Compare commits
1
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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|
605f97e5df |
@@ -7,6 +7,9 @@ TUSHARE_TOKEN=your_tushare_token_here
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# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
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# default off in config/datahub.config.json, so the website keeps using Tushare.
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# Extended datasets (HEL-463): LIMIT_EVENTS POPULARITY DRAGON_TIGER SECTOR_DAILY
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# QUOTES INDEX_QUOTES INTRADAY — plus first-batch CALENDAR STOCKS DAILY INDEX_DAILY
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# VALUATION MONEYFLOW AUCTION STATUS.
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DATAHUB_BASE_URL=http://127.0.0.1:8766
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DATAHUB_TOKEN=
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@@ -21,11 +21,14 @@ from backend.data.providers.tushare_client import TushareClient
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LOGGER = logging.getLogger("xiaobai.datahub")
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ShadowSink = Callable[[dict[str, Any]], None]
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EMPTY_FAIL_DATASETS = {"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction"}
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EMPTY_FAIL_DATASETS = {
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"stocks", "daily", "index_daily", "valuation", "moneyflow", "auction",
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"limit_events", "sector_daily",
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}
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def looks_like_heaven(module_name: str, filename: str = "") -> bool:
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"""问天调用栈识别。问天未永久冻结,只是本阶段仍走旧 Tushare 链路。"""
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"""问天调用栈识别(诊断用)。问天按数据集依赖接入,不再整栈强制旧链路。"""
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path = filename.replace("\\", "/")
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return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
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@@ -96,8 +99,8 @@ class DatahubBridge:
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legacy_query: Callable[..., list[dict[str, Any]]],
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) -> list[dict[str, Any]]:
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dataset = API_TO_DATASET.get(api_name)
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# 问天允许后续纳入 datahub;首批只读接入仍保持旧链路,避免误切。
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if not dataset or self.heaven_guard():
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# 问天按实际数据依赖接入:已映射到 hub 的 API 跟随开关;未映射的继续旧链路。
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if not dataset:
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return legacy_query(api_name, params, fields)
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flags = self.settings.flags(dataset)
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if not flags.read and not flags.shadow:
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@@ -108,7 +111,7 @@ class DatahubBridge:
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hub_error: str | None = None
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hub_canonical: list[dict[str, Any]] = []
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try:
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response = self._fetch_dataset(dataset, params or {})
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response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
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hub_canonical = self._extract_rows(dataset, response, params or {})
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hub_rows = to_native_rows(dataset, hub_canonical)
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hub_meta = dict(response.meta)
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@@ -136,7 +139,7 @@ class DatahubBridge:
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return project_fields(hub_rows, fields)
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return legacy_query(api_name, params, fields)
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def _fetch_dataset(self, dataset: str, params: dict[str, Any]) -> DatahubResponse:
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def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
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date = yyyymmdd(params.get("trade_date") or params.get("date"))
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start = yyyymmdd(params.get("start_date") or params.get("from") or date)
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end = yyyymmdd(params.get("end_date") or params.get("to") or date)
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@@ -153,6 +156,10 @@ class DatahubBridge:
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"valuation": self.client.valuation,
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"moneyflow": self.client.moneyflow,
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"auction": self.client.auction,
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"limit_events": self.client.limit_events,
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"popularity": self.client.popularity,
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"dragon_tiger": self.client.dragon_tiger,
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"sector_daily": self.client.sectors,
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}
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fetcher = fetchers[dataset]
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query: dict[str, Any] = {}
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@@ -167,6 +174,23 @@ class DatahubBridge:
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query["to"] = end
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if dataset == "daily":
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query["adjust"] = "none"
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if dataset == "limit_events":
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limit_type = str(params.get("limit_type") or "").strip().upper()
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if limit_type:
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query["limit_type"] = limit_type
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if dataset == "popularity":
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if api_name == "ths_hot":
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query["source"] = "ths"
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elif api_name == "dc_hot":
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query["source"] = "dc"
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if dataset == "sector_daily":
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family = {
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"ths_daily": "ths",
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"dc_index": "dc",
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"sw_daily": "sw",
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}.get(api_name, "")
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if family:
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query["family"] = family
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return self._paginate(fetcher, query)
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def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
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@@ -60,6 +60,27 @@ class DatahubClient:
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def auction(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/auction", params)
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def limit_events(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/limit-events", params)
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def popularity(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/popularity", params)
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def dragon_tiger(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/dragon-tiger", params)
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def sectors(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/sectors", params)
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def quotes_latest(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/quotes/latest", params)
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def index_quotes(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/indexes/quotes", params)
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def intraday_points(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/intraday/points", params)
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def dataset_status(self, date: str) -> DatahubResponse:
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return self.get("/v1/datasets/status", {"date": date})
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@@ -17,6 +17,13 @@ API_TO_DATASET = {
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"index_daily": "index_daily",
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"moneyflow": "moneyflow",
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"stk_auction": "auction",
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"limit_list_d": "limit_events",
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"ths_hot": "popularity",
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"dc_hot": "popularity",
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"hm_detail": "dragon_tiger",
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"ths_daily": "sector_daily",
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"dc_index": "sector_daily",
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"sw_daily": "sector_daily",
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}
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SCALE_FIELDS = {
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@@ -35,6 +42,16 @@ SCALE_FIELDS = {
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"net_mf_amount": AMOUNT_WAN_YUAN,
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},
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"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
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"limit_events": {
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"limit_amount": AMOUNT_WAN_YUAN,
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"float_mv": AMOUNT_WAN_YUAN,
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"total_mv": AMOUNT_WAN_YUAN,
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},
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"dragon_tiger": {
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"buy_amount": AMOUNT_WAN_YUAN,
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"sell_amount": AMOUNT_WAN_YUAN,
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"net_amount": AMOUNT_WAN_YUAN,
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},
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}
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@@ -67,6 +84,16 @@ def to_native_row(dataset: str, row: dict[str, Any]) -> dict[str, Any]:
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converted[field] = _unscale(converted.get(field), factor)
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if dataset == "stocks":
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converted.pop("updated_at", None)
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if dataset == "popularity":
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# keep hub source; callers filter ths/dc themselves when needed
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if converted.get("ts_name") and not converted.get("name"):
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converted["name"] = converted.get("ts_name")
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if dataset == "dragon_tiger":
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if converted.get("ts_name") and not converted.get("name"):
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converted["name"] = converted.get("ts_name")
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if dataset == "sector_daily":
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if converted.get("pct_change") is not None and converted.get("pct_chg") is None:
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converted["pct_chg"] = converted.get("pct_change")
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return converted
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@@ -96,6 +123,30 @@ def row_key(dataset: str, row: dict[str, Any]) -> tuple[str, ...]:
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return (str(row.get("ts_code") or "").upper(),)
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if dataset == "status":
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return (str(row.get("dataset") or ""), yyyymmdd(row.get("trade_date")))
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if dataset == "limit_events":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("limit_type") or ""),
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)
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if dataset == "popularity":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("source") or ""),
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)
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if dataset == "dragon_tiger":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("hm_name") or ""),
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)
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if dataset == "sector_daily":
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return (
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str(row.get("ts_code") or "").upper(),
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yyyymmdd(row.get("trade_date")),
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str(row.get("family") or ""),
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)
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return (str(row.get("ts_code") or "").upper(), yyyymmdd(row.get("trade_date")))
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@@ -17,6 +17,13 @@ DATASETS = (
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"valuation",
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"moneyflow",
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"auction",
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"limit_events",
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"popularity",
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"dragon_tiger",
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"sector_daily",
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"quotes",
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"index_quotes",
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"intraday",
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"status",
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)
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@@ -28,6 +35,13 @@ ENV_DATASET = {
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"valuation": "VALUATION",
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"moneyflow": "MONEYFLOW",
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"auction": "AUCTION",
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"limit_events": "LIMIT_EVENTS",
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"popularity": "POPULARITY",
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"dragon_tiger": "DRAGON_TIGER",
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"sector_daily": "SECTOR_DAILY",
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"quotes": "QUOTES",
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"index_quotes": "INDEX_QUOTES",
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"intraday": "INTRADAY",
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"status": "STATUS",
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}
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@@ -13,6 +13,13 @@
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"valuation": { "read": false, "shadow": false },
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"moneyflow": { "read": false, "shadow": false },
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"auction": { "read": false, "shadow": false },
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"limit_events": { "read": false, "shadow": false },
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"popularity": { "read": false, "shadow": false },
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"dragon_tiger": { "read": false, "shadow": false },
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"sector_daily": { "read": false, "shadow": false },
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"quotes": { "read": false, "shadow": false },
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"index_quotes": { "read": false, "shadow": false },
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"intraday": { "read": false, "shadow": false },
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"status": { "read": false, "shadow": false }
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}
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}
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@@ -290,8 +290,8 @@ class DatahubBridgeTests(unittest.TestCase):
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self.assertEqual(canonical["vol"], 100000.0)
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self.assertEqual(canonical["amount"], 2000000.0)
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def test_heaven_keeps_legacy_on_first_batch_even_when_read_flag_is_on(self) -> None:
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"""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。"""
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def test_heaven_can_use_hub_when_dataset_flag_is_on(self) -> None:
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"""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。"""
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self.assertTrue(looks_like_heaven("backend.features.heaven.market_context", "backend/features/heaven/market_context.py"))
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self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
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client = FakeClient()
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@@ -302,7 +302,8 @@ class DatahubBridgeTests(unittest.TestCase):
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)
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rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
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self.assertEqual(rows[0]["amount"], 2000.0)
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self.assertEqual(client.paths, [])
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self.assertEqual(client.paths, ["/v1/bars/daily"])
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self.assertEqual(legacy.calls, [])
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def test_status_flag_does_not_run_when_off_and_falls_back_when_on(self) -> None:
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off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
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@@ -6,11 +6,12 @@
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## 做什么
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- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
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- 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
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- 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
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- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、分时点(`/v1/quotes/latest` `/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
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- 暂存 → 校验 → 整批原子发布 → 可回滚
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- `/v1` 稳定接口(`X-Datahub-Token`)
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- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
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- 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
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- 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
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## 单位口径(相对现站)
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@@ -1,13 +1,13 @@
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from datahub.adapters.akshare import ADAPTER as akshare
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from datahub.adapters.eastmoney import ADAPTER as eastmoney
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from datahub.adapters.eastmoney import EastmoneyAdapter
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from datahub.adapters.ifind import ADAPTER as ifind
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from datahub.adapters.tencent import ADAPTER as tencent
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from datahub.adapters.tencent import TencentAdapter
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from datahub.adapters.ths import ADAPTER as ths
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from datahub.adapters.xgb import ADAPTER as xgb
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RESERVED = {
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"eastmoney": eastmoney,
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"tencent": tencent,
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"eastmoney": EastmoneyAdapter(),
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"tencent": TencentAdapter(),
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"ths": ths,
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"xgb": xgb,
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"akshare": akshare,
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@@ -1,3 +1,250 @@
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from datahub.adapters.base import ReservedAdapter
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from __future__ import annotations
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ADAPTER = ReservedAdapter("eastmoney")
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import json
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import time
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import urllib.error
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import urllib.parse
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import urllib.request
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from datetime import datetime
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from typing import Any
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from datahub.adapters.base import AdapterError, MarketAdapter
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from datahub.numbers import finite_number, round4
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EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
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EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
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TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
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BROWSER_UA = (
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"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
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"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
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)
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INDEX_SECIDS = {
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"000001.SH": "1.000001",
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"399001.SZ": "0.399001",
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"399006.SZ": "0.399006",
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}
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class EastmoneyAdapter(MarketAdapter):
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name = "eastmoney"
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def __init__(self, timeout: int = 8) -> None:
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self.timeout = timeout
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def probe(self) -> dict[str, Any]:
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started = time.perf_counter()
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try:
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rows = self.fetch_indices()
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state = "ok" if len(rows) == 3 else "empty"
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except AdapterError as exc:
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return {
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"provider": self.name,
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"configured": True,
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"state": "error",
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"message": str(exc),
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"latency_ms": round((time.perf_counter() - started) * 1000),
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}
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return {
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"provider": self.name,
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"configured": True,
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"state": state,
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"latency_ms": round((time.perf_counter() - started) * 1000),
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}
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def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
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if dataset in {"indexes_quotes", "index_quotes"}:
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return self.fetch_indices()
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if dataset in {"quotes", "quotes_latest"}:
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codes = params.get("codes") or []
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if isinstance(codes, str):
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codes = [item.strip() for item in codes.split(",") if item.strip()]
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return self.fetch_quotes(list(codes))
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raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
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def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
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return list(rows)
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def fetch_indices(self) -> list[dict[str, Any]]:
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payload = self._get_json(
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EASTMONEY_INDEX_URL,
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{
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"secids": "1.000001,0.399001,0.399006",
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"fltt": "2",
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"invt": "2",
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"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
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},
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referer="https://quote.eastmoney.com/",
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)
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rows = list((payload.get("data") or {}).get("diff") or [])
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result = []
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for row in rows:
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code = str(row.get("f12") or "")
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if code not in {"000001", "399001", "399006"}:
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||||
continue
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
|
||||
if code == "000001":
|
||||
ts_code = "000001.SH"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": row.get("f14") or code,
|
||||
"price": round4(finite_number(row.get("f2"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"previous_close": round4(finite_number(row.get("f18"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||
# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
|
||||
secids = []
|
||||
for code in codes:
|
||||
ts = str(code or "").upper()
|
||||
symbol = ts.split(".")[0]
|
||||
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||
secids.append(f"1.{symbol}")
|
||||
else:
|
||||
secids.append(f"0.{symbol}")
|
||||
if not secids:
|
||||
return []
|
||||
payload = self._get_json(
|
||||
EASTMONEY_INDEX_URL,
|
||||
{
|
||||
"secids": ",".join(secids[:60]),
|
||||
"fltt": "2",
|
||||
"invt": "2",
|
||||
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||
result = []
|
||||
for row in rows:
|
||||
symbol = str(row.get("f12") or "")
|
||||
if not symbol:
|
||||
continue
|
||||
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
|
||||
epoch = int(finite_number(row.get("f124")) or 0)
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"price": round4(finite_number(row.get("f2"))),
|
||||
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||
"change_amount": round4(finite_number(row.get("f4"))),
|
||||
"open": round4(finite_number(row.get("f17"))),
|
||||
"high": round4(finite_number(row.get("f15"))),
|
||||
"low": round4(finite_number(row.get("f16"))),
|
||||
"previous_close": round4(finite_number(row.get("f18"))),
|
||||
"volume": round4(finite_number(row.get("f5"))),
|
||||
"amount": round4(finite_number(row.get("f6"))),
|
||||
"turnover_rate": round4(finite_number(row.get("f8"))),
|
||||
"quote_time_epoch": epoch,
|
||||
"quote_time": (
|
||||
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||
if epoch
|
||||
else ""
|
||||
),
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
)
|
||||
return result
|
||||
|
||||
def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
|
||||
code = str(ts_code or "").upper()
|
||||
if code in INDEX_SECIDS:
|
||||
secid = INDEX_SECIDS[code]
|
||||
entity = "index"
|
||||
identifier = code
|
||||
else:
|
||||
symbol = code.split(".")[0]
|
||||
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
|
||||
secid = f"{market}.{symbol}"
|
||||
entity = "stock"
|
||||
identifier = symbol
|
||||
payload = self._get_json(
|
||||
TRENDS_URL,
|
||||
{
|
||||
"secid": secid,
|
||||
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||
"iscr": "0",
|
||||
"ndays": "1",
|
||||
},
|
||||
referer="https://quote.eastmoney.com/",
|
||||
)
|
||||
data = payload.get("data") or {}
|
||||
points = []
|
||||
for raw in data.get("trends") or []:
|
||||
point = _parse_trend(raw)
|
||||
if point:
|
||||
points.append(point)
|
||||
if not points:
|
||||
raise AdapterError("No intraday chart data returned")
|
||||
return {
|
||||
"entity_type": entity,
|
||||
"identifier": identifier,
|
||||
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
|
||||
"name": str(data.get("name") or ""),
|
||||
"code": str(data.get("code") or identifier),
|
||||
"trade_date": points[-1]["date"],
|
||||
"previous_close": round4(finite_number(data.get("preClose"))),
|
||||
"points": points,
|
||||
"source": "eastmoney_trends2",
|
||||
}
|
||||
|
||||
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
|
||||
request_url = f"{url}?{urllib.parse.urlencode(params)}"
|
||||
request = urllib.request.Request(
|
||||
request_url,
|
||||
headers={
|
||||
"Accept": "application/json,text/plain,*/*",
|
||||
"User-Agent": BROWSER_UA,
|
||||
"Referer": referer,
|
||||
},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
return json.loads(response.read().decode("utf-8"))
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"eastmoney request failed: {exc}") from exc
|
||||
|
||||
|
||||
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||
text = str(raw or "")
|
||||
parts = text.split(",")
|
||||
if len(parts) < 8:
|
||||
return None
|
||||
stamp = parts[0]
|
||||
try:
|
||||
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
|
||||
except ValueError:
|
||||
return None
|
||||
return {
|
||||
"time": when.strftime("%H:%M"),
|
||||
"date": when.strftime("%Y-%m-%d"),
|
||||
"open": round4(finite_number(parts[1])),
|
||||
"close": round4(finite_number(parts[2])),
|
||||
"high": round4(finite_number(parts[3])),
|
||||
"low": round4(finite_number(parts[4])),
|
||||
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
|
||||
"volume": round4(finite_number(parts[5])),
|
||||
"amount": round4(finite_number(parts[6])),
|
||||
}
|
||||
|
||||
@@ -1,3 +1,99 @@
|
||||
from datahub.adapters.base import ReservedAdapter
|
||||
from __future__ import annotations
|
||||
|
||||
ADAPTER = ReservedAdapter("tencent")
|
||||
import time
|
||||
import urllib.error
|
||||
import urllib.request
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||
from datahub.numbers import finite_number, round4
|
||||
|
||||
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||
BROWSER_UA = (
|
||||
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||
)
|
||||
|
||||
|
||||
class TencentAdapter(MarketAdapter):
|
||||
name = "tencent"
|
||||
|
||||
def __init__(self, timeout: int = 8) -> None:
|
||||
self.timeout = timeout
|
||||
|
||||
def probe(self) -> dict[str, Any]:
|
||||
started = time.perf_counter()
|
||||
try:
|
||||
rows = self.fetch_indices()
|
||||
state = "ok" if len(rows) == 3 else "empty"
|
||||
except AdapterError as exc:
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": "error",
|
||||
"message": str(exc),
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
return {
|
||||
"provider": self.name,
|
||||
"configured": True,
|
||||
"state": state,
|
||||
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||
return self.fetch_indices()
|
||||
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
return list(rows)
|
||||
|
||||
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||
request = urllib.request.Request(
|
||||
TENCENT_INDEX_URL,
|
||||
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||
method="GET",
|
||||
)
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
raw = response.read().decode("gb18030", errors="ignore")
|
||||
except Exception as exc:
|
||||
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||
result = []
|
||||
for line in raw.splitlines():
|
||||
if '="' not in line:
|
||||
continue
|
||||
fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
|
||||
if len(fields) < 38:
|
||||
continue
|
||||
code = fields[2]
|
||||
if code not in {"000001", "399001", "399006"}:
|
||||
continue
|
||||
try:
|
||||
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
|
||||
except ValueError as exc:
|
||||
raise AdapterError(f"Tencent invalid quote time for {code}") from exc
|
||||
ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
|
||||
result.append(
|
||||
{
|
||||
"ts_code": ts_code,
|
||||
"code": code,
|
||||
"name": fields[1] or code,
|
||||
"price": round4(finite_number(fields[3])),
|
||||
"pct_chg": round4(finite_number(fields[32])),
|
||||
"change_amount": round4(finite_number(fields[31])),
|
||||
"open": round4(finite_number(fields[5])),
|
||||
"high": round4(finite_number(fields[33])),
|
||||
"low": round4(finite_number(fields[34])),
|
||||
"previous_close": round4(finite_number(fields[4])),
|
||||
"amount": round4(finite_number(fields[37]) * 10000),
|
||||
"quote_time_epoch": int(quote_time.timestamp()),
|
||||
"quote_time": quote_time.isoformat(timespec="seconds"),
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
)
|
||||
if len(result) != 3:
|
||||
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
|
||||
return result
|
||||
|
||||
@@ -11,8 +11,12 @@ from datahub.normalize import (
|
||||
normalize_auction,
|
||||
normalize_calendar,
|
||||
normalize_daily,
|
||||
normalize_dragon_tiger,
|
||||
normalize_index_daily,
|
||||
normalize_limit_event,
|
||||
normalize_moneyflow,
|
||||
normalize_popularity,
|
||||
normalize_sector_daily,
|
||||
normalize_stock,
|
||||
normalize_valuation,
|
||||
)
|
||||
@@ -31,6 +35,21 @@ TUSHARE_FIELDS = {
|
||||
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
|
||||
),
|
||||
"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
|
||||
"limit_list_d": (
|
||||
"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
|
||||
"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
|
||||
"open_times,up_stat,limit_times,limit_type"
|
||||
),
|
||||
"ths_hot": "ts_code,ts_name,hot,rank,pct_change,current_price,concept,data_type,trade_date",
|
||||
"dc_hot": "ts_code,ts_name,rank,pct_change,current_price,hot,concept,data_type,trade_date",
|
||||
"hm_detail": "trade_date,ts_code,ts_name,buy_amount,sell_amount,net_amount,hm_name,hm_orgs,tag",
|
||||
"hm_list": "name,desc,orgs",
|
||||
"top_list": "trade_date,ts_code,name,pct_change,reason",
|
||||
"top_inst": "trade_date,ts_code,exalter,buy,buy_rate,sell,sell_rate,net_buy,side,reason",
|
||||
"ths_index": "ts_code,name,count,exchange,list_date,type",
|
||||
"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
|
||||
"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
|
||||
"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
|
||||
}
|
||||
|
||||
DATASET_API = {
|
||||
@@ -42,12 +61,15 @@ DATASET_API = {
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"auction": "stk_auction",
|
||||
"limit_events": "limit_list_d",
|
||||
"popularity": "ths_hot",
|
||||
"dragon_tiger": "hm_detail",
|
||||
"sector_daily": "ths_daily",
|
||||
}
|
||||
|
||||
# Website actual index usage: market cards / 90-day charts (SH/SZ/CYB) plus
|
||||
# screener 沪深300 benchmark (lookback up to 260 trading days).
|
||||
WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
|
||||
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
||||
LIMIT_TYPES = ("U", "D", "Z")
|
||||
|
||||
|
||||
class TushareAdapter(MarketAdapter):
|
||||
@@ -85,6 +107,14 @@ class TushareAdapter(MarketAdapter):
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset == "limit_events":
|
||||
return self.fetch_limit_events(str(params.get("trade_date") or ""))
|
||||
if dataset == "popularity":
|
||||
return self.fetch_popularity(str(params.get("trade_date") or ""))
|
||||
if dataset == "dragon_tiger":
|
||||
return self.fetch_dragon_tiger(str(params.get("trade_date") or ""))
|
||||
if dataset == "sector_daily":
|
||||
return self.fetch_sector_daily(str(params.get("trade_date") or ""))
|
||||
api_name = DATASET_API.get(dataset, dataset)
|
||||
fields = TUSHARE_FIELDS.get(api_name, "")
|
||||
query_params = dict(params)
|
||||
@@ -93,10 +123,67 @@ class TushareAdapter(MarketAdapter):
|
||||
if api_name == "trade_cal" and "exchange" not in query_params:
|
||||
query_params["exchange"] = "SSE"
|
||||
if api_name == "index_daily" and "ts_code" not in query_params:
|
||||
# Caller typically loops codes; a missing code would pull nothing useful.
|
||||
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
|
||||
return self._query(api_name, query_params, fields)
|
||||
|
||||
def fetch_limit_events(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for limit_type in LIMIT_TYPES:
|
||||
part = self._query(
|
||||
"limit_list_d",
|
||||
{"trade_date": trade_date, "limit_type": limit_type},
|
||||
TUSHARE_FIELDS["limit_list_d"],
|
||||
)
|
||||
for row in part:
|
||||
row = dict(row)
|
||||
row.setdefault("limit_type", limit_type)
|
||||
rows.append(row)
|
||||
return rows
|
||||
|
||||
def fetch_popularity(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, source in (("ths_hot", "ths"), ("dc_hot", "dc")):
|
||||
for row in self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name]):
|
||||
item = dict(row)
|
||||
item["source"] = source
|
||||
item.setdefault("trade_date", trade_date)
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_dragon_tiger(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
details = self._query("hm_detail", {"trade_date": trade_date}, TUSHARE_FIELDS["hm_detail"])
|
||||
top_rows = self._query("top_list", {"trade_date": trade_date}, TUSHARE_FIELDS["top_list"])
|
||||
context = {
|
||||
str(row.get("ts_code") or ""): row
|
||||
for row in top_rows
|
||||
if str(row.get("ts_code") or "")
|
||||
}
|
||||
rows: list[dict[str, Any]] = []
|
||||
for row in details:
|
||||
item = dict(row)
|
||||
stock = context.get(str(item.get("ts_code") or ""), {})
|
||||
if item.get("pct_change") is None and stock.get("pct_change") is not None:
|
||||
item["pct_change"] = stock.get("pct_change")
|
||||
if not item.get("reason") and stock.get("reason"):
|
||||
item["reason"] = stock.get("reason")
|
||||
if not item.get("ts_name") and stock.get("name"):
|
||||
item["ts_name"] = stock.get("name")
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_sector_daily(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, family in (("ths_daily", "ths"), ("dc_index", "dc"), ("sw_daily", "sw")):
|
||||
try:
|
||||
part = self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name])
|
||||
except AdapterError:
|
||||
part = []
|
||||
for row in part:
|
||||
item = dict(row)
|
||||
item["family"] = family
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for ts_code in codes:
|
||||
@@ -104,6 +191,17 @@ class TushareAdapter(MarketAdapter):
|
||||
return rows
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if dataset in {"limit_events", "limit_list_d"}:
|
||||
return [normalize_limit_event(row) for row in rows]
|
||||
if dataset == "popularity":
|
||||
return [normalize_popularity(row, source=str(row.get("source") or "")) for row in rows]
|
||||
if dataset == "dragon_tiger":
|
||||
return [normalize_dragon_tiger(row) for row in rows]
|
||||
if dataset == "sector_daily":
|
||||
return [
|
||||
normalize_sector_daily(row, family=str(row.get("family") or "ths"))
|
||||
for row in rows
|
||||
]
|
||||
mapping = {
|
||||
"calendar": normalize_calendar,
|
||||
"trade_cal": normalize_calendar,
|
||||
@@ -148,12 +246,11 @@ class TushareAdapter(MarketAdapter):
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
result = json.loads(response.read().decode("utf-8"))
|
||||
except json.JSONDecodeError:
|
||||
raise AdapterError("Tushare returned invalid json") from None
|
||||
except (urllib.error.URLError, TimeoutError) as exc:
|
||||
raise AdapterError(f"Tushare request failed: {exc}") from exc
|
||||
if result.get("code") != 0:
|
||||
raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
|
||||
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
|
||||
raise AdapterError(f"Tushare 请求失败: {exc}") from exc
|
||||
if result.get("code") not in (0, "0", None):
|
||||
raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
|
||||
data = result.get("data") or {}
|
||||
columns = data.get("fields") or []
|
||||
return [dict(zip(columns, item)) for item in data.get("items") or []]
|
||||
items = data.get("items") or []
|
||||
fields_list = data.get("fields") or (fields.split(",") if fields else [])
|
||||
return [dict(zip(fields_list, item)) for item in items]
|
||||
|
||||
@@ -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
|
||||
@@ -282,6 +283,8 @@ 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 +292,7 @@ DATASET_TABLES = {
|
||||
"auction": ("eod_auction", "staging_auction"),
|
||||
"index_daily": ("eod_index_bars", "staging_index_bars"),
|
||||
"stocks": ("eod_stocks", "staging_stocks"),
|
||||
**EXTENDED_DATASET_TABLES,
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -156,6 +156,95 @@ def normalize_stock(row: dict[str, Any]) -> dict[str, Any]:
|
||||
}
|
||||
|
||||
|
||||
def normalize_limit_event(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""limit_list_d. float_mv/total_mv/limit_amount are 万元 → yuan; amount/fd_amount already yuan."""
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"limit_type": str(row.get("limit_type") or "").strip().upper() or "U",
|
||||
"name": str(row.get("name") or "").strip() or None,
|
||||
"industry": str(row.get("industry") or "").strip() or None,
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pct_chg": round4(finite_number(row.get("pct_chg"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
"limit_amount": round4(_scale(row.get("limit_amount"), AMOUNT_WAN_YUAN)),
|
||||
"float_mv": round4(_scale(row.get("float_mv"), AMOUNT_WAN_YUAN)),
|
||||
"total_mv": round4(_scale(row.get("total_mv"), AMOUNT_WAN_YUAN)),
|
||||
"turnover_ratio": round4(finite_number(row.get("turnover_ratio"))),
|
||||
"fd_amount": round4(finite_number(row.get("fd_amount"))),
|
||||
"first_time": str(row.get("first_time") or "").strip() or None,
|
||||
"last_time": str(row.get("last_time") or "").strip() or None,
|
||||
"open_times": _optional_int(row.get("open_times")),
|
||||
"up_stat": str(row.get("up_stat") or "").strip() or None,
|
||||
"limit_times": _optional_int(row.get("limit_times")),
|
||||
}
|
||||
|
||||
|
||||
def normalize_popularity(row: dict[str, Any], source: str = "") -> dict[str, Any]:
|
||||
src = str(source or row.get("source") or "").strip().lower() or "ths"
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"source": src,
|
||||
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
|
||||
"rank": _optional_int(row.get("rank")),
|
||||
"pct_change": round4(
|
||||
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
|
||||
),
|
||||
"current_price": round4(finite_number(row.get("current_price") or row.get("price"))),
|
||||
"hot": round4(finite_number(row.get("hot"))),
|
||||
"concept": str(row.get("concept") or "").strip() or None,
|
||||
"data_type": str(row.get("data_type") or "").strip() or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_dragon_tiger(row: dict[str, Any]) -> dict[str, Any]:
|
||||
"""hm_detail amounts are 万元 → yuan."""
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"hm_name": str(row.get("hm_name") or "未命名游资").strip() or "未命名游资",
|
||||
"ts_name": str(row.get("ts_name") or row.get("name") or "").strip() or None,
|
||||
"buy_amount": round4(_scale(row.get("buy_amount"), AMOUNT_WAN_YUAN)),
|
||||
"sell_amount": round4(_scale(row.get("sell_amount"), AMOUNT_WAN_YUAN)),
|
||||
"net_amount": round4(_scale(row.get("net_amount"), AMOUNT_WAN_YUAN)),
|
||||
"hm_orgs": str(row.get("hm_orgs") or "").strip() or None,
|
||||
"tag": str(row.get("tag") or "").strip() or None,
|
||||
"pct_change": round4(finite_number(row.get("pct_change"))),
|
||||
"reason": str(row.get("reason") or "").strip() or None,
|
||||
}
|
||||
|
||||
|
||||
def normalize_sector_daily(row: dict[str, Any], family: str = "ths") -> dict[str, Any]:
|
||||
fam = str(family or row.get("family") or "ths").strip().lower()
|
||||
return {
|
||||
"ts_code": _code(row.get("ts_code")),
|
||||
"trade_date": _date(row.get("trade_date")),
|
||||
"family": fam,
|
||||
"name": str(row.get("name") or "").strip() or None,
|
||||
"open": round4(finite_number(row.get("open"))),
|
||||
"high": round4(finite_number(row.get("high"))),
|
||||
"low": round4(finite_number(row.get("low"))),
|
||||
"close": round4(finite_number(row.get("close"))),
|
||||
"pre_close": round4(finite_number(row.get("pre_close"))),
|
||||
"pct_change": round4(
|
||||
finite_number(row.get("pct_change") if row.get("pct_change") is not None else row.get("pct_chg"))
|
||||
),
|
||||
"vol": round4(finite_number(row.get("vol"))),
|
||||
"turnover_rate": round4(finite_number(row.get("turnover_rate"))),
|
||||
"amount": round4(finite_number(row.get("amount"))),
|
||||
}
|
||||
|
||||
|
||||
def _optional_int(value: Any) -> int | None:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return int(float(value))
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
|
||||
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
|
||||
if price is None:
|
||||
return None
|
||||
@@ -184,6 +273,11 @@ NORMALIZERS = {
|
||||
"calendar": normalize_calendar,
|
||||
"stock_basic": normalize_stock,
|
||||
"stocks": normalize_stock,
|
||||
"limit_events": normalize_limit_event,
|
||||
"limit_list_d": normalize_limit_event,
|
||||
"popularity": normalize_popularity,
|
||||
"dragon_tiger": normalize_dragon_tiger,
|
||||
"sector_daily": normalize_sector_daily,
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -9,6 +9,11 @@ from typing import Any
|
||||
|
||||
from datahub.adapters.base import AdapterError
|
||||
from datahub.adapters.tushare import DEFAULT_INDEX_CODES, WEBSITE_INDEX_CODES, TushareAdapter
|
||||
from datahub.datasets_ext import (
|
||||
EXTENDED_EOD_COPY,
|
||||
EXTENDED_SOFT_DATASETS,
|
||||
EXTENDED_STAGING_INSERT,
|
||||
)
|
||||
from datahub.db import DATASET_TABLES, HubDB
|
||||
from datahub.governance.circuit import CircuitBreaker
|
||||
from datahub.governance.ratelimit import TokenBucket
|
||||
@@ -21,12 +26,16 @@ from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
|
||||
LOGGER = get_logger()
|
||||
|
||||
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
||||
SOFT_DATASETS = {"moneyflow", "auction"}
|
||||
OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
|
||||
SOFT_DATASETS = {"moneyflow", "auction"} | EXTENDED_SOFT_DATASETS
|
||||
OFFICIAL_DATASETS = HARD_DATASETS | {"moneyflow", "auction"} # A/B retry scope unchanged
|
||||
STOCKS_DATASET = "stocks"
|
||||
STOCK_SNAPSHOT_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
|
||||
EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
|
||||
EOD_B_DATASETS = ("index_daily",)
|
||||
EOD_C_DATASETS = ("limit_events",)
|
||||
EOD_D_DATASETS = ("dragon_tiger",)
|
||||
EOD_E_DATASETS = ("sector_daily",)
|
||||
EOD_F_DATASETS = ("popularity",)
|
||||
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
||||
|
||||
STAGING_INSERT = {
|
||||
@@ -80,6 +89,7 @@ STAGING_INSERT = {
|
||||
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"),
|
||||
),
|
||||
),
|
||||
**EXTENDED_STAGING_INSERT,
|
||||
}
|
||||
|
||||
EOD_COPY = {
|
||||
@@ -114,6 +124,7 @@ EOD_COPY = {
|
||||
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,batch_id "
|
||||
"FROM staging_index_bars WHERE batch_id = ?"
|
||||
),
|
||||
**EXTENDED_EOD_COPY,
|
||||
}
|
||||
|
||||
|
||||
@@ -672,19 +683,69 @@ class Pipeline:
|
||||
def run_eod_batch_b(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_release_group(EOD_B_DATASETS, trade_date, force=force)
|
||||
|
||||
def run_extended_soft(self, datasets: tuple[str, ...], trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
"""Publish extended soft datasets independently (not A/B atomic)."""
|
||||
results: dict[str, Any] = {}
|
||||
day = yyyymmdd(trade_date)
|
||||
for dataset in datasets:
|
||||
if not force and self.active_batch(dataset, day):
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "skipped",
|
||||
"reason": "already_published",
|
||||
}
|
||||
continue
|
||||
try:
|
||||
rows = self._fetch_dataset(dataset, day)
|
||||
if not rows and dataset in {"popularity", "dragon_tiger"}:
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "skipped",
|
||||
"reason": "upstream_empty",
|
||||
"rows": 0,
|
||||
}
|
||||
continue
|
||||
results[dataset] = self.run_dataset(dataset, day, prepared_rows=rows)
|
||||
except Exception as exc:
|
||||
results[dataset] = {
|
||||
"dataset": dataset,
|
||||
"trade_date": day,
|
||||
"state": "failed",
|
||||
"error": str(exc),
|
||||
}
|
||||
LOGGER.exception("extended soft publish failed dataset=%s date=%s", dataset, day)
|
||||
return results
|
||||
|
||||
def run_eod_batch_c(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_extended_soft(EOD_C_DATASETS, trade_date, force=force)
|
||||
|
||||
def run_eod_batch_d(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_extended_soft(EOD_D_DATASETS, trade_date, force=force)
|
||||
|
||||
def run_eod_batch_e(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_extended_soft(EOD_E_DATASETS, trade_date, force=force)
|
||||
|
||||
def run_eod_batch_f(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
||||
return self.run_extended_soft(EOD_F_DATASETS, trade_date, force=force)
|
||||
|
||||
def force_republish_boundary(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
||||
"""Force-republish the full A/B consistency boundary that owns ``dataset``.
|
||||
|
||||
CLI ``eod-refresh --force`` and admin manual backfill must not publish a
|
||||
single official member alone — that would mix old and new batches inside
|
||||
the same trade date. Naming any A-group member (or stocks) rebuilds the
|
||||
whole A group; naming ``index_daily`` rebuilds B.
|
||||
whole A group; naming ``index_daily`` rebuilds B. Extended soft datasets
|
||||
republish independently.
|
||||
"""
|
||||
name = str(dataset or "").strip()
|
||||
if name in EOD_A_DATASETS or name == STOCKS_DATASET:
|
||||
return self.run_eod_batch_a(trade_date, force=True)
|
||||
if name in EOD_B_DATASETS:
|
||||
return self.run_eod_batch_b(trade_date, force=True)
|
||||
if name in EXTENDED_SOFT_DATASETS:
|
||||
return self.run_extended_soft((name,), trade_date, force=True)
|
||||
raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
|
||||
|
||||
def run_release_group(
|
||||
@@ -1022,7 +1083,16 @@ class Pipeline:
|
||||
)
|
||||
listed_n = int((listed or {}).get("n") or 0)
|
||||
row_n = len(rows)
|
||||
keys = [(row.get("ts_code"), row.get("trade_date")) for row in rows]
|
||||
if dataset == "limit_events":
|
||||
keys = [(row.get("ts_code"), row.get("trade_date"), row.get("limit_type")) for row in rows]
|
||||
elif dataset == "popularity":
|
||||
keys = [(row.get("ts_code"), row.get("trade_date"), row.get("source")) for row in rows]
|
||||
elif dataset == "dragon_tiger":
|
||||
keys = [(row.get("ts_code"), row.get("trade_date"), row.get("hm_name")) for row in rows]
|
||||
elif dataset == "sector_daily":
|
||||
keys = [(row.get("ts_code"), row.get("trade_date"), row.get("family")) for row in rows]
|
||||
else:
|
||||
keys = [(row.get("ts_code"), row.get("trade_date")) for row in rows]
|
||||
dup = row_n - len(set(keys))
|
||||
if dup:
|
||||
errors.append(f"duplicate keys: {dup}")
|
||||
@@ -1043,7 +1113,8 @@ class Pipeline:
|
||||
errors.append(EMPTY_BATCH_ERROR)
|
||||
field_report = self._field_gate(dataset, trade_date, rows, errors)
|
||||
if dataset in SOFT_DATASETS:
|
||||
hard_fail = bool(dup or bad_date or empty)
|
||||
allow_empty = dataset in {"popularity", "dragon_tiger", "moneyflow", "auction"}
|
||||
hard_fail = bool(dup or bad_date or (empty and not allow_empty))
|
||||
else:
|
||||
hard_fail = bool(errors) and (dataset in HARD_DATASETS or dataset == STOCKS_DATASET)
|
||||
report = {
|
||||
|
||||
@@ -0,0 +1,188 @@
|
||||
"""Provisional (盘中观察) serving: quotes, index quotes, intraday points.
|
||||
|
||||
Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import time
|
||||
from datetime import datetime
|
||||
from typing import Any
|
||||
|
||||
from datahub.adapters.eastmoney import EastmoneyAdapter
|
||||
from datahub.adapters.tencent import TencentAdapter
|
||||
from datahub.codes import resolve_code
|
||||
from datahub.db import HubDB
|
||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||
|
||||
QUOTE_TTL = 60
|
||||
INDEX_TTL = 60
|
||||
INTRADAY_TTL = 20
|
||||
|
||||
|
||||
class RealtimeApiError(RuntimeError):
|
||||
def __init__(self, code: str, message: str) -> None:
|
||||
super().__init__(message)
|
||||
self.code = code
|
||||
self.message = message
|
||||
|
||||
|
||||
def _envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
|
||||
from datahub import SCHEMA_VERSION
|
||||
|
||||
return {"schema_version": SCHEMA_VERSION, "data": data, "meta": meta}
|
||||
|
||||
|
||||
def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
|
||||
cache_key = "indexes:quotes"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
eastmoney = EastmoneyAdapter()
|
||||
try:
|
||||
rows = eastmoney.fetch_indices()
|
||||
source = "eastmoney:ulist"
|
||||
except Exception:
|
||||
rows = TencentAdapter().fetch_indices()
|
||||
source = "tencent:qt"
|
||||
if len(rows) < 3:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", "index quotes incomplete")
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INDEX_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
|
||||
if not codes:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", "codes is required")
|
||||
resolved: list[str] = []
|
||||
for code in codes[:60]:
|
||||
item = resolve_code(db, code) or _guess_ts_code(code)
|
||||
if item:
|
||||
resolved.append(item)
|
||||
if not resolved:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
|
||||
cache_key = "quotes:" + ",".join(sorted(resolved))
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
rows = adapter.fetch_quotes(resolved)
|
||||
source = "eastmoney:clist"
|
||||
except Exception as exc:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"quotes unavailable: {exc}") from exc
|
||||
payload = _envelope(
|
||||
rows,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
|
||||
ts_code = resolve_code(db, code) or _guess_ts_code(code)
|
||||
if not ts_code:
|
||||
raise RealtimeApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||
cache_key = f"intraday:{ts_code}:{date or 'today'}"
|
||||
cached = _read_cache(db, cache_key)
|
||||
if cached is not None:
|
||||
return cached
|
||||
adapter = EastmoneyAdapter()
|
||||
try:
|
||||
payload_data = adapter.fetch_intraday(ts_code)
|
||||
source = "eastmoney:trends2"
|
||||
except Exception as exc:
|
||||
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"intraday unavailable: {exc}") from exc
|
||||
payload = _envelope(
|
||||
payload_data,
|
||||
{
|
||||
"tier": "provisional",
|
||||
"trade_date": yyyymmdd(payload_data.get("trade_date") or date or now_shanghai()),
|
||||
"source": source,
|
||||
"stale": False,
|
||||
"staleness_seconds": 0,
|
||||
"published_at": isoformat(now_shanghai()),
|
||||
},
|
||||
)
|
||||
_write_cache(db, cache_key, payload, INTRADAY_TTL, source)
|
||||
return payload
|
||||
|
||||
|
||||
def _guess_ts_code(code: str) -> str | None:
|
||||
raw = str(code or "").strip().upper()
|
||||
if "." in raw:
|
||||
return raw
|
||||
if len(raw) == 6 and raw.isdigit():
|
||||
if raw.startswith(("5", "6", "9")):
|
||||
return f"{raw}.SH"
|
||||
return f"{raw}.SZ"
|
||||
return None
|
||||
|
||||
|
||||
def _read_cache(db: HubDB, cache_key: str) -> dict[str, Any] | None:
|
||||
row = db.fetchone("SELECT * FROM rt_cache WHERE cache_key = ?", (cache_key,))
|
||||
if not row:
|
||||
return None
|
||||
expires = str(row.get("expires_at") or "")
|
||||
now = isoformat(now_shanghai())
|
||||
if expires and expires < now:
|
||||
return None
|
||||
try:
|
||||
payload = json.loads(row["payload"])
|
||||
except json.JSONDecodeError:
|
||||
return None
|
||||
if isinstance(payload, dict) and isinstance(payload.get("meta"), dict):
|
||||
stored = str(row.get("stored_at") or "")
|
||||
try:
|
||||
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
|
||||
except Exception:
|
||||
age = 0
|
||||
payload["meta"]["staleness_seconds"] = age
|
||||
payload["meta"]["stale"] = age > QUOTE_TTL
|
||||
return payload
|
||||
|
||||
|
||||
def _write_cache(db: HubDB, cache_key: str, payload: dict[str, Any], ttl: int, source: str) -> None:
|
||||
from datetime import timedelta
|
||||
|
||||
now = now_shanghai()
|
||||
stored = isoformat(now)
|
||||
expires = isoformat(now + timedelta(seconds=ttl))
|
||||
db.execute(
|
||||
"""
|
||||
INSERT INTO rt_cache(cache_key, payload, source, stored_at, expires_at)
|
||||
VALUES (?,?,?,?,?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source,
|
||||
stored_at=excluded.stored_at, expires_at=excluded.expires_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored, expires),
|
||||
)
|
||||
db.execute(
|
||||
"""
|
||||
INSERT INTO last_known_good(cache_key, payload, source, stored_at)
|
||||
VALUES (?,?,?,?)
|
||||
ON CONFLICT(cache_key) DO UPDATE SET
|
||||
payload=excluded.payload, source=excluded.source, stored_at=excluded.stored_at
|
||||
""",
|
||||
(cache_key, json.dumps(payload, ensure_ascii=False), source, stored),
|
||||
)
|
||||
@@ -48,6 +48,10 @@ class Scheduler:
|
||||
"precheck": self._precheck,
|
||||
"eod_a": self._eod_a,
|
||||
"eod_b": self._eod_b,
|
||||
"eod_c": self._eod_c,
|
||||
"eod_d": self._eod_d,
|
||||
"eod_e": self._eod_e,
|
||||
"eod_f": self._eod_f,
|
||||
"eod_retry": self._eod_retry,
|
||||
"stocks_refresh": self._stocks_refresh,
|
||||
"cleanup": self._cleanup,
|
||||
@@ -87,6 +91,10 @@ 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(18, 5)),
|
||||
("eod_f", time(22, 40)),
|
||||
("cleanup", time(0, 30)),
|
||||
("backup", time(0, 40)),
|
||||
]
|
||||
@@ -99,7 +107,7 @@ 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 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 +118,7 @@ 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)
|
||||
@@ -317,6 +325,18 @@ 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)
|
||||
|
||||
|
||||
@@ -73,6 +73,20 @@ class V1API:
|
||||
return self.moneyflow(q)
|
||||
if path == "/v1/auction":
|
||||
return self.auction(q)
|
||||
if path == "/v1/limit-events":
|
||||
return self.limit_events(q)
|
||||
if path == "/v1/popularity":
|
||||
return self.popularity(q)
|
||||
if path == "/v1/dragon-tiger":
|
||||
return self.dragon_tiger(q)
|
||||
if path == "/v1/sectors":
|
||||
return self.sectors(q)
|
||||
if path == "/v1/quotes/latest":
|
||||
return self.quotes_latest(q)
|
||||
if path == "/v1/indexes/quotes":
|
||||
return self.index_quotes(q)
|
||||
if path == "/v1/intraday/points":
|
||||
return self.intraday_points(q)
|
||||
if path == "/v1/datasets/status":
|
||||
return self.dataset_status(q.get("date") or "")
|
||||
if path == "/v1/batches":
|
||||
@@ -197,9 +211,75 @@ class V1API:
|
||||
def auction(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(dataset="auction", table="eod_auction", q=q, source="tushare:stk_auction")
|
||||
|
||||
def limit_events(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="limit_events",
|
||||
table="eod_limit_events",
|
||||
q=q,
|
||||
source="tushare:limit_list_d",
|
||||
extra_filters={"limit_type": q.get("limit_type") or ""},
|
||||
)
|
||||
|
||||
def popularity(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="popularity",
|
||||
table="eod_popularity",
|
||||
q=q,
|
||||
source="tushare:ths_hot+dc_hot",
|
||||
extra_filters={"source": q.get("source") or ""},
|
||||
)
|
||||
|
||||
def dragon_tiger(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="dragon_tiger",
|
||||
table="eod_dragon_tiger",
|
||||
q=q,
|
||||
source="tushare:hm_detail",
|
||||
)
|
||||
|
||||
def sectors(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
return self._published_rows(
|
||||
dataset="sector_daily",
|
||||
table="eod_sector_daily",
|
||||
q=q,
|
||||
source="tushare:ths_daily+dc_index+sw_daily",
|
||||
extra_filters={"family": q.get("family") or ""},
|
||||
)
|
||||
|
||||
def quotes_latest(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_quotes
|
||||
|
||||
codes = [item.strip() for item in str(q.get("codes") or "").split(",") if item.strip()]
|
||||
try:
|
||||
return fetch_quotes(self.db, codes)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def index_quotes(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_index_quotes
|
||||
|
||||
try:
|
||||
return fetch_index_quotes(self.db)
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def intraday_points(self, q: dict[str, str]) -> dict[str, Any]:
|
||||
from datahub.realtime_serve import RealtimeApiError, fetch_intraday
|
||||
|
||||
code = str(q.get("code") or "").strip()
|
||||
if not code:
|
||||
raise ApiError("INVALID_ARGUMENT", "code is required")
|
||||
try:
|
||||
return fetch_intraday(self.db, code, yyyymmdd(q.get("date") or ""))
|
||||
except RealtimeApiError as exc:
|
||||
raise ApiError(exc.code, exc.message) from exc
|
||||
|
||||
def dataset_status(self, date: str) -> dict[str, Any]:
|
||||
trade_date = yyyymmdd(date or now_shanghai())
|
||||
datasets = ("daily", "valuation", "moneyflow", "auction", "index_daily", "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 +324,7 @@ class V1API:
|
||||
source: str,
|
||||
adjust: str = "none",
|
||||
default_code: str = "",
|
||||
extra_filters: dict[str, str] | None = None,
|
||||
) -> dict[str, Any]:
|
||||
trade_date = q.get("date") or q.get("trade_date") or ""
|
||||
code = q.get("code") or default_code
|
||||
@@ -264,6 +345,7 @@ class V1API:
|
||||
if resolved is None:
|
||||
raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||
ts_code = resolved
|
||||
filters = {key: value for key, value in (extra_filters or {}).items() if value}
|
||||
# For a range, use per-date published batch. Single-date is the common path.
|
||||
if start == end:
|
||||
pub = self.db.fetchone(
|
||||
@@ -282,6 +364,9 @@ class V1API:
|
||||
if ts_code:
|
||||
sql += " AND ts_code = ?"
|
||||
params.append(ts_code)
|
||||
for key, value in filters.items():
|
||||
sql += f" AND {key} = ?"
|
||||
params.append(value)
|
||||
sql += " ORDER BY ts_code LIMIT ? OFFSET ?"
|
||||
params.extend([limit, offset])
|
||||
rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))]
|
||||
@@ -317,6 +402,9 @@ class V1API:
|
||||
if ts_code:
|
||||
sql += " AND ts_code = ?"
|
||||
params.append(ts_code)
|
||||
for key, value in filters.items():
|
||||
sql += f" AND {key} = ?"
|
||||
params.append(value)
|
||||
sql += " ORDER BY ts_code"
|
||||
rows.extend(self.db.fetchall(sql, tuple(params)))
|
||||
sliced = rows[offset: offset + limit]
|
||||
|
||||
@@ -45,6 +45,30 @@ RAW = {
|
||||
{"ts_code": "600000.SH", "trade_date": "20240902", "vol": 100, "price": 10.15, "amount": 1500000, "pre_close": 10.00, "turnover_rate": 0.1, "volume_ratio": 1.2, "float_share": 2000},
|
||||
{"ts_code": "000001.SZ", "trade_date": "20240902", "vol": 80, "price": 11.05, "amount": 1200000, "pre_close": 11.10, "turnover_rate": 0.2, "volume_ratio": 0.9, "float_share": 1800},
|
||||
],
|
||||
"limit_list_d": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "industry": "银行", "name": "浦发银行", "close": 10.2, "pct_chg": 9.95, "amount": 1e8, "limit_amount": 5000, "float_mv": 800, "total_mv": 1000, "turnover_ratio": 5.0, "fd_amount": 2e7, "first_time": "09:30:01", "last_time": "14:55:00", "open_times": 0, "up_stat": "1/1", "limit_times": 1, "limit_type": "U"},
|
||||
],
|
||||
"ths_hot": [
|
||||
{"ts_code": "600000.SH", "ts_name": "浦发银行", "hot": 90.0, "rank": 1, "pct_change": 1.2, "current_price": 10.2, "concept": "银行", "data_type": "热股", "trade_date": "20240902"},
|
||||
],
|
||||
"dc_hot": [
|
||||
{"ts_code": "600000.SH", "ts_name": "浦发银行", "rank": 2, "pct_change": 1.2, "current_price": 10.2, "hot": 80.0, "concept": "银行", "data_type": "A股市场", "trade_date": "20240902"},
|
||||
],
|
||||
"hm_detail": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "ts_name": "浦发银行", "buy_amount": 1000, "sell_amount": 200, "net_amount": 800, "hm_name": "测试游资", "hm_orgs": "某某营业部", "tag": "超买"},
|
||||
],
|
||||
"top_list": [
|
||||
{"trade_date": "20240902", "ts_code": "600000.SH", "name": "浦发银行", "pct_change": 9.95, "reason": "涨幅偏离值达7%"},
|
||||
],
|
||||
"ths_daily": [
|
||||
{"ts_code": "885811.TI", "trade_date": "20240902", "open": 1000, "high": 1010, "low": 990, "close": 1005, "pre_close": 995, "pct_change": 1.0, "vol": 100, "turnover_rate": 1.2},
|
||||
],
|
||||
"dc_index": [
|
||||
{"ts_code": "BK0475", "trade_date": "20240902", "name": "银行", "open": 100, "high": 101, "low": 99, "close": 100.5, "pre_close": 99.5, "pct_change": 1.0, "vol": 10, "amount": 1e8, "turnover_rate": 0.5},
|
||||
],
|
||||
"sw_daily": [
|
||||
{"ts_code": "801780.SI", "trade_date": "20240902", "name": "银行", "open": 2000, "high": 2010, "low": 1990, "close": 2005, "pct_change": 0.8, "vol": 50, "amount": 2e8},
|
||||
],
|
||||
}
|
||||
|
||||
|
||||
@@ -66,4 +90,9 @@ def fake_transport(api_name: str, params: dict, fields: str):
|
||||
start = str(params.get("start_date") or "")
|
||||
end = str(params.get("end_date") or "99999999")
|
||||
return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
|
||||
return list(RAW.get(api_name) or [])
|
||||
rows = list(RAW.get(api_name) or [])
|
||||
if api_name == "limit_list_d":
|
||||
limit_type = str(params.get("limit_type") or "")
|
||||
if limit_type:
|
||||
rows = [row for row in rows if str(row.get("limit_type") or "") == limit_type]
|
||||
return rows
|
||||
|
||||
@@ -0,0 +1,65 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import tempfile
|
||||
import unittest
|
||||
from pathlib import Path
|
||||
|
||||
from datahub.adapters.tushare import TushareAdapter
|
||||
from datahub.crypto import SecretVault
|
||||
from datahub.hub import Hub
|
||||
from datahub.settings import Settings
|
||||
from tests.fixtures import TRADE_DATE, fake_transport
|
||||
|
||||
|
||||
class ExtendedEodTests(unittest.TestCase):
|
||||
def setUp(self) -> None:
|
||||
self.tmp = tempfile.TemporaryDirectory()
|
||||
key = SecretVault.generate_key()
|
||||
settings = Settings(
|
||||
host="127.0.0.1",
|
||||
port=0,
|
||||
encryption_key=key,
|
||||
api_token="k" * 32,
|
||||
admin_password="StartPass1",
|
||||
tushare_token="tushare-secret",
|
||||
db_path=Path(self.tmp.name) / "hub.db",
|
||||
backup_dir=Path(self.tmp.name) / "backups",
|
||||
scheduler_enabled=False,
|
||||
quality={"daily_row_ratio": 0.5, "null_rate_max": 0.5, "list_limit_default": 5000, "list_limit_max": 5000},
|
||||
)
|
||||
adapter = TushareAdapter("tushare-secret", transport=fake_transport)
|
||||
self.hub = Hub(settings, adapter=adapter)
|
||||
self.hub.pipeline.ingest_reference(TRADE_DATE)
|
||||
for dataset in ("daily", "valuation", "moneyflow", "auction", "index_daily"):
|
||||
self.hub.pipeline.run_dataset(dataset, TRADE_DATE)
|
||||
|
||||
def tearDown(self) -> None:
|
||||
self.hub.stop()
|
||||
self.tmp.cleanup()
|
||||
|
||||
def test_extended_soft_datasets_publish_and_serve(self) -> None:
|
||||
results = self.hub.pipeline.run_extended_soft(
|
||||
("limit_events", "popularity", "dragon_tiger", "sector_daily"),
|
||||
TRADE_DATE,
|
||||
)
|
||||
for name in ("limit_events", "popularity", "dragon_tiger", "sector_daily"):
|
||||
self.assertEqual(results[name]["state"], "published", results[name])
|
||||
api = self.hub.api
|
||||
limits = api.handle("/v1/limit-events", {"date": [TRADE_DATE]})
|
||||
self.assertGreaterEqual(len(limits["data"]), 1)
|
||||
self.assertEqual(limits["meta"]["tier"], "official")
|
||||
pop = api.handle("/v1/popularity", {"date": [TRADE_DATE], "source": ["ths"]})
|
||||
self.assertEqual(pop["data"][0]["source"], "ths")
|
||||
lhb = api.handle("/v1/dragon-tiger", {"date": [TRADE_DATE]})
|
||||
self.assertEqual(lhb["data"][0]["hm_name"], "测试游资")
|
||||
# hub stores 万元→元
|
||||
self.assertEqual(lhb["data"][0]["buy_amount"], 10_000_000.0)
|
||||
sectors = api.handle("/v1/sectors", {"date": [TRADE_DATE], "family": ["ths"]})
|
||||
self.assertEqual(sectors["data"][0]["family"], "ths")
|
||||
status = api.handle("/v1/datasets/status", {"date": [TRADE_DATE]})
|
||||
names = {item["dataset"] for item in status["data"]}
|
||||
self.assertTrue({"limit_events", "popularity", "dragon_tiger", "sector_daily"} <= names)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
@@ -19,11 +19,17 @@ class LayoutTests(unittest.TestCase):
|
||||
def test_reserved_adapters_present(self) -> None:
|
||||
from datahub.adapters import RESERVED
|
||||
|
||||
for name in ("eastmoney", "tencent", "ths", "xgb", "akshare", "ifind"):
|
||||
for name in ("ths", "xgb", "akshare", "ifind"):
|
||||
self.assertIn(name, RESERVED)
|
||||
probe = RESERVED[name].probe()
|
||||
self.assertEqual(probe["state"], "reserved")
|
||||
self.assertFalse(probe["configured"])
|
||||
for name in ("eastmoney", "tencent"):
|
||||
self.assertIn(name, RESERVED)
|
||||
probe = RESERVED[name].probe()
|
||||
# Live free adapters: probe may be ok/error/empty depending on network.
|
||||
self.assertIn(probe["state"], {"ok", "empty", "error"})
|
||||
self.assertTrue(probe["configured"])
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
||||
Reference in New Issue
Block a user