Compare 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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# 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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# 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_BASE_URL=http://127.0.0.1:8766
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DATAHUB_TOKEN=
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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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LOGGER = logging.getLogger("xiaobai.datahub")
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ShadowSink = Callable[[dict[str, Any]], None]
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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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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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path = filename.replace("\\", "/")
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return module_name.startswith("backend.features.heaven") or "/features/heaven/" in path
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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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legacy_query: Callable[..., list[dict[str, Any]]],
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) -> 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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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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# 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 or self.heaven_guard():
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if not dataset:
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return legacy_query(api_name, params, fields)
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return legacy_query(api_name, params, fields)
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flags = self.settings.flags(dataset)
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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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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_error: str | None = None
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hub_canonical: list[dict[str, Any]] = []
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hub_canonical: list[dict[str, Any]] = []
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try:
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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_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_rows = to_native_rows(dataset, hub_canonical)
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hub_meta = dict(response.meta)
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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 project_fields(hub_rows, fields)
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return legacy_query(api_name, params, 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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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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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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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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"valuation": self.client.valuation,
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"moneyflow": self.client.moneyflow,
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"moneyflow": self.client.moneyflow,
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"auction": self.client.auction,
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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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}
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fetcher = fetchers[dataset]
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fetcher = fetchers[dataset]
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query: dict[str, Any] = {}
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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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query["to"] = end
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if dataset == "daily":
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if dataset == "daily":
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query["adjust"] = "none"
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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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return self._paginate(fetcher, query)
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def _paginate(self, fetcher: Callable[..., DatahubResponse], params: dict[str, Any]) -> DatahubResponse:
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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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def auction(self, **params: Any) -> DatahubResponse:
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return self.get("/v1/auction", params)
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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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def dataset_status(self, date: str) -> DatahubResponse:
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return self.get("/v1/datasets/status", {"date": date})
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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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"index_daily": "index_daily",
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"moneyflow": "moneyflow",
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"moneyflow": "moneyflow",
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"stk_auction": "auction",
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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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}
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SCALE_FIELDS = {
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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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"net_mf_amount": AMOUNT_WAN_YUAN,
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},
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},
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"auction": {"vol": VOLUME_LOT, "float_share": AMOUNT_WAN_YUAN},
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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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}
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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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converted[field] = _unscale(converted.get(field), factor)
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if dataset == "stocks":
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if dataset == "stocks":
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converted.pop("updated_at", None)
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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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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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return (str(row.get("ts_code") or "").upper(),)
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if dataset == "status":
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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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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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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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"valuation",
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"moneyflow",
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"moneyflow",
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"auction",
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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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"status",
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)
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)
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@@ -28,6 +35,13 @@ ENV_DATASET = {
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"valuation": "VALUATION",
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"valuation": "VALUATION",
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"moneyflow": "MONEYFLOW",
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"moneyflow": "MONEYFLOW",
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"auction": "AUCTION",
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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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"status": "STATUS",
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}
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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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"valuation": { "read": false, "shadow": false },
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"moneyflow": { "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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"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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"status": { "read": false, "shadow": false }
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}
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}
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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["vol"], 100000.0)
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self.assertEqual(canonical["amount"], 2000000.0)
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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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def test_heaven_can_use_hub_when_dataset_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。"""
|
"""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.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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self.assertFalse(looks_like_heaven("backend.features.market.service", "backend/features/market/service.py"))
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client = FakeClient()
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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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)
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rows = wrapped.query("daily", {"trade_date": "20240902"}, "amount")
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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(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:
|
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")))
|
off = DatahubBridge(flags(), FakeClient(error=DatahubError("UNAVAILABLE", "down")))
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@@ -6,11 +6,12 @@
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## 做什么
|
## 做什么
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|
|
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- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
|
- 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
|
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、limit_list_d、ths_hot/dc_hot、hm_detail、ths_daily/dc_index/sw_daily
|
||||||
|
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、分时点(`/v1/quotes/latest` `/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
|
||||||
- 暂存 → 校验 → 整批原子发布 → 可回滚
|
- 暂存 → 校验 → 整批原子发布 → 可回滚
|
||||||
- `/v1` 稳定接口(`X-Datahub-Token`)
|
- `/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)
|
- `/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)
|
## 单位口径(相对现站)
|
||||||
|
|
||||||
@@ -123,18 +124,6 @@ python -m datahub eod-refresh --trade-date 20260904 --force --dataset valuation
|
|||||||
|
|
||||||
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。
|
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
|
## 备份
|
||||||
|
|
||||||
每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
|
每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
|
||||||
|
|||||||
@@ -105,7 +105,6 @@ async function render() {
|
|||||||
const data = await api("/admin/api/overview");
|
const data = await api("/admin/api/overview");
|
||||||
$("phase").textContent = data.session_phase;
|
$("phase").textContent = data.session_phase;
|
||||||
const eod = data.eod_status || {};
|
const eod = data.eod_status || {};
|
||||||
const rev = data.revision_status || {};
|
|
||||||
const eodLabels = {
|
const eodLabels = {
|
||||||
pending_first_attempt: "等待首次尝试",
|
pending_first_attempt: "等待首次尝试",
|
||||||
waiting_upstream: "等待上游",
|
waiting_upstream: "等待上游",
|
||||||
@@ -113,14 +112,6 @@ async function render() {
|
|||||||
cutoff_failed: "已截止失败",
|
cutoff_failed: "已截止失败",
|
||||||
closed_day: "休市",
|
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 = [];
|
const eodExtra = [];
|
||||||
if (eod.state === "waiting_upstream") {
|
if (eod.state === "waiting_upstream") {
|
||||||
eodExtra.push(`已试 ${eod.attempts} 次`);
|
eodExtra.push(`已试 ${eod.attempts} 次`);
|
||||||
@@ -130,16 +121,12 @@ async function render() {
|
|||||||
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
|
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
|
||||||
eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
eodExtra.push(`缺 ${esc(eod.missing_datasets.join(","))}`);
|
||||||
}
|
}
|
||||||
const revExtra = [];
|
|
||||||
if (rev.detail) revExtra.push(esc(String(rev.detail)));
|
|
||||||
if (rev.window) revExtra.push(esc(String(rev.window)));
|
|
||||||
page.innerHTML = `
|
page.innerHTML = `
|
||||||
<div class="cards">
|
<div class="cards">
|
||||||
<div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div>
|
<div class="card"><div class="muted">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">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">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">${eodExtra.join(" · ")}</div></div>
|
<div class="card"><div class="muted">盘后补跑</div><strong>${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"}">${data.anomalies.length}</strong></div>
|
<div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div>
|
||||||
</div>
|
</div>
|
||||||
<h2>最近调用</h2>
|
<h2>最近调用</h2>
|
||||||
|
|||||||
@@ -17,10 +17,6 @@
|
|||||||
"eod_retry_start": "15:15",
|
"eod_retry_start": "15:15",
|
||||||
"eod_retry_interval_minutes": 30,
|
"eod_retry_interval_minutes": 30,
|
||||||
"eod_retry_cutoff": "23:30",
|
"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,
|
"moneyflow_history_trading_days": 60,
|
||||||
"stocks_refresh_times": [
|
"stocks_refresh_times": [
|
||||||
"20:00",
|
"20:00",
|
||||||
|
|||||||
@@ -1,13 +1,13 @@
|
|||||||
from datahub.adapters.akshare import ADAPTER as akshare
|
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.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.ths import ADAPTER as ths
|
||||||
from datahub.adapters.xgb import ADAPTER as xgb
|
from datahub.adapters.xgb import ADAPTER as xgb
|
||||||
|
|
||||||
RESERVED = {
|
RESERVED = {
|
||||||
"eastmoney": eastmoney,
|
"eastmoney": EastmoneyAdapter(),
|
||||||
"tencent": tencent,
|
"tencent": TencentAdapter(),
|
||||||
"ths": ths,
|
"ths": ths,
|
||||||
"xgb": xgb,
|
"xgb": xgb,
|
||||||
"akshare": akshare,
|
"akshare": akshare,
|
||||||
|
|||||||
@@ -1,3 +1,250 @@
|
|||||||
from datahub.adapters.base import ReservedAdapter
|
from __future__ import annotations
|
||||||
|
|
||||||
ADAPTER = ReservedAdapter("eastmoney")
|
import json
|
||||||
|
import time
|
||||||
|
import urllib.error
|
||||||
|
import urllib.parse
|
||||||
|
import urllib.request
|
||||||
|
from datetime import datetime
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||||
|
from datahub.numbers import finite_number, round4
|
||||||
|
|
||||||
|
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
|
||||||
|
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
|
||||||
|
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
|
||||||
|
BROWSER_UA = (
|
||||||
|
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||||
|
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||||
|
)
|
||||||
|
INDEX_SECIDS = {
|
||||||
|
"000001.SH": "1.000001",
|
||||||
|
"399001.SZ": "0.399001",
|
||||||
|
"399006.SZ": "0.399006",
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class EastmoneyAdapter(MarketAdapter):
|
||||||
|
name = "eastmoney"
|
||||||
|
|
||||||
|
def __init__(self, timeout: int = 8) -> None:
|
||||||
|
self.timeout = timeout
|
||||||
|
|
||||||
|
def probe(self) -> dict[str, Any]:
|
||||||
|
started = time.perf_counter()
|
||||||
|
try:
|
||||||
|
rows = self.fetch_indices()
|
||||||
|
state = "ok" if len(rows) == 3 else "empty"
|
||||||
|
except AdapterError as exc:
|
||||||
|
return {
|
||||||
|
"provider": self.name,
|
||||||
|
"configured": True,
|
||||||
|
"state": "error",
|
||||||
|
"message": str(exc),
|
||||||
|
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||||
|
}
|
||||||
|
return {
|
||||||
|
"provider": self.name,
|
||||||
|
"configured": True,
|
||||||
|
"state": state,
|
||||||
|
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||||
|
}
|
||||||
|
|
||||||
|
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||||
|
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||||
|
return self.fetch_indices()
|
||||||
|
if dataset in {"quotes", "quotes_latest"}:
|
||||||
|
codes = params.get("codes") or []
|
||||||
|
if isinstance(codes, str):
|
||||||
|
codes = [item.strip() for item in codes.split(",") if item.strip()]
|
||||||
|
return self.fetch_quotes(list(codes))
|
||||||
|
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||||
|
|
||||||
|
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||||
|
return list(rows)
|
||||||
|
|
||||||
|
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||||
|
payload = self._get_json(
|
||||||
|
EASTMONEY_INDEX_URL,
|
||||||
|
{
|
||||||
|
"secids": "1.000001,0.399001,0.399006",
|
||||||
|
"fltt": "2",
|
||||||
|
"invt": "2",
|
||||||
|
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
|
||||||
|
},
|
||||||
|
referer="https://quote.eastmoney.com/",
|
||||||
|
)
|
||||||
|
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||||
|
result = []
|
||||||
|
for row in rows:
|
||||||
|
code = str(row.get("f12") or "")
|
||||||
|
if code not in {"000001", "399001", "399006"}:
|
||||||
|
continue
|
||||||
|
epoch = int(finite_number(row.get("f124")) or 0)
|
||||||
|
ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
|
||||||
|
if code == "000001":
|
||||||
|
ts_code = "000001.SH"
|
||||||
|
result.append(
|
||||||
|
{
|
||||||
|
"ts_code": ts_code,
|
||||||
|
"code": code,
|
||||||
|
"name": row.get("f14") or code,
|
||||||
|
"price": round4(finite_number(row.get("f2"))),
|
||||||
|
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||||
|
"change_amount": round4(finite_number(row.get("f4"))),
|
||||||
|
"open": round4(finite_number(row.get("f17"))),
|
||||||
|
"high": round4(finite_number(row.get("f15"))),
|
||||||
|
"low": round4(finite_number(row.get("f16"))),
|
||||||
|
"previous_close": round4(finite_number(row.get("f18"))),
|
||||||
|
"amount": round4(finite_number(row.get("f6"))),
|
||||||
|
"quote_time_epoch": epoch,
|
||||||
|
"quote_time": (
|
||||||
|
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||||
|
if epoch
|
||||||
|
else ""
|
||||||
|
),
|
||||||
|
"source": "eastmoney_push2",
|
||||||
|
}
|
||||||
|
)
|
||||||
|
if len(result) != 3:
|
||||||
|
raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
|
||||||
|
return result
|
||||||
|
|
||||||
|
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
|
||||||
|
# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
|
||||||
|
secids = []
|
||||||
|
for code in codes:
|
||||||
|
ts = str(code or "").upper()
|
||||||
|
symbol = ts.split(".")[0]
|
||||||
|
if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
|
||||||
|
secids.append(f"1.{symbol}")
|
||||||
|
else:
|
||||||
|
secids.append(f"0.{symbol}")
|
||||||
|
if not secids:
|
||||||
|
return []
|
||||||
|
payload = self._get_json(
|
||||||
|
EASTMONEY_INDEX_URL,
|
||||||
|
{
|
||||||
|
"secids": ",".join(secids[:60]),
|
||||||
|
"fltt": "2",
|
||||||
|
"invt": "2",
|
||||||
|
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
|
||||||
|
},
|
||||||
|
referer="https://quote.eastmoney.com/",
|
||||||
|
)
|
||||||
|
rows = list((payload.get("data") or {}).get("diff") or [])
|
||||||
|
result = []
|
||||||
|
for row in rows:
|
||||||
|
symbol = str(row.get("f12") or "")
|
||||||
|
if not symbol:
|
||||||
|
continue
|
||||||
|
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
|
||||||
|
epoch = int(finite_number(row.get("f124")) or 0)
|
||||||
|
result.append(
|
||||||
|
{
|
||||||
|
"ts_code": ts_code,
|
||||||
|
"name": row.get("f14") or symbol,
|
||||||
|
"price": round4(finite_number(row.get("f2"))),
|
||||||
|
"pct_chg": round4(finite_number(row.get("f3"))),
|
||||||
|
"change_amount": round4(finite_number(row.get("f4"))),
|
||||||
|
"open": round4(finite_number(row.get("f17"))),
|
||||||
|
"high": round4(finite_number(row.get("f15"))),
|
||||||
|
"low": round4(finite_number(row.get("f16"))),
|
||||||
|
"previous_close": round4(finite_number(row.get("f18"))),
|
||||||
|
"volume": round4(finite_number(row.get("f5"))),
|
||||||
|
"amount": round4(finite_number(row.get("f6"))),
|
||||||
|
"turnover_rate": round4(finite_number(row.get("f8"))),
|
||||||
|
"quote_time_epoch": epoch,
|
||||||
|
"quote_time": (
|
||||||
|
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
|
||||||
|
if epoch
|
||||||
|
else ""
|
||||||
|
),
|
||||||
|
"source": "eastmoney_push2",
|
||||||
|
}
|
||||||
|
)
|
||||||
|
return result
|
||||||
|
|
||||||
|
def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
|
||||||
|
code = str(ts_code or "").upper()
|
||||||
|
if code in INDEX_SECIDS:
|
||||||
|
secid = INDEX_SECIDS[code]
|
||||||
|
entity = "index"
|
||||||
|
identifier = code
|
||||||
|
else:
|
||||||
|
symbol = code.split(".")[0]
|
||||||
|
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
|
||||||
|
secid = f"{market}.{symbol}"
|
||||||
|
entity = "stock"
|
||||||
|
identifier = symbol
|
||||||
|
payload = self._get_json(
|
||||||
|
TRENDS_URL,
|
||||||
|
{
|
||||||
|
"secid": secid,
|
||||||
|
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
||||||
|
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
||||||
|
"iscr": "0",
|
||||||
|
"ndays": "1",
|
||||||
|
},
|
||||||
|
referer="https://quote.eastmoney.com/",
|
||||||
|
)
|
||||||
|
data = payload.get("data") or {}
|
||||||
|
points = []
|
||||||
|
for raw in data.get("trends") or []:
|
||||||
|
point = _parse_trend(raw)
|
||||||
|
if point:
|
||||||
|
points.append(point)
|
||||||
|
if not points:
|
||||||
|
raise AdapterError("No intraday chart data returned")
|
||||||
|
return {
|
||||||
|
"entity_type": entity,
|
||||||
|
"identifier": identifier,
|
||||||
|
"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
|
||||||
|
"name": str(data.get("name") or ""),
|
||||||
|
"code": str(data.get("code") or identifier),
|
||||||
|
"trade_date": points[-1]["date"],
|
||||||
|
"previous_close": round4(finite_number(data.get("preClose"))),
|
||||||
|
"points": points,
|
||||||
|
"source": "eastmoney_trends2",
|
||||||
|
}
|
||||||
|
|
||||||
|
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
|
||||||
|
request_url = f"{url}?{urllib.parse.urlencode(params)}"
|
||||||
|
request = urllib.request.Request(
|
||||||
|
request_url,
|
||||||
|
headers={
|
||||||
|
"Accept": "application/json,text/plain,*/*",
|
||||||
|
"User-Agent": BROWSER_UA,
|
||||||
|
"Referer": referer,
|
||||||
|
},
|
||||||
|
method="GET",
|
||||||
|
)
|
||||||
|
try:
|
||||||
|
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||||
|
return json.loads(response.read().decode("utf-8"))
|
||||||
|
except Exception as exc:
|
||||||
|
raise AdapterError(f"eastmoney request failed: {exc}") from exc
|
||||||
|
|
||||||
|
|
||||||
|
def _parse_trend(raw: Any) -> dict[str, Any] | None:
|
||||||
|
text = str(raw or "")
|
||||||
|
parts = text.split(",")
|
||||||
|
if len(parts) < 8:
|
||||||
|
return None
|
||||||
|
stamp = parts[0]
|
||||||
|
try:
|
||||||
|
when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
|
||||||
|
except ValueError:
|
||||||
|
return None
|
||||||
|
return {
|
||||||
|
"time": when.strftime("%H:%M"),
|
||||||
|
"date": when.strftime("%Y-%m-%d"),
|
||||||
|
"open": round4(finite_number(parts[1])),
|
||||||
|
"close": round4(finite_number(parts[2])),
|
||||||
|
"high": round4(finite_number(parts[3])),
|
||||||
|
"low": round4(finite_number(parts[4])),
|
||||||
|
"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
|
||||||
|
"volume": round4(finite_number(parts[5])),
|
||||||
|
"amount": round4(finite_number(parts[6])),
|
||||||
|
}
|
||||||
|
|||||||
@@ -1,3 +1,99 @@
|
|||||||
from datahub.adapters.base import ReservedAdapter
|
from __future__ import annotations
|
||||||
|
|
||||||
ADAPTER = ReservedAdapter("tencent")
|
import time
|
||||||
|
import urllib.error
|
||||||
|
import urllib.request
|
||||||
|
from datetime import datetime
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from datahub.adapters.base import AdapterError, MarketAdapter
|
||||||
|
from datahub.numbers import finite_number, round4
|
||||||
|
|
||||||
|
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
|
||||||
|
BROWSER_UA = (
|
||||||
|
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
|
||||||
|
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
class TencentAdapter(MarketAdapter):
|
||||||
|
name = "tencent"
|
||||||
|
|
||||||
|
def __init__(self, timeout: int = 8) -> None:
|
||||||
|
self.timeout = timeout
|
||||||
|
|
||||||
|
def probe(self) -> dict[str, Any]:
|
||||||
|
started = time.perf_counter()
|
||||||
|
try:
|
||||||
|
rows = self.fetch_indices()
|
||||||
|
state = "ok" if len(rows) == 3 else "empty"
|
||||||
|
except AdapterError as exc:
|
||||||
|
return {
|
||||||
|
"provider": self.name,
|
||||||
|
"configured": True,
|
||||||
|
"state": "error",
|
||||||
|
"message": str(exc),
|
||||||
|
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||||
|
}
|
||||||
|
return {
|
||||||
|
"provider": self.name,
|
||||||
|
"configured": True,
|
||||||
|
"state": state,
|
||||||
|
"latency_ms": round((time.perf_counter() - started) * 1000),
|
||||||
|
}
|
||||||
|
|
||||||
|
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||||
|
if dataset in {"indexes_quotes", "index_quotes"}:
|
||||||
|
return self.fetch_indices()
|
||||||
|
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
|
||||||
|
|
||||||
|
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||||
|
return list(rows)
|
||||||
|
|
||||||
|
def fetch_indices(self) -> list[dict[str, Any]]:
|
||||||
|
request = urllib.request.Request(
|
||||||
|
TENCENT_INDEX_URL,
|
||||||
|
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
|
||||||
|
method="GET",
|
||||||
|
)
|
||||||
|
try:
|
||||||
|
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||||
|
raw = response.read().decode("gb18030", errors="ignore")
|
||||||
|
except Exception as exc:
|
||||||
|
raise AdapterError(f"tencent request failed: {exc}") from exc
|
||||||
|
result = []
|
||||||
|
for line in raw.splitlines():
|
||||||
|
if '="' not in line:
|
||||||
|
continue
|
||||||
|
fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
|
||||||
|
if len(fields) < 38:
|
||||||
|
continue
|
||||||
|
code = fields[2]
|
||||||
|
if code not in {"000001", "399001", "399006"}:
|
||||||
|
continue
|
||||||
|
try:
|
||||||
|
quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
|
||||||
|
except ValueError as exc:
|
||||||
|
raise AdapterError(f"Tencent invalid quote time for {code}") from exc
|
||||||
|
ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
|
||||||
|
result.append(
|
||||||
|
{
|
||||||
|
"ts_code": ts_code,
|
||||||
|
"code": code,
|
||||||
|
"name": fields[1] or code,
|
||||||
|
"price": round4(finite_number(fields[3])),
|
||||||
|
"pct_chg": round4(finite_number(fields[32])),
|
||||||
|
"change_amount": round4(finite_number(fields[31])),
|
||||||
|
"open": round4(finite_number(fields[5])),
|
||||||
|
"high": round4(finite_number(fields[33])),
|
||||||
|
"low": round4(finite_number(fields[34])),
|
||||||
|
"previous_close": round4(finite_number(fields[4])),
|
||||||
|
"amount": round4(finite_number(fields[37]) * 10000),
|
||||||
|
"quote_time_epoch": int(quote_time.timestamp()),
|
||||||
|
"quote_time": quote_time.isoformat(timespec="seconds"),
|
||||||
|
"source": "tencent_qt",
|
||||||
|
}
|
||||||
|
)
|
||||||
|
if len(result) != 3:
|
||||||
|
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
|
||||||
|
return result
|
||||||
|
|||||||
@@ -11,8 +11,12 @@ from datahub.normalize import (
|
|||||||
normalize_auction,
|
normalize_auction,
|
||||||
normalize_calendar,
|
normalize_calendar,
|
||||||
normalize_daily,
|
normalize_daily,
|
||||||
|
normalize_dragon_tiger,
|
||||||
normalize_index_daily,
|
normalize_index_daily,
|
||||||
|
normalize_limit_event,
|
||||||
normalize_moneyflow,
|
normalize_moneyflow,
|
||||||
|
normalize_popularity,
|
||||||
|
normalize_sector_daily,
|
||||||
normalize_stock,
|
normalize_stock,
|
||||||
normalize_valuation,
|
normalize_valuation,
|
||||||
)
|
)
|
||||||
@@ -31,6 +35,21 @@ TUSHARE_FIELDS = {
|
|||||||
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
|
"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",
|
"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 = {
|
DATASET_API = {
|
||||||
@@ -42,12 +61,15 @@ DATASET_API = {
|
|||||||
"index_daily": "index_daily",
|
"index_daily": "index_daily",
|
||||||
"moneyflow": "moneyflow",
|
"moneyflow": "moneyflow",
|
||||||
"auction": "stk_auction",
|
"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")
|
WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
|
||||||
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
||||||
|
LIMIT_TYPES = ("U", "D", "Z")
|
||||||
|
|
||||||
|
|
||||||
class TushareAdapter(MarketAdapter):
|
class TushareAdapter(MarketAdapter):
|
||||||
@@ -85,6 +107,14 @@ class TushareAdapter(MarketAdapter):
|
|||||||
}
|
}
|
||||||
|
|
||||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
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)
|
api_name = DATASET_API.get(dataset, dataset)
|
||||||
fields = TUSHARE_FIELDS.get(api_name, "")
|
fields = TUSHARE_FIELDS.get(api_name, "")
|
||||||
query_params = dict(params)
|
query_params = dict(params)
|
||||||
@@ -93,10 +123,67 @@ class TushareAdapter(MarketAdapter):
|
|||||||
if api_name == "trade_cal" and "exchange" not in query_params:
|
if api_name == "trade_cal" and "exchange" not in query_params:
|
||||||
query_params["exchange"] = "SSE"
|
query_params["exchange"] = "SSE"
|
||||||
if api_name == "index_daily" and "ts_code" not in query_params:
|
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])
|
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
|
||||||
return self._query(api_name, query_params, fields)
|
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]]:
|
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
|
||||||
rows: list[dict[str, Any]] = []
|
rows: list[dict[str, Any]] = []
|
||||||
for ts_code in codes:
|
for ts_code in codes:
|
||||||
@@ -104,6 +191,17 @@ class TushareAdapter(MarketAdapter):
|
|||||||
return rows
|
return rows
|
||||||
|
|
||||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
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 = {
|
mapping = {
|
||||||
"calendar": normalize_calendar,
|
"calendar": normalize_calendar,
|
||||||
"trade_cal": normalize_calendar,
|
"trade_cal": normalize_calendar,
|
||||||
@@ -148,12 +246,11 @@ class TushareAdapter(MarketAdapter):
|
|||||||
try:
|
try:
|
||||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||||
result = json.loads(response.read().decode("utf-8"))
|
result = json.loads(response.read().decode("utf-8"))
|
||||||
except json.JSONDecodeError:
|
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
|
||||||
raise AdapterError("Tushare returned invalid json") from None
|
raise AdapterError(f"Tushare 请求失败: {exc}") from exc
|
||||||
except (urllib.error.URLError, TimeoutError) as exc:
|
if result.get("code") not in (0, "0", None):
|
||||||
raise AdapterError(f"Tushare request failed: {exc}") from exc
|
raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
|
||||||
if result.get("code") != 0:
|
|
||||||
raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
|
|
||||||
data = result.get("data") or {}
|
data = result.get("data") or {}
|
||||||
columns = data.get("fields") or []
|
items = data.get("items") or []
|
||||||
return [dict(zip(columns, item)) for item in 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]
|
||||||
|
|||||||
@@ -39,7 +39,6 @@ class AdminAPI:
|
|||||||
"session_phase": session_phase(now_shanghai(), is_open),
|
"session_phase": session_phase(now_shanghai(), is_open),
|
||||||
"is_open_day": is_open,
|
"is_open_day": is_open,
|
||||||
"eod_status": self.scheduler.eod_status(today),
|
"eod_status": self.scheduler.eod_status(today),
|
||||||
"revision_status": self.scheduler.revision_status(today),
|
|
||||||
"publications": pubs,
|
"publications": pubs,
|
||||||
"anomalies": failed,
|
"anomalies": failed,
|
||||||
"recent_calls": _public_calls(calls),
|
"recent_calls": _public_calls(calls),
|
||||||
@@ -92,7 +91,6 @@ class AdminAPI:
|
|||||||
{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
|
{"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_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_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": "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": "回补历史日历与指数日 K"},
|
||||||
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
|
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
|
||||||
|
|||||||
@@ -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 pathlib import Path
|
||||||
from typing import Any
|
from typing import Any
|
||||||
|
|
||||||
|
from datahub.datasets_ext import EXTENDED_DATASET_TABLES, EXTENDED_SCHEMA
|
||||||
from datahub.timeutil import isoformat
|
from datahub.timeutil import isoformat
|
||||||
|
|
||||||
SCHEMA = """
|
_BASE_SCHEMA = """
|
||||||
CREATE TABLE IF NOT EXISTS schema_migrations (
|
CREATE TABLE IF NOT EXISTS schema_migrations (
|
||||||
version INTEGER PRIMARY KEY,
|
version INTEGER PRIMARY KEY,
|
||||||
applied_at TEXT NOT NULL
|
applied_at TEXT NOT NULL
|
||||||
@@ -238,19 +239,6 @@ CREATE TABLE IF NOT EXISTS eod_progress (
|
|||||||
updated_at TEXT NOT NULL
|
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 (
|
CREATE TABLE IF NOT EXISTS audit_log (
|
||||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||||
actor TEXT NOT NULL,
|
actor TEXT NOT NULL,
|
||||||
@@ -295,6 +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);
|
CREATE INDEX IF NOT EXISTS idx_calendar_open ON trade_calendar(is_open, cal_date);
|
||||||
"""
|
"""
|
||||||
|
|
||||||
|
SCHEMA = _BASE_SCHEMA + EXTENDED_SCHEMA
|
||||||
|
|
||||||
DATASET_TABLES = {
|
DATASET_TABLES = {
|
||||||
"daily": ("eod_bars", "staging_bars"),
|
"daily": ("eod_bars", "staging_bars"),
|
||||||
"valuation": ("eod_valuation", "staging_valuation"),
|
"valuation": ("eod_valuation", "staging_valuation"),
|
||||||
@@ -302,6 +292,7 @@ DATASET_TABLES = {
|
|||||||
"auction": ("eod_auction", "staging_auction"),
|
"auction": ("eod_auction", "staging_auction"),
|
||||||
"index_daily": ("eod_index_bars", "staging_index_bars"),
|
"index_daily": ("eod_index_bars", "staging_index_bars"),
|
||||||
"stocks": ("eod_stocks", "staging_stocks"),
|
"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:
|
def apply_qfq(price: float | None, factor: float | None, latest_factor: float | None) -> float | None:
|
||||||
if price is None:
|
if price is None:
|
||||||
return None
|
return None
|
||||||
@@ -184,6 +273,11 @@ NORMALIZERS = {
|
|||||||
"calendar": normalize_calendar,
|
"calendar": normalize_calendar,
|
||||||
"stock_basic": normalize_stock,
|
"stock_basic": normalize_stock,
|
||||||
"stocks": 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,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|||||||
@@ -9,30 +9,33 @@ from typing import Any
|
|||||||
|
|
||||||
from datahub.adapters.base import AdapterError
|
from datahub.adapters.base import AdapterError
|
||||||
from datahub.adapters.tushare import DEFAULT_INDEX_CODES, WEBSITE_INDEX_CODES, TushareAdapter
|
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.db import DATASET_TABLES, HubDB
|
||||||
from datahub.governance.circuit import CircuitBreaker
|
from datahub.governance.circuit import CircuitBreaker
|
||||||
from datahub.governance.ratelimit import TokenBucket
|
from datahub.governance.ratelimit import TokenBucket
|
||||||
from datahub.governance.retry import RetryError, retry_call
|
from datahub.governance.retry import RetryError, retry_call
|
||||||
from datahub.logutil import get_logger
|
from datahub.logutil import get_logger
|
||||||
from datahub.normalize import finite_number, normalize_daily
|
from datahub.normalize import finite_number, normalize_daily
|
||||||
from datahub.revision import (
|
|
||||||
compare_fields,
|
|
||||||
diff_published_vs_upstream,
|
|
||||||
official_table,
|
|
||||||
revision_datasets,
|
|
||||||
)
|
|
||||||
from datahub.settings import Settings
|
from datahub.settings import Settings
|
||||||
from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
|
from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
|
||||||
|
|
||||||
LOGGER = get_logger()
|
LOGGER = get_logger()
|
||||||
|
|
||||||
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
||||||
SOFT_DATASETS = {"moneyflow", "auction"}
|
SOFT_DATASETS = {"moneyflow", "auction"} | EXTENDED_SOFT_DATASETS
|
||||||
OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
|
OFFICIAL_DATASETS = HARD_DATASETS | {"moneyflow", "auction"} # A/B retry scope unchanged
|
||||||
STOCKS_DATASET = "stocks"
|
STOCKS_DATASET = "stocks"
|
||||||
STOCK_SNAPSHOT_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
|
STOCK_SNAPSHOT_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
|
||||||
EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
|
EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
|
||||||
EOD_B_DATASETS = ("index_daily",)
|
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"
|
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
||||||
|
|
||||||
STAGING_INSERT = {
|
STAGING_INSERT = {
|
||||||
@@ -86,6 +89,7 @@ STAGING_INSERT = {
|
|||||||
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"),
|
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"),
|
||||||
),
|
),
|
||||||
),
|
),
|
||||||
|
**EXTENDED_STAGING_INSERT,
|
||||||
}
|
}
|
||||||
|
|
||||||
EOD_COPY = {
|
EOD_COPY = {
|
||||||
@@ -120,6 +124,7 @@ EOD_COPY = {
|
|||||||
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,batch_id "
|
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,batch_id "
|
||||||
"FROM staging_index_bars WHERE batch_id = ?"
|
"FROM staging_index_bars WHERE batch_id = ?"
|
||||||
),
|
),
|
||||||
|
**EXTENDED_EOD_COPY,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
@@ -678,255 +683,71 @@ class Pipeline:
|
|||||||
def run_eod_batch_b(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
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)
|
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]:
|
def force_republish_boundary(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
||||||
"""Force-republish the full A/B consistency boundary that owns ``dataset``.
|
"""Force-republish the full A/B consistency boundary that owns ``dataset``.
|
||||||
|
|
||||||
CLI ``eod-refresh --force`` and admin manual backfill must not publish a
|
CLI ``eod-refresh --force`` and admin manual backfill must not publish a
|
||||||
single official member alone — that would mix old and new batches inside
|
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
|
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()
|
name = str(dataset or "").strip()
|
||||||
if name in EOD_A_DATASETS or name == STOCKS_DATASET:
|
if name in EOD_A_DATASETS or name == STOCKS_DATASET:
|
||||||
return self.run_eod_batch_a(trade_date, force=True)
|
return self.run_eod_batch_a(trade_date, force=True)
|
||||||
if name in EOD_B_DATASETS:
|
if name in EOD_B_DATASETS:
|
||||||
return self.run_eod_batch_b(trade_date, force=True)
|
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}")
|
raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
|
||||||
|
|
||||||
def published_official_rows(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
|
||||||
day = yyyymmdd(trade_date)
|
|
||||||
batch_id = self.active_batch(dataset, day)
|
|
||||||
if not batch_id:
|
|
||||||
return []
|
|
||||||
fields = compare_fields(dataset)
|
|
||||||
table = official_table(dataset)
|
|
||||||
if fields:
|
|
||||||
columns = ",".join(fields)
|
|
||||||
return self.db.fetchall(
|
|
||||||
f"SELECT {columns} FROM {table} WHERE batch_id = ?",
|
|
||||||
(batch_id,),
|
|
||||||
)
|
|
||||||
return self.db.fetchall(f"SELECT * FROM {table} WHERE batch_id = ?", (batch_id,))
|
|
||||||
|
|
||||||
def compare_revision(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
|
||||||
"""Light fetch of one revision-risk dataset vs the published official rows."""
|
|
||||||
day = yyyymmdd(trade_date)
|
|
||||||
published = self.published_official_rows(dataset, day)
|
|
||||||
if not published:
|
|
||||||
return {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"changed": False,
|
|
||||||
"state": "skipped",
|
|
||||||
"reason": "not_published",
|
|
||||||
}
|
|
||||||
try:
|
|
||||||
upstream = self._fetch_dataset(dataset, day)
|
|
||||||
except Exception as exc:
|
|
||||||
return {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"changed": False,
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "upstream_error",
|
|
||||||
"error": str(exc),
|
|
||||||
}
|
|
||||||
if not upstream:
|
|
||||||
return {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"changed": False,
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "upstream_empty",
|
|
||||||
"error": "revision review upstream empty",
|
|
||||||
"published_rows": len(published),
|
|
||||||
"upstream_rows": 0,
|
|
||||||
}
|
|
||||||
listed = self.db.fetchone(
|
|
||||||
"SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
|
|
||||||
)
|
|
||||||
listed_n = int((listed or {}).get("n") or 0)
|
|
||||||
floor = float(self.settings.quality.get("daily_row_ratio") or 0.98)
|
|
||||||
if listed_n and len(upstream) / listed_n < floor:
|
|
||||||
return {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"changed": False,
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "incomplete",
|
|
||||||
"error": (
|
|
||||||
f"revision review incomplete: upstream {len(upstream)} "
|
|
||||||
f"/ listed {listed_n} < {floor}"
|
|
||||||
),
|
|
||||||
"published_rows": len(published),
|
|
||||||
"upstream_rows": len(upstream),
|
|
||||||
}
|
|
||||||
if len(upstream) < len(published) * floor:
|
|
||||||
return {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"changed": False,
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "incomplete",
|
|
||||||
"error": (
|
|
||||||
f"revision review incomplete: upstream {len(upstream)} "
|
|
||||||
f"< published {len(published)} * {floor}"
|
|
||||||
),
|
|
||||||
"published_rows": len(published),
|
|
||||||
"upstream_rows": len(upstream),
|
|
||||||
}
|
|
||||||
compared = diff_published_vs_upstream(dataset, published, upstream)
|
|
||||||
compared["trade_date"] = day
|
|
||||||
compared["state"] = "changed" if compared["changed"] else "unchanged"
|
|
||||||
compared["reason"] = "revised" if compared["changed"] else "unchanged"
|
|
||||||
return compared
|
|
||||||
|
|
||||||
def review_published_revisions(self, trade_date: str) -> dict[str, Any]:
|
|
||||||
"""Evening/morning catch-up: compare website fields, republish only on change.
|
|
||||||
|
|
||||||
Unchanged → no new batch. Changed → full A/B boundary quality gate +
|
|
||||||
atomic switch (HEL-459/460/461). Empty/failed/incomplete upstream keeps
|
|
||||||
the previous complete official version.
|
|
||||||
"""
|
|
||||||
day = yyyymmdd(trade_date)
|
|
||||||
results: dict[str, Any] = {}
|
|
||||||
for dataset in revision_datasets(self.settings.quality):
|
|
||||||
compared = self.compare_revision(dataset, day)
|
|
||||||
if compared.get("state") == "skipped":
|
|
||||||
results[dataset] = compared
|
|
||||||
continue
|
|
||||||
if compared.get("state") == "failed":
|
|
||||||
results[dataset] = compared
|
|
||||||
LOGGER.warning(
|
|
||||||
"revision review kept previous official version",
|
|
||||||
extra={
|
|
||||||
"hub": {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"reason": compared.get("reason"),
|
|
||||||
"event": "revision_review_failed",
|
|
||||||
}
|
|
||||||
},
|
|
||||||
)
|
|
||||||
self.audit(
|
|
||||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
|
||||||
json.dumps(
|
|
||||||
{
|
|
||||||
"state": "failed",
|
|
||||||
"reason": compared.get("reason"),
|
|
||||||
"error": compared.get("error"),
|
|
||||||
},
|
|
||||||
ensure_ascii=False,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
if not compared.get("changed"):
|
|
||||||
results[dataset] = {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"state": "aligned",
|
|
||||||
"reason": "unchanged",
|
|
||||||
"published_rows": compared.get("published_rows"),
|
|
||||||
"upstream_rows": compared.get("upstream_rows"),
|
|
||||||
}
|
|
||||||
self.audit(
|
|
||||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
|
||||||
json.dumps({"state": "aligned", "reason": "unchanged"}, ensure_ascii=False),
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
LOGGER.info(
|
|
||||||
"revision review detected upstream rewrite, republishing boundary",
|
|
||||||
extra={
|
|
||||||
"hub": {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"diffs": compared.get("diffs"),
|
|
||||||
"event": "revision_review_changed",
|
|
||||||
}
|
|
||||||
},
|
|
||||||
)
|
|
||||||
try:
|
|
||||||
published = self.force_republish_boundary(dataset, day)
|
|
||||||
except Exception as exc:
|
|
||||||
results[dataset] = {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "republish_error",
|
|
||||||
"error": str(exc),
|
|
||||||
"diffs": compared.get("diffs"),
|
|
||||||
}
|
|
||||||
LOGGER.warning(
|
|
||||||
"revision republish failed, previous official version keeps serving",
|
|
||||||
extra={
|
|
||||||
"hub": {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"reason": str(exc),
|
|
||||||
"event": "revision_review_failed",
|
|
||||||
}
|
|
||||||
},
|
|
||||||
)
|
|
||||||
self.audit(
|
|
||||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
|
||||||
json.dumps(
|
|
||||||
{"state": "failed", "reason": "republish_error", "error": str(exc)},
|
|
||||||
ensure_ascii=False,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
failures = self.eod_failures(published)
|
|
||||||
if failures:
|
|
||||||
results.update(published)
|
|
||||||
results[dataset] = {
|
|
||||||
**(published.get(dataset) or {}),
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "quality_gate",
|
|
||||||
"error": "; ".join(failures),
|
|
||||||
"diffs": compared.get("diffs"),
|
|
||||||
}
|
|
||||||
self.audit(
|
|
||||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
|
||||||
json.dumps(
|
|
||||||
{
|
|
||||||
"state": "failed",
|
|
||||||
"reason": "quality_gate",
|
|
||||||
"error": "; ".join(failures),
|
|
||||||
"diffs": compared.get("diffs"),
|
|
||||||
},
|
|
||||||
ensure_ascii=False,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
continue
|
|
||||||
results.update(published)
|
|
||||||
results["review"] = {
|
|
||||||
"dataset": dataset,
|
|
||||||
"trade_date": day,
|
|
||||||
"state": "aligned",
|
|
||||||
"reason": "revised",
|
|
||||||
"diffs": compared.get("diffs"),
|
|
||||||
"missing_codes": compared.get("missing_codes"),
|
|
||||||
"extra_codes": compared.get("extra_codes"),
|
|
||||||
}
|
|
||||||
self.audit(
|
|
||||||
"pipeline", "revision-review", f"{dataset}:{day}",
|
|
||||||
json.dumps(
|
|
||||||
{
|
|
||||||
"state": "aligned",
|
|
||||||
"reason": "revised",
|
|
||||||
"diffs": compared.get("diffs"),
|
|
||||||
"switched": sorted(
|
|
||||||
name for name, item in published.items()
|
|
||||||
if isinstance(item, dict) and item.get("state") == "published"
|
|
||||||
),
|
|
||||||
},
|
|
||||||
ensure_ascii=False,
|
|
||||||
),
|
|
||||||
)
|
|
||||||
return results
|
|
||||||
|
|
||||||
def run_release_group(
|
def run_release_group(
|
||||||
self,
|
self,
|
||||||
datasets: tuple[str, ...],
|
datasets: tuple[str, ...],
|
||||||
@@ -1262,7 +1083,16 @@ class Pipeline:
|
|||||||
)
|
)
|
||||||
listed_n = int((listed or {}).get("n") or 0)
|
listed_n = int((listed or {}).get("n") or 0)
|
||||||
row_n = len(rows)
|
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))
|
dup = row_n - len(set(keys))
|
||||||
if dup:
|
if dup:
|
||||||
errors.append(f"duplicate keys: {dup}")
|
errors.append(f"duplicate keys: {dup}")
|
||||||
@@ -1283,7 +1113,8 @@ class Pipeline:
|
|||||||
errors.append(EMPTY_BATCH_ERROR)
|
errors.append(EMPTY_BATCH_ERROR)
|
||||||
field_report = self._field_gate(dataset, trade_date, rows, errors)
|
field_report = self._field_gate(dataset, trade_date, rows, errors)
|
||||||
if dataset in SOFT_DATASETS:
|
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:
|
else:
|
||||||
hard_fail = bool(errors) and (dataset in HARD_DATASETS or dataset == STOCKS_DATASET)
|
hard_fail = bool(errors) and (dataset in HARD_DATASETS or dataset == STOCKS_DATASET)
|
||||||
report = {
|
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),
|
||||||
|
)
|
||||||
@@ -1,111 +0,0 @@
|
|||||||
"""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]
|
|
||||||
@@ -1,6 +1,5 @@
|
|||||||
from __future__ import annotations
|
from __future__ import annotations
|
||||||
|
|
||||||
import json
|
|
||||||
import threading
|
import threading
|
||||||
from collections.abc import Callable
|
from collections.abc import Callable
|
||||||
from datetime import datetime, time, timedelta
|
from datetime import datetime, time, timedelta
|
||||||
@@ -9,14 +8,13 @@ from typing import Any
|
|||||||
from datahub.db import HubDB
|
from datahub.db import HubDB
|
||||||
from datahub.logutil import get_logger
|
from datahub.logutil import get_logger
|
||||||
from datahub.pipeline import Pipeline
|
from datahub.pipeline import Pipeline
|
||||||
from datahub.revision import revision_datasets
|
|
||||||
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
|
||||||
|
|
||||||
LOGGER = get_logger()
|
LOGGER = get_logger()
|
||||||
|
|
||||||
JobFn = Callable[[str], Any]
|
JobFn = Callable[[str], Any]
|
||||||
|
|
||||||
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry", "eod_revise"}
|
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry"}
|
||||||
|
|
||||||
|
|
||||||
def is_open_day(db: HubDB, day: str) -> bool:
|
def is_open_day(db: HubDB, day: str) -> bool:
|
||||||
@@ -29,20 +27,6 @@ def is_open_day(db: HubDB, day: str) -> bool:
|
|||||||
return int(row["is_open"]) == 1
|
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:
|
def _hhmm(value: str) -> time:
|
||||||
return datetime.strptime(value, "%H:%M").time()
|
return datetime.strptime(value, "%H:%M").time()
|
||||||
|
|
||||||
@@ -64,8 +48,11 @@ class Scheduler:
|
|||||||
"precheck": self._precheck,
|
"precheck": self._precheck,
|
||||||
"eod_a": self._eod_a,
|
"eod_a": self._eod_a,
|
||||||
"eod_b": self._eod_b,
|
"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_retry": self._eod_retry,
|
||||||
"eod_revise": self._eod_revise,
|
|
||||||
"stocks_refresh": self._stocks_refresh,
|
"stocks_refresh": self._stocks_refresh,
|
||||||
"cleanup": self._cleanup,
|
"cleanup": self._cleanup,
|
||||||
"backup": self._backup,
|
"backup": self._backup,
|
||||||
@@ -104,6 +91,10 @@ class Scheduler:
|
|||||||
("precheck", time(8, 45)),
|
("precheck", time(8, 45)),
|
||||||
("eod_a", time(15, 5)),
|
("eod_a", time(15, 5)),
|
||||||
("eod_b", time(15, 10)),
|
("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)),
|
("cleanup", time(0, 30)),
|
||||||
("backup", time(0, 40)),
|
("backup", time(0, 40)),
|
||||||
]
|
]
|
||||||
@@ -116,7 +107,7 @@ class Scheduler:
|
|||||||
key = (job_id, day, at.strftime("%H%M"))
|
key = (job_id, day, at.strftime("%H%M"))
|
||||||
if key in self._fired:
|
if key in self._fired:
|
||||||
continue
|
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)
|
self._fired.add(key)
|
||||||
continue
|
continue
|
||||||
self._fired.add(key)
|
self._fired.add(key)
|
||||||
@@ -127,7 +118,7 @@ class Scheduler:
|
|||||||
try:
|
try:
|
||||||
self.run_job(job_id, day)
|
self.run_job(job_id, day)
|
||||||
except Exception:
|
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
|
raise
|
||||||
# Keep the tick alive; evening retries take over.
|
# Keep the tick alive; evening retries take over.
|
||||||
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
|
LOGGER.exception("scheduled job %s failed for %s", job_id, day)
|
||||||
@@ -135,8 +126,6 @@ class Scheduler:
|
|||||||
if job_id in {"eod_a", "eod_b"}:
|
if job_id in {"eod_a", "eod_b"}:
|
||||||
self._settle_eod(day)
|
self._settle_eod(day)
|
||||||
ran.extend(self._eod_retry_tick(now, day, open_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
|
return ran
|
||||||
|
|
||||||
# ------------------------------------------------------------------
|
# ------------------------------------------------------------------
|
||||||
@@ -238,201 +227,6 @@ class Scheduler:
|
|||||||
"detail": (row or {}).get("detail"),
|
"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:
|
def _record_eod_attempt(self, day: str, now: datetime) -> None:
|
||||||
row = self.eod_progress(day)
|
row = self.eod_progress(day)
|
||||||
attempts = int((row or {}).get("attempts") or 0) + 1
|
attempts = int((row or {}).get("attempts") or 0) + 1
|
||||||
@@ -531,12 +325,21 @@ class Scheduler:
|
|||||||
def _eod_b(self, trade_date: str) -> dict[str, Any]:
|
def _eod_b(self, trade_date: str) -> dict[str, Any]:
|
||||||
return self.pipeline.run_eod_batch_b(trade_date)
|
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]:
|
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
|
||||||
return self.pipeline.run_eod_missing(trade_date)
|
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]:
|
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
|
||||||
return self.pipeline.refresh_stocks(trade_date)
|
return self.pipeline.refresh_stocks(trade_date)
|
||||||
|
|
||||||
|
|||||||
@@ -73,6 +73,20 @@ class V1API:
|
|||||||
return self.moneyflow(q)
|
return self.moneyflow(q)
|
||||||
if path == "/v1/auction":
|
if path == "/v1/auction":
|
||||||
return self.auction(q)
|
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":
|
if path == "/v1/datasets/status":
|
||||||
return self.dataset_status(q.get("date") or "")
|
return self.dataset_status(q.get("date") or "")
|
||||||
if path == "/v1/batches":
|
if path == "/v1/batches":
|
||||||
@@ -197,9 +211,75 @@ class V1API:
|
|||||||
def auction(self, q: dict[str, str]) -> dict[str, Any]:
|
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")
|
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]:
|
def dataset_status(self, date: str) -> dict[str, Any]:
|
||||||
trade_date = yyyymmdd(date or now_shanghai())
|
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 = []
|
items = []
|
||||||
for dataset in datasets:
|
for dataset in datasets:
|
||||||
pub = self.db.fetchone(
|
pub = self.db.fetchone(
|
||||||
@@ -244,6 +324,7 @@ class V1API:
|
|||||||
source: str,
|
source: str,
|
||||||
adjust: str = "none",
|
adjust: str = "none",
|
||||||
default_code: str = "",
|
default_code: str = "",
|
||||||
|
extra_filters: dict[str, str] | None = None,
|
||||||
) -> dict[str, Any]:
|
) -> dict[str, Any]:
|
||||||
trade_date = q.get("date") or q.get("trade_date") or ""
|
trade_date = q.get("date") or q.get("trade_date") or ""
|
||||||
code = q.get("code") or default_code
|
code = q.get("code") or default_code
|
||||||
@@ -264,6 +345,7 @@ class V1API:
|
|||||||
if resolved is None:
|
if resolved is None:
|
||||||
raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
raise ApiError("INVALID_ARGUMENT", f"ambiguous code: {code}")
|
||||||
ts_code = resolved
|
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.
|
# For a range, use per-date published batch. Single-date is the common path.
|
||||||
if start == end:
|
if start == end:
|
||||||
pub = self.db.fetchone(
|
pub = self.db.fetchone(
|
||||||
@@ -282,6 +364,9 @@ class V1API:
|
|||||||
if ts_code:
|
if ts_code:
|
||||||
sql += " AND ts_code = ?"
|
sql += " AND ts_code = ?"
|
||||||
params.append(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 ?"
|
sql += " ORDER BY ts_code LIMIT ? OFFSET ?"
|
||||||
params.extend([limit, offset])
|
params.extend([limit, offset])
|
||||||
rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))]
|
rows = [dict(row) for row in self.db.fetchall(sql, tuple(params))]
|
||||||
@@ -317,6 +402,9 @@ class V1API:
|
|||||||
if ts_code:
|
if ts_code:
|
||||||
sql += " AND ts_code = ?"
|
sql += " AND ts_code = ?"
|
||||||
params.append(ts_code)
|
params.append(ts_code)
|
||||||
|
for key, value in filters.items():
|
||||||
|
sql += f" AND {key} = ?"
|
||||||
|
params.append(value)
|
||||||
sql += " ORDER BY ts_code"
|
sql += " ORDER BY ts_code"
|
||||||
rows.extend(self.db.fetchall(sql, tuple(params)))
|
rows.extend(self.db.fetchall(sql, tuple(params)))
|
||||||
sliced = rows[offset: offset + limit]
|
sliced = rows[offset: offset + limit]
|
||||||
|
|||||||
@@ -79,20 +79,6 @@ class Settings:
|
|||||||
def eod_retry_cutoff(self) -> str:
|
def eod_retry_cutoff(self) -> str:
|
||||||
return str(self.quality.get("eod_retry_cutoff") or "23:30")
|
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(
|
def load_settings(
|
||||||
env: dict[str, str] | None = None,
|
env: dict[str, str] | None = None,
|
||||||
|
|||||||
@@ -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": "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},
|
{"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 "")
|
start = str(params.get("start_date") or "")
|
||||||
end = str(params.get("end_date") or "99999999")
|
end = str(params.get("end_date") or "99999999")
|
||||||
return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
|
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
|
||||||
|
|||||||
@@ -111,23 +111,14 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
self.assertEqual(progress["state"], "done")
|
self.assertEqual(progress["state"], "done")
|
||||||
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
|
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
|
||||||
|
|
||||||
# success stops further eod_retry; revision window has not started yet
|
# success stops all further same-day requests
|
||||||
batches_before = len(self._batches(db, day))
|
batches_before = len(self._batches(db, day))
|
||||||
eod_calls_before = len(self._eod_calls(transport))
|
eod_calls_before = len(self._eod_calls(transport))
|
||||||
sched.tick(clock_at(day, 17, 0))
|
sched.tick(clock_at(day, 17, 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))
|
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_retry")), 2)
|
||||||
self.assertEqual(len(self._job_runs(db, "eod_revise")), 1)
|
|
||||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||||
extra = [name for name in self._eod_calls(transport)[eod_calls_before:]]
|
self.assertEqual(len(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:
|
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
|
||||||
day = "20240902"
|
day = "20240902"
|
||||||
@@ -183,7 +174,6 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
self.assertIn("eod_a", ran)
|
self.assertIn("eod_a", ran)
|
||||||
self.assertIn("eod_b", ran)
|
self.assertIn("eod_b", ran)
|
||||||
self.assertNotIn("eod_retry", ran)
|
self.assertNotIn("eod_retry", ran)
|
||||||
self.assertIn("eod_revise", ran)
|
|
||||||
self.assertEqual(self._published(db, day), OFFICIAL)
|
self.assertEqual(self._published(db, day), OFFICIAL)
|
||||||
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
|
||||||
self.assertEqual(
|
self.assertEqual(
|
||||||
@@ -191,9 +181,7 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
active_map,
|
active_map,
|
||||||
)
|
)
|
||||||
self.assertEqual(set(official_batches()), batches_before) # no duplicate batches
|
self.assertEqual(set(official_batches()), batches_before) # no duplicate batches
|
||||||
extra = self._eod_calls(transport)[len(calls_before):]
|
self.assertEqual(self._eod_calls(transport), calls_before) # no duplicate upstream EOD calls
|
||||||
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")
|
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:
|
def test_restart_with_partial_publish_only_fetches_missing(self) -> None:
|
||||||
@@ -218,7 +206,6 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
for hh, mm in ((15, 5), (15, 10), (15, 40), (16, 10), (20, 0), (23, 40)):
|
for hh, mm in ((15, 5), (15, 10), (15, 40), (16, 10), (20, 0), (23, 40)):
|
||||||
ran = sched.tick(clock_at(day, hh, mm))
|
ran = sched.tick(clock_at(day, hh, mm))
|
||||||
self.assertNotIn("eod_retry", ran)
|
self.assertNotIn("eod_retry", ran)
|
||||||
self.assertNotIn("eod_revise", ran)
|
|
||||||
eod_runs = db.fetchall("SELECT * FROM job_runs WHERE job_id LIKE 'eod%'")
|
eod_runs = db.fetchall("SELECT * FROM job_runs WHERE job_id LIKE 'eod%'")
|
||||||
self.assertEqual(eod_runs, [])
|
self.assertEqual(eod_runs, [])
|
||||||
self.assertIsNone(db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,)))
|
self.assertIsNone(db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,)))
|
||||||
@@ -239,18 +226,12 @@ class EodRetryTests(unittest.TestCase):
|
|||||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||||
self.assertEqual(len(transport.calls), calls_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
|
sched._eod_lock.acquire() # simulate an in-flight EOD job
|
||||||
try:
|
try:
|
||||||
busy = sched.run_job("eod_retry", day)
|
busy = sched.run_job("eod_retry", day)
|
||||||
self.assertEqual(busy["state"], "skipped")
|
self.assertEqual(busy["state"], "skipped")
|
||||||
busy_a = sched.run_job("eod_a", day)
|
busy_a = sched.run_job("eod_a", day)
|
||||||
self.assertEqual(busy_a["state"], "skipped")
|
self.assertEqual(busy_a["state"], "skipped")
|
||||||
busy_r = sched.run_job("eod_revise", day)
|
|
||||||
self.assertEqual(busy_r["state"], "skipped")
|
|
||||||
finally:
|
finally:
|
||||||
sched._eod_lock.release()
|
sched._eod_lock.release()
|
||||||
self.assertEqual(len(self._batches(db, day)), batches_before)
|
self.assertEqual(len(self._batches(db, day)), batches_before)
|
||||||
|
|||||||
@@ -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:
|
def test_reserved_adapters_present(self) -> None:
|
||||||
from datahub.adapters import RESERVED
|
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)
|
self.assertIn(name, RESERVED)
|
||||||
probe = RESERVED[name].probe()
|
probe = RESERVED[name].probe()
|
||||||
self.assertEqual(probe["state"], "reserved")
|
self.assertEqual(probe["state"], "reserved")
|
||||||
self.assertFalse(probe["configured"])
|
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__":
|
if __name__ == "__main__":
|
||||||
|
|||||||
@@ -1,333 +0,0 @@
|
|||||||
from __future__ import annotations
|
|
||||||
|
|
||||||
import copy
|
|
||||||
import unittest
|
|
||||||
from pathlib import Path
|
|
||||||
import tempfile
|
|
||||||
|
|
||||||
from datahub.adapters.base import AdapterError
|
|
||||||
from datahub.adapters.tushare import TushareAdapter
|
|
||||||
from datahub.crypto import SecretVault
|
|
||||||
from datahub.db import HubDB
|
|
||||||
from datahub.pipeline import Pipeline
|
|
||||||
from datahub.scheduler import Scheduler
|
|
||||||
from datahub.serving import V1API
|
|
||||||
from datahub.settings import Settings
|
|
||||||
from datahub.timeutil import SHANGHAI
|
|
||||||
from tests.fixtures import RAW, TRADE_DATE, fake_transport
|
|
||||||
from tests.test_eod_retry import clock_at
|
|
||||||
from tests.test_quality_gates import FIELD_GATES
|
|
||||||
|
|
||||||
SAMPLE_DAY = "20260907"
|
|
||||||
NEXT_DAY = "20260908"
|
|
||||||
SAMPLE_CODE = "003021.SZ"
|
|
||||||
|
|
||||||
|
|
||||||
def _dated(row: dict, day: str) -> dict:
|
|
||||||
item = dict(row)
|
|
||||||
if "trade_date" in item:
|
|
||||||
item["trade_date"] = day
|
|
||||||
return item
|
|
||||||
|
|
||||||
|
|
||||||
class RevisingTransport:
|
|
||||||
"""Fixture transport that can rewrite daily_basic after the first publish."""
|
|
||||||
|
|
||||||
DATE_APIS = {"daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction", "index_daily"}
|
|
||||||
|
|
||||||
def __init__(self, extra_calendar: list[dict] | None = None) -> None:
|
|
||||||
self.calls: list[str] = []
|
|
||||||
self.fail_daily_basic = False
|
|
||||||
self.empty_daily_basic = False
|
|
||||||
self.null_volume_ratio = False
|
|
||||||
self.turnover_by_code: dict[str, float] = {}
|
|
||||||
self.extra_calendar = extra_calendar or []
|
|
||||||
|
|
||||||
def __call__(self, api_name: str, params: dict, fields: str):
|
|
||||||
self.calls.append(api_name)
|
|
||||||
day = str(params.get("trade_date") or "")
|
|
||||||
if api_name == "trade_cal":
|
|
||||||
rows = fake_transport(api_name, params, fields)
|
|
||||||
extra = [
|
|
||||||
row for row in self.extra_calendar
|
|
||||||
if str(params.get("start_date") or "") <= row["cal_date"] <= str(params.get("end_date") or "99999999")
|
|
||||||
]
|
|
||||||
return rows + extra
|
|
||||||
if self.fail_daily_basic and api_name == "daily_basic":
|
|
||||||
raise AdapterError("tushare daily_basic unavailable")
|
|
||||||
if self.empty_daily_basic and api_name == "daily_basic":
|
|
||||||
return []
|
|
||||||
if api_name == "index_daily":
|
|
||||||
code = params.get("ts_code")
|
|
||||||
rows = [row for row in RAW["index_daily"] if row["ts_code"] == code]
|
|
||||||
if day:
|
|
||||||
rows = [_dated(row, day) for row in rows]
|
|
||||||
return rows
|
|
||||||
rows = fake_transport(api_name, params, fields)
|
|
||||||
if api_name == "stock_basic":
|
|
||||||
rows = list(rows)
|
|
||||||
rows.append({
|
|
||||||
"ts_code": SAMPLE_CODE, "symbol": "003021", "name": "兆威机电",
|
|
||||||
"area": "广东", "industry": "元器件", "market": "主板",
|
|
||||||
"list_status": "L", "list_date": "20201202",
|
|
||||||
})
|
|
||||||
return rows
|
|
||||||
if api_name in self.DATE_APIS:
|
|
||||||
template = RAW.get(api_name) or []
|
|
||||||
if not day:
|
|
||||||
return [_dated(row, TRADE_DATE) for row in template]
|
|
||||||
out = [_dated(row, day) for row in template]
|
|
||||||
extra = copy.deepcopy(template[0])
|
|
||||||
extra["ts_code"] = SAMPLE_CODE
|
|
||||||
extra["trade_date"] = day
|
|
||||||
if api_name == "daily_basic":
|
|
||||||
extra["turnover_rate"] = self.turnover_by_code.get(SAMPLE_CODE, extra.get("turnover_rate"))
|
|
||||||
if self.null_volume_ratio:
|
|
||||||
extra["volume_ratio"] = None
|
|
||||||
for row in out:
|
|
||||||
row["volume_ratio"] = None
|
|
||||||
out.append(extra)
|
|
||||||
if api_name == "daily_basic":
|
|
||||||
for row in out:
|
|
||||||
code = str(row.get("ts_code") or "")
|
|
||||||
if code in self.turnover_by_code:
|
|
||||||
row["turnover_rate"] = self.turnover_by_code[code]
|
|
||||||
return out
|
|
||||||
return rows
|
|
||||||
|
|
||||||
|
|
||||||
def make_revision_env(quality_extra: dict | None = None, extra_calendar: list[dict] | None = None):
|
|
||||||
tmp = tempfile.TemporaryDirectory()
|
|
||||||
db = HubDB(Path(tmp.name) / "hub.db")
|
|
||||||
transport = RevisingTransport(extra_calendar=extra_calendar)
|
|
||||||
adapter = TushareAdapter("x", transport=transport)
|
|
||||||
quality = {
|
|
||||||
"daily_row_ratio": 0.5,
|
|
||||||
"null_rate_max": 0.5,
|
|
||||||
"max_publish_attempts": 2,
|
|
||||||
"publication_generations": 3,
|
|
||||||
"field_gates": FIELD_GATES,
|
|
||||||
"revision_review_start": "20:00",
|
|
||||||
"revision_review_interval_minutes": 30,
|
|
||||||
"revision_review_cutoff": "23:20",
|
|
||||||
"revision_review_datasets": ["valuation"],
|
|
||||||
}
|
|
||||||
if quality_extra:
|
|
||||||
quality.update(quality_extra)
|
|
||||||
settings = Settings(
|
|
||||||
encryption_key=SecretVault.generate_key(),
|
|
||||||
api_token="t" * 32,
|
|
||||||
db_path=db.path,
|
|
||||||
backup_dir=Path(tmp.name) / "backups",
|
|
||||||
quality=quality,
|
|
||||||
scheduler_enabled=False,
|
|
||||||
)
|
|
||||||
pipe = Pipeline(db, adapter, settings)
|
|
||||||
sched = Scheduler(db, pipe)
|
|
||||||
return tmp, db, transport, pipe, sched
|
|
||||||
|
|
||||||
|
|
||||||
SAMPLE_CALENDAR = [
|
|
||||||
{"exchange": "SSE", "cal_date": SAMPLE_DAY, "is_open": 1, "pretrade_date": "20260906"},
|
|
||||||
{"exchange": "SSE", "cal_date": NEXT_DAY, "is_open": 1, "pretrade_date": SAMPLE_DAY},
|
|
||||||
]
|
|
||||||
|
|
||||||
|
|
||||||
class RevisionReviewTests(unittest.TestCase):
|
|
||||||
def _publish(self, pipe: Pipeline, day: str) -> None:
|
|
||||||
pipe.ingest_reference(day)
|
|
||||||
pipe.run_eod_batch_a(day)
|
|
||||||
pipe.run_eod_batch_b(day)
|
|
||||||
|
|
||||||
def _turnover(self, db: HubDB, day: str, code: str = SAMPLE_CODE) -> float | None:
|
|
||||||
pub = db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(day,),
|
|
||||||
)
|
|
||||||
row = db.fetchone(
|
|
||||||
"SELECT turnover_rate FROM eod_valuation WHERE batch_id=? AND ts_code=?",
|
|
||||||
(pub["active_batch"], code),
|
|
||||||
)
|
|
||||||
return None if row is None else row["turnover_rate"]
|
|
||||||
|
|
||||||
def _batch_ids(self, db: HubDB, day: str) -> set[str]:
|
|
||||||
return {str(row["batch_id"]) for row in db.fetchall("SELECT batch_id FROM batches WHERE trade_date=?", (day,))}
|
|
||||||
|
|
||||||
def test_no_change_does_not_create_a_new_batch(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env()
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
self._publish(pipe, TRADE_DATE)
|
|
||||||
before = self._batch_ids(db, TRADE_DATE)
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
|
||||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), before)
|
|
||||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))
|
|
||||||
self.assertEqual(progress["state"], "aligned")
|
|
||||||
self.assertIn("无变化", progress["detail"])
|
|
||||||
status = sched.revision_status(TRADE_DATE, clock=clock_at(TRADE_DATE, 20, 0))
|
|
||||||
self.assertEqual(status["state"], "aligned")
|
|
||||||
|
|
||||||
def test_hel423_20260907_single_field_revision_is_caught_up(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env(extra_calendar=SAMPLE_CALENDAR)
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
|
||||||
self._publish(pipe, SAMPLE_DAY)
|
|
||||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
|
||||||
first = db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(SAMPLE_DAY,),
|
|
||||||
)["active_batch"]
|
|
||||||
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
|
||||||
seen: list[float | None] = []
|
|
||||||
|
|
||||||
def watch() -> None:
|
|
||||||
seen.append(self._turnover(db, SAMPLE_DAY))
|
|
||||||
|
|
||||||
pipe.before_commit = watch
|
|
||||||
ran = sched.tick(clock_at(SAMPLE_DAY, 20, 0))
|
|
||||||
self.assertIn("eod_revise", ran)
|
|
||||||
self.assertEqual(seen, [1.3565]) # readers still see the previous complete version mid-switch
|
|
||||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3572)
|
|
||||||
second = db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(SAMPLE_DAY,),
|
|
||||||
)["active_batch"]
|
|
||||||
self.assertNotEqual(second, first)
|
|
||||||
api = V1API(db, pipe, pipe.settings)
|
|
||||||
payload = api.valuation({"date": SAMPLE_DAY, "code": SAMPLE_CODE})
|
|
||||||
row = next(item for item in payload["data"] if item["ts_code"] == SAMPLE_CODE)
|
|
||||||
self.assertEqual(row["turnover_rate"], 1.3572)
|
|
||||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
|
||||||
self.assertEqual(progress["state"], "aligned")
|
|
||||||
self.assertEqual(progress["detail"], "已追平")
|
|
||||||
audit = db.fetchone(
|
|
||||||
"SELECT * FROM audit_log WHERE action='revision-review' ORDER BY id DESC"
|
|
||||||
)
|
|
||||||
self.assertIn("1.3572", str(audit["detail"]))
|
|
||||||
self.assertIn(SAMPLE_CODE, str(audit["detail"]))
|
|
||||||
|
|
||||||
def test_empty_or_failed_upstream_keeps_previous_version(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env()
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
self._publish(pipe, TRADE_DATE)
|
|
||||||
active = db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(TRADE_DATE,),
|
|
||||||
)["active_batch"]
|
|
||||||
batches = self._batch_ids(db, TRADE_DATE)
|
|
||||||
|
|
||||||
transport.empty_daily_basic = True
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
|
||||||
self.assertEqual(
|
|
||||||
db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(TRADE_DATE,),
|
|
||||||
)["active_batch"],
|
|
||||||
active,
|
|
||||||
)
|
|
||||||
self.assertEqual(
|
|
||||||
db.fetchone("SELECT state FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))["state"],
|
|
||||||
"review_failed",
|
|
||||||
)
|
|
||||||
|
|
||||||
transport.empty_daily_basic = False
|
|
||||||
transport.fail_daily_basic = True
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 30))
|
|
||||||
self.assertEqual(
|
|
||||||
db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(TRADE_DATE,),
|
|
||||||
)["active_batch"],
|
|
||||||
active,
|
|
||||||
)
|
|
||||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), batches)
|
|
||||||
|
|
||||||
def test_quality_gate_rejects_catchup_and_keeps_previous(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env()
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
self._publish(pipe, TRADE_DATE)
|
|
||||||
active = db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(TRADE_DATE,),
|
|
||||||
)["active_batch"]
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 9.9999
|
|
||||||
transport.null_volume_ratio = True
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
|
||||||
self.assertEqual(
|
|
||||||
db.fetchone(
|
|
||||||
"SELECT active_batch FROM publications WHERE dataset='valuation' AND trade_date=?",
|
|
||||||
(TRADE_DATE,),
|
|
||||||
)["active_batch"],
|
|
||||||
active,
|
|
||||||
)
|
|
||||||
self.assertEqual(
|
|
||||||
db.fetchone("SELECT state FROM revision_progress WHERE trade_date=?", (TRADE_DATE,))["state"],
|
|
||||||
"review_failed",
|
|
||||||
)
|
|
||||||
|
|
||||||
def test_repeat_ticks_after_align_do_not_republish(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env()
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
|
||||||
self._publish(pipe, TRADE_DATE)
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
|
||||||
after_fix = self._batch_ids(db, TRADE_DATE)
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 10)) # inside interval
|
|
||||||
self.assertEqual(len(db.fetchall("SELECT * FROM job_runs WHERE job_id='eod_revise'")), 1)
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 30)) # next light compare, no change
|
|
||||||
self.assertEqual(self._batch_ids(db, TRADE_DATE), after_fix)
|
|
||||||
self.assertEqual(self._turnover(db, TRADE_DATE), 1.3572)
|
|
||||||
|
|
||||||
def test_restart_catches_up_inside_window(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env()
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
|
||||||
self._publish(pipe, TRADE_DATE)
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
|
||||||
sched2 = Scheduler(db, pipe)
|
|
||||||
ran = sched2.tick(clock_at(TRADE_DATE, 21, 0))
|
|
||||||
self.assertIn("eod_revise", ran)
|
|
||||||
self.assertEqual(self._turnover(db, TRADE_DATE), 1.3572)
|
|
||||||
|
|
||||||
def test_cutoff_stops_evening_reviews_and_morning_catchup_runs(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env(extra_calendar=SAMPLE_CALENDAR)
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3565
|
|
||||||
self._publish(pipe, SAMPLE_DAY)
|
|
||||||
sched.tick(clock_at(SAMPLE_DAY, 23, 25)) # past 23:20 cutoff, no review yet
|
|
||||||
cutoff = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
|
||||||
self.assertEqual(cutoff["state"], "cutoff")
|
|
||||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
|
||||||
|
|
||||||
transport.turnover_by_code[SAMPLE_CODE] = 1.3572
|
|
||||||
sched.tick(clock_at(SAMPLE_DAY, 23, 50)) # still same calendar day, no catch-up
|
|
||||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3565)
|
|
||||||
|
|
||||||
ran = sched.tick(clock_at(NEXT_DAY, 8, 45))
|
|
||||||
self.assertIn("eod_revise", ran)
|
|
||||||
self.assertEqual(self._turnover(db, SAMPLE_DAY), 1.3572)
|
|
||||||
progress = db.fetchone("SELECT * FROM revision_progress WHERE trade_date=?", (SAMPLE_DAY,))
|
|
||||||
self.assertEqual(progress["state"], "aligned")
|
|
||||||
self.assertEqual(int(progress["catchup_done"]), 1)
|
|
||||||
|
|
||||||
batches = self._batch_ids(db, SAMPLE_DAY)
|
|
||||||
sched.tick(clock_at(NEXT_DAY, 8, 50))
|
|
||||||
self.assertEqual(self._batch_ids(db, SAMPLE_DAY), batches)
|
|
||||||
|
|
||||||
def test_only_valuation_is_light_fetched(self) -> None:
|
|
||||||
tmp, db, transport, pipe, sched = make_revision_env()
|
|
||||||
self.addCleanup(tmp.cleanup)
|
|
||||||
self._publish(pipe, TRADE_DATE)
|
|
||||||
before = [name for name in transport.calls]
|
|
||||||
sched.tick(clock_at(TRADE_DATE, 20, 0))
|
|
||||||
extra = transport.calls[len(before):]
|
|
||||||
self.assertIn("daily_basic", extra)
|
|
||||||
self.assertNotIn("daily", extra)
|
|
||||||
self.assertNotIn("moneyflow", extra)
|
|
||||||
self.assertNotIn("stk_auction", extra)
|
|
||||||
self.assertNotIn("index_daily", extra)
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == "__main__":
|
|
||||||
unittest.main()
|
|
||||||
Reference in New Issue
Block a user