Compare commits
1
Commits
| Author | SHA1 | Date | |
|---|---|---|---|
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|
dd89a09643 |
@@ -37,7 +37,9 @@ class DataGateway:
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) -> TushareClient:
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if dataset_id:
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self.policy.assert_allowed(dataset_id, "tushare", usage)
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return DatahubAwareTushareClient(self.tushare_provider.client(), self.datahub)
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legacy = self.tushare_provider.client()
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legacy.realtime_aggregator = self.realtime_observer
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return DatahubAwareTushareClient(legacy, self.datahub)
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def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
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return self.datahub.dataset_status(trade_date)
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@@ -128,7 +128,7 @@ class DashboardMixin:
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)
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if not codes:
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raise TushareError("No active stock codes available for rt_k")
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quotes = self.query("rt_k", {"ts_code": codes})
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quotes, quote_source = self._load_realtime_quotes(codes, trade_date)
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if not quotes:
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raise TushareError(f"No realtime data returned for {trade_date}")
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@@ -186,12 +186,28 @@ class DashboardMixin:
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previous_sectors = _build_sectors(previous_limits)
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now = self._now()
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market_status = _realtime_market_status(now.time().replace(tzinfo=None))
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if quote_source == "eastmoney_clist":
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notice = (
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"盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
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)
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source_name = "eastmoney"
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elif quote_source == "tencent_qt":
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notice = (
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"盘中行情由腾讯免费实时行情计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
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)
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source_name = "tencent"
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else:
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notice = (
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"盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
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)
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source_name = "tushare"
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dashboard = {
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"meta": {
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"requested_date": _display_date(requested_date),
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"trade_date": _display_date(trade_date),
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"previous_trade_date": _display_date(previous_trade_date),
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"source": "tushare",
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"source": source_name,
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"quote_source": quote_source,
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"mode": "realtime",
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"realtime": True,
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"market_status": market_status,
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@@ -199,7 +215,8 @@ class DashboardMixin:
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"auto_refresh": False,
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"quote_count": len(daily),
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"updated_at": now.isoformat(timespec="seconds"),
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"notice": "盘中行情由 Tushare rt_k 实时计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
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"notice": notice,
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"indices": self._free_realtime_indices() if quote_source != "tushare_rt_k" else [],
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},
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"overview": _build_overview(daily, up_rows, down_rows, broken_rows),
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"limits": limits,
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@@ -213,6 +230,67 @@ class DashboardMixin:
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}
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return apply_sentiment_to_dashboard(dashboard)
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def _realtime_aggregator(self):
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aggregator = getattr(self, "realtime_aggregator", None)
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if aggregator is None:
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raise TushareError("免费实时源未配置")
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return aggregator
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def _load_realtime_quotes(
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self,
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codes: str,
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trade_date: str,
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) -> tuple[list[dict[str, Any]], str]:
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rt_error = ""
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try:
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quotes = self.query("rt_k", {"ts_code": codes})
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if quotes:
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return list(quotes), "tushare_rt_k"
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rt_error = f"No realtime data returned for {trade_date}"
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except TushareError as exc:
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rt_error = str(exc)
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try:
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quotes, quote_source = self._free_realtime_quotes(trade_date, codes)
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except Exception as exc:
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raise TushareError(
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f"当天盘中实时行情不可用:rt_k={rt_error};免费源={exc}"
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) from exc
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if not quotes:
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raise TushareError(
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f"当天盘中实时行情不可用:rt_k={rt_error};免费源=empty"
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)
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return quotes, quote_source
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def _free_realtime_quotes(
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self,
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trade_date: str,
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codes: str = "",
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) -> tuple[list[dict[str, Any]], str]:
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aggregator = self._realtime_aggregator()
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last_error = ""
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try:
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quotes = aggregator.eastmoney_market_quotes(expected_date=trade_date)
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if quotes:
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return quotes, "eastmoney_clist"
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except Exception as exc:
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last_error = str(exc)
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code_list = [item for item in str(codes or "").split(",") if item]
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try:
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quotes = aggregator.tencent_market_quotes(code_list, expected_date=trade_date)
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except Exception as exc:
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raise TushareError(
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f"eastmoney={last_error or 'empty'};tencent={exc}"
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) from exc
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if not quotes:
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raise TushareError(f"eastmoney={last_error or 'empty'};tencent=empty")
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return quotes, "tencent_qt"
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def _free_realtime_indices(self) -> list[dict[str, Any]]:
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try:
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return self._realtime_aggregator().eastmoney_indices()
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except Exception:
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return []
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def _load_realtime_reference(
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self,
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trade_date: str,
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@@ -59,6 +59,12 @@ class IndexMixin:
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}
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def realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
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try:
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return self._tushare_realtime_market_indices(requested_date)
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except TushareError:
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return self._free_realtime_market_indices(requested_date)
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def _tushare_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
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trade_date, _ = self.resolve_trade_context(requested_date)
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index_names = {
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"000001.SH": "上证指数",
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@@ -116,3 +122,52 @@ class IndexMixin:
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"average_return_20d": 0,
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},
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}
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def _free_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
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trade_date, _ = self.resolve_trade_context(requested_date)
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aggregator = getattr(self, "realtime_aggregator", None)
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if aggregator is None:
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raise TushareError("免费实时源未配置")
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quotes = aggregator.eastmoney_indices()
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index_names = {
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"000001": ("000001.SH", "上证指数"),
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"399001": ("399001.SZ", "深证成指"),
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"399006": ("399006.SZ", "创业板指"),
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}
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indices = []
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for quote in quotes:
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mapped = index_names.get(str(quote.get("code") or ""))
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if not mapped:
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continue
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ts_code, name = mapped
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close = _number(quote.get("price"))
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previous_close = _number(quote.get("previous_close"))
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if close <= 0 or previous_close <= 0:
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continue
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indices.append(
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{
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"ts_code": ts_code,
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"name": str(quote.get("name") or name).strip(),
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"trade_date": trade_date,
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"close": close,
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"pct_chg": round(_number(quote.get("change")) or (close / previous_close - 1) * 100, 3),
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"return_5d": 0,
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"amount_billion": round(_number(quote.get("amount_billion")), 2),
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"quote_time": quote.get("quote_time") or "",
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"source": quote.get("source") or "eastmoney_push2",
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}
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)
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if len(indices) != 3:
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raise TushareError("Realtime index quotes are incomplete")
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return {
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"trade_date": trade_date,
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"source": "eastmoney_push2",
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"realtime": True,
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"precise": True,
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"indices": indices,
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"aggregate": {
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"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
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"average_return_5d": 0,
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"average_return_20d": 0,
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},
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}
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@@ -20,7 +20,17 @@ class RealtimeAggregateError(RuntimeError):
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EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
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EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
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EASTMONEY_A_SHARE_BOARDS = (
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"m:0+t:6",
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"m:0+t:80",
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"m:1+t:2",
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"m:1+t:23",
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"m:0+t:81",
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)
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EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
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EASTMONEY_MARKET_PAGE_SIZE = 100
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TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
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TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
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THS_LIMIT_URL = "https://data.10jqka.com.cn/dataapi/limit_up/limit_up_pool"
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XGB_POOL_URL = "https://flash-api.xuangubao.cn/api/pool/detail"
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BROWSER_USER_AGENT = (
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@@ -134,6 +144,145 @@ class WebRealtimeAggregator:
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raise RealtimeAggregateError(f"Eastmoney returned {len(result)}/3 indices")
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return result
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def eastmoney_market_quotes(self, expected_date: str = "") -> list[dict[str, Any]]:
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"""Full A-share snapshot via Eastmoney clist, used when Tushare rt_k is unavailable."""
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now = time.time()
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cache_key = "assembled:eastmoney_market"
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with self._response_cache_lock:
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cached = self._response_cache.get(cache_key)
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cache_age = now - float((cached or {}).get("created_at") or 0)
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if cached and cache_age <= min(20, self.response_cache_ttl_seconds):
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quotes = list(cached.get("payload") or [])
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return self._filter_quotes_by_date(quotes, expected_date)
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rows: list[dict[str, Any]] = []
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board_errors: list[str] = []
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for board in EASTMONEY_A_SHARE_BOARDS:
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try:
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rows.extend(self._eastmoney_board_quotes(board))
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except Exception as exc:
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board_errors.append(f"{board}:{exc}")
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quotes = []
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seen: set[str] = set()
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for row in rows:
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quote = _normalize_eastmoney_quote(row)
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ts_code = str((quote or {}).get("ts_code") or "")
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if not quote or ts_code in seen:
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continue
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seen.add(ts_code)
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quotes.append(quote)
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if len(quotes) < 200:
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detail = f";{'; '.join(board_errors)}" if board_errors else ""
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raise RealtimeAggregateError(
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f"Eastmoney market snapshot too small: {len(quotes)}{detail}"
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)
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quotes = self._filter_quotes_by_date(quotes, expected_date)
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with self._response_cache_lock:
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self._response_cache[cache_key] = {"created_at": now, "payload": quotes}
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return quotes
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def _eastmoney_board_quotes(self, board: str) -> list[dict[str, Any]]:
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first = self._eastmoney_market_page(board, 1)
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data = first.get("data") or {}
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rows = _diff_rows(data)
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total = int(_number(data.get("total")))
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page_count = 1
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if total > 0:
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page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
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for page in range(2, min(page_count, 40) + 1):
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payload = self._eastmoney_market_page(board, page)
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rows.extend(_diff_rows(payload.get("data") or {}))
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return rows
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def _eastmoney_market_page(self, board: str, page: int) -> dict[str, Any]:
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return self._get_json(
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EASTMONEY_SECTOR_URL,
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{
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"pn": str(page),
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"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
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"po": "1",
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"np": "1",
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"fltt": "2",
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"invt": "2",
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"fid": "f12",
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"fs": board,
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"fields": EASTMONEY_QUOTE_FIELDS,
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},
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referer="https://quote.eastmoney.com/center/gridlist.html",
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)
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def _filter_quotes_by_date(
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self,
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quotes: list[dict[str, Any]],
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expected_date: str,
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) -> list[dict[str, Any]]:
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want = str(expected_date or "").replace("-", "")
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if not want or not quotes:
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return quotes
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dated = [item for item in quotes if str(item.get("quote_date") or "") == want]
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if dated and len(dated) >= max(100, int(len(quotes) * 0.2)):
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return dated
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if dated:
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return dated
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if all(not item.get("quote_date") for item in quotes):
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return quotes
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raise RealtimeAggregateError(f"Eastmoney quotes are not for {want}")
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def tencent_market_quotes(
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self,
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codes: list[str],
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expected_date: str = "",
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) -> list[dict[str, Any]]:
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symbols: list[str] = []
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seen: set[str] = set()
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for raw in codes:
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ts = str(raw or "").strip().upper()
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if not ts:
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continue
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symbol = ts.split(".")[0]
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if not symbol.isdigit() or len(symbol) != 6 or symbol in seen:
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continue
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seen.add(symbol)
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if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
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symbols.append(f"sh{symbol}")
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elif ts.endswith(".BJ") or symbol.startswith(("4", "8")):
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symbols.append(f"bj{symbol}")
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else:
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symbols.append(f"sz{symbol}")
|
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if not symbols:
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raise RealtimeAggregateError("No stock codes available for Tencent quotes")
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quotes: list[dict[str, Any]] = []
|
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batch_size = 80
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def load_batch(batch: list[str]) -> list[dict[str, Any]]:
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raw, _cache_age = self._get_text(
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f"{TENCENT_QUOTE_URL}{','.join(batch)}",
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referer="https://gu.qq.com/",
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encoding="gb18030",
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)
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return [
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quote
|
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for line in raw.splitlines()
|
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if (quote := _parse_tencent_stock_quote(line))
|
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]
|
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|
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batches = [symbols[index:index + batch_size] for index in range(0, len(symbols), batch_size)]
|
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errors: list[str] = []
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with ThreadPoolExecutor(max_workers=4) as executor:
|
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for result in executor.map(self._capture, [lambda batch=batch: load_batch(batch) for batch in batches]):
|
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rows, status = result
|
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if status.get("ok") and rows:
|
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quotes.extend(rows)
|
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elif not status.get("ok"):
|
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errors.append(str(status.get("error") or "batch failed"))
|
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if len(quotes) < 200:
|
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detail = f";{'; '.join(errors[:3])}" if errors else ""
|
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raise RealtimeAggregateError(
|
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f"Tencent market snapshot too small: {len(quotes)}{detail}"
|
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)
|
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return self._filter_quotes_by_date(quotes, expected_date)
|
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|
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def tencent_indices(self) -> list[dict[str, Any]]:
|
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raw, cache_age = self._get_text(
|
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TENCENT_INDEX_URL,
|
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@@ -397,6 +546,94 @@ class WebRealtimeAggregator:
|
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) from last_error
|
||||
|
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|
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def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
|
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diff = data.get("diff") or []
|
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if isinstance(diff, dict):
|
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return [row for row in diff.values() if isinstance(row, dict)]
|
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return [row for row in diff if isinstance(row, dict)]
|
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|
||||
|
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def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
|
||||
if '="' not in line:
|
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return None
|
||||
prefix, payload = line.split('="', 1)
|
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fields = payload.rsplit('";', 1)[0].split("~")
|
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if len(fields) < 38:
|
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return None
|
||||
symbol = fields[2]
|
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if not symbol.isdigit() or len(symbol) != 6:
|
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return None
|
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close = _number(fields[3])
|
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previous_close = _number(fields[4])
|
||||
if close <= 0 or previous_close <= 0:
|
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return None
|
||||
marker = prefix.lower()
|
||||
if "sh" in marker:
|
||||
ts_code = f"{symbol}.SH"
|
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elif "bj" in marker:
|
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ts_code = f"{symbol}.BJ"
|
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else:
|
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ts_code = f"{symbol}.SZ"
|
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try:
|
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quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
|
||||
quote_date = quote_time.strftime("%Y%m%d")
|
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epoch = int(quote_time.timestamp())
|
||||
except ValueError:
|
||||
quote_date = ""
|
||||
epoch = 0
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": fields[1] or symbol,
|
||||
"pre_close": previous_close,
|
||||
"open": _number(fields[5]),
|
||||
"high": _number(fields[33]),
|
||||
"low": _number(fields[34]),
|
||||
"close": close,
|
||||
"vol": _number(fields[6]) * 100,
|
||||
"amount": _number(fields[37]) * 10000,
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "tencent_qt",
|
||||
}
|
||||
|
||||
|
||||
def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
|
||||
symbol = str(row.get("f12") or "").strip()
|
||||
if not symbol.isdigit() or len(symbol) != 6:
|
||||
return None
|
||||
close = _number(row.get("f2"))
|
||||
previous_close = _number(row.get("f18"))
|
||||
if close <= 0 or previous_close <= 0:
|
||||
return None
|
||||
market = int(_number(row.get("f13")))
|
||||
if market == 1 or symbol.startswith(("5", "6", "9")):
|
||||
ts_code = f"{symbol}.SH"
|
||||
elif symbol.startswith(("4", "8")):
|
||||
ts_code = f"{symbol}.BJ"
|
||||
else:
|
||||
ts_code = f"{symbol}.SZ"
|
||||
epoch = int(_number(row.get("f124")))
|
||||
quote_date = ""
|
||||
if epoch > 0:
|
||||
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
|
||||
return {
|
||||
"ts_code": ts_code,
|
||||
"name": row.get("f14") or symbol,
|
||||
"pre_close": previous_close,
|
||||
"open": _number(row.get("f17")),
|
||||
"high": _number(row.get("f15")),
|
||||
"low": _number(row.get("f16")),
|
||||
"close": close,
|
||||
"vol": _number(row.get("f5")) * 100,
|
||||
"amount": _number(row.get("f6")),
|
||||
"num": 0,
|
||||
"quote_date": quote_date,
|
||||
"quote_time_epoch": epoch,
|
||||
"source": "eastmoney_clist",
|
||||
}
|
||||
|
||||
|
||||
def _normalize_sector(value: Any) -> str:
|
||||
text = str(value or "").strip().replace(" ", "")
|
||||
for suffix in ("板块", "概念", "行业", "Ⅱ", "Ⅲ", "(A股)", "(A股)"):
|
||||
|
||||
@@ -63,7 +63,11 @@ class MarketServiceMixin:
|
||||
if gateway is not None:
|
||||
return gateway.tushare()
|
||||
# Compatibility for isolated legacy unit-test service stubs.
|
||||
return TushareClient(self.token)
|
||||
client = TushareClient(self.token)
|
||||
aggregator = getattr(self, "realtime_aggregator", None)
|
||||
if aggregator is not None:
|
||||
client.realtime_aggregator = aggregator
|
||||
return client
|
||||
|
||||
def _now(self) -> datetime:
|
||||
clock = getattr(self, "clock", None)
|
||||
@@ -289,7 +293,10 @@ class MarketServiceMixin:
|
||||
raise TushareError("公共行情尚未配置")
|
||||
dashboard = self._tushare_client().dashboard(normalized_date)
|
||||
meta = dashboard.setdefault("meta", {})
|
||||
quote_source = str(meta.get("quote_source") or "")
|
||||
meta["source"] = source
|
||||
if quote_source:
|
||||
meta["quote_source"] = quote_source
|
||||
meta["requested_date"] = self._display_compact_date(normalized_date)
|
||||
if meta.get("limit_data_source") == "derived":
|
||||
meta.setdefault(
|
||||
|
||||
@@ -222,12 +222,12 @@
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "backend/data/realtime.py",
|
||||
"runtime_role": "isolated realtime observation"
|
||||
"runtime_role": "isolated realtime observation and intraday dashboard fallback"
|
||||
},
|
||||
{
|
||||
"provider": "tencent",
|
||||
"path": "backend/data/realtime.py",
|
||||
"runtime_role": "index observation fallback"
|
||||
"runtime_role": "index observation and intraday quote fallback"
|
||||
}
|
||||
],
|
||||
"provider_domains": [
|
||||
@@ -508,8 +508,8 @@
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_dashboard.py",
|
||||
"bytes": 28327,
|
||||
"lines": 654
|
||||
"bytes": 31361,
|
||||
"lines": 732
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_industries.py",
|
||||
@@ -631,6 +631,11 @@
|
||||
"bytes": 8357,
|
||||
"lines": 116
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 7823,
|
||||
"lines": 173
|
||||
},
|
||||
{
|
||||
"path": "backend/features/screener/formula.py",
|
||||
"bytes": 6983,
|
||||
@@ -686,11 +691,6 @@
|
||||
"bytes": 5690,
|
||||
"lines": 124
|
||||
},
|
||||
{
|
||||
"path": "backend/data/providers/tushare_indices.py",
|
||||
"bytes": 5451,
|
||||
"lines": 118
|
||||
},
|
||||
{
|
||||
"path": "frontend/pages.config.js",
|
||||
"bytes": 5385,
|
||||
|
||||
@@ -213,12 +213,12 @@
|
||||
{
|
||||
"provider": "eastmoney",
|
||||
"path": "realtime_aggregator.py",
|
||||
"runtime_role": "isolated realtime observation"
|
||||
"runtime_role": "isolated realtime observation and intraday dashboard fallback"
|
||||
},
|
||||
{
|
||||
"provider": "tencent",
|
||||
"path": "realtime_aggregator.py",
|
||||
"runtime_role": "index observation fallback"
|
||||
"runtime_role": "index observation and intraday quote fallback"
|
||||
}
|
||||
],
|
||||
"llm_entrypoints": [
|
||||
|
||||
@@ -150,6 +150,32 @@ class FakeRealtimeTodayClient:
|
||||
return requested, "20260907"
|
||||
|
||||
|
||||
class FakeFreeRealtimeTodayClient:
|
||||
def dashboard(self, trade_date: str):
|
||||
return {
|
||||
"meta": {
|
||||
"trade_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"requested_date": f"{trade_date[:4]}-{trade_date[4:6]}-{trade_date[6:8]}",
|
||||
"realtime": True,
|
||||
"mode": "realtime",
|
||||
"quote_source": "eastmoney_clist",
|
||||
"source": "eastmoney",
|
||||
"market_status": "trading",
|
||||
"notice": "盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。",
|
||||
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
|
||||
"indices": [{"code": "000001", "price": 3800.1, "change": 0.5}],
|
||||
},
|
||||
"overview": {"limit_up_count": 18, "up_count": 2100, "amount_billion": 12345.6},
|
||||
"limits": [{"code": "000001"}],
|
||||
"broken": [],
|
||||
"down_limits": [],
|
||||
"yesterday_limits": [],
|
||||
}
|
||||
|
||||
def resolve_trade_context(self, requested: str):
|
||||
return requested, "20260907"
|
||||
|
||||
|
||||
class SyncHarness(MarketServiceMixin):
|
||||
def __init__(self, client, latest=None, clock=None):
|
||||
self.configured = True
|
||||
@@ -204,6 +230,28 @@ class DashboardFreshnessTests(unittest.TestCase):
|
||||
self.assertNotIn("今日数据正在准备", meta.get("display_notice") or "")
|
||||
self.assertEqual(harness.database.saved[0][0], today)
|
||||
|
||||
def test_intraday_free_source_keeps_today_and_indices(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
"meta": {"trade_date": "2026-09-07", "source": "tushare"},
|
||||
"overview": {"limit_up_count": 20},
|
||||
}
|
||||
harness = SyncHarness(
|
||||
FakeFreeRealtimeTodayClient(),
|
||||
latest,
|
||||
clock=lambda: at_clock(10, 5),
|
||||
)
|
||||
payload = harness.sync_dashboard(today)
|
||||
meta = payload["meta"]
|
||||
self.assertFalse(meta.get("carried_forward"))
|
||||
self.assertTrue(meta["realtime"])
|
||||
self.assertEqual(meta["data_status"], "intraday")
|
||||
self.assertEqual(str(meta["trade_date"]).replace("-", ""), today)
|
||||
self.assertEqual(meta["quote_source"], "eastmoney_clist")
|
||||
self.assertEqual(payload["overview"]["amount_billion"], 12345.6)
|
||||
self.assertEqual(meta["indices"][0]["price"], 3800.1)
|
||||
self.assertEqual(harness.database.saved[0][0], today)
|
||||
|
||||
def test_intraday_missing_quotes_do_not_carry_yesterday(self):
|
||||
today = TRADE_DAY.strftime("%Y%m%d")
|
||||
latest = {
|
||||
|
||||
@@ -3,6 +3,7 @@ from __future__ import annotations
|
||||
import http.client
|
||||
import json
|
||||
import unittest
|
||||
from datetime import datetime
|
||||
from unittest.mock import MagicMock, patch
|
||||
|
||||
from backend.data.realtime import WebRealtimeAggregator
|
||||
@@ -377,6 +378,43 @@ class RealtimeAggregatorTests(unittest.TestCase):
|
||||
self.assertEqual(rows[0]["quote_time"][:10], "2026-07-20")
|
||||
self.assertAlmostEqual(rows[0]["amount_billion"], 12946.52)
|
||||
|
||||
@patch.object(WebRealtimeAggregator, "_get_json")
|
||||
def test_eastmoney_market_quotes_normalize_and_keep_expected_date(self, get_json: MagicMock):
|
||||
epoch = datetime(2026, 7, 20, 10, 5).timestamp()
|
||||
rows = []
|
||||
for index in range(200):
|
||||
sz = index < 100
|
||||
rows.append(
|
||||
{
|
||||
"f12": f"{index:06d}" if sz else f"{600000 + index - 100:06d}",
|
||||
"f13": 0 if sz else 1,
|
||||
"f14": f"股票{index}",
|
||||
"f2": 11.2,
|
||||
"f3": 2.0,
|
||||
"f5": 10,
|
||||
"f6": 50000000,
|
||||
"f15": 11.3,
|
||||
"f16": 11.0,
|
||||
"f17": 11.1,
|
||||
"f18": 11.0,
|
||||
"f124": epoch,
|
||||
}
|
||||
)
|
||||
def fake_get_json(_url, params, referer=""):
|
||||
page = int(params.get("pn") or 1)
|
||||
start = (page - 1) * 100
|
||||
return {"rc": 0, "data": {"total": 200, "diff": rows[start:start + 100]}}
|
||||
|
||||
get_json.side_effect = fake_get_json
|
||||
aggregator = WebRealtimeAggregator()
|
||||
aggregator._response_cache.clear()
|
||||
quotes = aggregator.eastmoney_market_quotes("20260720")
|
||||
self.assertEqual(len(quotes), 200)
|
||||
self.assertEqual(quotes[0]["ts_code"], "000000.SZ")
|
||||
self.assertTrue(quotes[100]["ts_code"].endswith(".SH"))
|
||||
self.assertEqual(quotes[0]["vol"], 1000)
|
||||
self.assertEqual(quotes[0]["quote_date"], "20260720")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -5,6 +5,12 @@ from datetime import datetime, timedelta, timezone
|
||||
|
||||
from backend.data.providers.tushare_client import TushareClient
|
||||
from backend.data.providers.tushare_helpers import calendar_is_open
|
||||
from backend.data.providers.tushare_transport import TushareError
|
||||
from backend.data.realtime import (
|
||||
RealtimeAggregateError,
|
||||
_normalize_eastmoney_quote,
|
||||
_parse_tencent_stock_quote,
|
||||
)
|
||||
|
||||
|
||||
class FakeRealtimeClient(TushareClient):
|
||||
@@ -83,6 +89,65 @@ class FakeRealtimeClient(TushareClient):
|
||||
raise AssertionError(f"Unexpected API call: {api_name} {params}")
|
||||
|
||||
|
||||
FREE_QUOTES = [
|
||||
{
|
||||
"ts_code": "000001.SZ", "name": "甲", "pre_close": 10.0,
|
||||
"open": 10.1, "high": 11.0, "low": 10.0, "close": 11.0,
|
||||
"vol": 1000, "amount": 100000000, "num": 10,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
{
|
||||
"ts_code": "000002.SZ", "name": "乙", "pre_close": 20.0,
|
||||
"open": 19.5, "high": 20.0, "low": 18.0, "close": 18.0,
|
||||
"vol": 2000, "amount": 200000000, "num": 20,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
{
|
||||
"ts_code": "000003.SZ", "name": "丙", "pre_close": 30.0,
|
||||
"open": 31.0, "high": 33.0, "low": 30.0, "close": 32.0,
|
||||
"vol": 3000, "amount": 300000000, "num": 30,
|
||||
"quote_date": "20260720",
|
||||
},
|
||||
]
|
||||
|
||||
|
||||
class FakeFreeAggregator:
|
||||
def __init__(self, quotes=None, fail=False):
|
||||
self.quotes = list(quotes if quotes is not None else FREE_QUOTES)
|
||||
self.fail = fail
|
||||
self.calls = 0
|
||||
|
||||
def eastmoney_market_quotes(self, expected_date=""):
|
||||
self.calls += 1
|
||||
if self.fail:
|
||||
raise RealtimeAggregateError("eastmoney down")
|
||||
if expected_date and self.quotes:
|
||||
dated = [
|
||||
row for row in self.quotes
|
||||
if str(row.get("quote_date") or "") == str(expected_date).replace("-", "")
|
||||
]
|
||||
if dated:
|
||||
return dated
|
||||
return list(self.quotes)
|
||||
|
||||
def tencent_market_quotes(self, codes, expected_date=""):
|
||||
return self.eastmoney_market_quotes(expected_date)
|
||||
|
||||
def eastmoney_indices(self):
|
||||
return [
|
||||
{
|
||||
"code": "000001",
|
||||
"name": "上证指数",
|
||||
"price": 3800.12,
|
||||
"change": 0.85,
|
||||
"previous_close": 3768.0,
|
||||
"amount_billion": 4200.5,
|
||||
"quote_time": "2026-07-20T10:05:00+08:00",
|
||||
"source": "eastmoney_push2",
|
||||
}
|
||||
]
|
||||
|
||||
|
||||
class RealtimeDashboardTests(unittest.TestCase):
|
||||
def setUp(self):
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
@@ -184,6 +249,121 @@ class RealtimeDashboardTests(unittest.TestCase):
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertEqual(dashboard["overview"]["limit_up_count"], 0)
|
||||
|
||||
def test_rt_k_permission_error_falls_back_to_free_quotes(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.realtime_aggregator = FakeFreeAggregator()
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
|
||||
self.assertTrue(dashboard["meta"]["realtime"])
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "eastmoney_clist")
|
||||
self.assertEqual(dashboard["meta"]["trade_date"], "2026-07-20")
|
||||
self.assertEqual(dashboard["meta"]["quote_count"], 3)
|
||||
self.assertEqual(dashboard["overview"]["limit_up_count"], 1)
|
||||
self.assertEqual(dashboard["overview"]["limit_down_count"], 1)
|
||||
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
|
||||
self.assertIn("东财免费实时", dashboard["meta"]["notice"])
|
||||
self.assertEqual(dashboard["meta"]["indices"][0]["price"], 3800.12)
|
||||
|
||||
def test_rt_k_empty_result_falls_back_to_free_quotes(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
return []
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.realtime_aggregator = FakeFreeAggregator()
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "eastmoney_clist")
|
||||
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
|
||||
|
||||
def test_rt_k_and_free_source_failure_keeps_today_error(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
self.client.query = query
|
||||
self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
with self.assertRaises(TushareError) as ctx:
|
||||
self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertIn("当天盘中实时行情不可用", str(ctx.exception))
|
||||
self.assertIn("没有接口访问权限", str(ctx.exception))
|
||||
|
||||
def test_rt_k_and_eastmoney_failure_falls_back_to_tencent(self):
|
||||
original_query = self.client.query
|
||||
|
||||
def query(api_name, params=None, fields=""):
|
||||
if api_name == "rt_k":
|
||||
raise TushareError("没有接口访问权限")
|
||||
return original_query(api_name, params, fields)
|
||||
|
||||
class TencentOnlyAggregator(FakeFreeAggregator):
|
||||
def eastmoney_market_quotes(self, expected_date=""):
|
||||
raise RealtimeAggregateError("eastmoney blocked")
|
||||
|
||||
def tencent_market_quotes(self, codes, expected_date=""):
|
||||
return list(FREE_QUOTES)
|
||||
|
||||
self.client.query = query
|
||||
self.client.realtime_aggregator = TencentOnlyAggregator()
|
||||
TushareClient._realtime_reference_cache.clear()
|
||||
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
|
||||
self.assertEqual(dashboard["meta"]["quote_source"], "tencent_qt")
|
||||
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
|
||||
self.assertIn("腾讯免费实时", dashboard["meta"]["notice"])
|
||||
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
|
||||
|
||||
def test_normalize_eastmoney_quote_maps_units_and_exchange(self):
|
||||
quote = _normalize_eastmoney_quote(
|
||||
{
|
||||
"f12": "600000",
|
||||
"f13": 1,
|
||||
"f14": "浦发银行",
|
||||
"f2": 10.5,
|
||||
"f5": 12.0,
|
||||
"f6": 200000000,
|
||||
"f15": 10.8,
|
||||
"f16": 10.2,
|
||||
"f17": 10.3,
|
||||
"f18": 10.0,
|
||||
"f124": 1752986700,
|
||||
}
|
||||
)
|
||||
self.assertEqual(quote["ts_code"], "600000.SH")
|
||||
self.assertEqual(quote["vol"], 1200)
|
||||
self.assertEqual(quote["close"], 10.5)
|
||||
self.assertEqual(quote["pre_close"], 10.0)
|
||||
self.assertEqual(quote["source"], "eastmoney_clist")
|
||||
|
||||
def test_parse_tencent_stock_quote_keeps_today_and_units(self):
|
||||
line = (
|
||||
'v_sz000001="51~平安银行~000001~11.73~11.70~11.66~346232~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~0~'
|
||||
'~20260720100500~0.03~0.26~11.79~11.65~11.73/346232/406045563~346232~40605~0.18~5.24~~11.79~11.65~1.20~'
|
||||
'2276.29~2276.31~0.49~12.87~10.53~0.95~-3076~11.73~4.43~5.34~~~0.18~40604.5563~0.0000~0~";'
|
||||
)
|
||||
quote = _parse_tencent_stock_quote(line)
|
||||
self.assertEqual(quote["ts_code"], "000001.SZ")
|
||||
self.assertEqual(quote["quote_date"], "20260720")
|
||||
self.assertEqual(quote["close"], 11.73)
|
||||
self.assertEqual(quote["pre_close"], 11.70)
|
||||
self.assertEqual(quote["vol"], 34623200)
|
||||
self.assertEqual(quote["amount"], 406050000)
|
||||
self.assertEqual(quote["source"], "tencent_qt")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
unittest.main()
|
||||
|
||||
@@ -221,8 +221,8 @@ def build() -> dict[str, Any]:
|
||||
{"provider": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "optional official EOD read path behind per-dataset flags"},
|
||||
{"provider": "ifind", "path": "backend/data/providers/ifind_client.py", "runtime_role": "realtime, charts, snapshots, enrichment"},
|
||||
{"provider": "eastmoney", "path": "backend/features/market/charts.py", "runtime_role": "display chart fallback"},
|
||||
{"provider": "eastmoney", "path": "backend/data/realtime.py", "runtime_role": "isolated realtime observation"},
|
||||
{"provider": "tencent", "path": "backend/data/realtime.py", "runtime_role": "index observation fallback"},
|
||||
{"provider": "eastmoney", "path": "backend/data/realtime.py", "runtime_role": "isolated realtime observation and intraday dashboard fallback"},
|
||||
{"provider": "tencent", "path": "backend/data/realtime.py", "runtime_role": "index observation and intraday quote fallback"},
|
||||
],
|
||||
"provider_domains": [
|
||||
{"provider": "tushare", "path": "backend/data/providers/tushare_transport.py", "responsibility": "HTTP transport and provider errors"},
|
||||
|
||||
Reference in New Issue
Block a user