
|
||||
fd = _optional_number(match.get("fd_amount"))
|
||||
return {
|
||||
"first_time": match.get("first_time") or "--",
|
||||
"last_time": match.get("last_time") or "--",
|
||||
"open_times": match.get("open_times") or 0,
|
||||
"seal_amount_million": None if fd is None else round(fd / 10000, 0),
|
||||
"turnover_rate": _optional_number(match.get("turnover_ratio")),
|
||||
}
|
||||
|
||||
def _live_moneyflow_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
loader = getattr(aggregator, "eastmoney_stock_quote", None) if aggregator else None
|
||||
if not callable(loader) or not code:
|
||||
return _moneyflow_payload(None)
|
||||
try:
|
||||
quote = loader(tushare_code(code), expected_date=trade_date)
|
||||
except Exception:
|
||||
return _moneyflow_payload(None)
|
||||
return _moneyflow_payload(quote)
|
||||
|
||||
def _with_storage(self, dashboard: dict[str, Any], cached: bool) -> dict[str, Any]:
|
||||
result = dict(dashboard)
|
||||
result["meta"] = {
|
||||
|
||||
@@ -4,7 +4,14 @@ import re
|
||||
import secrets
|
||||
from typing import Any
|
||||
|
||||
from backend.bootstrap.config import TOKEN_PATTERN, validate_text
|
||||
from backend.bootstrap.config import validate_text
|
||||
|
||||
|
||||
MARKET_SOURCE_SECRET_KEYS = {
|
||||
"tushare_token",
|
||||
"ifind_refresh_token",
|
||||
"ifind_access_token",
|
||||
}
|
||||
|
||||
|
||||
class SystemServiceMixin:
|
||||
@@ -18,9 +25,6 @@ class SystemServiceMixin:
|
||||
first_encrypted = self.database.get_user_credentials(first_user_id)
|
||||
first_personal = self.vault.decrypt_json(first_encrypted) if first_encrypted else {}
|
||||
defaults = {
|
||||
"tushare_token": environment.get("tushare_token") or first_personal.get("tushare_token") or "",
|
||||
"ifind_refresh_token": environment.get("ifind_refresh_token") or "",
|
||||
"ifind_access_token": environment.get("ifind_access_token") or "",
|
||||
"platform_llm_primary_api_key": environment.get("platform_llm_primary_api_key") or first_personal.get("llm_primary_api_key") or "",
|
||||
"platform_llm_primary_base_url": environment.get("platform_llm_primary_base_url") or first_personal.get("llm_primary_base_url") or "https://api.openai.com/v1",
|
||||
"platform_llm_primary_model": environment.get("platform_llm_primary_model") or first_personal.get("llm_primary_model") or "",
|
||||
@@ -34,6 +38,10 @@ class SystemServiceMixin:
|
||||
if key not in current:
|
||||
current[key] = value
|
||||
changed = True
|
||||
for key in MARKET_SOURCE_SECRET_KEYS:
|
||||
if key in current:
|
||||
current.pop(key, None)
|
||||
changed = True
|
||||
if not isinstance(current.get("llm_models"), list):
|
||||
migrated_models: list[dict[str, str]] = []
|
||||
for role, label in (("primary", "原主模型"), ("fallback", "原辅助模型")):
|
||||
@@ -56,26 +64,27 @@ class SystemServiceMixin:
|
||||
self.database.save_system_setting("credentials", self.vault.encrypt_json(current))
|
||||
for row in self.database.list_user_credentials():
|
||||
personal = self.vault.decrypt_json(str(row.get("encrypted_payload") or ""))
|
||||
if "tushare_token" in personal:
|
||||
personal.pop("tushare_token", None)
|
||||
if any(key in personal for key in MARKET_SOURCE_SECRET_KEYS):
|
||||
for key in MARKET_SOURCE_SECRET_KEYS:
|
||||
personal.pop(key, None)
|
||||
self.database.save_user_credentials(
|
||||
int(row["user_id"]), self.vault.encrypt_json(personal)
|
||||
)
|
||||
return current
|
||||
|
||||
def _save_system_credentials(self, credentials: dict[str, Any]) -> None:
|
||||
sanitized = {
|
||||
key: value
|
||||
for key, value in credentials.items()
|
||||
if key not in MARKET_SOURCE_SECRET_KEYS
|
||||
}
|
||||
with self.system_lock:
|
||||
self.database.save_system_setting("credentials", self.vault.encrypt_json(credentials))
|
||||
self._system_credentials = dict(credentials)
|
||||
if hasattr(self, "ifind"):
|
||||
self.ifind.set_credentials(
|
||||
str(credentials.get("ifind_refresh_token") or ""),
|
||||
str(credentials.get("ifind_access_token") or ""),
|
||||
)
|
||||
self.database.save_system_setting("credentials", self.vault.encrypt_json(sanitized))
|
||||
self._system_credentials = dict(sanitized)
|
||||
|
||||
@property
|
||||
def configured(self) -> bool:
|
||||
return bool(self.token)
|
||||
return bool(self._datahub_status().get("configured"))
|
||||
|
||||
def _credentials(self) -> dict[str, str]:
|
||||
credentials = getattr(self._request_context, "credentials", {})
|
||||
@@ -99,7 +108,7 @@ class SystemServiceMixin:
|
||||
|
||||
@property
|
||||
def token(self) -> str:
|
||||
return str(self._system_credentials.get("tushare_token") or "")
|
||||
return "datahub" if self.configured else ""
|
||||
|
||||
def system_status(self) -> dict[str, Any]:
|
||||
platform = self._platform_llm_profile()
|
||||
@@ -130,6 +139,7 @@ class SystemServiceMixin:
|
||||
),
|
||||
**self.database.status(),
|
||||
"jobs": self.jobs.repository.recent(12),
|
||||
"datahub": self._datahub_status(),
|
||||
},
|
||||
"llm": {
|
||||
"primary_configured": self._profile_configured(platform["primary"]),
|
||||
@@ -145,21 +155,24 @@ class SystemServiceMixin:
|
||||
},
|
||||
}
|
||||
|
||||
def _datahub_status(self) -> dict[str, Any]:
|
||||
gateway = getattr(self, "data_gateway", None)
|
||||
reporter = getattr(gateway, "datahub_status", None)
|
||||
if callable(reporter):
|
||||
return reporter()
|
||||
return {
|
||||
"configured": False,
|
||||
"base_url": "",
|
||||
"enabled_reads": 0,
|
||||
"total_reads": 0,
|
||||
"flags": [],
|
||||
"routes": [],
|
||||
"fallback_count": 0,
|
||||
"fallback_labels": [],
|
||||
}
|
||||
|
||||
def save_system_settings(self, payload: dict[str, Any]) -> dict[str, Any]:
|
||||
current = dict(self._system_credentials)
|
||||
token = str(payload.get("tushare_token") or current.get("tushare_token") or "").strip()
|
||||
if token and not TOKEN_PATTERN.fullmatch(token):
|
||||
raise ValueError("Tushare Token 格式不正确。")
|
||||
ifind_refresh_token = str(
|
||||
payload.get("ifind_refresh_token")
|
||||
or current.get("ifind_refresh_token")
|
||||
or ""
|
||||
).strip()
|
||||
if ifind_refresh_token and (
|
||||
len(ifind_refresh_token) > 2048
|
||||
or any(character.isspace() for character in ifind_refresh_token)
|
||||
):
|
||||
raise ValueError("iFinD Refresh Token 格式不正确。")
|
||||
existing_models = {
|
||||
str(item.get("id") or ""): item
|
||||
for item in current.get("llm_models") or []
|
||||
@@ -221,8 +234,6 @@ class SystemServiceMixin:
|
||||
raise ValueError("会员每日额度应为 1 至 1000。") from exc
|
||||
current.update(
|
||||
{
|
||||
"tushare_token": token,
|
||||
"ifind_refresh_token": ifind_refresh_token,
|
||||
"llm_models": models,
|
||||
"primary_model_id": primary_model_id,
|
||||
"fallback_model_id": fallback_model_id,
|
||||
@@ -242,7 +253,7 @@ class SystemServiceMixin:
|
||||
llm_access = self.llm_access_status()
|
||||
return {
|
||||
"configured": self.configured,
|
||||
"mode": "tushare" if self.configured else "unavailable",
|
||||
"mode": "datahub" if self.configured else "unavailable",
|
||||
"llm_configured": self.llm_configured,
|
||||
"llm_model": self.llm_primary_model if self.llm_configured else "",
|
||||
"llm_fallback_configured": self.llm_fallback_configured,
|
||||
|
||||
@@ -41,6 +41,8 @@ def official_catchup_due(today: str, snapshot: dict[str, object]) -> bool:
|
||||
actual == today
|
||||
and meta.get("limit_data_source") != "derived"
|
||||
and not meta.get("carried_forward")
|
||||
and not meta.get("realtime")
|
||||
and meta.get("mode") != "realtime"
|
||||
):
|
||||
return False
|
||||
return True
|
||||
|
||||
@@ -20,6 +20,8 @@ services:
|
||||
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
|
||||
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
|
||||
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
|
||||
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
|
||||
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
|
||||
DATAHUB_DB_PATH: /app/data/datahub.db
|
||||
DATAHUB_BACKUP_DIR: /app/data/backups
|
||||
TZ: Asia/Shanghai
|
||||
|
||||
@@ -13,6 +13,26 @@ services:
|
||||
- ./.env
|
||||
environment:
|
||||
APP_ENCRYPTION_KEY: "${APP_ENCRYPTION_KEY:?APP_ENCRYPTION_KEY must be set in .env}"
|
||||
# Provider credentials are consumed only by xiaobai-datahub.
|
||||
TUSHARE_TOKEN: ""
|
||||
IFIND_REFRESH_TOKEN: ""
|
||||
IFIND_ACCESS_TOKEN: ""
|
||||
DATAHUB_BASE_URL: "${DATAHUB_BASE_URL:-http://192.168.200.11:8766}"
|
||||
DATAHUB_READ_CALENDAR: "1"
|
||||
DATAHUB_READ_STOCKS: "1"
|
||||
DATAHUB_READ_DAILY: "1"
|
||||
DATAHUB_READ_INDEX_DAILY: "1"
|
||||
DATAHUB_READ_VALUATION: "1"
|
||||
DATAHUB_READ_MONEYFLOW: "1"
|
||||
DATAHUB_READ_AUCTION: "1"
|
||||
DATAHUB_READ_LIMIT_EVENTS: "1"
|
||||
DATAHUB_READ_POPULARITY: "1"
|
||||
DATAHUB_READ_DRAGON_TIGER: "1"
|
||||
DATAHUB_READ_SECTOR_DAILY: "1"
|
||||
DATAHUB_READ_QUOTES: "1"
|
||||
DATAHUB_READ_INDEX_QUOTES: "1"
|
||||
DATAHUB_READ_INTRADAY: "1"
|
||||
DATAHUB_READ_STATUS: "1"
|
||||
TZ: Asia/Shanghai
|
||||
PYTHONUTF8: "1"
|
||||
volumes:
|
||||
|
||||
+6
-3
@@ -12,9 +12,12 @@ These registries describe the approved product surface of the standalone applica
|
||||
providers, model entry points, CSS layers, and remaining code hotspots.
|
||||
- `data-fields.config.json`: canonical data products, provider eligibility, intended use, and
|
||||
known blocked datasets.
|
||||
- `datahub.config.json`: optional read-only client for `xiaobai-datahub`. Each dataset has its
|
||||
own `read` / `shadow` flag, all default off. Environment variables `DATAHUB_READ_*` and
|
||||
`DATAHUB_SHADOW_*` can override a single dataset without a master switch.
|
||||
- `datahub.config.json`: official read-only client for `xiaobai-datahub`. Each dataset has its
|
||||
own `read` / `shadow` flag; official reads default on. `compose.yaml` pins every
|
||||
`DATAHUB_READ_*` to `"1"` so a leftover `.env` `=0` cannot silently keep official
|
||||
pages on the old APIs. Environment variables can still override a single
|
||||
`DATAHUB_SHADOW_*` without a master switch. The old website APIs stay as
|
||||
emergency fallback only.
|
||||
- `data-quality.config.json`: freshness, coverage, units, adjustment, point-in-time, and
|
||||
fail-closed rules for every canonical data product.
|
||||
- `jobs.config.json`: background schedules, dependencies, lock keys, retry policy, timeouts,
|
||||
|
||||
@@ -207,27 +207,22 @@
|
||||
{
|
||||
"provider": "datahub",
|
||||
"path": "backend/data/datahub/client.py",
|
||||
"runtime_role": "optional official EOD read path behind per-dataset flags"
|
||||
"runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"
|
||||
},
|
||||
{
|
||||
"provider": "ifind",
|
||||
"path": "backend/data/providers/ifind_client.py",
|
||||
"runtime_role": "realtime, charts, snapshots, enrichment"
|
||||
"path": "xiaobai-datahub/datahub/adapters/ifind.py",
|
||||
"runtime_role": "licensed iFinD source inside the data hub"
|
||||
},
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "backend/features/market/charts.py",
|
||||
"runtime_role": "display chart fallback"
|
||||
},
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "backend/data/realtime.py",
|
||||
"runtime_role": "isolated realtime observation"
|
||||
"path": "xiaobai-datahub/datahub/adapters/eastmoney.py",
|
||||
"runtime_role": "free realtime quotes and shenwan inside the data hub"
|
||||
},
|
||||
{
|
||||
"provider": "tencent",
|
||||
"path": "backend/data/realtime.py",
|
||||
"runtime_role": "index observation fallback"
|
||||
"path": "xiaobai-datahub/datahub/adapters/tencent.py",
|
||||
"runtime_role": "free index and stock quotes inside the data hub"
|
||||
}
|
||||
],
|
||||
"provider_domains": [
|
||||
@@ -296,16 +291,16 @@
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "IfindHttpClient",
|
||||
"client": "HubIfindProxy",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "HubRealtimeProxy",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "MarketChartClient",
|
||||
"owner": "backend/data/gateway.py"
|
||||
},
|
||||
{
|
||||
"client": "WebRealtimeAggregator",
|
||||
"owner": "backend/data/gateway.py"
|
||||
}
|
||||
],
|
||||
"heaven_service_owners": {
|
||||
@@ -468,8 +463,8 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/heaven/page.js",
|
||||
"bytes": 97268,
|
||||
"lines": 2070
|
||||
"bytes": 97770,
|
||||
"lines": 2079
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/shell.css",
|
||||
@@ -483,8 +478,13 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/index.html",
|
||||
"bytes": 48254,
|
||||
"lines": 664
|
||||
"bytes": 48403,
|
||||
"lines": 665
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_industries.py",
|
||||
"bytes": 37168,
|
||||
"lines": 859
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/catalog.py",
|
||||
@@ -496,6 +496,11 @@
|
||||
"bytes": 35247,
|
||||
"lines": 2416
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 33230,
|
||||
"lines": 770
|
||||
},
|
||||
{
|
||||
"path": "database.py",
|
||||
"bytes": 32073,
|
||||
@@ -506,16 +511,6 @@
|
||||
"bytes": 31756,
|
||||
"lines": 562
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 28234,
|
||||
"lines": 648
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_industries.py",
|
||||
"bytes": 26540,
|
||||
"lines": 616
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/manual.py",
|
||||
"bytes": 24521,
|
||||
@@ -533,13 +528,13 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/preview.js",
|
||||
"bytes": 18178,
|
||||
"lines": 446
|
||||
"bytes": 18230,
|
||||
"lines": 447
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/trend.py",
|
||||
"bytes": 16772,
|
||||
"lines": 370
|
||||
"bytes": 17005,
|
||||
"lines": 373
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction_scoring.py",
|
||||
@@ -548,33 +543,33 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/charts.js",
|
||||
"bytes": 15311,
|
||||
"lines": 387
|
||||
"bytes": 15743,
|
||||
"lines": 401
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 15063,
|
||||
"lines": 321
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/pools/page.html",
|
||||
"bytes": 14942,
|
||||
"lines": 235
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 14836,
|
||||
"lines": 283
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/data_sync.py",
|
||||
"bytes": 14743,
|
||||
"lines": 342
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/dashboard.js",
|
||||
"bytes": 14740,
|
||||
"lines": 316
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/admin.js",
|
||||
"bytes": 14410,
|
||||
"lines": 268
|
||||
},
|
||||
{
|
||||
"path": "backend/features/heaven/market_context.py",
|
||||
"bytes": 13681,
|
||||
"lines": 338
|
||||
"bytes": 14409,
|
||||
"lines": 354
|
||||
},
|
||||
{
|
||||
"path": "frontend/shared/session.js",
|
||||
@@ -588,8 +583,8 @@
|
||||
},
|
||||
{
|
||||
"path": "backend/features/system/service.py",
|
||||
"bytes": 12392,
|
||||
"lines": 254
|
||||
"bytes": 12180,
|
||||
"lines": 265
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_auction.py",
|
||||
@@ -613,9 +608,14 @@
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/entity-detail.js",
|
||||
"bytes": 9119,
|
||||
"bytes": 9139,
|
||||
"lines": 199
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_daily.py",
|
||||
"bytes": 9076,
|
||||
"lines": 232
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dragon_tiger.py",
|
||||
"bytes": 9059,
|
||||
@@ -626,6 +626,11 @@
|
||||
"bytes": 8562,
|
||||
"lines": 238
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 8447,
|
||||
"lines": 189
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/mentor/page.html",
|
||||
"bytes": 8357,
|
||||
@@ -636,16 +641,6 @@
|
||||
"bytes": 6983,
|
||||
"lines": 146
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_daily.py",
|
||||
"bytes": 6837,
|
||||
"lines": 160
|
||||
},
|
||||
{
|
||||
"path": "backend/application.py",
|
||||
"bytes": 6751,
|
||||
"lines": 178
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights_popularity.py",
|
||||
"bytes": 6739,
|
||||
@@ -662,8 +657,13 @@
|
||||
"lines": 81
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_stocks.py",
|
||||
"bytes": 6244,
|
||||
"path": "backend/application.py",
|
||||
"bytes": 6399,
|
||||
"lines": 161
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/stock-detail.js",
|
||||
"bytes": 6325,
|
||||
"lines": 137
|
||||
},
|
||||
{
|
||||
@@ -682,14 +682,9 @@
|
||||
"lines": 85
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/stock-detail.js",
|
||||
"bytes": 5690,
|
||||
"lines": 124
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 5451,
|
||||
"lines": 118
|
||||
"path": "backend/data/providers/tushare_stocks.py",
|
||||
"bytes": 5592,
|
||||
"lines": 123
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages.config.js",
|
||||
@@ -721,6 +716,11 @@
|
||||
"bytes": 4712,
|
||||
"lines": 106
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_helpers.py",
|
||||
"bytes": 4406,
|
||||
"lines": 124
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/routes.py",
|
||||
"bytes": 4276,
|
||||
@@ -796,26 +796,21 @@
|
||||
"bytes": 2299,
|
||||
"lines": 57
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_client.py",
|
||||
"bytes": 2263,
|
||||
"lines": 70
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/regime.py",
|
||||
"bytes": 2202,
|
||||
"lines": 53
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_client.py",
|
||||
"bytes": 2166,
|
||||
"lines": 68
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/popularity/page.html",
|
||||
"bytes": 2165,
|
||||
"lines": 35
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_helpers.py",
|
||||
"bytes": 2083,
|
||||
"lines": 64
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages/market/breadth.js",
|
||||
"bytes": 2071,
|
||||
@@ -827,13 +822,13 @@
|
||||
"lines": 45
|
||||
},
|
||||
{
|
||||
"path": "backend/features/system/routes.py",
|
||||
"bytes": 1791,
|
||||
"lines": 46
|
||||
"path": "backend/jobs/refresh.py",
|
||||
"bytes": 1808,
|
||||
"lines": 48
|
||||
},
|
||||
{
|
||||
"path": "backend/jobs/refresh.py",
|
||||
"bytes": 1728,
|
||||
"path": "backend/features/system/routes.py",
|
||||
"bytes": 1791,
|
||||
"lines": 46
|
||||
},
|
||||
{
|
||||
@@ -846,6 +841,11 @@
|
||||
"bytes": 1642,
|
||||
"lines": 53
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_transport.py",
|
||||
"bytes": 1592,
|
||||
"lines": 50
|
||||
},
|
||||
{
|
||||
"path": "backend/features/market/insights.py",
|
||||
"bytes": 1580,
|
||||
@@ -856,11 +856,6 @@
|
||||
"bytes": 1535,
|
||||
"lines": 39
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_transport.py",
|
||||
"bytes": 1455,
|
||||
"lines": 48
|
||||
},
|
||||
{
|
||||
"path": "backend/features/themes/routes.py",
|
||||
"bytes": 1337,
|
||||
|
||||
@@ -6,13 +6,20 @@
|
||||
"page_limit": 5000,
|
||||
"stale_seconds_max": 86400,
|
||||
"datasets": {
|
||||
"calendar": { "read": false, "shadow": false },
|
||||
"stocks": { "read": false, "shadow": false },
|
||||
"daily": { "read": false, "shadow": false },
|
||||
"index_daily": { "read": false, "shadow": false },
|
||||
"valuation": { "read": false, "shadow": false },
|
||||
"moneyflow": { "read": false, "shadow": false },
|
||||
"auction": { "read": false, "shadow": false },
|
||||
"status": { "read": false, "shadow": false }
|
||||
"calendar": { "read": true, "shadow": false },
|
||||
"stocks": { "read": true, "shadow": false },
|
||||
"daily": { "read": true, "shadow": false },
|
||||
"index_daily": { "read": true, "shadow": false },
|
||||
"valuation": { "read": true, "shadow": false },
|
||||
"moneyflow": { "read": true, "shadow": false },
|
||||
"auction": { "read": true, "shadow": false },
|
||||
"limit_events": { "read": true, "shadow": false },
|
||||
"popularity": { "read": true, "shadow": false },
|
||||
"dragon_tiger": { "read": true, "shadow": false },
|
||||
"sector_daily": { "read": true, "shadow": false },
|
||||
"quotes": { "read": true, "shadow": false },
|
||||
"index_quotes": { "read": true, "shadow": false },
|
||||
"intraday": { "read": true, "shadow": false },
|
||||
"status": { "read": true, "shadow": false }
|
||||
}
|
||||
}
|
||||
|
||||
@@ -213,12 +213,12 @@
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "realtime_aggregator.py",
|
||||
"runtime_role": "isolated realtime observation"
|
||||
"runtime_role": "isolated realtime observation and intraday dashboard fallback"
|
||||
},
|
||||
{
|
||||
"provider": "tencent",
|
||||
"path": "realtime_aggregator.py",
|
||||
"runtime_role": "index observation fallback"
|
||||
"runtime_role": "index observation and intraday quote fallback"
|
||||
}
|
||||
],
|
||||
"llm_entrypoints": [
|
||||
|
||||
@@ -320,6 +320,11 @@ PC端统一采用以下固定骨架:
|
||||
|
||||
### 6.1 数据源职责
|
||||
|
||||
运行边界:下表中的职责全部由独立的 `xiaobai-datahub` 数据中枢执行。主网站只按固定业务
|
||||
协议请求“行情、日K、分时、申万、竞价”等数据,不接触任何提供方参数或凭据,也不决定优先级、
|
||||
重试、降级和回填。数据中枢是主网站唯一的行情出口;中枢暂时取不到新数据时,网站只能读取
|
||||
已经归档的真实快照,不能绕回旧提供方直连接口。
|
||||
|
||||
| 数据源 | 可用于正式计算 | 主要职责 |
|
||||
|---|:---:|---|
|
||||
| Tushare | 是 | 交易日历、股票主表、日线、估值、财务、资金流、申万行业、涨跌停、9:25竞价、热榜、龙虎榜 |
|
||||
|
||||
+4
-3
@@ -607,12 +607,13 @@
|
||||
<div class="admin-panel" data-admin-panel="market">
|
||||
<form id="systemMarketForm" class="settings-section">
|
||||
<div class="settings-section-heading"><h3>公共行情</h3><span id="systemDataStatus">待检查</span></div>
|
||||
<label class="form-field"><span>Tushare Token</span><input id="systemTokenInput" type="password" autocomplete="off" minlength="20" placeholder="留空保留现有 Token"></label>
|
||||
<label class="form-field"><span>iFinD Refresh Token</span><input id="systemIfindTokenInput" type="password" autocomplete="off" maxlength="2048" placeholder="留空保留现有 Token"></label>
|
||||
<label class="form-field"><span>行情来源凭据</span><input id="systemTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
|
||||
<label class="form-field"><span>实时来源凭据</span><input id="systemIfindTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
|
||||
<label class="switch-control"><input id="systemBackgroundRefresh" type="checkbox"><span>启用交易时段后台刷新</span></label>
|
||||
<p class="form-hint">所有用户读取同一份后台快照,页面不会随后台任务自动重绘。</p>
|
||||
<div id="datahubRouteStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="database"></i><span>数据中枢线路待检查</span></div>
|
||||
<div id="adminRefreshStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="circle-dot"></i><span>尚未手动刷新</span></div>
|
||||
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存行情配置</button></div>
|
||||
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存刷新设置</button></div>
|
||||
</form>
|
||||
<section class="settings-section">
|
||||
<div class="settings-section-heading"><h3>历史数据回补</h3><span>管理员任务</span></div>
|
||||
|
||||
+20
-14
@@ -3402,9 +3402,9 @@
|
||||
const payload = detail && detail.payload ? detail.payload : {};
|
||||
const meta = payload.meta || {};
|
||||
if (tab === "daily") {
|
||||
const bars = (payload.prices || []).slice(-48);
|
||||
const bars = (payload.prices || []).slice(-45);
|
||||
const last = bars.length ? bars[bars.length - 1].trade_date : "";
|
||||
return "日线 · 近48根 · 至 " + (displayCompactDate(last) || "--");
|
||||
return "日线 · 近45根 · 至 " + (displayCompactDate(last) || "--");
|
||||
}
|
||||
const d = displayCompactDate(meta.intraday_trade_date) || displayCompactDate(meta.trade_date);
|
||||
return "分时 · " + (d || "--");
|
||||
@@ -3702,7 +3702,7 @@
|
||||
const W = 360, H = 240, padL = 8, padR = 52, padT = 10, padB = 22;
|
||||
const pw = W - padL - padR;
|
||||
const ph = H - padT - padB;
|
||||
const prices = (payload.prices || []).slice(-48);
|
||||
const prices = (payload.prices || []).slice(-45);
|
||||
|
||||
if (prices.length < 2) return emptyChart("日线数据暂不可用");
|
||||
|
||||
@@ -5219,6 +5219,15 @@
|
||||
return '<span class="m-sys-dot' + (ok ? " m-sys-dot--ok" : "") + '"></span>';
|
||||
}
|
||||
|
||||
function datahubStatusText(hub) {
|
||||
const enabled = number(hub.enabled_reads);
|
||||
const total = number(hub.total_reads) || enabled;
|
||||
const fallbacks = hub.fallback_labels || [];
|
||||
if (fallbacks.length) return " 备用 " + fallbacks.join("、");
|
||||
if (hub.configured) return " 主线路 " + enabled + "/" + total;
|
||||
return " 未配置";
|
||||
}
|
||||
|
||||
function renderSystemAdmin(key) {
|
||||
if (key === "system/members") {
|
||||
renderSystemMembers();
|
||||
@@ -5233,15 +5242,16 @@
|
||||
'<div class="m-sys-body" data-system-admin-panel="market">' +
|
||||
'<div class="m-card m-sys-section"><strong>数据源状态</strong>' +
|
||||
'<div class="m-sys-status-list">' +
|
||||
'<div class="m-sys-status-item"><span>Tushare</span><span>' + statusDot(data.configured) + (data.configured ? " 已配置" : " 未配置") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(data.configured) + (data.configured ? " 已连接" : " 未连接") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>iFinD</span><span>' + statusDot(ifind.configured) + (ifind.configured ? " 已配置" : " 未配置") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>行情快照</span><strong>' + number(data.snapshot_dates) + " 个交易日</strong></div>" +
|
||||
'<div class="m-sys-status-item"><span>后台刷新</span><span>' + statusDot(data.background_refresh_enabled) + (data.background_refresh_enabled ? " 已启用" : " 已暂停") + "</span></div>" +
|
||||
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(Boolean((data.datahub || {}).configured) && !((data.datahub || {}).fallback_count)) + datahubStatusText(data.datahub || {}) + "</span></div>" +
|
||||
"</div></div>" +
|
||||
'<div class="m-card m-sys-section"><strong>数据源密钥</strong>' +
|
||||
formFieldHtml("Tushare Token", '<input id="m-sys-token" type="password" autocomplete="off" minlength="20" placeholder="留空则保留现有 Token">', false) +
|
||||
formFieldHtml("iFinD Refresh Token", '<input id="m-sys-ifind" type="password" autocomplete="off" maxlength="2048" placeholder="留空则保留现有 Token">', false) +
|
||||
'<button class="m-btn-primary" type="button" data-system-save-market>保存密钥</button></div>' +
|
||||
formFieldHtml("行情来源凭据", '<input id="m-sys-token" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
|
||||
formFieldHtml("实时来源凭据", '<input id="m-sys-ifind" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
|
||||
'<button class="m-btn-primary" type="button" data-system-save-market>刷新状态</button></div>' +
|
||||
'<div class="m-card m-sys-section"><strong>后台刷新</strong>' +
|
||||
'<div class="m-sys-switch-row"><div><strong>交易时段自动刷新</strong><p class="m-sys-hint">开启后后台定时更新快照</p></div>' +
|
||||
'<button class="m-theme-switch" type="button" data-system-toggle-refresh role="switch" aria-checked="' + (data.background_refresh_enabled ? "true" : "false") + '" aria-label="交易时段自动刷新"><span class="m-theme-switch-thumb"></span></button></div>' +
|
||||
@@ -5540,14 +5550,10 @@
|
||||
function saveSystemMarket() {
|
||||
const button = document.querySelector("[data-system-save-market]");
|
||||
if (button) button.disabled = true;
|
||||
global.MobileAPI.request("/api/admin/settings", "POST", {
|
||||
tushare_token: ((document.getElementById("m-sys-token") || {}).value || "").trim(),
|
||||
ifind_refresh_token: ((document.getElementById("m-sys-ifind") || {}).value || "").trim(),
|
||||
}).then(function () {
|
||||
showToast("行情密钥已保存");
|
||||
loadSystem();
|
||||
loadSystem().then(function () {
|
||||
showToast("数据中枢状态已刷新");
|
||||
}).catch(function (error) {
|
||||
showToast(error && error.message ? error.message : "系统配置保存失败");
|
||||
showToast(error && error.message ? error.message : "数据中枢状态读取失败");
|
||||
}).then(function () {
|
||||
if (button) button.disabled = false;
|
||||
});
|
||||
|
||||
@@ -68,10 +68,10 @@
|
||||
"/pages/sentiment/page.js?v=20260729-1",
|
||||
"/pages/pools/page.js?v=20260820-1",
|
||||
"/pages/market/breadth.js?v=20260803-1",
|
||||
"/pages/market/charts.js?v=20260803-1",
|
||||
"/pages/market/entity-detail.js?v=20260803-1",
|
||||
"/pages/market/stock-detail.js?v=20260803-1",
|
||||
"/pages/market/preview.js?v=20260806-1",
|
||||
"/pages/market/charts.js?v=20260908-1",
|
||||
"/pages/market/entity-detail.js?v=20260908-1",
|
||||
"/pages/market/stock-detail.js?v=20260908-1",
|
||||
"/pages/market/preview.js?v=20260908-1",
|
||||
"/pages/market/search.js?v=20260803-1",
|
||||
"/pages/market/bindings.js?v=20260803-1",
|
||||
"/pages/ladder/page.js?v=20260820-1",
|
||||
|
||||
@@ -113,9 +113,12 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
|
||||
document.querySelector("#resetHeavenCalibrationButton"),
|
||||
].filter(Boolean);
|
||||
cancelHeavenPerformance();
|
||||
heavenView?.classList.add("heaven-data-loading");
|
||||
const blocking = !state.heavenSetup;
|
||||
if (blocking) heavenView?.classList.add("heaven-data-loading");
|
||||
if (loadButton) loadButton.disabled = true;
|
||||
calibrationButtons.forEach((button) => { button.disabled = true; });
|
||||
const controller = new AbortController();
|
||||
const timeoutId = window.setTimeout(() => controller.abort(), 25_000);
|
||||
try {
|
||||
if (state.heavenSetup?.requestedKey && state.heavenSetup.requestedKey !== requestedKey) {
|
||||
state.personalField = null;
|
||||
@@ -126,7 +129,7 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
|
||||
if (sector) query.set("sector", sector);
|
||||
if (stockCode) query.set("stock_code", stockCode);
|
||||
if (manualData) query.set("manual_data", JSON.stringify(manualData));
|
||||
const payload = await apiRequest(`/api/heaven/setup?${query}`);
|
||||
const payload = await apiRequest(`/api/heaven/setup?${query}`, "GET", null, { signal: controller.signal });
|
||||
if (
|
||||
requestSequence !== state.heavenRequestSequence
|
||||
|| calendarDate !== document.querySelector("#qiObservationDate")?.value
|
||||
@@ -152,9 +155,15 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
|
||||
if (payload.chart.selection_notice) showHeavenNotice(payload.chart.selection_notice);
|
||||
} catch (error) {
|
||||
if (requestSequence !== state.heavenRequestSequence) return;
|
||||
showHeavenNotice(error.message || "问天数据加载失败");
|
||||
showToast(error.message || "问天数据加载失败");
|
||||
const aborted = error?.payload?.aborted || /abort|超时|cancel/i.test(String(error?.message || ""));
|
||||
const message = aborted
|
||||
? "问天数据仍在准备,页面可继续输入和操作"
|
||||
: (error.message || "问天数据加载失败");
|
||||
showHeavenNotice(message);
|
||||
if (!aborted) showToast(message);
|
||||
if (!state.heavenSetup) renderHeavenWorkspace();
|
||||
} finally {
|
||||
window.clearTimeout(timeoutId);
|
||||
if (requestSequence === state.heavenRequestSequence) {
|
||||
heavenView?.classList.remove("heaven-data-loading");
|
||||
if (loadButton) loadButton.disabled = false;
|
||||
|
||||
@@ -1,3 +1,16 @@
|
||||
const DAILY_CHART_BARS = 45;
|
||||
|
||||
function visibleDailyPrices(prices) {
|
||||
return (prices || []).slice(-DAILY_CHART_BARS);
|
||||
}
|
||||
|
||||
function dailyChartSourceLabel(prices, notice) {
|
||||
const count = visibleDailyPrices(prices).length;
|
||||
const base = `日 K 行情 · ${count} 个交易日`;
|
||||
const text = String(notice || "").trim();
|
||||
return text ? `${base} · ${text}` : base;
|
||||
}
|
||||
|
||||
function currentChartPalette() {
|
||||
const style = getComputedStyle(document.documentElement);
|
||||
const color = (token, fallback) => style.getPropertyValue(token).trim() || fallback;
|
||||
@@ -56,7 +69,8 @@ function drawCandlestick(context, x, item, priceY, candleWidth, palette = curren
|
||||
|
||||
function drawPriceChart(prices) {
|
||||
const canvas = elements.priceChart;
|
||||
if (!prices?.length) {
|
||||
const visible = visibleDailyPrices(prices);
|
||||
if (!visible.length) {
|
||||
clearPriceChart("暂无日 K 数据");
|
||||
return;
|
||||
}
|
||||
@@ -81,15 +95,15 @@ function drawPriceChart(prices) {
|
||||
const gap = 12;
|
||||
const priceBottom = height - bottom - volumeHeight - gap;
|
||||
const plotWidth = width - left - right;
|
||||
const highs = prices.map((item) => number(item.high));
|
||||
const lows = prices.map((item) => number(item.low));
|
||||
const highs = visible.map((item) => number(item.high));
|
||||
const lows = visible.map((item) => number(item.low));
|
||||
const maximum = Math.max(...highs);
|
||||
const minimum = Math.min(...lows);
|
||||
const range = Math.max(maximum - minimum, maximum * 0.01, 0.01);
|
||||
const volumes = prices.map((item) => number(item.volume));
|
||||
const volumes = visible.map((item) => number(item.volume));
|
||||
const maxVolume = Math.max(...volumes, 1);
|
||||
const priceY = (value) => top + (maximum - value) / range * (priceBottom - top);
|
||||
const step = plotWidth / prices.length;
|
||||
const step = plotWidth / visible.length;
|
||||
const candleWidth = clamp(step * 0.62, 2, 8);
|
||||
|
||||
context.strokeStyle = palette.grid;
|
||||
@@ -105,7 +119,7 @@ function drawPriceChart(prices) {
|
||||
context.fillText((maximum - range * line / 4).toFixed(2), left - 5, y + 4);
|
||||
}
|
||||
|
||||
prices.forEach((item, index) => {
|
||||
visible.forEach((item, index) => {
|
||||
const x = left + step * index + step / 2;
|
||||
const color = drawCandlestick(context, x, item, priceY, candleWidth, palette);
|
||||
const volumeBarHeight = number(item.volume) / maxVolume * volumeHeight;
|
||||
@@ -117,10 +131,10 @@ function drawPriceChart(prices) {
|
||||
|
||||
context.textAlign = "center";
|
||||
context.fillStyle = palette.axis;
|
||||
const labelIndexes = [0, Math.floor((prices.length - 1) / 2), prices.length - 1];
|
||||
const labelIndexes = [0, Math.floor((visible.length - 1) / 2), visible.length - 1];
|
||||
labelIndexes.forEach((index) => {
|
||||
const x = left + step * index + step / 2;
|
||||
context.fillText(String(prices[index].trade_date).slice(5), x, height - 5);
|
||||
context.fillText(String(visible[index].trade_date).slice(5), x, height - 5);
|
||||
});
|
||||
}
|
||||
|
||||
@@ -301,7 +315,7 @@ function drawIntradayPreviewChart(points, dailyPrices, referenceClose = 0) {
|
||||
|
||||
function drawDailyPreviewChart(prices) {
|
||||
const { context, width, height, palette } = prepareStockPreviewCanvas();
|
||||
const visible = prices.slice(-45);
|
||||
const visible = visibleDailyPrices(prices);
|
||||
const visibleStart = prices.length - visible.length;
|
||||
const left = 45;
|
||||
const right = 10;
|
||||
|
||||
@@ -113,13 +113,13 @@ function renderEntityDetailMetrics(metrics) {
|
||||
}
|
||||
|
||||
function drawEntityDetailChart(series, canvas = elements.entityDetailChart) {
|
||||
const candles = (series || []).filter((item) => number(item.close) > 0).map((item) => {
|
||||
const candles = visibleDailyPrices((series || []).filter((item) => number(item.close) > 0).map((item) => {
|
||||
const close = number(item.close);
|
||||
const open = number(item.open) || close;
|
||||
const high = Math.max(number(item.high) || close, open, close);
|
||||
const low = Math.min(number(item.low) || close, open, close);
|
||||
return { ...item, open, high, low, close };
|
||||
});
|
||||
}));
|
||||
if (!candles.length) {
|
||||
clearEntityDetailChart("暂无日 K 数据", canvas);
|
||||
return;
|
||||
|
||||
@@ -367,7 +367,8 @@ function selectStockPreviewChart(chart) {
|
||||
}
|
||||
} else if ((payload.prices || []).length) {
|
||||
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
|
||||
setText("stockPreviewSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
|
||||
const notice = String(payload.meta?.notice || "").trim();
|
||||
setText("stockPreviewSource", dailyChartSourceLabel(payload.prices, notice));
|
||||
drawDailyPreviewChart(payload.prices);
|
||||
} else {
|
||||
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
|
||||
|
||||
@@ -20,17 +20,9 @@ async function openStock(code, fallback = null) {
|
||||
setText("detailStreak", row.status === "涨停" ? streakLabel(row.streak) : row.status || "--");
|
||||
setText("detailReason", row.reason || "--");
|
||||
setText("detailSector", row.sector || "其他");
|
||||
setText("detailFirst", row.first_time || "--");
|
||||
setText("detailLast", row.last_time || "--");
|
||||
setText("detailOpen", `${number(row.open_times)} 次`);
|
||||
setText("detailTurnover", `${formatNumber(row.turnover_rate, 2)}%`);
|
||||
setText("detailAmount", `${formatNumber(row.amount_billion, 2)} 亿`);
|
||||
setText("detailSeal", `${formatNumber(row.seal_amount_million, 0)} 万`);
|
||||
setStockBoardFields(row);
|
||||
setText("chartSource", "正在加载行情");
|
||||
setText("flowNet", "--");
|
||||
setText("flowLarge", "--");
|
||||
setText("flowMedium", "--");
|
||||
setText("flowSmall", "--");
|
||||
renderMoneyflow({});
|
||||
document.querySelector("#reasonInput").value = row.reason || "";
|
||||
document.querySelector("#stockNoteContent").value = "";
|
||||
document.querySelector("#stockNotePlan").value = "";
|
||||
@@ -48,11 +40,13 @@ async function openStock(code, fallback = null) {
|
||||
setText("detailName", stock.name || row.name);
|
||||
setText("detailPrice", formatNumber(stock.price || row.price, 2));
|
||||
setText("detailChange", `${signed(stock.change ?? row.change)}%`);
|
||||
setStockBoardFields({ ...row, ...stock });
|
||||
renderMoneyflow(payload.moneyflow || {});
|
||||
renderStockNotes(payload.notes || []);
|
||||
updateWatchButton();
|
||||
if (state.stockDetailChartMode === "daily") {
|
||||
setText("chartSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
|
||||
const notice = String(payload.meta?.notice || "").trim();
|
||||
setText("chartSource", dailyChartSourceLabel(payload.prices, notice));
|
||||
requestAnimationFrame(() => drawPriceChart(payload.prices || []));
|
||||
}
|
||||
} catch (error) {
|
||||
@@ -69,7 +63,11 @@ async function selectStockDetailChart(mode) {
|
||||
syncDetailChartButtons("stock", selected);
|
||||
if (selected === "daily") {
|
||||
const prices = state.stockDetail?.prices || [];
|
||||
setText("chartSource", prices.length ? `日 K 行情 · ${prices.length} 个交易日` : "正在加载行情");
|
||||
const notice = String(state.stockDetail?.meta?.notice || "").trim();
|
||||
setText(
|
||||
"chartSource",
|
||||
prices.length ? dailyChartSourceLabel(prices, notice) : "正在加载行情",
|
||||
);
|
||||
if (prices.length) requestAnimationFrame(() => drawPriceChart(prices));
|
||||
else clearPriceChart("正在加载日 K 数据");
|
||||
return;
|
||||
@@ -111,6 +109,21 @@ function renderStockDetailIntraday(payload) {
|
||||
});
|
||||
}
|
||||
|
||||
function setStockBoardFields(row) {
|
||||
const firstTime = String(row.first_time || "").trim();
|
||||
const lastTime = String(row.last_time || "").trim();
|
||||
setText("detailFirst", firstTime && firstTime !== "--" ? firstTime : "--");
|
||||
setText("detailLast", lastTime && lastTime !== "--" ? lastTime : "--");
|
||||
setText("detailOpen", row.open_times === null || row.open_times === undefined || row.open_times === "" ? "--" : `${number(row.open_times)} 次`);
|
||||
setText("detailTurnover", presentMetric(row.turnover_rate) ? `${formatNumber(row.turnover_rate, 2)}%` : "--");
|
||||
setText("detailAmount", presentMetric(row.amount_billion) ? `${formatNumber(row.amount_billion, 2)} 亿` : "--");
|
||||
setText("detailSeal", presentMetric(row.seal_amount_million) ? `${formatNumber(row.seal_amount_million, 0)} 万` : "--");
|
||||
}
|
||||
|
||||
function presentMetric(value) {
|
||||
return meaningfulNumber(value) && Number(value) !== 0;
|
||||
}
|
||||
|
||||
function openActiveStockInHeaven() {
|
||||
const code = state.activeStock?.code;
|
||||
if (!/^\d{6}$/.test(String(code || ""))) return;
|
||||
|
||||
@@ -408,8 +408,18 @@ async function saveReasonOverride(event) {
|
||||
}
|
||||
|
||||
function renderMoneyflow(flow) {
|
||||
for (const [id, value] of [["flowNet", flow.net_million], ["flowLarge", flow.large_million], ["flowMedium", flow.medium_million], ["flowSmall", flow.small_million]]) {
|
||||
const payload = flow || {};
|
||||
const available = payload.available !== false && [
|
||||
payload.net_million, payload.large_million, payload.medium_million, payload.small_million,
|
||||
].some((value) => value !== null && value !== undefined && value !== "");
|
||||
for (const [id, value] of [["flowNet", payload.net_million], ["flowLarge", payload.large_million], ["flowMedium", payload.medium_million], ["flowSmall", payload.small_million]]) {
|
||||
const element = document.getElementById(id);
|
||||
if (!element) continue;
|
||||
if (!available || value === null || value === undefined || value === "") {
|
||||
element.textContent = "--";
|
||||
element.className = "";
|
||||
continue;
|
||||
}
|
||||
element.textContent = formatMoneyMillion(value);
|
||||
element.className = changeClass(value);
|
||||
}
|
||||
|
||||
@@ -41,11 +41,10 @@ async function openAdminSettings(refreshOnly = false) {
|
||||
const ifind = data.ifind || {};
|
||||
const llm = payload.llm || {};
|
||||
const membership = payload.membership || {};
|
||||
status.textContent = `Tushare ${data.configured ? "已配置" : "未配置"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
|
||||
status.textContent = `数据中枢 ${data.configured ? "已连接" : "未连接"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
|
||||
status.classList.toggle("connected", Boolean(data.configured));
|
||||
setText("systemDataStatus", data.background_refresh_enabled ? "后台刷新已启用" : "后台刷新已暂停");
|
||||
document.querySelector("#systemTokenInput").value = "";
|
||||
document.querySelector("#systemIfindTokenInput").value = "";
|
||||
renderDatahubRouteStatus(data.datahub || {});
|
||||
document.querySelector("#systemBackgroundRefresh").checked = Boolean(data.background_refresh_enabled);
|
||||
document.querySelector("#memberDailyLimit").value = number(membership.member_daily_limit) || 50;
|
||||
renderModelPool(llm.models || [], llm.primary_model_id || "", llm.fallback_model_id || "");
|
||||
@@ -55,6 +54,26 @@ async function openAdminSettings(refreshOnly = false) {
|
||||
}
|
||||
}
|
||||
|
||||
function renderDatahubRouteStatus(hub) {
|
||||
const box = document.querySelector("#datahubRouteStatus");
|
||||
if (!box) return;
|
||||
const label = box.querySelector("span");
|
||||
const enabled = number(hub.enabled_reads);
|
||||
const total = number(hub.total_reads) || enabled;
|
||||
const fallbacks = hub.fallback_labels || [];
|
||||
if (fallbacks.length) {
|
||||
box.dataset.tone = "warning";
|
||||
if (label) label.textContent = `数据中枢主线路 ${enabled}/${total} · 备用 ${fallbacks.length} 类:${fallbacks.join("、")}`;
|
||||
return;
|
||||
}
|
||||
box.dataset.tone = hub.configured ? "success" : "idle";
|
||||
if (label) {
|
||||
label.textContent = hub.configured
|
||||
? `数据中枢主线路 ${enabled}/${total},当前无备用`
|
||||
: "数据中枢未配置,网站只保留已有真实快照";
|
||||
}
|
||||
}
|
||||
|
||||
function selectAdminPanel(panel) {
|
||||
const selected = ["market", "models", "members"].includes(panel) ? panel : "market";
|
||||
document.querySelector("#adminSectionSelect").value = selected;
|
||||
@@ -184,13 +203,9 @@ async function saveMarketSettings(event) {
|
||||
button.disabled = true;
|
||||
try {
|
||||
await apiRequest("/api/admin/settings", "POST", {
|
||||
tushare_token: document.querySelector("#systemTokenInput").value.trim(),
|
||||
ifind_refresh_token: document.querySelector("#systemIfindTokenInput").value.trim(),
|
||||
background_refresh_enabled: document.querySelector("#systemBackgroundRefresh").checked,
|
||||
});
|
||||
document.querySelector("#systemTokenInput").value = "";
|
||||
document.querySelector("#systemIfindTokenInput").value = "";
|
||||
showToast("行情配置已保存");
|
||||
showToast("行情刷新设置已保存");
|
||||
await openAdminSettings(true);
|
||||
} catch (error) {
|
||||
showToast(error.message || "系统配置保存失败");
|
||||
|
||||
@@ -62,6 +62,9 @@
|
||||
try {
|
||||
response = await fetch(url, requestOptions(method, body, options.signal));
|
||||
} catch (error) {
|
||||
if (error?.name === "AbortError") {
|
||||
throw new ApiError("请求已取消或超时", 0, { aborted: true });
|
||||
}
|
||||
throw new ApiError(readableRequestError(error), 0, null);
|
||||
}
|
||||
const payload = await parseJson(response);
|
||||
|
||||
@@ -67,6 +67,11 @@ async function startAdminRefresh() {
|
||||
const actualCompact = actualDate.replaceAll("-", "");
|
||||
const updated = formatTimestamp(meta.updated_at);
|
||||
const freshness = dashboardFreshnessMessage(meta);
|
||||
if (meta.realtime && actualCompact === requestedCompact && !meta.carried_forward) {
|
||||
setAdminRefreshStatus("success", `刷新成功:已获取 ${actualDate} 的盘中行情,更新时间 ${updated}`, "circle-check");
|
||||
showToast(`刷新成功:已获取 ${actualDate} 的盘中行情`);
|
||||
return;
|
||||
}
|
||||
if (freshness || actualCompact !== requestedCompact || meta.carried_forward || meta.limit_data_source === "derived") {
|
||||
setAdminRefreshStatus("warning", freshness || `部分正式数据尚未到齐,当前展示 ${actualDate || "最近可用数据"}`, "triangle-alert");
|
||||
setStatus(freshness || "部分正式数据尚未到齐,当前展示最近可用数据");
|
||||
|
||||
@@ -3,7 +3,8 @@ from __future__ import annotations
|
||||
import copy
|
||||
import threading
|
||||
import unittest
|
||||
from datetime import date, datetime, timedelta, timezone
|
||||
from datetime import date, datetime, timedelta, timezone, time as dt_time
|
||||
from unittest.mock import patch
|
||||
from pathlib import Path
|
||||
|
||||
from backend.features.market.service import MarketServiceMixin
|
||||
@@ -105,18 +106,84 @@ class FakeDerivedClient:
|
||||
}
|
||||
|
||||
|
||||
SHANGHAI = timezone(timedelta(hours=8))
|
||||
TRADE_DAY = date(2026, 9, 8)
|
||||
|
||||
|
||||
def at_clock(hour: int, minute: int, day: date = TRADE_DAY) -> datetime:
|
||||
return datetime(day.year, day.month, day.day, hour, minute, tzinfo=SHANGHAI)
|
||||
|
||||
|
||||
class FakeMissingDailyClient:
|
||||
def __init__(self, open_today: bool = True):
|
||||
self.open_today = open_today
|
||||
|
||||
def dashboard(self, trade_date: str):
|
||||
raise TushareError(f"No daily data returned for {trade_date}")
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
if self.open_today:
|
||||
return requested, "20260907"
|
||||
return "20260907", "20260904"
|
||||
|
||||
|
||||
class FakeRealtimeTodayClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
return {
|
||||
"meta": {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"market_status": "trading",
|
||||
"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
},
|
||||
"overview": {"limit_up_count": 15},
|
||||
"limits": [{"code": "000001"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
return requested, "20260907"
|
||||
|
||||
|
||||
class FakeFreeRealtimeTodayClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
return {
|
||||
"meta": {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"quote_source": "eastmoney_clist",
|
||||
"source": "eastmoney",
|
||||
"market_status": "trading",
|
||||
"notice": "盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
"indices": [{"code": "000001", "price": 3800.1, "change": 0.5}],
|
||||
},
|
||||
"overview": {"limit_up_count": 18, "up_count": 2100, "amount_billion": 12345.6},
|
||||
"limits": [{"code": "000001"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
return requested, "20260907"
|
||||
|
||||
|
||||
class SyncHarness(MarketServiceMixin):
|
||||
def __init__(self, client, latest=None):
|
||||
def __init__(self, client, latest=None, clock=None):
|
||||
self.configured = True
|
||||
self.sync_lock = threading.Lock()
|
||||
self.database = FakeSyncDatabase(latest)
|
||||
self._client = client
|
||||
self.current_user_id = 1
|
||||
self.clock = clock
|
||||
|
||||
def _tushare_client(self):
|
||||
return self._client
|
||||
@@ -142,23 +209,161 @@ class DashboardFreshnessTests(unittest.TestCase):
|
||||
self.assertEqual(harness.database.finished[0][0][1], "success")
|
||||
self.assertEqual(verified_dashboard_result(payload), payload)
|
||||
|
||||
def test_missing_official_data_keeps_previous_day_with_preparing_notice(self):
|
||||
today = date.today()
|
||||
previous = (today - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
def test_intraday_refresh_keeps_today_and_does_not_fall_back_to_yesterday(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": previous, "source": "tushare"},
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(FakeMissingDailyClient(), latest)
|
||||
payload = harness.sync_dashboard(today.strftime("%Y%m%d"))
|
||||
harness = SyncHarness(
|
||||
FakeRealtimeTodayClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
|
||||
self.assertTrue(meta["carried_forward"])
|
||||
self.assertEqual(meta["data_status"], "preparing")
|
||||
self.assertIn("今日数据正在准备,当前展示", meta["display_notice"])
|
||||
self.assertIn("月", meta["display_notice"])
|
||||
self.assertNotIn("No daily data", meta["display_notice"])
|
||||
self.assertNotEqual(verified_dashboard_result(payload).get("status"), "failed")
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertNotIn("今日数据正在准备", meta.get("display_notice") or "")
|
||||
self.assertEqual(harness.database.saved[0][0], today)
|
||||
|
||||
def test_intraday_free_source_keeps_today_and_indices(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeFreeRealtimeTodayClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertEqual(meta["quote_source"], "eastmoney_clist")
|
||||
self.assertEqual(payload["overview"]["amount_billion"], 12345.6)
|
||||
self.assertEqual(meta["indices"][0]["price"], 3800.1)
|
||||
self.assertEqual(harness.database.saved[0][0], today)
|
||||
|
||||
def test_intraday_missing_quotes_do_not_carry_yesterday(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
with self.assertRaises(ValueError) as ctx:
|
||||
harness.sync_dashboard(today)
|
||||
self.assertIn("当天盘中行情", str(ctx.exception))
|
||||
self.assertFalse(harness.database.saved)
|
||||
|
||||
def test_intraday_keeps_existing_today_snapshot_when_refresh_fails(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
existing = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-08",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"source": "tushare",
|
||||
},
|
||||
"overview": {"limit_up_count": 11},
|
||||
"limits": [{"code": "600000"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(existing)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
|
||||
def test_lunch_and_after_hours_keep_today_until_official_arrives(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
for clock in (lambda: at_clock(12, 0), lambda: at_clock(16, 10)):
|
||||
harness = SyncHarness(
|
||||
FakeRealtimeTodayClient(),
|
||||
clock=clock,
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
self.assertEqual(str(payload["meta"]["trade_date"]).replace("-", ""), today)
|
||||
self.assertFalse(payload["meta"].get("carried_forward"))
|
||||
|
||||
def test_preopen_and_weekend_still_carry_last_session(self):
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
preopen = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(8, 30),
|
||||
)
|
||||
preopen_payload = preopen.sync_dashboard(TRADE_DAY.strftime("%Y%m%d"))
|
||||
self.assertTrue(preopen_payload["meta"]["carried_forward"])
|
||||
self.assertEqual(preopen_payload["meta"]["data_status"], "preparing")
|
||||
self.assertIn("今日数据正在准备,当前展示", preopen_payload["meta"]["display_notice"])
|
||||
|
||||
weekend = SyncHarness(
|
||||
FakeMissingDailyClient(open_today=False),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5, date(2026, 9, 5)),
|
||||
)
|
||||
weekend_payload = weekend.sync_dashboard("20260905")
|
||||
self.assertTrue(weekend_payload["meta"]["carried_forward"])
|
||||
|
||||
def test_history_date_still_uses_official_or_preparing_notice(self):
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-01", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 8},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeMissingDailyClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard("20260902")
|
||||
self.assertTrue(payload["meta"]["carried_forward"])
|
||||
self.assertIn("所选日期数据尚未到齐", payload["meta"]["display_notice"])
|
||||
|
||||
def test_carried_today_snapshot_is_retried_immediately_in_session(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
snapshot = {
|
||||
"meta": {
|
||||
"source": "tushare",
|
||||
"trade_date": "2026-09-07",
|
||||
"carried_forward": True,
|
||||
"requested_date": "2026-09-08",
|
||||
"updated_at": at_clock(10, 0).isoformat(),
|
||||
},
|
||||
"overview": {"limit_up_count": 1},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeRealtimeTodayClient(),
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
harness.database.get_snapshot = lambda *_args, **_kwargs: copy.deepcopy(snapshot)
|
||||
payload = harness.get_dashboard(today)
|
||||
self.assertEqual(str(payload["meta"]["trade_date"]).replace("-", ""), today)
|
||||
self.assertEqual(payload["meta"]["data_status"], "intraday")
|
||||
self.assertTrue(harness.database.saved)
|
||||
|
||||
def test_weekend_carry_is_not_labeled_as_preparing(self):
|
||||
snapshot = {
|
||||
@@ -200,19 +405,43 @@ class DashboardFreshnessTests(unittest.TestCase):
|
||||
{"meta": {"trade_date": iso, "limit_data_source": "derived"}},
|
||||
)
|
||||
now = datetime.now().astimezone().time().replace(tzinfo=None)
|
||||
if datetime.strptime("15:05", "%H:%M").time() <= now < datetime.strptime("22:00", "%H:%M").time():
|
||||
if dt_time(15, 5) <= now < dt_time(22, 0):
|
||||
self.assertFalse(due)
|
||||
self.assertTrue(derived_due)
|
||||
else:
|
||||
self.assertFalse(due)
|
||||
self.assertFalse(derived_due)
|
||||
|
||||
def test_official_catchup_is_due_for_intraday_snapshot_after_close(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
snapshot = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-08",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
}
|
||||
}
|
||||
with patch("backend.jobs.refresh.datetime") as mocked:
|
||||
mocked.now.return_value = at_clock(16, 10)
|
||||
mocked.strptime = datetime.strptime
|
||||
self.assertTrue(official_catchup_due(today, snapshot))
|
||||
official = {
|
||||
"meta": {
|
||||
"trade_date": "2026-09-08",
|
||||
"limit_data_source": "official",
|
||||
"realtime": False,
|
||||
}
|
||||
}
|
||||
self.assertFalse(official_catchup_due(today, official))
|
||||
|
||||
|
||||
class FrontendRefreshCopyTests(unittest.TestCase):
|
||||
def test_dashboard_script_distinguishes_partial_from_failure(self):
|
||||
script = (Path(__file__).resolve().parents[1] / "frontend" / "shared" / "dashboard.js").read_text(encoding="utf-8")
|
||||
self.assertIn("今日数据正在准备,当前展示", script)
|
||||
self.assertIn("部分正式数据尚未到齐", script)
|
||||
self.assertIn("盘中行情", script)
|
||||
self.assertIn("meta.realtime && actualCompact === requestedCompact", script)
|
||||
self.assertIn('job.status === "failed"', script)
|
||||
failed_block = script.split("if (job.status === \"failed\")", 1)[1].split("const query", 1)[0]
|
||||
self.assertIn("后台刷新失败", failed_block)
|
||||
|
||||
@@ -10,7 +10,7 @@ from database import ReviewDatabase
|
||||
|
||||
|
||||
class BootstrapContainerTests(unittest.TestCase):
|
||||
def test_environment_credentials_preserve_legacy_model_fallbacks(self) -> None:
|
||||
def test_environment_credentials_exclude_provider_secrets_and_preserve_llm_fallbacks(self) -> None:
|
||||
result = environment_credentials(
|
||||
{
|
||||
"TUSHARE_TOKEN": " tushare ",
|
||||
@@ -20,8 +20,8 @@ class BootstrapContainerTests(unittest.TestCase):
|
||||
"LLM_MODEL": "legacy-model",
|
||||
}
|
||||
)
|
||||
self.assertEqual(result["tushare_token"], "tushare")
|
||||
self.assertEqual(result["ifind_refresh_token"], "refresh")
|
||||
self.assertNotIn("tushare_token", result)
|
||||
self.assertNotIn("ifind_refresh_token", result)
|
||||
self.assertEqual(result["platform_llm_primary_api_key"], "legacy-key")
|
||||
self.assertEqual(result["platform_llm_primary_base_url"], "https://legacy.example/v1")
|
||||
self.assertEqual(result["platform_llm_primary_model"], "legacy-model")
|
||||
@@ -45,8 +45,9 @@ class BootstrapContainerTests(unittest.TestCase):
|
||||
self.assertIs(container.strategy_tracking.repository.database, database)
|
||||
self.assertIs(container.alert_service.repository.database, database)
|
||||
self.assertIs(container.trade_journal.repository.database, database)
|
||||
self.assertIs(container.chart_data.ifind, container.ifind)
|
||||
self.assertTrue(container.ifind.configured)
|
||||
self.assertIs(container.ifind, container.data_gateway.ifind)
|
||||
self.assertIs(container.chart_data.datahub, container.data_gateway.datahub)
|
||||
self.assertIsNone(container.chart_data.ifind)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -2,7 +2,7 @@ from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
|
||||
from backend.features.market.charts import ChartDataError, EastmoneyChartClient
|
||||
from backend.features.market.charts import ChartDataError, EastmoneyChartClient, HIS_TRENDS_URL, MarketChartClient, TRENDS_URL
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
@@ -72,6 +72,170 @@ class ChartDataProviderTests(unittest.TestCase):
|
||||
self.client.stock_intraday("abc")
|
||||
|
||||
|
||||
class LookbackChartClient(EastmoneyChartClient):
|
||||
def __init__(self) -> None:
|
||||
super().__init__(cache_ttl_seconds=20)
|
||||
self.requests: list[tuple[str, dict[str, str]]] = []
|
||||
|
||||
def _request_json(self, url, params, referer):
|
||||
self.requests.append((url, params))
|
||||
if url == TRENDS_URL and params.get("ndays") == "1":
|
||||
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
|
||||
if url == TRENDS_URL and params.get("ndays") == "5":
|
||||
return {"data": {"code": "601318", "name": "中国平安", "preClose": 56.0, "trends": []}}
|
||||
if url == HIS_TRENDS_URL:
|
||||
return {
|
||||
"data": {
|
||||
"code": "601318",
|
||||
"name": "中国平安",
|
||||
"preClose": 55.8,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,55.80,55.90,56.00,55.70,100,5580.00,55.900",
|
||||
"2026-09-07 15:00,56.10,56.20,56.30,56.00,200,11240.00,56.150",
|
||||
"2026-09-08 09:30,0,0,0,0,0,0.00,0",
|
||||
],
|
||||
}
|
||||
}
|
||||
raise ChartDataError("unexpected url")
|
||||
|
||||
|
||||
class ChartLookbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
EastmoneyChartClient._cache.clear()
|
||||
self.client = LookbackChartClient()
|
||||
|
||||
def test_empty_today_falls_back_to_latest_available_session(self):
|
||||
payload = self.client.stock_intraday("601318")
|
||||
urls = [url for url, _ in self.client.requests]
|
||||
self.assertEqual(urls[0], TRENDS_URL)
|
||||
self.assertEqual(self.client.requests[0][1]["ndays"], "1")
|
||||
self.assertEqual(urls[1], TRENDS_URL)
|
||||
self.assertEqual(self.client.requests[1][1]["ndays"], "5")
|
||||
self.assertEqual(urls[2], HIS_TRENDS_URL)
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual([point["time"] for point in payload["points"]], ["09:30", "15:00"])
|
||||
self.assertEqual(payload["points"][0]["close"], 55.9)
|
||||
|
||||
def test_delay_multiday_can_recover_without_his(self):
|
||||
class DelayFive(EastmoneyChartClient):
|
||||
def __init__(self):
|
||||
super().__init__(cache_ttl_seconds=20)
|
||||
self.requests = []
|
||||
|
||||
def _request_json(self, url, params, referer):
|
||||
self.requests.append((url, params))
|
||||
if params.get("ndays") == "1":
|
||||
return {"data": {"code": "000001", "name": "平安银行", "preClose": 11.7, "trends": []}}
|
||||
return {
|
||||
"data": {
|
||||
"code": "000001",
|
||||
"name": "平安银行",
|
||||
"preClose": 11.5,
|
||||
"trends": [
|
||||
"2026-09-07 09:30,11.50,11.60,11.70,11.40,100,1160.00,11.600",
|
||||
"2026-09-07 15:00,11.70,11.80,11.90,11.60,200,2360.00,11.750",
|
||||
],
|
||||
}
|
||||
}
|
||||
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = DelayFive()
|
||||
payload = client.stock_intraday("000001")
|
||||
self.assertEqual(payload["trade_date"], "2026-09-07")
|
||||
self.assertEqual(len(payload["points"]), 2)
|
||||
self.assertEqual([url for url, _ in client.requests], [TRENDS_URL, TRENDS_URL])
|
||||
|
||||
def test_sh_sz_cyb_codes_use_correct_secid(self):
|
||||
for code, secid in (("601318", "1.601318"), ("000001", "0.000001"), ("300750", "0.300750")):
|
||||
EastmoneyChartClient._cache.clear()
|
||||
client = LookbackChartClient()
|
||||
client.stock_intraday(code)
|
||||
self.assertEqual(client.requests[0][1]["secid"], secid)
|
||||
|
||||
|
||||
class FakeHub:
|
||||
def __init__(self, chart=None, error=None, daily=None):
|
||||
self.chart = chart
|
||||
self.error = error
|
||||
self.daily = daily
|
||||
self.calls: list[str] = []
|
||||
self.legacy: list[str] = []
|
||||
|
||||
def try_intraday(self, code):
|
||||
self.calls.append(code)
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.chart
|
||||
|
||||
def try_daily_chart(self, code, end_date, limit=90, dataset="daily"):
|
||||
self.calls.append(f"{dataset}:{code}")
|
||||
if self.error:
|
||||
raise self.error
|
||||
return self.daily
|
||||
|
||||
def record_legacy(self, dataset, source="", error=""):
|
||||
self.legacy.append(dataset)
|
||||
|
||||
|
||||
class DatahubChartFallbackTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
EastmoneyChartClient._cache.clear()
|
||||
|
||||
def test_datahub_success_skips_old_channel(self):
|
||||
hub = FakeHub(
|
||||
{
|
||||
"entity_type": "stock",
|
||||
"identifier": "601318",
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-08",
|
||||
"previous_close": 56.36,
|
||||
"points": [{"date": "2026-09-08", "time": "09:30", "close": 56.5, "average": 56.4}],
|
||||
"source": "datahub",
|
||||
}
|
||||
)
|
||||
fallback = LookbackChartClient()
|
||||
client = MarketChartClient(hub)
|
||||
payload = client.stock_intraday("601318")
|
||||
self.assertEqual(payload["source"], "datahub")
|
||||
self.assertEqual(hub.calls, ["601318"])
|
||||
self.assertEqual(fallback.requests, [])
|
||||
|
||||
def test_datahub_timeout_or_empty_does_not_use_old_channel(self):
|
||||
fallback = LookbackChartClient()
|
||||
for hub in (
|
||||
FakeHub(chart=None),
|
||||
FakeHub(error=RuntimeError("timeout")),
|
||||
FakeHub(error=RuntimeError("datahub exploded")),
|
||||
FakeHub(chart={"points": []}),
|
||||
):
|
||||
EastmoneyChartClient._cache.clear()
|
||||
fallback.requests.clear()
|
||||
client = MarketChartClient(hub)
|
||||
with self.assertRaises(ChartDataError):
|
||||
client.stock_intraday("000001")
|
||||
self.assertEqual(fallback.requests, [])
|
||||
|
||||
def test_datahub_daily_skips_ifind(self):
|
||||
hub = FakeHub(
|
||||
daily=[
|
||||
{
|
||||
"trade_date": "2026-09-07",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 1000,
|
||||
"amount_billion": 0.02,
|
||||
}
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(hub)
|
||||
rows = client.stock_daily("600000", "20260907")
|
||||
self.assertEqual(rows[-1]["trade_date"], "2026-09-07")
|
||||
self.assertIn("daily:600000", hub.calls)
|
||||
|
||||
|
||||
class ChartServiceStub:
|
||||
@staticmethod
|
||||
def _payload(code: str, name: str):
|
||||
|
||||
+38
-15
@@ -12,6 +12,7 @@ from backend.data import (
|
||||
QualityEvidence,
|
||||
build_data_gateway,
|
||||
)
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
from backend.data.quality import market_timezone
|
||||
|
||||
|
||||
@@ -35,16 +36,30 @@ class DataGatewayTests(unittest.TestCase):
|
||||
with self.assertRaises(DataPolicyError):
|
||||
policy.assert_allowed("market.level2", "unresolved", "display")
|
||||
|
||||
def test_gateway_uses_live_token_supplier_and_shared_ifind(self) -> None:
|
||||
token = {"value": "first"}
|
||||
gateway = build_data_gateway(
|
||||
{"ifind_refresh_token": "refresh", "ifind_access_token": "access"},
|
||||
lambda: token["value"],
|
||||
def test_gateway_uses_hub_facade_and_proxies(self) -> None:
|
||||
settings = DatahubSettings(
|
||||
base_url="http://127.0.0.1:8766",
|
||||
token="hub-token",
|
||||
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
|
||||
)
|
||||
self.assertEqual(gateway.tushare().token, "first")
|
||||
token["value"] = "second"
|
||||
self.assertEqual(gateway.tushare().token, "second")
|
||||
self.assertIs(gateway.chart_data.ifind, gateway.ifind)
|
||||
gateway = build_data_gateway(
|
||||
{},
|
||||
datahub_settings=settings,
|
||||
)
|
||||
client = gateway.tushare()
|
||||
self.assertEqual(client.token, "datahub")
|
||||
self.assertIsNone(client.realtime_aggregator)
|
||||
self.assertFalse(hasattr(client, "_legacy"))
|
||||
self.assertIs(gateway.ifind, gateway.ifind_provider.client)
|
||||
self.assertIs(gateway.chart_data.datahub, gateway.datahub)
|
||||
self.assertIsNone(gateway.chart_data.ifind)
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
|
||||
self.assertIsInstance(client, DatahubAwareTushareClient)
|
||||
self.assertIsInstance(gateway.ifind, HubIfindProxy)
|
||||
self.assertIsInstance(gateway.realtime_observer, HubRealtimeProxy)
|
||||
|
||||
def test_server_has_no_direct_runtime_tushare_construction(self) -> None:
|
||||
source = (
|
||||
@@ -54,24 +69,29 @@ class DataGatewayTests(unittest.TestCase):
|
||||
/ "market"
|
||||
/ "service.py"
|
||||
).read_text(encoding="utf-8")
|
||||
self.assertEqual(source.count("TushareClient(self.token)"), 1)
|
||||
self.assertNotIn("TushareClient(self.token)", source)
|
||||
self.assertIn("return gateway.tushare()", source)
|
||||
|
||||
def test_provider_construction_has_unique_declared_owners(self) -> None:
|
||||
root = Path(__file__).resolve().parents[1]
|
||||
owners = {
|
||||
"EastmoneyChartClient": {"backend/data/gateway.py"},
|
||||
"IfindHttpClient": {"backend/data/gateway.py"},
|
||||
"IfindProvider": {"backend/data/gateway.py"},
|
||||
"MarketChartClient": {"backend/data/gateway.py"},
|
||||
"TushareClient": {"backend/features/market/service.py"},
|
||||
"TushareProvider": {"backend/data/gateway.py"},
|
||||
"WebRealtimeAggregator": {"backend/data/gateway.py"},
|
||||
"TushareClient": set(),
|
||||
"DatahubClient": {"backend/data/gateway.py"},
|
||||
"DatahubAwareTushareClient": {"backend/data/gateway.py"},
|
||||
"DatahubBridge": {"backend/data/gateway.py"},
|
||||
"HubIfindProxy": {"backend/data/gateway.py"},
|
||||
"HubRealtimeProxy": {"backend/data/gateway.py"},
|
||||
}
|
||||
found = {name: set() for name in owners}
|
||||
forbidden = {
|
||||
"IfindHttpClient": set(),
|
||||
"EastmoneyChartClient": set(),
|
||||
"WebRealtimeAggregator": set(),
|
||||
"TushareProvider": set(),
|
||||
}
|
||||
found_forbidden = {name: set() for name in forbidden}
|
||||
for path in (root / "backend").rglob("*.py"):
|
||||
relative = path.relative_to(root).as_posix()
|
||||
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
|
||||
@@ -81,7 +101,10 @@ class DataGatewayTests(unittest.TestCase):
|
||||
name = getattr(node.func, "id", None) or getattr(node.func, "attr", None)
|
||||
if name in found:
|
||||
found[name].add(relative)
|
||||
if name in found_forbidden:
|
||||
found_forbidden[name].add(relative)
|
||||
self.assertEqual(found, owners)
|
||||
self.assertEqual(found_forbidden, forbidden)
|
||||
provider_source = (root / "backend/data/providers/tushare.py").read_text(
|
||||
encoding="utf-8"
|
||||
)
|
||||
|
||||
+382
-58
@@ -12,6 +12,8 @@ from backend.data.datahub.client import DatahubClient, DatahubResponse
|
||||
from backend.data.datahub.compare import compare_rows
|
||||
from backend.data.datahub.errors import DatahubError
|
||||
from backend.data.datahub.native import to_canonical_row, to_native_row
|
||||
from backend.data.datahub.route_state import LEDGER
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
|
||||
ROOT = Path(__file__).resolve().parents[1]
|
||||
@@ -64,10 +66,19 @@ class FakeClient(DatahubClient):
|
||||
meta={"tier": "official", "trade_date": "20240902", "stale": False, "staleness_seconds": 0},
|
||||
)
|
||||
self.paths: list[str] = []
|
||||
self.calls: list[tuple[str, dict[str, Any]]] = []
|
||||
|
||||
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
return self._record(path, params)
|
||||
|
||||
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
|
||||
return self._record(path, body)
|
||||
|
||||
def _record(self, path: str, payload: dict[str, Any] | None) -> DatahubResponse:
|
||||
self.paths.append(path)
|
||||
if TOKEN in json.dumps(params or {}) or TOKEN in path:
|
||||
self.calls.append((path, {key: value for key, value in (payload or {}).items()}))
|
||||
packed = json.dumps(payload or {})
|
||||
if TOKEN in packed or TOKEN in path:
|
||||
raise AssertionError("token leaked into url")
|
||||
if self.error:
|
||||
raise self.error
|
||||
@@ -82,17 +93,21 @@ def flags(**enabled: tuple[bool, bool]) -> DatahubSettings:
|
||||
|
||||
|
||||
class DatahubBridgeTests(unittest.TestCase):
|
||||
def test_default_config_keeps_legacy_and_does_not_call_datahub(self) -> None:
|
||||
def setUp(self) -> None:
|
||||
LEDGER.clear()
|
||||
|
||||
def test_default_config_enables_official_reads(self) -> None:
|
||||
settings = DatahubSettings.load(environ={}, credentials={})
|
||||
self.assertFalse(settings.any_enabled())
|
||||
self.assertTrue(all(not settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
|
||||
client = FakeClient(error=DatahubError("INTERNAL", "should not be called"))
|
||||
self.assertTrue(settings.any_enabled())
|
||||
self.assertTrue(all(settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, client))
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,vol,amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(client.paths, [])
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
|
||||
|
||||
def test_each_dataset_has_independent_read_flag(self) -> None:
|
||||
settings = flags(daily=(True, False), auction=(False, False))
|
||||
@@ -102,6 +117,13 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
source = (ROOT / "config" / "datahub.config.json").read_text(encoding="utf-8")
|
||||
self.assertNotIn("master", source)
|
||||
self.assertNotIn("DATAHUB_READ_ALL", source)
|
||||
compose = (ROOT / "compose.yaml").read_text(encoding="utf-8")
|
||||
for env_key in (
|
||||
"CALENDAR", "STOCKS", "DAILY", "INDEX_DAILY", "VALUATION", "MONEYFLOW",
|
||||
"AUCTION", "LIMIT_EVENTS", "POPULARITY", "DRAGON_TIGER", "SECTOR_DAILY",
|
||||
"QUOTES", "INDEX_QUOTES", "INTRADAY", "STATUS",
|
||||
):
|
||||
self.assertIn(f'DATAHUB_READ_{env_key}: "1"', compose)
|
||||
|
||||
def test_read_flag_replaces_only_that_dataset_and_converts_units(self) -> None:
|
||||
shadows: list[dict[str, Any]] = []
|
||||
@@ -117,16 +139,22 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
calendar_legacy = FakeLegacy([{"cal_date": "20240902", "is_open": 1}])
|
||||
calendar_client = FakeClient(error=DatahubError("INTERNAL", "nope"))
|
||||
calendar_client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[{"cal_date": "20240902", "is_open": 1, "pretrade_date": "20240830"}],
|
||||
meta={"source": "datahub", "stale": False, "staleness_seconds": 0},
|
||||
)
|
||||
)
|
||||
calendar_wrapped = DatahubAwareTushareClient(
|
||||
calendar_legacy,
|
||||
DatahubBridge(flags(daily=(True, False)), calendar_client),
|
||||
)
|
||||
calendar = calendar_wrapped.query("trade_cal", {"start_date": "20240902", "end_date": "20240902"}, "")
|
||||
self.assertEqual(calendar[0]["is_open"], 1)
|
||||
self.assertEqual(calendar_client.paths, [])
|
||||
self.assertEqual(calendar_legacy.calls, [])
|
||||
self.assertEqual(calendar_client.paths, ["/v1/query"])
|
||||
|
||||
def test_fallback_on_down_401_timeout_empty_unpublished_stale_and_incomplete(self) -> None:
|
||||
def test_hub_failure_does_not_call_website_legacy(self) -> None:
|
||||
cases = [
|
||||
DatahubError("UNAVAILABLE", "down"),
|
||||
DatahubError("UNAUTHORIZED", "401"),
|
||||
@@ -138,34 +166,21 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
]
|
||||
for error in cases:
|
||||
with self.subTest(error=error.code):
|
||||
if error.code == "EMPTY":
|
||||
client = FakeClient(response=DatahubResponse(data=[], meta={"stale": False, "staleness_seconds": 0}))
|
||||
elif error.code == "STALE":
|
||||
client = FakeClient(response=DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"stale": True, "staleness_seconds": 999999},
|
||||
))
|
||||
elif error.code == "INCOMPLETE":
|
||||
client = FakeClient(response=DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"incomplete": True,
|
||||
"coverage": {"complete": False, "missing_count": 80},
|
||||
},
|
||||
))
|
||||
else:
|
||||
client = FakeClient(error=error)
|
||||
client = FakeClient(error=error)
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
with self.assertRaises(TushareError):
|
||||
wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_shadow_compares_without_replacing_and_survives_hub_failure(self) -> None:
|
||||
def test_shadow_mode_no_longer_calls_website_tushare(self) -> None:
|
||||
reports: list[dict[str, Any]] = []
|
||||
client = FakeClient()
|
||||
client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[dict(LEGACY_DAILY)],
|
||||
meta={"source": "tushare", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
|
||||
)
|
||||
)
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
legacy,
|
||||
@@ -173,21 +188,19 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount,vol")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
self.assertEqual(reports[0]["equal"], True)
|
||||
self.assertEqual(reports[0]["matched"], 1)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertEqual(client.paths, ["/v1/query"])
|
||||
|
||||
failed = FakeClient(error=DatahubError("UNAVAILABLE", TOKEN))
|
||||
fail_reports: list[dict[str, Any]] = []
|
||||
fail_legacy = FakeLegacy([LEGACY_DAILY])
|
||||
fail_wrapped = DatahubAwareTushareClient(
|
||||
fail_legacy,
|
||||
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=fail_reports.append),
|
||||
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=reports.append),
|
||||
)
|
||||
again = fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(again[0]["amount"], 2000.0)
|
||||
self.assertTrue(fail_reports[0]["hub_error"])
|
||||
self.assertNotIn(TOKEN, json.dumps(fail_reports[0]))
|
||||
with self.assertRaises(TushareError):
|
||||
fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(fail_legacy.calls, [])
|
||||
self.assertNotIn(TOKEN, str(failed.calls))
|
||||
|
||||
def test_compare_classifies_unit_conversion_missing_row_and_value_diff(self) -> None:
|
||||
equal = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 0})
|
||||
@@ -201,6 +214,86 @@ 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=(True, False)), 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.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
|
||||
def test_native_roundtrip_matches_known_scales(self) -> None:
|
||||
native = to_native_row("daily", HUB_DAILY)
|
||||
self.assertEqual(native["vol"], 1000.0)
|
||||
@@ -209,8 +302,8 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
self.assertEqual(canonical["vol"], 100000.0)
|
||||
self.assertEqual(canonical["amount"], 2000000.0)
|
||||
|
||||
def test_heaven_keeps_legacy_on_first_batch_even_when_read_flag_is_on(self) -> None:
|
||||
"""问天未永久冻结;首批只读接入仍走旧链路,后续迁移可以纳入。"""
|
||||
def test_heaven_can_use_hub_when_dataset_flag_is_on(self) -> None:
|
||||
"""问天按数据依赖接入:已映射 API 跟随开关,不再整栈强制旧链路。"""
|
||||
self.assertTrue(looks_like_heaven("backend.features.heaven.market_context", "backend/features/heaven/market_context.py"))
|
||||
self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
|
||||
client = FakeClient()
|
||||
@@ -221,7 +314,8 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(client.paths, [])
|
||||
self.assertEqual(client.paths, ["/v1/bars/daily"])
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_status_flag_does_not_run_when_off_and_falls_back_when_on(self) -> None:
|
||||
off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
|
||||
@@ -251,21 +345,251 @@ class DatahubBridgeTests(unittest.TestCase):
|
||||
self.assertIn('"daily"', source)
|
||||
self.assertIn("start_date", source)
|
||||
self.assertIn("end_date", source)
|
||||
client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"stale": False, "staleness_seconds": 0, "incomplete": True, "coverage": {"complete": False, "missing_count": 89}},
|
||||
)
|
||||
)
|
||||
client = FakeClient(error=DatahubError("INCOMPLETE", "truncated"))
|
||||
legacy = FakeLegacy([LEGACY_DAILY])
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
|
||||
rows = wrapped.query(
|
||||
"daily",
|
||||
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
|
||||
"ts_code,amount",
|
||||
with self.assertRaises(TushareError):
|
||||
wrapped.query(
|
||||
"daily",
|
||||
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
|
||||
"ts_code,amount",
|
||||
)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
self.assertIn("/v1/query", client.paths)
|
||||
|
||||
def test_try_intraday_respects_switch_and_falls_back_on_bad_payload(self) -> None:
|
||||
closed = DatahubBridge(flags(), FakeClient(error=DatahubError("INTERNAL", "should not run")))
|
||||
self.assertIsNone(closed.try_intraday("601318"))
|
||||
|
||||
empty = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(data={"points": []}, meta={"stale": False})),
|
||||
)
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(len(legacy.calls), 1)
|
||||
self.assertIsNone(empty.try_intraday("601318"))
|
||||
|
||||
stale = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(
|
||||
data={
|
||||
"entity_type": "stock",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-07",
|
||||
"previous_close": 55.8,
|
||||
"points": [{"date": "2026-09-07", "time": "09:30", "close": 55.9, "avg_price": 55.85}],
|
||||
},
|
||||
meta={"stale": True},
|
||||
)),
|
||||
)
|
||||
self.assertIsNone(stale.try_intraday("601318"))
|
||||
|
||||
ok = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(response=DatahubResponse(
|
||||
data={
|
||||
"entity_type": "stock",
|
||||
"identifier": "601318",
|
||||
"name": "中国平安",
|
||||
"code": "601318",
|
||||
"trade_date": "2026-09-08",
|
||||
"previous_close": 56.36,
|
||||
"points": [
|
||||
{"date": "2026-09-08", "time": "09:30", "close": 0},
|
||||
{"date": "2026-09-08", "time": "09:31", "close": 56.5, "avg_price": 56.4},
|
||||
],
|
||||
},
|
||||
meta={"stale": False},
|
||||
)),
|
||||
)
|
||||
chart = ok.try_intraday("601318")
|
||||
self.assertEqual(chart["source"], "datahub")
|
||||
self.assertEqual(len(chart["points"]), 1)
|
||||
self.assertEqual(chart["points"][0]["average"], 56.4)
|
||||
self.assertEqual(ok.client.paths, ["/v1/intraday/points"])
|
||||
self.assertEqual(ok.client.calls, [("/v1/intraday/points", {"code": "601318"})])
|
||||
self.assertNotIn("date", ok.client.calls[0][1])
|
||||
|
||||
timeout = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(error=DatahubError("TIMEOUT", "datahub request timed out")),
|
||||
)
|
||||
self.assertIsNone(timeout.try_intraday("601318"))
|
||||
broken = DatahubBridge(
|
||||
flags(intraday=(True, False)),
|
||||
FakeClient(error=DatahubError("INTERNAL", "datahub exploded")),
|
||||
)
|
||||
self.assertIsNone(broken.try_intraday("601318"))
|
||||
self.assertTrue(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
|
||||
|
||||
def test_try_market_quotes_and_visible_fallback(self) -> None:
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": f"{600000 + index:06d}.SH",
|
||||
"name": f"股票{index}",
|
||||
"close": 10.2,
|
||||
"pre_close": 10.0,
|
||||
"open": 10.1,
|
||||
"high": 10.3,
|
||||
"low": 9.9,
|
||||
"vol": 1000,
|
||||
"amount": 2000000,
|
||||
"quote_date": "20240902",
|
||||
}
|
||||
for index in range(220)
|
||||
]
|
||||
ok = DatahubBridge(
|
||||
flags(quotes=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=quotes,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney:clist"},
|
||||
)
|
||||
),
|
||||
)
|
||||
rows = ok.try_market_quotes("20240902")
|
||||
self.assertEqual(len(rows), 220)
|
||||
self.assertEqual(rows[0]["pre_close"], 10.0)
|
||||
self.assertEqual(ok.client.paths, ["/v1/quotes/latest"])
|
||||
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
|
||||
|
||||
failed = DatahubBridge(
|
||||
flags(quotes=(True, False)),
|
||||
FakeClient(error=DatahubError("UNAVAILABLE", "down")),
|
||||
)
|
||||
self.assertIsNone(failed.try_market_quotes("20240902"))
|
||||
snap = next(item for item in LEDGER.snapshot() if item["dataset"] == "quotes")
|
||||
self.assertEqual(snap["route"], "datahub")
|
||||
self.assertEqual(snap["source"], "unavailable")
|
||||
|
||||
gateway = build_data_gateway({}, datahub_settings=flags(quotes=(True, False)))
|
||||
status = gateway.datahub_status()
|
||||
self.assertEqual(status["enabled_reads"], 1)
|
||||
self.assertEqual(status["total_reads"], len(DATASETS))
|
||||
self.assertEqual(status["fallback_count"], 0)
|
||||
|
||||
def test_try_daily_chart_converts_hub_bars(self) -> None:
|
||||
rows = [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240901",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
},
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.2,
|
||||
"high": 10.5,
|
||||
"low": 10.1,
|
||||
"close": 10.4,
|
||||
"volume": 120000,
|
||||
"amount": 2400000,
|
||||
},
|
||||
]
|
||||
hub = DatahubBridge(
|
||||
flags(daily=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=rows,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
|
||||
)
|
||||
),
|
||||
)
|
||||
chart = hub.try_daily_chart("600000.SH", "20240902", 90, "daily")
|
||||
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
|
||||
self.assertEqual(chart[-1]["close"], 10.4)
|
||||
self.assertAlmostEqual(chart[-1]["amount_billion"], 0.024)
|
||||
|
||||
def test_try_daily_chart_keeps_usable_bars_when_coverage_incomplete(self) -> None:
|
||||
rows = [
|
||||
{
|
||||
"ts_code": "000001.SZ",
|
||||
"trade_date": "20240901",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
},
|
||||
{
|
||||
"ts_code": "000001.SZ",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.2,
|
||||
"high": 10.5,
|
||||
"low": 10.1,
|
||||
"close": 10.4,
|
||||
"volume": 120000,
|
||||
"amount": 2400000,
|
||||
},
|
||||
]
|
||||
hub = DatahubBridge(
|
||||
flags(daily=(True, False)),
|
||||
FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=rows,
|
||||
meta={
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"incomplete": True,
|
||||
"coverage": {"complete": False, "missing_count": 127},
|
||||
"source": "tushare:daily",
|
||||
},
|
||||
)
|
||||
),
|
||||
)
|
||||
chart = hub.try_daily_chart("000001.SZ", "20240902", 90, "daily")
|
||||
self.assertIsNotNone(chart)
|
||||
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
|
||||
self.assertEqual(chart[-1]["close"], 10.4)
|
||||
|
||||
def test_gateway_tushare_facade_has_no_legacy_client(self) -> None:
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": f"{index:06d}.SZ",
|
||||
"name": f"S{index}",
|
||||
"pre_close": 10.0,
|
||||
"open": 10.0,
|
||||
"high": 10.5,
|
||||
"low": 9.8,
|
||||
"close": 10.2,
|
||||
"vol": 100.0,
|
||||
"amount": 1000.0,
|
||||
"quote_date": "20240902",
|
||||
}
|
||||
for index in range(1, 221)
|
||||
]
|
||||
hub_client = FakeClient(
|
||||
response=DatahubResponse(
|
||||
data=quotes,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
|
||||
)
|
||||
)
|
||||
gateway = build_data_gateway(
|
||||
{"tushare_token": "tok"},
|
||||
datahub_settings=flags(quotes=(True, False), daily=(True, False)),
|
||||
)
|
||||
gateway.datahub.client = hub_client
|
||||
wrapped = gateway.tushare()
|
||||
self.assertFalse(hasattr(wrapped, "_legacy"))
|
||||
self.assertIsNone(getattr(type(wrapped), "__getattr__", None))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "try_index_quotes", None)))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "record_datahub_legacy", None)))
|
||||
self.assertTrue(callable(getattr(type(wrapped), "dashboard", None)))
|
||||
rows = wrapped.try_market_quotes("20240902")
|
||||
self.assertGreaterEqual(len(rows or []), 200)
|
||||
self.assertIn("/v1/quotes/latest", hub_client.paths)
|
||||
hub_client.response = DatahubResponse(
|
||||
data=[dict(HUB_DAILY)],
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
|
||||
)
|
||||
daily = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(daily[0]["amount"], 2000.0)
|
||||
self.assertIn("/v1/bars/daily", hub_client.paths)
|
||||
|
||||
def test_features_do_not_import_datahub_client(self) -> None:
|
||||
violations = []
|
||||
|
||||
@@ -459,6 +459,19 @@ class FrontendContractTests(unittest.TestCase):
|
||||
self.assertIn('payload.question_preset = state.heartQuestionPreset;', self.script)
|
||||
self.assertIn('payload.cast_at = state.heartCastAt;', self.script)
|
||||
|
||||
def test_heaven_loading_timeout_clears_dimmed_state(self):
|
||||
self.assertIn("controller.abort()", self.script)
|
||||
self.assertIn('heavenView?.classList.remove("heaven-data-loading")', self.script)
|
||||
self.assertIn("问天数据仍在准备,页面可继续输入和操作", self.script)
|
||||
self.assertIn("const blocking = !state.heavenSetup;", self.script)
|
||||
self.assertIn("payload?.aborted", self.script)
|
||||
|
||||
def test_stock_detail_does_not_display_missing_metrics_as_zero(self):
|
||||
self.assertIn("function setStockBoardFields(row)", self.script)
|
||||
self.assertIn("function presentMetric(value)", self.script)
|
||||
self.assertIn("payload.available !== false", self.script)
|
||||
self.assertIn('element.textContent = "--"', self.script)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -94,7 +94,7 @@ class GlobalSearchTests(unittest.TestCase):
|
||||
self.assertIn('event.key.toLowerCase() !== "k"', script)
|
||||
self.assertIn('openStock(item.id, { code: item.code', script)
|
||||
self.assertNotIn('include_notes', script)
|
||||
self.assertIn('const candles = (series || [])', script)
|
||||
self.assertIn('const candles = visibleDailyPrices((series || [])', script)
|
||||
self.assertIn('renderStockNotes(payload.notes || [])', script)
|
||||
|
||||
|
||||
|
||||
@@ -3,9 +3,10 @@ from __future__ import annotations
|
||||
import http.client
|
||||
import json
|
||||
import unittest
|
||||
from datetime import datetime
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
from backend.data.realtime import RealtimeAggregateError, WebRealtimeAggregator
|
||||
from backend.features.heaven.engine import _market_line_scores, build_manual_market_hexagram
|
||||
from server import DashboardService
|
||||
from backend.data.providers.tushare_client import (
|
||||
@@ -377,6 +378,87 @@ class RealtimeAggregatorTests(unittest.TestCase):
|
||||
self.assertEqual(rows[0]["quote_time"][:10], "2026-07-20")
|
||||
self.assertAlmostEqual(rows[0]["amount_billion"], 12946.52)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_eastmoney_market_quotes_normalize_and_keep_expected_date(self, get_json: MagicMock):
|
||||
epoch = datetime(2026, 7, 20, 10, 5).timestamp()
|
||||
rows = []
|
||||
for index in range(200):
|
||||
sz = index < 100
|
||||
rows.append(
|
||||
{
|
||||
"f12": f"{index:06d}" if sz else f"{600000 + index - 100:06d}",
|
||||
"f13": 0 if sz else 1,
|
||||
"f14": f"股票{index}",
|
||||
"f2": 11.2,
|
||||
"f3": 2.0,
|
||||
"f5": 10,
|
||||
"f6": 50000000,
|
||||
"f15": 11.3,
|
||||
"f16": 11.0,
|
||||
"f17": 11.1,
|
||||
"f18": 11.0,
|
||||
"f124": epoch,
|
||||
}
|
||||
)
|
||||
def fake_get_json(_url, params, referer=""):
|
||||
page = int(params.get("pn") or 1)
|
||||
start = (page - 1) * 100
|
||||
return {"rc": 0, "data": {"total": 200, "diff": rows[start:start + 100]}}
|
||||
|
||||
get_json.side_effect = fake_get_json
|
||||
aggregator = WebRealtimeAggregator()
|
||||
aggregator._response_cache.clear()
|
||||
quotes = aggregator.eastmoney_market_quotes("20260720")
|
||||
self.assertEqual(len(quotes), 200)
|
||||
self.assertEqual(quotes[0]["ts_code"], "000000.SZ")
|
||||
self.assertTrue(quotes[100]["ts_code"].endswith(".SH"))
|
||||
self.assertEqual(quotes[0]["vol"], 1000)
|
||||
self.assertEqual(quotes[0]["quote_date"], "20260720")
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_text")
|
||||
def test_tencent_stock_quote_keeps_expected_date(self, get_text: MagicMock):
|
||||
fields = [""] * 38
|
||||
fields[1] = "浦发银行"
|
||||
fields[2] = "600000"
|
||||
fields[3] = "11.20"
|
||||
fields[4] = "11.00"
|
||||
fields[5] = "11.10"
|
||||
fields[6] = "1234"
|
||||
fields[30] = "20260720103000"
|
||||
fields[33] = "11.30"
|
||||
fields[34] = "11.00"
|
||||
fields[37] = "1380"
|
||||
get_text.return_value = (f'v_sh600000="{"~".join(fields)}";', 0)
|
||||
|
||||
quote = WebRealtimeAggregator().tencent_stock_quote("600000", "20260720")
|
||||
|
||||
self.assertEqual(quote["ts_code"], "600000.SH")
|
||||
self.assertEqual(quote["quote_date"], "20260720")
|
||||
self.assertEqual(quote["vol"], 123400)
|
||||
self.assertAlmostEqual(quote["amount"], 13_800_000)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_eastmoney_stock_quote_rejects_stale_date(self, get_json: MagicMock):
|
||||
epoch = datetime(2026, 7, 19, 15, 0).timestamp()
|
||||
get_json.return_value = {
|
||||
"rc": 0,
|
||||
"data": {
|
||||
"f43": 11.2,
|
||||
"f44": 11.3,
|
||||
"f45": 11.0,
|
||||
"f46": 11.1,
|
||||
"f47": 10,
|
||||
"f48": 50000000,
|
||||
"f57": "300750",
|
||||
"f58": "宁德时代",
|
||||
"f60": 11.0,
|
||||
"f86": epoch,
|
||||
},
|
||||
}
|
||||
|
||||
with self.assertRaises(RealtimeAggregateError):
|
||||
WebRealtimeAggregator().eastmoney_stock_quote("300750.SZ", "20260720")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -0,0 +1,342 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from backend.data.providers.tushare_client import TushareClient, TushareError
|
||||
from backend.data.providers.tushare_helpers import _moneyflow_payload
|
||||
from backend.data.realtime import (
|
||||
WebRealtimeAggregator,
|
||||
_normalize_eastmoney_limit_row,
|
||||
_normalize_eastmoney_stock_quote,
|
||||
)
|
||||
from backend.data.providers.tushare_daily import DailyMarketMixin
|
||||
|
||||
|
||||
class MoneyflowPayloadTests(unittest.TestCase):
|
||||
def test_missing_row_is_not_zero(self) -> None:
|
||||
payload = _moneyflow_payload(None)
|
||||
self.assertFalse(payload["available"])
|
||||
self.assertIsNone(payload["net_million"])
|
||||
self.assertIsNone(payload["large_million"])
|
||||
|
||||
def test_empty_row_is_not_zero(self) -> None:
|
||||
payload = _moneyflow_payload({})
|
||||
self.assertFalse(payload["available"])
|
||||
self.assertIsNone(payload["net_million"])
|
||||
|
||||
def test_real_zero_net_is_kept_when_source_exists(self) -> None:
|
||||
payload = _moneyflow_payload(
|
||||
{
|
||||
"net_mf_amount": 0,
|
||||
"buy_lg_amount": 1,
|
||||
"sell_lg_amount": 1,
|
||||
"buy_elg_amount": 0,
|
||||
"sell_elg_amount": 0,
|
||||
"buy_md_amount": 0,
|
||||
"sell_md_amount": 0,
|
||||
"buy_sm_amount": 0,
|
||||
"sell_sm_amount": 0,
|
||||
}
|
||||
)
|
||||
self.assertTrue(payload["available"])
|
||||
self.assertEqual(payload["net_million"], 0)
|
||||
|
||||
|
||||
class LimitOverlayTests(unittest.TestCase):
|
||||
def test_normalize_limit_keeps_missing_seal_as_none(self) -> None:
|
||||
row = DailyMarketMixin._normalize_limit(
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"name": "北方铜业",
|
||||
"close": 12.3,
|
||||
"pct_chg": 10,
|
||||
"amount": 1e8,
|
||||
"amount_unit": "yuan",
|
||||
},
|
||||
"涨停",
|
||||
)
|
||||
self.assertIsNone(row["seal_amount_million"])
|
||||
self.assertEqual(row["first_time"], "--")
|
||||
|
||||
def test_overlay_fills_board_times_from_official_list(self) -> None:
|
||||
mixin = DailyMarketMixin()
|
||||
mixin._load_limit_lists = lambda trade_date: [
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"first_time": "09:31:02",
|
||||
"last_time": "10:18:11",
|
||||
"fd_amount": 82000000,
|
||||
"open_times": 1,
|
||||
"turnover_ratio": 18.4,
|
||||
}
|
||||
]
|
||||
mixin.realtime_aggregator = None
|
||||
rows = mixin._overlay_board_fields(
|
||||
[{"ts_code": "000737.SZ", "close": 12.3, "limit_type": "U"}],
|
||||
"20260908",
|
||||
)
|
||||
self.assertEqual(rows[0]["first_time"], "09:31:02")
|
||||
self.assertEqual(rows[0]["fd_amount"], 82000000)
|
||||
self.assertEqual(rows[0]["turnover_ratio"], 18.4)
|
||||
|
||||
|
||||
class ShenwanRealtimeSourceTests(unittest.TestCase):
|
||||
def test_transport_refuses_rt_sw_k(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
with self.assertRaisesRegex(TushareError, "rt_sw_k is disabled"):
|
||||
client.query("rt_sw_k", {"ts_code": "801074.SI"})
|
||||
|
||||
def test_outer_realtime_uses_hub_sector_quote_not_rt_sw_k(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.query = MagicMock(side_effect=AssertionError("should not call tushare"))
|
||||
client.try_sector_quote = MagicMock(return_value={
|
||||
"code": "801074.SI",
|
||||
"name": "工业金属",
|
||||
"close": 1234.5,
|
||||
"pre_close": 1200,
|
||||
"change": 2.88,
|
||||
"pct_change": 2.88,
|
||||
"quote_date": "20260908",
|
||||
"quote_time": "2026-09-08T14:50:00+08:00",
|
||||
"source": "eastmoney_sw",
|
||||
})
|
||||
row, source, error = client._sw_outer_realtime("801074.SI", "工业金属", "20260908")
|
||||
self.assertEqual(source, "eastmoney_sw")
|
||||
self.assertEqual(error, "")
|
||||
self.assertEqual(row["change"], 2.88)
|
||||
client.query.assert_not_called()
|
||||
|
||||
def test_outer_waiting_state_has_no_permission_error(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.realtime_aggregator = None
|
||||
row, source, error = client._sw_outer_realtime(
|
||||
"801074.SI", "工业金属", "20260908", finalized=True
|
||||
)
|
||||
self.assertEqual(row, {})
|
||||
self.assertIn("尚未入库", error)
|
||||
self.assertNotIn("权限", error)
|
||||
self.assertNotIn("rt_sw_k", error)
|
||||
|
||||
|
||||
class EastmoneyHelperTests(unittest.TestCase):
|
||||
def test_limit_pool_row_keeps_board_clock(self) -> None:
|
||||
parsed = _normalize_eastmoney_limit_row(
|
||||
{
|
||||
"c": "000737",
|
||||
"m": 0,
|
||||
"n": "北方铜业",
|
||||
"fbt": 93102,
|
||||
"lbt": 101811,
|
||||
"zbc": 1,
|
||||
"lbc": 2,
|
||||
"hs": 18.4,
|
||||
"fund": 82000000,
|
||||
},
|
||||
"U",
|
||||
)
|
||||
self.assertEqual(parsed["ts_code"], "000737.SZ")
|
||||
self.assertEqual(parsed["first_time"], "09:31:02")
|
||||
self.assertEqual(parsed["last_time"], "10:18:11")
|
||||
self.assertEqual(parsed["fd_amount"], 82000000)
|
||||
|
||||
def test_stock_quote_keeps_moneyflow_when_present(self) -> None:
|
||||
quote = _normalize_eastmoney_stock_quote(
|
||||
{
|
||||
"f43": 12.3,
|
||||
"f60": 11.18,
|
||||
"f46": 11.2,
|
||||
"f44": 12.3,
|
||||
"f45": 11.1,
|
||||
"f47": 1000,
|
||||
"f48": 150000000,
|
||||
"f58": "北方铜业",
|
||||
"f86": 0,
|
||||
"f168": 8.5,
|
||||
"f62": 25000000,
|
||||
"f78": 3000000,
|
||||
"f84": -1000000,
|
||||
},
|
||||
"000737.SZ",
|
||||
)
|
||||
self.assertEqual(quote["net_mf_amount"], 2500)
|
||||
payload = _moneyflow_payload(quote)
|
||||
self.assertTrue(payload["available"])
|
||||
self.assertEqual(payload["net_million"], 25)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_shenwan_quote_uses_eastmoney_90_prefix(self, get_json: MagicMock) -> None:
|
||||
get_json.return_value = {
|
||||
"rc": 0,
|
||||
"data": {
|
||||
"diff": [
|
||||
{
|
||||
"f12": "801074",
|
||||
"f14": "工业金属",
|
||||
"f2": 1234.5,
|
||||
"f3": 2.88,
|
||||
"f18": 1200,
|
||||
"f17": 1205,
|
||||
"f15": 1240,
|
||||
"f16": 1198,
|
||||
"f6": 1,
|
||||
"f124": 1757319000,
|
||||
}
|
||||
]
|
||||
},
|
||||
}
|
||||
quote = WebRealtimeAggregator().eastmoney_shenwan_quote("801074.SI")
|
||||
self.assertEqual(quote["source"], "eastmoney_sw")
|
||||
self.assertAlmostEqual(quote["change"], 2.88)
|
||||
params = get_json.call_args.args[1]
|
||||
self.assertEqual(params["secids"], "90.801074")
|
||||
|
||||
|
||||
class ChartWindowTests(unittest.TestCase):
|
||||
def test_display_window_is_45_not_250(self) -> None:
|
||||
from backend.features.market.charts import DAILY_CHART_LIMIT
|
||||
|
||||
self.assertEqual(DAILY_CHART_LIMIT, 45)
|
||||
|
||||
|
||||
class MemberQuoteCoverageTests(unittest.TestCase):
|
||||
def test_prefers_full_hub_market_over_truncated_named_quotes(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
wanted = [f"{index:06d}.SZ" for index in range(205)]
|
||||
market = [
|
||||
{"ts_code": code, "close": 10.0, "pre_close": 9.0}
|
||||
for code in wanted
|
||||
]
|
||||
client.try_market_quotes = MagicMock(return_value=market)
|
||||
client.try_quotes = MagicMock(return_value=market[:60])
|
||||
client.realtime_aggregator = MagicMock()
|
||||
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
|
||||
self.assertEqual(len(rows), 205)
|
||||
self.assertEqual(source, "datahub")
|
||||
client.try_quotes.assert_not_called()
|
||||
|
||||
def test_hub_named_quotes_cover_members_when_market_missing(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
wanted = ["000737.SZ", "000630.SZ"]
|
||||
client.try_market_quotes = MagicMock(return_value=None)
|
||||
client.try_quotes = MagicMock(return_value=[
|
||||
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
|
||||
{"ts_code": "000630.SZ", "close": 4.5, "pre_close": 4.4},
|
||||
])
|
||||
client.realtime_aggregator = MagicMock()
|
||||
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
|
||||
self.assertEqual(len(rows), 2)
|
||||
self.assertEqual(source, "datahub")
|
||||
client.try_quotes.assert_called()
|
||||
client.realtime_aggregator.eastmoney_stock_quotes.assert_not_called()
|
||||
client.realtime_aggregator.tencent_stock_quotes.assert_not_called()
|
||||
|
||||
def test_delayed_hub_quotes_are_kept_not_zeroed(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
delayed = [
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"close": 12.3,
|
||||
"pre_close": 11.2,
|
||||
"delayed": True,
|
||||
"delay_seconds": 90,
|
||||
"delay_notice": "主备免费行情均暂不可用,显示 90 秒前的真实快照",
|
||||
}
|
||||
]
|
||||
client.try_market_quotes = MagicMock(return_value=delayed)
|
||||
client.try_quotes = MagicMock()
|
||||
client.realtime_aggregator = MagicMock()
|
||||
rows, source = client._load_member_realtime_quotes(["000737.SZ"], "20260908")
|
||||
self.assertEqual(source, "datahub_delayed")
|
||||
self.assertEqual(rows[0]["close"], 12.3)
|
||||
client.try_quotes.assert_not_called()
|
||||
|
||||
def test_ignores_non_member_quotes_from_market_snapshot(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.try_market_quotes = MagicMock(
|
||||
return_value=[
|
||||
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
|
||||
{"ts_code": "600000.SH", "close": 10.0, "pre_close": 9.9},
|
||||
]
|
||||
)
|
||||
client.try_quotes = MagicMock(return_value=[])
|
||||
client._free_realtime_quotes = MagicMock(return_value=([], "empty"))
|
||||
rows, _source = client._load_member_realtime_quotes(
|
||||
["000737.SZ", "000630.SZ"], "20260908"
|
||||
)
|
||||
self.assertEqual([row["ts_code"] for row in rows], ["000737.SZ"])
|
||||
|
||||
def test_local_sw_members_survive_tushare_outage(self) -> None:
|
||||
import tempfile
|
||||
from pathlib import Path
|
||||
|
||||
from backend.data.providers import tushare_industries as module
|
||||
|
||||
client = TushareClient(token="demo")
|
||||
stored = [
|
||||
{
|
||||
"ts_code": "000737.SZ",
|
||||
"name": "北方铜业",
|
||||
"l2_code": "801074.SI",
|
||||
"in_date": "20200101",
|
||||
"out_date": "",
|
||||
}
|
||||
]
|
||||
with tempfile.TemporaryDirectory() as tmp:
|
||||
original = module._SW_MEMBER_DIR
|
||||
module._SW_MEMBER_DIR = Path(tmp)
|
||||
try:
|
||||
client._sw_member_cache.clear()
|
||||
client._write_local_sw_members("801074.SI", stored)
|
||||
client.query = MagicMock(side_effect=TushareError("index_member_all down"))
|
||||
members = client._sw_sector_members("801074.SI", "20260908")
|
||||
finally:
|
||||
module._SW_MEMBER_DIR = original
|
||||
client._sw_member_cache.clear()
|
||||
self.assertEqual([item["ts_code"] for item in members], ["000737.SZ"])
|
||||
client.query.assert_not_called()
|
||||
|
||||
def test_closed_keeps_daily_inner_when_sw_daily_missing(self) -> None:
|
||||
client = TushareClient(token="demo")
|
||||
client.resolve_trade_context = lambda _date: ("20260908", "20260907")
|
||||
client.sw_stock_industry = MagicMock(
|
||||
return_value={"l2_code": "801074.SI", "l2_name": "工业金属"}
|
||||
)
|
||||
client._sw_sector_members = MagicMock(
|
||||
return_value=[
|
||||
{"ts_code": "000737.SZ", "name": "北方铜业"},
|
||||
{"ts_code": "000630.SZ", "name": "铜陵有色"},
|
||||
]
|
||||
)
|
||||
client._stock_listing_reference = MagicMock(return_value={})
|
||||
client._load_daily = MagicMock(
|
||||
return_value=[
|
||||
{"ts_code": "000737.SZ", "name": "北方铜业", "pct_chg": 2, "amount": 1e8},
|
||||
{"ts_code": "000630.SZ", "name": "铜陵有色", "pct_chg": 1, "amount": 1e8},
|
||||
]
|
||||
)
|
||||
client._confirmed_suspended_members = MagicMock(return_value=[])
|
||||
client.query = MagicMock(return_value=[])
|
||||
client._sw_realtime_sector_snapshot = MagicMock(
|
||||
side_effect=AssertionError("daily inner should be kept")
|
||||
)
|
||||
client.try_sector_quote = MagicMock(return_value={
|
||||
"code": "801074.SI",
|
||||
"name": "工业金属",
|
||||
"change": 1.5,
|
||||
"pct_change": 1.5,
|
||||
"quote_date": "20260908",
|
||||
"quote_time": "2026-09-08T15:00:00+08:00",
|
||||
"source": "eastmoney_sw",
|
||||
})
|
||||
snapshot = client.sw_sector_snapshot(
|
||||
"000737.SZ", "20260908", allow_realtime_close=True
|
||||
)
|
||||
self.assertEqual(snapshot["quote_count"], 2)
|
||||
self.assertEqual(snapshot["member_count"], 2)
|
||||
self.assertTrue(snapshot["inner_precise"])
|
||||
self.assertTrue(snapshot["outer_precise"])
|
||||
self.assertEqual(snapshot["inner_source"], "tushare_member_daily")
|
||||
self.assertEqual(snapshot["change"], 1.5)
|
||||
self.assertNotIn("权限", snapshot.get("outer_error") or "")
|
||||
self.assertNotIn("rt_sw_k", snapshot.get("outer_error") or "")
|
||||
@@ -138,7 +138,7 @@ class HttpDispatchContractTests(unittest.TestCase):
|
||||
self.assertTrue(claimed.isdisjoint(methods))
|
||||
claimed.update(methods)
|
||||
self.assertLessEqual(len(path.read_text(encoding="utf-8").splitlines()), line_limit)
|
||||
self.assertEqual(len(claimed), 27)
|
||||
self.assertEqual(len(claimed), 28)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -0,0 +1,434 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import ast
|
||||
import json
|
||||
import re
|
||||
import threading
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
from unittest.mock import patch
|
||||
|
||||
from backend.data import build_data_gateway
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient, DatahubBridge
|
||||
from backend.data.datahub.client import DatahubClient
|
||||
from backend.data.datahub.ifind_proxy import HubIfindProxy
|
||||
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
from backend.features.system.service import SystemServiceMixin
|
||||
from tests.test_datahub_bridge import FakeClient, FakeLegacy, flags
|
||||
|
||||
|
||||
ROOT = Path(__file__).resolve().parents[1]
|
||||
BLOCKED_HOSTS = (
|
||||
"api.tushare.pro",
|
||||
"push2.eastmoney.com",
|
||||
"push2delay.eastmoney.com",
|
||||
"push2his.eastmoney.com",
|
||||
"push2ex.eastmoney.com",
|
||||
"qt.gtimg.cn",
|
||||
"hq.sinajs.cn",
|
||||
"10jqka.com.cn",
|
||||
"xuangubao.cn",
|
||||
"quantapi.51ifind.com",
|
||||
"51ifind.com",
|
||||
)
|
||||
LEFTOVER_WEBSITE_FILES = {
|
||||
"backend/data/providers/ifind_client.py",
|
||||
"backend/data/realtime.py",
|
||||
"backend/features/market/charts.py",
|
||||
"backend/data/providers/tushare_transport.py",
|
||||
}
|
||||
HUB_BASE = "http://127.0.0.1:8766"
|
||||
|
||||
|
||||
def _enabled_settings() -> DatahubSettings:
|
||||
return DatahubSettings(
|
||||
base_url=HUB_BASE,
|
||||
token="hub-token",
|
||||
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
|
||||
)
|
||||
|
||||
|
||||
class _Resp:
|
||||
def __init__(self, payload: dict) -> None:
|
||||
self.status = 200
|
||||
self._raw = json.dumps(payload).encode("utf-8")
|
||||
|
||||
def read(self):
|
||||
return self._raw
|
||||
|
||||
def __enter__(self):
|
||||
return self
|
||||
|
||||
def __exit__(self, *args):
|
||||
return False
|
||||
|
||||
|
||||
def hub_payload(request) -> dict:
|
||||
url = str(getattr(request, "full_url", None) or request)
|
||||
if any(host in url for host in BLOCKED_HOSTS):
|
||||
raise AssertionError(f"website opened blocked host: {url}")
|
||||
if HUB_BASE not in url:
|
||||
raise AssertionError(f"unexpected url: {url}")
|
||||
path = url.split(HUB_BASE, 1)[1].split("?", 1)[0]
|
||||
if path == "/v1/bars/daily":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"open": 10.0,
|
||||
"high": 10.4,
|
||||
"low": 9.9,
|
||||
"close": 10.2,
|
||||
"volume": 100000,
|
||||
"amount": 2000000,
|
||||
}
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "datahub"},
|
||||
}
|
||||
if path == "/v1/quotes/latest":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"code": "600000",
|
||||
"name": "浦发银行",
|
||||
"close": 10.2,
|
||||
"price": 10.2,
|
||||
"pre_close": 10.0,
|
||||
"open": 10.1,
|
||||
"high": 10.3,
|
||||
"low": 9.9,
|
||||
"vol": 1000,
|
||||
"amount": 2000000,
|
||||
"quote_date": "20240902",
|
||||
"source": "datahub",
|
||||
}
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "eastmoney"},
|
||||
}
|
||||
if path == "/v1/indexes/quotes":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "000001.SH",
|
||||
"code": "000001",
|
||||
"name": "上证指数",
|
||||
"price": 3000,
|
||||
"pct_chg": 1.2,
|
||||
"quote_time_epoch": 1725249600,
|
||||
"source": "datahub",
|
||||
},
|
||||
{
|
||||
"ts_code": "399001.SZ",
|
||||
"code": "399001",
|
||||
"name": "深证成指",
|
||||
"price": 9000,
|
||||
"pct_chg": 0.8,
|
||||
"quote_time_epoch": 1725249600,
|
||||
"source": "datahub",
|
||||
},
|
||||
{
|
||||
"ts_code": "399006.SZ",
|
||||
"code": "399006",
|
||||
"name": "创业板指",
|
||||
"price": 1800,
|
||||
"pct_chg": 0.5,
|
||||
"quote_time_epoch": 1725249600,
|
||||
"source": "datahub",
|
||||
},
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "tencent"},
|
||||
}
|
||||
if path == "/v1/auction":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"ts_code": "600000.SH",
|
||||
"trade_date": "20240902",
|
||||
"close": 10.2,
|
||||
"vol": 1000.0,
|
||||
"amount": 2000.0,
|
||||
}
|
||||
],
|
||||
"meta": {"stale": False, "staleness_seconds": 0, "source": "datahub"},
|
||||
}
|
||||
if path == "/v1/credentials/ifind":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": {"configured": True, "access_ready": True, "access_expires_at": ""},
|
||||
"meta": {"source": "ifind"},
|
||||
}
|
||||
if path == "/v1/intraday/points":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": {
|
||||
"entity_type": "stock",
|
||||
"identifier": "600000",
|
||||
"code": "600000",
|
||||
"trade_date": "2024-09-02",
|
||||
"previous_close": 10.0,
|
||||
"points": [
|
||||
{"date": "2024-09-02", "time": "09:30", "close": 10.2, "average": 10.1, "open": 10.1, "high": 10.2, "low": 10.0, "volume": 100, "amount": 1000}
|
||||
],
|
||||
},
|
||||
"meta": {"stale": False, "source": "datahub"},
|
||||
}
|
||||
if path == "/v1/query":
|
||||
body = json.loads(request.data.decode("utf-8") if request.data else "{}")
|
||||
api_name = body.get("api_name")
|
||||
if api_name == "ifind_status":
|
||||
return {"schema_version": 1, "data": [{"configured": True, "access_ready": True, "access_expires_at": ""}], "meta": {"source": "ifind"}}
|
||||
if api_name == "ifind_wencai":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [{"股票代码": "000001.SZ", "涨停原因": "重组", "首次涨停时间": "09:42:00"}],
|
||||
"meta": {"source": "ifind"},
|
||||
}
|
||||
if api_name == "ifind_snapshots":
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [
|
||||
{
|
||||
"time": "2024-09-02 09:21:00",
|
||||
"thscode": "000001.SZ",
|
||||
"latest": 10.5,
|
||||
"preClose": 10,
|
||||
"volume": 2000,
|
||||
"amount": 21000,
|
||||
}
|
||||
],
|
||||
"meta": {"source": "ifind"},
|
||||
}
|
||||
if api_name in {"daily", "rt_k", "stk_auction"}:
|
||||
return {
|
||||
"schema_version": 1,
|
||||
"data": [{"ts_code": "600000.SH", "trade_date": "20240902", "close": 10.2, "amount": 2000.0}],
|
||||
"meta": {"source": "datahub", "stale": False, "row_shape": "tushare"},
|
||||
}
|
||||
raise AssertionError(f"unexpected query api: {api_name}")
|
||||
raise AssertionError(f"unexpected path: {path}")
|
||||
|
||||
|
||||
def blocked_urlopen(request, timeout=None):
|
||||
return _Resp(hub_payload(request))
|
||||
|
||||
|
||||
class HubExclusiveWebsiteTests(unittest.TestCase):
|
||||
def test_website_availability_depends_on_hub_not_provider_credentials(self) -> None:
|
||||
service = SystemServiceMixin()
|
||||
service._system_credentials = {}
|
||||
service.data_gateway = build_data_gateway({}, datahub_settings=_enabled_settings())
|
||||
self.assertTrue(service.configured)
|
||||
self.assertEqual(service.token, "datahub")
|
||||
|
||||
def test_website_vault_scrubs_historical_provider_credentials(self) -> None:
|
||||
class Vault:
|
||||
@staticmethod
|
||||
def decrypt_json(payload):
|
||||
if isinstance(payload, str):
|
||||
return json.loads(payload)
|
||||
return dict(payload)
|
||||
|
||||
@staticmethod
|
||||
def encrypt_json(payload):
|
||||
return dict(payload)
|
||||
|
||||
class Database:
|
||||
system = {
|
||||
"tushare_token": "old-tushare",
|
||||
"ifind_refresh_token": "old-refresh",
|
||||
"ifind_access_token": "old-access",
|
||||
}
|
||||
personal = {"tushare_token": "old-personal", "llm_primary_model": "model"}
|
||||
|
||||
def get_system_setting(self, _name):
|
||||
return dict(self.system)
|
||||
|
||||
@staticmethod
|
||||
def first_user_id():
|
||||
return 1
|
||||
|
||||
def get_user_credentials(self, _user_id):
|
||||
return dict(self.personal)
|
||||
|
||||
@staticmethod
|
||||
def list_user_credentials():
|
||||
return [{"user_id": 1, "encrypted_payload": '{"tushare_token":"old-personal"}'}]
|
||||
|
||||
def save_system_setting(self, _name, payload):
|
||||
self.system = dict(payload)
|
||||
|
||||
def save_user_credentials(self, _user_id, payload):
|
||||
self.personal = dict(payload)
|
||||
|
||||
service = SystemServiceMixin()
|
||||
service.database = Database()
|
||||
service.vault = Vault()
|
||||
service.system_lock = threading.Lock()
|
||||
loaded = service._load_system_credentials({})
|
||||
for key in ("tushare_token", "ifind_refresh_token", "ifind_access_token"):
|
||||
self.assertNotIn(key, loaded)
|
||||
self.assertNotIn(key, service.database.system)
|
||||
self.assertNotIn(key, service.database.personal)
|
||||
|
||||
def test_query_never_calls_website_tushare_transport(self) -> None:
|
||||
client = FakeClient()
|
||||
legacy = FakeLegacy(TushareError("website tushare must stay dark"))
|
||||
wrapped = DatahubAwareTushareClient(
|
||||
legacy,
|
||||
DatahubBridge(flags(daily=(True, False)), client),
|
||||
)
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_blocked_external_hosts_still_read_hub(self) -> None:
|
||||
settings = _enabled_settings()
|
||||
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
|
||||
legacy = FakeLegacy(TushareError("blocked"))
|
||||
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, hub_client))
|
||||
with patch("urllib.request.urlopen", blocked_urlopen):
|
||||
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,amount")
|
||||
self.assertEqual(rows[0]["close"], 10.2)
|
||||
self.assertEqual(rows[0]["amount"], 2000.0)
|
||||
self.assertEqual(legacy.calls, [])
|
||||
|
||||
def test_site_features_only_reach_hub_when_external_hosts_blocked(self) -> None:
|
||||
settings = _enabled_settings()
|
||||
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
|
||||
bridge = DatahubBridge(settings, hub_client)
|
||||
with patch("urllib.request.urlopen", blocked_urlopen):
|
||||
quotes = bridge.try_quotes(["600000.SH"])
|
||||
indices = bridge.try_index_quotes()
|
||||
chart = MarketChartClient(bridge).stock_daily("600000", "20240902")
|
||||
intraday = MarketChartClient(bridge).stock_intraday("600000")
|
||||
ifind = HubIfindProxy(bridge)
|
||||
wencai = ifind.wencai("2024年9月2日涨停股票")
|
||||
snapshots = ifind.snapshots(["000001.SZ"], ["latest"], "2024-09-02 09:15:00", "2024-09-02 09:22:00")
|
||||
realtime = HubRealtimeProxy(bridge)
|
||||
index_rows = realtime.tencent_indices()
|
||||
stock = realtime.tencent_stock_quote("600000.SH", "20240902")
|
||||
health = realtime.health_snapshot()
|
||||
|
||||
self.assertEqual(quotes[0]["close"], 10.2)
|
||||
self.assertEqual(len(indices), 3)
|
||||
self.assertEqual(chart[-1]["close"], 10.2)
|
||||
self.assertEqual(intraday["source"], "datahub")
|
||||
self.assertEqual(wencai[0]["股票代码"], "000001.SZ")
|
||||
self.assertEqual(snapshots[0]["latest"], 10.5)
|
||||
self.assertEqual([row["code"] for row in index_rows], ["000001", "399001", "399006"])
|
||||
self.assertEqual(stock["close"], 10.2)
|
||||
self.assertTrue(health["ready"])
|
||||
self.assertTrue(ifind.configured)
|
||||
|
||||
def test_production_gateway_does_not_construct_external_clients(self) -> None:
|
||||
source = (ROOT / "backend" / "data" / "gateway.py").read_text(encoding="utf-8")
|
||||
self.assertNotIn("IfindHttpClient", source)
|
||||
self.assertNotIn("EastmoneyChartClient", source)
|
||||
self.assertNotIn("WebRealtimeAggregator", source)
|
||||
self.assertNotIn("TushareProvider", source)
|
||||
self.assertIsNone(re.search(r"(?<![A-Za-z])TushareClient\(", source))
|
||||
self.assertIn("HubIfindProxy", source)
|
||||
self.assertIn("HubRealtimeProxy", source)
|
||||
self.assertIn("DatahubAwareTushareClient", source)
|
||||
facade = (ROOT / "backend" / "data" / "datahub" / "bridge.py").read_text(encoding="utf-8")
|
||||
tree = ast.parse(facade)
|
||||
cls = next(
|
||||
node
|
||||
for node in tree.body
|
||||
if isinstance(node, ast.ClassDef) and node.name == "DatahubAwareTushareClient"
|
||||
)
|
||||
methods = {item.name for item in cls.body if isinstance(item, ast.FunctionDef)}
|
||||
self.assertNotIn("__getattr__", methods)
|
||||
self.assertIn("query", methods)
|
||||
self.assertTrue(any(base.id == "DashboardMixin" for base in cls.bases if isinstance(base, ast.Name)))
|
||||
|
||||
def test_production_python_does_not_embed_blocked_hosts(self) -> None:
|
||||
violations = []
|
||||
for path in (ROOT / "backend").rglob("*.py"):
|
||||
relative = path.relative_to(ROOT).as_posix()
|
||||
if relative in LEFTOVER_WEBSITE_FILES:
|
||||
continue
|
||||
text = path.read_text(encoding="utf-8")
|
||||
for host in BLOCKED_HOSTS:
|
||||
if host in text:
|
||||
violations.append(f"{relative} -> {host}")
|
||||
self.assertEqual(violations, [])
|
||||
|
||||
def test_website_runtime_does_not_call_blocked_hosts_from_gateway(self) -> None:
|
||||
gateway_src = (ROOT / "backend" / "data" / "gateway.py").read_text(encoding="utf-8")
|
||||
self.assertNotIn("TushareProvider", gateway_src)
|
||||
self.assertIsNone(re.search(r"(?<![A-Za-z])TushareClient\(", gateway_src))
|
||||
self.assertIn("DatahubAwareTushareClient", gateway_src)
|
||||
|
||||
def test_bridge_query_has_no_legacy_call(self) -> None:
|
||||
source = (ROOT / "backend" / "data" / "datahub" / "bridge.py").read_text(encoding="utf-8")
|
||||
tree = ast.parse(source)
|
||||
query_fn = next(
|
||||
node
|
||||
for node in tree.body
|
||||
if isinstance(node, ast.ClassDef) and node.name == "DatahubBridge"
|
||||
for item in node.body
|
||||
if isinstance(item, ast.FunctionDef) and item.name == "query"
|
||||
)
|
||||
called = [
|
||||
ast.unparse(item.func) if hasattr(ast, "unparse") else ""
|
||||
for item in ast.walk(query_fn)
|
||||
if isinstance(item, ast.Call)
|
||||
]
|
||||
self.assertTrue(any("query_api" in text for text in called))
|
||||
self.assertFalse(any("legacy_query" in text for text in called))
|
||||
|
||||
def test_build_gateway_uses_hub_proxies_without_opening_external_hosts(self) -> None:
|
||||
settings = _enabled_settings()
|
||||
with patch("urllib.request.urlopen", blocked_urlopen):
|
||||
gateway = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
|
||||
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
|
||||
gateway.datahub.client = hub_client
|
||||
rows = gateway.ifind.wencai("涨停")
|
||||
quotes = gateway.realtime_observer.tencent_indices()
|
||||
chart = gateway.chart_data.stock_daily("600000", "20240902")
|
||||
market = gateway.tushare()
|
||||
market_quotes = market.try_quotes(["600000.SH"])
|
||||
auction = market.query("stk_auction", {"trade_date": "20240902"}, "")
|
||||
self.assertEqual(rows[0]["涨停原因"], "重组")
|
||||
self.assertEqual(len(quotes), 3)
|
||||
self.assertEqual(chart[-1]["close"], 10.2)
|
||||
self.assertEqual(market_quotes[0]["close"], 10.2)
|
||||
self.assertEqual(auction[0]["close"], 10.2)
|
||||
self.assertIsNone(market.realtime_aggregator)
|
||||
self.assertEqual(market.token, "datahub")
|
||||
|
||||
def test_website_does_not_accept_or_forward_provider_credentials(self) -> None:
|
||||
proxy = HubIfindProxy(DatahubBridge(_enabled_settings(), FakeClient()))
|
||||
self.assertFalse(hasattr(proxy, "set_credentials"))
|
||||
client_source = (ROOT / "backend" / "data" / "datahub" / "client.py").read_text(encoding="utf-8")
|
||||
application_source = (ROOT / "backend" / "application.py").read_text(encoding="utf-8")
|
||||
self.assertNotIn("/v1/credentials", client_source)
|
||||
self.assertNotIn("ifind_refresh_token", application_source)
|
||||
|
||||
def test_site_configuration_depends_on_hub_not_provider_credentials(self) -> None:
|
||||
service = SystemServiceMixin()
|
||||
service._system_credentials = {}
|
||||
service.data_gateway = build_data_gateway({}, datahub_settings=_enabled_settings())
|
||||
self.assertTrue(service.configured)
|
||||
self.assertEqual(service.token, "datahub")
|
||||
|
||||
def test_compose_passes_ifind_env_to_hub(self) -> None:
|
||||
overlay = (ROOT / "compose.datahub.yaml").read_text(encoding="utf-8")
|
||||
standalone = (ROOT / "xiaobai-datahub" / "compose.yaml").read_text(encoding="utf-8")
|
||||
for text in (overlay, standalone):
|
||||
self.assertIn('IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"', text)
|
||||
self.assertIn('IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"', text)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -6,12 +6,26 @@ from datetime import date, datetime, timedelta, timezone
|
||||
from pathlib import Path
|
||||
from unittest.mock import patch
|
||||
|
||||
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
|
||||
from backend.features.market.charts import MarketChartClient
|
||||
from database import ReviewDatabase
|
||||
from backend.features.market.insights import MarketInsightsService
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
class _FakeDailyHub:
|
||||
def __init__(self, rows: list) -> None:
|
||||
self.rows = rows
|
||||
|
||||
def try_daily_chart(self, code, end_date, limit, dataset="daily"):
|
||||
return list(self.rows)
|
||||
|
||||
def try_quotes(self, codes):
|
||||
return None
|
||||
|
||||
def try_index_quotes(self):
|
||||
return None
|
||||
|
||||
|
||||
class FakeIfind:
|
||||
configured = True
|
||||
|
||||
@@ -128,13 +142,50 @@ class IfindFeatureTests(unittest.TestCase):
|
||||
self.assertEqual(database.list_wencai_saved_queries(second["id"]), [])
|
||||
|
||||
def test_ifind_daily_chart_normalizes_change(self):
|
||||
client = MarketChartClient(FakeIfind(), EastmoneyChartClient())
|
||||
hub = _FakeDailyHub(
|
||||
[
|
||||
{
|
||||
"trade_date": "2026-07-27",
|
||||
"open": 10,
|
||||
"high": 10.5,
|
||||
"low": 9.8,
|
||||
"close": 10.2,
|
||||
"volume": 100,
|
||||
"amount_billion": 0.01,
|
||||
"change": 0,
|
||||
},
|
||||
{
|
||||
"trade_date": "2026-07-28",
|
||||
"open": 10.2,
|
||||
"high": 10.8,
|
||||
"low": 10.1,
|
||||
"close": 10.5,
|
||||
"volume": 120,
|
||||
"amount_billion": 0.012,
|
||||
"change": 2.9412,
|
||||
},
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(hub)
|
||||
rows = client.stock_daily("000001", "20260728")
|
||||
self.assertEqual(rows[-1]["trade_date"], "2026-07-28")
|
||||
self.assertAlmostEqual(rows[-1]["change"], 2.9412, places=4)
|
||||
|
||||
def test_ifind_daily_chart_keeps_last_traded_bar_before_market_open(self):
|
||||
client = MarketChartClient(FakeIfindStalePreopen(), EastmoneyChartClient())
|
||||
hub = _FakeDailyHub(
|
||||
[
|
||||
{
|
||||
"trade_date": "2026-07-28",
|
||||
"open": 10.2,
|
||||
"high": 10.8,
|
||||
"low": 10.1,
|
||||
"close": 10.5,
|
||||
"volume": 120,
|
||||
"amount_billion": 0.012,
|
||||
}
|
||||
]
|
||||
)
|
||||
client = MarketChartClient(hub)
|
||||
with patch("backend.features.market.charts.datetime", FixedPreopenDatetime):
|
||||
rows = client.stock_daily("000001", "20260729")
|
||||
|
||||
|
||||
@@ -58,7 +58,7 @@ class MobileSystemPagesRegressionTests(unittest.TestCase):
|
||||
"data-system-edit-model",
|
||||
"data-system-open-member",
|
||||
"管理员专区",
|
||||
"保存密钥",
|
||||
"刷新状态",
|
||||
"保存分工",
|
||||
'location.assign("/login/")',
|
||||
):
|
||||
|
||||
@@ -1,8 +1,16 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import unittest
|
||||
from datetime import datetime, timedelta, timezone
|
||||
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
from backend.data.providers.tushare_helpers import calendar_is_open
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.data.realtime import (
|
||||
RealtimeAggregateError,
|
||||
_normalize_eastmoney_quote,
|
||||
_parse_tencent_stock_quote,
|
||||
)
|
||||
|
||||
|
||||
class FakeRealtimeClient(TushareClient):
|
||||
@@ -81,6 +89,72 @@ class FakeRealtimeClient(TushareClient):
|
||||
raise AssertionError(f"Unexpected API call: {api_name} {params}")
|
||||
|
||||
|
||||
FREE_QUOTES = [
|
||||
{
|
||||
"ts_code": "000001.SZ", "name": "甲", "pre_close": 10.0,
|
||||
"open": 10.1, "high": 11.0, "low": 10.0, "close": 11.0,
|
||||
"vol": 1000, "amount": 100000000, "num": 10,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
{
|
||||
"ts_code": "000002.SZ", "name": "乙", "pre_close": 20.0,
|
||||
"open": 19.5, "high": 20.0, "low": 18.0, "close": 18.0,
|
||||
"vol": 2000, "amount": 200000000, "num": 20,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
{
|
||||
"ts_code": "000003.SZ", "name": "丙", "pre_close": 30.0,
|
||||
"open": 31.0, "high": 33.0, "low": 30.0, "close": 32.0,
|
||||
"vol": 3000, "amount": 300000000, "num": 30,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
]
|
||||
|
||||
|
||||
class FakeFreeAggregator:
|
||||
def __init__(self, quotes=None, fail=False):
|
||||
self.quotes = list(quotes if quotes is not None else FREE_QUOTES)
|
||||
self.fail = fail
|
||||
self.calls = 0
|
||||
|
||||
def eastmoney_market_quotes(self, expected_date=""):
|
||||
self.calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("eastmoney down")
|
||||
if expected_date and self.quotes:
|
||||
dated = [
|
||||
row for row in self.quotes
|
||||
if str(row.get("quote_date") or "") == str(expected_date).replace("-", "")
|
||||
]
|
||||
if dated:
|
||||
return dated
|
||||
return list(self.quotes)
|
||||
|
||||
def tencent_market_quotes(self, codes, expected_date=""):
|
||||
return self.eastmoney_market_quotes(expected_date)
|
||||
|
||||
def tencent_stock_quotes(self, codes, expected_date="", minimum=None):
|
||||
wanted = {str(code).strip() for code in (codes or []) if str(code).strip()}
|
||||
rows = self.tencent_market_quotes(codes, expected_date)
|
||||
if not wanted:
|
||||
return rows
|
||||
return [row for row in rows if str(row.get("ts_code") or "") in wanted]
|
||||
|
||||
def eastmoney_indices(self):
|
||||
return [
|
||||
{
|
||||
"code": "000001",
|
||||
"name": "上证指数",
|
||||
"price": 3800.12,
|
||||
"change": 0.85,
|
||||
"previous_close": 3768.0,
|
||||
"amount_billion": 4200.5,
|
||||
"quote_time": "2026-07-20T10:05:00+08:00",
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
]
|
||||
|
||||
|
||||
class RealtimeDashboardTests(unittest.TestCase):
|
||||
def setUp(self):
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
@@ -130,6 +204,255 @@ class RealtimeDashboardTests(unittest.TestCase):
|
||||
self.assertEqual(dashboard["meta"]["limit_data_source"], "derived")
|
||||
self.assertIn("日线数据推算", dashboard["meta"]["notice"])
|
||||
|
||||
def test_calendar_open_flag_accepts_string_and_bool(self):
|
||||
self.assertTrue(calendar_is_open(1))
|
||||
self.assertTrue(calendar_is_open("1"))
|
||||
self.assertTrue(calendar_is_open(True))
|
||||
self.assertFalse(calendar_is_open(0))
|
||||
self.assertFalse(calendar_is_open("0"))
|
||||
self.assertFalse(calendar_is_open(False))
|
||||
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "trade_cal":
|
||||
return [
|
||||
{
|
||||
"cal_date": params.get("start_date"),
|
||||
"is_open": "1",
|
||||
"pretrade_date": "20260907",
|
||||
}
|
||||
]
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
trade_date, previous = self.client.resolve_trade_context("20260908")
|
||||
self.assertEqual(trade_date, "20260908")
|
||||
self.assertEqual(previous, "20260907")
|
||||
|
||||
def test_session_clock_uses_realtime_until_official_window(self):
|
||||
today = "20260908"
|
||||
self.client.clock = lambda: datetime(
|
||||
2026, 9, 8, 10, 5, tzinfo=timezone(timedelta(hours=8))
|
||||
)
|
||||
self.assertTrue(self.client.should_use_realtime(today, today))
|
||||
self.client.clock = lambda: datetime(
|
||||
2026, 9, 8, 16, 10, tzinfo=timezone(timedelta(hours=8))
|
||||
)
|
||||
self.assertFalse(self.client.should_use_realtime(today, today))
|
||||
|
||||
def test_realtime_dashboard_survives_missing_limit_table(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "stk_limit":
|
||||
return []
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertTrue(dashboard["meta"]["realtime"])
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertEqual(dashboard["overview"]["limit_up_count"], 0)
|
||||
|
||||
def test_hub_quotes_used_when_rt_k_denied(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
|
||||
self.assertTrue(dashboard["meta"]["realtime"])
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["trade_date"], "2026-07-20")
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertEqual(dashboard["overview"]["limit_up_count"], 1)
|
||||
self.assertEqual(dashboard["overview"]["limit_down_count"], 1)
|
||||
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
|
||||
def test_hub_quotes_used_when_rt_k_empty(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
return []
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
|
||||
|
||||
def test_hub_failure_keeps_today_error(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("数据中枢行情暂不可用")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
with self.assertRaises(TushareError) as ctx:
|
||||
self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertIn("当天盘中实时行情不可用", str(ctx.exception))
|
||||
|
||||
def test_hub_failover_is_invisible_to_website(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
|
||||
|
||||
def test_normalize_eastmoney_quote_maps_units_and_exchange(self):
|
||||
quote = _normalize_eastmoney_quote(
|
||||
{
|
||||
"f12": "600000",
|
||||
"f13": 1,
|
||||
"f14": "浦发银行",
|
||||
"f2": 10.5,
|
||||
"f5": 12.0,
|
||||
"f6": 200000000,
|
||||
"f15": 10.8,
|
||||
"f16": 10.2,
|
||||
"f17": 10.3,
|
||||
"f18": 10.0,
|
||||
"f124": 1752986700,
|
||||
}
|
||||
)
|
||||
self.assertEqual(quote["ts_code"], "600000.SH")
|
||||
self.assertEqual(quote["vol"], 1200)
|
||||
self.assertEqual(quote["close"], 10.5)
|
||||
self.assertEqual(quote["pre_close"], 10.0)
|
||||
self.assertEqual(quote["source"], "eastmoney_clist")
|
||||
|
||||
def test_parse_tencent_stock_quote_keeps_today_and_units(self):
|
||||
line = (
|
||||
'v_sz000001="51~平安银行~000001~11.73~11.70~11.66~346232~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~'
|
||||
'~20260720100500~0.03~0.26~11.79~11.65~11.73/346232/406045563~346232~40605~0.18~5.24~~11.79~11.65~1.20~'
|
||||
'2276.29~2276.31~0.49~12.87~10.53~0.95~-3076~11.73~4.43~5.34~~~0.18~40604.5563~0.0000~0~";'
|
||||
)
|
||||
quote = _parse_tencent_stock_quote(line)
|
||||
self.assertEqual(quote["ts_code"], "000001.SZ")
|
||||
self.assertEqual(quote["quote_date"], "20260720")
|
||||
self.assertEqual(quote["close"], 11.73)
|
||||
self.assertEqual(quote["pre_close"], 11.70)
|
||||
self.assertEqual(quote["vol"], 34623200)
|
||||
self.assertEqual(quote["amount"], 406050000)
|
||||
self.assertEqual(quote["source"], "tencent_qt")
|
||||
|
||||
def test_datahub_market_quotes_used_before_legacy(self):
|
||||
calls = []
|
||||
|
||||
def try_market_quotes(trade_date):
|
||||
calls.append(trade_date)
|
||||
return list(FREE_QUOTES)
|
||||
|
||||
self.client.try_market_quotes = try_market_quotes
|
||||
self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(calls, ["20260720"])
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["source"], "datahub")
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertIn("数据中枢", dashboard["meta"]["notice"])
|
||||
|
||||
def test_gateway_dashboard_uses_bound_market_quotes(self) -> None:
|
||||
from backend.data import build_data_gateway
|
||||
from backend.data.datahub.bridge import DatahubAwareTushareClient
|
||||
from backend.data.datahub.client import DatahubResponse
|
||||
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
|
||||
|
||||
quotes = [
|
||||
{
|
||||
"ts_code": item["ts_code"],
|
||||
"name": item["name"],
|
||||
"pre_close": item["pre_close"],
|
||||
"open": item["open"],
|
||||
"high": item["high"],
|
||||
"low": item["low"],
|
||||
"close": item["close"],
|
||||
"vol": item["vol"],
|
||||
"amount": item["amount"],
|
||||
"quote_date": "20260720",
|
||||
}
|
||||
for item in FREE_QUOTES
|
||||
]
|
||||
extras = [
|
||||
{
|
||||
"ts_code": f"{index:06d}.SZ",
|
||||
"name": f"X{index}",
|
||||
"pre_close": 10.0,
|
||||
"open": 10.0,
|
||||
"high": 10.2,
|
||||
"low": 9.8,
|
||||
"close": 10.1,
|
||||
"vol": 100.0,
|
||||
"amount": 1000.0,
|
||||
"quote_date": "20260720",
|
||||
}
|
||||
for index in range(10, 230)
|
||||
]
|
||||
|
||||
class QuoteHub:
|
||||
def __init__(self):
|
||||
self.calls = []
|
||||
|
||||
def query_api(self, api_name, params=None, fields=""):
|
||||
rows = FakeRealtimeClient("tok").query(api_name, params or {}, fields)
|
||||
return DatahubResponse(
|
||||
data=rows,
|
||||
meta={"source": "datahub", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
|
||||
)
|
||||
|
||||
def quotes_latest(self, **params):
|
||||
return self.get("/v1/quotes/latest", params)
|
||||
|
||||
def get(self, path, params=None):
|
||||
self.calls.append(path)
|
||||
if path == "/v1/quotes/latest":
|
||||
return DatahubResponse(
|
||||
data=quotes + extras,
|
||||
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
|
||||
)
|
||||
raise AssertionError(path)
|
||||
|
||||
datasets = {name: DatasetFlags(name) for name in DATASETS}
|
||||
datasets["quotes"] = DatasetFlags("quotes", read=True, shadow=False)
|
||||
settings = DatahubSettings(base_url="http://127.0.0.1:9", token="tok", datasets=datasets)
|
||||
gateway = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
|
||||
gateway.datahub.client = QuoteHub()
|
||||
wrapped = gateway.tushare()
|
||||
wrapped.clock = lambda: datetime(2026, 7, 20, 10, 30, tzinfo=timezone(timedelta(hours=8)))
|
||||
wrapped.realtime_aggregator = FakeFreeAggregator(fail=True)
|
||||
DatahubAwareTushareClient._realtime_reference_cache.clear()
|
||||
dashboard = wrapped.dashboard("20260720")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
|
||||
self.assertIn("/v1/quotes/latest", gateway.datahub.client.calls)
|
||||
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
|
||||
self.assertFalse(hasattr(wrapped, "_legacy"))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -5,6 +5,10 @@ import unittest
|
||||
from datetime import datetime, timedelta
|
||||
from unittest.mock import patch
|
||||
|
||||
from backend.data.providers.tushare_client import TushareError
|
||||
from backend.data.realtime import RealtimeAggregateError
|
||||
from backend.features.market.charts import ChartDataError
|
||||
from backend.features.market.service import TODAY_DAILY_UNAVAILABLE_NOTICE
|
||||
from server import DashboardService
|
||||
|
||||
|
||||
@@ -17,6 +21,10 @@ class DetailDatabaseStub:
|
||||
def list_notes(user_id, code=""):
|
||||
return []
|
||||
|
||||
@staticmethod
|
||||
def get_snapshot(trade_date):
|
||||
return {}
|
||||
|
||||
|
||||
class RealtimeClientStub:
|
||||
quote_calls = 0
|
||||
@@ -45,6 +53,18 @@ class RealtimeClientStub:
|
||||
}
|
||||
|
||||
|
||||
class DataGatewayStub:
|
||||
def __init__(self, client):
|
||||
self.client = client
|
||||
|
||||
def tushare(self):
|
||||
return self.client
|
||||
|
||||
@staticmethod
|
||||
def datahub_status():
|
||||
return {"configured": True}
|
||||
|
||||
|
||||
class FixedMarketDatetime(datetime):
|
||||
fixed_now = datetime(2026, 7, 31, 10, 30).astimezone()
|
||||
|
||||
@@ -61,6 +81,122 @@ class FixedPreopenDatetime(datetime):
|
||||
return cls.fixed_now
|
||||
|
||||
|
||||
class FixedLunchDatetime(datetime):
|
||||
fixed_now = datetime(2026, 7, 31, 11, 45).astimezone()
|
||||
|
||||
@classmethod
|
||||
def now(cls, tz=None):
|
||||
return cls.fixed_now
|
||||
|
||||
|
||||
class FixedAfterCloseDatetime(datetime):
|
||||
fixed_now = datetime(2026, 7, 31, 15, 30).astimezone()
|
||||
|
||||
@classmethod
|
||||
def now(cls, tz=None):
|
||||
return cls.fixed_now
|
||||
|
||||
|
||||
class DeniedRealtimeClientStub:
|
||||
quote_calls = 0
|
||||
|
||||
def __init__(self, token):
|
||||
self.token = token
|
||||
|
||||
@staticmethod
|
||||
def resolve_trade_context(requested_date):
|
||||
return requested_date, requested_date
|
||||
|
||||
@classmethod
|
||||
def realtime_stock_quote(cls, ts_code, reference_date=""):
|
||||
cls.quote_calls += 1
|
||||
raise TushareError("没有接口访问权限")
|
||||
|
||||
|
||||
class FreeQuoteAggregator:
|
||||
def __init__(self, quote=None, fail=False):
|
||||
self.quote = quote
|
||||
self.fail = fail
|
||||
self.tencent_calls = 0
|
||||
self.eastmoney_calls = 0
|
||||
|
||||
def tencent_stock_quote(self, code, expected_date=""):
|
||||
self.tencent_calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("tencent down")
|
||||
if self.quote and self.quote.get("source") == "eastmoney_stock":
|
||||
raise RealtimeAggregateError("tencent empty")
|
||||
if self.quote:
|
||||
return self.quote
|
||||
raise RealtimeAggregateError("tencent empty")
|
||||
|
||||
def eastmoney_stock_quote(self, code, expected_date=""):
|
||||
self.eastmoney_calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("eastmoney down")
|
||||
if self.quote and self.quote.get("source") == "eastmoney_stock":
|
||||
return self.quote
|
||||
raise RealtimeAggregateError("eastmoney empty")
|
||||
|
||||
|
||||
class IntradayChartStub:
|
||||
def __init__(self, points, previous_close=10.0, trade_date="2026-07-31"):
|
||||
self.points = points
|
||||
self.previous_close = previous_close
|
||||
self.trade_date = trade_date
|
||||
|
||||
def stock_daily(self, code, end_date, limit=90):
|
||||
raise ChartDataError("iFinD daily unavailable")
|
||||
|
||||
def stock_intraday(self, code):
|
||||
return {
|
||||
"trade_date": self.trade_date,
|
||||
"previous_close": self.previous_close,
|
||||
"points": self.points,
|
||||
}
|
||||
|
||||
|
||||
def _history_payload(code="002141"):
|
||||
yesterday = (FixedMarketDatetime.fixed_now - timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
return {
|
||||
"meta": {"trade_date": yesterday, "source": "tushare"},
|
||||
"stock": {"code": code, "name": "旧名称", "price": 10, "change": 7.1},
|
||||
"prices": [
|
||||
{
|
||||
"trade_date": yesterday,
|
||||
"open": 9.5,
|
||||
"high": 10.1,
|
||||
"low": 9.4,
|
||||
"close": 10,
|
||||
"change": 7.1,
|
||||
"volume": 100,
|
||||
"amount_billion": 1.1,
|
||||
}
|
||||
],
|
||||
"moneyflow": {},
|
||||
}
|
||||
|
||||
|
||||
def _free_quote(source="tencent_qt", **overrides):
|
||||
quote = {
|
||||
"ts_code": "002141.SZ",
|
||||
"name": "贤程科技",
|
||||
"pre_close": 10.0,
|
||||
"open": 10.2,
|
||||
"high": 10.8,
|
||||
"low": 10.1,
|
||||
"close": 10.6,
|
||||
"vol": 250000,
|
||||
"amount": 26_500_000,
|
||||
"quote_date": "20260731",
|
||||
"quote_time_epoch": int(datetime(2026, 7, 31, 10, 31).timestamp()),
|
||||
"source": source,
|
||||
"turnover_rate": 2.5,
|
||||
}
|
||||
quote.update(overrides)
|
||||
return quote
|
||||
|
||||
|
||||
class StockDetailRealtimeTests(unittest.TestCase):
|
||||
def setUp(self):
|
||||
self.service = DashboardService.__new__(DashboardService)
|
||||
@@ -68,7 +204,13 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
self.service.database = DetailDatabaseStub()
|
||||
self.service._request_context = threading.local()
|
||||
self.service._request_context.user_id = 1
|
||||
self.service.ifind = None
|
||||
self.service.realtime_aggregator = None
|
||||
self.service.chart_data = None
|
||||
self.service._market_client_override = RealtimeClientStub("datahub")
|
||||
self.service.data_gateway = DataGatewayStub(self.service._market_client_override)
|
||||
RealtimeClientStub.quote_calls = 0
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
def test_today_detail_merges_rt_quote_without_mutating_daily_cache(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
@@ -90,9 +232,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
"moneyflow": {},
|
||||
}
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime), patch(
|
||||
"backend.features.market.service.TushareClient", RealtimeClientStub
|
||||
):
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(cached, "002141", today)
|
||||
|
||||
self.assertEqual(result["meta"]["trade_date"], FixedMarketDatetime.fixed_now.strftime("%Y-%m-%d"))
|
||||
@@ -112,9 +252,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
"stock": {"code": "002141", "price": 10, "change": 1.2},
|
||||
"prices": [{"trade_date": historical, "close": 10, "change": 1.2}],
|
||||
}
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime), patch(
|
||||
"backend.features.market.service.TushareClient", RealtimeClientStub
|
||||
):
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(payload, "002141", historical)
|
||||
|
||||
self.assertEqual(result["stock"]["change"], 1.2)
|
||||
@@ -151,9 +289,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
},
|
||||
],
|
||||
}
|
||||
with patch("backend.features.market.service.datetime", FixedPreopenDatetime), patch(
|
||||
"backend.features.market.service.TushareClient", RealtimeClientStub
|
||||
):
|
||||
with patch("backend.features.market.service.datetime", FixedPreopenDatetime):
|
||||
result = self.service._prepare_stock_detail(payload, "002141", today)
|
||||
|
||||
self.assertEqual(result["meta"]["trade_date"], yesterday)
|
||||
@@ -162,6 +298,179 @@ class StockDetailRealtimeTests(unittest.TestCase):
|
||||
self.assertEqual(result["stock"]["change"], 1.2)
|
||||
self.assertEqual(RealtimeClientStub.quote_calls, 0)
|
||||
|
||||
def test_today_detail_falls_back_to_tencent_quote_when_rt_k_denied(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
aggregator = FreeQuoteAggregator(_free_quote())
|
||||
self.service.realtime_aggregator = aggregator
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
|
||||
bar = result["prices"][-1]
|
||||
self.assertEqual(bar["trade_date"], "2026-07-31")
|
||||
self.assertTrue(bar["realtime"])
|
||||
self.assertEqual(bar["open"], 10.2)
|
||||
self.assertEqual(bar["high"], 10.8)
|
||||
self.assertEqual(bar["low"], 10.1)
|
||||
self.assertEqual(bar["close"], 10.6)
|
||||
self.assertAlmostEqual(bar["change"], 6.0, places=4)
|
||||
self.assertEqual(bar["volume"], 2500)
|
||||
self.assertAlmostEqual(bar["amount_billion"], 0.265)
|
||||
self.assertEqual(len(result["prices"]), 2)
|
||||
self.assertEqual(result["meta"]["notice"], "")
|
||||
self.assertEqual(aggregator.tencent_calls, 1)
|
||||
self.assertEqual(DeniedRealtimeClientStub.quote_calls, 1)
|
||||
|
||||
def test_today_detail_falls_back_to_eastmoney_then_intraday(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
aggregator = FreeQuoteAggregator(
|
||||
_free_quote(
|
||||
"eastmoney_stock",
|
||||
ts_code="600000.SH",
|
||||
name="浦发银行",
|
||||
net_mf_amount=12,
|
||||
),
|
||||
)
|
||||
self.service.realtime_aggregator = aggregator
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload("600000"), "600000", today)
|
||||
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
|
||||
self.assertEqual(result["prices"][-1]["close"], 10.6)
|
||||
self.assertEqual(aggregator.tencent_calls, 1)
|
||||
self.assertEqual(aggregator.eastmoney_calls, 1)
|
||||
|
||||
aggregator = FreeQuoteAggregator(fail=True)
|
||||
self.service.realtime_aggregator = aggregator
|
||||
self.service.chart_data = IntradayChartStub(
|
||||
[
|
||||
{
|
||||
"date": "2026-07-31",
|
||||
"time": "09:30",
|
||||
"open": 10.1,
|
||||
"high": 10.2,
|
||||
"low": 10.0,
|
||||
"close": 10.15,
|
||||
"volume": 120,
|
||||
"amount": 121800,
|
||||
},
|
||||
{
|
||||
"date": "2026-07-31",
|
||||
"time": "10:05",
|
||||
"open": 10.15,
|
||||
"high": 10.5,
|
||||
"low": 9.9,
|
||||
"close": 10.4,
|
||||
"volume": 80,
|
||||
"amount": 83200,
|
||||
},
|
||||
]
|
||||
)
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload("300750"), "300750", today)
|
||||
|
||||
bar = result["prices"][-1]
|
||||
self.assertEqual(bar["trade_date"], "2026-07-31")
|
||||
self.assertEqual(bar["open"], 10.1)
|
||||
self.assertEqual(bar["high"], 10.5)
|
||||
self.assertEqual(bar["low"], 9.9)
|
||||
self.assertEqual(bar["close"], 10.4)
|
||||
self.assertAlmostEqual(bar["change"], 4.0, places=4)
|
||||
self.assertEqual(bar["volume"], 200)
|
||||
self.assertTrue(bar["realtime"])
|
||||
|
||||
def test_today_detail_keeps_history_when_free_sources_fail(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(fail=True)
|
||||
self.service.chart_data = IntradayChartStub([], trade_date="2026-07-30")
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-30")
|
||||
self.assertFalse(result["meta"].get("realtime", False))
|
||||
self.assertEqual(result["meta"]["notice"], TODAY_DAILY_UNAVAILABLE_NOTICE)
|
||||
self.assertEqual(len(result["prices"]), 1)
|
||||
|
||||
def test_lunch_keeps_morning_realtime_bar(self):
|
||||
today = FixedLunchDatetime.fixed_now.strftime("%Y%m%d")
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(
|
||||
_free_quote(quote_time_epoch=int(datetime(2026, 7, 31, 11, 30).timestamp()))
|
||||
)
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
with patch("backend.features.market.service.datetime", FixedLunchDatetime):
|
||||
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
|
||||
self.assertTrue(result["meta"]["realtime"])
|
||||
|
||||
def test_after_close_keeps_forming_bar_until_official_ready(self):
|
||||
today = FixedAfterCloseDatetime.fixed_now.strftime("%Y%m%d")
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(_free_quote())
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
with patch("backend.features.market.service.datetime", FixedAfterCloseDatetime):
|
||||
forming = self.service._prepare_stock_detail(_history_payload(), "002141", today)
|
||||
self.assertEqual(forming["prices"][-1]["trade_date"], "2026-07-31")
|
||||
self.assertTrue(forming["prices"][-1]["realtime"])
|
||||
|
||||
official = _history_payload()
|
||||
official["prices"].append(
|
||||
{
|
||||
"trade_date": "2026-07-31",
|
||||
"open": 10.15,
|
||||
"high": 10.9,
|
||||
"low": 10.05,
|
||||
"close": 10.7,
|
||||
"change": 7.0,
|
||||
"volume": 1800,
|
||||
"amount_billion": 0.3,
|
||||
}
|
||||
)
|
||||
RealtimeClientStub.quote_calls = 0
|
||||
self.service._market_client_override = RealtimeClientStub("datahub")
|
||||
with patch("backend.features.market.service.datetime", FixedAfterCloseDatetime):
|
||||
replaced = self.service._prepare_stock_detail(official, "002141", today)
|
||||
|
||||
self.assertEqual(replaced["prices"][-1]["close"], 10.7)
|
||||
self.assertFalse(replaced["prices"][-1].get("realtime", False))
|
||||
self.assertEqual(len(replaced["prices"]), 2)
|
||||
self.assertEqual(RealtimeClientStub.quote_calls, 0)
|
||||
|
||||
def test_same_date_bar_is_replaced_not_duplicated(self):
|
||||
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
|
||||
payload = _history_payload()
|
||||
payload["prices"].append(
|
||||
{
|
||||
"trade_date": "2026-07-31",
|
||||
"open": 10.0,
|
||||
"high": 10.1,
|
||||
"low": 9.9,
|
||||
"close": 10.05,
|
||||
"change": 0.5,
|
||||
"volume": 10,
|
||||
"amount_billion": 0.01,
|
||||
"realtime": True,
|
||||
}
|
||||
)
|
||||
self.service.realtime_aggregator = FreeQuoteAggregator(_free_quote())
|
||||
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
|
||||
DeniedRealtimeClientStub.quote_calls = 0
|
||||
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
|
||||
result = self.service._prepare_stock_detail(payload, "002141", today)
|
||||
|
||||
self.assertEqual(len(result["prices"]), 2)
|
||||
self.assertEqual(result["prices"][-1]["close"], 10.6)
|
||||
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -218,11 +218,10 @@ def build() -> dict[str, Any]:
|
||||
),
|
||||
"external_data_adapters": [
|
||||
{"provider": "tushare", "path": "backend/data/providers/tushare_client.py", "runtime_role": "stable client facade for primary deterministic market data"},
|
||||
{"provider": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "optional official EOD read path behind per-dataset flags"},
|
||||
{"provider": "ifind", "path": "backend/data/providers/ifind_client.py", "runtime_role": "realtime, charts, snapshots, enrichment"},
|
||||
{"provider": "eastmoney", "path": "backend/features/market/charts.py", "runtime_role": "display chart fallback"},
|
||||
{"provider": "eastmoney", "path": "backend/data/realtime.py", "runtime_role": "isolated realtime observation"},
|
||||
{"provider": "tencent", "path": "backend/data/realtime.py", "runtime_role": "index observation fallback"},
|
||||
{"provider": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"},
|
||||
{"provider": "ifind", "path": "xiaobai-datahub/datahub/adapters/ifind.py", "runtime_role": "licensed iFinD source inside the data hub"},
|
||||
{"provider": "eastmoney", "path": "xiaobai-datahub/datahub/adapters/eastmoney.py", "runtime_role": "free realtime quotes and shenwan inside the data hub"},
|
||||
{"provider": "tencent", "path": "xiaobai-datahub/datahub/adapters/tencent.py", "runtime_role": "free index and stock quotes inside the data hub"},
|
||||
],
|
||||
"provider_domains": [
|
||||
{"provider": "tushare", "path": "backend/data/providers/tushare_transport.py", "responsibility": "HTTP transport and provider errors"},
|
||||
@@ -240,9 +239,9 @@ def build() -> dict[str, Any]:
|
||||
{"client": "DatahubClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubBridge", "owner": "backend/data/gateway.py"},
|
||||
{"client": "DatahubAwareTushareClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "IfindHttpClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "HubIfindProxy", "owner": "backend/data/gateway.py"},
|
||||
{"client": "HubRealtimeProxy", "owner": "backend/data/gateway.py"},
|
||||
{"client": "MarketChartClient", "owner": "backend/data/gateway.py"},
|
||||
{"client": "WebRealtimeAggregator", "owner": "backend/data/gateway.py"},
|
||||
],
|
||||
"heaven_service_owners": {
|
||||
"facade": "backend/features/heaven/service.py",
|
||||
|
||||
@@ -10,4 +10,8 @@ DATAHUB_ADMIN_PASSWORD=
|
||||
# Tushare Pro token. Stored encrypted after first launch; never returned by API or admin pages.
|
||||
TUSHARE_TOKEN=
|
||||
|
||||
# Optional licensed iFinD tokens. Used only inside the hub; the website never dials 51ifind.com.
|
||||
IFIND_REFRESH_TOKEN=
|
||||
IFIND_ACCESS_TOKEN=
|
||||
|
||||
TZ=Asia/Shanghai
|
||||
|
||||
@@ -6,11 +6,12 @@
|
||||
## 做什么
|
||||
|
||||
- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
|
||||
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction
|
||||
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、limit_list_d、ths_hot/dc_hot、hm_detail、ths_daily/dc_index/sw_daily
|
||||
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、全市场快照、分时点(`/v1/quotes/latest` 不传 codes 即全市场,`/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
|
||||
- 暂存 → 校验 → 整批原子发布 → 可回滚
|
||||
- `/v1` 稳定接口(`X-Datahub-Token`)
|
||||
- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
|
||||
- 东财/腾讯/同花顺/选股宝/AKShare/iFinD 适配器位已预留,本阶段不拉实时源
|
||||
- 同花顺/选股宝/AKShare/iFinD 适配器位仍预留;东财/腾讯已接入盘中观察
|
||||
|
||||
## 单位口径(相对现站)
|
||||
|
||||
@@ -83,6 +84,16 @@ 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 +116,25 @@ 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") && $("rel-date").value) || "";
|
||||
const ds = dataset || prompt("数据集(daily / valuation / moneyflow / auction / index_daily / reference)", "daily");
|
||||
const ds = dataset || prompt("数据集(daily/valuation/moneyflow/auction/stocks→A组整批;index_daily→B组;或 reference)", "daily");
|
||||
if (!ds) return;
|
||||
const password = prompt("二次确认:输入管理密码");
|
||||
if (!password) return;
|
||||
|
||||
@@ -14,6 +14,8 @@ services:
|
||||
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
|
||||
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
|
||||
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
|
||||
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
|
||||
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
|
||||
DATAHUB_DB_PATH: /app/data/datahub.db
|
||||
DATAHUB_BACKUP_DIR: /app/data/backups
|
||||
TZ: Asia/Shanghai
|
||||
|
||||
@@ -14,14 +14,31 @@
|
||||
"list_limit_max": 5000,
|
||||
"calendar_start": "20160101",
|
||||
"index_history_trading_days": 260,
|
||||
"daily_history_trading_days": 250,
|
||||
"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": [
|
||||
|
||||
@@ -1,13 +1,13 @@
|
||||
from datahub.adapters.akshare import ADAPTER as akshare
|
||||
from datahub.adapters.eastmoney import ADAPTER as eastmoney
|
||||
from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.ifind import ADAPTER as ifind
|
||||
from datahub.adapters.tencent import ADAPTER as tencent
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.adapters.ths import ADAPTER as ths
|
||||
from datahub.adapters.xgb import ADAPTER as xgb
|
||||
|
||||
RESERVED = {
|
||||
"eastmoney": eastmoney,
|
||||
"tencent": tencent,
|
||||
"eastmoney": EastmoneyAdapter(),
|
||||
"tencent": TencentAdapter(),
|
||||
"ths": ths,
|
||||
"xgb": xgb,
|
||||
"akshare": akshare,
|
||||
|
||||
@@ -1,3 +1,501 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
from __future__ import annotations
|
||||
|
||||
ADAPTER = ReservedAdapter("eastmoney")
|
||||
import json
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.parse
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||
EASTMONEY_A_SHARE_BOARDS = (
|
||||
"m:0+t:6",
|
||||
"m:0+t:80",
|
||||
"m:1+t:2",
|
||||
"m:1+t:23",
|
||||
"m:0+t:81",
|
||||
)
|
||||
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
|
||||
EASTMONEY_MARKET_PAGE_SIZE = 100
|
||||
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
INDEX_SECIDS = {
|
||||
"000001.SH": "1.000001",
|
||||
"399001.SZ": "0.399001",
|
||||
"399006.SZ": "0.399006",
|
||||
}
|
||||
|
||||
|
||||
class EastmoneyAdapter(MarketAdapter):
|
||||
name = "eastmoney"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
if dataset in {"quotes", "quotes_latest"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
if codes:
|
||||
return self.fetch_quotes(list(codes))
|
||||
return self.fetch_market_quotes()
|
||||
if dataset in {"quotes_market", "market_quotes"}:
|
||||
return self.fetch_market_quotes()
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": "1.000001,0.399001,0.399006",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
result = []
|
||||
for row in rows:
|
||||
code = str(row.get("f12") or "")
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
|
||||
if code == "000001":
|
||||
ts_code = "000001.SH"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": row.get("f14") or code,
|
||||
"price": round4(finite_number(row.get("f2"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"previous_close": round4(finite_number(row.get("f18"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||
# Eastmoney ulist.np accepts ~60 secids per request; page remaining codes.
|
||||
secids = []
|
||||
for code in codes:
|
||||
ts = str(code or "").upper()
|
||||
symbol = ts.split(".")[0]
|
||||
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
secids.append(f"1.{symbol}")
|
||||
else:
|
||||
secids.append(f"0.{symbol}")
|
||||
if not secids:
|
||||
return []
|
||||
result: list[dict[str, Any]] = []
|
||||
for index in range(0, len(secids), 60):
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": ",".join(secids[index:index + 60]),
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
for row in rows:
|
||||
symbol = str(row.get("f12") or "")
|
||||
if not symbol:
|
||||
continue
|
||||
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous = round4(finite_number(row.get("f18")))
|
||||
quote_date = (
|
||||
datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
if epoch
|
||||
else ""
|
||||
)
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"volume": round4(finite_number(row.get("f5"))),
|
||||
"vol": round4(finite_number(row.get("f5")) * 100),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"turnover_rate": round4(finite_number(row.get("f8"))),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
return result
|
||||
|
||||
def fetch_market_quotes(self) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
board_errors: list[str] = []
|
||||
for board in EASTMONEY_A_SHARE_BOARDS:
|
||||
try:
|
||||
rows.extend(self._board_quotes(board))
|
||||
except Exception as exc:
|
||||
board_errors.append(f"{board}:{exc}")
|
||||
quotes: list[dict[str, Any]] = []
|
||||
seen: set[str] = set()
|
||||
for row in rows:
|
||||
quote = _normalize_market_quote(row)
|
||||
ts_code = str((quote or {}).get("ts_code") or "")
|
||||
if not quote or ts_code in seen:
|
||||
continue
|
||||
seen.add(ts_code)
|
||||
quotes.append(quote)
|
||||
if len(quotes) < 200:
|
||||
detail = f";{'; '.join(board_errors)}" if board_errors else ""
|
||||
raise AdapterError(f"Eastmoney market snapshot too small: {len(quotes)}{detail}")
|
||||
return quotes
|
||||
|
||||
def _board_quotes(self, board: str) -> list[dict[str, Any]]:
|
||||
first = self._market_page(board, 1)
|
||||
data = first.get("data") or {}
|
||||
rows = list(data.get("diff") or [])
|
||||
total = int(finite_number(data.get("total")) or 0)
|
||||
page_count = 1
|
||||
if total > 0:
|
||||
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
|
||||
for page in range(2, min(page_count, 40) + 1):
|
||||
payload = self._market_page(board, page)
|
||||
rows.extend(list((payload.get("data") or {}).get("diff") or []))
|
||||
return rows
|
||||
|
||||
def _market_page(self, board: str, page: int) -> dict[str, Any]:
|
||||
return self._get_json(
|
||||
EASTMONEY_CLIST_URL,
|
||||
{
|
||||
"pn": str(page),
|
||||
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
|
||||
"po": "1",
|
||||
"np": "1",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fid": "f12",
|
||||
"fs": board,
|
||||
"fields": EASTMONEY_QUOTE_FIELDS,
|
||||
},
|
||||
referer="https://quote.eastmoney.com/center/gridlist.html",
|
||||
)
|
||||
|
||||
def fetch_intraday(self, ts_code: str, date: str = "") -> dict[str, Any]:
|
||||
code = str(ts_code or "").upper()
|
||||
if code in INDEX_SECIDS:
|
||||
secid = INDEX_SECIDS[code]
|
||||
entity = "index"
|
||||
identifier = code
|
||||
elif code.startswith("BK") or code.endswith((".TI", ".SI")):
|
||||
symbol = code.split(".")[0]
|
||||
secid = f"90.{symbol}"
|
||||
entity = "board"
|
||||
identifier = symbol
|
||||
else:
|
||||
symbol = code.split(".")[0]
|
||||
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
|
||||
secid = f"{market}.{symbol}"
|
||||
entity = "stock"
|
||||
identifier = symbol
|
||||
params = {
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
}
|
||||
data: dict[str, Any] = {}
|
||||
points: list[dict[str, Any]] = []
|
||||
last_error: Exception | None = None
|
||||
for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
|
||||
try:
|
||||
payload = self._get_json(
|
||||
url,
|
||||
{**params, "ndays": ndays},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
except AdapterError as exc:
|
||||
last_error = exc
|
||||
continue
|
||||
data = payload.get("data") or {}
|
||||
parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
|
||||
points = _preferred_session(parsed, date)
|
||||
if points:
|
||||
break
|
||||
if not points:
|
||||
raise AdapterError("No intraday chart data returned") from last_error
|
||||
return {
|
||||
"entity_type": entity,
|
||||
"identifier": identifier,
|
||||
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or identifier),
|
||||
"trade_date": points[-1]["date"],
|
||||
"previous_close": round4(finite_number(data.get("preClose"))),
|
||||
"points": points,
|
||||
"source": "eastmoney_trends2",
|
||||
}
|
||||
|
||||
def fetch_shenwan_quote(self, ts_code: str) -> dict[str, Any]:
|
||||
code = str(ts_code or "").split(".")[0]
|
||||
if not code:
|
||||
raise AdapterError("Invalid Shenwan code")
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": f"90.{code}",
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
row = next((item for item in rows if item), None)
|
||||
if not row:
|
||||
raise AdapterError(f"Eastmoney Shenwan quote missing for {code}")
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous = round4(finite_number(row.get("f18")))
|
||||
if close <= 0 or previous <= 0:
|
||||
raise AdapterError(f"Eastmoney Shenwan quote empty for {code}")
|
||||
quote_time = (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
)
|
||||
return {
|
||||
"ts_code": f"{code}.SI",
|
||||
"code": f"{code}.SI",
|
||||
"name": row.get("f14") or code,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"change": round4(finite_number(row.get("f3"))),
|
||||
"pct_change": round4(finite_number(row.get("f3"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"leader": row.get("f128") or "--",
|
||||
"leader_code": row.get("f140") or "",
|
||||
"leading_pct": round4(finite_number(row.get("f136"))),
|
||||
"up_count": int(finite_number(row.get("f104")) or 0),
|
||||
"down_count": int(finite_number(row.get("f105")) or 0),
|
||||
"quote_time": quote_time,
|
||||
"trade_time": quote_time,
|
||||
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_sw",
|
||||
}
|
||||
|
||||
def fetch_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
|
||||
day = str(trade_date or "").replace("-", "")
|
||||
rows: list[dict[str, Any]] = []
|
||||
for url, limit_type in (
|
||||
("https://push2ex.eastmoney.com/getTopicZTPool", "U"),
|
||||
("https://push2ex.eastmoney.com/getTopicZBPool", "Z"),
|
||||
):
|
||||
params = {
|
||||
"ut": "7eea3edcaed734bea9cbfc24409ed989",
|
||||
"dpt": "wz.ztzt",
|
||||
"PageIndex": "0",
|
||||
"PageSize": "200",
|
||||
"sort": "fbt:asc",
|
||||
"stat": "1",
|
||||
}
|
||||
if day:
|
||||
params["date"] = day
|
||||
try:
|
||||
payload = self._get_json(url, params, referer="https://quote.eastmoney.com/")
|
||||
except AdapterError:
|
||||
continue
|
||||
pool = ((payload.get("data") or {}).get("pool") or []) if isinstance(payload.get("data"), dict) else []
|
||||
for item in pool:
|
||||
code = str(item.get("c") or item.get("code") or "")
|
||||
if not code:
|
||||
continue
|
||||
market = str(item.get("m") or item.get("market") or "")
|
||||
suffix = "SH" if market in {"1", "SH"} or code.startswith(("5", "6", "9")) else "SZ"
|
||||
first = str(item.get("fbt") or item.get("first_time") or "")
|
||||
last = str(item.get("lbt") or item.get("last_time") or "")
|
||||
rows.append(
|
||||
{
|
||||
"ts_code": f"{code}.{suffix}",
|
||||
"limit_type": limit_type,
|
||||
"first_time": first,
|
||||
"last_time": last,
|
||||
"fd_amount": item.get("fund") or item.get("fd_amount"),
|
||||
"open_times": item.get("zbc") or item.get("open_times"),
|
||||
"limit_times": item.get("lbc") or item.get("limit_times"),
|
||||
"turnover_ratio": item.get("hs") or item.get("turnover_ratio"),
|
||||
"source": "eastmoney_zt_pool",
|
||||
}
|
||||
)
|
||||
if not rows:
|
||||
raise AdapterError("Eastmoney limit pool empty")
|
||||
return rows
|
||||
|
||||
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
|
||||
request_url = f"{url}?{urllib.parse.urlencode(params)}"
|
||||
request = urllib.request.Request(
|
||||
request_url,
|
||||
headers={
|
||||
"Accept": "application/json,text/plain,*/*",
|
||||
"User-Agent": BROWSER_UA,
|
||||
"Referer": referer,
|
||||
},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
return json.loads(response.read().decode("utf-8"))
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"eastmoney request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -> list[dict[str, Any]]:
|
||||
if not points:
|
||||
return []
|
||||
want = ""
|
||||
digits = str(preferred_date or "").replace("-", "")[:8]
|
||||
if len(digits) == 8 and digits.isdigit():
|
||||
want = f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}"
|
||||
if want:
|
||||
matched = [point for point in points if str(point.get("date") or "") == want]
|
||||
if matched:
|
||||
return matched
|
||||
latest = max(str(point.get("date") or "") for point in points)
|
||||
if not latest:
|
||||
return points
|
||||
return [point for point in points if str(point.get("date") or "") == latest]
|
||||
|
||||
|
||||
def _normalize_market_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("f12") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = round4(finite_number(row.get("f2")))
|
||||
previous_close = round4(finite_number(row.get("f18")))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
market = int(finite_number(row.get("f13")) or 0)
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"pre_close": previous_close,
|
||||
"previous_close": previous_close,
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"close": close,
|
||||
"price": close,
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"vol": round4(finite_number(row.get("f5")) * 100),
|
||||
"volume": round4(finite_number(row.get("f5")) * 100),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_clist",
|
||||
}
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
text = str(raw or "")
|
||||
parts = text.split(",")
|
||||
if len(parts) < 8:
|
||||
return None
|
||||
stamp = parts[0]
|
||||
try:
|
||||
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
|
||||
except ValueError:
|
||||
return None
|
||||
close = round4(finite_number(parts[2]))
|
||||
if close <= 0:
|
||||
return None
|
||||
return {
|
||||
"time": when.strftime("%H:%M"),
|
||||
"date": when.strftime("%Y-%m-%d"),
|
||||
"open": round4(finite_number(parts[1])),
|
||||
"close": close,
|
||||
"high": round4(finite_number(parts[3])),
|
||||
"low": round4(finite_number(parts[4])),
|
||||
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
|
||||
"volume": round4(finite_number(parts[5])),
|
||||
"amount": round4(finite_number(parts[6])),
|
||||
}
|
||||
|
||||
@@ -1,3 +1,432 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
from __future__ import annotations
|
||||
|
||||
ADAPTER = ReservedAdapter("ifind")
|
||||
import copy
|
||||
import json
|
||||
import threading
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.request
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any, Callable
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
|
||||
UrlOpen = Callable[..., Any]
|
||||
|
||||
|
||||
class IfindAdapter(MarketAdapter):
|
||||
"""Licensed iFinD source used only inside the data hub."""
|
||||
|
||||
name = "ifind"
|
||||
BASE_URL = "https://quantapi.51ifind.com/api/v1"
|
||||
AUTH_ENDPOINT = "get_access_token"
|
||||
AUTH_ERROR_CODES = {-1302, -1303, -1304, -4302, -4303}
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
refresh_token: str = "",
|
||||
access_token: str = "",
|
||||
timeout: int = 15,
|
||||
urlopen: UrlOpen = urllib.request.urlopen,
|
||||
) -> None:
|
||||
self.timeout = max(3, int(timeout))
|
||||
self._urlopen = urlopen
|
||||
self._refresh_token = str(refresh_token or "").strip()
|
||||
self._access_token = str(access_token or "").strip()
|
||||
self._access_expires_at: datetime | None = None
|
||||
self._token_lock = threading.Lock()
|
||||
self._cache_lock = threading.Lock()
|
||||
self._cache: dict[str, dict[str, Any]] = {}
|
||||
|
||||
@property
|
||||
def configured(self) -> bool:
|
||||
return bool(self._refresh_token or self._access_token)
|
||||
|
||||
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
|
||||
refresh_token = str(refresh_token or "").strip()
|
||||
access_token = str(access_token or "").strip()
|
||||
with self._token_lock:
|
||||
refresh_changed = refresh_token != self._refresh_token
|
||||
self._refresh_token = refresh_token
|
||||
if access_token or refresh_changed:
|
||||
self._access_token = access_token
|
||||
self._access_expires_at = None
|
||||
if refresh_changed:
|
||||
with self._cache_lock:
|
||||
self._cache.clear()
|
||||
|
||||
def status(self) -> dict[str, Any]:
|
||||
return {
|
||||
"configured": self.configured,
|
||||
"access_ready": bool(self._access_token),
|
||||
"access_expires_at": (
|
||||
self._access_expires_at.isoformat(timespec="seconds")
|
||||
if self._access_expires_at
|
||||
else ""
|
||||
),
|
||||
}
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
if not self.configured:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": False,
|
||||
"state": "unconfigured",
|
||||
"message": "iFinD token 未配置",
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
try:
|
||||
rows = self.real_time("000001.SH", ["latest"], cache_ttl=0)
|
||||
state = "ok" if rows else "empty"
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset == "wencai":
|
||||
return self.wencai(
|
||||
str(params.get("query") or params.get("searchstring") or ""),
|
||||
str(params.get("search_type") or params.get("searchtype") or "stock"),
|
||||
int(params.get("cache_ttl") or 300),
|
||||
)
|
||||
if dataset == "snapshots":
|
||||
return self.snapshots(
|
||||
params.get("codes") or "",
|
||||
_indicators(params.get("indicators")),
|
||||
str(params.get("start_time") or ""),
|
||||
str(params.get("end_time") or ""),
|
||||
int(params.get("cache_ttl") or 8),
|
||||
)
|
||||
if dataset == "history":
|
||||
return self.history(
|
||||
params.get("codes") or "",
|
||||
_indicators(params.get("indicators") or ["close", "volume", "amount"]),
|
||||
str(params.get("start_date") or ""),
|
||||
str(params.get("end_date") or ""),
|
||||
int(params.get("cache_ttl") or 300),
|
||||
)
|
||||
if dataset == "realtime":
|
||||
return self.real_time(
|
||||
params.get("codes") or "",
|
||||
_indicators(params.get("indicators") or ["latest"]),
|
||||
int(params.get("cache_ttl") or 10),
|
||||
)
|
||||
if dataset == "intraday":
|
||||
return self.intraday(
|
||||
str(params.get("code") or params.get("codes") or ""),
|
||||
str(params.get("start_time") or ""),
|
||||
str(params.get("end_time") or ""),
|
||||
int(params.get("cache_ttl") or 20),
|
||||
)
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def real_time(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
cache_ttl: int = 10,
|
||||
) -> list[dict[str, Any]]:
|
||||
code_text = self._codes(codes)
|
||||
payload = self._request(
|
||||
"real_time_quotation",
|
||||
{"codes": code_text, "indicators": ",".join(indicators)},
|
||||
cache_key=f"rq:{code_text}:{','.join(indicators)}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def history(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_date: str,
|
||||
end_date: str,
|
||||
cache_ttl: int = 300,
|
||||
) -> list[dict[str, Any]]:
|
||||
code_text = self._codes(codes)
|
||||
payload = self._request(
|
||||
"cmd_history_quotation",
|
||||
{
|
||||
"codes": code_text,
|
||||
"indicators": ",".join(indicators),
|
||||
"startdate": self._display_date(start_date),
|
||||
"enddate": self._display_date(end_date),
|
||||
"functionpara": {"CPS": "forward1", "Fill": "Omit"},
|
||||
},
|
||||
cache_key=f"hq:{code_text}:{start_date}:{end_date}:{','.join(indicators)}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def intraday(
|
||||
self,
|
||||
code: str,
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 20,
|
||||
) -> list[dict[str, Any]]:
|
||||
indicators = ["open", "high", "low", "close", "volume", "amount", "avgPrice"]
|
||||
payload = self._request(
|
||||
"high_frequency",
|
||||
{
|
||||
"codes": self._codes(code),
|
||||
"indicators": ",".join(indicators),
|
||||
"starttime": start_time,
|
||||
"endtime": end_time,
|
||||
"functionpara": {
|
||||
"CPS": "forward1",
|
||||
"Fill": "Previous",
|
||||
"Timeformat": "LocalTime",
|
||||
"Interval": "1",
|
||||
"Limitstart": "09:30:00",
|
||||
"Limitend": "15:00:00",
|
||||
},
|
||||
},
|
||||
cache_key=f"hf:{code}:{start_time}:{end_time}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def snapshots(
|
||||
self,
|
||||
codes: str | list[str],
|
||||
indicators: list[str],
|
||||
start_time: str,
|
||||
end_time: str,
|
||||
cache_ttl: int = 8,
|
||||
) -> list[dict[str, Any]]:
|
||||
code_text = self._codes(codes)
|
||||
payload = self._request(
|
||||
"snap_shot",
|
||||
{
|
||||
"codes": code_text,
|
||||
"indicators": ",".join(indicators),
|
||||
"starttime": start_time,
|
||||
"endtime": end_time,
|
||||
},
|
||||
cache_key=f"ss:{code_text}:{start_time}:{end_time}:{','.join(indicators)}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
|
||||
normalized = " ".join(str(query or "").split())
|
||||
if not normalized:
|
||||
raise AdapterError("问财查询不能为空。")
|
||||
payload = self._request(
|
||||
"smart_stock_picking",
|
||||
{"searchstring": normalized, "searchtype": search_type},
|
||||
cache_key=f"wc:{search_type}:{normalized}",
|
||||
cache_ttl=cache_ttl,
|
||||
)
|
||||
return self._table_rows(payload)
|
||||
|
||||
def _request(
|
||||
self,
|
||||
endpoint: str,
|
||||
body: dict[str, Any],
|
||||
cache_key: str = "",
|
||||
cache_ttl: int = 0,
|
||||
) -> dict[str, Any]:
|
||||
if not self.configured:
|
||||
raise AdapterError("iFinD 尚未配置。")
|
||||
if cache_key and cache_ttl > 0:
|
||||
cached = self._cached(cache_key, cache_ttl)
|
||||
if cached is not None:
|
||||
return cached
|
||||
payload = self._post(endpoint, body, self._ensure_access_token())
|
||||
if self._is_auth_error(payload) and self._refresh_token:
|
||||
self._invalidate_access_token()
|
||||
payload = self._post(endpoint, body, self._ensure_access_token(force=True))
|
||||
self._validate_payload(payload)
|
||||
if cache_key and cache_ttl > 0:
|
||||
with self._cache_lock:
|
||||
self._cache[cache_key] = {
|
||||
"created_at": time.time(),
|
||||
"payload": copy.deepcopy(payload),
|
||||
}
|
||||
return payload
|
||||
|
||||
def _ensure_access_token(self, force: bool = False) -> str:
|
||||
with self._token_lock:
|
||||
now = datetime.now().astimezone().replace(tzinfo=None)
|
||||
token_valid = bool(self._access_token) and (
|
||||
self._access_expires_at is None
|
||||
or self._access_expires_at > now + timedelta(minutes=2)
|
||||
)
|
||||
if token_valid and not force:
|
||||
return self._access_token
|
||||
if not self._refresh_token:
|
||||
if self._access_token:
|
||||
return self._access_token
|
||||
raise AdapterError("iFinD Refresh Token 尚未配置。")
|
||||
payload = self._post(self.AUTH_ENDPOINT, {}, "", self._refresh_token)
|
||||
self._validate_payload(payload)
|
||||
data = payload.get("data") or {}
|
||||
token = str(data.get("access_token") or "").strip()
|
||||
if not token:
|
||||
raise AdapterError("iFinD 未返回 Access Token。")
|
||||
expires_at = self._parse_datetime(data.get("expired_time"))
|
||||
self._access_token = token
|
||||
self._access_expires_at = expires_at
|
||||
return token
|
||||
|
||||
def _post(
|
||||
self,
|
||||
endpoint: str,
|
||||
body: dict[str, Any],
|
||||
access_token: str,
|
||||
refresh_token: str = "",
|
||||
) -> dict[str, Any]:
|
||||
headers = {
|
||||
"Accept": "application/json",
|
||||
"Content-Type": "application/json",
|
||||
"User-Agent": "XiaobaiDatahub/1.0",
|
||||
"ifindlang": "cn",
|
||||
}
|
||||
if access_token:
|
||||
headers["access_token"] = access_token
|
||||
if refresh_token:
|
||||
headers["refresh_token"] = refresh_token
|
||||
request = urllib.request.Request(
|
||||
f"{self.BASE_URL}/{endpoint}",
|
||||
data=json.dumps(body, ensure_ascii=False, separators=(",", ":")).encode("utf-8"),
|
||||
headers=headers,
|
||||
method="POST",
|
||||
)
|
||||
try:
|
||||
with self._urlopen(request, timeout=self.timeout) as response:
|
||||
payload = json.loads(response.read().decode("utf-8"))
|
||||
except urllib.error.HTTPError as exc:
|
||||
detail = ""
|
||||
try:
|
||||
detail_payload = json.loads(exc.read().decode("utf-8", errors="replace"))
|
||||
detail = str(detail_payload.get("errmsg") or detail_payload.get("message") or "")
|
||||
except (json.JSONDecodeError, OSError):
|
||||
pass
|
||||
raise AdapterError(f"iFinD HTTP {exc.code}{f':{detail[:160]}' if detail else ''}") from exc
|
||||
except (urllib.error.URLError, TimeoutError, OSError, json.JSONDecodeError) as exc:
|
||||
raise AdapterError("iFinD 数据请求失败。") from exc
|
||||
if not isinstance(payload, dict):
|
||||
raise AdapterError("iFinD 返回格式不正确。")
|
||||
return payload
|
||||
|
||||
def _cached(self, key: str, ttl: int) -> dict[str, Any] | None:
|
||||
with self._cache_lock:
|
||||
cached = self._cache.get(key)
|
||||
if not cached:
|
||||
return None
|
||||
if time.time() - float(cached.get("created_at") or 0) > ttl:
|
||||
self._cache.pop(key, None)
|
||||
return None
|
||||
return copy.deepcopy(cached["payload"])
|
||||
|
||||
def _invalidate_access_token(self) -> None:
|
||||
with self._token_lock:
|
||||
self._access_token = ""
|
||||
self._access_expires_at = None
|
||||
|
||||
@classmethod
|
||||
def _validate_payload(cls, payload: dict[str, Any]) -> None:
|
||||
try:
|
||||
error_code = int(payload.get("errorcode") or 0)
|
||||
except (TypeError, ValueError):
|
||||
error_code = -1
|
||||
if error_code != 0:
|
||||
message = str(payload.get("errmsg") or "未知错误")
|
||||
raise AdapterError(f"iFinD 返回错误:{message[:200]}")
|
||||
|
||||
@classmethod
|
||||
def _is_auth_error(cls, payload: dict[str, Any]) -> bool:
|
||||
try:
|
||||
error_code = int(payload.get("errorcode") or 0)
|
||||
except (TypeError, ValueError):
|
||||
error_code = 0
|
||||
message = str(payload.get("errmsg") or "").casefold()
|
||||
return error_code in cls.AUTH_ERROR_CODES or "token" in message or "鉴权" in message
|
||||
|
||||
@staticmethod
|
||||
def _table_rows(payload: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
tables = payload.get("tables") or []
|
||||
if isinstance(tables, dict):
|
||||
tables = [tables]
|
||||
rows: list[dict[str, Any]] = []
|
||||
for block in tables if isinstance(tables, list) else []:
|
||||
if not isinstance(block, dict):
|
||||
continue
|
||||
table = block.get("table") or {}
|
||||
if not isinstance(table, dict):
|
||||
continue
|
||||
times = block.get("time") or []
|
||||
codes = block.get("thscode") or block.get("thscodes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [codes]
|
||||
lengths = [len(value) for value in table.values() if isinstance(value, list)]
|
||||
row_count = max(lengths or [len(times) if isinstance(times, list) else 0, 1 if table else 0])
|
||||
for index in range(row_count):
|
||||
row: dict[str, Any] = {}
|
||||
if isinstance(times, list) and index < len(times):
|
||||
row["time"] = times[index]
|
||||
if codes:
|
||||
row["thscode"] = codes[index] if index < len(codes) else codes[0]
|
||||
for field, values in table.items():
|
||||
if isinstance(values, list):
|
||||
row[field] = values[index] if index < len(values) else None
|
||||
elif index == 0:
|
||||
row[field] = values
|
||||
rows.append(row)
|
||||
return rows
|
||||
|
||||
@staticmethod
|
||||
def _codes(codes: str | list[str]) -> str:
|
||||
if isinstance(codes, list):
|
||||
values = [str(code or "").strip().upper() for code in codes]
|
||||
else:
|
||||
values = [part.strip().upper() for part in str(codes or "").split(",")]
|
||||
values = [value for value in values if value]
|
||||
if not values:
|
||||
raise AdapterError("iFinD 证券代码不能为空。")
|
||||
if len(values) > 100:
|
||||
raise AdapterError("iFinD 单次证券代码过多。")
|
||||
return ",".join(values)
|
||||
|
||||
@staticmethod
|
||||
def _display_date(value: str) -> str:
|
||||
compact = str(value or "").replace("-", "")
|
||||
if len(compact) != 8 or not compact.isdigit():
|
||||
raise AdapterError("iFinD 日期格式不正确。")
|
||||
return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
|
||||
|
||||
@staticmethod
|
||||
def _parse_datetime(value: Any) -> datetime | None:
|
||||
text = str(value or "").strip()
|
||||
if not text:
|
||||
return None
|
||||
try:
|
||||
return datetime.fromisoformat(text)
|
||||
except ValueError:
|
||||
return None
|
||||
|
||||
|
||||
def _indicators(value: Any) -> list[str]:
|
||||
if isinstance(value, list):
|
||||
return [str(item).strip() for item in value if str(item).strip()]
|
||||
return [part.strip() for part in str(value or "").split(",") if part.strip()]
|
||||
|
||||
|
||||
ADAPTER = IfindAdapter()
|
||||
|
||||
@@ -1,3 +1,218 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
from __future__ import annotations
|
||||
|
||||
ADAPTER = ReservedAdapter("tencent")
|
||||
import time
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||
TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
|
||||
TENCENT_QUOTE_BATCH = 80
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
|
||||
|
||||
class TencentAdapter(MarketAdapter):
|
||||
name = "tencent"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
if dataset in {"quotes", "quotes_latest"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
return self.fetch_quotes(list(codes))
|
||||
if dataset in {"quotes_market", "market_quotes"}:
|
||||
codes = params.get("codes") or []
|
||||
if isinstance(codes, str):
|
||||
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||
return self.fetch_quotes(list(codes))
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
request = urllib.request.Request(
|
||||
TENCENT_INDEX_URL,
|
||||
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
raw = response.read().decode("gb18030", errors="ignore")
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||
result = []
|
||||
for line in raw.splitlines():
|
||||
if '="' not in line:
|
||||
continue
|
||||
fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
continue
|
||||
code = fields[2]
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
try:
|
||||
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
|
||||
except ValueError as exc:
|
||||
raise AdapterError(f"Tencent invalid quote time for {code}") from exc
|
||||
ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": fields[1] or code,
|
||||
"price": round4(finite_number(fields[3])),
|
||||
"pct_chg": round4(finite_number(fields[32])),
|
||||
"change_amount": round4(finite_number(fields[31])),
|
||||
"open": round4(finite_number(fields[5])),
|
||||
"high": round4(finite_number(fields[33])),
|
||||
"low": round4(finite_number(fields[34])),
|
||||
"previous_close": round4(finite_number(fields[4])),
|
||||
"amount": round4(finite_number(fields[37]) * 10000),
|
||||
"quote_time_epoch": int(quote_time.timestamp()),
|
||||
"quote_time": quote_time.isoformat(timespec="seconds"),
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||
symbols: list[str] = []
|
||||
seen: set[str] = set()
|
||||
for raw in codes:
|
||||
symbol = _tencent_symbol(str(raw or ""))
|
||||
if not symbol or symbol in seen:
|
||||
continue
|
||||
seen.add(symbol)
|
||||
symbols.append(symbol)
|
||||
if not symbols:
|
||||
return []
|
||||
result: list[dict[str, Any]] = []
|
||||
errors: list[str] = []
|
||||
for index in range(0, len(symbols), TENCENT_QUOTE_BATCH):
|
||||
batch = symbols[index:index + TENCENT_QUOTE_BATCH]
|
||||
try:
|
||||
raw = self._get_text(f"{TENCENT_QUOTE_URL}{','.join(batch)}")
|
||||
except AdapterError as exc:
|
||||
errors.append(str(exc))
|
||||
continue
|
||||
for line in raw.splitlines():
|
||||
quote = _parse_tencent_stock_quote(line)
|
||||
if quote:
|
||||
result.append(quote)
|
||||
if not result:
|
||||
detail = f";{'; '.join(errors[:3])}" if errors else ""
|
||||
raise AdapterError(f"Tencent quotes empty{detail}")
|
||||
return result
|
||||
|
||||
def _get_text(self, url: str) -> str:
|
||||
request = urllib.request.Request(
|
||||
url,
|
||||
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
return response.read().decode("gb18030", errors="ignore")
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _tencent_symbol(code: str) -> str:
|
||||
raw = str(code or "").strip().upper()
|
||||
if not raw:
|
||||
return ""
|
||||
symbol = raw.split(".")[0]
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return ""
|
||||
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
return f"sh{symbol}"
|
||||
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
|
||||
return f"bj{symbol}"
|
||||
return f"sz{symbol}"
|
||||
|
||||
|
||||
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
|
||||
if '="' not in line:
|
||||
return None
|
||||
prefix, payload = line.split('="', 1)
|
||||
fields = payload.rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
return None
|
||||
symbol = str(fields[2] or "")
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = round4(finite_number(fields[3]))
|
||||
previous = round4(finite_number(fields[4]))
|
||||
if not close or not previous or close <= 0 or previous <= 0:
|
||||
return None
|
||||
marker = prefix.lower()
|
||||
if "sh" in marker:
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif "bj" in marker:
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
quote_stamp = ""
|
||||
quote_date = ""
|
||||
epoch = 0
|
||||
try:
|
||||
parsed = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
|
||||
quote_date = parsed.strftime("%Y%m%d")
|
||||
epoch = int(parsed.timestamp())
|
||||
quote_stamp = parsed.astimezone().isoformat(timespec="seconds")
|
||||
except ValueError:
|
||||
pass
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": fields[1] or symbol,
|
||||
"price": close,
|
||||
"close": close,
|
||||
"pct_chg": round4(finite_number(fields[32])),
|
||||
"change_amount": round4(finite_number(fields[31])),
|
||||
"open": round4(finite_number(fields[5])),
|
||||
"high": round4(finite_number(fields[33])),
|
||||
"low": round4(finite_number(fields[34])),
|
||||
"pre_close": previous,
|
||||
"previous_close": previous,
|
||||
"volume": round4(finite_number(fields[6]) * 100),
|
||||
"vol": round4(finite_number(fields[6]) * 100),
|
||||
"amount": round4(finite_number(fields[37]) * 10000),
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": quote_stamp,
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
|
||||
@@ -11,8 +11,12 @@ from datahub.normalize import (
|
||||
normalize_auction,
|
||||
normalize_calendar,
|
||||
normalize_daily,
|
||||
normalize_dragon_tiger,
|
||||
normalize_index_daily,
|
||||
normalize_limit_event,
|
||||
normalize_moneyflow,
|
||||
normalize_popularity,
|
||||
normalize_sector_daily,
|
||||
normalize_stock,
|
||||
normalize_valuation,
|
||||
)
|
||||
@@ -31,6 +35,29 @@ TUSHARE_FIELDS = {
|
||||
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
|
||||
),
|
||||
"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
|
||||
"limit_list_d": (
|
||||
"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
|
||||
"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times,limit_type"
|
||||
),
|
||||
"ths_hot": "ts_code,ts_name,hot,rank,pct_change,current_price,concept,data_type,trade_date",
|
||||
"dc_hot": "ts_code,ts_name,rank,pct_change,current_price,hot,concept,data_type,trade_date",
|
||||
"hm_detail": "trade_date,ts_code,ts_name,buy_amount,sell_amount,net_amount,hm_name,hm_orgs,tag",
|
||||
"hm_list": "name,desc,orgs",
|
||||
"top_list": "trade_date,ts_code,name,pct_change,reason",
|
||||
"top_inst": "trade_date,ts_code,exalter,buy,buy_rate,sell,sell_rate,net_buy,side,reason",
|
||||
"ths_index": "ts_code,name,count,exchange,list_date,type",
|
||||
"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
|
||||
"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
|
||||
"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
|
||||
"index_member_all": (
|
||||
"l1_code,l1_name,l2_code,l2_name,l3_code,l3_name,"
|
||||
"ts_code,name,in_date,out_date,is_new"
|
||||
),
|
||||
"stk_limit": "ts_code,trade_date,up_limit,down_limit",
|
||||
"suspend_d": "ts_code,suspend_date,resume_date,ann_date,suspend_reason,reason_type",
|
||||
"ths_member": "ts_code,con_code,con_name,in_date,out_date,is_new",
|
||||
"stk_mins": "ts_code,trade_time,open,close,high,low,vol,amount",
|
||||
}
|
||||
|
||||
DATASET_API = {
|
||||
@@ -42,12 +69,15 @@ DATASET_API = {
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"auction": "stk_auction",
|
||||
"limit_events": "limit_list_d",
|
||||
"popularity": "ths_hot",
|
||||
"dragon_tiger": "hm_detail",
|
||||
"sector_daily": "ths_daily",
|
||||
}
|
||||
|
||||
# Website actual index usage: market cards / 90-day charts (SH/SZ/CYB) plus
|
||||
# screener 沪深300 benchmark (lookback up to 260 trading days).
|
||||
WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
|
||||
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
||||
LIMIT_TYPES = ("U", "D", "Z")
|
||||
|
||||
|
||||
class TushareAdapter(MarketAdapter):
|
||||
@@ -85,6 +115,14 @@ class TushareAdapter(MarketAdapter):
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset == "limit_events":
|
||||
return self.fetch_limit_events(str(params.get("trade_date") or ""))
|
||||
if dataset == "popularity":
|
||||
return self.fetch_popularity(str(params.get("trade_date") or ""))
|
||||
if dataset == "dragon_tiger":
|
||||
return self.fetch_dragon_tiger(str(params.get("trade_date") or ""))
|
||||
if dataset == "sector_daily":
|
||||
return self.fetch_sector_daily(str(params.get("trade_date") or ""))
|
||||
api_name = DATASET_API.get(dataset, dataset)
|
||||
fields = TUSHARE_FIELDS.get(api_name, "")
|
||||
query_params = dict(params)
|
||||
@@ -93,10 +131,67 @@ class TushareAdapter(MarketAdapter):
|
||||
if api_name == "trade_cal" and "exchange" not in query_params:
|
||||
query_params["exchange"] = "SSE"
|
||||
if api_name == "index_daily" and "ts_code" not in query_params:
|
||||
# Caller typically loops codes; a missing code would pull nothing useful.
|
||||
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
|
||||
return self._query(api_name, query_params, fields)
|
||||
|
||||
def fetch_limit_events(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for limit_type in LIMIT_TYPES:
|
||||
part = self._query(
|
||||
"limit_list_d",
|
||||
{"trade_date": trade_date, "limit_type": limit_type},
|
||||
TUSHARE_FIELDS["limit_list_d"],
|
||||
)
|
||||
for row in part:
|
||||
row = dict(row)
|
||||
row.setdefault("limit_type", limit_type)
|
||||
rows.append(row)
|
||||
return rows
|
||||
|
||||
def fetch_popularity(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, source in (("ths_hot", "ths"), ("dc_hot", "dc")):
|
||||
for row in self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name]):
|
||||
item = dict(row)
|
||||
item["source"] = source
|
||||
item.setdefault("trade_date", trade_date)
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_dragon_tiger(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
details = self._query("hm_detail", {"trade_date": trade_date}, TUSHARE_FIELDS["hm_detail"])
|
||||
top_rows = self._query("top_list", {"trade_date": trade_date}, TUSHARE_FIELDS["top_list"])
|
||||
context = {
|
||||
str(row.get("ts_code") or ""): row
|
||||
for row in top_rows
|
||||
if str(row.get("ts_code") or "")
|
||||
}
|
||||
rows: list[dict[str, Any]] = []
|
||||
for row in details:
|
||||
item = dict(row)
|
||||
stock = context.get(str(item.get("ts_code") or ""), {})
|
||||
if item.get("pct_change") is None and stock.get("pct_change") is not None:
|
||||
item["pct_change"] = stock.get("pct_change")
|
||||
if not item.get("reason") and stock.get("reason"):
|
||||
item["reason"] = stock.get("reason")
|
||||
if not item.get("ts_name") and stock.get("name"):
|
||||
item["ts_name"] = stock.get("name")
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_sector_daily(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, family in (("ths_daily", "ths"), ("dc_index", "dc"), ("sw_daily", "sw")):
|
||||
try:
|
||||
part = self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name])
|
||||
except AdapterError:
|
||||
part = []
|
||||
for row in part:
|
||||
item = dict(row)
|
||||
item["family"] = family
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for ts_code in codes:
|
||||
@@ -104,6 +199,17 @@ class TushareAdapter(MarketAdapter):
|
||||
return rows
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if dataset in {"limit_events", "limit_list_d"}:
|
||||
return [normalize_limit_event(row) for row in rows]
|
||||
if dataset == "popularity":
|
||||
return [normalize_popularity(row, source=str(row.get("source") or "")) for row in rows]
|
||||
if dataset == "dragon_tiger":
|
||||
return [normalize_dragon_tiger(row) for row in rows]
|
||||
if dataset == "sector_daily":
|
||||
return [
|
||||
normalize_sector_daily(row, family=str(row.get("family") or "ths"))
|
||||
for row in rows
|
||||
]
|
||||
mapping = {
|
||||
"calendar": normalize_calendar,
|
||||
"trade_cal": normalize_calendar,
|
||||
@@ -148,12 +254,14 @@ class TushareAdapter(MarketAdapter):
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
result = json.loads(response.read().decode("utf-8"))
|
||||
except json.JSONDecodeError:
|
||||
raise AdapterError("Tushare returned invalid json") from None
|
||||
except (urllib.error.URLError, TimeoutError) as exc:
|
||||
raise AdapterError(f"Tushare request failed: {exc}") from exc
|
||||
if result.get("code") != 0:
|
||||
raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
|
||||
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
|
||||
raise AdapterError(f"Tushare 请求失败: {exc}") from exc
|
||||
if result.get("code") not in (0, "0", None):
|
||||
raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
|
||||
data = result.get("data") or {}
|
||||
columns = data.get("fields") or []
|
||||
return [dict(zip(columns, item)) for item in data.get("items") or []]
|
||||
items = data.get("items") or []
|
||||
fields_list = data.get("fields") or (fields.split(",") if fields else [])
|
||||
return [dict(zip(fields_list, item)) for item in items]
|
||||
|
||||
def query_raw(self, api_name: str, params: dict[str, Any], fields: str = "") -> list[dict[str, Any]]:
|
||||
return self._query(api_name, params, fields or TUSHARE_FIELDS.get(api_name, ""))
|
||||
|
||||
@@ -6,18 +6,19 @@ 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
|
||||
|
||||
|
||||
class AdminAPI:
|
||||
def __init__(self, db: HubDB, pipeline: Pipeline, scheduler: Scheduler, auth: AuthService) -> None:
|
||||
def __init__(self, db: HubDB, pipeline: Pipeline, scheduler: Scheduler, auth: AuthService, ifind: Any = None) -> None:
|
||||
self.db = db
|
||||
self.pipeline = pipeline
|
||||
self.scheduler = scheduler
|
||||
self.auth = auth
|
||||
self.ifind = ifind
|
||||
|
||||
def overview(self) -> dict[str, Any]:
|
||||
today = yyyymmdd(now_shanghai())
|
||||
@@ -39,6 +40,7 @@ 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),
|
||||
@@ -56,10 +58,26 @@ class AdminAPI:
|
||||
}
|
||||
]
|
||||
for name, adapter in RESERVED.items():
|
||||
if name == "ifind":
|
||||
live = self.ifind or adapter
|
||||
cred = self.auth.credential_status("ifind_refresh_token") or {
|
||||
"configured": bool(getattr(live, "configured", False)),
|
||||
"last4": "",
|
||||
"updated_at": "",
|
||||
}
|
||||
items.append(
|
||||
{
|
||||
"provider": name,
|
||||
"role": "licensed",
|
||||
"health": live.probe(),
|
||||
"credential": cred,
|
||||
}
|
||||
)
|
||||
continue
|
||||
items.append(
|
||||
{
|
||||
"provider": name,
|
||||
"role": "reserved",
|
||||
"role": "reserved" if name in {"ths", "xgb", "akshare"} else "free",
|
||||
"health": adapter.probe(),
|
||||
"credential": {"configured": False, "last4": "", "updated_at": ""},
|
||||
}
|
||||
@@ -77,6 +95,11 @@ class AdminAPI:
|
||||
def probe(self, provider: str) -> dict[str, Any]:
|
||||
if provider == "tushare":
|
||||
return self.pipeline.adapter.probe()
|
||||
if provider == "ifind":
|
||||
adapter = self.ifind or RESERVED.get("ifind")
|
||||
if adapter is None:
|
||||
raise ApiError("INVALID_ARGUMENT", "unknown provider: ifind")
|
||||
return adapter.probe()
|
||||
adapter = RESERVED.get(provider)
|
||||
if adapter is None:
|
||||
raise ApiError("INVALID_ARGUMENT", f"unknown provider: {provider}")
|
||||
@@ -91,8 +114,9 @@ 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": "history_backfill", "at": "manual", "title": "回补历史日历、个股日 K 与指数日 K"},
|
||||
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
|
||||
{"id": "backup", "at": "00:40", "title": "SQLite 备份"},
|
||||
],
|
||||
@@ -143,8 +167,22 @@ 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
|
||||
|
||||
@@ -15,19 +15,20 @@ from datahub.timeutil import yyyymmdd
|
||||
def main(argv: list[str] | None = None) -> int:
|
||||
parser = argparse.ArgumentParser(description="xiaobai-datahub CLI")
|
||||
sub = parser.add_subparsers(dest="command", required=True)
|
||||
history = sub.add_parser("history-backfill", help="回补 2016 年起交易日历和网站所用指数日 K")
|
||||
history = sub.add_parser("history-backfill", help="回补交易日历、个股日 K(默认 250 日)和网站所用指数日 K")
|
||||
history.add_argument("--calendar-start", default=None, help="日历起点,默认配置 calendar_start")
|
||||
history.add_argument("--index-days", type=int, default=None, help="指数回补交易日数量,默认 260")
|
||||
history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
|
||||
refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已发布数据集,仍走质量门禁)")
|
||||
history.add_argument("--daily-days", type=int, default=None, help="个股日 K 回补交易日数量,默认 250")
|
||||
history.add_argument("--force", action="store_true", help="覆盖已发布的个股日 K / 指数日期")
|
||||
refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已完整发布的一致性边界,仍走质量门禁)")
|
||||
refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
|
||||
refresh.add_argument(
|
||||
"--force", action="store_true",
|
||||
help="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")
|
||||
@@ -46,6 +47,7 @@ def main(argv: list[str] | None = None) -> int:
|
||||
result = hub.pipeline.backfill_history(
|
||||
calendar_start=args.calendar_start,
|
||||
index_days=args.index_days,
|
||||
daily_days=args.daily_days,
|
||||
force=args.force,
|
||||
)
|
||||
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
|
||||
@@ -54,26 +56,27 @@ 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)
|
||||
|
||||
@@ -0,0 +1,180 @@
|
||||
"""Extended EOD datasets beyond the first-batch A/B release groups.
|
||||
|
||||
These publish independently (soft): a failure here must not block daily/valuation
|
||||
release. Scheduler runs them after the core EOD window.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any
|
||||
|
||||
# Independent soft datasets (not part of A/B atomic groups).
|
||||
EXTENDED_SOFT_DATASETS = {
|
||||
"limit_events",
|
||||
"popularity",
|
||||
"dragon_tiger",
|
||||
"sector_daily",
|
||||
}
|
||||
|
||||
EXTENDED_SCHEMA = """
|
||||
CREATE TABLE IF NOT EXISTS eod_limit_events (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL,
|
||||
name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
|
||||
limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
|
||||
fd_amount REAL, first_time TEXT, last_time TEXT,
|
||||
open_times INTEGER, up_stat TEXT, limit_times INTEGER,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, limit_type, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_limit_events (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, limit_type TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
name TEXT, industry TEXT, close REAL, pct_chg REAL, amount REAL,
|
||||
limit_amount REAL, float_mv REAL, total_mv REAL, turnover_ratio REAL,
|
||||
fd_amount REAL, first_time TEXT, last_time TEXT,
|
||||
open_times INTEGER, up_stat TEXT, limit_times INTEGER,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, limit_type)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_popularity (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL,
|
||||
ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
|
||||
hot REAL, concept TEXT, data_type TEXT,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, source, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_popularity (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, source TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
ts_name TEXT, rank INTEGER, pct_change REAL, current_price REAL,
|
||||
hot REAL, concept TEXT, data_type TEXT,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, source)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_dragon_tiger (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL,
|
||||
ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
|
||||
hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, hm_name, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_dragon_tiger (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, hm_name TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
ts_name TEXT, buy_amount REAL, sell_amount REAL, net_amount REAL,
|
||||
hm_orgs TEXT, tag TEXT, pct_change REAL, reason TEXT,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, hm_name)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS eod_sector_daily (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL,
|
||||
name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
|
||||
pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
|
||||
batch_id TEXT NOT NULL,
|
||||
PRIMARY KEY (ts_code, trade_date, family, batch_id)
|
||||
) WITHOUT ROWID;
|
||||
|
||||
CREATE TABLE IF NOT EXISTS staging_sector_daily (
|
||||
ts_code TEXT NOT NULL, trade_date TEXT NOT NULL, family TEXT NOT NULL, batch_id TEXT NOT NULL,
|
||||
name TEXT, open REAL, high REAL, low REAL, close REAL, pre_close REAL,
|
||||
pct_change REAL, vol REAL, turnover_rate REAL, amount REAL,
|
||||
PRIMARY KEY (batch_id, ts_code, trade_date, family)
|
||||
);
|
||||
|
||||
CREATE TABLE IF NOT EXISTS sector_master (
|
||||
ts_code TEXT PRIMARY KEY,
|
||||
name TEXT,
|
||||
family TEXT NOT NULL,
|
||||
exchange TEXT,
|
||||
list_date TEXT,
|
||||
member_count INTEGER,
|
||||
type TEXT,
|
||||
updated_at TEXT NOT NULL
|
||||
);
|
||||
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_limit_date ON eod_limit_events(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_pop_date ON eod_popularity(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_lhb_date ON eod_dragon_tiger(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_eod_sector_date ON eod_sector_daily(trade_date, family, batch_id);
|
||||
"""
|
||||
|
||||
EXTENDED_DATASET_TABLES = {
|
||||
"limit_events": ("eod_limit_events", "staging_limit_events"),
|
||||
"popularity": ("eod_popularity", "staging_popularity"),
|
||||
"dragon_tiger": ("eod_dragon_tiger", "staging_dragon_tiger"),
|
||||
"sector_daily": ("eod_sector_daily", "staging_sector_daily"),
|
||||
}
|
||||
|
||||
EXTENDED_STAGING_INSERT: dict[str, tuple[str, Any]] = {
|
||||
"limit_events": (
|
||||
"INSERT INTO staging_limit_events("
|
||||
"ts_code,trade_date,limit_type,batch_id,name,industry,close,pct_chg,amount,"
|
||||
"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["limit_type"], b,
|
||||
r.get("name"), r.get("industry"), r.get("close"), r.get("pct_chg"), r.get("amount"),
|
||||
r.get("limit_amount"), r.get("float_mv"), r.get("total_mv"), r.get("turnover_ratio"),
|
||||
r.get("fd_amount"), r.get("first_time"), r.get("last_time"),
|
||||
r.get("open_times"), r.get("up_stat"), r.get("limit_times"),
|
||||
),
|
||||
),
|
||||
"popularity": (
|
||||
"INSERT INTO staging_popularity("
|
||||
"ts_code,trade_date,source,batch_id,ts_name,rank,pct_change,current_price,hot,concept,data_type) "
|
||||
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["source"], b,
|
||||
r.get("ts_name"), r.get("rank"), r.get("pct_change"), r.get("current_price"),
|
||||
r.get("hot"), r.get("concept"), r.get("data_type"),
|
||||
),
|
||||
),
|
||||
"dragon_tiger": (
|
||||
"INSERT INTO staging_dragon_tiger("
|
||||
"ts_code,trade_date,hm_name,batch_id,ts_name,buy_amount,sell_amount,net_amount,"
|
||||
"hm_orgs,tag,pct_change,reason) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["hm_name"], b,
|
||||
r.get("ts_name"), r.get("buy_amount"), r.get("sell_amount"), r.get("net_amount"),
|
||||
r.get("hm_orgs"), r.get("tag"), r.get("pct_change"), r.get("reason"),
|
||||
),
|
||||
),
|
||||
"sector_daily": (
|
||||
"INSERT INTO staging_sector_daily("
|
||||
"ts_code,trade_date,family,batch_id,name,open,high,low,close,pre_close,"
|
||||
"pct_change,vol,turnover_rate,amount) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)",
|
||||
lambda r, b: (
|
||||
r["ts_code"], r["trade_date"], r["family"], b,
|
||||
r.get("name"), r.get("open"), r.get("high"), r.get("low"), r.get("close"),
|
||||
r.get("pre_close"), r.get("pct_change"), r.get("vol"), r.get("turnover_rate"),
|
||||
r.get("amount"),
|
||||
),
|
||||
),
|
||||
}
|
||||
|
||||
EXTENDED_EOD_COPY = {
|
||||
"limit_events": (
|
||||
"INSERT OR REPLACE INTO eod_limit_events "
|
||||
"SELECT ts_code,trade_date,limit_type,name,industry,close,pct_chg,amount,"
|
||||
"limit_amount,float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times,batch_id "
|
||||
"FROM staging_limit_events WHERE batch_id = ?"
|
||||
),
|
||||
"popularity": (
|
||||
"INSERT OR REPLACE INTO eod_popularity "
|
||||
"SELECT ts_code,trade_date,source,ts_name,rank,pct_change,current_price,hot,concept,data_type,batch_id "
|
||||
"FROM staging_popularity WHERE batch_id = ?"
|
||||
),
|
||||
"dragon_tiger": (
|
||||
"INSERT OR REPLACE INTO eod_dragon_tiger "
|
||||
"SELECT ts_code,trade_date,hm_name,ts_name,buy_amount,sell_amount,net_amount,"
|
||||
"hm_orgs,tag,pct_change,reason,batch_id "
|
||||
"FROM staging_dragon_tiger WHERE batch_id = ?"
|
||||
),
|
||||
"sector_daily": (
|
||||
"INSERT OR REPLACE INTO eod_sector_daily "
|
||||
"SELECT ts_code,trade_date,family,name,open,high,low,close,pre_close,"
|
||||
"pct_change,vol,turnover_rate,amount,batch_id "
|
||||
"FROM staging_sector_daily WHERE batch_id = ?"
|
||||
),
|
||||
}
|
||||
@@ -7,9 +7,10 @@ from contextlib import contextmanager
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from datahub.datasets_ext import EXTENDED_DATASET_TABLES, EXTENDED_SCHEMA
|
||||
from datahub.timeutil import isoformat
|
||||
|
||||
SCHEMA = """
|
||||
_BASE_SCHEMA = """
|
||||
CREATE TABLE IF NOT EXISTS schema_migrations (
|
||||
version INTEGER PRIMARY KEY,
|
||||
applied_at TEXT NOT NULL
|
||||
@@ -238,6 +239,19 @@ 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,
|
||||
@@ -282,6 +296,8 @@ CREATE INDEX IF NOT EXISTS idx_eod_bars_date ON eod_bars(trade_date, batch_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_calendar_open ON trade_calendar(is_open, cal_date);
|
||||
"""
|
||||
|
||||
SCHEMA = _BASE_SCHEMA + EXTENDED_SCHEMA
|
||||
|
||||
DATASET_TABLES = {
|
||||
"daily": ("eod_bars", "staging_bars"),
|
||||
"valuation": ("eod_valuation", "staging_valuation"),
|
||||
@@ -289,6 +305,7 @@ DATASET_TABLES = {
|
||||
"auction": ("eod_auction", "staging_auction"),
|
||||
"index_daily": ("eod_index_bars", "staging_index_bars"),
|
||||
"stocks": ("eod_stocks", "staging_stocks"),
|
||||
**EXTENDED_DATASET_TABLES,
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -42,7 +42,7 @@ class HubRequestHandler(BaseHTTPRequestHandler):
|
||||
self._json({"status": "ok"}, HTTPStatus.OK)
|
||||
return
|
||||
if path.startswith("/v1/"):
|
||||
self._v1(path, parsed.query)
|
||||
self._v1(path, parsed.query, method)
|
||||
return
|
||||
if path.startswith("/admin/api/"):
|
||||
self._admin_api(method, path)
|
||||
@@ -66,11 +66,21 @@ class HubRequestHandler(BaseHTTPRequestHandler):
|
||||
LOGGER.exception("internal error")
|
||||
self._json({"error": {"code": "INTERNAL", "message": "internal error"}}, HTTPStatus.INTERNAL_SERVER_ERROR)
|
||||
|
||||
def _v1(self, path: str, query: str) -> None:
|
||||
def _v1(self, path: str, query: str, method: str = "GET") -> None:
|
||||
token = self.headers.get("X-Datahub-Token", "")
|
||||
if not self.hub.auth.check_api_token(token):
|
||||
self.hub.pipeline.audit("anonymous", "unauthorized", path, "")
|
||||
raise ApiError("UNAUTHORIZED", "missing or invalid X-Datahub-Token")
|
||||
if path == "/v1/query" and method == "POST":
|
||||
body = self._read_json(max_bytes=1_000_000)
|
||||
payload = self.hub.api.query_api(body)
|
||||
self._json(payload, HTTPStatus.OK)
|
||||
return
|
||||
if path == "/v1/credentials/ifind" and method == "POST":
|
||||
body = self._read_json()
|
||||
payload = self.hub.put_ifind_credentials(body)
|
||||
self._json(payload, HTTPStatus.OK)
|
||||
return
|
||||
payload = self.hub.api.handle(path, parse_query(query))
|
||||
self._json(payload, HTTPStatus.OK)
|
||||
|
||||
@@ -184,11 +194,11 @@ class HubRequestHandler(BaseHTTPRequestHandler):
|
||||
self.end_headers()
|
||||
self.wfile.write(content)
|
||||
|
||||
def _read_json(self, allow_empty: bool = False) -> dict[str, Any]:
|
||||
def _read_json(self, allow_empty: bool = False, max_bytes: int = 65536) -> dict[str, Any]:
|
||||
length = int(self.headers.get("Content-Length", "0") or 0)
|
||||
if length == 0 and allow_empty:
|
||||
return {}
|
||||
if length <= 0 or length > 65536:
|
||||
if length <= 0 or length > max_bytes:
|
||||
raise ValueError("请求内容为空或过大")
|
||||
raw = self.rfile.read(length)
|
||||
try:
|
||||
|
||||
@@ -1,7 +1,9 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from pathlib import Path
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.ifind import IfindAdapter
|
||||
from datahub.adapters.tushare import TushareAdapter
|
||||
from datahub.admin_api import AdminAPI
|
||||
from datahub.auth import AuthService
|
||||
@@ -28,7 +30,16 @@ class Hub:
|
||||
if settings.tushare_token:
|
||||
self.auth.store_credential("tushare_token", settings.tushare_token)
|
||||
token = settings.tushare_token
|
||||
refresh = settings.ifind_refresh_token or self.auth.load_credential("ifind_refresh_token") or ""
|
||||
access = settings.ifind_access_token or self.auth.load_credential("ifind_access_token") or ""
|
||||
if settings.ifind_refresh_token:
|
||||
self.auth.store_credential("ifind_refresh_token", settings.ifind_refresh_token)
|
||||
refresh = settings.ifind_refresh_token
|
||||
if settings.ifind_access_token:
|
||||
self.auth.store_credential("ifind_access_token", settings.ifind_access_token)
|
||||
access = settings.ifind_access_token
|
||||
self.adapter = adapter or TushareAdapter(token)
|
||||
self.ifind = IfindAdapter(refresh, access)
|
||||
self.pipeline = Pipeline(
|
||||
self.db,
|
||||
self.adapter,
|
||||
@@ -38,10 +49,21 @@ class Hub:
|
||||
)
|
||||
self.lkg = LastKnownGood(self.db)
|
||||
self.scheduler = Scheduler(self.db, self.pipeline)
|
||||
self.api = V1API(self.db, self.pipeline, settings)
|
||||
self.admin = AdminAPI(self.db, self.pipeline, self.scheduler, self.auth)
|
||||
self.api = V1API(self.db, self.pipeline, settings, ifind=self.ifind)
|
||||
self.admin = AdminAPI(self.db, self.pipeline, self.scheduler, self.auth, ifind=self.ifind)
|
||||
self.static_dir = Path(__file__).resolve().parents[1] / "admin"
|
||||
|
||||
def put_ifind_credentials(self, body: dict[str, Any] | None) -> dict[str, Any]:
|
||||
from datahub.serving import envelope
|
||||
|
||||
payload = dict(body or {})
|
||||
refresh = str(payload.get("ifind_refresh_token") or "").strip()
|
||||
access = str(payload.get("ifind_access_token") or "").strip()
|
||||
self.auth.store_credential("ifind_refresh_token", refresh)
|
||||
self.auth.store_credential("ifind_access_token", access)
|
||||
self.ifind.set_credentials(refresh, access)
|
||||
return envelope(self.ifind.status(), {"source": "ifind"})
|
||||
|
||||
def start(self) -> None:
|
||||
if self.settings.scheduler_enabled:
|
||||
self.scheduler.start()
|
||||
|
||||
@@ -12,6 +12,7 @@ from datahub.timeutil import isoformat
|
||||
_SECRET_KEYS = (
|
||||
"token", "password", "secret", "key", "authorization", "credential",
|
||||
"tushare_token", "datahub_token", "encryption_key", "cookie",
|
||||
"ifind", "refresh_token", "access_token",
|
||||
)
|
||||
_SECRET_JSON = re.compile(
|
||||
r'(?i)("(?:' + "|".join(re.escape(key) for key in _SECRET_KEYS) + r')"\s*:\s*")([^"\\]*(?:\\.[^"\\]*)*)(")'
|
||||
|
||||
@@ -156,6 +156,95 @@ def normalize_stock(row: dict[str, Any]) -> dict[str, Any]:
|
||||
}
|
||||
|
||||
|
||||
def normalize_limit_event(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""limit_list_d. float_mv/total_mv/limit_amount are 万元 → yuan; amount/fd_amount already yuan."""
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"limit_type": str(row.get("limit_type") or "").strip().upper() or "U",
|
||||
"name": str(row.get("name") or "").strip() or None,
|
||||
"industry": str(row.get("industry") or "").strip() or None,
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pct_chg": round4(finite_number(row.get("pct_chg"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
"limit_amount": round4(_scale(row.get("limit_amount"), AMOUNT_WAN_YUAN)),
|
||||
"float_mv": round4(_scale(row.get("float_mv"), AMOUNT_WAN_YUAN)),
|
||||
"total_mv": round4(_scale(row.get("total_mv"), AMOUNT_WAN_YUAN)),
|
||||
"turnover_ratio": round4(finite_number(row.get("turnover_ratio"))),
|
||||
"fd_amount": round4(finite_number(row.get("fd_amount"))),
|
||||
"first_time": str(row.get("first_time") or "").strip() or None,
|
||||
"last_time": str(row.get("last_time") or "").strip() or None,
|
||||
"open_times": _optional_int(row.get("open_times")),
|
||||
"up_stat": str(row.get("up_stat") or "").strip() or None,
|
||||
"limit_times": _optional_int(row.get("limit_times")),
|
||||
}
|
||||
|
||||
|
||||
def normalize_popularity(row: dict[str, Any], source: str = "") -> dict[str, Any]:
|
||||
src = str(source or row.get("source") or "").strip().lower() or "ths"
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"source": src,
|
||||
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
|
||||
"rank": _optional_int(row.get("rank")),
|
||||
"pct_change": round4(
|
||||
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
|
||||
),
|
||||
"current_price": round4(finite_number(row.get("current_price") or row.get("price"))),
|
||||
"hot": round4(finite_number(row.get("hot"))),
|
||||
"concept": str(row.get("concept") or "").strip() or None,
|
||||
"data_type": str(row.get("data_type") or "").strip() or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_dragon_tiger(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""hm_detail amounts are 万元 → yuan."""
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"hm_name": str(row.get("hm_name") or "未命名游资").strip() or "未命名游资",
|
||||
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
|
||||
"buy_amount": round4(_scale(row.get("buy_amount"), AMOUNT_WAN_YUAN)),
|
||||
"sell_amount": round4(_scale(row.get("sell_amount"), AMOUNT_WAN_YUAN)),
|
||||
"net_amount": round4(_scale(row.get("net_amount"), AMOUNT_WAN_YUAN)),
|
||||
"hm_orgs": str(row.get("hm_orgs") or "").strip() or None,
|
||||
"tag": str(row.get("tag") or "").strip() or None,
|
||||
"pct_change": round4(finite_number(row.get("pct_change"))),
|
||||
"reason": str(row.get("reason") or "").strip() or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_sector_daily(row: dict[str, Any], family: str = "ths") -> dict[str, Any]:
|
||||
fam = str(family or row.get("family") or "ths").strip().lower()
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"family": fam,
|
||||
"name": str(row.get("name") or "").strip() or None,
|
||||
"open": round4(finite_number(row.get("open"))),
|
||||
"high": round4(finite_number(row.get("high"))),
|
||||
"low": round4(finite_number(row.get("low"))),
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pre_close": round4(finite_number(row.get("pre_close"))),
|
||||
"pct_change": round4(
|
||||
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
|
||||
),
|
||||
"vol": round4(finite_number(row.get("vol"))),
|
||||
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
}
|
||||
|
||||
|
||||
def _optional_int(value: Any) -> int | None:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return int(float(value))
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
|
||||
if price is None:
|
||||
return None
|
||||
@@ -184,6 +273,11 @@ NORMALIZERS = {
|
||||
"calendar": normalize_calendar,
|
||||
"stock_basic": normalize_stock,
|
||||
"stocks": normalize_stock,
|
||||
"limit_events": normalize_limit_event,
|
||||
"limit_list_d": normalize_limit_event,
|
||||
"popularity": normalize_popularity,
|
||||
"dragon_tiger": normalize_dragon_tiger,
|
||||
"sector_daily": normalize_sector_daily,
|
||||
}
|
||||
|
||||
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,417 @@
|
||||
"""Provisional (盘中观察) serving: quotes, index quotes, intraday points.
|
||||
|
||||
Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import hashlib
|
||||
import json
|
||||
import time
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.codes import resolve_code
|
||||
from datahub.db import HubDB
|
||||
from datahub.governance.lkg import LastKnownGood
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
QUOTE_TTL = 60
|
||||
INDEX_TTL = 60
|
||||
INTRADAY_TTL = 20
|
||||
QUOTE_BATCH = 60
|
||||
|
||||
|
||||
class RealtimeApiError(RuntimeError):
|
||||
def __init__(self, code: str, message: str) -> None:
|
||||
super().__init__(message)
|
||||
self.code = code
|
||||
self.message = message
|
||||
|
||||
|
||||
def _envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
|
||||
from datahub import SCHEMA_VERSION
|
||||
|
||||
return {"schema_version": SCHEMA_VERSION, "data": data, "meta": meta}
|
||||
|
||||
|
||||
def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
|
||||
cache_key = "indexes:quotes"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
eastmoney = EastmoneyAdapter()
|
||||
try:
|
||||
rows = eastmoney.fetch_indices()
|
||||
source = "eastmoney:ulist"
|
||||
except Exception:
|
||||
rows = TencentAdapter().fetch_indices()
|
||||
source = "tencent:qt"
|
||||
if len(rows) < 3:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", "index quotes incomplete")
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INDEX_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_market_quotes(db: HubDB) -> dict[str, Any]:
|
||||
cache_key = "quotes:market"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
errors: list[str] = []
|
||||
rows: list[dict[str, Any]] = []
|
||||
source = ""
|
||||
try:
|
||||
rows = EastmoneyAdapter().fetch_market_quotes()
|
||||
source = "eastmoney:clist"
|
||||
except Exception as exc:
|
||||
errors.append(f"eastmoney:{exc}")
|
||||
try:
|
||||
listed = _listed_ts_codes(db)
|
||||
if not listed:
|
||||
raise AdapterError("no local stock master for tencent market snapshot")
|
||||
rows = TencentAdapter().fetch_quotes(listed)
|
||||
if len(rows) < 200:
|
||||
raise AdapterError(f"Tencent market snapshot too small: {len(rows)}")
|
||||
source = "tencent:qt"
|
||||
except Exception as backup_exc:
|
||||
errors.append(f"tencent:{backup_exc}")
|
||||
recovered = _load_quotes_lkg(db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise RealtimeApiError(
|
||||
"SOURCE_UNAVAILABLE",
|
||||
"market quotes unavailable: " + ";".join(errors),
|
||||
) from backup_exc
|
||||
payload = _quote_payload(rows, source, scope="market")
|
||||
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
|
||||
if not codes:
|
||||
return fetch_market_quotes(db)
|
||||
resolved: list[str] = []
|
||||
seen: set[str] = set()
|
||||
for code in codes:
|
||||
item = resolve_code(db, code) or _guess_ts_code(code)
|
||||
if item and item not in seen:
|
||||
seen.add(item)
|
||||
resolved.append(item)
|
||||
if not resolved:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
|
||||
digest = hashlib.sha1(",".join(sorted(resolved)).encode("utf-8")).hexdigest()
|
||||
cache_key = f"quotes:{digest}:{len(resolved)}"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
minimum = max(1, int(len(resolved) * 0.5))
|
||||
errors: list[str] = []
|
||||
rows: list[dict[str, Any]] = []
|
||||
source = ""
|
||||
try:
|
||||
rows = _eastmoney_named_quotes(resolved)
|
||||
if len(rows) < minimum:
|
||||
raise AdapterError(f"Eastmoney named quotes too small: {len(rows)}/{len(resolved)}")
|
||||
source = "eastmoney:ulist"
|
||||
except Exception as exc:
|
||||
errors.append(f"eastmoney:{exc}")
|
||||
try:
|
||||
rows = TencentAdapter().fetch_quotes(resolved)
|
||||
if len(rows) < minimum:
|
||||
raise AdapterError(f"Tencent named quotes too small: {len(rows)}/{len(resolved)}")
|
||||
source = "tencent:qt"
|
||||
except Exception as backup_exc:
|
||||
errors.append(f"tencent:{backup_exc}")
|
||||
recovered = _load_quotes_lkg(db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise RealtimeApiError(
|
||||
"SOURCE_UNAVAILABLE",
|
||||
"quotes unavailable: " + ";".join(errors),
|
||||
) from backup_exc
|
||||
payload = _quote_payload(rows, source)
|
||||
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_sector_quote(db: HubDB, code: str, expected_date: str = "") -> dict[str, Any]:
|
||||
ts_code = str(code or "").strip().upper()
|
||||
if ts_code.isdigit():
|
||||
ts_code = f"{ts_code}.SI"
|
||||
cache_key = f"sector:{ts_code}"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
errors: list[str] = []
|
||||
try:
|
||||
row = EastmoneyAdapter().fetch_shenwan_quote(ts_code)
|
||||
source = str(row.get("source") or "eastmoney_sw")
|
||||
except Exception as exc:
|
||||
errors.append(f"eastmoney:{exc}")
|
||||
recovered = _load_quotes_lkg(db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise RealtimeApiError(
|
||||
"SOURCE_UNAVAILABLE",
|
||||
"sector quote unavailable: " + ";".join(errors),
|
||||
) from exc
|
||||
want = str(expected_date or "").replace("-", "")[:8]
|
||||
quote_date = str(row.get("quote_date") or "")
|
||||
if want and quote_date and quote_date != want:
|
||||
recovered = _load_quotes_lkg(db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"sector quote date {quote_date} != {want}")
|
||||
payload = _envelope(
|
||||
row,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": quote_date or yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INDEX_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_limit_pool(db: HubDB, trade_date: str = "") -> dict[str, Any]:
|
||||
day = yyyymmdd(trade_date or now_shanghai())
|
||||
cache_key = f"limit-pool:{day}"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
try:
|
||||
rows = EastmoneyAdapter().fetch_limit_pool(day)
|
||||
source = "eastmoney:zt_pool"
|
||||
except Exception as exc:
|
||||
recovered = _load_quotes_lkg(db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"limit pool unavailable: {exc}") from exc
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": day,
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def _eastmoney_named_quotes(codes: list[str]) -> list[dict[str, Any]]:
|
||||
adapter = EastmoneyAdapter()
|
||||
rows: list[dict[str, Any]] = []
|
||||
for index in range(0, len(codes), QUOTE_BATCH):
|
||||
rows.extend(adapter.fetch_quotes(codes[index:index + QUOTE_BATCH]))
|
||||
return rows
|
||||
|
||||
|
||||
def _listed_ts_codes(db: HubDB) -> list[str]:
|
||||
try:
|
||||
rows = db.fetchall(
|
||||
"SELECT ts_code FROM stock_master WHERE list_status = 'L' ORDER BY ts_code"
|
||||
)
|
||||
except Exception:
|
||||
return []
|
||||
return [str(row.get("ts_code") or "") for row in rows if row.get("ts_code")]
|
||||
|
||||
|
||||
def _quote_payload(
|
||||
rows: list[dict[str, Any]],
|
||||
source: str,
|
||||
scope: str = "",
|
||||
) -> dict[str, Any]:
|
||||
meta: dict[str, Any] = {
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
"failover": source.startswith("tencent"),
|
||||
"delay_notice": "",
|
||||
}
|
||||
if scope:
|
||||
meta["scope"] = scope
|
||||
return _envelope(rows, meta)
|
||||
|
||||
|
||||
def _load_quotes_lkg(db: HubDB, cache_key: str) -> dict[str, Any] | None:
|
||||
store = LastKnownGood(db)
|
||||
item = store.load(cache_key)
|
||||
payload = item.get("payload") if item else None
|
||||
if not isinstance(payload, dict):
|
||||
return None
|
||||
data = payload.get("data")
|
||||
if not isinstance(data, list) or not data:
|
||||
return None
|
||||
stamped = dict(payload)
|
||||
meta = dict(stamped.get("meta") or {})
|
||||
stored = str((item or {}).get("stored_at") or "")
|
||||
try:
|
||||
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
|
||||
except Exception:
|
||||
age = QUOTE_TTL
|
||||
meta["stale"] = True
|
||||
meta["staleness_seconds"] = age
|
||||
meta["delay_notice"] = f"主备免费行情均暂不可用,显示 {age} 秒前的真实快照"
|
||||
meta["lkg_source"] = str((item or {}).get("source") or meta.get("source") or "")
|
||||
stamped["meta"] = meta
|
||||
return stamped
|
||||
|
||||
|
||||
def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
|
||||
ts_code = resolve_code(db, code) or _guess_ts_code(code)
|
||||
if not ts_code:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||
cache_key = f"intraday:{ts_code}:{date or 'today'}"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
payload_data = adapter.fetch_intraday(ts_code, date)
|
||||
source = "eastmoney:trends2"
|
||||
except Exception as exc:
|
||||
recovered = _load_intraday_lkg(db, ts_code, date)
|
||||
if recovered is None:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
|
||||
return recovered
|
||||
payload = _envelope(
|
||||
payload_data,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(payload_data.get("trade_date") or date or now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INTRADAY_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def _load_intraday_lkg(db: HubDB, ts_code: str, date: str = "") -> dict[str, Any] | None:
|
||||
store = LastKnownGood(db)
|
||||
keys = [f"intraday:{ts_code}:{date or 'today'}"]
|
||||
if date:
|
||||
keys.append(f"intraday:{ts_code}:today")
|
||||
for key in keys:
|
||||
item = store.load(key)
|
||||
payload = _lkg_payload(item)
|
||||
if payload is not None:
|
||||
return payload
|
||||
row = db.fetchone(
|
||||
"SELECT * FROM last_known_good WHERE cache_key LIKE ? ORDER BY stored_at DESC LIMIT 1",
|
||||
(f"intraday:{ts_code}:%",),
|
||||
)
|
||||
if not row:
|
||||
return None
|
||||
try:
|
||||
raw = json.loads(row["payload"])
|
||||
except json.JSONDecodeError:
|
||||
return None
|
||||
return _mark_stale(raw) if isinstance(raw, dict) else None
|
||||
|
||||
|
||||
def _lkg_payload(item: dict[str, Any] | None) -> dict[str, Any] | None:
|
||||
if not item:
|
||||
return None
|
||||
payload = item.get("payload")
|
||||
return _mark_stale(payload) if isinstance(payload, dict) else None
|
||||
|
||||
|
||||
def _mark_stale(payload: dict[str, Any]) -> dict[str, Any] | None:
|
||||
data = payload.get("data")
|
||||
if not isinstance(data, dict) or not data.get("points"):
|
||||
return None
|
||||
stamped = dict(payload)
|
||||
meta = dict(stamped.get("meta") or {})
|
||||
meta["stale"] = True
|
||||
stamped["meta"] = meta
|
||||
return stamped
|
||||
|
||||
|
||||
def _guess_ts_code(code: str) -> str | None:
|
||||
raw = str(code or "").strip().upper()
|
||||
if "." in raw:
|
||||
return raw
|
||||
if len(raw) == 6 and raw.isdigit():
|
||||
if raw.startswith(("5", "6", "9")):
|
||||
return f"{raw}.SH"
|
||||
return f"{raw}.SZ"
|
||||
return None
|
||||
|
||||
|
||||
def _read_cache(db: HubDB, cache_key: str) -> dict[str, Any] | None:
|
||||
row = db.fetchone("SELECT * FROM rt_cache WHERE cache_key = ?", (cache_key,))
|
||||
if not row:
|
||||
return None
|
||||
expires = str(row.get("expires_at") or "")
|
||||
now = isoformat(now_shanghai())
|
||||
if expires and expires < now:
|
||||
return None
|
||||
try:
|
||||
payload = json.loads(row["payload"])
|
||||
except json.JSONDecodeError:
|
||||
return None
|
||||
if isinstance(payload, dict) and isinstance(payload.get("meta"), dict):
|
||||
stored = str(row.get("stored_at") or "")
|
||||
try:
|
||||
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
|
||||
except Exception:
|
||||
age = 0
|
||||
payload["meta"]["staleness_seconds"] = age
|
||||
payload["meta"]["stale"] = age > QUOTE_TTL
|
||||
return payload
|
||||
|
||||
|
||||
def _write_cache(db: HubDB, cache_key: str, payload: dict[str, Any], ttl: int, source: str) -> None:
|
||||
from datetime import timedelta
|
||||
|
||||
now = now_shanghai()
|
||||
stored = isoformat(now)
|
||||
expires = isoformat(now + timedelta(seconds=ttl))
|
||||
db.execute(
|
||||
"""
|
||||
INSERT INTO rt_cache(cache_key, payload, source, stored_at, expires_at)
|
||||
VALUES (?,?,?,?,?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source,
|
||||
stored_at=excluded.stored_at, expires_at=excluded.expires_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored, expires),
|
||||
)
|
||||
db.execute(
|
||||
"""
|
||||
INSERT INTO last_known_good(cache_key, payload, source, stored_at)
|
||||
VALUES (?,?,?,?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source, stored_at=excluded.stored_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored),
|
||||
)
|
||||
@@ -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()
|
||||
|
||||
@@ -48,7 +64,12 @@ class Scheduler:
|
||||
"precheck": self._precheck,
|
||||
"eod_a": self._eod_a,
|
||||
"eod_b": self._eod_b,
|
||||
"eod_c": self._eod_c,
|
||||
"eod_d": self._eod_d,
|
||||
"eod_e": self._eod_e,
|
||||
"eod_f": self._eod_f,
|
||||
"eod_retry": self._eod_retry,
|
||||
"eod_revise": self._eod_revise,
|
||||
"stocks_refresh": self._stocks_refresh,
|
||||
"cleanup": self._cleanup,
|
||||
"backup": self._backup,
|
||||
@@ -87,6 +108,10 @@ class Scheduler:
|
||||
("precheck", time(8, 45)),
|
||||
("eod_a", time(15, 5)),
|
||||
("eod_b", time(15, 10)),
|
||||
("eod_c", time(16, 40)),
|
||||
("eod_d", time(16, 45)),
|
||||
("eod_e", time(15, 20)),
|
||||
("eod_f", time(22, 40)),
|
||||
("cleanup", time(0, 30)),
|
||||
("backup", time(0, 40)),
|
||||
]
|
||||
@@ -99,7 +124,10 @@ class Scheduler:
|
||||
key = (job_id, day, at.strftime("%H%M"))
|
||||
if key in self._fired:
|
||||
continue
|
||||
if job_id in {"eod_a", "eod_b", "stocks_refresh"} and not open_day:
|
||||
if job_id not in self.jobs:
|
||||
self._fired.add(key)
|
||||
continue
|
||||
if job_id in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"} and not open_day:
|
||||
self._fired.add(key)
|
||||
continue
|
||||
self._fired.add(key)
|
||||
@@ -110,7 +138,7 @@ class Scheduler:
|
||||
try:
|
||||
self.run_job(job_id, day)
|
||||
except Exception:
|
||||
if job_id not in {"eod_a", "eod_b", "stocks_refresh"}:
|
||||
if job_id not in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"}:
|
||||
raise
|
||||
# Keep the tick alive; evening retries take over.
|
||||
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
|
||||
@@ -118,6 +146,8 @@ 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
|
||||
|
||||
# ------------------------------------------------------------------
|
||||
@@ -176,6 +206,12 @@ class Scheduler:
|
||||
LOGGER.warning("eod retry failed for %s", day, exc_info=True)
|
||||
ran.append("eod_retry")
|
||||
self._settle_eod(day)
|
||||
if "eod_e" in self.jobs and not self.pipeline.extended_publication_complete("sector_daily", day):
|
||||
try:
|
||||
self.run_job("eod_e", day)
|
||||
ran.append("eod_e")
|
||||
except Exception:
|
||||
LOGGER.exception("sector_daily retry failed for %s", day)
|
||||
return ran
|
||||
|
||||
def _settle_eod(self, day: str) -> None:
|
||||
@@ -219,6 +255,201 @@ 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
|
||||
@@ -317,9 +548,24 @@ class Scheduler:
|
||||
def _eod_b(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_b(trade_date)
|
||||
|
||||
def _eod_c(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_c(trade_date)
|
||||
|
||||
def _eod_d(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_d(trade_date)
|
||||
|
||||
def _eod_e(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_e(trade_date)
|
||||
|
||||
def _eod_f(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_batch_f(trade_date)
|
||||
|
||||
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
||||
return self.pipeline.run_eod_missing(trade_date)
|
||||
|
||||
def _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)
|
||||
|
||||
|
||||
@@ -50,10 +50,11 @@ def envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
|
||||
|
||||
|
||||
class V1API:
|
||||
def __init__(self, db: HubDB, pipeline: Pipeline, settings: Settings) -> None:
|
||||
def __init__(self, db: HubDB, pipeline: Pipeline, settings: Settings, ifind: Any = None) -> None:
|
||||
self.db = db
|
||||
self.pipeline = pipeline
|
||||
self.settings = settings
|
||||
self.ifind = ifind
|
||||
|
||||
def handle(self, path: str, query: dict[str, list[str]]) -> dict[str, Any]:
|
||||
q = {key: values[-1] if values else "" for key, values in query.items()}
|
||||
@@ -73,12 +74,60 @@ class V1API:
|
||||
return self.moneyflow(q)
|
||||
if path == "/v1/auction":
|
||||
return self.auction(q)
|
||||
if path == "/v1/limit-events":
|
||||
return self.limit_events(q)
|
||||
if path == "/v1/popularity":
|
||||
return self.popularity(q)
|
||||
if path == "/v1/dragon-tiger":
|
||||
return self.dragon_tiger(q)
|
||||
if path == "/v1/sectors":
|
||||
return self.sectors(q)
|
||||
if path == "/v1/quotes/latest":
|
||||
return self.quotes_latest(q)
|
||||
if path == "/v1/indexes/quotes":
|
||||
return self.index_quotes(q)
|
||||
if path == "/v1/intraday/points":
|
||||
return self.intraday_points(q)
|
||||
if path == "/v1/sectors/quote":
|
||||
return self.sector_quote(q)
|
||||
if path == "/v1/limit-pool":
|
||||
return self.limit_pool(q)
|
||||
if path == "/v1/query":
|
||||
return self.query_api(q)
|
||||
if path == "/v1/datasets/status":
|
||||
return self.dataset_status(q.get("date") or "")
|
||||
if path == "/v1/batches":
|
||||
return self.batches(q.get("date") or "", q.get("dataset") or "")
|
||||
raise ApiError("INVALID_ARGUMENT", f"unknown endpoint: {path}")
|
||||
|
||||
def query_api(self, body: dict[str, Any]) -> dict[str, Any]:
|
||||
from datahub.steward import steward_query
|
||||
|
||||
payload = dict(body or {})
|
||||
raw_params = payload.get("params")
|
||||
if isinstance(raw_params, str):
|
||||
payload["params"] = _parse_json(raw_params) or {}
|
||||
return steward_query(self, payload)
|
||||
|
||||
def sector_quote(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_sector_quote
|
||||
|
||||
code = str(q.get("code") or q.get("ts_code") or "").strip()
|
||||
if not code:
|
||||
raise ApiError("INVALID_ARGUMENT", "code is required")
|
||||
try:
|
||||
return fetch_sector_quote(self.db, code, str(q.get("date") or ""))
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def limit_pool(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_limit_pool
|
||||
|
||||
try:
|
||||
return fetch_limit_pool(self.db, str(q.get("date") or q.get("trade_date") or ""))
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def health(self) -> dict[str, Any]:
|
||||
today = yyyymmdd(now_shanghai())
|
||||
cal = self.db.fetchone(
|
||||
@@ -87,12 +136,18 @@ class V1API:
|
||||
)
|
||||
is_open = bool(cal and cal["is_open"] == 1)
|
||||
sources = self.db.fetchall("SELECT * FROM src_health")
|
||||
ifind = getattr(self, "ifind", None)
|
||||
ifind_status = ifind.status() if ifind is not None else {"configured": False}
|
||||
return envelope(
|
||||
{
|
||||
"status": "ok",
|
||||
"session_phase": session_phase(now_shanghai(), is_open),
|
||||
"trade_date": today,
|
||||
"is_open_day": is_open,
|
||||
"ifind": {
|
||||
"configured": bool(ifind_status.get("configured")),
|
||||
"access_ready": bool(ifind_status.get("access_ready")),
|
||||
},
|
||||
"sources": [
|
||||
{
|
||||
"provider": row["provider"],
|
||||
@@ -197,9 +252,82 @@ class V1API:
|
||||
def auction(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(dataset="auction", table="eod_auction", q=q, source="tushare:stk_auction")
|
||||
|
||||
def limit_events(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="limit_events",
|
||||
table="eod_limit_events",
|
||||
q=q,
|
||||
source="tushare:limit_list_d",
|
||||
extra_filters={"limit_type": q.get("limit_type") or ""},
|
||||
)
|
||||
|
||||
def popularity(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="popularity",
|
||||
table="eod_popularity",
|
||||
q=q,
|
||||
source="tushare:ths_hot+dc_hot",
|
||||
extra_filters={"source": q.get("source") or ""},
|
||||
)
|
||||
|
||||
def dragon_tiger(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="dragon_tiger",
|
||||
table="eod_dragon_tiger",
|
||||
q=q,
|
||||
source="tushare:hm_detail",
|
||||
)
|
||||
|
||||
def sectors(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="sector_daily",
|
||||
table="eod_sector_daily",
|
||||
q=q,
|
||||
source="tushare:ths_daily+dc_index+sw_daily",
|
||||
extra_filters={"family": q.get("family") or ""},
|
||||
)
|
||||
|
||||
def quotes_latest(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_market_quotes, fetch_quotes
|
||||
|
||||
codes = [item.strip() for item in str(q.get("codes") or "").split(",") if item.strip()]
|
||||
try:
|
||||
if codes:
|
||||
return fetch_quotes(self.db, codes)
|
||||
return fetch_market_quotes(self.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def index_quotes(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_index_quotes
|
||||
|
||||
try:
|
||||
return fetch_index_quotes(self.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def intraday_points(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_intraday
|
||||
|
||||
code = str(q.get("code") or "").strip()
|
||||
if not code:
|
||||
raise ApiError("INVALID_ARGUMENT", "code is required")
|
||||
raw_date = str(q.get("date") or "").strip()
|
||||
try:
|
||||
trade_date = yyyymmdd(raw_date or now_shanghai())
|
||||
except ValueError as exc:
|
||||
raise ApiError("INVALID_ARGUMENT", str(exc)) from exc
|
||||
try:
|
||||
return fetch_intraday(self.db, code, trade_date)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def dataset_status(self, date: str) -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(date or now_shanghai())
|
||||
datasets = ("daily", "valuation", "moneyflow", "auction", "index_daily", "stocks")
|
||||
datasets = (
|
||||
"daily", "valuation", "moneyflow", "auction", "index_daily", "stocks",
|
||||
"limit_events", "popularity", "dragon_tiger", "sector_daily",
|
||||
)
|
||||
items = []
|
||||
for dataset in datasets:
|
||||
pub = self.db.fetchone(
|
||||
@@ -244,6 +372,7 @@ class V1API:
|
||||
source: str,
|
||||
adjust: str = "none",
|
||||
default_code: str = "",
|
||||
extra_filters: dict[str, str] | None = None,
|
||||
) -> dict[str, Any]:
|
||||
trade_date = q.get("date") or q.get("trade_date") or ""
|
||||
code = q.get("code") or default_code
|
||||
@@ -264,6 +393,7 @@ class V1API:
|
||||
if resolved is None:
|
||||
raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||
ts_code = resolved
|
||||
filters = {key: value for key, value in (extra_filters or {}).items() if value}
|
||||
# For a range, use per-date published batch. Single-date is the common path.
|
||||
if start == end:
|
||||
pub = self.db.fetchone(
|
||||
@@ -282,6 +412,9 @@ class V1API:
|
||||
if ts_code:
|
||||
sql += " AND ts_code = ?"
|
||||
params.append(ts_code)
|
||||
for key, value in filters.items():
|
||||
sql += f" AND {key} = ?"
|
||||
params.append(value)
|
||||
sql += " ORDER BY ts_code LIMIT ? OFFSET ?"
|
||||
params.extend([limit, offset])
|
||||
rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))]
|
||||
@@ -317,6 +450,9 @@ class V1API:
|
||||
if ts_code:
|
||||
sql += " AND ts_code = ?"
|
||||
params.append(ts_code)
|
||||
for key, value in filters.items():
|
||||
sql += f" AND {key} = ?"
|
||||
params.append(value)
|
||||
sql += " ORDER BY ts_code"
|
||||
rows.extend(self.db.fetchall(sql, tuple(params)))
|
||||
sliced = rows[offset: offset + limit]
|
||||
|
||||
@@ -26,6 +26,8 @@ class Settings:
|
||||
api_token: str = ""
|
||||
admin_password: str = ""
|
||||
tushare_token: str = ""
|
||||
ifind_refresh_token: str = ""
|
||||
ifind_access_token: str = ""
|
||||
db_path: Path = DEFAULT_DB_PATH
|
||||
backup_dir: Path = DEFAULT_BACKUP_DIR
|
||||
quality: dict[str, Any] = field(default_factory=dict)
|
||||
@@ -56,6 +58,10 @@ class Settings:
|
||||
def index_history_trading_days(self) -> int:
|
||||
return int(self.quality.get("index_history_trading_days") or 260)
|
||||
|
||||
@property
|
||||
def daily_history_trading_days(self) -> int:
|
||||
return int(self.quality.get("daily_history_trading_days") or 250)
|
||||
|
||||
@property
|
||||
def moneyflow_history_trading_days(self) -> int:
|
||||
return int(self.quality.get("moneyflow_history_trading_days") or 60)
|
||||
@@ -79,6 +85,20 @@ 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,
|
||||
@@ -95,6 +115,8 @@ def load_settings(
|
||||
api_token=str(environ.get("DATAHUB_TOKEN") or "").strip(),
|
||||
admin_password=str(environ.get("DATAHUB_ADMIN_PASSWORD") or "").strip(),
|
||||
tushare_token=str(environ.get("TUSHARE_TOKEN") or "").strip(),
|
||||
ifind_refresh_token=str(environ.get("IFIND_REFRESH_TOKEN") or "").strip(),
|
||||
ifind_access_token=str(environ.get("IFIND_ACCESS_TOKEN") or "").strip(),
|
||||
db_path=db_path,
|
||||
backup_dir=backup_dir,
|
||||
quality=_load_quality(quality_path),
|
||||
|
||||
@@ -0,0 +1,420 @@
|
||||
"""Website-facing data steward: pick source, fail over, cache, never fake zeros.
|
||||
|
||||
The main site asks for a business/Tushare-shaped API. This module decides whether
|
||||
to serve a published EOD table, live free quotes, or an internal Tushare pull.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import hashlib
|
||||
import json
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
from datahub.adapters.tushare import TUSHARE_FIELDS
|
||||
from datahub.numbers import finite_number
|
||||
from datahub.realtime_serve import (
|
||||
RealtimeApiError,
|
||||
_read_cache,
|
||||
_write_cache,
|
||||
fetch_index_quotes,
|
||||
fetch_market_quotes,
|
||||
fetch_quotes,
|
||||
)
|
||||
from datahub.serving import ApiError, envelope
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
API_TO_DATASET = {
|
||||
"trade_cal": "calendar",
|
||||
"stock_basic": "stocks",
|
||||
"daily": "daily",
|
||||
"daily_basic": "valuation",
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"stk_auction": "auction",
|
||||
"limit_list_d": "limit_events",
|
||||
"ths_hot": "popularity",
|
||||
"dc_hot": "popularity",
|
||||
"hm_detail": "dragon_tiger",
|
||||
"ths_daily": "sector_daily",
|
||||
"dc_index": "sector_daily",
|
||||
"sw_daily": "sector_daily",
|
||||
}
|
||||
|
||||
DATASET_FETCHER = {
|
||||
"calendar": lambda api, q: api.calendar(q.get("from") or q.get("start_date") or "", q.get("to") or q.get("end_date") or ""),
|
||||
"stocks": lambda api, q: api.stocks(q.get("updated_since") or "", q),
|
||||
"daily": lambda api, q: api.daily_bars(_hub_query(q, adjust="none")),
|
||||
"valuation": lambda api, q: api.valuation(_hub_query(q)),
|
||||
"index_daily": lambda api, q: api.index_bars(_hub_query(q)),
|
||||
"moneyflow": lambda api, q: api.moneyflow(_hub_query(q)),
|
||||
"auction": lambda api, q: api.auction(_hub_query(q)),
|
||||
"limit_events": lambda api, q: api.limit_events(_hub_query(q)),
|
||||
"popularity": lambda api, q: api.popularity(_hub_query(q)),
|
||||
"dragon_tiger": lambda api, q: api.dragon_tiger(_hub_query(q)),
|
||||
"sector_daily": lambda api, q: api.sectors(_hub_query(q)),
|
||||
}
|
||||
|
||||
SCALE_TO_TUSHARE = {
|
||||
"daily": {"vol": 100.0, "amount": 1000.0},
|
||||
"index_daily": {"vol": 100.0, "amount": 1000.0},
|
||||
"valuation": {"total_mv": 10000.0, "circ_mv": 10000.0},
|
||||
"moneyflow": {
|
||||
"buy_sm_amount": 10000.0,
|
||||
"sell_sm_amount": 10000.0,
|
||||
"buy_md_amount": 10000.0,
|
||||
"sell_md_amount": 10000.0,
|
||||
"buy_lg_amount": 10000.0,
|
||||
"sell_lg_amount": 10000.0,
|
||||
"buy_elg_amount": 10000.0,
|
||||
"sell_elg_amount": 10000.0,
|
||||
"net_mf_amount": 10000.0,
|
||||
},
|
||||
"auction": {"vol": 100.0, "float_share": 10000.0},
|
||||
"limit_events": {"limit_amount": 10000.0, "float_mv": 10000.0, "total_mv": 10000.0},
|
||||
"dragon_tiger": {"buy_amount": 10000.0, "sell_amount": 10000.0, "net_amount": 10000.0},
|
||||
}
|
||||
|
||||
LIVE_TTL = {
|
||||
"index_member_all": 6 * 3600,
|
||||
"stk_limit": 3600,
|
||||
"suspend_d": 6 * 3600,
|
||||
"adj_factor": 3600,
|
||||
"hm_list": 24 * 3600,
|
||||
"ths_index": 24 * 3600,
|
||||
"ths_member": 6 * 3600,
|
||||
"stk_mins": 20,
|
||||
"top_list": 3600,
|
||||
"top_inst": 3600,
|
||||
}
|
||||
|
||||
BLOCKED_LIVE_APIS = {"rt_sw_k"}
|
||||
|
||||
IFIND_APIS = {
|
||||
"ifind_wencai": "wencai",
|
||||
"ifind_snapshots": "snapshots",
|
||||
"ifind_history": "history",
|
||||
"ifind_realtime": "realtime",
|
||||
"ifind_intraday": "intraday",
|
||||
"ifind_status": "status",
|
||||
}
|
||||
|
||||
|
||||
def steward_query(api, body: dict[str, Any]) -> dict[str, Any]:
|
||||
api_name = str(body.get("api_name") or "").strip()
|
||||
params = body.get("params") if isinstance(body.get("params"), dict) else {}
|
||||
fields = str(body.get("fields") or "")
|
||||
if not api_name:
|
||||
raise ApiError("INVALID_ARGUMENT", "api_name is required")
|
||||
if api_name in BLOCKED_LIVE_APIS:
|
||||
raise ApiError("INVALID_ARGUMENT", "rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
|
||||
if api_name in IFIND_APIS:
|
||||
return _ifind_query(api, api_name, params, fields)
|
||||
if api_name == "rt_k":
|
||||
return _realtime_quotes(api, params, fields)
|
||||
if api_name == "rt_idx_k":
|
||||
return _realtime_index_quotes(api, params, fields)
|
||||
dataset = API_TO_DATASET.get(api_name)
|
||||
if dataset:
|
||||
published = _try_published(api, api_name, dataset, params, fields)
|
||||
if published is not None:
|
||||
return published
|
||||
rows = _live_tushare(api, api_name, params, fields)
|
||||
return envelope(
|
||||
_project(rows, fields),
|
||||
{
|
||||
"tier": "live",
|
||||
"source": "tushare",
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"row_shape": "tushare",
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
|
||||
|
||||
def _ifind_query(api, api_name: str, params: dict[str, Any], fields: str) -> dict[str, Any]:
|
||||
adapter = getattr(api, "ifind", None)
|
||||
dataset = IFIND_APIS[api_name]
|
||||
if adapter is None:
|
||||
raise ApiError("SOURCE_UNAVAILABLE", "iFinD adapter is not attached")
|
||||
if dataset == "status":
|
||||
return envelope(
|
||||
[dict(adapter.status())],
|
||||
{
|
||||
"tier": "live",
|
||||
"source": "ifind",
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"row_shape": "ifind",
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
if not adapter.configured:
|
||||
raise ApiError("SOURCE_UNAVAILABLE", "iFinD 尚未配置")
|
||||
try:
|
||||
rows = adapter.fetch(dataset, dict(params))
|
||||
except AdapterError as exc:
|
||||
raise ApiError("SOURCE_UNAVAILABLE", str(exc)) from exc
|
||||
return envelope(
|
||||
_project(rows, fields),
|
||||
{
|
||||
"tier": "live",
|
||||
"source": "ifind",
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"row_shape": "ifind",
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
|
||||
|
||||
def _try_published(api, api_name: str, dataset: str, params: dict[str, Any], fields: str) -> dict[str, Any] | None:
|
||||
fetcher = DATASET_FETCHER.get(dataset)
|
||||
if fetcher is None:
|
||||
return None
|
||||
query = _hub_query(params)
|
||||
if dataset == "popularity":
|
||||
query["source"] = "ths" if api_name == "ths_hot" else "dc"
|
||||
if dataset == "sector_daily":
|
||||
query["family"] = {"ths_daily": "ths", "dc_index": "dc", "sw_daily": "sw"}.get(api_name, "")
|
||||
if dataset == "limit_events":
|
||||
limit_type = str(params.get("limit_type") or "").strip().upper()
|
||||
if limit_type:
|
||||
query["limit_type"] = limit_type
|
||||
if dataset == "calendar" and not (query.get("from") and query.get("to")):
|
||||
start = str(params.get("start_date") or params.get("from") or "")
|
||||
end = str(params.get("end_date") or params.get("to") or start)
|
||||
if not start or not end:
|
||||
return None
|
||||
query = {"from": start, "to": end}
|
||||
try:
|
||||
payload = fetcher(api, query)
|
||||
except ApiError as exc:
|
||||
if exc.code in {"DATASET_NOT_PUBLISHED", "STALE_DATA", "INVALID_ARGUMENT"}:
|
||||
return None
|
||||
raise
|
||||
rows = list(payload.get("data") or [])
|
||||
# A published multi-source sector batch can be temporarily incomplete when
|
||||
# one upstream family is late. Let the hub try that family live instead of
|
||||
# returning an authoritative-looking empty result to the website.
|
||||
if dataset == "sector_daily" and query.get("family") and not rows:
|
||||
return None
|
||||
if dataset == "stocks":
|
||||
rows = _filter_stocks(rows, params)
|
||||
# The published master is intentionally the active list. Historical
|
||||
# delisted/paused lookups still belong in the hub, so use its live
|
||||
# Tushare adapter when those filters cannot be answered by the snapshot.
|
||||
if not rows and any(params.get(key) for key in ("ts_code", "list_status", "name")):
|
||||
return None
|
||||
if dataset == "calendar":
|
||||
rows = _filter_calendar(rows, params)
|
||||
native = _to_tushare_native(dataset, rows)
|
||||
meta = dict(payload.get("meta") or {})
|
||||
meta["row_shape"] = "tushare"
|
||||
meta["source"] = str(meta.get("source") or "datahub")
|
||||
return envelope(_project(native, fields), meta)
|
||||
|
||||
|
||||
def _realtime_quotes(api, params: dict[str, Any], fields: str) -> dict[str, Any]:
|
||||
codes = [item.strip() for item in str(params.get("ts_code") or params.get("codes") or "").split(",") if item.strip()]
|
||||
try:
|
||||
payload = fetch_quotes(api.db, codes) if codes else fetch_market_quotes(api.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
rows = [_quote_to_rt_k(item) for item in (payload.get("data") or []) if isinstance(item, dict)]
|
||||
rows = [item for item in rows if item]
|
||||
meta = dict(payload.get("meta") or {})
|
||||
meta["row_shape"] = "tushare"
|
||||
return envelope(_project(rows, fields), meta)
|
||||
|
||||
|
||||
def _realtime_index_quotes(api, params: dict[str, Any], fields: str) -> dict[str, Any]:
|
||||
try:
|
||||
payload = fetch_index_quotes(api.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
wanted = {
|
||||
item.strip()
|
||||
for item in str(params.get("ts_code") or "").split(",")
|
||||
if item.strip()
|
||||
}
|
||||
rows = []
|
||||
for item in payload.get("data") or []:
|
||||
if not isinstance(item, dict):
|
||||
continue
|
||||
converted = _quote_to_rt_k(item)
|
||||
if not converted:
|
||||
continue
|
||||
if wanted and converted.get("ts_code") not in wanted and str(item.get("code") or "") not in {
|
||||
code.split(".")[0] for code in wanted
|
||||
}:
|
||||
continue
|
||||
rows.append(converted)
|
||||
meta = dict(payload.get("meta") or {})
|
||||
meta["row_shape"] = "tushare"
|
||||
return envelope(_project(rows, fields), meta)
|
||||
|
||||
|
||||
def _live_tushare(api, api_name: str, params: dict[str, Any], fields: str) -> list[dict[str, Any]]:
|
||||
wanted_fields = fields or TUSHARE_FIELDS.get(api_name, "")
|
||||
cache_key = _live_cache_key(api_name, params, wanted_fields)
|
||||
ttl = LIVE_TTL.get(api_name, 1800)
|
||||
cached = _read_cache(api.db, cache_key)
|
||||
if cached is not None:
|
||||
data = cached.get("data")
|
||||
if isinstance(data, list):
|
||||
return [dict(item) for item in data if isinstance(item, dict)]
|
||||
pipeline = api.pipeline
|
||||
if not pipeline.breaker.allow():
|
||||
recovered = _live_lkg(api.db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise ApiError("SOURCE_UNAVAILABLE", "Tushare circuit open")
|
||||
pipeline.bucket.acquire()
|
||||
try:
|
||||
rows = pipeline.adapter.query_raw(api_name, dict(params), wanted_fields)
|
||||
pipeline.breaker.record_success()
|
||||
except Exception as exc:
|
||||
pipeline.breaker.record_failure(str(exc))
|
||||
recovered = _live_lkg(api.db, cache_key)
|
||||
if recovered is not None:
|
||||
return recovered
|
||||
raise ApiError("SOURCE_UNAVAILABLE", f"Tushare {api_name} unavailable: {exc}") from exc
|
||||
payload = envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "live",
|
||||
"source": "tushare",
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"row_shape": "tushare",
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(api.db, cache_key, payload, ttl, "tushare")
|
||||
return rows
|
||||
|
||||
|
||||
def _live_lkg(db, cache_key: str) -> list[dict[str, Any]] | None:
|
||||
from datahub.governance.lkg import LastKnownGood
|
||||
|
||||
item = LastKnownGood(db).load(cache_key)
|
||||
payload = item.get("payload") if item else None
|
||||
if not isinstance(payload, dict):
|
||||
return None
|
||||
data = payload.get("data")
|
||||
if not isinstance(data, list) or not data:
|
||||
return None
|
||||
return [dict(row) for row in data if isinstance(row, dict)]
|
||||
|
||||
|
||||
def _live_cache_key(api_name: str, params: dict[str, Any], fields: str) -> str:
|
||||
packed = json.dumps({"api": api_name, "params": params, "fields": fields}, sort_keys=True, ensure_ascii=False)
|
||||
digest = hashlib.sha1(packed.encode("utf-8")).hexdigest()
|
||||
return f"steward:{api_name}:{digest}"
|
||||
|
||||
|
||||
def _hub_query(params: dict[str, Any], **extra: Any) -> dict[str, str]:
|
||||
query = {key: str(value) for key, value in extra.items() if value not in (None, "")}
|
||||
raw_date = params.get("trade_date") or params.get("date") or ""
|
||||
date = yyyymmdd(raw_date) if raw_date else ""
|
||||
raw_start = params.get("start_date") or params.get("from") or date
|
||||
raw_end = params.get("end_date") or params.get("to") or date
|
||||
start = yyyymmdd(raw_start) if raw_start else ""
|
||||
end = yyyymmdd(raw_end) if raw_end else ""
|
||||
code = str(params.get("ts_code") or params.get("code") or "").strip()
|
||||
if code:
|
||||
query["code"] = code
|
||||
if date and not (params.get("start_date") or params.get("end_date")):
|
||||
query["date"] = date
|
||||
else:
|
||||
if start:
|
||||
query["from"] = start
|
||||
if end:
|
||||
query["to"] = end
|
||||
return query
|
||||
|
||||
|
||||
def _to_tushare_native(dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
scales = SCALE_TO_TUSHARE.get(dataset) or {}
|
||||
converted: list[dict[str, Any]] = []
|
||||
for row in rows:
|
||||
item = dict(row)
|
||||
if item.get("vol") in (None, ""):
|
||||
item["vol"] = item.get("volume")
|
||||
item.pop("volume", None)
|
||||
for field, factor in scales.items():
|
||||
if field in item and item[field] not in (None, ""):
|
||||
number = finite_number(item.get(field))
|
||||
item[field] = number / factor if factor else number
|
||||
if dataset == "popularity" and item.get("ts_name") and not item.get("name"):
|
||||
item["name"] = item.get("ts_name")
|
||||
if dataset == "dragon_tiger" and item.get("ts_name") and not item.get("name"):
|
||||
item["name"] = item.get("ts_name")
|
||||
if dataset == "sector_daily" and item.get("pct_change") is not None and item.get("pct_chg") is None:
|
||||
item["pct_chg"] = item.get("pct_change")
|
||||
if dataset == "calendar":
|
||||
item["is_open"] = 1 if item.get("is_open") in (True, 1, "1", "Y", "y") else 0
|
||||
converted.append(item)
|
||||
return converted
|
||||
|
||||
|
||||
def _quote_to_rt_k(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
ts_code = str(row.get("ts_code") or "").strip()
|
||||
close = finite_number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
|
||||
previous = finite_number(
|
||||
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
|
||||
)
|
||||
if not ts_code or close <= 0:
|
||||
return None
|
||||
item = {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("name") or "",
|
||||
"open": row.get("open"),
|
||||
"high": row.get("high"),
|
||||
"low": row.get("low"),
|
||||
"close": close,
|
||||
"pre_close": previous,
|
||||
"vol": row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"),
|
||||
"amount": row.get("amount"),
|
||||
"pct_chg": row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change"),
|
||||
"trade_time": row.get("quote_time") or row.get("trade_time") or "",
|
||||
"quote_date": row.get("quote_date") or "",
|
||||
"source": row.get("source") or "",
|
||||
"delayed": bool(row.get("delayed")),
|
||||
"delay_seconds": row.get("delay_seconds") or 0,
|
||||
"delay_notice": row.get("delay_notice") or "",
|
||||
}
|
||||
return item
|
||||
|
||||
|
||||
def _filter_stocks(rows: list[dict[str, Any]], params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
ts_code = str(params.get("ts_code") or "").strip().upper()
|
||||
status = str(params.get("list_status") or "").strip()
|
||||
name = str(params.get("name") or "").strip()
|
||||
filtered = rows
|
||||
if ts_code:
|
||||
filtered = [row for row in filtered if str(row.get("ts_code") or "").upper() == ts_code]
|
||||
if status:
|
||||
filtered = [row for row in filtered if str(row.get("list_status") or status) == status]
|
||||
if name:
|
||||
filtered = [row for row in filtered if name.casefold() in str(row.get("name") or "").casefold()]
|
||||
return filtered
|
||||
|
||||
|
||||
def _filter_calendar(rows: list[dict[str, Any]], params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
start = yyyymmdd(params.get("start_date") or params.get("from") or "")
|
||||
end = yyyymmdd(params.get("end_date") or params.get("to") or start)
|
||||
if start and end:
|
||||
rows = [row for row in rows if start <= yyyymmdd(row.get("cal_date")) <= end]
|
||||
if params.get("is_open") in (1, "1", True):
|
||||
rows = [row for row in rows if int(row.get("is_open") or 0) == 1]
|
||||
return rows
|
||||
|
||||
|
||||
def _project(rows: list[dict[str, Any]], fields: str) -> list[dict[str, Any]]:
|
||||
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
|
||||
if not keys:
|
||||
return rows
|
||||
return [{key: row.get(key) for key in keys} for row in rows]
|
||||
@@ -1,5 +1,6 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import copy
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
@@ -45,13 +46,53 @@ RAW = {
|
||||
{"ts_code": "600000.SH", "trade_date": "20240902", "vol": 100, "price": 10.15, "amount": 1500000, "pre_close": 10.00, "turnover_rate": 0.1, "volume_ratio": 1.2, "float_share": 2000},
|
||||
{"ts_code": "000001.SZ", "trade_date": "20240902", "vol": 80, "price": 11.05, "amount": 1200000, "pre_close": 11.10, "turnover_rate": 0.2, "volume_ratio": 0.9, "float_share": 1800},
|
||||
],
|
||||
"limit_list_d": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "industry": "银行", "name": "浦发银行", "close": 10.2, "pct_chg": 9.95, "amount": 1e8, "limit_amount": 5000, "float_mv": 800, "total_mv": 1000, "turnover_ratio": 5.0, "fd_amount": 2e7, "first_time": "09:30:01", "last_time": "14:55:00", "open_times": 0, "up_stat": "1/1", "limit_times": 1, "limit_type": "U"},
|
||||
],
|
||||
"ths_hot": [
|
||||
{"ts_code": "600000.SH", "ts_name": "浦发银行", "hot": 90.0, "rank": 1, "pct_change": 1.2, "current_price": 10.2, "concept": "银行", "data_type": "热股", "trade_date": "20240902"},
|
||||
],
|
||||
"dc_hot": [
|
||||
{"ts_code": "600000.SH", "ts_name": "浦发银行", "rank": 2, "pct_change": 1.2, "current_price": 10.2, "hot": 80.0, "concept": "银行", "data_type": "A股市场", "trade_date": "20240902"},
|
||||
],
|
||||
"hm_detail": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "ts_name": "浦发银行", "buy_amount": 1000, "sell_amount": 200, "net_amount": 800, "hm_name": "测试游资", "hm_orgs": "某某营业部", "tag": "超买"},
|
||||
],
|
||||
"top_list": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "name": "浦发银行", "pct_change": 9.95, "reason": "涨幅偏离值达7%"},
|
||||
],
|
||||
"ths_daily": [
|
||||
{"ts_code": "885811.TI", "trade_date": "20240902", "open": 1000, "high": 1010, "low": 990, "close": 1005, "pre_close": 995, "pct_change": 1.0, "vol": 100, "turnover_rate": 1.2},
|
||||
],
|
||||
"dc_index": [
|
||||
{"ts_code": "BK0475", "trade_date": "20240902", "name": "银行", "open": 100, "high": 101, "low": 99, "close": 100.5, "pre_close": 99.5, "pct_change": 1.0, "vol": 10, "amount": 1e8, "turnover_rate": 0.5},
|
||||
],
|
||||
"sw_daily": [
|
||||
{"ts_code": "801780.SI", "trade_date": "20240902", "name": "银行", "open": 2000, "high": 2010, "low": 1990, "close": 2005, "pct_change": 0.8, "vol": 50, "amount": 2e8},
|
||||
],
|
||||
"stk_limit": [
|
||||
{"ts_code": "600000.SH", "trade_date": "20240902", "up_limit": 11.22, "down_limit": 9.18},
|
||||
{"ts_code": "000001.SZ", "trade_date": "20240902", "up_limit": 12.21, "down_limit": 9.99},
|
||||
],
|
||||
"index_member_all": [
|
||||
{
|
||||
"l2_code": "801780.SI",
|
||||
"l2_name": "银行",
|
||||
"ts_code": "600000.SH",
|
||||
"name": "浦发银行",
|
||||
"in_date": "20140101",
|
||||
"out_date": "",
|
||||
"is_new": "Y",
|
||||
}
|
||||
],
|
||||
"hm_list": [{"name": "测试游资", "desc": "测试", "orgs": "某某营业部"}],
|
||||
}
|
||||
|
||||
|
||||
def fake_transport(api_name: str, params: dict, fields: str):
|
||||
if api_name == "index_daily":
|
||||
code = params.get("ts_code")
|
||||
rows = [row for row in RAW["index_daily"] if row["ts_code"] == code]
|
||||
rows = [copy.deepcopy(row) for row in RAW["index_daily"] if row["ts_code"] == code]
|
||||
trade_date = str(params.get("trade_date") or "")
|
||||
start = str(params.get("start_date") or "")
|
||||
end = str(params.get("end_date") or "")
|
||||
@@ -65,5 +106,10 @@ def fake_transport(api_name: str, params: dict, fields: str):
|
||||
if api_name == "trade_cal":
|
||||
start = str(params.get("start_date") or "")
|
||||
end = str(params.get("end_date") or "99999999")
|
||||
return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
|
||||
return list(RAW.get(api_name) or [])
|
||||
return [copy.deepcopy(row) for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
|
||||
rows = copy.deepcopy(list(RAW.get(api_name) or []))
|
||||
if api_name == "limit_list_d":
|
||||
limit_type = str(params.get("limit_type") or "")
|
||||
if limit_type:
|
||||
rows = [row for row in rows if str(row.get("limit_type") or "") == limit_type]
|
||||
return rows
|
||||
|
||||
@@ -61,6 +61,18 @@ class ApiContractTests(unittest.TestCase):
|
||||
self.hub.stop()
|
||||
self.tmp.cleanup()
|
||||
|
||||
def _post(self, path: str, body: dict, token: str | None = None) -> tuple[int, dict]:
|
||||
headers = {"Content-Type": "application/json"}
|
||||
if token is not None:
|
||||
headers["X-Datahub-Token"] = token
|
||||
raw = json.dumps(body).encode("utf-8")
|
||||
req = Request(self.base + path, data=raw, headers=headers, method="POST")
|
||||
try:
|
||||
with urlopen(req, timeout=5) as resp:
|
||||
return resp.status, json.loads(resp.read().decode())
|
||||
except HTTPError as exc:
|
||||
return exc.code, json.loads(exc.read().decode())
|
||||
|
||||
def _get(self, path: str, token: str | None = None) -> tuple[int, dict]:
|
||||
headers = {}
|
||||
if token is not None:
|
||||
@@ -145,6 +157,28 @@ class ApiContractTests(unittest.TestCase):
|
||||
self.assertNotIn("tushare-secret-token-xyz", blob)
|
||||
self.assertNotIn(self.token, blob)
|
||||
|
||||
def test_ifind_credentials_require_token_and_update_adapter(self) -> None:
|
||||
status, body = self._post(
|
||||
"/v1/credentials/ifind",
|
||||
{"ifind_refresh_token": "refresh-secret", "ifind_access_token": "access-secret"},
|
||||
token=None,
|
||||
)
|
||||
self.assertEqual(status, 401)
|
||||
self.assertEqual(body["error"]["code"], "UNAUTHORIZED")
|
||||
status, body = self._post(
|
||||
"/v1/credentials/ifind",
|
||||
{"ifind_refresh_token": "refresh-secret", "ifind_access_token": "access-secret"},
|
||||
token=self.token,
|
||||
)
|
||||
self.assertEqual(status, 200, body)
|
||||
self.assertTrue(body["data"]["configured"])
|
||||
self.assertTrue(body["data"]["access_ready"])
|
||||
self.assertTrue(self.hub.ifind.configured)
|
||||
self.assertEqual(self.hub.auth.load_credential("ifind_refresh_token"), "refresh-secret")
|
||||
blob = json.dumps(body)
|
||||
self.assertNotIn("refresh-secret", blob)
|
||||
self.assertNotIn("access-secret", blob)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -0,0 +1,81 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import tempfile
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
|
||||
from datahub.adapters.tushare import TushareAdapter
|
||||
from datahub.crypto import SecretVault
|
||||
from datahub.hub import Hub
|
||||
from datahub.settings import Settings
|
||||
from tests.fixtures import TRADE_DATE, fake_transport
|
||||
|
||||
|
||||
class ExtendedEodTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self.tmp = tempfile.TemporaryDirectory()
|
||||
key = SecretVault.generate_key()
|
||||
settings = Settings(
|
||||
host="127.0.0.1",
|
||||
port=0,
|
||||
encryption_key=key,
|
||||
api_token="k" * 32,
|
||||
admin_password="StartPass1",
|
||||
tushare_token="tushare-secret",
|
||||
db_path=Path(self.tmp.name) / "hub.db",
|
||||
backup_dir=Path(self.tmp.name) / "backups",
|
||||
scheduler_enabled=False,
|
||||
quality={"daily_row_ratio": 0.5, "null_rate_max": 0.5, "list_limit_default": 5000, "list_limit_max": 5000},
|
||||
)
|
||||
adapter = TushareAdapter("tushare-secret", transport=fake_transport)
|
||||
self.hub = Hub(settings, adapter=adapter)
|
||||
self.hub.pipeline.ingest_reference(TRADE_DATE)
|
||||
for dataset in ("daily", "valuation", "moneyflow", "auction", "index_daily"):
|
||||
self.hub.pipeline.run_dataset(dataset, TRADE_DATE)
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self.hub.stop()
|
||||
self.tmp.cleanup()
|
||||
|
||||
def test_extended_soft_datasets_publish_and_serve(self) -> None:
|
||||
results = self.hub.pipeline.run_extended_soft(
|
||||
("limit_events", "popularity", "dragon_tiger", "sector_daily"),
|
||||
TRADE_DATE,
|
||||
)
|
||||
for name in ("limit_events", "popularity", "dragon_tiger", "sector_daily"):
|
||||
self.assertEqual(results[name]["state"], "published", results[name])
|
||||
api = self.hub.api
|
||||
limits = api.handle("/v1/limit-events", {"date": [TRADE_DATE]})
|
||||
self.assertGreaterEqual(len(limits["data"]), 1)
|
||||
self.assertEqual(limits["meta"]["tier"], "official")
|
||||
pop = api.handle("/v1/popularity", {"date": [TRADE_DATE], "source": ["ths"]})
|
||||
self.assertEqual(pop["data"][0]["source"], "ths")
|
||||
lhb = api.handle("/v1/dragon-tiger", {"date": [TRADE_DATE]})
|
||||
self.assertEqual(lhb["data"][0]["hm_name"], "测试游资")
|
||||
# hub stores 万元→元
|
||||
self.assertEqual(lhb["data"][0]["buy_amount"], 10_000_000.0)
|
||||
sectors = api.handle("/v1/sectors", {"date": [TRADE_DATE], "family": ["ths"]})
|
||||
self.assertEqual(sectors["data"][0]["family"], "ths")
|
||||
status = api.handle("/v1/datasets/status", {"date": [TRADE_DATE]})
|
||||
names = {item["dataset"] for item in status["data"]}
|
||||
self.assertTrue({"limit_events", "popularity", "dragon_tiger", "sector_daily"} <= names)
|
||||
|
||||
def test_partial_sector_families_are_retried_instead_of_skipped(self) -> None:
|
||||
first = self.hub.pipeline.run_eod_batch_e(TRADE_DATE)
|
||||
self.assertEqual(first["sector_daily"]["state"], "published")
|
||||
batch_id = self.hub.pipeline.active_batch("sector_daily", TRADE_DATE)
|
||||
with self.hub.db.write() as connection:
|
||||
connection.execute(
|
||||
"DELETE FROM eod_sector_daily WHERE trade_date = ? AND batch_id = ? AND family = 'sw'",
|
||||
(TRADE_DATE, batch_id),
|
||||
)
|
||||
self.assertFalse(self.hub.pipeline.extended_publication_complete("sector_daily", TRADE_DATE))
|
||||
|
||||
retried = self.hub.pipeline.run_eod_batch_e(TRADE_DATE)
|
||||
|
||||
self.assertEqual(retried["sector_daily"]["state"], "published")
|
||||
self.assertTrue(self.hub.pipeline.extended_publication_complete("sector_daily", TRADE_DATE))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -5,7 +5,7 @@ from datetime import date, timedelta
|
||||
|
||||
from datahub.coverage import calendar_coverage, point_coverage, published_range_coverage
|
||||
from datahub.serving import V1API
|
||||
from tests.fixtures import TRADE_DATE, fake_transport
|
||||
from tests.fixtures import RAW, TRADE_DATE, fake_transport
|
||||
from tests.test_pipeline import make_pipeline
|
||||
|
||||
|
||||
@@ -48,6 +48,8 @@ def history_transport(open_dates: list[str], extra_closed: list[str] | None = No
|
||||
}
|
||||
)
|
||||
|
||||
dated_apis = ("daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction")
|
||||
|
||||
def transport(api_name, params, fields):
|
||||
if api_name == "trade_cal":
|
||||
start = str(params.get("start_date") or "")
|
||||
@@ -66,6 +68,11 @@ def history_transport(open_dates: list[str], extra_closed: list[str] | None = No
|
||||
if end:
|
||||
rows = [row for row in rows if row["trade_date"] <= end]
|
||||
return rows
|
||||
if api_name in dated_apis:
|
||||
day = str(params.get("trade_date") or "")
|
||||
if day not in open_set:
|
||||
return []
|
||||
return [{**row, "trade_date": day} for row in RAW.get(api_name) or []]
|
||||
return fake_transport(api_name, params, fields)
|
||||
|
||||
return transport
|
||||
@@ -221,6 +228,54 @@ class HistoryBackfillTests(unittest.TestCase):
|
||||
self.assertEqual(result["rows"], 1)
|
||||
self.assertEqual(calls["n"], before)
|
||||
|
||||
def test_daily_history_is_idempotent_and_covers_requested_days(self) -> None:
|
||||
open_dates = consecutive_open_days(TRADE_DATE, 5)
|
||||
pipe, db = make_pipeline(
|
||||
quality={
|
||||
"index_history_trading_days": 5,
|
||||
"daily_history_trading_days": 5,
|
||||
"calendar_start": open_dates[0],
|
||||
}
|
||||
)
|
||||
pipe.adapter._transport = history_transport(open_dates)
|
||||
first = pipe.backfill_history(TRADE_DATE, index_days=5, daily_days=5)
|
||||
self.assertTrue(first["ok"])
|
||||
self.assertEqual(first["daily"]["requested_days"], 5)
|
||||
self.assertEqual(len(first["daily"]["published"]), 5)
|
||||
pubs = db.fetchall("SELECT trade_date FROM publications WHERE dataset='daily'")
|
||||
self.assertEqual(sorted(row["trade_date"] for row in pubs), open_dates)
|
||||
for day in open_dates:
|
||||
rows = db.fetchall(
|
||||
"""
|
||||
SELECT COUNT(*) AS n FROM eod_bars
|
||||
WHERE trade_date = ? AND batch_id = (
|
||||
SELECT active_batch FROM publications WHERE dataset='daily' AND trade_date = ?
|
||||
)
|
||||
""",
|
||||
(day, day),
|
||||
)
|
||||
self.assertEqual(rows[0]["n"], 2)
|
||||
|
||||
second = pipe.backfill_daily_history(end_date=TRADE_DATE, trading_days=5)
|
||||
self.assertTrue(second["ok"])
|
||||
self.assertEqual(second["published"], [])
|
||||
self.assertEqual(second["skipped"], open_dates)
|
||||
|
||||
def test_daily_row_ratio_ignores_later_ipos(self) -> None:
|
||||
pipe, db = make_pipeline()
|
||||
pipe.adapter._transport = history_transport([TRADE_DATE])
|
||||
pipe.ingest_reference(TRADE_DATE, start=TRADE_DATE)
|
||||
with db.write() as connection:
|
||||
connection.execute(
|
||||
"INSERT INTO stock_master(ts_code, symbol, name, list_status, list_date, updated_at) "
|
||||
"VALUES (?,?,?,?,?,?)",
|
||||
("688001.SH", "688001", "未来上市", "L", "20250101", "2024-09-02T00:00:00+08:00"),
|
||||
)
|
||||
self.assertEqual(pipe._listed_count(TRADE_DATE), 2)
|
||||
result = pipe.run_eod_batch_a(TRADE_DATE)
|
||||
self.assertEqual(pipe.eod_failures(result), [])
|
||||
self.assertEqual(result["daily"]["state"], "published")
|
||||
|
||||
def test_coverage_helpers_point_and_calendar(self) -> None:
|
||||
pipe, db = make_pipeline()
|
||||
pipe.ingest_reference(TRADE_DATE)
|
||||
|
||||
@@ -0,0 +1,103 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import unittest
|
||||
|
||||
from datahub.adapters.ifind import IfindAdapter
|
||||
from datahub.serving import ApiError
|
||||
from datahub.steward import steward_query
|
||||
|
||||
|
||||
class _Resp:
|
||||
def __init__(self, payload: dict, status: int = 200) -> None:
|
||||
self.status = status
|
||||
self._raw = json.dumps(payload).encode("utf-8")
|
||||
|
||||
def read(self):
|
||||
return self._raw
|
||||
|
||||
def __enter__(self):
|
||||
return self
|
||||
|
||||
def __exit__(self, *args):
|
||||
return False
|
||||
|
||||
|
||||
class IfindAdapterTests(unittest.TestCase):
|
||||
def test_unconfigured_probe_does_not_dial_vendor(self) -> None:
|
||||
calls = []
|
||||
|
||||
def urlopen(request, timeout=None):
|
||||
calls.append(str(getattr(request, "full_url", request)))
|
||||
raise AssertionError("should not dial")
|
||||
|
||||
adapter = IfindAdapter(urlopen=urlopen)
|
||||
probe = adapter.probe()
|
||||
self.assertEqual(probe["state"], "unconfigured")
|
||||
self.assertFalse(probe["configured"])
|
||||
self.assertEqual(calls, [])
|
||||
|
||||
def test_wencai_and_snapshots_go_to_ifind_http(self) -> None:
|
||||
calls = []
|
||||
|
||||
def urlopen(request, timeout=None):
|
||||
url = str(getattr(request, "full_url", request))
|
||||
calls.append(url)
|
||||
if url.endswith("get_access_token"):
|
||||
return _Resp({"errorcode": 0, "data": {"access_token": "acc", "expired_time": ""}})
|
||||
body = json.loads(request.data.decode("utf-8"))
|
||||
if url.endswith("smart_stock_picking"):
|
||||
self.assertEqual(body["searchstring"], "涨停")
|
||||
return _Resp(
|
||||
{
|
||||
"errorcode": 0,
|
||||
"tables": [
|
||||
{
|
||||
"thscode": ["000001.SZ"],
|
||||
"table": {"涨停原因": ["重组"]},
|
||||
}
|
||||
],
|
||||
}
|
||||
)
|
||||
if url.endswith("snap_shot"):
|
||||
return _Resp(
|
||||
{
|
||||
"errorcode": 0,
|
||||
"tables": [
|
||||
{
|
||||
"time": ["2024-09-02 09:21:00"],
|
||||
"thscode": ["000001.SZ"],
|
||||
"table": {"latest": [10.5], "preClose": [10]},
|
||||
}
|
||||
],
|
||||
}
|
||||
)
|
||||
raise AssertionError(url)
|
||||
|
||||
adapter = IfindAdapter("refresh-token", urlopen=urlopen)
|
||||
rows = adapter.fetch("wencai", {"query": "涨停"})
|
||||
self.assertEqual(rows[0]["涨停原因"], "重组")
|
||||
snaps = adapter.fetch(
|
||||
"snapshots",
|
||||
{
|
||||
"codes": ["000001.SZ"],
|
||||
"indicators": ["latest", "preClose"],
|
||||
"start_time": "2024-09-02 09:15:00",
|
||||
"end_time": "2024-09-02 09:22:00",
|
||||
},
|
||||
)
|
||||
self.assertEqual(snaps[0]["latest"], 10.5)
|
||||
self.assertTrue(any("quantapi.51ifind.com" in item for item in calls))
|
||||
|
||||
def test_steward_ifind_status_and_unconfigured_fetch(self) -> None:
|
||||
class _Api:
|
||||
ifind = IfindAdapter()
|
||||
|
||||
payload = steward_query(_Api(), {"api_name": "ifind_status", "params": {}})
|
||||
self.assertFalse(payload["data"][0]["configured"])
|
||||
with self.assertRaises(ApiError):
|
||||
steward_query(_Api(), {"api_name": "ifind_wencai", "params": {"query": "涨停"}})
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -19,11 +19,20 @@ class LayoutTests(unittest.TestCase):
|
||||
def test_reserved_adapters_present(self) -> None:
|
||||
from datahub.adapters import RESERVED
|
||||
|
||||
for name in ("eastmoney", "tencent", "ths", "xgb", "akshare", "ifind"):
|
||||
for name in ("ths", "xgb", "akshare"):
|
||||
self.assertIn(name, RESERVED)
|
||||
probe = RESERVED[name].probe()
|
||||
self.assertEqual(probe["state"], "reserved")
|
||||
self.assertFalse(probe["configured"])
|
||||
for name in ("eastmoney", "tencent"):
|
||||
self.assertIn(name, RESERVED)
|
||||
probe = RESERVED[name].probe()
|
||||
self.assertIn(probe["state"], {"ok", "empty", "error"})
|
||||
self.assertTrue(probe["configured"])
|
||||
self.assertIn("ifind", RESERVED)
|
||||
ifind = RESERVED["ifind"].probe()
|
||||
self.assertIn(ifind["state"], {"unconfigured", "ok", "empty", "error"})
|
||||
self.assertEqual(ifind["configured"], ifind["state"] != "unconfigured")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
@@ -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__":
|
||||
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user