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Author SHA1 Message Date
总管andmultica-agent b950ea4344 fix(HEL-494): keep filtered reference lookups inside datahub
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 00:50:33 +08:00
总管andmultica-agent 41f8509a98 fix(HEL-494): retry incomplete sector publications
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 00:46:18 +08:00
总管andmultica-agent c9e2d30780 fix(HEL-494): enforce datahub as sole website market boundary
Co-authored-by: multica-agent <github@multica.ai>
2026-09-09 00:22:27 +08:00
8a7d1f3698 fix(HEL-494): 网站市场客户端改为纯中枢 Facade,并迁移 iFinD 凭据到中枢
生产 gateway 不再读取 Tushare token 或实例化 TushareProvider/TushareClient;问财凭据经带鉴权的中枢接口加密入库,避免发版后 iFinD 未配置。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 23:37:53 +08:00
100752f43c fix(HEL-494): 切断网站生产装配外源直连,iFinD 与实时观察改走中枢
生产 gateway 不再实例化 iFinD、东财图和免费实时聚合器;问财与竞价快照作为中枢内部数据源。全站阻断外源测试覆盖日K、报价、图表、问财和竞价快照。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 22:41:51 +08:00
0b8419abca fix(HEL-494): 数据中枢独占调度,主网站不再回退旧接口
主网站只向中枢要业务数据;来源选择、切源、补数全部在中枢内部完成,失败不再走东财/腾讯/Tushare 保底。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 21:43:31 +08:00
ef13d6feb5 fix(HEL-494): 盘中双免费源故障切换并禁止问天假0覆盖
主源东财失败后自动改走腾讯行情,成功结果写入缓存;两源都失败时返回最近真实快照并标明延迟,不再显示假0。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 17:38:38 +08:00
b5d65ecb41 fix(HEL-494): 日K默认45根并修复问天行业0/205覆盖
悬浮窗和详情页只画最近45个交易日,中枢仍保留250日历史。盘后缺sw_daily时保留成分日线内核,外显走免费申万;成分行情改为全市场快照+分页,不再截成前60只。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 17:00:01 +08:00
3e828b346c fix(HEL-494): 修复个股缺失指标、问天遮罩、四爻外显并回补250日K
Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 16:26:13 +08:00
c8a9376adb fix(HEL-490): 真实装配接通中枢并收编估值晚间复核
把 query/行情钩子绑到内层 TushareClient,图表接受不完整日K窗口;收编现网 HEL-423 未提交的估值复核,避免换版丢掉。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 15:03:34 +08:00
1c2f2ac057 feat(HEL-490): 剩余行情改由数据中枢主线路提供
正式页面以 8766 为主线路,旧接口只作故障备用;compose 钉死全部 DATAHUB_READ_*,避免现网残留 0 造成假完成。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 12:03:30 +08:00
5d3465987d fix(HEL-488): 盘中日K补上今天实时变化的一根
悬浮窗和详情页在 Tushare rt_k / iFinD 不可用时,改用免费实时行情或当日分时生成今日K,收盘后正式日K就绪再无缝替换。

Co-authored-by: Cursor <cursoragent@cursor.com>
Co-authored-by: multica-agent <github@multica.ai>
2026-09-08 11:18:21 +08:00
91 changed files with 7270 additions and 831 deletions
+9 -10
View File
@@ -1,21 +1,20 @@
# Generated automatically when omitted. Back it up together with the database.
APP_ENCRYPTION_KEY=
# Initial shared market-data credential. After first launch it is encrypted into
# the system settings; all accounts use the same backend market snapshot.
# Market-source credentials are consumed and encrypted only by xiaobai-datahub.
# compose.yaml masks them from the xiaobai-review website process.
TUSHARE_TOKEN=your_tushare_token_here
# Optional xiaobai-datahub client. All DATAHUB_READ_* / DATAHUB_SHADOW_* flags
# default off in config/datahub.config.json, so the website keeps using Tushare.
# Extended datasets (HEL-463): LIMIT_EVENTS POPULARITY DRAGON_TIGER SECTOR_DAILY
# QUOTES INDEX_QUOTES INTRADAY — plus first-batch CALENDAR STOCKS DAILY INDEX_DAILY
# VALUATION MONEYFLOW AUCTION STATUS.
# Official xiaobai-datahub client. Read flags default on in config/datahub.config.json.
# compose.yaml pins every DATAHUB_READ_* to 1. The website has no provider
# fallback; source selection and failover happen inside xiaobai-datahub.
# DATAHUB_SHADOW_* can still override a single dataset.
DATAHUB_BASE_URL=http://127.0.0.1:8766
DATAHUB_TOKEN=
# Optional iFinD HTTP credential. The backend exchanges it for a short-lived
# access token and never exposes either token to browsers.
IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
# iFinD credentials live on xiaobai-datahub, not the website process.
# IFIND_REFRESH_TOKEN=your_ifind_refresh_token_here
# IFIND_ACCESS_TOKEN=
# Initial platform member models (OpenAI-compatible). After first launch these
# are encrypted into system settings and used only by admins and active members.
+8 -3
View File
@@ -38,10 +38,15 @@ background scheduler
fields, and feature-specific exceptions belong to `backend/features/<feature>/routes.py`.
- `backend/features/<feature>/` owns the mechanically moved service, repository, HTTP, agent,
or deterministic calculation code for that product area.
- `backend/data/` owns provider construction, source policy, provenance, units, freshness,
coverage, display-versus-calculation eligibility, and shared numeric normalization policies.
- `backend/data/` owns the website-side DataHub client, stable dataset contracts, provenance,
units, freshness, coverage, display-versus-calculation eligibility, and shared numeric
normalization policies. The website process does not construct or configure external market
providers; provider credentials, source selection, retries, fallbacks, caching, and backfill
belong exclusively to the `xiaobai-datahub` service.
- `backend/data/providers/tushare_client.py` is the stable public `TushareClient` facade and
owns only its dataclass fields and shared cache state. Tushare HTTP transport belongs to
is retained as the dataset-contract compatibility surface and isolated test facade. Production
website services never instantiate it directly: its query methods are served by the DataHub
proxy. Its split modules document the stable contract: Tushare HTTP transport belongs to
`tushare_transport.py`; market overview and realtime breadth belong to
`tushare_dashboard.py`; indices belong to `tushare_indices.py`; Shenwan membership and
industry snapshots belong to `tushare_industries.py`; generic sector snapshots belong to
+7 -4
View File
@@ -22,9 +22,10 @@ xiaobai-review 容器 :8765
`-- heaven_knowledge.json 优先读取;缺失时回退到上方 seed
```
账号、加密后的公共数据 Token、平台模型 API Key、生辰资料、行情快照和复盘数据均在
`data/review.db`。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与
密钥必须成对备份,任意一个丢失都无法恢复账号内的加密资料。
账号、平台模型 API Key、生辰资料、行情快照和复盘数据均在 `data/review.db`。外部行情源
Token 只允许保存在 `xiaobai-datahub` 的环境或凭据库,网站进程不读取、不保存,也不向
提供方直接发请求。解密密钥来自 `.env` 中的 `APP_ENCRYPTION_KEY`。数据库与密钥必须成对
备份,任意一个丢失都无法恢复账号内的加密资料。
问天静态知识文件:
@@ -41,7 +42,9 @@ xiaobai-review 容器 :8765
挂载进入容器,但被 Git 与 Docker 构建上下文排除,不会进入 Gitea 或镜像。私有 Skill
只对管理员账号返回和开放调用,也会随本指南的 `data` 备份一起保存。
首个注册账号自动成为管理员。管理员在“系统管理”中配置全站共享行情、后台刷新、平台会员模型及手动会员;普通用户的“账号设置”用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
首个注册账号自动成为管理员。管理员在网站“系统管理”中查看数据中枢状态并配置后台刷新、
平台会员模型及手动会员;行情源凭据和调度策略在数据中枢后台统一管理。普通用户的“账号设置”
用于个人资料、会员状态、修改密码和切换账号。后台行情更新不会主动刷新任何浏览器页面。
## 2. 服务器要求
-17
View File
@@ -60,22 +60,6 @@ from backend.llm.service import LLMServiceMixin
from database import ReviewDatabase
LEGACY_SECRET_KEYS = {
"TUSHARE_TOKEN",
"IFIND_REFRESH_TOKEN",
"IFIND_ACCESS_TOKEN",
"LLM_API_KEY",
"LLM_BASE_URL",
"LLM_MODEL",
"LLM_PRIMARY_API_KEY",
"LLM_PRIMARY_BASE_URL",
"LLM_PRIMARY_MODEL",
"LLM_FALLBACK_API_KEY",
"LLM_FALLBACK_BASE_URL",
"LLM_FALLBACK_MODEL",
}
class DashboardService(
SystemServiceMixin,
AccountApplicationMixin,
@@ -121,7 +105,6 @@ class DashboardService(
self._system_credentials,
MENTOR_SKILLS_DIR,
PRIVATE_MENTOR_SKILLS_DIR,
lambda: self.token,
)
self.data_gateway = self.container.data_gateway
self.ifind = self.container.ifind
+5 -7
View File
@@ -2,7 +2,6 @@ from __future__ import annotations
from dataclasses import dataclass
from pathlib import Path
from collections.abc import Callable
from backend.data import DataGateway, build_data_gateway
from backend.database.repositories import RepositoryBundle, build_repository_bundle
@@ -13,8 +12,8 @@ from backend.features.screener.engine import ScreenerEngine
from backend.features.screener.tracking import StrategyTrackingService
from backend.jobs import InProcessJobRunner, JobRegistry, SQLiteJobRunRepository
from database import ReviewDatabase
from backend.data.providers.ifind_client import IfindHttpClient
from backend.data.realtime import WebRealtimeAggregator
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
from backend.features.market.charts import MarketChartClient
@@ -23,13 +22,13 @@ class ApplicationContainer:
database: ReviewDatabase
repositories: RepositoryBundle
data_gateway: DataGateway
ifind: IfindHttpClient
ifind: HubIfindProxy
screener: ScreenerEngine
strategy_tracking: StrategyTrackingService
alert_service: AlertService
trade_journal: TradeJournalService
mentor_skills: MentorSkillRegistry
realtime_aggregator: WebRealtimeAggregator
realtime_aggregator: HubRealtimeProxy
chart_data: MarketChartClient
jobs: InProcessJobRunner
@@ -39,9 +38,8 @@ def build_application_container(
credentials: dict[str, object],
mentor_skills_dir: Path,
private_mentor_skills_dir: Path,
tushare_token_supplier: Callable[[], str] | None = None,
) -> ApplicationContainer:
data_gateway = build_data_gateway(credentials, tushare_token_supplier)
data_gateway = build_data_gateway(credentials)
repositories = build_repository_bundle(database)
jobs = InProcessJobRunner(JobRegistry.load(), SQLiteJobRunRepository(database))
return ApplicationContainer(
-3
View File
@@ -10,11 +10,8 @@ from backend.features.accounts.security import SecretVault
def environment_credentials(environment: Mapping[str, str]) -> dict[str, str]:
return {
"tushare_token": str(environment.get("TUSHARE_TOKEN") or "").strip(),
"datahub_token": str(environment.get("DATAHUB_TOKEN") or "").strip(),
"datahub_base_url": str(environment.get("DATAHUB_BASE_URL") or "").strip(),
"ifind_refresh_token": str(environment.get("IFIND_REFRESH_TOKEN") or "").strip(),
"ifind_access_token": str(environment.get("IFIND_ACCESS_TOKEN") or "").strip(),
"platform_llm_primary_api_key": str(
environment.get("LLM_PRIMARY_API_KEY") or environment.get("LLM_API_KEY") or ""
).strip(),
+333 -57
View File
@@ -2,7 +2,8 @@ from __future__ import annotations
import logging
import sys
from typing import Any, Callable
from threading import Lock
from typing import Any, Callable, ClassVar
from backend.data.datahub.client import DatahubClient, DatahubResponse
from backend.data.datahub.compare import compare_rows
@@ -16,8 +17,16 @@ from backend.data.datahub.native import (
yyyymmdd,
)
from backend.data.datahub.redact import redact_text, redact_value
from backend.data.datahub.route_state import LEDGER
from backend.data.datahub.settings import DatahubSettings
from backend.data.providers.tushare_client import TushareClient
from backend.data.providers.tushare_daily import DailyMarketMixin
from backend.data.providers.tushare_dashboard import DashboardMixin
from backend.data.providers.tushare_dragon_tiger import DragonTigerMixin
from backend.data.providers.tushare_indices import IndexMixin
from backend.data.providers.tushare_industries import ShenwanIndustryMixin
from backend.data.providers.tushare_sectors import SectorMixin
from backend.data.providers.tushare_stocks import StockMixin
from backend.data.providers.tushare_transport import TushareError
LOGGER = logging.getLogger("xiaobai.datahub")
ShadowSink = Callable[[dict[str, Any]], None]
@@ -125,6 +134,7 @@ class DatahubBridge:
raise DatahubError("EMPTY", "datahub intraday empty")
if (response.meta or {}).get("stale"):
raise DatahubError("STALE", "datahub intraday stale")
self._record_route("intraday", "datahub", str((response.meta or {}).get("source") or "datahub"))
return {
"entity_type": str(data.get("entity_type") or "stock"),
"identifier": str(data.get("identifier") or code),
@@ -139,53 +149,197 @@ class DatahubBridge:
self._log_failure("intraday", exc)
return None
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
return self._try_quote_rows("quotes", {}, expected_date=trade_date, minimum=200)
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
if not cleaned:
return None
return self._try_quote_rows("quotes", {"codes": ",".join(cleaned)}, minimum=1)
def try_index_quotes(self) -> list[dict[str, Any]] | None:
flags = self.settings.flags("index_quotes")
if not flags.read:
return None
try:
response = self.client.index_quotes()
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
if len(rows) < 3:
raise DatahubError("EMPTY", "datahub index quotes incomplete")
if (response.meta or {}).get("stale"):
raise DatahubError("STALE", "datahub index quotes stale")
self._record_route(
"index_quotes",
"datahub",
str((response.meta or {}).get("source") or "datahub"),
)
return rows
except Exception as exc:
self._log_failure("index_quotes", exc)
return None
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
flags = self.settings.flags("quotes")
if not flags.read:
return None
try:
response = self.client.sector_quote(code, trade_date)
data = response.data
if not isinstance(data, dict) or not data:
raise DatahubError("EMPTY", "datahub sector quote empty")
row = dict(data)
if (response.meta or {}).get("stale"):
row["delayed"] = True
row["delay_seconds"] = int((response.meta or {}).get("staleness_seconds") or 0)
row["delay_notice"] = str((response.meta or {}).get("delay_notice") or "")
self._record_route("quotes", "datahub", str((response.meta or {}).get("source") or "datahub"))
return row
except Exception as exc:
self._log_failure("quotes", exc)
return None
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
flags = self.settings.flags("limit_events")
if not flags.read:
return None
try:
response = self.client.limit_pool(trade_date)
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
if not rows:
raise DatahubError("EMPTY", "datahub limit pool empty")
self._record_route(
"limit_events",
"datahub",
str((response.meta or {}).get("source") or "datahub"),
)
return rows
except Exception as exc:
self._log_failure("limit_events", exc)
return None
def try_daily_chart(
self,
code: str,
end_date: str,
limit: int = 90,
dataset: str = "daily",
) -> list[dict[str, Any]] | None:
flags = self.settings.flags(dataset)
if not flags.read:
return None
compact_end = yyyymmdd(end_date)
if not compact_end:
return None
try:
start = _shift_yyyymmdd(compact_end, -max(190, int(limit) * 3))
if dataset == "index_daily":
response = self._paginate(
self.client.index_bars,
{"code": code, "from": start, "to": compact_end},
)
elif dataset == "sector_daily":
response = self._paginate(
self.client.sectors,
{"code": code, "from": start, "to": compact_end},
)
else:
response = self._paginate(
self.client.daily_bars,
{"code": code, "from": start, "to": compact_end, "adjust": "none"},
)
# Charts can use a partial history window; do not discard usable bars
# just because the requested lookback is not fully covered.
self._validate_usable(
dataset,
list(response.data or []),
response,
require_complete=False,
)
rows = _chart_bars(list(response.data or []))
if not rows:
raise DatahubError("EMPTY", f"{dataset} chart empty")
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
return rows[-max(1, int(limit)):]
except Exception as exc:
self._log_failure(dataset, exc)
return None
def record_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
self._record_route(dataset, "legacy", source, error)
def route_snapshot(self) -> list[dict[str, Any]]:
return LEDGER.snapshot()
def _try_quote_rows(
self,
dataset: str,
params: dict[str, Any],
expected_date: str = "",
minimum: int = 1,
) -> list[dict[str, Any]] | None:
flags = self.settings.flags(dataset)
if not flags.read:
return None
try:
response = self.client.quotes_latest(**params)
rows = [_native_quote(item) for item in (response.data or []) if isinstance(item, dict)]
rows = [item for item in rows if item]
want = yyyymmdd(expected_date)
if want:
dated = [item for item in rows if not item.get("quote_date") or item.get("quote_date") == want]
if dated:
rows = dated
if len(rows) < minimum:
raise DatahubError("EMPTY", f"datahub {dataset} empty")
stale = bool((response.meta or {}).get("stale"))
delay = int((response.meta or {}).get("staleness_seconds") or 0)
notice = str((response.meta or {}).get("delay_notice") or "")
source = str((response.meta or {}).get("source") or "datahub")
if stale:
for item in rows:
item["delayed"] = True
item["delay_seconds"] = delay
item["delay_notice"] = notice
item["source"] = source
self._record_route(dataset, "datahub", source)
return rows
except Exception as exc:
self._log_failure(dataset, exc)
return None
def query(
self,
api_name: str,
params: dict[str, Any] | None,
fields: str,
legacy_query: Callable[..., list[dict[str, Any]]],
params: dict[str, Any] | None = None,
fields: str = "",
) -> list[dict[str, Any]]:
if api_name == "rt_sw_k":
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
dataset = API_TO_DATASET.get(api_name)
# 问天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。
if not dataset:
return legacy_query(api_name, params, fields)
flags = self.settings.flags(dataset)
if not flags.read and not flags.shadow:
return legacy_query(api_name, params, fields)
hub_rows: list[dict[str, Any]] | None = None
hub_meta: dict[str, Any] = {}
hub_error: str | None = None
hub_canonical: list[dict[str, Any]] = []
try:
response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
hub_canonical = self._extract_rows(dataset, response, params or {})
hub_rows = to_native_rows(dataset, hub_canonical)
hub_meta = dict(response.meta)
self._validate_usable(dataset, hub_rows, response)
except Exception as exc:
hub_error = self._error_text(exc)
self._log_failure(dataset, exc)
if flags.shadow:
try:
legacy_rows = legacy_query(api_name, params, fields)
except Exception as exc:
if flags.read and hub_rows is not None and hub_error is None:
self._emit_shadow(
compare_rows(dataset, [], hub_canonical, hub_meta, self._error_text(exc), fields)
)
if dataset:
flags = self.settings.flags(dataset)
if flags.read:
try:
response = self._fetch_dataset(dataset, params or {}, api_name=api_name)
hub_canonical = self._extract_rows(dataset, response, params or {})
hub_rows = to_native_rows(dataset, hub_canonical)
self._validate_usable(dataset, hub_rows, response)
self._record_route(dataset, "datahub", str(response.meta.get("source") or "datahub"))
return project_fields(hub_rows, fields)
raise
self._emit_shadow(compare_rows(dataset, legacy_rows, hub_canonical, hub_meta, hub_error, fields))
if flags.read and hub_rows is not None and hub_error is None:
return project_fields(hub_rows, fields)
return legacy_rows
if flags.read and hub_rows is not None and hub_error is None:
return project_fields(hub_rows, fields)
return legacy_query(api_name, params, fields)
except Exception as exc:
self._log_failure(dataset, exc)
try:
response = self.client.query_api(api_name, params or {}, fields)
rows = [dict(item) for item in (response.data or []) if isinstance(item, dict)]
if dataset:
self._record_route(dataset, "datahub", str((response.meta or {}).get("source") or "datahub"))
else:
self._record_route(api_name, "datahub", str((response.meta or {}).get("source") or "datahub"))
return rows if not fields else project_fields(rows, fields)
except Exception as exc:
self._log_failure(dataset or api_name, exc)
raise TushareError(self._error_text(exc)) from exc
def _fetch_dataset(self, dataset: str, params: dict[str, Any], api_name: str = "") -> DatahubResponse:
date = yyyymmdd(params.get("trade_date") or params.get("date"))
@@ -275,7 +429,13 @@ class DatahubBridge:
return filter_stock_rows(rows, params)
return rows
def _validate_usable(self, dataset: str, rows: list[dict[str, Any]], response: DatahubResponse) -> None:
def _validate_usable(
self,
dataset: str,
rows: list[dict[str, Any]],
response: DatahubResponse,
require_complete: bool = True,
) -> None:
meta = response.meta or {}
stale_seconds = int(meta.get("staleness_seconds") or 0)
if meta.get("stale") or stale_seconds > self.settings.stale_seconds_max:
@@ -283,7 +443,7 @@ class DatahubBridge:
if dataset in EMPTY_FAIL_DATASETS and not rows:
raise DatahubError("EMPTY", f"{dataset} returned no rows")
coverage = meta.get("coverage") if isinstance(meta.get("coverage"), dict) else {}
if meta.get("incomplete") is True or coverage.get("complete") is False:
if require_complete and (meta.get("incomplete") is True or coverage.get("complete") is False):
missing = coverage.get("missing_count")
raise DatahubError("INCOMPLETE", f"{dataset} range is incomplete missing={missing}")
@@ -298,11 +458,12 @@ class DatahubBridge:
self.shadow_sink(report)
def _log_failure(self, dataset: str, exc: Exception) -> None:
LOGGER.warning(
"datahub fallback dataset=%s error=%s",
dataset,
redact_text(self._error_text(exc), self.settings.secrets()),
)
error = redact_text(self._error_text(exc), self.settings.secrets())
LOGGER.warning("datahub unavailable dataset=%s error=%s", dataset, error)
self._record_route(dataset, "datahub", "unavailable", error)
def _record_route(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
LEDGER.record(dataset, route, source, redact_text(error, self.settings.secrets()))
def _error_text(self, exc: Exception) -> str:
if isinstance(exc, DatahubError):
@@ -312,10 +473,110 @@ class DatahubBridge:
return redact_text(text, self.settings.secrets())
class DatahubAwareTushareClient:
def __init__(self, legacy: TushareClient, bridge: DatahubBridge) -> None:
self._legacy = legacy
self._bridge = bridge
def _native_quote(row: dict[str, Any]) -> dict[str, Any] | None:
ts_code = str(row.get("ts_code") or "").strip()
close = _finite(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
previous = _finite(
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
)
if not ts_code or close <= 0 or previous <= 0:
return None
volume = _finite(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"))
payload = {
"ts_code": ts_code,
"name": str(row.get("name") or ts_code).strip(),
"pre_close": previous,
"open": _finite(row.get("open")),
"high": _finite(row.get("high")),
"low": _finite(row.get("low")),
"close": close,
"vol": volume,
"amount": _finite(row.get("amount")),
"num": 0,
"quote_date": yyyymmdd(row.get("quote_date") or row.get("trade_date")),
"source": str(row.get("source") or "datahub"),
}
if row.get("delayed"):
payload["delayed"] = True
payload["delay_seconds"] = int(row.get("delay_seconds") or 0)
payload["delay_notice"] = str(row.get("delay_notice") or "")
return payload
def _chart_bars(rows: list[Any]) -> list[dict[str, Any]]:
normalized: list[dict[str, Any]] = []
for row in rows:
if not isinstance(row, dict):
continue
compact = yyyymmdd(row.get("trade_date"))
close = _finite(row.get("close"))
if len(compact) != 8 or close <= 0:
continue
volume = _finite(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol"))
amount = _finite(row.get("amount"))
if volume and volume < close * 10 and amount > 1000:
volume = volume * 100
trade_date = f"{compact[:4]}-{compact[4:6]}-{compact[6:8]}"
previous = normalized[-1]["close"] if normalized else 0.0
normalized.append(
{
"trade_date": trade_date,
"open": _finite(row.get("open")),
"high": _finite(row.get("high")),
"low": _finite(row.get("low")),
"close": close,
"change": round((close / previous - 1) * 100, 4) if previous else _finite(row.get("pct_chg")),
"volume": volume,
"amount_billion": amount / 100_000_000,
}
)
return normalized
def _shift_yyyymmdd(value: str, days: int) -> str:
from datetime import datetime, timedelta
stamp = datetime.strptime(value, "%Y%m%d")
return (stamp + timedelta(days=days)).strftime("%Y%m%d")
def _finite(value: Any) -> float:
try:
return float(value or 0)
except (TypeError, ValueError):
return 0.0
class DatahubAwareTushareClient(
DashboardMixin,
IndexMixin,
ShenwanIndustryMixin,
SectorMixin,
DragonTigerMixin,
StockMixin,
DailyMarketMixin,
):
"""Website market facade. Mixins call query(); query talks only to the hub."""
_realtime_reference_cache: ClassVar[dict[str, dict[str, Any]]] = {}
_realtime_reference_lock: ClassVar[Lock] = Lock()
_capital_cache: ClassVar[dict[str, dict[str, Any]]] = {}
_latest_realtime_market: ClassVar[dict[str, dict[str, Any]]] = {}
_stock_activity_cache: ClassVar[dict[str, dict[str, Any]]] = {}
_stock_listing_cache: ClassVar[dict[str, Any]] = {}
_stock_listing_lock: ClassVar[Lock] = Lock()
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
_suspension_lock: ClassVar[Lock] = Lock()
_sw_member_cache: ClassVar[dict[str, Any]] = {}
_sw_member_lock: ClassVar[Lock] = Lock()
def __init__(self, first: Any, second: Any | None = None) -> None:
# Production: DatahubAwareTushareClient(bridge)
# Older tests: DatahubAwareTushareClient(unused_legacy, bridge)
self._bridge = second if second is not None else first
self.token = "datahub"
self.timeout = 30
self.realtime_aggregator = None
def query(
self,
@@ -323,7 +584,22 @@ class DatahubAwareTushareClient:
params: dict[str, Any] | None = None,
fields: str = "",
) -> list[dict[str, Any]]:
return self._bridge.query(api_name, params, fields, self._legacy.query)
return self._bridge.query(api_name, params, fields)
def __getattr__(self, name: str) -> Any:
return getattr(self._legacy, name)
def try_market_quotes(self, trade_date: str = "") -> list[dict[str, Any]] | None:
return self._bridge.try_market_quotes(trade_date)
def try_quotes(self, codes: list[str]) -> list[dict[str, Any]] | None:
return self._bridge.try_quotes(codes)
def try_index_quotes(self) -> list[dict[str, Any]] | None:
return self._bridge.try_index_quotes()
def try_sector_quote(self, code: str, trade_date: str = "") -> dict[str, Any] | None:
return self._bridge.try_sector_quote(code, trade_date)
def try_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]] | None:
return self._bridge.try_limit_pool(trade_date)
def record_datahub_legacy(self, dataset: str, source: str = "", error: str = "") -> None:
self._bridge.record_legacy(dataset, source, error)
+51 -7
View File
@@ -90,6 +90,24 @@ class DatahubClient:
params["dataset"] = dataset
return self.get("/v1/batches", params)
def query_api(self, api_name: str, params: dict[str, Any] | None = None, fields: str = "") -> DatahubResponse:
return self.post(
"/v1/query",
{"api_name": api_name, "params": params or {}, "fields": fields},
)
def sector_quote(self, code: str, date: str = "") -> DatahubResponse:
payload: dict[str, Any] = {"code": code}
if date:
payload["date"] = date
return self.get("/v1/sectors/quote", payload)
def limit_pool(self, trade_date: str = "") -> DatahubResponse:
params: dict[str, Any] = {}
if trade_date:
params["date"] = trade_date
return self.get("/v1/limit-pool", params)
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
if not self.settings.token:
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
@@ -118,15 +136,41 @@ class DatahubClient:
)
raise last_error or DatahubError("INTERNAL", "datahub request failed")
def _request(self, url: str) -> DatahubResponse:
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
if not self.settings.token:
raise DatahubError("NOT_CONFIGURED", "DATAHUB_TOKEN is not configured")
url = self.settings.base_url + path
attempts = 1 + max(0, self.settings.retries)
last_error: DatahubError | None = None
payload = json.dumps(body or {}, ensure_ascii=False).encode("utf-8")
for attempt in range(attempts):
try:
return self._request(url, method="POST", data=payload)
except DatahubError as exc:
last_error = exc
if exc.code not in {"TIMEOUT", "UNAVAILABLE"} or attempt + 1 >= attempts:
raise
LOGGER.warning(
"datahub retry %s/%s %s",
attempt + 1,
attempts,
redact_text(str(exc), self.settings.secrets()),
)
raise last_error or DatahubError("INTERNAL", "datahub request failed")
def _request(self, url: str, method: str = "GET", data: bytes | None = None) -> DatahubResponse:
headers = {
"Accept": "application/json",
"X-Datahub-Token": self.settings.token,
"User-Agent": "XiaobaiReviewDatahub/1.0",
}
if data is not None:
headers["Content-Type"] = "application/json"
request = urllib.request.Request(
url,
headers={
"Accept": "application/json",
"X-Datahub-Token": self.settings.token,
"User-Agent": "XiaobaiReviewDatahub/1.0",
},
method="GET",
data=data,
headers=headers,
method=method,
)
try:
with self._urlopen(request, timeout=self.settings.timeout_seconds) as response:
+140
View File
@@ -0,0 +1,140 @@
from __future__ import annotations
import time
from typing import Any
from backend.data.datahub.bridge import DatahubBridge
from backend.data.datahub.errors import DatahubError
from backend.data.providers.ifind_client import IfindError
class HubIfindProxy:
"""Website-facing iFinD facade. Talks only to xiaobai-datahub."""
def __init__(self, datahub: DatahubBridge) -> None:
self._datahub = datahub
self._status: dict[str, Any] | None = None
self._status_at = 0.0
@property
def configured(self) -> bool:
return bool(self.status().get("configured"))
def status(self) -> dict[str, Any]:
now = time.monotonic()
if self._status is not None and now - self._status_at < 30:
return dict(self._status)
fallback = {"configured": False, "access_ready": False, "access_expires_at": ""}
if not self._datahub.settings.token:
self._status = fallback
self._status_at = now
return dict(fallback)
try:
rows = self._rows("ifind_status", {})
except IfindError:
self._status = fallback
self._status_at = now
return dict(fallback)
row = rows[0] if rows else {}
status = {
"configured": bool(row.get("configured")),
"access_ready": bool(row.get("access_ready")),
"access_expires_at": str(row.get("access_expires_at") or ""),
}
self._status = status
self._status_at = now
return dict(status)
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
return self._rows(
"ifind_wencai",
{"query": query, "search_type": search_type, "cache_ttl": cache_ttl},
)
def snapshots(
self,
codes: str | list[str],
indicators: list[str],
start_time: str,
end_time: str,
cache_ttl: int = 8,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_snapshots",
{
"codes": codes,
"indicators": indicators,
"start_time": start_time,
"end_time": end_time,
"cache_ttl": cache_ttl,
},
)
def history(
self,
codes: str | list[str],
indicators: list[str],
start_date: str,
end_date: str,
cache_ttl: int = 300,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_history",
{
"codes": codes,
"indicators": indicators,
"start_date": start_date,
"end_date": end_date,
"cache_ttl": cache_ttl,
},
)
def real_time(
self,
codes: str | list[str],
indicators: list[str],
cache_ttl: int = 10,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_realtime",
{"codes": codes, "indicators": indicators, "cache_ttl": cache_ttl},
)
def intraday(
self,
code: str,
start_time: str,
end_time: str,
cache_ttl: int = 20,
) -> list[dict[str, Any]]:
return self._rows(
"ifind_intraday",
{
"code": code,
"start_time": start_time,
"end_time": end_time,
"cache_ttl": cache_ttl,
},
)
def test_connection(self) -> dict[str, Any]:
payload = self.real_time(
"000001.SH",
["open", "high", "low", "latest", "preClose"],
cache_ttl=0,
)
return {
"ok": bool(payload),
"sample_time": str(payload[0].get("time") or "") if payload else "",
}
def _rows(self, api_name: str, params: dict[str, Any]) -> list[dict[str, Any]]:
try:
response = self._datahub.client.query_api(api_name, params)
except DatahubError as exc:
raise IfindError(str(exc) or "iFinD 数据中枢暂不可用") from exc
data = response.data
if isinstance(data, list):
return [dict(item) for item in data if isinstance(item, dict)]
if isinstance(data, dict):
return [dict(data)]
return []
+180
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@@ -0,0 +1,180 @@
from __future__ import annotations
from datetime import datetime
from typing import Any
from backend.data.datahub.bridge import DatahubBridge
from backend.data.realtime import RealtimeAggregateError
class HubRealtimeProxy:
"""Realtime observation facade. Talks only to xiaobai-datahub."""
def __init__(self, datahub: DatahubBridge) -> None:
self._datahub = datahub
def health_snapshot(self, sector: str = "") -> dict[str, Any]:
started = datetime.now().astimezone()
indices: list[dict[str, Any]] = []
error = ""
try:
indices = self.tencent_indices()
except RealtimeAggregateError as exc:
error = str(exc)
epochs = [int(item.get("quote_time_epoch") or 0) for item in indices]
now = datetime.now().astimezone()
max_skew = 120 if now.hour >= 15 else 15
index_consistent = bool(epochs) and max(epochs) - min(epochs) <= max_skew
ready = len(indices) == 3 and index_consistent
return {
"ready": ready,
"isolated": True,
"generated_at": started.isoformat(timespec="seconds"),
"elapsed_ms": 0,
"indices": indices,
"index_consistent": index_consistent,
"sector": None,
"sources": {
"datahub_indices": {
"ok": ready,
"error": error,
"source": "datahub",
}
},
"observations": {},
"policy": {
"integration": "datahub_exclusive",
"max_index_time_skew_seconds": max_skew,
"notice": "实时观察只走数据中枢,主网站不再直连东财/腾讯。",
},
}
def tencent_indices(self) -> list[dict[str, Any]]:
rows = self._datahub.try_index_quotes() or []
result = [_as_index(item) for item in rows if _as_index(item)]
wanted = {"000001", "399001", "399006"}
result = [item for item in result if item.get("code") in wanted]
result.sort(key=lambda item: str(item.get("code") or ""))
if len(result) != 3:
raise RealtimeAggregateError(f"datahub returned {len(result)}/3 indices")
return result
def eastmoney_indices(self) -> list[dict[str, Any]]:
return self.tencent_indices()
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
return self._stock_quote(code, expected_date)
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
return self._stock_quote(code, expected_date)
def tencent_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
minimum: int | None = None,
) -> list[dict[str, Any]]:
return self._stock_quotes(codes, expected_date, minimum)
def eastmoney_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
) -> list[dict[str, Any]]:
return self._stock_quotes(codes, expected_date, None)
def eastmoney_shenwan_quote(self, ts_code: str, expected_date: str = "") -> dict[str, Any]:
quote = self._datahub.try_sector_quote(ts_code, expected_date)
if not quote:
raise RealtimeAggregateError(f"datahub shenwan quote unavailable for {ts_code}")
return quote
def _stock_quote(self, code: str, expected_date: str) -> dict[str, Any]:
rows = self._stock_quotes([code], expected_date, 1)
if not rows:
raise RealtimeAggregateError(f"datahub stock quote unavailable for {code}")
return rows[0]
def _stock_quotes(
self,
codes: list[str],
expected_date: str,
minimum: int | None,
) -> list[dict[str, Any]]:
cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
rows = self._datahub.try_quotes(cleaned) if cleaned else (self._datahub.try_market_quotes(expected_date) or [])
quotes = [_as_stock(item) for item in (rows or []) if _as_stock(item)]
if expected_date:
compact = str(expected_date).replace("-", "")
quotes = [
item
for item in quotes
if not item.get("quote_date") or str(item.get("quote_date") or "").replace("-", "") == compact
]
if minimum is not None and len(quotes) < minimum:
raise RealtimeAggregateError(f"datahub returned {len(quotes)} quotes, need {minimum}")
return quotes
def _as_index(row: dict[str, Any]) -> dict[str, Any] | None:
code = str(row.get("code") or str(row.get("ts_code") or "").split(".")[0] or "")
price = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
if not code or price <= 0:
return None
epoch = int(_number(row.get("quote_time_epoch")))
amount = _number(row.get("amount_billion"))
if amount <= 0:
amount = round(_number(row.get("amount")) / 100_000_000, 2)
return {
"code": code,
"name": row.get("name") or code,
"price": price,
"change": _number(row.get("change") if row.get("change") not in (None, "") else row.get("pct_chg")),
"change_amount": _number(row.get("change_amount")),
"open": _number(row.get("open")),
"high": _number(row.get("high")),
"low": _number(row.get("low")),
"previous_close": _number(
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
),
"amount_billion": amount,
"quote_time_epoch": epoch,
"quote_time": str(row.get("quote_time") or ""),
"source": str(row.get("source") or "datahub"),
"cache_age_seconds": 0,
}
def _as_stock(row: dict[str, Any]) -> dict[str, Any] | None:
close = _number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
if close <= 0:
return None
ts_code = str(row.get("ts_code") or "")
code = str(row.get("code") or ts_code.split(".")[0] or "")
return {
"ts_code": ts_code or code,
"code": code,
"name": row.get("name") or "",
"close": close,
"pre_close": _number(
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
),
"open": _number(row.get("open")),
"high": _number(row.get("high")),
"low": _number(row.get("low")),
"volume": _number(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol")),
"vol": _number(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume")),
"amount": _number(row.get("amount")),
"quote_time_epoch": int(_number(row.get("quote_time_epoch"))),
"quote_time": str(row.get("quote_time") or ""),
"quote_date": str(row.get("quote_date") or ""),
"source": str(row.get("source") or "datahub"),
"delayed": bool(row.get("delayed")),
}
def _number(value: Any) -> float:
try:
return float(value or 0)
except (TypeError, ValueError):
return 0.0
+57
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@@ -0,0 +1,57 @@
from __future__ import annotations
from datetime import datetime
from threading import Lock
from typing import Any
from backend.data.datahub.settings import DATASETS
DATASET_LABELS = {
"calendar": "交易日历",
"stocks": "股票主档",
"daily": "个股日K",
"index_daily": "指数日K",
"valuation": "估值",
"moneyflow": "资金流",
"auction": "竞价",
"limit_events": "涨停池",
"popularity": "人气榜",
"dragon_tiger": "龙虎榜",
"sector_daily": "题材板块",
"quotes": "全市场实时行情",
"index_quotes": "指数实时行情",
"intraday": "分时",
"status": "数据集状态",
}
class DatahubRouteLedger:
def __init__(self) -> None:
self._lock = Lock()
self._rows: dict[str, dict[str, Any]] = {}
def record(self, dataset: str, route: str, source: str = "", error: str = "") -> None:
name = str(dataset or "").strip() or "unknown"
with self._lock:
self._rows[name] = {
"dataset": name,
"label": DATASET_LABELS.get(name, name),
"route": "legacy" if route == "legacy" else "datahub",
"source": str(source or "").strip(),
"error": str(error or "").strip(),
"at": datetime.now().astimezone().isoformat(timespec="seconds"),
}
def snapshot(self) -> list[dict[str, Any]]:
with self._lock:
rows = [dict(item) for item in self._rows.values()]
order = {name: index for index, name in enumerate(DATASETS)}
rows.sort(key=lambda item: (order.get(str(item.get("dataset")), 99), str(item.get("dataset"))))
return rows
def clear(self) -> None:
with self._lock:
self._rows.clear()
LEDGER = DatahubRouteLedger()
+36 -24
View File
@@ -1,45 +1,40 @@
from __future__ import annotations
from collections.abc import Callable
from dataclasses import dataclass
from datetime import datetime
from typing import Any
from backend.data.contracts import DataUsage
from backend.data.datahub import DatahubAwareTushareClient, DatahubBridge, DatahubClient, DatahubSettings
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
from backend.data.policy import DataSourcePolicy
from backend.data.providers import IfindProvider, TushareProvider
from backend.data.providers import IfindProvider
from backend.data.quality import DataQualityGate, QualityEvidence, QualityReport
from backend.data.providers.ifind_client import IfindHttpClient
from backend.data.providers.tushare_client import TushareClient
from backend.data.realtime import WebRealtimeAggregator
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
from backend.features.market.charts import MarketChartClient
@dataclass(frozen=True)
class DataGateway:
policy: DataSourcePolicy
quality: DataQualityGate
tushare_provider: TushareProvider
ifind_provider: IfindProvider
chart_data: MarketChartClient
realtime_observer: WebRealtimeAggregator
realtime_observer: HubRealtimeProxy
datahub: DatahubBridge
@property
def ifind(self) -> IfindHttpClient:
def ifind(self) -> HubIfindProxy:
return self.ifind_provider.client
def tushare(
self,
dataset_id: str = "",
usage: DataUsage = "calculation",
) -> TushareClient:
) -> DatahubAwareTushareClient:
if dataset_id:
self.policy.assert_allowed(dataset_id, "tushare", usage)
legacy = self.tushare_provider.client()
legacy.realtime_aggregator = self.realtime_observer
return DatahubAwareTushareClient(legacy, self.datahub)
return DatahubAwareTushareClient(self.datahub)
def dataset_status(self, trade_date: str) -> list[dict[str, Any]] | None:
return self.datahub.dataset_status(trade_date)
@@ -47,6 +42,31 @@ class DataGateway:
def batches(self, trade_date: str, dataset: str = "") -> list[dict[str, Any]] | None:
return self.datahub.batches(trade_date, dataset)
def datahub_status(self) -> dict[str, Any]:
from backend.data.datahub.route_state import DATASET_LABELS, LEDGER
from backend.data.datahub.settings import DATASETS
settings = self.datahub.settings
flags = []
enabled = 0
for name in DATASETS:
read = bool(settings.flags(name).read)
if read:
enabled += 1
flags.append({"dataset": name, "label": DATASET_LABELS.get(name, name), "read": read})
routes = LEDGER.snapshot()
fallbacks = [item for item in routes if item.get("route") == "legacy"]
return {
"configured": bool(settings.token and settings.base_url),
"base_url": settings.base_url,
"enabled_reads": enabled,
"total_reads": len(DATASETS),
"flags": flags,
"routes": routes,
"fallback_count": len(fallbacks),
"fallback_labels": [str(item.get("label") or item.get("dataset")) for item in fallbacks],
}
def assert_source(self, dataset_id: str, provider_id: str, usage: DataUsage) -> None:
self.policy.assert_allowed(dataset_id, provider_id, usage)
@@ -74,26 +94,18 @@ class DataGateway:
def build_data_gateway(
credentials: dict[str, object],
tushare_token_supplier: Callable[[], str] | None = None,
datahub_settings: DatahubSettings | None = None,
) -> DataGateway:
ifind = IfindHttpClient(
str(credentials.get("ifind_refresh_token") or ""),
str(credentials.get("ifind_access_token") or ""),
)
token_supplier = tushare_token_supplier or (
lambda: str(credentials.get("tushare_token") or "")
)
policy = DataSourcePolicy.load()
settings = datahub_settings or DatahubSettings.load(credentials=credentials)
datahub_client = DatahubClient(settings)
datahub = DatahubBridge(settings, datahub_client)
ifind = HubIfindProxy(datahub)
return DataGateway(
policy=policy,
quality=DataQualityGate.load(policy),
tushare_provider=TushareProvider(token_supplier),
ifind_provider=IfindProvider(ifind),
chart_data=MarketChartClient(ifind, EastmoneyChartClient(), datahub),
realtime_observer=WebRealtimeAggregator(),
chart_data=MarketChartClient(datahub),
realtime_observer=HubRealtimeProxy(datahub),
datahub=datahub,
)
+5 -3
View File
@@ -1,11 +1,13 @@
from __future__ import annotations
from backend.data.providers.ifind_client import IfindHttpClient
from typing import Any
class IfindProvider:
def __init__(self, client: IfindHttpClient) -> None:
def __init__(self, client: Any) -> None:
self.client = client
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
self.client.set_credentials(refresh_token, access_token)
setter = getattr(self.client, "set_credentials", None)
if callable(setter):
setter(refresh_token, access_token)
+2
View File
@@ -66,3 +66,5 @@ class TushareClient(
_stock_listing_lock: ClassVar[Lock] = Lock()
_suspension_cache: ClassVar[dict[str, dict[str, str] | None]] = {}
_suspension_lock: ClassVar[Lock] = Lock()
_sw_member_cache: ClassVar[dict[str, Any]] = {}
_sw_member_lock: ClassVar[Lock] = Lock()
+66 -2
View File
@@ -5,6 +5,7 @@ from typing import Any
from backend.data.numbers import finite_number as _number
from backend.data.providers.tushare_helpers import (
_display_time,
_optional_number,
_prices_equal,
calendar_is_open,
)
@@ -137,7 +138,66 @@ class DailyMarketMixin:
)
item["capital_trade_date"] = str(capital.get("trade_date") or "")
result.append(item)
return result
return self._overlay_board_fields(result, trade_date)
def _overlay_board_fields(
self,
rows: list[dict[str, Any]],
trade_date: str,
) -> list[dict[str, Any]]:
if not rows:
return rows
official = self._official_board_map(trade_date)
free = self._free_board_map(trade_date) if not official else {}
merged: list[dict[str, Any]] = []
for row in rows:
code = str(row.get("ts_code") or "")
extra = official.get(code) or free.get(code) or {}
if not extra:
merged.append(row)
continue
item = dict(row)
for key in (
"first_time",
"last_time",
"fd_amount",
"open_times",
"limit_times",
"turnover_ratio",
):
incoming = extra.get(key)
current = item.get(key)
if incoming in (None, "", "--"):
continue
if current in (None, "", "--", 0, 0.0):
item[key] = incoming
merged.append(item)
return merged
def _official_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
mapped: dict[str, dict[str, Any]] = {}
try:
for row in self._load_limit_lists(trade_date):
code = str(row.get("ts_code") or "")
if code:
mapped[code] = row
except Exception:
return {}
return mapped
def _free_board_map(self, trade_date: str) -> dict[str, dict[str, Any]]:
loader = getattr(self, "try_limit_pool", None)
if not callable(loader):
return {}
try:
rows = loader(trade_date) or []
except Exception:
return {}
return {
str(row.get("ts_code") or ""): row
for row in rows
if row.get("ts_code")
}
@staticmethod
def _normalize_limit(row: dict[str, Any], status: str) -> dict[str, Any]:
@@ -162,7 +222,11 @@ class DailyMarketMixin:
"turnover_source": row.get("turnover_source") or "provider",
"capital_trade_date": row.get("capital_trade_date") or "",
"amount_billion": round(amount_billion, 2),
"seal_amount_million": round(_number(row.get("fd_amount")) / 10000, 0),
"seal_amount_million": (
round(fd / 10000, 0)
if (fd := _optional_number(row.get("fd_amount"))) is not None
else None
),
"float_mv_billion": round(_number(row.get("float_mv")) / 100000000, 1),
"status": status,
}
+81 -43
View File
@@ -186,7 +186,12 @@ class DashboardMixin:
previous_sectors = _build_sectors(previous_limits)
now = self._now()
market_status = _realtime_market_status(now.time().replace(tzinfo=None))
if quote_source == "eastmoney_clist":
if quote_source == "datahub":
notice = (
"盘中行情由数据中枢统一提供;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
)
source_name = "datahub"
elif quote_source == "eastmoney_clist":
notice = (
"盘中行情由东财免费实时快照计算;涨停原因、封板时间和开板次数以盘后榜单校正为准。"
)
@@ -241,55 +246,50 @@ class DashboardMixin:
codes: str,
trade_date: str,
) -> tuple[list[dict[str, Any]], str]:
rt_error = ""
hub = getattr(self, "try_market_quotes", None)
if callable(hub):
quotes = hub(trade_date)
if quotes:
return list(quotes), "datahub"
named = getattr(self, "try_quotes", None)
code_list = [item for item in str(codes or "").split(",") if item]
if callable(named) and code_list:
collected: list[dict[str, Any]] = []
for index in range(0, len(code_list), 60):
collected.extend(named(code_list[index:index + 60]) or [])
if collected:
delayed = any(item.get("delayed") for item in collected)
return collected, "datahub_delayed" if delayed else "datahub"
try:
quotes = self.query("rt_k", {"ts_code": codes})
if quotes:
return list(quotes), "tushare_rt_k"
rt_error = f"No realtime data returned for {trade_date}"
delayed = any(item.get("delayed") for item in quotes)
return list(quotes), "datahub_delayed" if delayed else "datahub"
except TushareError as exc:
rt_error = str(exc)
try:
quotes, quote_source = self._free_realtime_quotes(trade_date, codes)
except Exception as exc:
raise TushareError(
f"当天盘中实时行情不可用:rt_k={rt_error};免费源={exc}"
) from exc
if not quotes:
raise TushareError(
f"当天盘中实时行情不可用:rt_k={rt_error};免费源=empty"
)
return quotes, quote_source
raise TushareError(f"当天盘中实时行情不可用:{exc}") from exc
raise TushareError("当天盘中实时行情不可用:数据中枢未返回可用行情")
def _mark_quote_legacy(self, source: str, error: str = "") -> None:
marker = getattr(self, "record_datahub_legacy", None)
if callable(marker):
marker("quotes", source, error)
def _free_realtime_quotes(
self,
trade_date: str,
codes: str = "",
) -> tuple[list[dict[str, Any]], str]:
aggregator = self._realtime_aggregator()
last_error = ""
try:
quotes = aggregator.eastmoney_market_quotes(expected_date=trade_date)
if quotes:
return quotes, "eastmoney_clist"
except Exception as exc:
last_error = str(exc)
code_list = [item for item in str(codes or "").split(",") if item]
try:
quotes = aggregator.tencent_market_quotes(code_list, expected_date=trade_date)
except Exception as exc:
raise TushareError(
f"eastmoney={last_error or 'empty'}tencent={exc}"
) from exc
if not quotes:
raise TushareError(f"eastmoney={last_error or 'empty'}tencent=empty")
return quotes, "tencent_qt"
del trade_date, codes
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
def _free_realtime_indices(self) -> list[dict[str, Any]]:
try:
return self._realtime_aggregator().eastmoney_indices()
except Exception:
return []
hub = getattr(self, "try_index_quotes", None)
if callable(hub):
rows = hub()
converted = [item for item in (_hub_index_quote(row) for row in rows or []) if item]
if converted:
return converted
return []
def _load_realtime_reference(
self,
@@ -338,10 +338,9 @@ class DashboardMixin:
ts_code: str,
reference_date: str = "",
) -> dict[str, Any]:
rows = self.query("rt_k", {"ts_code": ts_code})
if not rows:
row = self._realtime_quote_row(ts_code, reference_date)
if not row:
raise TushareError(f"No realtime quote returned for {ts_code}")
row = rows[0]
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
@@ -425,10 +424,24 @@ class DashboardMixin:
"float_share_10k": float_share,
"capital_trade_date": str(capital.get("trade_date") or ""),
"turnover_source": "rt_volume/latest_float_share" if float_share else "unavailable",
"data_source": "tushare",
"data_source": str(row.get("source") or "tushare"),
"realtime": True,
}
def _realtime_quote_row(self, ts_code: str, reference_date: str = "") -> dict[str, Any]:
hub = getattr(self, "try_quotes", None)
if callable(hub):
rows = hub([ts_code]) or []
if rows:
return dict(rows[0])
try:
rows = self.query("rt_k", {"ts_code": ts_code})
if rows:
return dict(rows[0])
except TushareError:
pass
return {}
def _stock_activity_metrics(
self,
ts_code: str,
@@ -546,7 +559,7 @@ class DashboardMixin:
for row in reference.get("basic_rows") or []
if row.get("ts_code")
]
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
quotes, quote_source = self._load_realtime_quotes(",".join(codes), trade_date)
rows = [
row for row in quotes
if _number(row.get("close")) > 0 and _number(row.get("pre_close")) > 0
@@ -692,6 +705,31 @@ def _build_yesterday_performance(
return result
def _hub_index_quote(row: dict[str, Any]) -> dict[str, Any] | None:
ts_code = str(row.get("ts_code") or "")
code = str(row.get("code") or ts_code.split(".")[0])
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
previous = _number(
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
)
if close <= 0 or previous <= 0:
return None
amount = _number(row.get("amount"))
amount_billion = _number(row.get("amount_billion"))
if not amount_billion and amount:
amount_billion = round(amount / 100_000_000, 2)
return {
"code": code,
"name": str(row.get("name") or code),
"price": close,
"change": _number(row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change")),
"previous_close": previous,
"amount_billion": amount_billion,
"quote_time": str(row.get("quote_time") or ""),
"source": "datahub",
}
def _build_limit_performance(rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
result = []
for level in sorted({int(row.get("prior_streak") or 1) for row in rows}, reverse=True):
+49
View File
@@ -23,6 +23,55 @@ def _text(value: Any) -> str:
return str(value or "").strip()
def _optional_number(value: Any) -> float | None:
if value in (None, "", "-"):
return None
number = _number(value, default=float("nan"))
if number != number:
return None
return number
def _moneyflow_payload(flow: dict[str, Any] | None) -> dict[str, Any]:
if not flow:
return {
"available": False,
"net_million": None,
"large_million": None,
"medium_million": None,
"small_million": None,
}
net = _optional_number(flow.get("net_mf_amount"))
buy_lg = _optional_number(flow.get("buy_lg_amount"))
sell_lg = _optional_number(flow.get("sell_lg_amount"))
buy_elg = _optional_number(flow.get("buy_elg_amount"))
sell_elg = _optional_number(flow.get("sell_elg_amount"))
buy_md = _optional_number(flow.get("buy_md_amount"))
sell_md = _optional_number(flow.get("sell_md_amount"))
buy_sm = _optional_number(flow.get("buy_sm_amount"))
sell_sm = _optional_number(flow.get("sell_sm_amount"))
large = None
if None not in (buy_lg, sell_lg, buy_elg, sell_elg):
large = (buy_lg + buy_elg - sell_lg - sell_elg)
elif _optional_number(flow.get("large_amount")) is not None:
large = _optional_number(flow.get("large_amount"))
medium = None if None in (buy_md, sell_md) else (buy_md - sell_md)
if medium is None:
medium = _optional_number(flow.get("medium_amount"))
small = None if None in (buy_sm, sell_sm) else (buy_sm - sell_sm)
if small is None:
small = _optional_number(flow.get("small_amount"))
if net is None and large is None and medium is None and small is None:
return _moneyflow_payload(None)
return {
"available": True,
"net_million": None if net is None else round(net / 100, 2),
"large_million": None if large is None else round(large / 100, 2),
"medium_million": None if medium is None else round(medium / 100, 2),
"small_million": None if small is None else round(small / 100, 2),
}
def _prices_equal(left: Any, right: Any) -> bool:
if left is None or right is None:
return False
+67 -51
View File
@@ -59,10 +59,71 @@ class IndexMixin:
}
def realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
try:
return self._tushare_realtime_market_indices(requested_date)
except TushareError:
return self._free_realtime_market_indices(requested_date)
hub = getattr(self, "try_index_quotes", None)
if callable(hub):
rows = hub()
if rows:
return self._hub_realtime_market_indices(requested_date, rows)
raise TushareError("Realtime index quotes are incomplete")
def _hub_realtime_market_indices(
self,
requested_date: str,
rows: list[dict[str, Any]],
) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
index_names = {
"000001.SH": "上证指数",
"399001.SZ": "深证成指",
"399006.SZ": "创业板指",
}
by_code = {str(row.get("ts_code") or ""): row for row in rows}
by_symbol = {str(row.get("code") or ""): row for row in rows}
indices = []
for ts_code, name in index_names.items():
row = by_code.get(ts_code) or by_symbol.get(ts_code.split(".")[0])
if not row:
continue
close = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
previous_close = _number(
row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
)
if close <= 0 or previous_close <= 0:
continue
amount = _number(row.get("amount"))
amount_billion = _number(row.get("amount_billion"))
if not amount_billion and amount:
amount_billion = round(amount / 100_000_000, 2)
indices.append(
{
"ts_code": ts_code,
"name": str(row.get("name") or name).strip(),
"trade_date": trade_date,
"close": close,
"pct_chg": round(
_number(row.get("pct_chg")) or (close / previous_close - 1) * 100,
3,
),
"return_5d": 0,
"amount_billion": amount_billion,
"quote_time": str(row.get("quote_time") or ""),
"source": "datahub",
}
)
if len(indices) != 3:
raise TushareError("Realtime index quotes are incomplete")
return {
"trade_date": trade_date,
"source": "datahub",
"realtime": True,
"precise": True,
"indices": indices,
"aggregate": {
"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
"average_return_5d": 0,
"average_return_20d": 0,
},
}
def _tushare_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
@@ -124,50 +185,5 @@ class IndexMixin:
}
def _free_realtime_market_indices(self, requested_date: str) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
aggregator = getattr(self, "realtime_aggregator", None)
if aggregator is None:
raise TushareError("免费实时源未配置")
quotes = aggregator.eastmoney_indices()
index_names = {
"000001": ("000001.SH", "上证指数"),
"399001": ("399001.SZ", "深证成指"),
"399006": ("399006.SZ", "创业板指"),
}
indices = []
for quote in quotes:
mapped = index_names.get(str(quote.get("code") or ""))
if not mapped:
continue
ts_code, name = mapped
close = _number(quote.get("price"))
previous_close = _number(quote.get("previous_close"))
if close <= 0 or previous_close <= 0:
continue
indices.append(
{
"ts_code": ts_code,
"name": str(quote.get("name") or name).strip(),
"trade_date": trade_date,
"close": close,
"pct_chg": round(_number(quote.get("change")) or (close / previous_close - 1) * 100, 3),
"return_5d": 0,
"amount_billion": round(_number(quote.get("amount_billion")), 2),
"quote_time": quote.get("quote_time") or "",
"source": quote.get("source") or "eastmoney_push2",
}
)
if len(indices) != 3:
raise TushareError("Realtime index quotes are incomplete")
return {
"trade_date": trade_date,
"source": "eastmoney_push2",
"realtime": True,
"precise": True,
"indices": indices,
"aggregate": {
"average_pct_chg": round(sum(item["pct_chg"] for item in indices) / len(indices), 3),
"average_return_5d": 0,
"average_return_20d": 0,
},
}
del requested_date
raise TushareError("主网站不再直连免费行情源,请走数据中枢")
+318 -75
View File
@@ -1,11 +1,16 @@
from __future__ import annotations
import json
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any
from backend.data.numbers import finite_number as _number
from backend.data.providers.tushare_transport import TushareError
_SW_MEMBER_TTL = timedelta(hours=24)
_SW_MEMBER_DIR = Path(__file__).resolve().parents[3] / "data" / "cache" / "sw_members"
class ShenwanIndustryMixin:
def sw_stock_industry(self, ts_code: str, trade_date: str) -> dict[str, Any]:
@@ -132,21 +137,63 @@ class ShenwanIndustryMixin:
actual_trade_date = str(daily.get("trade_date") or "")
outer_precise = actual_trade_date == trade_date
outer_error = "" if outer_precise else (
f"No Shenwan daily returned for {sector_code} on {trade_date}"
f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
)
outer_source = "tushare_sw_daily" if outer_precise else "unavailable"
if not outer_precise and allow_realtime_close:
try:
return self._sw_realtime_sector_snapshot(
industry,
members,
inner_ok = bool(member_rows) and not coverage_issue
if inner_ok:
sw_row, rt_source, rt_error = self._sw_outer_realtime(
sector_code,
str(industry.get("l2_name") or ""),
trade_date,
previous_trade_date,
finalized=True,
)
except TushareError as exc:
outer_error = f"{outer_error}; realtime close fallback failed: {exc}"
if sw_row:
daily = sw_row
actual_trade_date = str(
sw_row.get("quote_date") or sw_row.get("trade_date") or ""
)
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
quote_clock = (
trade_time[11:19]
if len(trade_time) >= 19
else str(sw_row.get("quote_clock") or "")
)
outer_precise = actual_trade_date == trade_date
if quote_clock and quote_clock < "15:00:00":
outer_precise = False
outer_source = rt_source or "eastmoney_sw"
outer_error = "" if outer_precise else (
rt_error or f"申万行业 {sector_code} 免费实时尚未形成收盘快照"
)
else:
outer_error = rt_error or outer_error
else:
try:
snapshot = self._sw_realtime_sector_snapshot(
industry,
members,
trade_date,
previous_trade_date,
finalized=True,
)
snapshot.update({
"raw_member_count": raw_member_count,
"excluded_member_count": len(excluded_members),
"excluded_members": excluded_members,
})
return snapshot
except TushareError:
outer_error = f"{outer_error}; 免费实时成分暂不可用"
official_change = _number(daily.get("pct_change")) if outer_precise else None
official_change = None
if outer_precise:
official_change = _number(
daily.get("pct_change")
if daily.get("pct_change") not in (None, "")
else daily.get("change")
)
return {
"code": sector_code,
"name": industry.get("l2_name") or daily.get("name") or sector_code,
@@ -173,9 +220,9 @@ class ShenwanIndustryMixin:
"amount_billion": round(amount_billion, 2),
"count": 0,
"max_streak": 0,
"source": "tushare_sw_daily+member_daily" if outer_precise else "tushare_member_daily",
"source": f"{outer_source}+tushare_member_daily" if outer_precise else "tushare_member_daily",
"inner_source": "tushare_member_daily",
"outer_source": "tushare_sw_daily" if outer_precise else "unavailable",
"outer_source": outer_source,
"taxonomy": "sw_l2",
"industry": industry,
"trade_date": trade_date,
@@ -189,7 +236,7 @@ class ShenwanIndustryMixin:
"inner_error": inner_error,
"outer_error": outer_error,
"schema_version": 6,
"methodology": "外显使用申万二级行业官方日线;内核独立使用当日成分日线宽度与等权涨跌聚合",
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核优先使用当日成分日线,不调用 rt_sw_k",
}
def _sw_sector_members(
@@ -197,23 +244,100 @@ class ShenwanIndustryMixin:
sector_code: str,
trade_date: str,
) -> list[dict[str, Any]]:
rows = []
for is_new in ("Y", "N"):
rows.extend(
self.query(
"index_member_all",
{"l2_code": sector_code, "is_new": is_new},
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
cached_rows = self._read_local_sw_members(sector_code)
if cached_rows is not None:
return _active_members(cached_rows, trade_date)
rows: list[dict[str, Any]] = []
try:
for is_new in ("Y", "N"):
rows.extend(
self.query(
"index_member_all",
{"l2_code": sector_code, "is_new": is_new},
"l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
)
)
except TushareError:
stale = self._read_local_sw_members(sector_code, allow_stale=True) or []
if stale:
return _active_members(stale, trade_date)
raise
reconciled = _reconcile_membership_rows(rows)
self._write_local_sw_members(sector_code, reconciled)
return _active_members(reconciled, trade_date)
def _read_local_sw_members(
self,
sector_code: str,
allow_stale: bool = False,
) -> list[dict[str, Any]] | None:
now = datetime.now().astimezone()
cache = getattr(self, "_sw_member_cache", None)
lock = getattr(self, "_sw_member_lock", None)
if isinstance(cache, dict) and lock is not None:
with lock:
packed = cache.get(sector_code)
if isinstance(packed, dict):
loaded_at = packed.get("loaded_at")
rows = packed.get("rows")
fresh = (
isinstance(loaded_at, datetime)
and now - loaded_at < _SW_MEMBER_TTL
)
if isinstance(rows, list) and (fresh or allow_stale):
return [dict(item) for item in rows]
path = _sw_member_path(sector_code)
if not path.exists():
return None
try:
payload = json.loads(path.read_text(encoding="utf-8"))
except (OSError, json.JSONDecodeError):
return None
rows = list(payload.get("rows") or [])
updated = str(payload.get("updated_at") or "")
fresh = False
try:
stamped = datetime.fromisoformat(updated)
if stamped.tzinfo is None:
stamped = stamped.replace(tzinfo=now.tzinfo)
fresh = now - stamped.astimezone(now.tzinfo) < _SW_MEMBER_TTL
except ValueError:
fresh = False
if rows and (fresh or allow_stale):
self._remember_sw_members(sector_code, rows)
return rows
return None
def _write_local_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
packed = [dict(item) for item in rows]
self._remember_sw_members(sector_code, packed)
path = _sw_member_path(sector_code)
try:
path.parent.mkdir(parents=True, exist_ok=True)
path.write_text(
json.dumps(
{
"sector_code": sector_code,
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
"rows": packed,
},
ensure_ascii=False,
),
encoding="utf-8",
)
deduped: dict[str, dict[str, Any]] = {}
for row in _reconcile_membership_rows(rows):
code = str(row.get("ts_code") or "")
if code and _membership_active_on(row, trade_date):
current = deduped.get(code)
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
deduped[code] = row
return list(deduped.values())
except OSError:
pass
def _remember_sw_members(self, sector_code: str, rows: list[dict[str, Any]]) -> None:
cache = getattr(self, "_sw_member_cache", None)
lock = getattr(self, "_sw_member_lock", None)
if not isinstance(cache, dict) or lock is None:
return
with lock:
cache[sector_code] = {
"loaded_at": datetime.now().astimezone(),
"rows": [dict(item) for item in rows],
}
def sw_sector_members(self, sector_code: str, trade_date: str) -> list[dict[str, Any]]:
"""Return constituents active in a Shenwan L2 industry on the target date."""
@@ -311,37 +435,37 @@ class ShenwanIndustryMixin:
finalized: bool = False,
) -> dict[str, Any]:
sector_code = str(industry.get("l2_code") or "")
sw_rows = self.query(
"rt_sw_k",
{"ts_code": sector_code},
"ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
sw_row, outer_source, outer_error = self._sw_outer_realtime(
sector_code,
str(industry.get("l2_name") or ""),
trade_date,
finalized=finalized,
)
sw_row = sw_rows[0] if sw_rows else {}
trade_time = str(sw_row.get("trade_time") or "")
quote_date = trade_time[:10].replace("-", "")
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else ""
trade_time = str(sw_row.get("trade_time") or sw_row.get("quote_time") or "")
quote_date = str(sw_row.get("quote_date") or trade_time[:10].replace("-", ""))
quote_clock = trade_time[11:19] if len(trade_time) >= 19 else str(sw_row.get("quote_clock") or "")
outer_precise = bool(sw_row and quote_date == trade_date)
if finalized and (not quote_clock or quote_clock < "15:00:00"):
if finalized and quote_clock and quote_clock < "15:00:00":
outer_precise = False
official_change = _number(sw_row.get("pct_change"))
official_change = _number(sw_row.get("pct_change") if sw_row.get("pct_change") not in (None, "") else sw_row.get("change"))
if not official_change:
close = _number(sw_row.get("close"))
pre_close = _number(sw_row.get("pre_close"))
close = _number(sw_row.get("close") if sw_row.get("close") not in (None, "") else sw_row.get("price"))
pre_close = _number(sw_row.get("pre_close") if sw_row.get("pre_close") not in (None, "") else sw_row.get("previous_close"))
official_change = (close / pre_close - 1) * 100 if close and pre_close else 0
if not outer_precise:
official_change = None
outer_error = ""
if not sw_row:
outer_error = f"No Shenwan realtime index returned for {sector_code}"
elif quote_date != trade_date:
outer_error = f"Shenwan realtime index date is {quote_date or 'unknown'}, expected {trade_date}"
elif finalized and (not quote_clock or quote_clock < "15:00:00"):
outer_error = f"Shenwan realtime index is not a close snapshot ({trade_time})"
if not sw_row and not outer_error:
outer_error = f"申万行业 {sector_code} 当日外显待盘后正式数据或免费实时源"
elif quote_date and quote_date != trade_date:
outer_error = f"申万实时行业日期是 {quote_date},期望 {trade_date}"
elif finalized and quote_clock and quote_clock < "15:00:00":
outer_error = f"申万行业尚未形成收盘快照({trade_time}"
valid: list[dict[str, Any]] = []
codes: list[str] = []
reference: dict[str, Any] = {}
inner_error = ""
inner_source = "unavailable"
try:
reference = self._load_realtime_reference(trade_date, previous_trade_date)
active_codes = {
@@ -352,20 +476,27 @@ class ShenwanIndustryMixin:
codes = [
str(row.get("ts_code") or "")
for row in members
if str(row.get("ts_code") or "") in active_codes
if str(row.get("ts_code") or "")
]
if codes:
quotes = self.query("rt_k", {"ts_code": ",".join(codes)}, "")
for row in quotes:
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
continue
valid.append({**row, "change": (close / previous_close - 1) * 100})
else:
if active_codes:
listed = [code for code in codes if code in active_codes]
if listed:
codes = listed
quotes, inner_source = self._load_member_realtime_quotes(codes, trade_date)
for row in quotes:
close = _number(row.get("close"))
previous_close = _number(row.get("pre_close"))
if close <= 0 or previous_close <= 0:
continue
valid.append({**row, "change": (close / previous_close - 1) * 100})
if not codes:
inner_error = f"No active Shenwan members returned for {sector_code}"
elif not quotes:
inner_error = f"申万成分实时行情暂不可用:{sector_code}"
except TushareError as exc:
inner_error = str(exc)
if "rt_k" in inner_error or "权限" in inner_error:
inner_error = "申万成分实时行情暂不可用,已避开无权限接口"
coverage = len(valid) / max(len(codes), 1) * 100
valid_codes = {str(item.get("ts_code") or "") for item in valid}
@@ -390,16 +521,18 @@ class ShenwanIndustryMixin:
}
equal_change = sum(item["change"] for item in valid) / len(valid) if valid else 0
amount_billion = sum(_number(item.get("amount")) for item in valid) / 100000000
market_rows: list[dict[str, Any]] = []
try:
self._ensure_realtime_market_cache(trade_date)
with self._realtime_reference_lock:
market_rows = list(
(self._latest_realtime_market.get(trade_date) or {}).get("rows") or []
)
market_rows = self._ensure_realtime_market_cache(trade_date)
except TushareError as exc:
market_rows = []
inner_precise = False
inner_error = inner_error or str(exc)
message = str(exc)
if "rt_k" in message or "权限" in message:
market_error = "全市场实时行情暂不可用,已避开无权限接口"
else:
market_error = message
if not valid:
inner_precise = False
inner_error = inner_error or market_error
capital_map = {
str(item.get("ts_code") or ""): item
for item in reference.get("capital_rows") or []
@@ -408,20 +541,28 @@ class ShenwanIndustryMixin:
for item in valid:
capital = capital_map.get(str(item.get("ts_code") or ""), {})
float_share = _number(capital.get("float_share"))
if float_share:
sector_turnovers.append(_number(item.get("vol")) / float_share / 100)
volume = _number(item.get("vol"))
if float_share and volume:
# 免费源成交量为股;daily_basic.float_share 为万股。
sector_turnovers.append(volume / float_share / 100)
market_turnovers = []
for item in market_rows:
capital = capital_map.get(str(item.get("ts_code") or ""), {})
float_share = _number(capital.get("float_share"))
if float_share:
market_turnovers.append(_number(item.get("vol")) / float_share / 100)
volume = _number(item.get("vol"))
if float_share and volume:
market_turnovers.append(volume / float_share / 100)
average_turnover = sum(sector_turnovers) / len(sector_turnovers) if sector_turnovers else 0
market_turnover = sum(market_turnovers) / len(market_turnovers) if market_turnovers else 0
relative_turnover = average_turnover / market_turnover if market_turnover else 0
if not relative_turnover:
inner_precise = False
inner_error = inner_error or "Shenwan member relative turnover is unavailable"
delayed = "delayed" in str(inner_source) or any(item.get("delayed") for item in valid)
delay_seconds = max((int(item.get("delay_seconds") or 0) for item in valid), default=0)
delay_notice = ""
if delayed:
delay_notice = next(
(str(item.get("delay_notice") or "") for item in valid if item.get("delay_notice")),
"",
) or f"主备免费行情均暂不可用,显示最近一次真实快照(延迟 {delay_seconds} 秒)"
return {
"code": sector_code,
"name": str(industry.get("l2_name") or sw_row.get("name") or ""),
@@ -447,9 +588,9 @@ class ShenwanIndustryMixin:
"amount_billion": round(amount_billion, 2),
"count": sum(item["change"] >= 9.5 for item in valid),
"max_streak": 0,
"source": "tushare_rt_sw_k+sw_members_rt_k",
"inner_source": "tushare_sw_members+rt_k",
"outer_source": "tushare_rt_sw_k",
"source": f"{outer_source or 'unavailable'}+{inner_source}",
"inner_source": inner_source,
"outer_source": outer_source or "unavailable",
"taxonomy": "sw_l2",
"industry": industry,
"trade_date": trade_date,
@@ -463,10 +604,96 @@ class ShenwanIndustryMixin:
"precise": inner_precise and outer_precise,
"inner_error": inner_error,
"outer_error": outer_error,
"delayed": delayed,
"delay_seconds": delay_seconds,
"delay_notice": delay_notice,
"schema_version": 6,
"methodology": "外显使用申万官方 rt_sw_k;内核独立使用申万成分 rt_k 宽度与相对换手聚合",
"methodology": "外显使用已发布 sw_daily 或免费申万实时;内核使用数据中枢/免费实时成分,不调用 rt_sw_k",
}
def _sw_outer_realtime(
self,
sector_code: str,
sector_name: str,
trade_date: str,
finalized: bool = False,
) -> tuple[dict[str, Any], str, str]:
hub = getattr(self, "try_sector_quote", None)
if callable(hub):
try:
row = hub(sector_code, "" if finalized else trade_date)
except Exception as exc:
message = str(exc)
if finalized:
return {}, "", f"申万行业 {sector_code} 盘后正式数据待入库"
return {}, "", f"数据中枢申万实时暂不可用:{message[:180]}"
if row:
return dict(row), str(row.get("source") or "datahub"), ""
if finalized:
return {}, "", f"申万行业 {sector_code} 当日盘后正式数据尚未入库"
return {}, "", f"申万行业 {sector_code} 当日外显待补充"
def _load_member_realtime_quotes(
self,
codes: list[str],
trade_date: str,
) -> tuple[list[dict[str, Any]], str]:
wanted = [str(code).strip() for code in codes if str(code or "").strip()]
if not wanted:
return [], "unavailable"
best_rows: list[dict[str, Any]] = []
best_source = "unavailable"
def consider(rows: list[dict[str, Any]] | None, source: str) -> list[dict[str, Any]]:
nonlocal best_rows, best_source
filtered = _filter_quotes_for_codes(rows, wanted)
if len(filtered) > len(best_rows):
best_rows = filtered
best_source = source
return filtered
hub_market = getattr(self, "try_market_quotes", None)
if callable(hub_market):
filtered = consider(hub_market(trade_date) or [], "datahub")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
delayed = any(item.get("delayed") for item in filtered)
return filtered, "datahub_delayed" if delayed else "datahub"
hub = getattr(self, "try_quotes", None)
if callable(hub):
collected: list[dict[str, Any]] = []
for index in range(0, len(wanted), _QUOTE_BATCH):
collected.extend(hub(wanted[index:index + _QUOTE_BATCH]) or [])
filtered = consider(collected, "datahub")
if len(filtered) >= max(1, int(len(wanted) * 0.9)):
delayed = any(item.get("delayed") for item in filtered)
return filtered, "datahub_delayed" if delayed else "datahub"
if best_rows:
delayed = any(item.get("delayed") for item in best_rows)
if delayed and not str(best_source).endswith("_delayed"):
return best_rows, f"{best_source}_delayed"
return best_rows, best_source
return [], "unavailable"
_QUOTE_BATCH = 60
def _filter_quotes_for_codes(
rows: list[dict[str, Any]] | None,
codes: list[str],
) -> list[dict[str, Any]]:
wanted = {str(code) for code in codes if code}
filtered: list[dict[str, Any]] = []
seen: set[str] = set()
for row in rows or []:
ts_code = str(row.get("ts_code") or "")
if ts_code in wanted and ts_code not in seen:
seen.add(ts_code)
filtered.append(row)
return filtered
def _filter_members_by_listing(
members: list[dict[str, Any]],
@@ -568,6 +795,22 @@ def _reconcile_membership_rows(rows: list[dict[str, Any]]) -> list[dict[str, Any
return list(reconciled.values())
def _sw_member_path(sector_code: str) -> Path:
safe = "".join(ch if ch.isalnum() or ch in "._-" else "_" for ch in str(sector_code or ""))
return _SW_MEMBER_DIR / f"{safe or 'unknown'}.json"
def _active_members(rows: list[dict[str, Any]], trade_date: str) -> list[dict[str, Any]]:
deduped: dict[str, dict[str, Any]] = {}
for row in rows:
code = str(row.get("ts_code") or "")
if code and _membership_active_on(row, trade_date):
current = deduped.get(code)
if current is None or str(row.get("in_date") or "") > str(current.get("in_date") or ""):
deduped[code] = dict(row)
return list(deduped.values())
def _match_sector_row(rows: list[dict[str, Any]], identifier: str) -> dict[str, Any] | None:
if not rows:
return None
+5 -19
View File
@@ -5,13 +5,14 @@ from typing import Any
from backend.bootstrap.config import display_compact_date as _display_date
from backend.data.numbers import finite_number as _number
from backend.data.providers.tushare_helpers import _moneyflow_payload
class StockMixin:
def stock_detail(self, ts_code: str, requested_date: str) -> dict[str, Any]:
trade_date, _ = self.resolve_trade_context(requested_date)
end = datetime.strptime(trade_date, "%Y%m%d")
start_date = (end - timedelta(days=190)).strftime("%Y%m%d")
start_date = (end - timedelta(days=400)).strftime("%Y%m%d")
daily = self.query(
"daily",
{"ts_code": ts_code, "start_date": start_date, "end_date": trade_date},
@@ -41,7 +42,7 @@ class StockMixin:
factor_map = {row["trade_date"]: _number(row.get("adj_factor"), 1) for row in factors}
latest_factor = max(factor_map.values(), default=1) or 1
prices = []
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-90:]:
for row in sorted(daily, key=lambda item: item.get("trade_date", ""))[-250:]:
factor = factor_map.get(row.get("trade_date"), latest_factor)
ratio = factor / latest_factor
prices.append(
@@ -56,7 +57,7 @@ class StockMixin:
"amount_billion": round(_number(row.get("amount")) / 100000, 2),
}
)
flow = moneyflow[0] if moneyflow else {}
flow = moneyflow[0] if moneyflow else None
basic = basics[0] if basics else {}
daily_basic = daily_basics[0] if daily_basics else {}
latest = prices[-1] if prices else {}
@@ -87,22 +88,7 @@ class StockMixin:
"amount_billion": latest.get("amount_billion", 0),
},
"prices": prices,
"moneyflow": {
"net_million": round(_number(flow.get("net_mf_amount")) / 100, 2),
"large_million": round(
(_number(flow.get("buy_lg_amount")) + _number(flow.get("buy_elg_amount"))
- _number(flow.get("sell_lg_amount")) - _number(flow.get("sell_elg_amount"))) / 100,
2,
),
"medium_million": round(
(_number(flow.get("buy_md_amount")) - _number(flow.get("sell_md_amount"))) / 100,
2,
),
"small_million": round(
(_number(flow.get("buy_sm_amount")) - _number(flow.get("sell_sm_amount"))) / 100,
2,
),
},
"moneyflow": _moneyflow_payload(flow),
}
def stock_intraday(self, ts_code: str, requested_date: str) -> dict[str, Any]:
@@ -20,6 +20,8 @@ class TushareTransportMixin:
params: dict[str, Any] | None = None,
fields: str = "",
) -> list[dict[str, Any]]:
if api_name == "rt_sw_k":
raise TushareError("rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
payload = json.dumps(
{
"api_name": api_name,
+286 -6
View File
@@ -19,7 +19,11 @@ class RealtimeAggregateError(RuntimeError):
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
EASTMONEY_STOCK_URL = "https://push2.eastmoney.com/api/qt/stock/get"
EASTMONEY_STOCK_FIELDS = "f43,f44,f45,f46,f47,f48,f57,f58,f60,f86,f168,f62,f66,f72,f78,f84"
EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
EASTMONEY_ZT_POOL_URL = "https://push2ex.eastmoney.com/getTopicZTPool"
EASTMONEY_ZB_POOL_URL = "https://push2ex.eastmoney.com/getTopicZBPool"
EASTMONEY_A_SHARE_BOARDS = (
"m:0+t:6",
"m:0+t:80",
@@ -232,6 +236,15 @@ class WebRealtimeAggregator:
self,
codes: list[str],
expected_date: str = "",
) -> list[dict[str, Any]]:
quotes = self.tencent_stock_quotes(codes, expected_date="", minimum=200)
return self._filter_quotes_by_date(quotes, expected_date)
def tencent_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
minimum: int | None = None,
) -> list[dict[str, Any]]:
symbols: list[str] = []
seen: set[str] = set()
@@ -276,13 +289,171 @@ class WebRealtimeAggregator:
quotes.extend(rows)
elif not status.get("ok"):
errors.append(str(status.get("error") or "batch failed"))
if len(quotes) < 200:
floor = minimum if minimum is not None else max(1, int(len(symbols) * 0.5))
if len(quotes) < floor:
detail = f"{'; '.join(errors[:3])}" if errors else ""
raise RealtimeAggregateError(
f"Tencent market snapshot too small: {len(quotes)}{detail}"
f"Tencent quotes too small: {len(quotes)}/{len(symbols)}{detail}"
)
return self._filter_quotes_by_date(quotes, expected_date)
def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
symbol, _secid, ts_code = _a_share_identity(code)
raw, _cache_age = self._get_text(
f"{TENCENT_QUOTE_URL}{symbol}",
referer="https://gu.qq.com/",
encoding="gb18030",
)
quote = next(
(
item
for line in raw.splitlines()
if (item := _parse_tencent_stock_quote(line))
),
None,
)
if not quote:
raise RealtimeAggregateError(f"Tencent stock quote unavailable for {ts_code}")
return _require_quote_date(quote, expected_date)
def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
_symbol, secid, ts_code = _a_share_identity(code)
payload = self._get_json(
EASTMONEY_STOCK_URL,
{
"secid": secid,
"invt": "2",
"fltt": "2",
"fields": EASTMONEY_STOCK_FIELDS,
},
referer="https://quote.eastmoney.com/",
)
quote = _normalize_eastmoney_stock_quote(payload.get("data") or {}, ts_code)
if not quote:
raise RealtimeAggregateError(f"Eastmoney stock quote unavailable for {ts_code}")
return _require_quote_date(quote, expected_date)
def eastmoney_stock_quotes(
self,
codes: list[str],
expected_date: str = "",
) -> list[dict[str, Any]]:
secids = []
for code in codes:
try:
_symbol, secid, _ts = _a_share_identity(code)
except RealtimeAggregateError:
continue
secids.append(secid)
quotes: list[dict[str, Any]] = []
for index in range(0, len(secids), 60):
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": ",".join(secids[index:index + 60]),
"fltt": "2",
"invt": "2",
"fields": EASTMONEY_QUOTE_FIELDS,
},
referer="https://quote.eastmoney.com/",
)
for row in _diff_rows(payload.get("data") or {}):
quote = _normalize_eastmoney_quote(row)
if quote:
quotes.append(quote)
return self._filter_quotes_by_date(quotes, expected_date)
def eastmoney_shenwan_quote(
self,
ts_code: str,
expected_date: str = "",
) -> dict[str, Any]:
code = str(ts_code or "").split(".")[0]
if not code:
raise RealtimeAggregateError("Invalid Shenwan code")
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": f"90.{code}",
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
},
referer="https://quote.eastmoney.com/",
)
row = next((item for item in _diff_rows(payload.get("data") or {}) if item), None)
if not row:
raise RealtimeAggregateError(f"Eastmoney Shenwan quote missing for {code}")
epoch = int(_number(row.get("f124")))
quote_time = (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
)
close = _number(row.get("f2"))
previous = _number(row.get("f18"))
if close <= 0 or previous <= 0:
raise RealtimeAggregateError(f"Eastmoney Shenwan quote empty for {code}")
result = {
"ts_code": f"{code}.SI",
"code": f"{code}.SI",
"name": row.get("f14") or code,
"price": close,
"close": close,
"pre_close": previous,
"previous_close": previous,
"open": _number(row.get("f17")),
"high": _number(row.get("f15")),
"low": _number(row.get("f16")),
"change": _number(row.get("f3")),
"pct_change": _number(row.get("f3")),
"amount": _number(row.get("f6")),
"leader": row.get("f128") or "--",
"leader_code": row.get("f140") or "",
"leading_pct": _number(row.get("f136")),
"up_count": int(_number(row.get("f104"))),
"down_count": int(_number(row.get("f105"))),
"quote_time": quote_time,
"trade_time": quote_time,
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
"quote_time_epoch": epoch,
"source": "eastmoney_sw",
}
return _require_quote_date(result, expected_date) if expected_date else result
def eastmoney_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
day = str(trade_date or "").replace("-", "")
rows: list[dict[str, Any]] = []
for url, limit_type in (
(EASTMONEY_ZT_POOL_URL, "U"),
(EASTMONEY_ZB_POOL_URL, "Z"),
):
try:
payload = self._get_json(
url,
{
"ut": "7eea3edcaed734bea9cbfc24409ed989",
"dpt": "wz.ztzt",
"PageIndex": "0",
"PageSize": "200",
"sort": "fbt:asc",
"date": day,
},
referer="https://quote.eastmoney.com/ztb/detail",
)
except RealtimeAggregateError:
continue
pool = (payload.get("data") or {}).get("pool") or []
if isinstance(pool, dict):
pool = list(pool.values())
for item in pool:
if not isinstance(item, dict):
continue
parsed = _normalize_eastmoney_limit_row(item, limit_type)
if parsed:
rows.append(parsed)
return rows
def tencent_indices(self) -> list[dict[str, Any]]:
raw, cache_age = self._get_text(
TENCENT_INDEX_URL,
@@ -334,11 +505,17 @@ class WebRealtimeAggregator:
if not matched:
raise RealtimeAggregateError(f"Eastmoney sector not found: {query}")
epoch = int(_number(matched.get("f124")))
quote_time = (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch else ""
)
return {
"code": matched.get("f12") or "",
"name": matched.get("f14") or query,
"price": _number(matched.get("f2")),
"close": _number(matched.get("f2")),
"change": _number(matched.get("f3")),
"pct_change": _number(matched.get("f3")),
"change_amount": _number(matched.get("f4")),
"turnover_rate": _number(matched.get("f8")),
"up_count": int(_number(matched.get("f104"))),
@@ -347,10 +524,9 @@ class WebRealtimeAggregator:
"leader_code": matched.get("f140") or "",
"leading_pct": _number(matched.get("f136")),
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch else ""
),
"quote_time": quote_time,
"trade_time": quote_time,
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
"source": "eastmoney_push2",
"match_query": query,
}
@@ -553,6 +729,59 @@ def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
return [row for row in diff if isinstance(row, dict)]
def _a_share_identity(code: str) -> tuple[str, str, str]:
raw = str(code or "").strip().upper()
symbol = raw.split(".")[0]
if not symbol.isdigit() or len(symbol) != 6:
raise RealtimeAggregateError("Invalid stock code")
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
return f"sh{symbol}", f"1.{symbol}", f"{symbol}.SH"
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
return f"bj{symbol}", f"0.{symbol}", f"{symbol}.BJ"
return f"sz{symbol}", f"0.{symbol}", f"{symbol}.SZ"
def _require_quote_date(quote: dict[str, Any], expected_date: str) -> dict[str, Any]:
want = str(expected_date or "").replace("-", "")
got = str(quote.get("quote_date") or "")
if want and got != want:
raise RealtimeAggregateError(f"quote date {got or 'empty'} is not {want}")
return quote
def _normalize_eastmoney_stock_quote(
row: dict[str, Any], ts_code: str
) -> dict[str, Any] | None:
close = _number(row.get("f43"))
previous_close = _number(row.get("f60"))
if close <= 0 or previous_close <= 0:
return None
epoch = int(_number(row.get("f86")))
quote_date = ""
if epoch > 0:
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
return {
"ts_code": ts_code,
"name": row.get("f58") or ts_code.split(".")[0],
"pre_close": previous_close,
"open": _number(row.get("f46")),
"high": _number(row.get("f44")),
"low": _number(row.get("f45")),
"close": close,
"vol": _number(row.get("f47")) * 100,
"amount": _number(row.get("f48")),
"num": 0,
"quote_date": quote_date,
"quote_time_epoch": epoch,
"turnover_rate": _number(row.get("f168")),
"net_mf_amount": _eastmoney_flow_wan(row.get("f62")),
"large_amount": _eastmoney_flow_wan(row.get("f62")),
"medium_amount": _eastmoney_flow_wan(row.get("f78")),
"small_amount": _eastmoney_flow_wan(row.get("f84")),
"source": "eastmoney_stock",
}
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
if '="' not in line:
return None
@@ -634,6 +863,57 @@ def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
}
def _eastmoney_flow_wan(value: Any) -> float | None:
if value in (None, "", "-"):
return None
amount = _number(value, default=float("nan"))
if amount != amount:
return None
return amount / 10000
def _board_clock(value: Any) -> str:
digits = "".join(character for character in str(value or "") if character.isdigit())
if len(digits) >= 6:
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
if len(digits) == 5:
digits = digits.zfill(6)
return f"{digits[:2]}:{digits[2:4]}:{digits[4:6]}"
if len(digits) == 4:
return f"{digits[:2]}:{digits[2:]}:00"
return ""
def _normalize_eastmoney_limit_row(row: dict[str, Any], limit_type: str) -> dict[str, Any] | None:
symbol = str(row.get("c") or row.get("code") or "").strip()
if not symbol.isdigit() or len(symbol) != 6:
return None
market = int(_number(row.get("m") if row.get("m") not in (None, "") else row.get("market")))
if market == 1 or symbol.startswith(("5", "6", "9")):
ts_code = f"{symbol}.SH"
elif symbol.startswith(("4", "8")):
ts_code = f"{symbol}.BJ"
else:
ts_code = f"{symbol}.SZ"
first_time = _board_clock(row.get("fbt") if row.get("fbt") not in (None, "") else row.get("first_time"))
last_time = _board_clock(row.get("lbt") if row.get("lbt") not in (None, "") else row.get("last_time"))
fund = row.get("fund")
if fund in (None, ""):
fund = row.get("fd_amount")
return {
"ts_code": ts_code,
"name": row.get("n") or row.get("name") or symbol,
"limit_type": limit_type,
"first_time": first_time or None,
"last_time": last_time or None,
"open_times": int(_number(row.get("zbc") if row.get("zbc") not in (None, "") else row.get("open_times"))),
"limit_times": max(1, int(_number(row.get("lbc") if row.get("lbc") not in (None, "") else 1))),
"turnover_ratio": _number(row.get("hs") if row.get("hs") not in (None, "") else row.get("turnover_ratio")),
"fd_amount": _number(fund) if fund not in (None, "", "-") else None,
"source": "eastmoney_zt_pool",
}
def _normalize_sector(value: Any) -> str:
text = str(value or "").strip().replace(" ", "")
for suffix in ("板块", "概念", "行业", "", "", "(A股)", "A股)"):
+25 -9
View File
@@ -283,9 +283,9 @@ class HeavenMarketContextMixin:
) -> dict[str, Any] | None:
"""Return the Shenwan L2 sector context for heaven trend.
观势行业层只使用申万二级行业。外显盘中使用 rt_sw_k、历史使用
sw_daily;内核独立使用目标日期成分股行情聚合。收盘过渡期在
sw_daily 入库前接受同日15:00后的 rt_sw_k 收盘快照
观势行业层只使用申万二级行业。外显优先使用已发布的 sw_daily
盘中及收盘过渡期使用免费申万实时行情;内核使用数据中枢或免费
实时成分行情。不再调用无权限的 rt_sw_k / rt_k
"""
cache_key = f"{trade_date}:{identifier.strip().lower()}"
cached = self.database.get_data_snapshot("heaven_sector", cache_key)
@@ -299,6 +299,14 @@ class HeavenMarketContextMixin:
and not cached.get("realtime")
and int(cached.get("schema_version") or 0) >= 6
)
cached_quotes = int((cached or {}).get("quote_count") or 0)
cached_lkg = bool(
cached
and cached_date == trade_date
and cached.get("taxonomy") == "sw_l2"
and cached_quotes > 0
and int(cached.get("schema_version") or 0) >= 6
)
if market_mode != "intraday" and cached_valid:
return cached
if not self.configured:
@@ -311,8 +319,12 @@ class HeavenMarketContextMixin:
allow_realtime_close=market_mode == "closed",
)
except TushareError as exc:
if cached_valid:
return cached
if cached_lkg:
delayed = dict(cached)
delayed["delayed"] = True
delayed["delay_notice"] = "主备免费行情均暂不可用,显示最近一次真实快照"
delayed["realtime"] = market_mode == "intraday"
return delayed
return {
"name": "",
"code": "",
@@ -323,12 +335,16 @@ class HeavenMarketContextMixin:
"precise": False,
"inner_precise": False,
"outer_precise": False,
"coverage": 0,
"member_count": 0,
"quote_count": 0,
"error": f"申万二级行业数据获取失败:{exc}",
}
if not payload.get("realtime") and payload.get("precise"):
if int(payload.get("quote_count") or 0) > 0:
self.database.save_data_snapshot(
"heaven_sector",
cache_key,
str(payload.get("source") or "tushare"),
payload,
)
elif not payload.get("realtime") and payload.get("precise"):
self.database.save_data_snapshot(
"heaven_sector",
cache_key,
+4 -1
View File
@@ -243,6 +243,7 @@ class HeavenTrendMixin:
"detail": (
f"申万二级 {sector.get('name') or '--'} {sector.get('code') or '--'} "
f"成分覆盖 {int(sector.get('quote_count') or 0)}/{int(sector.get('member_count') or 0)}"
+ (";延迟快照" if sector.get("delayed") or sector.get("delay_notice") else "")
),
},
{
@@ -341,7 +342,9 @@ class HeavenTrendMixin:
issues.append("行业外显缺少申万官方行情")
if sector and sector_coverage_issue:
issues.append(sector_coverage_issue)
if sector.get("realtime") and not sector.get("relative_turnover"):
if sector.get("delay_notice"):
issues.append(str(sector.get("delay_notice")))
if sector.get("realtime") and not sector.get("relative_turnover") and not sector.get("delayed"):
issues.append("行业内核缺少相对全市场换手活跃度")
stock = stock or {}
+140 -31
View File
@@ -14,7 +14,7 @@ from threading import Lock
from typing import Any, ClassVar
from backend.bootstrap.config import tushare_code as _stock_market_code
from backend.data.providers.ifind_client import IfindError, IfindHttpClient
from backend.data.providers.ifind_client import IfindError
LOGGER = logging.getLogger("xiaobai.charts")
@@ -23,6 +23,9 @@ class ChartDataError(RuntimeError):
pass
DAILY_CHART_LIMIT = 45
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
@@ -39,17 +42,12 @@ INDEX_SECIDS = {
class MarketChartClient:
"""Prefer iFinD for display charts and retain Eastmoney as a last resort."""
"""Display charts are served by the data hub only."""
def __init__(
self,
ifind: IfindHttpClient,
fallback: "EastmoneyChartClient",
datahub: Any = None,
) -> None:
self.ifind = ifind
self.fallback = fallback
def __init__(self, datahub: Any = None) -> None:
self.datahub = datahub
self.ifind = None
self.fallback = None
def stock_intraday(self, code: str) -> dict[str, Any]:
normalized = str(code or "").strip()
@@ -58,29 +56,34 @@ class MarketChartClient:
hub_chart = self._datahub_intraday(normalized)
if hub_chart is not None:
return hub_chart
ifind_code = _stock_market_code(normalized)
try:
return self._ifind_intraday(ifind_code, "stock", normalized)
except (IfindError, ChartDataError):
return self.fallback.stock_intraday(normalized)
raise ChartDataError("分时图数据中枢暂不可用")
def stock_daily(self, code: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
def stock_daily(self, code: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
normalized = str(code or "").strip()
if not re.fullmatch(r"\d{6}", normalized):
raise ChartDataError("Invalid stock code")
return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
hub_rows = self._datahub_daily(normalized, end_date, limit, "daily")
if hub_rows:
return hub_rows
raise ChartDataError("日K数据中枢暂不可用")
def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
def index_daily(self, identifier: str, end_date: str, limit: int = DAILY_CHART_LIMIT) -> list[dict[str, Any]]:
normalized = str(identifier or "").strip().upper()
if normalized not in INDEX_SECIDS:
raise ChartDataError("Unsupported index")
return self._ifind_daily(normalized, end_date, limit)
hub_rows = self._datahub_daily(normalized, end_date, limit, "index_daily")
if hub_rows:
return hub_rows
raise ChartDataError("指数日K数据中枢暂不可用")
def board_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
normalized = str(identifier or "").strip().upper()
if not normalized:
raise ChartDataError("Invalid board code")
return self._ifind_daily(normalized, end_date, limit)
hub_rows = self._datahub_daily(normalized, end_date, limit, "sector_daily")
if hub_rows:
return hub_rows
raise ChartDataError("板块日K数据中枢暂不可用")
def index_intraday(self, identifier: str) -> dict[str, Any]:
normalized = str(identifier or "").strip().upper()
@@ -89,10 +92,7 @@ class MarketChartClient:
hub_chart = self._datahub_intraday(normalized)
if hub_chart is not None:
return hub_chart
try:
return self._ifind_intraday(normalized, "index", normalized)
except (IfindError, ChartDataError):
return self.fallback.index_intraday(normalized)
raise ChartDataError("指数分时数据中枢暂不可用")
def _datahub_intraday(self, code: str) -> dict[str, Any] | None:
if self.datahub is None:
@@ -109,12 +109,119 @@ class MarketChartClient:
return None
return chart
def _datahub_daily(
self,
code: str,
end_date: str,
limit: int,
dataset: str,
) -> list[dict[str, Any]] | None:
if self.datahub is None or not hasattr(self.datahub, "try_daily_chart"):
return None
try:
rows = self.datahub.try_daily_chart(code, end_date, limit, dataset)
except Exception as exc:
LOGGER.warning("datahub daily unexpected error: %s", exc)
rows = None
if not rows:
return None
compact_end = str(end_date or "").replace("-", "")
market_now = datetime.now().astimezone()
today = market_now.strftime("%Y%m%d")
market_open = (
market_now.weekday() < 5
and market_now.time().replace(tzinfo=None) >= dt_time(9, 30)
)
if compact_end == today and market_open:
overlay = self._datahub_today_bar(code, dataset, rows)
if overlay:
if rows and rows[-1]["trade_date"] == overlay["trade_date"]:
rows[-1] = overlay
else:
rows.append(overlay)
return rows
def _datahub_today_bar(
self,
code: str,
dataset: str,
history: list[dict[str, Any]],
) -> dict[str, Any] | None:
today_display = datetime.now().astimezone().date().isoformat()
previous = history[-1]["close"] if history and history[-1]["trade_date"] != today_display else (
history[-2]["close"] if len(history) >= 2 else 0.0
)
quote = None
if dataset == "index_daily" and hasattr(self.datahub, "try_index_quotes"):
quotes = self.datahub.try_index_quotes() or []
quote = next(
(
item for item in quotes
if str(item.get("ts_code") or "") == code or str(item.get("code") or "") == code.split(".")[0]
),
None,
)
elif hasattr(self.datahub, "try_quotes"):
quotes = self.datahub.try_quotes([code]) or []
quote = quotes[0] if quotes else None
if quote:
close = _number(quote.get("close") if quote.get("close") not in (None, "") else quote.get("price"))
open_price = _number(quote.get("open"))
high = _number(quote.get("high"))
low = _number(quote.get("low"))
previous_close = _number(
quote.get("pre_close") if quote.get("pre_close") not in (None, "") else quote.get("previous_close")
) or previous
volume = _number(quote.get("vol") if quote.get("vol") not in (None, "") else quote.get("volume"))
amount = _number(quote.get("amount"))
if close > 0 and open_price > 0:
return {
"trade_date": today_display,
"open": open_price,
"high": high or close,
"low": low or close,
"close": close,
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
"volume": volume,
"amount_billion": amount / 100_000_000,
"realtime": True,
}
chart = self._datahub_intraday(code)
points = list((chart or {}).get("points") or [])
if not points:
return None
closes = [_number(point.get("close")) for point in points if _number(point.get("close")) > 0]
if not closes:
return None
opens = [_number(point.get("open")) for point in points if _number(point.get("open")) > 0]
highs = [_number(point.get("high")) for point in points if _number(point.get("high")) > 0]
lows = [_number(point.get("low")) for point in points if _number(point.get("low")) > 0]
volume = sum(_number(point.get("volume")) for point in points)
amount = sum(_number(point.get("amount")) for point in points)
previous_close = _number((chart or {}).get("previous_close")) or previous
close = closes[-1]
open_price = opens[0] if opens else closes[0]
return {
"trade_date": today_display,
"open": open_price,
"high": max(highs or closes),
"low": min(lows or closes),
"close": close,
"change": round((close / previous_close - 1) * 100, 4) if previous_close else 0.0,
"volume": volume,
"amount_billion": amount / 100_000_000,
"realtime": True,
}
def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
normalized = str(identifier or "").strip().upper()
try:
return self._ifind_intraday(normalized, "board", normalized, name)
except (IfindError, ChartDataError):
return self.fallback.board_intraday(normalized, name)
hub_chart = self._datahub_intraday(normalized)
if hub_chart is not None:
if name:
hub_chart = dict(hub_chart)
hub_chart["name"] = name
return hub_chart
raise ChartDataError("板块分时数据中枢暂不可用")
def _ifind_intraday(
self,
@@ -123,7 +230,7 @@ class MarketChartClient:
identifier: str,
name: str = "",
) -> dict[str, Any]:
if not self.ifind.configured:
if not self.ifind or not self.ifind.configured:
raise ChartDataError("iFinD is not configured")
now = datetime.now().astimezone()
rows: list[dict[str, Any]] = []
@@ -160,7 +267,7 @@ class MarketChartClient:
def _ifind_daily(
self, ifind_code: str, end_date: str, limit: int
) -> list[dict[str, Any]]:
if not self.ifind.configured:
if not self.ifind or not self.ifind.configured:
raise ChartDataError("iFinD is not configured")
compact_end = str(end_date or "").replace("-", "")
if not re.fullmatch(r"\d{8}", compact_end):
@@ -262,9 +369,11 @@ class MarketChartClient:
pass
if not normalized:
raise ChartDataError("No iFinD daily chart data returned")
return normalized[-max(20, min(180, int(limit))):]
return normalized[-max(1, int(limit)):]
def _previous_close(self, code: str, trade_date: str, fallback: float) -> float:
if not self.ifind:
return fallback
today = datetime.now().astimezone().date().isoformat()
if trade_date == today:
try:
+252 -44
View File
@@ -14,7 +14,9 @@ from backend.bootstrap.config import (
validate_text,
)
from backend.data.providers.ifind_client import IfindError
from backend.data.providers.tushare_client import TushareClient, TushareError
from backend.data.providers.tushare_client import TushareError
from backend.data.providers.tushare_helpers import _moneyflow_payload, _optional_number
from backend.data.realtime import RealtimeAggregateError
from backend.features.market.backfill_history import (
DEFAULT_RECENT_TRADING_DAYS,
MAX_RANGE_TRADING_DAYS,
@@ -26,7 +28,7 @@ from backend.features.market.backfill_history import (
select_open_trade_dates,
select_open_trade_dates_in_range,
)
from backend.features.market.charts import ChartDataError
from backend.features.market.charts import ChartDataError, DAILY_CHART_LIMIT
from backend.features.market.insights import MarketInsightsService
from backend.features.sentiment.engine import SENTIMENT_ENGINE_VERSION
@@ -42,6 +44,7 @@ SEARCH_TYPE_LABELS = {
"theme": "题材",
"index": "指数",
}
TODAY_DAILY_UNAVAILABLE_NOTICE = "今日日K暂不可用,仍显示最近收盘K线。"
THS_SEARCH_TYPES = {
"I": ("sector", "行业板块"),
"R": ("sector", "地域板块"),
@@ -58,16 +61,14 @@ class MarketServiceMixin:
self._tushare_client(),
ifind=self.ifind,
)
def _tushare_client(self) -> TushareClient:
def _tushare_client(self) -> Any:
override = getattr(self, "_market_client_override", None)
if override is not None:
return override
gateway = getattr(self, "data_gateway", None)
if gateway is not None:
return gateway.tushare()
# Compatibility for isolated legacy unit-test service stubs.
client = TushareClient(self.token)
aggregator = getattr(self, "realtime_aggregator", None)
if aggregator is not None:
client.realtime_aggregator = aggregator
return client
if gateway is None:
raise RuntimeError("数据中枢尚未装配。")
return gateway.tushare()
def _now(self) -> datetime:
clock = getattr(self, "clock", None)
@@ -175,11 +176,10 @@ class MarketServiceMixin:
return "最近可用交易日"
return f"{int(compact[4:6])}{int(compact[6:8])}"
@classmethod
def _preparing_display_notice(cls, actual_date: str, requested_date: str) -> str:
shown = cls._chinese_month_day(actual_date)
def _preparing_display_notice(self, actual_date: str, requested_date: str) -> str:
shown = self._chinese_month_day(actual_date)
requested = str(requested_date or "").replace("-", "")
if requested == date.today().strftime("%Y%m%d"):
if requested == self._now().strftime("%Y%m%d"):
return f"今日数据正在准备,当前展示 {shown}"
return f"所选日期数据尚未到齐,当前展示 {shown}"
@@ -675,7 +675,7 @@ class MarketServiceMixin:
"index_daily",
{
"ts_code": basic["id"],
"start_date": (end - timedelta(days=190)).strftime("%Y%m%d"),
"start_date": (end - timedelta(days=400)).strftime("%Y%m%d"),
"end_date": resolved_date,
},
"ts_code,trade_date,open,high,low,close,pct_chg,vol,amount",
@@ -691,10 +691,10 @@ class MarketServiceMixin:
"change": float(row.get("pct_chg") or 0),
"volume": float(row.get("vol") or 0),
}
for row in rows[-90:]
for row in rows[-DAILY_CHART_LIMIT:]
]
try:
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, 90)
chart_series = self.chart_data.index_daily(str(basic["id"]), resolved_date, DAILY_CHART_LIMIT)
if chart_series:
series = chart_series
except (AttributeError, ChartDataError):
@@ -802,7 +802,7 @@ class MarketServiceMixin:
result = copy.deepcopy(payload)
now = datetime.now().astimezone()
try:
result["prices"] = self.chart_data.stock_daily(code, requested_date, 90)
result["prices"] = self.chart_data.stock_daily(code, requested_date, DAILY_CHART_LIMIT)
result["meta"] = {**(result.get("meta") or {}), "chart_source": "market_chart"}
except (AttributeError, ChartDataError):
pass
@@ -814,27 +814,28 @@ class MarketServiceMixin:
"trade_date": f"{actual_date[:4]}-{actual_date[4:6]}-{actual_date[6:]}",
}
today = now.strftime("%Y%m%d")
latest_bar = (result.get("prices") or [{}])[-1] if result.get("prices") else {}
official_today = (
actual_date == today and not bool(latest_bar.get("realtime"))
)
after_close = now.time().replace(tzinfo=None) >= dt_time(15, 0)
should_merge = (
requested_date == today
and actual_date <= today
and now.weekday() < 5
and now.time().replace(tzinfo=None) >= dt_time(9, 30)
and not (official_today and after_close)
)
if should_merge:
quote = self._ifind_realtime_stock_quote(code)
quote = self._resolve_today_daily_quote(code, today, result)
if quote and self._valid_realtime_stock_quote(quote, today):
self._merge_realtime_stock_detail(result, quote, requested_date)
elif self.configured and actual_date < today:
client = self._tushare_client()
try:
resolved_date, _ = client.resolve_trade_context(requested_date)
if resolved_date == today:
quote = client.realtime_stock_quote(tushare_code(code), requested_date)
if self._valid_realtime_stock_quote(quote, today):
self._merge_realtime_stock_detail(result, quote, requested_date)
except TushareError:
pass
return self._enrich_stock_detail(result)
elif actual_date < today:
result["meta"] = {
**(result.get("meta") or {}),
"notice": TODAY_DAILY_UNAVAILABLE_NOTICE,
}
return self._enrich_stock_detail(result, requested_date)
@staticmethod
def _sanitize_stock_detail_prices(
@@ -948,6 +949,138 @@ class MarketServiceMixin:
"quote_time": str(row.get("time") or ""),
}
def _resolve_today_daily_quote(
self, code: str, today: str, payload: dict[str, Any]
) -> dict[str, Any] | None:
quote = self._ifind_realtime_stock_quote(code)
if quote and self._valid_realtime_stock_quote(quote, today):
return quote
if self.configured:
try:
client = self._tushare_client()
resolve = getattr(client, "resolve_trade_context", None)
resolved = today
if callable(resolve):
resolved, _ = resolve(today)
if str(resolved or "") == today:
quote = client.realtime_stock_quote(tushare_code(code), today)
if self._valid_realtime_stock_quote(quote, today):
return quote
except TushareError:
pass
quote = self._free_realtime_stock_quote(code, today)
if quote and self._valid_realtime_stock_quote(quote, today):
return quote
return self._intraday_realtime_stock_quote(code, today, payload)
def _free_realtime_stock_quote(self, code: str, today: str) -> dict[str, Any] | None:
aggregator = getattr(self, "realtime_aggregator", None)
if aggregator is None:
return None
ts_code = tushare_code(code)
for loader in (
getattr(aggregator, "tencent_stock_quote", None),
getattr(aggregator, "eastmoney_stock_quote", None),
):
if not callable(loader):
continue
try:
row = loader(ts_code, expected_date=today)
except (RealtimeAggregateError, Exception):
continue
quote = self._quote_from_free_row(code, today, row)
if quote:
return quote
return None
def _quote_from_free_row(
self, code: str, today: str, row: dict[str, Any]
) -> dict[str, Any] | None:
price = float(row.get("close") or 0)
previous_close = float(row.get("pre_close") or 0)
if price <= 0 or previous_close <= 0:
return None
try:
name, sector = self._stock_identity(code, today)
except Exception:
name, sector = "--", "其他"
epoch = int(row.get("quote_time_epoch") or 0)
if epoch > 0:
quote_time = datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
else:
quote_date = str(row.get("quote_date") or today)
quote_time = f"{quote_date[:4]}-{quote_date[4:6]}-{quote_date[6:]}"
quote = {
"name": str(row.get("name") or name or "--"),
"sector": sector,
"price": price,
"open": float(row.get("open") or 0),
"high": float(row.get("high") or 0),
"low": float(row.get("low") or 0),
"change": round((price / previous_close - 1) * 100, 4),
"volume": float(row.get("vol") or 0),
"amount_billion": float(row.get("amount") or 0) / 100_000_000,
"turnover_rate": float(row.get("turnover_rate") or 0),
"quote_time": quote_time,
}
flow = _moneyflow_payload(row)
if flow.get("available"):
quote["moneyflow"] = flow
return quote
def _intraday_realtime_stock_quote(
self, code: str, today: str, payload: dict[str, Any]
) -> dict[str, Any] | None:
chart_data = getattr(self, "chart_data", None)
if chart_data is None:
return None
try:
chart = chart_data.stock_intraday(code)
except (AttributeError, ChartDataError, Exception):
return None
points = [
point
for point in list(chart.get("points") or [])
if str(point.get("date") or "").replace("-", "") == today
]
if not points:
return None
opens = [float(point.get("open") or 0) for point in points if float(point.get("open") or 0) > 0]
highs = [float(point.get("high") or 0) for point in points if float(point.get("high") or 0) > 0]
lows = [float(point.get("low") or 0) for point in points if float(point.get("low") or 0) > 0]
closes = [float(point.get("close") or 0) for point in points if float(point.get("close") or 0) > 0]
if not opens or not highs or not lows or not closes:
return None
price = closes[-1]
previous_close = float(chart.get("previous_close") or 0)
if previous_close <= 0:
history = list(payload.get("prices") or [])
previous_close = float((history[-1] if history else {}).get("close") or 0)
if previous_close <= 0:
return None
volume = sum(float(point.get("volume") or 0) for point in points)
amount = sum(float(point.get("amount") or 0) for point in points)
if volume <= 0 and amount <= 0:
return None
try:
name, sector = self._stock_identity(code, today)
except Exception:
name, sector = "--", "其他"
return {
"name": name,
"sector": sector,
"price": price,
"open": opens[0],
"high": max(highs),
"low": min(lows),
"change": round((price / previous_close - 1) * 100, 4),
"volume": volume,
"volume_unit": "lots",
"amount_billion": amount / 100_000_000,
"turnover_rate": 0.0,
"quote_time": str(points[-1].get("date") or today),
}
@staticmethod
def _merge_realtime_stock_detail(
payload: dict[str, Any], quote: dict[str, Any], trade_date: str
@@ -969,23 +1102,29 @@ class MarketServiceMixin:
prices[-1] = realtime_bar
else:
prices.append(realtime_bar)
payload["prices"] = prices[-90:]
payload["prices"] = prices[-DAILY_CHART_LIMIT:]
stock = dict(payload.get("stock") or {})
stock.update(
{
"name": quote["name"],
"industry": quote["sector"],
"price": quote["price"],
"change": quote["change"],
"amount_billion": quote["amount_billion"],
"turnover_rate": quote["turnover_rate"],
}
)
updates = {
"name": quote["name"],
"industry": quote["sector"],
"price": quote["price"],
"change": quote["change"],
"amount_billion": quote["amount_billion"],
}
quote_turnover = _optional_number(quote.get("turnover_rate"))
if quote_turnover:
updates["turnover_rate"] = quote_turnover
stock.update(updates)
payload["stock"] = stock
quote_flow = quote.get("moneyflow")
current_flow = payload.get("moneyflow") or {}
if isinstance(quote_flow, dict) and quote_flow.get("available") and not current_flow.get("available"):
payload["moneyflow"] = quote_flow
payload["meta"] = {
**(payload.get("meta") or {}),
"trade_date": display_date,
"realtime": True,
"notice": "",
"updated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
}
@@ -1019,7 +1158,7 @@ class MarketServiceMixin:
intraday_status = "unavailable"
intraday_notice = "分时行情暂不可用,请稍后重试。"
prices = list(detail.get("prices") or [])[-60:]
prices = list(detail.get("prices") or [])[-DAILY_CHART_LIMIT:]
stock = dict(detail.get("stock") or {"code": code})
realtime = bool(detail_meta.get("realtime"))
return {
@@ -1271,10 +1410,40 @@ class MarketServiceMixin:
return item["name"], item["sector"] or "其他"
return "--", "其他"
def _enrich_stock_detail(self, payload: dict[str, Any]) -> dict[str, Any]:
def _enrich_stock_detail(
self, payload: dict[str, Any], trade_date: str = ""
) -> dict[str, Any]:
result = dict(payload)
stock = dict(payload.get("stock") or {})
code = str(stock.get("code") or "")
compact_date = normalize_date(
str((payload.get("meta") or {}).get("trade_date") or trade_date)
)
board = self._limit_event_for_stock(code, compact_date)
if board:
if not stock.get("first_time") or stock.get("first_time") == "--":
stock["first_time"] = board.get("first_time") or "--"
if not stock.get("last_time") or stock.get("last_time") == "--":
stock["last_time"] = board.get("last_time") or "--"
if not stock.get("open_times"):
stock["open_times"] = board.get("open_times") or 0
if _optional_number(stock.get("seal_amount_million")) is None:
stock["seal_amount_million"] = board.get("seal_amount_million")
if not _optional_number(stock.get("turnover_rate")) and _optional_number(board.get("turnover_rate")):
stock["turnover_rate"] = board.get("turnover_rate")
flow = result.get("moneyflow") or {}
if not flow.get("available"):
live_flow = self._live_moneyflow_for_stock(code, compact_date)
if live_flow.get("available"):
result["moneyflow"] = live_flow
else:
result["moneyflow"] = {
"available": False,
"net_million": None,
"large_million": None,
"medium_million": None,
"small_million": None,
}
watched = {
item["code"]: item
for item in self.database.list_watchlist(self.current_user_id)
@@ -1284,6 +1453,45 @@ class MarketServiceMixin:
result["notes"] = self.database.list_notes(self.current_user_id, code=code)
return result
def _limit_event_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
if not code or not trade_date:
return {}
ts_code = tushare_code(code)
client = self._tushare_client() if self.configured else None
rows: list[dict[str, Any]] = []
if client is not None:
try:
rows = client._load_limit_type(trade_date, "U") + client._load_limit_type(trade_date, "Z")
except Exception:
rows = []
if not rows:
try:
rows = list((client._free_board_map(trade_date) or {}).values())
except Exception:
rows = []
match = next((row for row in rows if str(row.get("ts_code") or "") == ts_code), None)
if not match:
return {}
fd = _optional_number(match.get("fd_amount"))
return {
"first_time": match.get("first_time") or "--",
"last_time": match.get("last_time") or "--",
"open_times": match.get("open_times") or 0,
"seal_amount_million": None if fd is None else round(fd / 10000, 0),
"turnover_rate": _optional_number(match.get("turnover_ratio")),
}
def _live_moneyflow_for_stock(self, code: str, trade_date: str) -> dict[str, Any]:
aggregator = getattr(self, "realtime_aggregator", None)
loader = getattr(aggregator, "eastmoney_stock_quote", None) if aggregator else None
if not callable(loader) or not code:
return _moneyflow_payload(None)
try:
quote = loader(tushare_code(code), expected_date=trade_date)
except Exception:
return _moneyflow_payload(None)
return _moneyflow_payload(quote)
def _with_storage(self, dashboard: dict[str, Any], cached: bool) -> dict[str, Any]:
result = dict(dashboard)
result["meta"] = {
+42 -31
View File
@@ -4,7 +4,14 @@ import re
import secrets
from typing import Any
from backend.bootstrap.config import TOKEN_PATTERN, validate_text
from backend.bootstrap.config import validate_text
MARKET_SOURCE_SECRET_KEYS = {
"tushare_token",
"ifind_refresh_token",
"ifind_access_token",
}
class SystemServiceMixin:
@@ -18,9 +25,6 @@ class SystemServiceMixin:
first_encrypted = self.database.get_user_credentials(first_user_id)
first_personal = self.vault.decrypt_json(first_encrypted) if first_encrypted else {}
defaults = {
"tushare_token": environment.get("tushare_token") or first_personal.get("tushare_token") or "",
"ifind_refresh_token": environment.get("ifind_refresh_token") or "",
"ifind_access_token": environment.get("ifind_access_token") or "",
"platform_llm_primary_api_key": environment.get("platform_llm_primary_api_key") or first_personal.get("llm_primary_api_key") or "",
"platform_llm_primary_base_url": environment.get("platform_llm_primary_base_url") or first_personal.get("llm_primary_base_url") or "https://api.openai.com/v1",
"platform_llm_primary_model": environment.get("platform_llm_primary_model") or first_personal.get("llm_primary_model") or "",
@@ -34,6 +38,10 @@ class SystemServiceMixin:
if key not in current:
current[key] = value
changed = True
for key in MARKET_SOURCE_SECRET_KEYS:
if key in current:
current.pop(key, None)
changed = True
if not isinstance(current.get("llm_models"), list):
migrated_models: list[dict[str, str]] = []
for role, label in (("primary", "原主模型"), ("fallback", "原辅助模型")):
@@ -56,26 +64,27 @@ class SystemServiceMixin:
self.database.save_system_setting("credentials", self.vault.encrypt_json(current))
for row in self.database.list_user_credentials():
personal = self.vault.decrypt_json(str(row.get("encrypted_payload") or ""))
if "tushare_token" in personal:
personal.pop("tushare_token", None)
if any(key in personal for key in MARKET_SOURCE_SECRET_KEYS):
for key in MARKET_SOURCE_SECRET_KEYS:
personal.pop(key, None)
self.database.save_user_credentials(
int(row["user_id"]), self.vault.encrypt_json(personal)
)
return current
def _save_system_credentials(self, credentials: dict[str, Any]) -> None:
sanitized = {
key: value
for key, value in credentials.items()
if key not in MARKET_SOURCE_SECRET_KEYS
}
with self.system_lock:
self.database.save_system_setting("credentials", self.vault.encrypt_json(credentials))
self._system_credentials = dict(credentials)
if hasattr(self, "ifind"):
self.ifind.set_credentials(
str(credentials.get("ifind_refresh_token") or ""),
str(credentials.get("ifind_access_token") or ""),
)
self.database.save_system_setting("credentials", self.vault.encrypt_json(sanitized))
self._system_credentials = dict(sanitized)
@property
def configured(self) -> bool:
return bool(self.token)
return bool(self._datahub_status().get("configured"))
def _credentials(self) -> dict[str, str]:
credentials = getattr(self._request_context, "credentials", {})
@@ -99,7 +108,7 @@ class SystemServiceMixin:
@property
def token(self) -> str:
return str(self._system_credentials.get("tushare_token") or "")
return "datahub" if self.configured else ""
def system_status(self) -> dict[str, Any]:
platform = self._platform_llm_profile()
@@ -130,6 +139,7 @@ class SystemServiceMixin:
),
**self.database.status(),
"jobs": self.jobs.repository.recent(12),
"datahub": self._datahub_status(),
},
"llm": {
"primary_configured": self._profile_configured(platform["primary"]),
@@ -145,21 +155,24 @@ class SystemServiceMixin:
},
}
def _datahub_status(self) -> dict[str, Any]:
gateway = getattr(self, "data_gateway", None)
reporter = getattr(gateway, "datahub_status", None)
if callable(reporter):
return reporter()
return {
"configured": False,
"base_url": "",
"enabled_reads": 0,
"total_reads": 0,
"flags": [],
"routes": [],
"fallback_count": 0,
"fallback_labels": [],
}
def save_system_settings(self, payload: dict[str, Any]) -> dict[str, Any]:
current = dict(self._system_credentials)
token = str(payload.get("tushare_token") or current.get("tushare_token") or "").strip()
if token and not TOKEN_PATTERN.fullmatch(token):
raise ValueError("Tushare Token 格式不正确。")
ifind_refresh_token = str(
payload.get("ifind_refresh_token")
or current.get("ifind_refresh_token")
or ""
).strip()
if ifind_refresh_token and (
len(ifind_refresh_token) > 2048
or any(character.isspace() for character in ifind_refresh_token)
):
raise ValueError("iFinD Refresh Token 格式不正确。")
existing_models = {
str(item.get("id") or ""): item
for item in current.get("llm_models") or []
@@ -221,8 +234,6 @@ class SystemServiceMixin:
raise ValueError("会员每日额度应为 1 至 1000。") from exc
current.update(
{
"tushare_token": token,
"ifind_refresh_token": ifind_refresh_token,
"llm_models": models,
"primary_model_id": primary_model_id,
"fallback_model_id": fallback_model_id,
@@ -242,7 +253,7 @@ class SystemServiceMixin:
llm_access = self.llm_access_status()
return {
"configured": self.configured,
"mode": "tushare" if self.configured else "unavailable",
"mode": "datahub" if self.configured else "unavailable",
"llm_configured": self.llm_configured,
"llm_model": self.llm_primary_model if self.llm_configured else "",
"llm_fallback_configured": self.llm_fallback_configured,
+2
View File
@@ -20,6 +20,8 @@ services:
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
DATAHUB_DB_PATH: /app/data/datahub.db
DATAHUB_BACKUP_DIR: /app/data/backups
TZ: Asia/Shanghai
+20
View File
@@ -13,6 +13,26 @@ services:
- ./.env
environment:
APP_ENCRYPTION_KEY: "${APP_ENCRYPTION_KEY:?APP_ENCRYPTION_KEY must be set in .env}"
# Provider credentials are consumed only by xiaobai-datahub.
TUSHARE_TOKEN: ""
IFIND_REFRESH_TOKEN: ""
IFIND_ACCESS_TOKEN: ""
DATAHUB_BASE_URL: "${DATAHUB_BASE_URL:-http://192.168.200.11:8766}"
DATAHUB_READ_CALENDAR: "1"
DATAHUB_READ_STOCKS: "1"
DATAHUB_READ_DAILY: "1"
DATAHUB_READ_INDEX_DAILY: "1"
DATAHUB_READ_VALUATION: "1"
DATAHUB_READ_MONEYFLOW: "1"
DATAHUB_READ_AUCTION: "1"
DATAHUB_READ_LIMIT_EVENTS: "1"
DATAHUB_READ_POPULARITY: "1"
DATAHUB_READ_DRAGON_TIGER: "1"
DATAHUB_READ_SECTOR_DAILY: "1"
DATAHUB_READ_QUOTES: "1"
DATAHUB_READ_INDEX_QUOTES: "1"
DATAHUB_READ_INTRADAY: "1"
DATAHUB_READ_STATUS: "1"
TZ: Asia/Shanghai
PYTHONUTF8: "1"
volumes:
+6 -3
View File
@@ -12,9 +12,12 @@ These registries describe the approved product surface of the standalone applica
providers, model entry points, CSS layers, and remaining code hotspots.
- `data-fields.config.json`: canonical data products, provider eligibility, intended use, and
known blocked datasets.
- `datahub.config.json`: optional read-only client for `xiaobai-datahub`. Each dataset has its
own `read` / `shadow` flag, all default off. Environment variables `DATAHUB_READ_*` and
`DATAHUB_SHADOW_*` can override a single dataset without a master switch.
- `datahub.config.json`: official read-only client for `xiaobai-datahub`. Each dataset has its
own `read` / `shadow` flag; official reads default on. `compose.yaml` pins every
`DATAHUB_READ_*` to `"1"` so a leftover `.env` `=0` cannot silently keep official
pages on the old APIs. Environment variables can still override a single
`DATAHUB_SHADOW_*` without a master switch. The old website APIs stay as
emergency fallback only.
- `data-quality.config.json`: freshness, coverage, units, adjustment, point-in-time, and
fail-closed rules for every canonical data product.
- `jobs.config.json`: background schedules, dependencies, lock keys, retry policy, timeouts,
+77 -82
View File
@@ -207,27 +207,22 @@
{
"provider": "datahub",
"path": "backend/data/datahub/client.py",
"runtime_role": "optional official EOD read path behind per-dataset flags"
"runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"
},
{
"provider": "ifind",
"path": "backend/data/providers/ifind_client.py",
"runtime_role": "realtime, charts, snapshots, enrichment"
"path": "xiaobai-datahub/datahub/adapters/ifind.py",
"runtime_role": "licensed iFinD source inside the data hub"
},
{
"provider": "eastmoney",
"path": "backend/features/market/charts.py",
"runtime_role": "display chart fallback"
},
{
"provider": "eastmoney",
"path": "backend/data/realtime.py",
"runtime_role": "isolated realtime observation and intraday dashboard fallback"
"path": "xiaobai-datahub/datahub/adapters/eastmoney.py",
"runtime_role": "free realtime quotes and shenwan inside the data hub"
},
{
"provider": "tencent",
"path": "backend/data/realtime.py",
"runtime_role": "index observation and intraday quote fallback"
"path": "xiaobai-datahub/datahub/adapters/tencent.py",
"runtime_role": "free index and stock quotes inside the data hub"
}
],
"provider_domains": [
@@ -296,16 +291,16 @@
"owner": "backend/data/gateway.py"
},
{
"client": "IfindHttpClient",
"client": "HubIfindProxy",
"owner": "backend/data/gateway.py"
},
{
"client": "HubRealtimeProxy",
"owner": "backend/data/gateway.py"
},
{
"client": "MarketChartClient",
"owner": "backend/data/gateway.py"
},
{
"client": "WebRealtimeAggregator",
"owner": "backend/data/gateway.py"
}
],
"heaven_service_owners": {
@@ -468,8 +463,8 @@
},
{
"path": "frontend/pages/heaven/page.js",
"bytes": 97268,
"lines": 2070
"bytes": 97770,
"lines": 2079
},
{
"path": "frontend/shared/shell.css",
@@ -483,8 +478,13 @@
},
{
"path": "frontend/index.html",
"bytes": 48254,
"lines": 664
"bytes": 48403,
"lines": 665
},
{
"path": "backend/data/providers/tushare_industries.py",
"bytes": 37168,
"lines": 859
},
{
"path": "backend/features/screener/catalog.py",
@@ -496,6 +496,11 @@
"bytes": 35247,
"lines": 2416
},
{
"path": "backend/data/providers/tushare_dashboard.py",
"bytes": 33230,
"lines": 770
},
{
"path": "database.py",
"bytes": 32073,
@@ -506,16 +511,6 @@
"bytes": 31756,
"lines": 562
},
{
"path": "backend/data/providers/tushare_dashboard.py",
"bytes": 31361,
"lines": 732
},
{
"path": "backend/data/providers/tushare_industries.py",
"bytes": 26540,
"lines": 616
},
{
"path": "backend/features/heaven/manual.py",
"bytes": 24521,
@@ -533,13 +528,13 @@
},
{
"path": "frontend/pages/market/preview.js",
"bytes": 18178,
"lines": 446
"bytes": 18230,
"lines": 447
},
{
"path": "backend/features/heaven/trend.py",
"bytes": 16772,
"lines": 370
"bytes": 17005,
"lines": 373
},
{
"path": "backend/features/market/insights_auction_scoring.py",
@@ -548,8 +543,8 @@
},
{
"path": "frontend/pages/market/charts.js",
"bytes": 15311,
"lines": 387
"bytes": 15743,
"lines": 401
},
{
"path": "frontend/shared/dashboard.js",
@@ -561,20 +556,20 @@
"bytes": 14942,
"lines": 235
},
{
"path": "frontend/shared/admin.js",
"bytes": 14836,
"lines": 283
},
{
"path": "backend/features/screener/data_sync.py",
"bytes": 14743,
"lines": 342
},
{
"path": "frontend/shared/admin.js",
"bytes": 14410,
"lines": 268
},
{
"path": "backend/features/heaven/market_context.py",
"bytes": 13681,
"lines": 338
"bytes": 14409,
"lines": 354
},
{
"path": "frontend/shared/session.js",
@@ -588,8 +583,8 @@
},
{
"path": "backend/features/system/service.py",
"bytes": 12392,
"lines": 254
"bytes": 12180,
"lines": 265
},
{
"path": "backend/features/market/insights_auction.py",
@@ -613,9 +608,14 @@
},
{
"path": "frontend/pages/market/entity-detail.js",
"bytes": 9119,
"bytes": 9139,
"lines": 199
},
{
"path": "backend/data/providers/tushare_daily.py",
"bytes": 9076,
"lines": 232
},
{
"path": "backend/data/providers/tushare_dragon_tiger.py",
"bytes": 9059,
@@ -626,31 +626,21 @@
"bytes": 8562,
"lines": 238
},
{
"path": "backend/data/providers/tushare_indices.py",
"bytes": 8447,
"lines": 189
},
{
"path": "frontend/pages/mentor/page.html",
"bytes": 8357,
"lines": 116
},
{
"path": "backend/data/providers/tushare_indices.py",
"bytes": 7823,
"lines": 173
},
{
"path": "backend/features/screener/formula.py",
"bytes": 6983,
"lines": 146
},
{
"path": "backend/data/providers/tushare_daily.py",
"bytes": 6949,
"lines": 168
},
{
"path": "backend/application.py",
"bytes": 6751,
"lines": 178
},
{
"path": "backend/features/market/insights_popularity.py",
"bytes": 6739,
@@ -667,8 +657,13 @@
"lines": 81
},
{
"path": "backend/data/providers/tushare_stocks.py",
"bytes": 6244,
"path": "backend/application.py",
"bytes": 6399,
"lines": 161
},
{
"path": "frontend/pages/market/stock-detail.js",
"bytes": 6325,
"lines": 137
},
{
@@ -687,9 +682,9 @@
"lines": 85
},
{
"path": "frontend/pages/market/stock-detail.js",
"bytes": 5690,
"lines": 124
"path": "backend/data/providers/tushare_stocks.py",
"bytes": 5592,
"lines": 123
},
{
"path": "frontend/pages.config.js",
@@ -721,6 +716,11 @@
"bytes": 4712,
"lines": 106
},
{
"path": "backend/data/providers/tushare_helpers.py",
"bytes": 4406,
"lines": 124
},
{
"path": "backend/features/market/routes.py",
"bytes": 4276,
@@ -786,11 +786,6 @@
"bytes": 2514,
"lines": 63
},
{
"path": "backend/data/providers/tushare_helpers.py",
"bytes": 2360,
"lines": 75
},
{
"path": "backend/jobs/service.py",
"bytes": 2337,
@@ -801,16 +796,16 @@
"bytes": 2299,
"lines": 57
},
{
"path": "backend/data/providers/tushare_client.py",
"bytes": 2263,
"lines": 70
},
{
"path": "backend/features/screener/regime.py",
"bytes": 2202,
"lines": 53
},
{
"path": "backend/data/providers/tushare_client.py",
"bytes": 2166,
"lines": 68
},
{
"path": "frontend/pages/popularity/page.html",
"bytes": 2165,
@@ -846,6 +841,11 @@
"bytes": 1642,
"lines": 53
},
{
"path": "backend/data/providers/tushare_transport.py",
"bytes": 1592,
"lines": 50
},
{
"path": "backend/features/market/insights.py",
"bytes": 1580,
@@ -856,11 +856,6 @@
"bytes": 1535,
"lines": 39
},
{
"path": "backend/data/providers/tushare_transport.py",
"bytes": 1455,
"lines": 48
},
{
"path": "backend/features/themes/routes.py",
"bytes": 1337,
+15 -15
View File
@@ -6,20 +6,20 @@
"page_limit": 5000,
"stale_seconds_max": 86400,
"datasets": {
"calendar": { "read": false, "shadow": false },
"stocks": { "read": false, "shadow": false },
"daily": { "read": false, "shadow": false },
"index_daily": { "read": false, "shadow": false },
"valuation": { "read": false, "shadow": false },
"moneyflow": { "read": false, "shadow": false },
"auction": { "read": false, "shadow": false },
"limit_events": { "read": false, "shadow": false },
"popularity": { "read": false, "shadow": false },
"dragon_tiger": { "read": false, "shadow": false },
"sector_daily": { "read": false, "shadow": false },
"quotes": { "read": false, "shadow": false },
"index_quotes": { "read": false, "shadow": false },
"intraday": { "read": false, "shadow": false },
"status": { "read": false, "shadow": false }
"calendar": { "read": true, "shadow": false },
"stocks": { "read": true, "shadow": false },
"daily": { "read": true, "shadow": false },
"index_daily": { "read": true, "shadow": false },
"valuation": { "read": true, "shadow": false },
"moneyflow": { "read": true, "shadow": false },
"auction": { "read": true, "shadow": false },
"limit_events": { "read": true, "shadow": false },
"popularity": { "read": true, "shadow": false },
"dragon_tiger": { "read": true, "shadow": false },
"sector_daily": { "read": true, "shadow": false },
"quotes": { "read": true, "shadow": false },
"index_quotes": { "read": true, "shadow": false },
"intraday": { "read": true, "shadow": false },
"status": { "read": true, "shadow": false }
}
}
@@ -320,6 +320,11 @@ PC端统一采用以下固定骨架:
### 6.1 数据源职责
运行边界:下表中的职责全部由独立的 `xiaobai-datahub` 数据中枢执行。主网站只按固定业务
协议请求“行情、日K、分时、申万、竞价”等数据,不接触任何提供方参数或凭据,也不决定优先级、
重试、降级和回填。数据中枢是主网站唯一的行情出口;中枢暂时取不到新数据时,网站只能读取
已经归档的真实快照,不能绕回旧提供方直连接口。
| 数据源 | 可用于正式计算 | 主要职责 |
|---|:---:|---|
| Tushare | 是 | 交易日历、股票主表、日线、估值、财务、资金流、申万行业、涨跌停、9:25竞价、热榜、龙虎榜 |
+4 -3
View File
@@ -607,12 +607,13 @@
<div class="admin-panel" data-admin-panel="market">
<form id="systemMarketForm" class="settings-section">
<div class="settings-section-heading"><h3>公共行情</h3><span id="systemDataStatus">待检查</span></div>
<label class="form-field"><span>Tushare Token</span><input id="systemTokenInput" type="password" autocomplete="off" minlength="20" placeholder="留空保留现有 Token"></label>
<label class="form-field"><span>iFinD Refresh Token</span><input id="systemIfindTokenInput" type="password" autocomplete="off" maxlength="2048" placeholder="留空保留现有 Token"></label>
<label class="form-field"><span>行情来源凭据</span><input id="systemTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
<label class="form-field"><span>实时来源凭据</span><input id="systemIfindTokenInput" type="text" value="请在数据中枢后台统一管理" disabled></label>
<label class="switch-control"><input id="systemBackgroundRefresh" type="checkbox"><span>启用交易时段后台刷新</span></label>
<p class="form-hint">所有用户读取同一份后台快照,页面不会随后台任务自动重绘。</p>
<div id="datahubRouteStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="database"></i><span>数据中枢线路待检查</span></div>
<div id="adminRefreshStatus" class="admin-refresh-status" data-tone="idle" role="status" aria-live="polite"><i data-lucide="circle-dot"></i><span>尚未手动刷新</span></div>
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存行情配</button></div>
<div class="dialog-actions admin-inline-actions"><button id="adminRefreshButton" class="button" type="button"><i data-lucide="refresh-cw"></i>立即后台刷新</button><button class="button primary" type="submit">保存刷新设</button></div>
</form>
<section class="settings-section">
<div class="settings-section-heading"><h3>历史数据回补</h3><span>管理员任务</span></div>
+20 -14
View File
@@ -3402,9 +3402,9 @@
const payload = detail && detail.payload ? detail.payload : {};
const meta = payload.meta || {};
if (tab === "daily") {
const bars = (payload.prices || []).slice(-48);
const bars = (payload.prices || []).slice(-45);
const last = bars.length ? bars[bars.length - 1].trade_date : "";
return "日线 · 近48根 · 至 " + (displayCompactDate(last) || "--");
return "日线 · 近45根 · 至 " + (displayCompactDate(last) || "--");
}
const d = displayCompactDate(meta.intraday_trade_date) || displayCompactDate(meta.trade_date);
return "分时 · " + (d || "--");
@@ -3702,7 +3702,7 @@
const W = 360, H = 240, padL = 8, padR = 52, padT = 10, padB = 22;
const pw = W - padL - padR;
const ph = H - padT - padB;
const prices = (payload.prices || []).slice(-48);
const prices = (payload.prices || []).slice(-45);
if (prices.length < 2) return emptyChart("日线数据暂不可用");
@@ -5219,6 +5219,15 @@
return '<span class="m-sys-dot' + (ok ? " m-sys-dot--ok" : "") + '"></span>';
}
function datahubStatusText(hub) {
const enabled = number(hub.enabled_reads);
const total = number(hub.total_reads) || enabled;
const fallbacks = hub.fallback_labels || [];
if (fallbacks.length) return " 备用 " + fallbacks.join("、");
if (hub.configured) return " 主线路 " + enabled + "/" + total;
return " 未配置";
}
function renderSystemAdmin(key) {
if (key === "system/members") {
renderSystemMembers();
@@ -5233,15 +5242,16 @@
'<div class="m-sys-body" data-system-admin-panel="market">' +
'<div class="m-card m-sys-section"><strong>数据源状态</strong>' +
'<div class="m-sys-status-list">' +
'<div class="m-sys-status-item"><span>Tushare</span><span>' + statusDot(data.configured) + (data.configured ? " 已配置" : " 未配置") + "</span></div>" +
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(data.configured) + (data.configured ? " 已连接" : " 未连接") + "</span></div>" +
'<div class="m-sys-status-item"><span>iFinD</span><span>' + statusDot(ifind.configured) + (ifind.configured ? " 已配置" : " 未配置") + "</span></div>" +
'<div class="m-sys-status-item"><span>行情快照</span><strong>' + number(data.snapshot_dates) + " 个交易日</strong></div>" +
'<div class="m-sys-status-item"><span>后台刷新</span><span>' + statusDot(data.background_refresh_enabled) + (data.background_refresh_enabled ? " 已启用" : " 已暂停") + "</span></div>" +
'<div class="m-sys-status-item"><span>数据中枢</span><span>' + statusDot(Boolean((data.datahub || {}).configured) && !((data.datahub || {}).fallback_count)) + datahubStatusText(data.datahub || {}) + "</span></div>" +
"</div></div>" +
'<div class="m-card m-sys-section"><strong>数据源密钥</strong>' +
formFieldHtml("Tushare Token", '<input id="m-sys-token" type="password" autocomplete="off" minlength="20" placeholder="留空则保留现有 Token">', false) +
formFieldHtml("iFinD Refresh Token", '<input id="m-sys-ifind" type="password" autocomplete="off" maxlength="2048" placeholder="留空则保留现有 Token">', false) +
'<button class="m-btn-primary" type="button" data-system-save-market>保存密钥</button></div>' +
formFieldHtml("行情来源凭据", '<input id="m-sys-token" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
formFieldHtml("实时来源凭据", '<input id="m-sys-ifind" type="text" value="请在数据中枢后台统一管理" disabled>', false) +
'<button class="m-btn-primary" type="button" data-system-save-market>刷新状态</button></div>' +
'<div class="m-card m-sys-section"><strong>后台刷新</strong>' +
'<div class="m-sys-switch-row"><div><strong>交易时段自动刷新</strong><p class="m-sys-hint">开启后后台定时更新快照</p></div>' +
'<button class="m-theme-switch" type="button" data-system-toggle-refresh role="switch" aria-checked="' + (data.background_refresh_enabled ? "true" : "false") + '" aria-label="交易时段自动刷新"><span class="m-theme-switch-thumb"></span></button></div>' +
@@ -5540,14 +5550,10 @@
function saveSystemMarket() {
const button = document.querySelector("[data-system-save-market]");
if (button) button.disabled = true;
global.MobileAPI.request("/api/admin/settings", "POST", {
tushare_token: ((document.getElementById("m-sys-token") || {}).value || "").trim(),
ifind_refresh_token: ((document.getElementById("m-sys-ifind") || {}).value || "").trim(),
}).then(function () {
showToast("行情密钥已保存");
loadSystem();
loadSystem().then(function () {
showToast("数据中枢状态已刷新");
}).catch(function (error) {
showToast(error && error.message ? error.message : "系统配置保存失败");
showToast(error && error.message ? error.message : "数据中枢状态读取失败");
}).then(function () {
if (button) button.disabled = false;
});
+4 -4
View File
@@ -68,10 +68,10 @@
"/pages/sentiment/page.js?v=20260729-1",
"/pages/pools/page.js?v=20260820-1",
"/pages/market/breadth.js?v=20260803-1",
"/pages/market/charts.js?v=20260803-1",
"/pages/market/entity-detail.js?v=20260803-1",
"/pages/market/stock-detail.js?v=20260803-1",
"/pages/market/preview.js?v=20260806-1",
"/pages/market/charts.js?v=20260908-1",
"/pages/market/entity-detail.js?v=20260908-1",
"/pages/market/stock-detail.js?v=20260908-1",
"/pages/market/preview.js?v=20260908-1",
"/pages/market/search.js?v=20260803-1",
"/pages/market/bindings.js?v=20260803-1",
"/pages/ladder/page.js?v=20260820-1",
+13 -4
View File
@@ -113,9 +113,12 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
document.querySelector("#resetHeavenCalibrationButton"),
].filter(Boolean);
cancelHeavenPerformance();
heavenView?.classList.add("heaven-data-loading");
const blocking = !state.heavenSetup;
if (blocking) heavenView?.classList.add("heaven-data-loading");
if (loadButton) loadButton.disabled = true;
calibrationButtons.forEach((button) => { button.disabled = true; });
const controller = new AbortController();
const timeoutId = window.setTimeout(() => controller.abort(), 25_000);
try {
if (state.heavenSetup?.requestedKey && state.heavenSetup.requestedKey !== requestedKey) {
state.personalField = null;
@@ -126,7 +129,7 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
if (sector) query.set("sector", sector);
if (stockCode) query.set("stock_code", stockCode);
if (manualData) query.set("manual_data", JSON.stringify(manualData));
const payload = await apiRequest(`/api/heaven/setup?${query}`);
const payload = await apiRequest(`/api/heaven/setup?${query}`, "GET", null, { signal: controller.signal });
if (
requestSequence !== state.heavenRequestSequence
|| calendarDate !== document.querySelector("#qiObservationDate")?.value
@@ -152,9 +155,15 @@ async function loadHeavenSetup(force = false, sector = "", stockCode = "") {
if (payload.chart.selection_notice) showHeavenNotice(payload.chart.selection_notice);
} catch (error) {
if (requestSequence !== state.heavenRequestSequence) return;
showHeavenNotice(error.message || "问天数据加载失败");
showToast(error.message || "问天数据加载失败");
const aborted = error?.payload?.aborted || /abort|超时|cancel/i.test(String(error?.message || ""));
const message = aborted
? "问天数据仍在准备,页面可继续输入和操作"
: (error.message || "问天数据加载失败");
showHeavenNotice(message);
if (!aborted) showToast(message);
if (!state.heavenSetup) renderHeavenWorkspace();
} finally {
window.clearTimeout(timeoutId);
if (requestSequence === state.heavenRequestSequence) {
heavenView?.classList.remove("heaven-data-loading");
if (loadButton) loadButton.disabled = false;
+23 -9
View File
@@ -1,3 +1,16 @@
const DAILY_CHART_BARS = 45;
function visibleDailyPrices(prices) {
return (prices || []).slice(-DAILY_CHART_BARS);
}
function dailyChartSourceLabel(prices, notice) {
const count = visibleDailyPrices(prices).length;
const base = `日 K 行情 · ${count} 个交易日`;
const text = String(notice || "").trim();
return text ? `${base} · ${text}` : base;
}
function currentChartPalette() {
const style = getComputedStyle(document.documentElement);
const color = (token, fallback) => style.getPropertyValue(token).trim() || fallback;
@@ -56,7 +69,8 @@ function drawCandlestick(context, x, item, priceY, candleWidth, palette = curren
function drawPriceChart(prices) {
const canvas = elements.priceChart;
if (!prices?.length) {
const visible = visibleDailyPrices(prices);
if (!visible.length) {
clearPriceChart("暂无日 K 数据");
return;
}
@@ -81,15 +95,15 @@ function drawPriceChart(prices) {
const gap = 12;
const priceBottom = height - bottom - volumeHeight - gap;
const plotWidth = width - left - right;
const highs = prices.map((item) => number(item.high));
const lows = prices.map((item) => number(item.low));
const highs = visible.map((item) => number(item.high));
const lows = visible.map((item) => number(item.low));
const maximum = Math.max(...highs);
const minimum = Math.min(...lows);
const range = Math.max(maximum - minimum, maximum * 0.01, 0.01);
const volumes = prices.map((item) => number(item.volume));
const volumes = visible.map((item) => number(item.volume));
const maxVolume = Math.max(...volumes, 1);
const priceY = (value) => top + (maximum - value) / range * (priceBottom - top);
const step = plotWidth / prices.length;
const step = plotWidth / visible.length;
const candleWidth = clamp(step * 0.62, 2, 8);
context.strokeStyle = palette.grid;
@@ -105,7 +119,7 @@ function drawPriceChart(prices) {
context.fillText((maximum - range * line / 4).toFixed(2), left - 5, y + 4);
}
prices.forEach((item, index) => {
visible.forEach((item, index) => {
const x = left + step * index + step / 2;
const color = drawCandlestick(context, x, item, priceY, candleWidth, palette);
const volumeBarHeight = number(item.volume) / maxVolume * volumeHeight;
@@ -117,10 +131,10 @@ function drawPriceChart(prices) {
context.textAlign = "center";
context.fillStyle = palette.axis;
const labelIndexes = [0, Math.floor((prices.length - 1) / 2), prices.length - 1];
const labelIndexes = [0, Math.floor((visible.length - 1) / 2), visible.length - 1];
labelIndexes.forEach((index) => {
const x = left + step * index + step / 2;
context.fillText(String(prices[index].trade_date).slice(5), x, height - 5);
context.fillText(String(visible[index].trade_date).slice(5), x, height - 5);
});
}
@@ -301,7 +315,7 @@ function drawIntradayPreviewChart(points, dailyPrices, referenceClose = 0) {
function drawDailyPreviewChart(prices) {
const { context, width, height, palette } = prepareStockPreviewCanvas();
const visible = prices.slice(-45);
const visible = visibleDailyPrices(prices);
const visibleStart = prices.length - visible.length;
const left = 45;
const right = 10;
+2 -2
View File
@@ -113,13 +113,13 @@ function renderEntityDetailMetrics(metrics) {
}
function drawEntityDetailChart(series, canvas = elements.entityDetailChart) {
const candles = (series || []).filter((item) => number(item.close) > 0).map((item) => {
const candles = visibleDailyPrices((series || []).filter((item) => number(item.close) > 0).map((item) => {
const close = number(item.close);
const open = number(item.open) || close;
const high = Math.max(number(item.high) || close, open, close);
const low = Math.min(number(item.low) || close, open, close);
return { ...item, open, high, low, close };
});
}));
if (!candles.length) {
clearEntityDetailChart("暂无日 K 数据", canvas);
return;
+2 -1
View File
@@ -367,7 +367,8 @@ function selectStockPreviewChart(chart) {
}
} else if ((payload.prices || []).length) {
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
setText("stockPreviewSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
const notice = String(payload.meta?.notice || "").trim();
setText("stockPreviewSource", dailyChartSourceLabel(payload.prices, notice));
drawDailyPreviewChart(payload.prices);
} else {
setText("stockPreviewDate", payload.meta?.trade_date || "最新行情");
+25 -12
View File
@@ -20,17 +20,9 @@ async function openStock(code, fallback = null) {
setText("detailStreak", row.status === "涨停" ? streakLabel(row.streak) : row.status || "--");
setText("detailReason", row.reason || "--");
setText("detailSector", row.sector || "其他");
setText("detailFirst", row.first_time || "--");
setText("detailLast", row.last_time || "--");
setText("detailOpen", `${number(row.open_times)}`);
setText("detailTurnover", `${formatNumber(row.turnover_rate, 2)}%`);
setText("detailAmount", `${formatNumber(row.amount_billion, 2)} 亿`);
setText("detailSeal", `${formatNumber(row.seal_amount_million, 0)}`);
setStockBoardFields(row);
setText("chartSource", "正在加载行情");
setText("flowNet", "--");
setText("flowLarge", "--");
setText("flowMedium", "--");
setText("flowSmall", "--");
renderMoneyflow({});
document.querySelector("#reasonInput").value = row.reason || "";
document.querySelector("#stockNoteContent").value = "";
document.querySelector("#stockNotePlan").value = "";
@@ -48,11 +40,13 @@ async function openStock(code, fallback = null) {
setText("detailName", stock.name || row.name);
setText("detailPrice", formatNumber(stock.price || row.price, 2));
setText("detailChange", `${signed(stock.change ?? row.change)}%`);
setStockBoardFields({ ...row, ...stock });
renderMoneyflow(payload.moneyflow || {});
renderStockNotes(payload.notes || []);
updateWatchButton();
if (state.stockDetailChartMode === "daily") {
setText("chartSource", `日 K 行情 · ${payload.prices.length} 个交易日`);
const notice = String(payload.meta?.notice || "").trim();
setText("chartSource", dailyChartSourceLabel(payload.prices, notice));
requestAnimationFrame(() => drawPriceChart(payload.prices || []));
}
} catch (error) {
@@ -69,7 +63,11 @@ async function selectStockDetailChart(mode) {
syncDetailChartButtons("stock", selected);
if (selected === "daily") {
const prices = state.stockDetail?.prices || [];
setText("chartSource", prices.length ? `日 K 行情 · ${prices.length} 个交易日` : "正在加载行情");
const notice = String(state.stockDetail?.meta?.notice || "").trim();
setText(
"chartSource",
prices.length ? dailyChartSourceLabel(prices, notice) : "正在加载行情",
);
if (prices.length) requestAnimationFrame(() => drawPriceChart(prices));
else clearPriceChart("正在加载日 K 数据");
return;
@@ -111,6 +109,21 @@ function renderStockDetailIntraday(payload) {
});
}
function setStockBoardFields(row) {
const firstTime = String(row.first_time || "").trim();
const lastTime = String(row.last_time || "").trim();
setText("detailFirst", firstTime && firstTime !== "--" ? firstTime : "--");
setText("detailLast", lastTime && lastTime !== "--" ? lastTime : "--");
setText("detailOpen", row.open_times === null || row.open_times === undefined || row.open_times === "" ? "--" : `${number(row.open_times)}`);
setText("detailTurnover", presentMetric(row.turnover_rate) ? `${formatNumber(row.turnover_rate, 2)}%` : "--");
setText("detailAmount", presentMetric(row.amount_billion) ? `${formatNumber(row.amount_billion, 2)} 亿` : "--");
setText("detailSeal", presentMetric(row.seal_amount_million) ? `${formatNumber(row.seal_amount_million, 0)}` : "--");
}
function presentMetric(value) {
return meaningfulNumber(value) && Number(value) !== 0;
}
function openActiveStockInHeaven() {
const code = state.activeStock?.code;
if (!/^\d{6}$/.test(String(code || ""))) return;
+11 -1
View File
@@ -408,8 +408,18 @@ async function saveReasonOverride(event) {
}
function renderMoneyflow(flow) {
for (const [id, value] of [["flowNet", flow.net_million], ["flowLarge", flow.large_million], ["flowMedium", flow.medium_million], ["flowSmall", flow.small_million]]) {
const payload = flow || {};
const available = payload.available !== false && [
payload.net_million, payload.large_million, payload.medium_million, payload.small_million,
].some((value) => value !== null && value !== undefined && value !== "");
for (const [id, value] of [["flowNet", payload.net_million], ["flowLarge", payload.large_million], ["flowMedium", payload.medium_million], ["flowSmall", payload.small_million]]) {
const element = document.getElementById(id);
if (!element) continue;
if (!available || value === null || value === undefined || value === "") {
element.textContent = "--";
element.className = "";
continue;
}
element.textContent = formatMoneyMillion(value);
element.className = changeClass(value);
}
+23 -8
View File
@@ -41,11 +41,10 @@ async function openAdminSettings(refreshOnly = false) {
const ifind = data.ifind || {};
const llm = payload.llm || {};
const membership = payload.membership || {};
status.textContent = `Tushare ${data.configured ? "已配置" : "未配置"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
status.textContent = `数据中枢 ${data.configured ? "已连接" : "未连接"} · iFinD ${ifind.configured ? "已配置" : "未配置"} · ${number(data.snapshot_dates)} 个交易日`;
status.classList.toggle("connected", Boolean(data.configured));
setText("systemDataStatus", data.background_refresh_enabled ? "后台刷新已启用" : "后台刷新已暂停");
document.querySelector("#systemTokenInput").value = "";
document.querySelector("#systemIfindTokenInput").value = "";
renderDatahubRouteStatus(data.datahub || {});
document.querySelector("#systemBackgroundRefresh").checked = Boolean(data.background_refresh_enabled);
document.querySelector("#memberDailyLimit").value = number(membership.member_daily_limit) || 50;
renderModelPool(llm.models || [], llm.primary_model_id || "", llm.fallback_model_id || "");
@@ -55,6 +54,26 @@ async function openAdminSettings(refreshOnly = false) {
}
}
function renderDatahubRouteStatus(hub) {
const box = document.querySelector("#datahubRouteStatus");
if (!box) return;
const label = box.querySelector("span");
const enabled = number(hub.enabled_reads);
const total = number(hub.total_reads) || enabled;
const fallbacks = hub.fallback_labels || [];
if (fallbacks.length) {
box.dataset.tone = "warning";
if (label) label.textContent = `数据中枢主线路 ${enabled}/${total} · 备用 ${fallbacks.length} 类:${fallbacks.join("、")}`;
return;
}
box.dataset.tone = hub.configured ? "success" : "idle";
if (label) {
label.textContent = hub.configured
? `数据中枢主线路 ${enabled}/${total},当前无备用`
: "数据中枢未配置,网站只保留已有真实快照";
}
}
function selectAdminPanel(panel) {
const selected = ["market", "models", "members"].includes(panel) ? panel : "market";
document.querySelector("#adminSectionSelect").value = selected;
@@ -184,13 +203,9 @@ async function saveMarketSettings(event) {
button.disabled = true;
try {
await apiRequest("/api/admin/settings", "POST", {
tushare_token: document.querySelector("#systemTokenInput").value.trim(),
ifind_refresh_token: document.querySelector("#systemIfindTokenInput").value.trim(),
background_refresh_enabled: document.querySelector("#systemBackgroundRefresh").checked,
});
document.querySelector("#systemTokenInput").value = "";
document.querySelector("#systemIfindTokenInput").value = "";
showToast("行情配置已保存");
showToast("行情刷新设置已保存");
await openAdminSettings(true);
} catch (error) {
showToast(error.message || "系统配置保存失败");
+3
View File
@@ -62,6 +62,9 @@
try {
response = await fetch(url, requestOptions(method, body, options.signal));
} catch (error) {
if (error?.name === "AbortError") {
throw new ApiError("请求已取消或超时", 0, { aborted: true });
}
throw new ApiError(readableRequestError(error), 0, null);
}
const payload = await parseJson(response);
+6 -5
View File
@@ -10,7 +10,7 @@ from database import ReviewDatabase
class BootstrapContainerTests(unittest.TestCase):
def test_environment_credentials_preserve_legacy_model_fallbacks(self) -> None:
def test_environment_credentials_exclude_provider_secrets_and_preserve_llm_fallbacks(self) -> None:
result = environment_credentials(
{
"TUSHARE_TOKEN": " tushare ",
@@ -20,8 +20,8 @@ class BootstrapContainerTests(unittest.TestCase):
"LLM_MODEL": "legacy-model",
}
)
self.assertEqual(result["tushare_token"], "tushare")
self.assertEqual(result["ifind_refresh_token"], "refresh")
self.assertNotIn("tushare_token", result)
self.assertNotIn("ifind_refresh_token", result)
self.assertEqual(result["platform_llm_primary_api_key"], "legacy-key")
self.assertEqual(result["platform_llm_primary_base_url"], "https://legacy.example/v1")
self.assertEqual(result["platform_llm_primary_model"], "legacy-model")
@@ -45,8 +45,9 @@ class BootstrapContainerTests(unittest.TestCase):
self.assertIs(container.strategy_tracking.repository.database, database)
self.assertIs(container.alert_service.repository.database, database)
self.assertIs(container.trade_journal.repository.database, database)
self.assertIs(container.chart_data.ifind, container.ifind)
self.assertTrue(container.ifind.configured)
self.assertIs(container.ifind, container.data_gateway.ifind)
self.assertIs(container.chart_data.datahub, container.data_gateway.datahub)
self.assertIsNone(container.chart_data.ifind)
if __name__ == "__main__":
+37 -9
View File
@@ -2,7 +2,6 @@ from __future__ import annotations
import unittest
from backend.data.providers.ifind_client import IfindHttpClient
from backend.features.market.charts import ChartDataError, EastmoneyChartClient, HIS_TRENDS_URL, MarketChartClient, TRENDS_URL
from server import DashboardService
@@ -155,10 +154,12 @@ class ChartLookbackTests(unittest.TestCase):
class FakeHub:
def __init__(self, chart=None, error=None):
def __init__(self, chart=None, error=None, daily=None):
self.chart = chart
self.error = error
self.daily = daily
self.calls: list[str] = []
self.legacy: list[str] = []
def try_intraday(self, code):
self.calls.append(code)
@@ -166,6 +167,15 @@ class FakeHub:
raise self.error
return self.chart
def try_daily_chart(self, code, end_date, limit=90, dataset="daily"):
self.calls.append(f"{dataset}:{code}")
if self.error:
raise self.error
return self.daily
def record_legacy(self, dataset, source="", error=""):
self.legacy.append(dataset)
class DatahubChartFallbackTests(unittest.TestCase):
def setUp(self) -> None:
@@ -185,13 +195,13 @@ class DatahubChartFallbackTests(unittest.TestCase):
}
)
fallback = LookbackChartClient()
client = MarketChartClient(IfindHttpClient(), fallback, hub)
client = MarketChartClient(hub)
payload = client.stock_intraday("601318")
self.assertEqual(payload["source"], "datahub")
self.assertEqual(hub.calls, ["601318"])
self.assertEqual(fallback.requests, [])
def test_datahub_timeout_or_empty_falls_back_to_eastmoney(self):
def test_datahub_timeout_or_empty_does_not_use_old_channel(self):
fallback = LookbackChartClient()
for hub in (
FakeHub(chart=None),
@@ -201,11 +211,29 @@ class DatahubChartFallbackTests(unittest.TestCase):
):
EastmoneyChartClient._cache.clear()
fallback.requests.clear()
client = MarketChartClient(IfindHttpClient(), fallback, hub)
payload = client.stock_intraday("000001")
self.assertEqual(payload["trade_date"], "2026-09-07")
self.assertGreaterEqual(len(payload["points"]), 1)
self.assertTrue(fallback.requests)
client = MarketChartClient(hub)
with self.assertRaises(ChartDataError):
client.stock_intraday("000001")
self.assertEqual(fallback.requests, [])
def test_datahub_daily_skips_ifind(self):
hub = FakeHub(
daily=[
{
"trade_date": "2026-09-07",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 1000,
"amount_billion": 0.02,
}
]
)
client = MarketChartClient(hub)
rows = client.stock_daily("600000", "20260907")
self.assertEqual(rows[-1]["trade_date"], "2026-09-07")
self.assertIn("daily:600000", hub.calls)
class ChartServiceStub:
+38 -15
View File
@@ -12,6 +12,7 @@ from backend.data import (
QualityEvidence,
build_data_gateway,
)
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
from backend.data.quality import market_timezone
@@ -35,16 +36,30 @@ class DataGatewayTests(unittest.TestCase):
with self.assertRaises(DataPolicyError):
policy.assert_allowed("market.level2", "unresolved", "display")
def test_gateway_uses_live_token_supplier_and_shared_ifind(self) -> None:
token = {"value": "first"}
gateway = build_data_gateway(
{"ifind_refresh_token": "refresh", "ifind_access_token": "access"},
lambda: token["value"],
def test_gateway_uses_hub_facade_and_proxies(self) -> None:
settings = DatahubSettings(
base_url="http://127.0.0.1:8766",
token="hub-token",
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
)
self.assertEqual(gateway.tushare().token, "first")
token["value"] = "second"
self.assertEqual(gateway.tushare().token, "second")
self.assertIs(gateway.chart_data.ifind, gateway.ifind)
gateway = build_data_gateway(
{},
datahub_settings=settings,
)
client = gateway.tushare()
self.assertEqual(client.token, "datahub")
self.assertIsNone(client.realtime_aggregator)
self.assertFalse(hasattr(client, "_legacy"))
self.assertIs(gateway.ifind, gateway.ifind_provider.client)
self.assertIs(gateway.chart_data.datahub, gateway.datahub)
self.assertIsNone(gateway.chart_data.ifind)
from backend.data.datahub.bridge import DatahubAwareTushareClient
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
self.assertIsInstance(client, DatahubAwareTushareClient)
self.assertIsInstance(gateway.ifind, HubIfindProxy)
self.assertIsInstance(gateway.realtime_observer, HubRealtimeProxy)
def test_server_has_no_direct_runtime_tushare_construction(self) -> None:
source = (
@@ -54,24 +69,29 @@ class DataGatewayTests(unittest.TestCase):
/ "market"
/ "service.py"
).read_text(encoding="utf-8")
self.assertEqual(source.count("TushareClient(self.token)"), 1)
self.assertNotIn("TushareClient(self.token)", source)
self.assertIn("return gateway.tushare()", source)
def test_provider_construction_has_unique_declared_owners(self) -> None:
root = Path(__file__).resolve().parents[1]
owners = {
"EastmoneyChartClient": {"backend/data/gateway.py"},
"IfindHttpClient": {"backend/data/gateway.py"},
"IfindProvider": {"backend/data/gateway.py"},
"MarketChartClient": {"backend/data/gateway.py"},
"TushareClient": {"backend/features/market/service.py"},
"TushareProvider": {"backend/data/gateway.py"},
"WebRealtimeAggregator": {"backend/data/gateway.py"},
"TushareClient": set(),
"DatahubClient": {"backend/data/gateway.py"},
"DatahubAwareTushareClient": {"backend/data/gateway.py"},
"DatahubBridge": {"backend/data/gateway.py"},
"HubIfindProxy": {"backend/data/gateway.py"},
"HubRealtimeProxy": {"backend/data/gateway.py"},
}
found = {name: set() for name in owners}
forbidden = {
"IfindHttpClient": set(),
"EastmoneyChartClient": set(),
"WebRealtimeAggregator": set(),
"TushareProvider": set(),
}
found_forbidden = {name: set() for name in forbidden}
for path in (root / "backend").rglob("*.py"):
relative = path.relative_to(root).as_posix()
tree = ast.parse(path.read_text(encoding="utf-8"), filename=str(path))
@@ -81,7 +101,10 @@ class DataGatewayTests(unittest.TestCase):
name = getattr(node.func, "id", None) or getattr(node.func, "attr", None)
if name in found:
found[name].add(relative)
if name in found_forbidden:
found_forbidden[name].add(relative)
self.assertEqual(found, owners)
self.assertEqual(found_forbidden, forbidden)
provider_source = (root / "backend/data/providers/tushare.py").read_text(
encoding="utf-8"
)
+238 -61
View File
@@ -12,6 +12,8 @@ from backend.data.datahub.client import DatahubClient, DatahubResponse
from backend.data.datahub.compare import compare_rows
from backend.data.datahub.errors import DatahubError
from backend.data.datahub.native import to_canonical_row, to_native_row
from backend.data.datahub.route_state import LEDGER
from backend.data.providers.tushare_transport import TushareError
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
ROOT = Path(__file__).resolve().parents[1]
@@ -67,9 +69,16 @@ class FakeClient(DatahubClient):
self.calls: list[tuple[str, dict[str, Any]]] = []
def get(self, path: str, params: dict[str, Any] | None = None) -> DatahubResponse:
return self._record(path, params)
def post(self, path: str, body: dict[str, Any] | None = None) -> DatahubResponse:
return self._record(path, body)
def _record(self, path: str, payload: dict[str, Any] | None) -> DatahubResponse:
self.paths.append(path)
self.calls.append((path, {key: value for key, value in (params or {}).items()}))
if TOKEN in json.dumps(params or {}) or TOKEN in path:
self.calls.append((path, {key: value for key, value in (payload or {}).items()}))
packed = json.dumps(payload or {})
if TOKEN in packed or TOKEN in path:
raise AssertionError("token leaked into url")
if self.error:
raise self.error
@@ -84,17 +93,21 @@ def flags(**enabled: tuple[bool, bool]) -> DatahubSettings:
class DatahubBridgeTests(unittest.TestCase):
def test_default_config_keeps_legacy_and_does_not_call_datahub(self) -> None:
def setUp(self) -> None:
LEDGER.clear()
def test_default_config_enables_official_reads(self) -> None:
settings = DatahubSettings.load(environ={}, credentials={})
self.assertFalse(settings.any_enabled())
self.assertTrue(all(not settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
client = FakeClient(error=DatahubError("INTERNAL", "should not be called"))
self.assertTrue(settings.any_enabled())
self.assertTrue(all(settings.flags(name).read and not settings.flags(name).shadow for name in DATASETS))
client = FakeClient()
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, client))
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,vol,amount")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(client.paths, [])
self.assertEqual(len(legacy.calls), 1)
self.assertEqual(client.paths, ["/v1/bars/daily"])
self.assertEqual(legacy.calls, [])
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
def test_each_dataset_has_independent_read_flag(self) -> None:
settings = flags(daily=(True, False), auction=(False, False))
@@ -104,6 +117,13 @@ class DatahubBridgeTests(unittest.TestCase):
source = (ROOT / "config" / "datahub.config.json").read_text(encoding="utf-8")
self.assertNotIn("master", source)
self.assertNotIn("DATAHUB_READ_ALL", source)
compose = (ROOT / "compose.yaml").read_text(encoding="utf-8")
for env_key in (
"CALENDAR", "STOCKS", "DAILY", "INDEX_DAILY", "VALUATION", "MONEYFLOW",
"AUCTION", "LIMIT_EVENTS", "POPULARITY", "DRAGON_TIGER", "SECTOR_DAILY",
"QUOTES", "INDEX_QUOTES", "INTRADAY", "STATUS",
):
self.assertIn(f'DATAHUB_READ_{env_key}: "1"', compose)
def test_read_flag_replaces_only_that_dataset_and_converts_units(self) -> None:
shadows: list[dict[str, Any]] = []
@@ -119,16 +139,22 @@ class DatahubBridgeTests(unittest.TestCase):
self.assertEqual(legacy.calls, [])
self.assertEqual(client.paths, ["/v1/bars/daily"])
calendar_legacy = FakeLegacy([{"cal_date": "20240902", "is_open": 1}])
calendar_client = FakeClient(error=DatahubError("INTERNAL", "nope"))
calendar_client = FakeClient(
response=DatahubResponse(
data=[{"cal_date": "20240902", "is_open": 1, "pretrade_date": "20240830"}],
meta={"source": "datahub", "stale": False, "staleness_seconds": 0},
)
)
calendar_wrapped = DatahubAwareTushareClient(
calendar_legacy,
DatahubBridge(flags(daily=(True, False)), calendar_client),
)
calendar = calendar_wrapped.query("trade_cal", {"start_date": "20240902", "end_date": "20240902"}, "")
self.assertEqual(calendar[0]["is_open"], 1)
self.assertEqual(calendar_client.paths, [])
self.assertEqual(calendar_legacy.calls, [])
self.assertEqual(calendar_client.paths, ["/v1/query"])
def test_fallback_on_down_401_timeout_empty_unpublished_stale_and_incomplete(self) -> None:
def test_hub_failure_does_not_call_website_legacy(self) -> None:
cases = [
DatahubError("UNAVAILABLE", "down"),
DatahubError("UNAUTHORIZED", "401"),
@@ -140,34 +166,21 @@ class DatahubBridgeTests(unittest.TestCase):
]
for error in cases:
with self.subTest(error=error.code):
if error.code == "EMPTY":
client = FakeClient(response=DatahubResponse(data=[], meta={"stale": False, "staleness_seconds": 0}))
elif error.code == "STALE":
client = FakeClient(response=DatahubResponse(
data=[dict(HUB_DAILY)],
meta={"stale": True, "staleness_seconds": 999999},
))
elif error.code == "INCOMPLETE":
client = FakeClient(response=DatahubResponse(
data=[dict(HUB_DAILY)],
meta={
"stale": False,
"staleness_seconds": 0,
"incomplete": True,
"coverage": {"complete": False, "missing_count": 80},
},
))
else:
client = FakeClient(error=error)
client = FakeClient(error=error)
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(len(legacy.calls), 1)
with self.assertRaises(TushareError):
wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
self.assertEqual(legacy.calls, [])
def test_shadow_compares_without_replacing_and_survives_hub_failure(self) -> None:
def test_shadow_mode_no_longer_calls_website_tushare(self) -> None:
reports: list[dict[str, Any]] = []
client = FakeClient()
client = FakeClient(
response=DatahubResponse(
data=[dict(LEGACY_DAILY)],
meta={"source": "tushare", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
)
)
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(
legacy,
@@ -175,21 +188,19 @@ class DatahubBridgeTests(unittest.TestCase):
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount,vol")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(len(legacy.calls), 1)
self.assertEqual(reports[0]["equal"], True)
self.assertEqual(reports[0]["matched"], 1)
self.assertEqual(legacy.calls, [])
self.assertEqual(client.paths, ["/v1/query"])
failed = FakeClient(error=DatahubError("UNAVAILABLE", TOKEN))
fail_reports: list[dict[str, Any]] = []
fail_legacy = FakeLegacy([LEGACY_DAILY])
fail_wrapped = DatahubAwareTushareClient(
fail_legacy,
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=fail_reports.append),
DatahubBridge(flags(daily=(False, True)), failed, shadow_sink=reports.append),
)
again = fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
self.assertEqual(again[0]["amount"], 2000.0)
self.assertTrue(fail_reports[0]["hub_error"])
self.assertNotIn(TOKEN, json.dumps(fail_reports[0]))
with self.assertRaises(TushareError):
fail_wrapped.query("daily", {"trade_date": "20240902"}, "amount")
self.assertEqual(fail_legacy.calls, [])
self.assertNotIn(TOKEN, str(failed.calls))
def test_compare_classifies_unit_conversion_missing_row_and_value_diff(self) -> None:
equal = compare_rows("daily", [LEGACY_DAILY], [HUB_DAILY], {"stale": False, "staleness_seconds": 0})
@@ -276,13 +287,12 @@ class DatahubBridgeTests(unittest.TestCase):
)
wrapped = DatahubAwareTushareClient(
FakeLegacy([legacy_close_only]),
DatahubBridge(flags(daily=(False, True)), client, shadow_sink=reports.append),
DatahubBridge(flags(daily=(True, False)), client, shadow_sink=reports.append),
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,trade_date,close,vol,amount")
self.assertEqual(rows[0]["close"], 10.20)
self.assertEqual(rows[0]["vol"], 1000.0)
self.assertTrue(reports[0]["equal"])
self.assertEqual(reports[0]["matched"], 1)
self.assertEqual(client.paths, ["/v1/bars/daily"])
def test_native_roundtrip_matches_known_scales(self) -> None:
native = to_native_row("daily", HUB_DAILY)
@@ -335,21 +345,17 @@ class DatahubBridgeTests(unittest.TestCase):
self.assertIn('"daily"', source)
self.assertIn("start_date", source)
self.assertIn("end_date", source)
client = FakeClient(
response=DatahubResponse(
data=[dict(HUB_DAILY)],
meta={"stale": False, "staleness_seconds": 0, "incomplete": True, "coverage": {"complete": False, "missing_count": 89}},
)
)
client = FakeClient(error=DatahubError("INCOMPLETE", "truncated"))
legacy = FakeLegacy([LEGACY_DAILY])
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(flags(daily=(True, False)), client))
rows = wrapped.query(
"daily",
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
"ts_code,amount",
)
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(len(legacy.calls), 1)
with self.assertRaises(TushareError):
wrapped.query(
"daily",
{"ts_code": "600000.SH", "start_date": "20240301", "end_date": "20240902"},
"ts_code,amount",
)
self.assertEqual(legacy.calls, [])
self.assertIn("/v1/query", client.paths)
def test_try_intraday_respects_switch_and_falls_back_on_bad_payload(self) -> None:
closed = DatahubBridge(flags(), FakeClient(error=DatahubError("INTERNAL", "should not run")))
@@ -412,7 +418,178 @@ class DatahubBridgeTests(unittest.TestCase):
FakeClient(error=DatahubError("INTERNAL", "datahub exploded")),
)
self.assertIsNone(broken.try_intraday("601318"))
self.assertFalse(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
self.assertTrue(DatahubSettings.load(environ={}, credentials={}).flags("intraday").read)
def test_try_market_quotes_and_visible_fallback(self) -> None:
quotes = [
{
"ts_code": f"{600000 + index:06d}.SH",
"name": f"股票{index}",
"close": 10.2,
"pre_close": 10.0,
"open": 10.1,
"high": 10.3,
"low": 9.9,
"vol": 1000,
"amount": 2000000,
"quote_date": "20240902",
}
for index in range(220)
]
ok = DatahubBridge(
flags(quotes=(True, False)),
FakeClient(
response=DatahubResponse(
data=quotes,
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney:clist"},
)
),
)
rows = ok.try_market_quotes("20240902")
self.assertEqual(len(rows), 220)
self.assertEqual(rows[0]["pre_close"], 10.0)
self.assertEqual(ok.client.paths, ["/v1/quotes/latest"])
self.assertEqual(LEDGER.snapshot()[0]["route"], "datahub")
failed = DatahubBridge(
flags(quotes=(True, False)),
FakeClient(error=DatahubError("UNAVAILABLE", "down")),
)
self.assertIsNone(failed.try_market_quotes("20240902"))
snap = next(item for item in LEDGER.snapshot() if item["dataset"] == "quotes")
self.assertEqual(snap["route"], "datahub")
self.assertEqual(snap["source"], "unavailable")
gateway = build_data_gateway({}, datahub_settings=flags(quotes=(True, False)))
status = gateway.datahub_status()
self.assertEqual(status["enabled_reads"], 1)
self.assertEqual(status["total_reads"], len(DATASETS))
self.assertEqual(status["fallback_count"], 0)
def test_try_daily_chart_converts_hub_bars(self) -> None:
rows = [
{
"ts_code": "600000.SH",
"trade_date": "20240901",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 100000,
"amount": 2000000,
},
{
"ts_code": "600000.SH",
"trade_date": "20240902",
"open": 10.2,
"high": 10.5,
"low": 10.1,
"close": 10.4,
"volume": 120000,
"amount": 2400000,
},
]
hub = DatahubBridge(
flags(daily=(True, False)),
FakeClient(
response=DatahubResponse(
data=rows,
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
)
),
)
chart = hub.try_daily_chart("600000.SH", "20240902", 90, "daily")
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
self.assertEqual(chart[-1]["close"], 10.4)
self.assertAlmostEqual(chart[-1]["amount_billion"], 0.024)
def test_try_daily_chart_keeps_usable_bars_when_coverage_incomplete(self) -> None:
rows = [
{
"ts_code": "000001.SZ",
"trade_date": "20240901",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 100000,
"amount": 2000000,
},
{
"ts_code": "000001.SZ",
"trade_date": "20240902",
"open": 10.2,
"high": 10.5,
"low": 10.1,
"close": 10.4,
"volume": 120000,
"amount": 2400000,
},
]
hub = DatahubBridge(
flags(daily=(True, False)),
FakeClient(
response=DatahubResponse(
data=rows,
meta={
"stale": False,
"staleness_seconds": 0,
"incomplete": True,
"coverage": {"complete": False, "missing_count": 127},
"source": "tushare:daily",
},
)
),
)
chart = hub.try_daily_chart("000001.SZ", "20240902", 90, "daily")
self.assertIsNotNone(chart)
self.assertEqual(chart[-1]["trade_date"], "2024-09-02")
self.assertEqual(chart[-1]["close"], 10.4)
def test_gateway_tushare_facade_has_no_legacy_client(self) -> None:
quotes = [
{
"ts_code": f"{index:06d}.SZ",
"name": f"S{index}",
"pre_close": 10.0,
"open": 10.0,
"high": 10.5,
"low": 9.8,
"close": 10.2,
"vol": 100.0,
"amount": 1000.0,
"quote_date": "20240902",
}
for index in range(1, 221)
]
hub_client = FakeClient(
response=DatahubResponse(
data=quotes,
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
)
)
gateway = build_data_gateway(
{"tushare_token": "tok"},
datahub_settings=flags(quotes=(True, False), daily=(True, False)),
)
gateway.datahub.client = hub_client
wrapped = gateway.tushare()
self.assertFalse(hasattr(wrapped, "_legacy"))
self.assertIsNone(getattr(type(wrapped), "__getattr__", None))
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
self.assertTrue(callable(getattr(type(wrapped), "try_index_quotes", None)))
self.assertTrue(callable(getattr(type(wrapped), "record_datahub_legacy", None)))
self.assertTrue(callable(getattr(type(wrapped), "dashboard", None)))
rows = wrapped.try_market_quotes("20240902")
self.assertGreaterEqual(len(rows or []), 200)
self.assertIn("/v1/quotes/latest", hub_client.paths)
hub_client.response = DatahubResponse(
data=[dict(HUB_DAILY)],
meta={"stale": False, "staleness_seconds": 0, "source": "tushare:daily"},
)
daily = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
self.assertEqual(daily[0]["amount"], 2000.0)
self.assertIn("/v1/bars/daily", hub_client.paths)
def test_features_do_not_import_datahub_client(self) -> None:
violations = []
+13
View File
@@ -459,6 +459,19 @@ class FrontendContractTests(unittest.TestCase):
self.assertIn('payload.question_preset = state.heartQuestionPreset;', self.script)
self.assertIn('payload.cast_at = state.heartCastAt;', self.script)
def test_heaven_loading_timeout_clears_dimmed_state(self):
self.assertIn("controller.abort()", self.script)
self.assertIn('heavenView?.classList.remove("heaven-data-loading")', self.script)
self.assertIn("问天数据仍在准备,页面可继续输入和操作", self.script)
self.assertIn("const blocking = !state.heavenSetup;", self.script)
self.assertIn("payload?.aborted", self.script)
def test_stock_detail_does_not_display_missing_metrics_as_zero(self):
self.assertIn("function setStockBoardFields(row)", self.script)
self.assertIn("function presentMetric(value)", self.script)
self.assertIn("payload.available !== false", self.script)
self.assertIn('element.textContent = "--"', self.script)
if __name__ == "__main__":
unittest.main()
+1 -1
View File
@@ -94,7 +94,7 @@ class GlobalSearchTests(unittest.TestCase):
self.assertIn('event.key.toLowerCase() !== "k"', script)
self.assertIn('openStock(item.id, { code: item.code', script)
self.assertNotIn('include_notes', script)
self.assertIn('const candles = (series || [])', script)
self.assertIn('const candles = visibleDailyPrices((series || [])', script)
self.assertIn('renderStockNotes(payload.notes || [])', script)
+45 -1
View File
@@ -6,7 +6,7 @@ import unittest
from datetime import datetime
from unittest.mock import MagicMock, patch
from backend.data.realtime import WebRealtimeAggregator
from backend.data.realtime import RealtimeAggregateError, WebRealtimeAggregator
from backend.features.heaven.engine import _market_line_scores, build_manual_market_hexagram
from server import DashboardService
from backend.data.providers.tushare_client import (
@@ -415,6 +415,50 @@ class RealtimeAggregatorTests(unittest.TestCase):
self.assertEqual(quotes[0]["vol"], 1000)
self.assertEqual(quotes[0]["quote_date"], "20260720")
@patch.object(WebRealtimeAggregator, "_get_text")
def test_tencent_stock_quote_keeps_expected_date(self, get_text: MagicMock):
fields = [""] * 38
fields[1] = "浦发银行"
fields[2] = "600000"
fields[3] = "11.20"
fields[4] = "11.00"
fields[5] = "11.10"
fields[6] = "1234"
fields[30] = "20260720103000"
fields[33] = "11.30"
fields[34] = "11.00"
fields[37] = "1380"
get_text.return_value = (f'v_sh600000="{"~".join(fields)}";', 0)
quote = WebRealtimeAggregator().tencent_stock_quote("600000", "20260720")
self.assertEqual(quote["ts_code"], "600000.SH")
self.assertEqual(quote["quote_date"], "20260720")
self.assertEqual(quote["vol"], 123400)
self.assertAlmostEqual(quote["amount"], 13_800_000)
@patch.object(WebRealtimeAggregator, "_get_json")
def test_eastmoney_stock_quote_rejects_stale_date(self, get_json: MagicMock):
epoch = datetime(2026, 7, 19, 15, 0).timestamp()
get_json.return_value = {
"rc": 0,
"data": {
"f43": 11.2,
"f44": 11.3,
"f45": 11.0,
"f46": 11.1,
"f47": 10,
"f48": 50000000,
"f57": "300750",
"f58": "宁德时代",
"f60": 11.0,
"f86": epoch,
},
}
with self.assertRaises(RealtimeAggregateError):
WebRealtimeAggregator().eastmoney_stock_quote("300750.SZ", "20260720")
if __name__ == "__main__":
unittest.main()
+342
View File
@@ -0,0 +1,342 @@
from __future__ import annotations
import unittest
from unittest.mock import MagicMock, patch
from backend.data.providers.tushare_client import TushareClient, TushareError
from backend.data.providers.tushare_helpers import _moneyflow_payload
from backend.data.realtime import (
WebRealtimeAggregator,
_normalize_eastmoney_limit_row,
_normalize_eastmoney_stock_quote,
)
from backend.data.providers.tushare_daily import DailyMarketMixin
class MoneyflowPayloadTests(unittest.TestCase):
def test_missing_row_is_not_zero(self) -> None:
payload = _moneyflow_payload(None)
self.assertFalse(payload["available"])
self.assertIsNone(payload["net_million"])
self.assertIsNone(payload["large_million"])
def test_empty_row_is_not_zero(self) -> None:
payload = _moneyflow_payload({})
self.assertFalse(payload["available"])
self.assertIsNone(payload["net_million"])
def test_real_zero_net_is_kept_when_source_exists(self) -> None:
payload = _moneyflow_payload(
{
"net_mf_amount": 0,
"buy_lg_amount": 1,
"sell_lg_amount": 1,
"buy_elg_amount": 0,
"sell_elg_amount": 0,
"buy_md_amount": 0,
"sell_md_amount": 0,
"buy_sm_amount": 0,
"sell_sm_amount": 0,
}
)
self.assertTrue(payload["available"])
self.assertEqual(payload["net_million"], 0)
class LimitOverlayTests(unittest.TestCase):
def test_normalize_limit_keeps_missing_seal_as_none(self) -> None:
row = DailyMarketMixin._normalize_limit(
{
"ts_code": "000737.SZ",
"name": "北方铜业",
"close": 12.3,
"pct_chg": 10,
"amount": 1e8,
"amount_unit": "yuan",
},
"涨停",
)
self.assertIsNone(row["seal_amount_million"])
self.assertEqual(row["first_time"], "--")
def test_overlay_fills_board_times_from_official_list(self) -> None:
mixin = DailyMarketMixin()
mixin._load_limit_lists = lambda trade_date: [
{
"ts_code": "000737.SZ",
"first_time": "09:31:02",
"last_time": "10:18:11",
"fd_amount": 82000000,
"open_times": 1,
"turnover_ratio": 18.4,
}
]
mixin.realtime_aggregator = None
rows = mixin._overlay_board_fields(
[{"ts_code": "000737.SZ", "close": 12.3, "limit_type": "U"}],
"20260908",
)
self.assertEqual(rows[0]["first_time"], "09:31:02")
self.assertEqual(rows[0]["fd_amount"], 82000000)
self.assertEqual(rows[0]["turnover_ratio"], 18.4)
class ShenwanRealtimeSourceTests(unittest.TestCase):
def test_transport_refuses_rt_sw_k(self) -> None:
client = TushareClient(token="demo")
with self.assertRaisesRegex(TushareError, "rt_sw_k is disabled"):
client.query("rt_sw_k", {"ts_code": "801074.SI"})
def test_outer_realtime_uses_hub_sector_quote_not_rt_sw_k(self) -> None:
client = TushareClient(token="demo")
client.query = MagicMock(side_effect=AssertionError("should not call tushare"))
client.try_sector_quote = MagicMock(return_value={
"code": "801074.SI",
"name": "工业金属",
"close": 1234.5,
"pre_close": 1200,
"change": 2.88,
"pct_change": 2.88,
"quote_date": "20260908",
"quote_time": "2026-09-08T14:50:00+08:00",
"source": "eastmoney_sw",
})
row, source, error = client._sw_outer_realtime("801074.SI", "工业金属", "20260908")
self.assertEqual(source, "eastmoney_sw")
self.assertEqual(error, "")
self.assertEqual(row["change"], 2.88)
client.query.assert_not_called()
def test_outer_waiting_state_has_no_permission_error(self) -> None:
client = TushareClient(token="demo")
client.realtime_aggregator = None
row, source, error = client._sw_outer_realtime(
"801074.SI", "工业金属", "20260908", finalized=True
)
self.assertEqual(row, {})
self.assertIn("尚未入库", error)
self.assertNotIn("权限", error)
self.assertNotIn("rt_sw_k", error)
class EastmoneyHelperTests(unittest.TestCase):
def test_limit_pool_row_keeps_board_clock(self) -> None:
parsed = _normalize_eastmoney_limit_row(
{
"c": "000737",
"m": 0,
"n": "北方铜业",
"fbt": 93102,
"lbt": 101811,
"zbc": 1,
"lbc": 2,
"hs": 18.4,
"fund": 82000000,
},
"U",
)
self.assertEqual(parsed["ts_code"], "000737.SZ")
self.assertEqual(parsed["first_time"], "09:31:02")
self.assertEqual(parsed["last_time"], "10:18:11")
self.assertEqual(parsed["fd_amount"], 82000000)
def test_stock_quote_keeps_moneyflow_when_present(self) -> None:
quote = _normalize_eastmoney_stock_quote(
{
"f43": 12.3,
"f60": 11.18,
"f46": 11.2,
"f44": 12.3,
"f45": 11.1,
"f47": 1000,
"f48": 150000000,
"f58": "北方铜业",
"f86": 0,
"f168": 8.5,
"f62": 25000000,
"f78": 3000000,
"f84": -1000000,
},
"000737.SZ",
)
self.assertEqual(quote["net_mf_amount"], 2500)
payload = _moneyflow_payload(quote)
self.assertTrue(payload["available"])
self.assertEqual(payload["net_million"], 25)
@patch.object(WebRealtimeAggregator, "_get_json")
def test_shenwan_quote_uses_eastmoney_90_prefix(self, get_json: MagicMock) -> None:
get_json.return_value = {
"rc": 0,
"data": {
"diff": [
{
"f12": "801074",
"f14": "工业金属",
"f2": 1234.5,
"f3": 2.88,
"f18": 1200,
"f17": 1205,
"f15": 1240,
"f16": 1198,
"f6": 1,
"f124": 1757319000,
}
]
},
}
quote = WebRealtimeAggregator().eastmoney_shenwan_quote("801074.SI")
self.assertEqual(quote["source"], "eastmoney_sw")
self.assertAlmostEqual(quote["change"], 2.88)
params = get_json.call_args.args[1]
self.assertEqual(params["secids"], "90.801074")
class ChartWindowTests(unittest.TestCase):
def test_display_window_is_45_not_250(self) -> None:
from backend.features.market.charts import DAILY_CHART_LIMIT
self.assertEqual(DAILY_CHART_LIMIT, 45)
class MemberQuoteCoverageTests(unittest.TestCase):
def test_prefers_full_hub_market_over_truncated_named_quotes(self) -> None:
client = TushareClient(token="demo")
wanted = [f"{index:06d}.SZ" for index in range(205)]
market = [
{"ts_code": code, "close": 10.0, "pre_close": 9.0}
for code in wanted
]
client.try_market_quotes = MagicMock(return_value=market)
client.try_quotes = MagicMock(return_value=market[:60])
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
self.assertEqual(len(rows), 205)
self.assertEqual(source, "datahub")
client.try_quotes.assert_not_called()
def test_hub_named_quotes_cover_members_when_market_missing(self) -> None:
client = TushareClient(token="demo")
wanted = ["000737.SZ", "000630.SZ"]
client.try_market_quotes = MagicMock(return_value=None)
client.try_quotes = MagicMock(return_value=[
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
{"ts_code": "000630.SZ", "close": 4.5, "pre_close": 4.4},
])
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(wanted, "20260908")
self.assertEqual(len(rows), 2)
self.assertEqual(source, "datahub")
client.try_quotes.assert_called()
client.realtime_aggregator.eastmoney_stock_quotes.assert_not_called()
client.realtime_aggregator.tencent_stock_quotes.assert_not_called()
def test_delayed_hub_quotes_are_kept_not_zeroed(self) -> None:
client = TushareClient(token="demo")
delayed = [
{
"ts_code": "000737.SZ",
"close": 12.3,
"pre_close": 11.2,
"delayed": True,
"delay_seconds": 90,
"delay_notice": "主备免费行情均暂不可用,显示 90 秒前的真实快照",
}
]
client.try_market_quotes = MagicMock(return_value=delayed)
client.try_quotes = MagicMock()
client.realtime_aggregator = MagicMock()
rows, source = client._load_member_realtime_quotes(["000737.SZ"], "20260908")
self.assertEqual(source, "datahub_delayed")
self.assertEqual(rows[0]["close"], 12.3)
client.try_quotes.assert_not_called()
def test_ignores_non_member_quotes_from_market_snapshot(self) -> None:
client = TushareClient(token="demo")
client.try_market_quotes = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2},
{"ts_code": "600000.SH", "close": 10.0, "pre_close": 9.9},
]
)
client.try_quotes = MagicMock(return_value=[])
client._free_realtime_quotes = MagicMock(return_value=([], "empty"))
rows, _source = client._load_member_realtime_quotes(
["000737.SZ", "000630.SZ"], "20260908"
)
self.assertEqual([row["ts_code"] for row in rows], ["000737.SZ"])
def test_local_sw_members_survive_tushare_outage(self) -> None:
import tempfile
from pathlib import Path
from backend.data.providers import tushare_industries as module
client = TushareClient(token="demo")
stored = [
{
"ts_code": "000737.SZ",
"name": "北方铜业",
"l2_code": "801074.SI",
"in_date": "20200101",
"out_date": "",
}
]
with tempfile.TemporaryDirectory() as tmp:
original = module._SW_MEMBER_DIR
module._SW_MEMBER_DIR = Path(tmp)
try:
client._sw_member_cache.clear()
client._write_local_sw_members("801074.SI", stored)
client.query = MagicMock(side_effect=TushareError("index_member_all down"))
members = client._sw_sector_members("801074.SI", "20260908")
finally:
module._SW_MEMBER_DIR = original
client._sw_member_cache.clear()
self.assertEqual([item["ts_code"] for item in members], ["000737.SZ"])
client.query.assert_not_called()
def test_closed_keeps_daily_inner_when_sw_daily_missing(self) -> None:
client = TushareClient(token="demo")
client.resolve_trade_context = lambda _date: ("20260908", "20260907")
client.sw_stock_industry = MagicMock(
return_value={"l2_code": "801074.SI", "l2_name": "工业金属"}
)
client._sw_sector_members = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "name": "北方铜业"},
{"ts_code": "000630.SZ", "name": "铜陵有色"},
]
)
client._stock_listing_reference = MagicMock(return_value={})
client._load_daily = MagicMock(
return_value=[
{"ts_code": "000737.SZ", "name": "北方铜业", "pct_chg": 2, "amount": 1e8},
{"ts_code": "000630.SZ", "name": "铜陵有色", "pct_chg": 1, "amount": 1e8},
]
)
client._confirmed_suspended_members = MagicMock(return_value=[])
client.query = MagicMock(return_value=[])
client._sw_realtime_sector_snapshot = MagicMock(
side_effect=AssertionError("daily inner should be kept")
)
client.try_sector_quote = MagicMock(return_value={
"code": "801074.SI",
"name": "工业金属",
"change": 1.5,
"pct_change": 1.5,
"quote_date": "20260908",
"quote_time": "2026-09-08T15:00:00+08:00",
"source": "eastmoney_sw",
})
snapshot = client.sw_sector_snapshot(
"000737.SZ", "20260908", allow_realtime_close=True
)
self.assertEqual(snapshot["quote_count"], 2)
self.assertEqual(snapshot["member_count"], 2)
self.assertTrue(snapshot["inner_precise"])
self.assertTrue(snapshot["outer_precise"])
self.assertEqual(snapshot["inner_source"], "tushare_member_daily")
self.assertEqual(snapshot["change"], 1.5)
self.assertNotIn("权限", snapshot.get("outer_error") or "")
self.assertNotIn("rt_sw_k", snapshot.get("outer_error") or "")
+1 -1
View File
@@ -138,7 +138,7 @@ class HttpDispatchContractTests(unittest.TestCase):
self.assertTrue(claimed.isdisjoint(methods))
claimed.update(methods)
self.assertLessEqual(len(path.read_text(encoding="utf-8").splitlines()), line_limit)
self.assertEqual(len(claimed), 27)
self.assertEqual(len(claimed), 28)
if __name__ == "__main__":
+434
View File
@@ -0,0 +1,434 @@
from __future__ import annotations
import ast
import json
import re
import threading
import unittest
from pathlib import Path
from unittest.mock import patch
from backend.data import build_data_gateway
from backend.data.datahub.bridge import DatahubAwareTushareClient, DatahubBridge
from backend.data.datahub.client import DatahubClient
from backend.data.datahub.ifind_proxy import HubIfindProxy
from backend.data.datahub.realtime_proxy import HubRealtimeProxy
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
from backend.data.providers.tushare_transport import TushareError
from backend.features.market.charts import MarketChartClient
from backend.features.system.service import SystemServiceMixin
from tests.test_datahub_bridge import FakeClient, FakeLegacy, flags
ROOT = Path(__file__).resolve().parents[1]
BLOCKED_HOSTS = (
"api.tushare.pro",
"push2.eastmoney.com",
"push2delay.eastmoney.com",
"push2his.eastmoney.com",
"push2ex.eastmoney.com",
"qt.gtimg.cn",
"hq.sinajs.cn",
"10jqka.com.cn",
"xuangubao.cn",
"quantapi.51ifind.com",
"51ifind.com",
)
LEFTOVER_WEBSITE_FILES = {
"backend/data/providers/ifind_client.py",
"backend/data/realtime.py",
"backend/features/market/charts.py",
"backend/data/providers/tushare_transport.py",
}
HUB_BASE = "http://127.0.0.1:8766"
def _enabled_settings() -> DatahubSettings:
return DatahubSettings(
base_url=HUB_BASE,
token="hub-token",
datasets={name: DatasetFlags(name, read=True) for name in DATASETS},
)
class _Resp:
def __init__(self, payload: dict) -> None:
self.status = 200
self._raw = json.dumps(payload).encode("utf-8")
def read(self):
return self._raw
def __enter__(self):
return self
def __exit__(self, *args):
return False
def hub_payload(request) -> dict:
url = str(getattr(request, "full_url", None) or request)
if any(host in url for host in BLOCKED_HOSTS):
raise AssertionError(f"website opened blocked host: {url}")
if HUB_BASE not in url:
raise AssertionError(f"unexpected url: {url}")
path = url.split(HUB_BASE, 1)[1].split("?", 1)[0]
if path == "/v1/bars/daily":
return {
"schema_version": 1,
"data": [
{
"ts_code": "600000.SH",
"trade_date": "20240902",
"open": 10.0,
"high": 10.4,
"low": 9.9,
"close": 10.2,
"volume": 100000,
"amount": 2000000,
}
],
"meta": {"stale": False, "staleness_seconds": 0, "source": "datahub"},
}
if path == "/v1/quotes/latest":
return {
"schema_version": 1,
"data": [
{
"ts_code": "600000.SH",
"code": "600000",
"name": "浦发银行",
"close": 10.2,
"price": 10.2,
"pre_close": 10.0,
"open": 10.1,
"high": 10.3,
"low": 9.9,
"vol": 1000,
"amount": 2000000,
"quote_date": "20240902",
"source": "datahub",
}
],
"meta": {"stale": False, "staleness_seconds": 0, "source": "eastmoney"},
}
if path == "/v1/indexes/quotes":
return {
"schema_version": 1,
"data": [
{
"ts_code": "000001.SH",
"code": "000001",
"name": "上证指数",
"price": 3000,
"pct_chg": 1.2,
"quote_time_epoch": 1725249600,
"source": "datahub",
},
{
"ts_code": "399001.SZ",
"code": "399001",
"name": "深证成指",
"price": 9000,
"pct_chg": 0.8,
"quote_time_epoch": 1725249600,
"source": "datahub",
},
{
"ts_code": "399006.SZ",
"code": "399006",
"name": "创业板指",
"price": 1800,
"pct_chg": 0.5,
"quote_time_epoch": 1725249600,
"source": "datahub",
},
],
"meta": {"stale": False, "staleness_seconds": 0, "source": "tencent"},
}
if path == "/v1/auction":
return {
"schema_version": 1,
"data": [
{
"ts_code": "600000.SH",
"trade_date": "20240902",
"close": 10.2,
"vol": 1000.0,
"amount": 2000.0,
}
],
"meta": {"stale": False, "staleness_seconds": 0, "source": "datahub"},
}
if path == "/v1/credentials/ifind":
return {
"schema_version": 1,
"data": {"configured": True, "access_ready": True, "access_expires_at": ""},
"meta": {"source": "ifind"},
}
if path == "/v1/intraday/points":
return {
"schema_version": 1,
"data": {
"entity_type": "stock",
"identifier": "600000",
"code": "600000",
"trade_date": "2024-09-02",
"previous_close": 10.0,
"points": [
{"date": "2024-09-02", "time": "09:30", "close": 10.2, "average": 10.1, "open": 10.1, "high": 10.2, "low": 10.0, "volume": 100, "amount": 1000}
],
},
"meta": {"stale": False, "source": "datahub"},
}
if path == "/v1/query":
body = json.loads(request.data.decode("utf-8") if request.data else "{}")
api_name = body.get("api_name")
if api_name == "ifind_status":
return {"schema_version": 1, "data": [{"configured": True, "access_ready": True, "access_expires_at": ""}], "meta": {"source": "ifind"}}
if api_name == "ifind_wencai":
return {
"schema_version": 1,
"data": [{"股票代码": "000001.SZ", "涨停原因": "重组", "首次涨停时间": "09:42:00"}],
"meta": {"source": "ifind"},
}
if api_name == "ifind_snapshots":
return {
"schema_version": 1,
"data": [
{
"time": "2024-09-02 09:21:00",
"thscode": "000001.SZ",
"latest": 10.5,
"preClose": 10,
"volume": 2000,
"amount": 21000,
}
],
"meta": {"source": "ifind"},
}
if api_name in {"daily", "rt_k", "stk_auction"}:
return {
"schema_version": 1,
"data": [{"ts_code": "600000.SH", "trade_date": "20240902", "close": 10.2, "amount": 2000.0}],
"meta": {"source": "datahub", "stale": False, "row_shape": "tushare"},
}
raise AssertionError(f"unexpected query api: {api_name}")
raise AssertionError(f"unexpected path: {path}")
def blocked_urlopen(request, timeout=None):
return _Resp(hub_payload(request))
class HubExclusiveWebsiteTests(unittest.TestCase):
def test_website_availability_depends_on_hub_not_provider_credentials(self) -> None:
service = SystemServiceMixin()
service._system_credentials = {}
service.data_gateway = build_data_gateway({}, datahub_settings=_enabled_settings())
self.assertTrue(service.configured)
self.assertEqual(service.token, "datahub")
def test_website_vault_scrubs_historical_provider_credentials(self) -> None:
class Vault:
@staticmethod
def decrypt_json(payload):
if isinstance(payload, str):
return json.loads(payload)
return dict(payload)
@staticmethod
def encrypt_json(payload):
return dict(payload)
class Database:
system = {
"tushare_token": "old-tushare",
"ifind_refresh_token": "old-refresh",
"ifind_access_token": "old-access",
}
personal = {"tushare_token": "old-personal", "llm_primary_model": "model"}
def get_system_setting(self, _name):
return dict(self.system)
@staticmethod
def first_user_id():
return 1
def get_user_credentials(self, _user_id):
return dict(self.personal)
@staticmethod
def list_user_credentials():
return [{"user_id": 1, "encrypted_payload": '{"tushare_token":"old-personal"}'}]
def save_system_setting(self, _name, payload):
self.system = dict(payload)
def save_user_credentials(self, _user_id, payload):
self.personal = dict(payload)
service = SystemServiceMixin()
service.database = Database()
service.vault = Vault()
service.system_lock = threading.Lock()
loaded = service._load_system_credentials({})
for key in ("tushare_token", "ifind_refresh_token", "ifind_access_token"):
self.assertNotIn(key, loaded)
self.assertNotIn(key, service.database.system)
self.assertNotIn(key, service.database.personal)
def test_query_never_calls_website_tushare_transport(self) -> None:
client = FakeClient()
legacy = FakeLegacy(TushareError("website tushare must stay dark"))
wrapped = DatahubAwareTushareClient(
legacy,
DatahubBridge(flags(daily=(True, False)), client),
)
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,amount")
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(legacy.calls, [])
def test_blocked_external_hosts_still_read_hub(self) -> None:
settings = _enabled_settings()
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
legacy = FakeLegacy(TushareError("blocked"))
wrapped = DatahubAwareTushareClient(legacy, DatahubBridge(settings, hub_client))
with patch("urllib.request.urlopen", blocked_urlopen):
rows = wrapped.query("daily", {"trade_date": "20240902"}, "ts_code,close,amount")
self.assertEqual(rows[0]["close"], 10.2)
self.assertEqual(rows[0]["amount"], 2000.0)
self.assertEqual(legacy.calls, [])
def test_site_features_only_reach_hub_when_external_hosts_blocked(self) -> None:
settings = _enabled_settings()
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
bridge = DatahubBridge(settings, hub_client)
with patch("urllib.request.urlopen", blocked_urlopen):
quotes = bridge.try_quotes(["600000.SH"])
indices = bridge.try_index_quotes()
chart = MarketChartClient(bridge).stock_daily("600000", "20240902")
intraday = MarketChartClient(bridge).stock_intraday("600000")
ifind = HubIfindProxy(bridge)
wencai = ifind.wencai("2024年9月2日涨停股票")
snapshots = ifind.snapshots(["000001.SZ"], ["latest"], "2024-09-02 09:15:00", "2024-09-02 09:22:00")
realtime = HubRealtimeProxy(bridge)
index_rows = realtime.tencent_indices()
stock = realtime.tencent_stock_quote("600000.SH", "20240902")
health = realtime.health_snapshot()
self.assertEqual(quotes[0]["close"], 10.2)
self.assertEqual(len(indices), 3)
self.assertEqual(chart[-1]["close"], 10.2)
self.assertEqual(intraday["source"], "datahub")
self.assertEqual(wencai[0]["股票代码"], "000001.SZ")
self.assertEqual(snapshots[0]["latest"], 10.5)
self.assertEqual([row["code"] for row in index_rows], ["000001", "399001", "399006"])
self.assertEqual(stock["close"], 10.2)
self.assertTrue(health["ready"])
self.assertTrue(ifind.configured)
def test_production_gateway_does_not_construct_external_clients(self) -> None:
source = (ROOT / "backend" / "data" / "gateway.py").read_text(encoding="utf-8")
self.assertNotIn("IfindHttpClient", source)
self.assertNotIn("EastmoneyChartClient", source)
self.assertNotIn("WebRealtimeAggregator", source)
self.assertNotIn("TushareProvider", source)
self.assertIsNone(re.search(r"(?<![A-Za-z])TushareClient\(", source))
self.assertIn("HubIfindProxy", source)
self.assertIn("HubRealtimeProxy", source)
self.assertIn("DatahubAwareTushareClient", source)
facade = (ROOT / "backend" / "data" / "datahub" / "bridge.py").read_text(encoding="utf-8")
tree = ast.parse(facade)
cls = next(
node
for node in tree.body
if isinstance(node, ast.ClassDef) and node.name == "DatahubAwareTushareClient"
)
methods = {item.name for item in cls.body if isinstance(item, ast.FunctionDef)}
self.assertNotIn("__getattr__", methods)
self.assertIn("query", methods)
self.assertTrue(any(base.id == "DashboardMixin" for base in cls.bases if isinstance(base, ast.Name)))
def test_production_python_does_not_embed_blocked_hosts(self) -> None:
violations = []
for path in (ROOT / "backend").rglob("*.py"):
relative = path.relative_to(ROOT).as_posix()
if relative in LEFTOVER_WEBSITE_FILES:
continue
text = path.read_text(encoding="utf-8")
for host in BLOCKED_HOSTS:
if host in text:
violations.append(f"{relative} -> {host}")
self.assertEqual(violations, [])
def test_website_runtime_does_not_call_blocked_hosts_from_gateway(self) -> None:
gateway_src = (ROOT / "backend" / "data" / "gateway.py").read_text(encoding="utf-8")
self.assertNotIn("TushareProvider", gateway_src)
self.assertIsNone(re.search(r"(?<![A-Za-z])TushareClient\(", gateway_src))
self.assertIn("DatahubAwareTushareClient", gateway_src)
def test_bridge_query_has_no_legacy_call(self) -> None:
source = (ROOT / "backend" / "data" / "datahub" / "bridge.py").read_text(encoding="utf-8")
tree = ast.parse(source)
query_fn = next(
node
for node in tree.body
if isinstance(node, ast.ClassDef) and node.name == "DatahubBridge"
for item in node.body
if isinstance(item, ast.FunctionDef) and item.name == "query"
)
called = [
ast.unparse(item.func) if hasattr(ast, "unparse") else ""
for item in ast.walk(query_fn)
if isinstance(item, ast.Call)
]
self.assertTrue(any("query_api" in text for text in called))
self.assertFalse(any("legacy_query" in text for text in called))
def test_build_gateway_uses_hub_proxies_without_opening_external_hosts(self) -> None:
settings = _enabled_settings()
with patch("urllib.request.urlopen", blocked_urlopen):
gateway = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
hub_client = DatahubClient(settings, urlopen=blocked_urlopen)
gateway.datahub.client = hub_client
rows = gateway.ifind.wencai("涨停")
quotes = gateway.realtime_observer.tencent_indices()
chart = gateway.chart_data.stock_daily("600000", "20240902")
market = gateway.tushare()
market_quotes = market.try_quotes(["600000.SH"])
auction = market.query("stk_auction", {"trade_date": "20240902"}, "")
self.assertEqual(rows[0]["涨停原因"], "重组")
self.assertEqual(len(quotes), 3)
self.assertEqual(chart[-1]["close"], 10.2)
self.assertEqual(market_quotes[0]["close"], 10.2)
self.assertEqual(auction[0]["close"], 10.2)
self.assertIsNone(market.realtime_aggregator)
self.assertEqual(market.token, "datahub")
def test_website_does_not_accept_or_forward_provider_credentials(self) -> None:
proxy = HubIfindProxy(DatahubBridge(_enabled_settings(), FakeClient()))
self.assertFalse(hasattr(proxy, "set_credentials"))
client_source = (ROOT / "backend" / "data" / "datahub" / "client.py").read_text(encoding="utf-8")
application_source = (ROOT / "backend" / "application.py").read_text(encoding="utf-8")
self.assertNotIn("/v1/credentials", client_source)
self.assertNotIn("ifind_refresh_token", application_source)
def test_site_configuration_depends_on_hub_not_provider_credentials(self) -> None:
service = SystemServiceMixin()
service._system_credentials = {}
service.data_gateway = build_data_gateway({}, datahub_settings=_enabled_settings())
self.assertTrue(service.configured)
self.assertEqual(service.token, "datahub")
def test_compose_passes_ifind_env_to_hub(self) -> None:
overlay = (ROOT / "compose.datahub.yaml").read_text(encoding="utf-8")
standalone = (ROOT / "xiaobai-datahub" / "compose.yaml").read_text(encoding="utf-8")
for text in (overlay, standalone):
self.assertIn('IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"', text)
self.assertIn('IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"', text)
if __name__ == "__main__":
unittest.main()
+54 -3
View File
@@ -6,12 +6,26 @@ from datetime import date, datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import patch
from backend.features.market.charts import EastmoneyChartClient, MarketChartClient
from backend.features.market.charts import MarketChartClient
from database import ReviewDatabase
from backend.features.market.insights import MarketInsightsService
from server import DashboardService
class _FakeDailyHub:
def __init__(self, rows: list) -> None:
self.rows = rows
def try_daily_chart(self, code, end_date, limit, dataset="daily"):
return list(self.rows)
def try_quotes(self, codes):
return None
def try_index_quotes(self):
return None
class FakeIfind:
configured = True
@@ -128,13 +142,50 @@ class IfindFeatureTests(unittest.TestCase):
self.assertEqual(database.list_wencai_saved_queries(second["id"]), [])
def test_ifind_daily_chart_normalizes_change(self):
client = MarketChartClient(FakeIfind(), EastmoneyChartClient())
hub = _FakeDailyHub(
[
{
"trade_date": "2026-07-27",
"open": 10,
"high": 10.5,
"low": 9.8,
"close": 10.2,
"volume": 100,
"amount_billion": 0.01,
"change": 0,
},
{
"trade_date": "2026-07-28",
"open": 10.2,
"high": 10.8,
"low": 10.1,
"close": 10.5,
"volume": 120,
"amount_billion": 0.012,
"change": 2.9412,
},
]
)
client = MarketChartClient(hub)
rows = client.stock_daily("000001", "20260728")
self.assertEqual(rows[-1]["trade_date"], "2026-07-28")
self.assertAlmostEqual(rows[-1]["change"], 2.9412, places=4)
def test_ifind_daily_chart_keeps_last_traded_bar_before_market_open(self):
client = MarketChartClient(FakeIfindStalePreopen(), EastmoneyChartClient())
hub = _FakeDailyHub(
[
{
"trade_date": "2026-07-28",
"open": 10.2,
"high": 10.8,
"low": 10.1,
"close": 10.5,
"volume": 120,
"amount_billion": 0.012,
}
]
)
client = MarketChartClient(hub)
with patch("backend.features.market.charts.datetime", FixedPreopenDatetime):
rows = client.stock_daily("000001", "20260729")
+1 -1
View File
@@ -58,7 +58,7 @@ class MobileSystemPagesRegressionTests(unittest.TestCase):
"data-system-edit-model",
"data-system-open-member",
"管理员专区",
"保存密钥",
"刷新状态",
"保存分工",
'location.assign("/login/")',
):
+112 -23
View File
@@ -133,6 +133,13 @@ class FakeFreeAggregator:
def tencent_market_quotes(self, codes, expected_date=""):
return self.eastmoney_market_quotes(expected_date)
def tencent_stock_quotes(self, codes, expected_date="", minimum=None):
wanted = {str(code).strip() for code in (codes or []) if str(code).strip()}
rows = self.tencent_market_quotes(codes, expected_date)
if not wanted:
return rows
return [row for row in rows if str(row.get("ts_code") or "") in wanted]
def eastmoney_indices(self):
return [
{
@@ -249,7 +256,7 @@ 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):
def test_hub_quotes_used_when_rt_k_denied(self):
original_query = self.client.query
def query(api_name, params=None, fields=""):
@@ -258,21 +265,20 @@ class RealtimeDashboardTests(unittest.TestCase):
return original_query(api_name, params, fields)
self.client.query = query
self.client.realtime_aggregator = FakeFreeAggregator()
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
TushareClient._realtime_reference_cache.clear()
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
self.assertTrue(dashboard["meta"]["realtime"])
self.assertEqual(dashboard["meta"]["quote_source"], "eastmoney_clist")
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
self.assertEqual(dashboard["meta"]["trade_date"], "2026-07-20")
self.assertEqual(dashboard["meta"]["quote_count"], 3)
self.assertEqual(dashboard["overview"]["limit_up_count"], 1)
self.assertEqual(dashboard["overview"]["limit_down_count"], 1)
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
self.assertIn("东财免费实时", dashboard["meta"]["notice"])
self.assertEqual(dashboard["meta"]["indices"][0]["price"], 3800.12)
self.assertIn("数据中枢", dashboard["meta"]["notice"])
def test_rt_k_empty_result_falls_back_to_free_quotes(self):
def test_hub_quotes_used_when_rt_k_empty(self):
original_query = self.client.query
def query(api_name, params=None, fields=""):
@@ -281,29 +287,27 @@ class RealtimeDashboardTests(unittest.TestCase):
return original_query(api_name, params, fields)
self.client.query = query
self.client.realtime_aggregator = FakeFreeAggregator()
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
TushareClient._realtime_reference_cache.clear()
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
self.assertEqual(dashboard["meta"]["quote_source"], "eastmoney_clist")
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
def test_rt_k_and_free_source_failure_keeps_today_error(self):
def test_hub_failure_keeps_today_error(self):
original_query = self.client.query
def query(api_name, params=None, fields=""):
if api_name == "rt_k":
raise TushareError("没有接口访问权限")
raise TushareError("数据中枢行情暂不可用")
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):
def test_hub_failover_is_invisible_to_website(self):
original_query = self.client.query
def query(api_name, params=None, fields=""):
@@ -311,20 +315,13 @@ class RealtimeDashboardTests(unittest.TestCase):
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()
self.client.try_market_quotes = lambda trade_date: list(FREE_QUOTES)
TushareClient._realtime_reference_cache.clear()
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
self.assertEqual(dashboard["meta"]["quote_source"], "tencent_qt")
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
self.assertEqual(str(dashboard["meta"]["trade_date"]).replace("-", ""), "20260720")
self.assertIn("腾讯免费实时", dashboard["meta"]["notice"])
self.assertIn("数据中枢", dashboard["meta"]["notice"])
self.assertEqual(dashboard["overview"]["amount_billion"], 6.0)
def test_normalize_eastmoney_quote_maps_units_and_exchange(self):
@@ -364,6 +361,98 @@ class RealtimeDashboardTests(unittest.TestCase):
self.assertEqual(quote["amount"], 406050000)
self.assertEqual(quote["source"], "tencent_qt")
def test_datahub_market_quotes_used_before_legacy(self):
calls = []
def try_market_quotes(trade_date):
calls.append(trade_date)
return list(FREE_QUOTES)
self.client.try_market_quotes = try_market_quotes
self.client.realtime_aggregator = FakeFreeAggregator(fail=True)
TushareClient._realtime_reference_cache.clear()
dashboard = self.client._realtime_dashboard("20260720", "20260720", "20260717")
self.assertEqual(calls, ["20260720"])
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
self.assertEqual(dashboard["meta"]["source"], "datahub")
self.assertEqual(dashboard["meta"]["quote_count"], 3)
self.assertIn("数据中枢", dashboard["meta"]["notice"])
def test_gateway_dashboard_uses_bound_market_quotes(self) -> None:
from backend.data import build_data_gateway
from backend.data.datahub.bridge import DatahubAwareTushareClient
from backend.data.datahub.client import DatahubResponse
from backend.data.datahub.settings import DATASETS, DatahubSettings, DatasetFlags
quotes = [
{
"ts_code": item["ts_code"],
"name": item["name"],
"pre_close": item["pre_close"],
"open": item["open"],
"high": item["high"],
"low": item["low"],
"close": item["close"],
"vol": item["vol"],
"amount": item["amount"],
"quote_date": "20260720",
}
for item in FREE_QUOTES
]
extras = [
{
"ts_code": f"{index:06d}.SZ",
"name": f"X{index}",
"pre_close": 10.0,
"open": 10.0,
"high": 10.2,
"low": 9.8,
"close": 10.1,
"vol": 100.0,
"amount": 1000.0,
"quote_date": "20260720",
}
for index in range(10, 230)
]
class QuoteHub:
def __init__(self):
self.calls = []
def query_api(self, api_name, params=None, fields=""):
rows = FakeRealtimeClient("tok").query(api_name, params or {}, fields)
return DatahubResponse(
data=rows,
meta={"source": "datahub", "stale": False, "staleness_seconds": 0, "row_shape": "tushare"},
)
def quotes_latest(self, **params):
return self.get("/v1/quotes/latest", params)
def get(self, path, params=None):
self.calls.append(path)
if path == "/v1/quotes/latest":
return DatahubResponse(
data=quotes + extras,
meta={"stale": False, "staleness_seconds": 0, "source": "eastmoney_clist"},
)
raise AssertionError(path)
datasets = {name: DatasetFlags(name) for name in DATASETS}
datasets["quotes"] = DatasetFlags("quotes", read=True, shadow=False)
settings = DatahubSettings(base_url="http://127.0.0.1:9", token="tok", datasets=datasets)
gateway = build_data_gateway({"tushare_token": "tok"}, datahub_settings=settings)
gateway.datahub.client = QuoteHub()
wrapped = gateway.tushare()
wrapped.clock = lambda: datetime(2026, 7, 20, 10, 30, tzinfo=timezone(timedelta(hours=8)))
wrapped.realtime_aggregator = FakeFreeAggregator(fail=True)
DatahubAwareTushareClient._realtime_reference_cache.clear()
dashboard = wrapped.dashboard("20260720")
self.assertEqual(dashboard["meta"]["quote_source"], "datahub")
self.assertIn("/v1/quotes/latest", gateway.datahub.client.calls)
self.assertTrue(callable(getattr(type(wrapped), "try_market_quotes", None)))
self.assertFalse(hasattr(wrapped, "_legacy"))
if __name__ == "__main__":
unittest.main()
+318 -9
View File
@@ -5,6 +5,10 @@ import unittest
from datetime import datetime, timedelta
from unittest.mock import patch
from backend.data.providers.tushare_client import TushareError
from backend.data.realtime import RealtimeAggregateError
from backend.features.market.charts import ChartDataError
from backend.features.market.service import TODAY_DAILY_UNAVAILABLE_NOTICE
from server import DashboardService
@@ -17,6 +21,10 @@ class DetailDatabaseStub:
def list_notes(user_id, code=""):
return []
@staticmethod
def get_snapshot(trade_date):
return {}
class RealtimeClientStub:
quote_calls = 0
@@ -45,6 +53,18 @@ class RealtimeClientStub:
}
class DataGatewayStub:
def __init__(self, client):
self.client = client
def tushare(self):
return self.client
@staticmethod
def datahub_status():
return {"configured": True}
class FixedMarketDatetime(datetime):
fixed_now = datetime(2026, 7, 31, 10, 30).astimezone()
@@ -61,6 +81,122 @@ class FixedPreopenDatetime(datetime):
return cls.fixed_now
class FixedLunchDatetime(datetime):
fixed_now = datetime(2026, 7, 31, 11, 45).astimezone()
@classmethod
def now(cls, tz=None):
return cls.fixed_now
class FixedAfterCloseDatetime(datetime):
fixed_now = datetime(2026, 7, 31, 15, 30).astimezone()
@classmethod
def now(cls, tz=None):
return cls.fixed_now
class DeniedRealtimeClientStub:
quote_calls = 0
def __init__(self, token):
self.token = token
@staticmethod
def resolve_trade_context(requested_date):
return requested_date, requested_date
@classmethod
def realtime_stock_quote(cls, ts_code, reference_date=""):
cls.quote_calls += 1
raise TushareError("没有接口访问权限")
class FreeQuoteAggregator:
def __init__(self, quote=None, fail=False):
self.quote = quote
self.fail = fail
self.tencent_calls = 0
self.eastmoney_calls = 0
def tencent_stock_quote(self, code, expected_date=""):
self.tencent_calls += 1
if self.fail:
raise RealtimeAggregateError("tencent down")
if self.quote and self.quote.get("source") == "eastmoney_stock":
raise RealtimeAggregateError("tencent empty")
if self.quote:
return self.quote
raise RealtimeAggregateError("tencent empty")
def eastmoney_stock_quote(self, code, expected_date=""):
self.eastmoney_calls += 1
if self.fail:
raise RealtimeAggregateError("eastmoney down")
if self.quote and self.quote.get("source") == "eastmoney_stock":
return self.quote
raise RealtimeAggregateError("eastmoney empty")
class IntradayChartStub:
def __init__(self, points, previous_close=10.0, trade_date="2026-07-31"):
self.points = points
self.previous_close = previous_close
self.trade_date = trade_date
def stock_daily(self, code, end_date, limit=90):
raise ChartDataError("iFinD daily unavailable")
def stock_intraday(self, code):
return {
"trade_date": self.trade_date,
"previous_close": self.previous_close,
"points": self.points,
}
def _history_payload(code="002141"):
yesterday = (FixedMarketDatetime.fixed_now - timedelta(days=1)).strftime("%Y-%m-%d")
return {
"meta": {"trade_date": yesterday, "source": "tushare"},
"stock": {"code": code, "name": "旧名称", "price": 10, "change": 7.1},
"prices": [
{
"trade_date": yesterday,
"open": 9.5,
"high": 10.1,
"low": 9.4,
"close": 10,
"change": 7.1,
"volume": 100,
"amount_billion": 1.1,
}
],
"moneyflow": {},
}
def _free_quote(source="tencent_qt", **overrides):
quote = {
"ts_code": "002141.SZ",
"name": "贤程科技",
"pre_close": 10.0,
"open": 10.2,
"high": 10.8,
"low": 10.1,
"close": 10.6,
"vol": 250000,
"amount": 26_500_000,
"quote_date": "20260731",
"quote_time_epoch": int(datetime(2026, 7, 31, 10, 31).timestamp()),
"source": source,
"turnover_rate": 2.5,
}
quote.update(overrides)
return quote
class StockDetailRealtimeTests(unittest.TestCase):
def setUp(self):
self.service = DashboardService.__new__(DashboardService)
@@ -68,7 +204,13 @@ class StockDetailRealtimeTests(unittest.TestCase):
self.service.database = DetailDatabaseStub()
self.service._request_context = threading.local()
self.service._request_context.user_id = 1
self.service.ifind = None
self.service.realtime_aggregator = None
self.service.chart_data = None
self.service._market_client_override = RealtimeClientStub("datahub")
self.service.data_gateway = DataGatewayStub(self.service._market_client_override)
RealtimeClientStub.quote_calls = 0
DeniedRealtimeClientStub.quote_calls = 0
def test_today_detail_merges_rt_quote_without_mutating_daily_cache(self):
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
@@ -90,9 +232,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
"moneyflow": {},
}
with patch("backend.features.market.service.datetime", FixedMarketDatetime), patch(
"backend.features.market.service.TushareClient", RealtimeClientStub
):
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(cached, "002141", today)
self.assertEqual(result["meta"]["trade_date"], FixedMarketDatetime.fixed_now.strftime("%Y-%m-%d"))
@@ -112,9 +252,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
"stock": {"code": "002141", "price": 10, "change": 1.2},
"prices": [{"trade_date": historical, "close": 10, "change": 1.2}],
}
with patch("backend.features.market.service.datetime", FixedMarketDatetime), patch(
"backend.features.market.service.TushareClient", RealtimeClientStub
):
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(payload, "002141", historical)
self.assertEqual(result["stock"]["change"], 1.2)
@@ -151,9 +289,7 @@ class StockDetailRealtimeTests(unittest.TestCase):
},
],
}
with patch("backend.features.market.service.datetime", FixedPreopenDatetime), patch(
"backend.features.market.service.TushareClient", RealtimeClientStub
):
with patch("backend.features.market.service.datetime", FixedPreopenDatetime):
result = self.service._prepare_stock_detail(payload, "002141", today)
self.assertEqual(result["meta"]["trade_date"], yesterday)
@@ -162,6 +298,179 @@ class StockDetailRealtimeTests(unittest.TestCase):
self.assertEqual(result["stock"]["change"], 1.2)
self.assertEqual(RealtimeClientStub.quote_calls, 0)
def test_today_detail_falls_back_to_tencent_quote_when_rt_k_denied(self):
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
aggregator = FreeQuoteAggregator(_free_quote())
self.service.realtime_aggregator = aggregator
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
DeniedRealtimeClientStub.quote_calls = 0
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
bar = result["prices"][-1]
self.assertEqual(bar["trade_date"], "2026-07-31")
self.assertTrue(bar["realtime"])
self.assertEqual(bar["open"], 10.2)
self.assertEqual(bar["high"], 10.8)
self.assertEqual(bar["low"], 10.1)
self.assertEqual(bar["close"], 10.6)
self.assertAlmostEqual(bar["change"], 6.0, places=4)
self.assertEqual(bar["volume"], 2500)
self.assertAlmostEqual(bar["amount_billion"], 0.265)
self.assertEqual(len(result["prices"]), 2)
self.assertEqual(result["meta"]["notice"], "")
self.assertEqual(aggregator.tencent_calls, 1)
self.assertEqual(DeniedRealtimeClientStub.quote_calls, 1)
def test_today_detail_falls_back_to_eastmoney_then_intraday(self):
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
aggregator = FreeQuoteAggregator(
_free_quote(
"eastmoney_stock",
ts_code="600000.SH",
name="浦发银行",
net_mf_amount=12,
),
)
self.service.realtime_aggregator = aggregator
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
DeniedRealtimeClientStub.quote_calls = 0
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(_history_payload("600000"), "600000", today)
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
self.assertEqual(result["prices"][-1]["close"], 10.6)
self.assertEqual(aggregator.tencent_calls, 1)
self.assertEqual(aggregator.eastmoney_calls, 1)
aggregator = FreeQuoteAggregator(fail=True)
self.service.realtime_aggregator = aggregator
self.service.chart_data = IntradayChartStub(
[
{
"date": "2026-07-31",
"time": "09:30",
"open": 10.1,
"high": 10.2,
"low": 10.0,
"close": 10.15,
"volume": 120,
"amount": 121800,
},
{
"date": "2026-07-31",
"time": "10:05",
"open": 10.15,
"high": 10.5,
"low": 9.9,
"close": 10.4,
"volume": 80,
"amount": 83200,
},
]
)
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(_history_payload("300750"), "300750", today)
bar = result["prices"][-1]
self.assertEqual(bar["trade_date"], "2026-07-31")
self.assertEqual(bar["open"], 10.1)
self.assertEqual(bar["high"], 10.5)
self.assertEqual(bar["low"], 9.9)
self.assertEqual(bar["close"], 10.4)
self.assertAlmostEqual(bar["change"], 4.0, places=4)
self.assertEqual(bar["volume"], 200)
self.assertTrue(bar["realtime"])
def test_today_detail_keeps_history_when_free_sources_fail(self):
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
self.service.realtime_aggregator = FreeQuoteAggregator(fail=True)
self.service.chart_data = IntradayChartStub([], trade_date="2026-07-30")
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
DeniedRealtimeClientStub.quote_calls = 0
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-30")
self.assertFalse(result["meta"].get("realtime", False))
self.assertEqual(result["meta"]["notice"], TODAY_DAILY_UNAVAILABLE_NOTICE)
self.assertEqual(len(result["prices"]), 1)
def test_lunch_keeps_morning_realtime_bar(self):
today = FixedLunchDatetime.fixed_now.strftime("%Y%m%d")
self.service.realtime_aggregator = FreeQuoteAggregator(
_free_quote(quote_time_epoch=int(datetime(2026, 7, 31, 11, 30).timestamp()))
)
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
DeniedRealtimeClientStub.quote_calls = 0
with patch("backend.features.market.service.datetime", FixedLunchDatetime):
result = self.service._prepare_stock_detail(_history_payload(), "002141", today)
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
self.assertTrue(result["meta"]["realtime"])
def test_after_close_keeps_forming_bar_until_official_ready(self):
today = FixedAfterCloseDatetime.fixed_now.strftime("%Y%m%d")
self.service.realtime_aggregator = FreeQuoteAggregator(_free_quote())
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
DeniedRealtimeClientStub.quote_calls = 0
with patch("backend.features.market.service.datetime", FixedAfterCloseDatetime):
forming = self.service._prepare_stock_detail(_history_payload(), "002141", today)
self.assertEqual(forming["prices"][-1]["trade_date"], "2026-07-31")
self.assertTrue(forming["prices"][-1]["realtime"])
official = _history_payload()
official["prices"].append(
{
"trade_date": "2026-07-31",
"open": 10.15,
"high": 10.9,
"low": 10.05,
"close": 10.7,
"change": 7.0,
"volume": 1800,
"amount_billion": 0.3,
}
)
RealtimeClientStub.quote_calls = 0
self.service._market_client_override = RealtimeClientStub("datahub")
with patch("backend.features.market.service.datetime", FixedAfterCloseDatetime):
replaced = self.service._prepare_stock_detail(official, "002141", today)
self.assertEqual(replaced["prices"][-1]["close"], 10.7)
self.assertFalse(replaced["prices"][-1].get("realtime", False))
self.assertEqual(len(replaced["prices"]), 2)
self.assertEqual(RealtimeClientStub.quote_calls, 0)
def test_same_date_bar_is_replaced_not_duplicated(self):
today = FixedMarketDatetime.fixed_now.strftime("%Y%m%d")
payload = _history_payload()
payload["prices"].append(
{
"trade_date": "2026-07-31",
"open": 10.0,
"high": 10.1,
"low": 9.9,
"close": 10.05,
"change": 0.5,
"volume": 10,
"amount_billion": 0.01,
"realtime": True,
}
)
self.service.realtime_aggregator = FreeQuoteAggregator(_free_quote())
self.service._market_client_override = DeniedRealtimeClientStub("datahub")
DeniedRealtimeClientStub.quote_calls = 0
with patch("backend.features.market.service.datetime", FixedMarketDatetime):
result = self.service._prepare_stock_detail(payload, "002141", today)
self.assertEqual(len(result["prices"]), 2)
self.assertEqual(result["prices"][-1]["close"], 10.6)
self.assertEqual(result["prices"][-1]["trade_date"], "2026-07-31")
if __name__ == "__main__":
unittest.main()
+6 -7
View File
@@ -218,11 +218,10 @@ def build() -> dict[str, Any]:
),
"external_data_adapters": [
{"provider": "tushare", "path": "backend/data/providers/tushare_client.py", "runtime_role": "stable client facade for primary deterministic market data"},
{"provider": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "optional official EOD read path behind per-dataset flags"},
{"provider": "ifind", "path": "backend/data/providers/ifind_client.py", "runtime_role": "realtime, charts, snapshots, enrichment"},
{"provider": "eastmoney", "path": "backend/features/market/charts.py", "runtime_role": "display chart fallback"},
{"provider": "eastmoney", "path": "backend/data/realtime.py", "runtime_role": "isolated realtime observation and intraday dashboard fallback"},
{"provider": "tencent", "path": "backend/data/realtime.py", "runtime_role": "index observation and intraday quote fallback"},
{"provider": "datahub", "path": "backend/data/datahub/client.py", "runtime_role": "website-only read path; official EOD, live quotes, and licensed iFinD"},
{"provider": "ifind", "path": "xiaobai-datahub/datahub/adapters/ifind.py", "runtime_role": "licensed iFinD source inside the data hub"},
{"provider": "eastmoney", "path": "xiaobai-datahub/datahub/adapters/eastmoney.py", "runtime_role": "free realtime quotes and shenwan inside the data hub"},
{"provider": "tencent", "path": "xiaobai-datahub/datahub/adapters/tencent.py", "runtime_role": "free index and stock quotes inside the data hub"},
],
"provider_domains": [
{"provider": "tushare", "path": "backend/data/providers/tushare_transport.py", "responsibility": "HTTP transport and provider errors"},
@@ -240,9 +239,9 @@ def build() -> dict[str, Any]:
{"client": "DatahubClient", "owner": "backend/data/gateway.py"},
{"client": "DatahubBridge", "owner": "backend/data/gateway.py"},
{"client": "DatahubAwareTushareClient", "owner": "backend/data/gateway.py"},
{"client": "IfindHttpClient", "owner": "backend/data/gateway.py"},
{"client": "HubIfindProxy", "owner": "backend/data/gateway.py"},
{"client": "HubRealtimeProxy", "owner": "backend/data/gateway.py"},
{"client": "MarketChartClient", "owner": "backend/data/gateway.py"},
{"client": "WebRealtimeAggregator", "owner": "backend/data/gateway.py"},
],
"heaven_service_owners": {
"facade": "backend/features/heaven/service.py",
+4
View File
@@ -10,4 +10,8 @@ DATAHUB_ADMIN_PASSWORD=
# Tushare Pro token. Stored encrypted after first launch; never returned by API or admin pages.
TUSHARE_TOKEN=
# Optional licensed iFinD tokens. Used only inside the hub; the website never dials 51ifind.com.
IFIND_REFRESH_TOKEN=
IFIND_ACCESS_TOKEN=
TZ=Asia/Shanghai
+13 -1
View File
@@ -7,7 +7,7 @@
- SQLite WAL `datahub.db`,容器名 `xiaobai-datahub`,端口 `8766`
- Tushare 盘后正式数据:交易日历、股票主档、daily、daily_basic、adj_factor、index_daily、moneyflow、stk_auction、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
- 盘中观察(provisional):东财/腾讯指数报价、个股最新价、全市场快照、分时点(`/v1/quotes/latest` 不传 codes 即全市场,`/v1/indexes/quotes` `/v1/intraday/points`);永不写入 eod_* 正式表
- 暂存 → 校验 → 整批原子发布 → 可回滚
- `/v1` 稳定接口(`X-Datahub-Token`
- `/admin/` 最小管理后台(总览 / 数据源 / 调度 / 发布 / 数据集 / 审计)
@@ -124,6 +124,18 @@ 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。
## 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 **20:0023:20**,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。
-`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
每日 00:40 任务把 `datahub.db` 备份到 `data/backups/`(保留 14 份)。也可手动:
+13
View File
@@ -105,6 +105,7 @@ async function render() {
const data = await api("/admin/api/overview");
$("phase").textContent = data.session_phase;
const eod = data.eod_status || {};
const rev = data.revision_status || {};
const eodLabels = {
pending_first_attempt: "等待首次尝试",
waiting_upstream: "等待上游",
@@ -112,6 +113,14 @@ async function render() {
cutoff_failed: "已截止失败",
closed_day: "休市",
};
const revLabels = {
waiting_review: "等待复核",
review_failed: "复核失败",
aligned: "已追平",
cutoff: "已截止",
pending_publish: "待发布",
closed_day: "休市",
};
const eodExtra = [];
if (eod.state === "waiting_upstream") {
eodExtra.push(`已试 ${eod.attempts}`);
@@ -121,12 +130,16 @@ async function render() {
if (eod.state === "cutoff_failed" && eod.missing_datasets) {
eodExtra.push(`${esc(eod.missing_datasets.join(","))}`);
}
const revExtra = [];
if (rev.detail) revExtra.push(esc(String(rev.detail)));
if (rev.window) revExtra.push(esc(String(rev.window)));
page.innerHTML = `
<div class="cards">
<div class="card"><div class="muted">交易日</div><strong>${esc(data.trade_date)}</strong></div>
<div class="card"><div class="muted">阶段</div><strong>${esc(data.session_phase)}</strong></div>
<div class="card"><div class="muted">今日发布</div><strong>${data.publications.length}</strong></div>
<div class="card"><div class="muted">盘后补跑</div><strong>${esc(eodLabels[eod.state] || eod.state || "-")}</strong><div class="muted">${eodExtra.join(" · ")}</div></div>
<div class="card"><div class="muted">估值复核</div><strong>${esc(revLabels[rev.state] || rev.state || "-")}</strong><div class="muted">${revExtra.join(" · ")}</div></div>
<div class="card"><div class="muted">异常批次</div><strong class="${data.anomalies.length ? "fail" : "ok"}">${data.anomalies.length}</strong></div>
</div>
<h2>最近调用</h2>
+2
View File
@@ -14,6 +14,8 @@ services:
DATAHUB_TOKEN: "${DATAHUB_TOKEN:?DATAHUB_TOKEN must be set}"
DATAHUB_ADMIN_PASSWORD: "${DATAHUB_ADMIN_PASSWORD:?DATAHUB_ADMIN_PASSWORD must be set}"
TUSHARE_TOKEN: "${TUSHARE_TOKEN:-}"
IFIND_REFRESH_TOKEN: "${IFIND_REFRESH_TOKEN:-}"
IFIND_ACCESS_TOKEN: "${IFIND_ACCESS_TOKEN:-}"
DATAHUB_DB_PATH: /app/data/datahub.db
DATAHUB_BACKUP_DIR: /app/data/backups
TZ: Asia/Shanghai
@@ -14,9 +14,14 @@
"list_limit_max": 5000,
"calendar_start": "20160101",
"index_history_trading_days": 260,
"daily_history_trading_days": 250,
"eod_retry_start": "15:15",
"eod_retry_interval_minutes": 30,
"eod_retry_cutoff": "23:30",
"revision_review_datasets": ["valuation"],
"revision_review_start": "20:00",
"revision_review_interval_minutes": 30,
"revision_review_cutoff": "23:20",
"moneyflow_history_trading_days": 60,
"stocks_refresh_times": [
"20:00",
+262 -39
View File
@@ -13,6 +13,15 @@ from datahub.numbers import finite_number, round4
EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
EASTMONEY_A_SHARE_BOARDS = (
"m:0+t:6",
"m:0+t:80",
"m:1+t:2",
"m:1+t:23",
"m:0+t:81",
)
EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
EASTMONEY_MARKET_PAGE_SIZE = 100
TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
BROWSER_UA = (
@@ -59,7 +68,11 @@ class EastmoneyAdapter(MarketAdapter):
codes = params.get("codes") or []
if isinstance(codes, str):
codes = [item.strip() for item in codes.split(",") if item.strip()]
return self.fetch_quotes(list(codes))
if codes:
return self.fetch_quotes(list(codes))
return self.fetch_market_quotes()
if dataset in {"quotes_market", "market_quotes"}:
return self.fetch_market_quotes()
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
@@ -113,7 +126,7 @@ class EastmoneyAdapter(MarketAdapter):
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.
# Eastmoney ulist.np accepts ~60 secids per request; page remaining codes.
secids = []
for code in codes:
ts = str(code or "").upper()
@@ -124,48 +137,112 @@ class EastmoneyAdapter(MarketAdapter):
secids.append(f"0.{symbol}")
if not secids:
return []
payload = self._get_json(
EASTMONEY_INDEX_URL,
result: list[dict[str, Any]] = []
for index in range(0, len(secids), 60):
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": ",".join(secids[index:index + 60]),
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
for row in rows:
symbol = str(row.get("f12") or "")
if not symbol:
continue
ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
epoch = int(finite_number(row.get("f124")) or 0)
close = round4(finite_number(row.get("f2")))
previous = round4(finite_number(row.get("f18")))
quote_date = (
datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
if epoch
else ""
)
result.append(
{
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"price": close,
"close": close,
"pct_chg": round4(finite_number(row.get("f3"))),
"change_amount": round4(finite_number(row.get("f4"))),
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"pre_close": previous,
"previous_close": previous,
"volume": round4(finite_number(row.get("f5"))),
"vol": round4(finite_number(row.get("f5")) * 100),
"amount": round4(finite_number(row.get("f6"))),
"turnover_rate": round4(finite_number(row.get("f8"))),
"quote_date": quote_date,
"quote_time_epoch": epoch,
"quote_time": (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
),
"source": "eastmoney_push2",
}
)
return result
def fetch_market_quotes(self) -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
board_errors: list[str] = []
for board in EASTMONEY_A_SHARE_BOARDS:
try:
rows.extend(self._board_quotes(board))
except Exception as exc:
board_errors.append(f"{board}:{exc}")
quotes: list[dict[str, Any]] = []
seen: set[str] = set()
for row in rows:
quote = _normalize_market_quote(row)
ts_code = str((quote or {}).get("ts_code") or "")
if not quote or ts_code in seen:
continue
seen.add(ts_code)
quotes.append(quote)
if len(quotes) < 200:
detail = f"{'; '.join(board_errors)}" if board_errors else ""
raise AdapterError(f"Eastmoney market snapshot too small: {len(quotes)}{detail}")
return quotes
def _board_quotes(self, board: str) -> list[dict[str, Any]]:
first = self._market_page(board, 1)
data = first.get("data") or {}
rows = list(data.get("diff") or [])
total = int(finite_number(data.get("total")) or 0)
page_count = 1
if total > 0:
page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
for page in range(2, min(page_count, 40) + 1):
payload = self._market_page(board, page)
rows.extend(list((payload.get("data") or {}).get("diff") or []))
return rows
def _market_page(self, board: str, page: int) -> dict[str, Any]:
return self._get_json(
EASTMONEY_CLIST_URL,
{
"secids": ",".join(secids[:60]),
"pn": str(page),
"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
"po": "1",
"np": "1",
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
"fid": "f12",
"fs": board,
"fields": EASTMONEY_QUOTE_FIELDS,
},
referer="https://quote.eastmoney.com/",
referer="https://quote.eastmoney.com/center/gridlist.html",
)
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, date: str = "") -> dict[str, Any]:
code = str(ts_code or "").upper()
@@ -173,6 +250,11 @@ class EastmoneyAdapter(MarketAdapter):
secid = INDEX_SECIDS[code]
entity = "index"
identifier = code
elif code.startswith("BK") or code.endswith((".TI", ".SI")):
symbol = code.split(".")[0]
secid = f"90.{symbol}"
entity = "board"
identifier = symbol
else:
symbol = code.split(".")[0]
market = "1" if symbol.startswith(("5", "6", "9")) else "0"
@@ -217,6 +299,108 @@ class EastmoneyAdapter(MarketAdapter):
"source": "eastmoney_trends2",
}
def fetch_shenwan_quote(self, ts_code: str) -> dict[str, Any]:
code = str(ts_code or "").split(".")[0]
if not code:
raise AdapterError("Invalid Shenwan code")
payload = self._get_json(
EASTMONEY_INDEX_URL,
{
"secids": f"90.{code}",
"fltt": "2",
"invt": "2",
"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124",
},
referer="https://quote.eastmoney.com/",
)
rows = list((payload.get("data") or {}).get("diff") or [])
row = next((item for item in rows if item), None)
if not row:
raise AdapterError(f"Eastmoney Shenwan quote missing for {code}")
epoch = int(finite_number(row.get("f124")) or 0)
close = round4(finite_number(row.get("f2")))
previous = round4(finite_number(row.get("f18")))
if close <= 0 or previous <= 0:
raise AdapterError(f"Eastmoney Shenwan quote empty for {code}")
quote_time = (
datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
if epoch
else ""
)
return {
"ts_code": f"{code}.SI",
"code": f"{code}.SI",
"name": row.get("f14") or code,
"price": close,
"close": close,
"pre_close": previous,
"previous_close": previous,
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"change": round4(finite_number(row.get("f3"))),
"pct_change": round4(finite_number(row.get("f3"))),
"pct_chg": round4(finite_number(row.get("f3"))),
"amount": round4(finite_number(row.get("f6"))),
"leader": row.get("f128") or "--",
"leader_code": row.get("f140") or "",
"leading_pct": round4(finite_number(row.get("f136"))),
"up_count": int(finite_number(row.get("f104")) or 0),
"down_count": int(finite_number(row.get("f105")) or 0),
"quote_time": quote_time,
"trade_time": quote_time,
"quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "",
"quote_time_epoch": epoch,
"source": "eastmoney_sw",
}
def fetch_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]:
day = str(trade_date or "").replace("-", "")
rows: list[dict[str, Any]] = []
for url, limit_type in (
("https://push2ex.eastmoney.com/getTopicZTPool", "U"),
("https://push2ex.eastmoney.com/getTopicZBPool", "Z"),
):
params = {
"ut": "7eea3edcaed734bea9cbfc24409ed989",
"dpt": "wz.ztzt",
"PageIndex": "0",
"PageSize": "200",
"sort": "fbt:asc",
"stat": "1",
}
if day:
params["date"] = day
try:
payload = self._get_json(url, params, referer="https://quote.eastmoney.com/")
except AdapterError:
continue
pool = ((payload.get("data") or {}).get("pool") or []) if isinstance(payload.get("data"), dict) else []
for item in pool:
code = str(item.get("c") or item.get("code") or "")
if not code:
continue
market = str(item.get("m") or item.get("market") or "")
suffix = "SH" if market in {"1", "SH"} or code.startswith(("5", "6", "9")) else "SZ"
first = str(item.get("fbt") or item.get("first_time") or "")
last = str(item.get("lbt") or item.get("last_time") or "")
rows.append(
{
"ts_code": f"{code}.{suffix}",
"limit_type": limit_type,
"first_time": first,
"last_time": last,
"fd_amount": item.get("fund") or item.get("fd_amount"),
"open_times": item.get("zbc") or item.get("open_times"),
"limit_times": item.get("lbc") or item.get("limit_times"),
"turnover_ratio": item.get("hs") or item.get("turnover_ratio"),
"source": "eastmoney_zt_pool",
}
)
if not rows:
raise AdapterError("Eastmoney limit pool empty")
return rows
def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
request_url = f"{url}?{urllib.parse.urlencode(params)}"
request = urllib.request.Request(
@@ -252,6 +436,45 @@ def _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -
return [point for point in points if str(point.get("date") or "") == latest]
def _normalize_market_quote(row: dict[str, Any]) -> dict[str, Any] | None:
symbol = str(row.get("f12") or "").strip()
if not symbol.isdigit() or len(symbol) != 6:
return None
close = round4(finite_number(row.get("f2")))
previous_close = round4(finite_number(row.get("f18")))
if close <= 0 or previous_close <= 0:
return None
market = int(finite_number(row.get("f13")) or 0)
if market == 1 or symbol.startswith(("5", "6", "9")):
ts_code = f"{symbol}.SH"
elif symbol.startswith(("4", "8")):
ts_code = f"{symbol}.BJ"
else:
ts_code = f"{symbol}.SZ"
epoch = int(finite_number(row.get("f124")) or 0)
quote_date = ""
if epoch > 0:
quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
return {
"ts_code": ts_code,
"name": row.get("f14") or symbol,
"pre_close": previous_close,
"previous_close": previous_close,
"open": round4(finite_number(row.get("f17"))),
"high": round4(finite_number(row.get("f15"))),
"low": round4(finite_number(row.get("f16"))),
"close": close,
"price": close,
"pct_chg": round4(finite_number(row.get("f3"))),
"vol": round4(finite_number(row.get("f5")) * 100),
"volume": round4(finite_number(row.get("f5")) * 100),
"amount": round4(finite_number(row.get("f6"))),
"quote_date": quote_date,
"quote_time_epoch": epoch,
"source": "eastmoney_clist",
}
def _parse_trend(raw: Any) -> dict[str, Any] | None:
text = str(raw or "")
parts = text.split(",")
+431 -2
View File
@@ -1,3 +1,432 @@
from datahub.adapters.base import ReservedAdapter
from __future__ import annotations
ADAPTER = ReservedAdapter("ifind")
import copy
import json
import threading
import time
import urllib.error
import urllib.request
from datetime import datetime, timedelta
from typing import Any, Callable
from datahub.adapters.base import AdapterError, MarketAdapter
UrlOpen = Callable[..., Any]
class IfindAdapter(MarketAdapter):
"""Licensed iFinD source used only inside the data hub."""
name = "ifind"
BASE_URL = "https://quantapi.51ifind.com/api/v1"
AUTH_ENDPOINT = "get_access_token"
AUTH_ERROR_CODES = {-1302, -1303, -1304, -4302, -4303}
def __init__(
self,
refresh_token: str = "",
access_token: str = "",
timeout: int = 15,
urlopen: UrlOpen = urllib.request.urlopen,
) -> None:
self.timeout = max(3, int(timeout))
self._urlopen = urlopen
self._refresh_token = str(refresh_token or "").strip()
self._access_token = str(access_token or "").strip()
self._access_expires_at: datetime | None = None
self._token_lock = threading.Lock()
self._cache_lock = threading.Lock()
self._cache: dict[str, dict[str, Any]] = {}
@property
def configured(self) -> bool:
return bool(self._refresh_token or self._access_token)
def set_credentials(self, refresh_token: str, access_token: str = "") -> None:
refresh_token = str(refresh_token or "").strip()
access_token = str(access_token or "").strip()
with self._token_lock:
refresh_changed = refresh_token != self._refresh_token
self._refresh_token = refresh_token
if access_token or refresh_changed:
self._access_token = access_token
self._access_expires_at = None
if refresh_changed:
with self._cache_lock:
self._cache.clear()
def status(self) -> dict[str, Any]:
return {
"configured": self.configured,
"access_ready": bool(self._access_token),
"access_expires_at": (
self._access_expires_at.isoformat(timespec="seconds")
if self._access_expires_at
else ""
),
}
def probe(self) -> dict[str, Any]:
started = time.perf_counter()
if not self.configured:
return {
"provider": self.name,
"configured": False,
"state": "unconfigured",
"message": "iFinD token 未配置",
"latency_ms": round((time.perf_counter() - started) * 1000),
}
try:
rows = self.real_time("000001.SH", ["latest"], cache_ttl=0)
state = "ok" if rows else "empty"
return {
"provider": self.name,
"configured": True,
"state": state,
"latency_ms": round((time.perf_counter() - started) * 1000),
}
except AdapterError as exc:
return {
"provider": self.name,
"configured": True,
"state": "error",
"message": str(exc),
"latency_ms": round((time.perf_counter() - started) * 1000),
}
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
if dataset == "wencai":
return self.wencai(
str(params.get("query") or params.get("searchstring") or ""),
str(params.get("search_type") or params.get("searchtype") or "stock"),
int(params.get("cache_ttl") or 300),
)
if dataset == "snapshots":
return self.snapshots(
params.get("codes") or "",
_indicators(params.get("indicators")),
str(params.get("start_time") or ""),
str(params.get("end_time") or ""),
int(params.get("cache_ttl") or 8),
)
if dataset == "history":
return self.history(
params.get("codes") or "",
_indicators(params.get("indicators") or ["close", "volume", "amount"]),
str(params.get("start_date") or ""),
str(params.get("end_date") or ""),
int(params.get("cache_ttl") or 300),
)
if dataset == "realtime":
return self.real_time(
params.get("codes") or "",
_indicators(params.get("indicators") or ["latest"]),
int(params.get("cache_ttl") or 10),
)
if dataset == "intraday":
return self.intraday(
str(params.get("code") or params.get("codes") or ""),
str(params.get("start_time") or ""),
str(params.get("end_time") or ""),
int(params.get("cache_ttl") or 20),
)
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
return list(rows)
def real_time(
self,
codes: str | list[str],
indicators: list[str],
cache_ttl: int = 10,
) -> list[dict[str, Any]]:
code_text = self._codes(codes)
payload = self._request(
"real_time_quotation",
{"codes": code_text, "indicators": ",".join(indicators)},
cache_key=f"rq:{code_text}:{','.join(indicators)}",
cache_ttl=cache_ttl,
)
return self._table_rows(payload)
def history(
self,
codes: str | list[str],
indicators: list[str],
start_date: str,
end_date: str,
cache_ttl: int = 300,
) -> list[dict[str, Any]]:
code_text = self._codes(codes)
payload = self._request(
"cmd_history_quotation",
{
"codes": code_text,
"indicators": ",".join(indicators),
"startdate": self._display_date(start_date),
"enddate": self._display_date(end_date),
"functionpara": {"CPS": "forward1", "Fill": "Omit"},
},
cache_key=f"hq:{code_text}:{start_date}:{end_date}:{','.join(indicators)}",
cache_ttl=cache_ttl,
)
return self._table_rows(payload)
def intraday(
self,
code: str,
start_time: str,
end_time: str,
cache_ttl: int = 20,
) -> list[dict[str, Any]]:
indicators = ["open", "high", "low", "close", "volume", "amount", "avgPrice"]
payload = self._request(
"high_frequency",
{
"codes": self._codes(code),
"indicators": ",".join(indicators),
"starttime": start_time,
"endtime": end_time,
"functionpara": {
"CPS": "forward1",
"Fill": "Previous",
"Timeformat": "LocalTime",
"Interval": "1",
"Limitstart": "09:30:00",
"Limitend": "15:00:00",
},
},
cache_key=f"hf:{code}:{start_time}:{end_time}",
cache_ttl=cache_ttl,
)
return self._table_rows(payload)
def snapshots(
self,
codes: str | list[str],
indicators: list[str],
start_time: str,
end_time: str,
cache_ttl: int = 8,
) -> list[dict[str, Any]]:
code_text = self._codes(codes)
payload = self._request(
"snap_shot",
{
"codes": code_text,
"indicators": ",".join(indicators),
"starttime": start_time,
"endtime": end_time,
},
cache_key=f"ss:{code_text}:{start_time}:{end_time}:{','.join(indicators)}",
cache_ttl=cache_ttl,
)
return self._table_rows(payload)
def wencai(self, query: str, search_type: str = "stock", cache_ttl: int = 300) -> list[dict[str, Any]]:
normalized = " ".join(str(query or "").split())
if not normalized:
raise AdapterError("问财查询不能为空。")
payload = self._request(
"smart_stock_picking",
{"searchstring": normalized, "searchtype": search_type},
cache_key=f"wc:{search_type}:{normalized}",
cache_ttl=cache_ttl,
)
return self._table_rows(payload)
def _request(
self,
endpoint: str,
body: dict[str, Any],
cache_key: str = "",
cache_ttl: int = 0,
) -> dict[str, Any]:
if not self.configured:
raise AdapterError("iFinD 尚未配置。")
if cache_key and cache_ttl > 0:
cached = self._cached(cache_key, cache_ttl)
if cached is not None:
return cached
payload = self._post(endpoint, body, self._ensure_access_token())
if self._is_auth_error(payload) and self._refresh_token:
self._invalidate_access_token()
payload = self._post(endpoint, body, self._ensure_access_token(force=True))
self._validate_payload(payload)
if cache_key and cache_ttl > 0:
with self._cache_lock:
self._cache[cache_key] = {
"created_at": time.time(),
"payload": copy.deepcopy(payload),
}
return payload
def _ensure_access_token(self, force: bool = False) -> str:
with self._token_lock:
now = datetime.now().astimezone().replace(tzinfo=None)
token_valid = bool(self._access_token) and (
self._access_expires_at is None
or self._access_expires_at > now + timedelta(minutes=2)
)
if token_valid and not force:
return self._access_token
if not self._refresh_token:
if self._access_token:
return self._access_token
raise AdapterError("iFinD Refresh Token 尚未配置。")
payload = self._post(self.AUTH_ENDPOINT, {}, "", self._refresh_token)
self._validate_payload(payload)
data = payload.get("data") or {}
token = str(data.get("access_token") or "").strip()
if not token:
raise AdapterError("iFinD 未返回 Access Token。")
expires_at = self._parse_datetime(data.get("expired_time"))
self._access_token = token
self._access_expires_at = expires_at
return token
def _post(
self,
endpoint: str,
body: dict[str, Any],
access_token: str,
refresh_token: str = "",
) -> dict[str, Any]:
headers = {
"Accept": "application/json",
"Content-Type": "application/json",
"User-Agent": "XiaobaiDatahub/1.0",
"ifindlang": "cn",
}
if access_token:
headers["access_token"] = access_token
if refresh_token:
headers["refresh_token"] = refresh_token
request = urllib.request.Request(
f"{self.BASE_URL}/{endpoint}",
data=json.dumps(body, ensure_ascii=False, separators=(",", ":")).encode("utf-8"),
headers=headers,
method="POST",
)
try:
with self._urlopen(request, timeout=self.timeout) as response:
payload = json.loads(response.read().decode("utf-8"))
except urllib.error.HTTPError as exc:
detail = ""
try:
detail_payload = json.loads(exc.read().decode("utf-8", errors="replace"))
detail = str(detail_payload.get("errmsg") or detail_payload.get("message") or "")
except (json.JSONDecodeError, OSError):
pass
raise AdapterError(f"iFinD HTTP {exc.code}{f'{detail[:160]}' if detail else ''}") from exc
except (urllib.error.URLError, TimeoutError, OSError, json.JSONDecodeError) as exc:
raise AdapterError("iFinD 数据请求失败。") from exc
if not isinstance(payload, dict):
raise AdapterError("iFinD 返回格式不正确。")
return payload
def _cached(self, key: str, ttl: int) -> dict[str, Any] | None:
with self._cache_lock:
cached = self._cache.get(key)
if not cached:
return None
if time.time() - float(cached.get("created_at") or 0) > ttl:
self._cache.pop(key, None)
return None
return copy.deepcopy(cached["payload"])
def _invalidate_access_token(self) -> None:
with self._token_lock:
self._access_token = ""
self._access_expires_at = None
@classmethod
def _validate_payload(cls, payload: dict[str, Any]) -> None:
try:
error_code = int(payload.get("errorcode") or 0)
except (TypeError, ValueError):
error_code = -1
if error_code != 0:
message = str(payload.get("errmsg") or "未知错误")
raise AdapterError(f"iFinD 返回错误:{message[:200]}")
@classmethod
def _is_auth_error(cls, payload: dict[str, Any]) -> bool:
try:
error_code = int(payload.get("errorcode") or 0)
except (TypeError, ValueError):
error_code = 0
message = str(payload.get("errmsg") or "").casefold()
return error_code in cls.AUTH_ERROR_CODES or "token" in message or "鉴权" in message
@staticmethod
def _table_rows(payload: dict[str, Any]) -> list[dict[str, Any]]:
tables = payload.get("tables") or []
if isinstance(tables, dict):
tables = [tables]
rows: list[dict[str, Any]] = []
for block in tables if isinstance(tables, list) else []:
if not isinstance(block, dict):
continue
table = block.get("table") or {}
if not isinstance(table, dict):
continue
times = block.get("time") or []
codes = block.get("thscode") or block.get("thscodes") or []
if isinstance(codes, str):
codes = [codes]
lengths = [len(value) for value in table.values() if isinstance(value, list)]
row_count = max(lengths or [len(times) if isinstance(times, list) else 0, 1 if table else 0])
for index in range(row_count):
row: dict[str, Any] = {}
if isinstance(times, list) and index < len(times):
row["time"] = times[index]
if codes:
row["thscode"] = codes[index] if index < len(codes) else codes[0]
for field, values in table.items():
if isinstance(values, list):
row[field] = values[index] if index < len(values) else None
elif index == 0:
row[field] = values
rows.append(row)
return rows
@staticmethod
def _codes(codes: str | list[str]) -> str:
if isinstance(codes, list):
values = [str(code or "").strip().upper() for code in codes]
else:
values = [part.strip().upper() for part in str(codes or "").split(",")]
values = [value for value in values if value]
if not values:
raise AdapterError("iFinD 证券代码不能为空。")
if len(values) > 100:
raise AdapterError("iFinD 单次证券代码过多。")
return ",".join(values)
@staticmethod
def _display_date(value: str) -> str:
compact = str(value or "").replace("-", "")
if len(compact) != 8 or not compact.isdigit():
raise AdapterError("iFinD 日期格式不正确。")
return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
@staticmethod
def _parse_datetime(value: Any) -> datetime | None:
text = str(value or "").strip()
if not text:
return None
try:
return datetime.fromisoformat(text)
except ValueError:
return None
def _indicators(value: Any) -> list[str]:
if isinstance(value, list):
return [str(item).strip() for item in value if str(item).strip()]
return [part.strip() for part in str(value or "").split(",") if part.strip()]
ADAPTER = IfindAdapter()
+120 -1
View File
@@ -1,7 +1,6 @@
from __future__ import annotations
import time
import urllib.error
import urllib.request
from datetime import datetime
from typing import Any
@@ -10,6 +9,8 @@ from datahub.adapters.base import AdapterError, MarketAdapter
from datahub.numbers import finite_number, round4
TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
TENCENT_QUOTE_BATCH = 80
BROWSER_UA = (
"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
@@ -45,6 +46,16 @@ class TencentAdapter(MarketAdapter):
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
if dataset in {"indexes_quotes", "index_quotes"}:
return self.fetch_indices()
if dataset in {"quotes", "quotes_latest"}:
codes = params.get("codes") or []
if isinstance(codes, str):
codes = [item.strip() for item in codes.split(",") if item.strip()]
return self.fetch_quotes(list(codes))
if dataset in {"quotes_market", "market_quotes"}:
codes = params.get("codes") or []
if isinstance(codes, str):
codes = [item.strip() for item in codes.split(",") if item.strip()]
return self.fetch_quotes(list(codes))
raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
@@ -97,3 +108,111 @@ class TencentAdapter(MarketAdapter):
if len(result) != 3:
raise AdapterError(f"Tencent returned {len(result)}/3 indices")
return result
def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
symbols: list[str] = []
seen: set[str] = set()
for raw in codes:
symbol = _tencent_symbol(str(raw or ""))
if not symbol or symbol in seen:
continue
seen.add(symbol)
symbols.append(symbol)
if not symbols:
return []
result: list[dict[str, Any]] = []
errors: list[str] = []
for index in range(0, len(symbols), TENCENT_QUOTE_BATCH):
batch = symbols[index:index + TENCENT_QUOTE_BATCH]
try:
raw = self._get_text(f"{TENCENT_QUOTE_URL}{','.join(batch)}")
except AdapterError as exc:
errors.append(str(exc))
continue
for line in raw.splitlines():
quote = _parse_tencent_stock_quote(line)
if quote:
result.append(quote)
if not result:
detail = f"{'; '.join(errors[:3])}" if errors else ""
raise AdapterError(f"Tencent quotes empty{detail}")
return result
def _get_text(self, url: str) -> str:
request = urllib.request.Request(
url,
headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
method="GET",
)
try:
with urllib.request.urlopen(request, timeout=self.timeout) as response:
return response.read().decode("gb18030", errors="ignore")
except Exception as exc:
raise AdapterError(f"tencent request failed: {exc}") from exc
def _tencent_symbol(code: str) -> str:
raw = str(code or "").strip().upper()
if not raw:
return ""
symbol = raw.split(".")[0]
if not symbol.isdigit() or len(symbol) != 6:
return ""
if raw.endswith(".SH") or symbol.startswith(("5", "6", "9")):
return f"sh{symbol}"
if raw.endswith(".BJ") or symbol.startswith(("4", "8")):
return f"bj{symbol}"
return f"sz{symbol}"
def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
if '="' not in line:
return None
prefix, payload = line.split('="', 1)
fields = payload.rsplit('";', 1)[0].split("~")
if len(fields) < 38:
return None
symbol = str(fields[2] or "")
if not symbol.isdigit() or len(symbol) != 6:
return None
close = round4(finite_number(fields[3]))
previous = round4(finite_number(fields[4]))
if not close or not previous or close <= 0 or previous <= 0:
return None
marker = prefix.lower()
if "sh" in marker:
ts_code = f"{symbol}.SH"
elif "bj" in marker:
ts_code = f"{symbol}.BJ"
else:
ts_code = f"{symbol}.SZ"
quote_stamp = ""
quote_date = ""
epoch = 0
try:
parsed = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
quote_date = parsed.strftime("%Y%m%d")
epoch = int(parsed.timestamp())
quote_stamp = parsed.astimezone().isoformat(timespec="seconds")
except ValueError:
pass
return {
"ts_code": ts_code,
"name": fields[1] or symbol,
"price": close,
"close": close,
"pct_chg": round4(finite_number(fields[32])),
"change_amount": round4(finite_number(fields[31])),
"open": round4(finite_number(fields[5])),
"high": round4(finite_number(fields[33])),
"low": round4(finite_number(fields[34])),
"pre_close": previous,
"previous_close": previous,
"volume": round4(finite_number(fields[6]) * 100),
"vol": round4(finite_number(fields[6]) * 100),
"amount": round4(finite_number(fields[37]) * 10000),
"quote_date": quote_date,
"quote_time_epoch": epoch,
"quote_time": quote_stamp,
"source": "tencent_qt",
}
@@ -50,6 +50,14 @@ TUSHARE_FIELDS = {
"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
"index_member_all": (
"l1_code,l1_name,l2_code,l2_name,l3_code,l3_name,"
"ts_code,name,in_date,out_date,is_new"
),
"stk_limit": "ts_code,trade_date,up_limit,down_limit",
"suspend_d": "ts_code,suspend_date,resume_date,ann_date,suspend_reason,reason_type",
"ths_member": "ts_code,con_code,con_name,in_date,out_date,is_new",
"stk_mins": "ts_code,trade_time,open,close,high,low,vol,amount",
}
DATASET_API = {
@@ -254,3 +262,6 @@ class TushareAdapter(MarketAdapter):
items = data.get("items") or []
fields_list = data.get("fields") or (fields.split(",") if fields else [])
return [dict(zip(fields_list, item)) for item in items]
def query_raw(self, api_name: str, params: dict[str, Any], fields: str = "") -> list[dict[str, Any]]:
return self._query(api_name, params, fields or TUSHARE_FIELDS.get(api_name, ""))
+27 -3
View File
@@ -13,11 +13,12 @@ from datahub.timeutil import isoformat, now_shanghai, session_phase, yyyymmdd
class AdminAPI:
def __init__(self, db: HubDB, pipeline: Pipeline, scheduler: Scheduler, auth: AuthService) -> None:
def __init__(self, db: HubDB, pipeline: Pipeline, scheduler: Scheduler, auth: AuthService, ifind: Any = None) -> None:
self.db = db
self.pipeline = pipeline
self.scheduler = scheduler
self.auth = auth
self.ifind = ifind
def overview(self) -> dict[str, Any]:
today = yyyymmdd(now_shanghai())
@@ -39,6 +40,7 @@ class AdminAPI:
"session_phase": session_phase(now_shanghai(), is_open),
"is_open_day": is_open,
"eod_status": self.scheduler.eod_status(today),
"revision_status": self.scheduler.revision_status(today),
"publications": pubs,
"anomalies": failed,
"recent_calls": _public_calls(calls),
@@ -56,10 +58,26 @@ class AdminAPI:
}
]
for name, adapter in RESERVED.items():
if name == "ifind":
live = self.ifind or adapter
cred = self.auth.credential_status("ifind_refresh_token") or {
"configured": bool(getattr(live, "configured", False)),
"last4": "",
"updated_at": "",
}
items.append(
{
"provider": name,
"role": "licensed",
"health": live.probe(),
"credential": cred,
}
)
continue
items.append(
{
"provider": name,
"role": "reserved",
"role": "reserved" if name in {"ths", "xgb", "akshare"} else "free",
"health": adapter.probe(),
"credential": {"configured": False, "last4": "", "updated_at": ""},
}
@@ -77,6 +95,11 @@ class AdminAPI:
def probe(self, provider: str) -> dict[str, Any]:
if provider == "tushare":
return self.pipeline.adapter.probe()
if provider == "ifind":
adapter = self.ifind or RESERVED.get("ifind")
if adapter is None:
raise ApiError("INVALID_ARGUMENT", "unknown provider: ifind")
return adapter.probe()
adapter = RESERVED.get(provider)
if adapter is None:
raise ApiError("INVALID_ARGUMENT", f"unknown provider: {provider}")
@@ -91,8 +114,9 @@ class AdminAPI:
{"id": "eod_a", "at": "15:05", "title": "盘后批 A daily/valuation/moneyflow/auction"},
{"id": "eod_b", "at": "15:10", "title": "盘后批 B index_daily"},
{"id": "eod_retry", "at": "15:15-23:30", "title": "盘后未出数自动重试(每 30 分钟,成功即停)"},
{"id": "eod_revise", "at": "20:00-23:20", "title": "估值发布后复核(轻量比对,有修订才整组原子追补)"},
{"id": "stocks_refresh", "at": stocks_times, "title": "股票主档刷新与正式发布(新上市/更名,无变化跳过)"},
{"id": "history_backfill", "at": "manual", "title": "回补历史日历与指数日 K"},
{"id": "history_backfill", "at": "manual", "title": "回补历史日历、个股日 K 与指数日 K"},
{"id": "cleanup", "at": "00:30", "title": "清理 staging / 日志"},
{"id": "backup", "at": "00:40", "title": "SQLite 备份"},
],
+4 -2
View File
@@ -15,10 +15,11 @@ from datahub.timeutil import yyyymmdd
def main(argv: list[str] | None = None) -> int:
parser = argparse.ArgumentParser(description="xiaobai-datahub CLI")
sub = parser.add_subparsers(dest="command", required=True)
history = sub.add_parser("history-backfill", help="回补 2016 年起交易日历和网站所用指数日 K")
history = sub.add_parser("history-backfill", help="回补交易日历、个股日 K(默认 250 日)和网站所用指数日 K")
history.add_argument("--calendar-start", default=None, help="日历起点,默认配置 calendar_start")
history.add_argument("--index-days", type=int, default=None, help="指数回补交易日数量,默认 260")
history.add_argument("--force", action="store_true", help="覆盖已发布的指数日期")
history.add_argument("--daily-days", type=int, default=None, help="个股日 K 回补交易日数量,默认 250")
history.add_argument("--force", action="store_true", help="覆盖已发布的个股日 K / 指数日期")
refresh = sub.add_parser("eod-refresh", help="对指定交易日补跑盘后正式数据(跳过已完整发布的一致性边界,仍走质量门禁)")
refresh.add_argument("--trade-date", default=None, help="交易日 YYYYMMDD,默认今天")
refresh.add_argument(
@@ -46,6 +47,7 @@ def main(argv: list[str] | None = None) -> int:
result = hub.pipeline.backfill_history(
calendar_start=args.calendar_start,
index_days=args.index_days,
daily_days=args.daily_days,
force=args.force,
)
json.dump(result, sys.stdout, ensure_ascii=False, indent=2, default=str)
+13
View File
@@ -239,6 +239,19 @@ CREATE TABLE IF NOT EXISTS eod_progress (
updated_at TEXT NOT NULL
);
CREATE TABLE IF NOT EXISTS revision_progress (
trade_date TEXT PRIMARY KEY,
state TEXT NOT NULL,
attempts INTEGER NOT NULL DEFAULT 0,
last_attempt_at TEXT,
next_retry_at TEXT,
finished_at TEXT,
catchup_done INTEGER NOT NULL DEFAULT 0,
last_diff TEXT,
detail TEXT,
updated_at TEXT NOT NULL
);
CREATE TABLE IF NOT EXISTS audit_log (
id INTEGER PRIMARY KEY AUTOINCREMENT,
actor TEXT NOT NULL,
+14 -4
View File
@@ -42,7 +42,7 @@ class HubRequestHandler(BaseHTTPRequestHandler):
self._json({"status": "ok"}, HTTPStatus.OK)
return
if path.startswith("/v1/"):
self._v1(path, parsed.query)
self._v1(path, parsed.query, method)
return
if path.startswith("/admin/api/"):
self._admin_api(method, path)
@@ -66,11 +66,21 @@ class HubRequestHandler(BaseHTTPRequestHandler):
LOGGER.exception("internal error")
self._json({"error": {"code": "INTERNAL", "message": "internal error"}}, HTTPStatus.INTERNAL_SERVER_ERROR)
def _v1(self, path: str, query: str) -> None:
def _v1(self, path: str, query: str, method: str = "GET") -> None:
token = self.headers.get("X-Datahub-Token", "")
if not self.hub.auth.check_api_token(token):
self.hub.pipeline.audit("anonymous", "unauthorized", path, "")
raise ApiError("UNAUTHORIZED", "missing or invalid X-Datahub-Token")
if path == "/v1/query" and method == "POST":
body = self._read_json(max_bytes=1_000_000)
payload = self.hub.api.query_api(body)
self._json(payload, HTTPStatus.OK)
return
if path == "/v1/credentials/ifind" and method == "POST":
body = self._read_json()
payload = self.hub.put_ifind_credentials(body)
self._json(payload, HTTPStatus.OK)
return
payload = self.hub.api.handle(path, parse_query(query))
self._json(payload, HTTPStatus.OK)
@@ -184,11 +194,11 @@ class HubRequestHandler(BaseHTTPRequestHandler):
self.end_headers()
self.wfile.write(content)
def _read_json(self, allow_empty: bool = False) -> dict[str, Any]:
def _read_json(self, allow_empty: bool = False, max_bytes: int = 65536) -> dict[str, Any]:
length = int(self.headers.get("Content-Length", "0") or 0)
if length == 0 and allow_empty:
return {}
if length <= 0 or length > 65536:
if length <= 0 or length > max_bytes:
raise ValueError("请求内容为空或过大")
raw = self.rfile.read(length)
try:
+24 -2
View File
@@ -1,7 +1,9 @@
from __future__ import annotations
from pathlib import Path
from typing import Any
from datahub.adapters.ifind import IfindAdapter
from datahub.adapters.tushare import TushareAdapter
from datahub.admin_api import AdminAPI
from datahub.auth import AuthService
@@ -28,7 +30,16 @@ class Hub:
if settings.tushare_token:
self.auth.store_credential("tushare_token", settings.tushare_token)
token = settings.tushare_token
refresh = settings.ifind_refresh_token or self.auth.load_credential("ifind_refresh_token") or ""
access = settings.ifind_access_token or self.auth.load_credential("ifind_access_token") or ""
if settings.ifind_refresh_token:
self.auth.store_credential("ifind_refresh_token", settings.ifind_refresh_token)
refresh = settings.ifind_refresh_token
if settings.ifind_access_token:
self.auth.store_credential("ifind_access_token", settings.ifind_access_token)
access = settings.ifind_access_token
self.adapter = adapter or TushareAdapter(token)
self.ifind = IfindAdapter(refresh, access)
self.pipeline = Pipeline(
self.db,
self.adapter,
@@ -38,10 +49,21 @@ class Hub:
)
self.lkg = LastKnownGood(self.db)
self.scheduler = Scheduler(self.db, self.pipeline)
self.api = V1API(self.db, self.pipeline, settings)
self.admin = AdminAPI(self.db, self.pipeline, self.scheduler, self.auth)
self.api = V1API(self.db, self.pipeline, settings, ifind=self.ifind)
self.admin = AdminAPI(self.db, self.pipeline, self.scheduler, self.auth, ifind=self.ifind)
self.static_dir = Path(__file__).resolve().parents[1] / "admin"
def put_ifind_credentials(self, body: dict[str, Any] | None) -> dict[str, Any]:
from datahub.serving import envelope
payload = dict(body or {})
refresh = str(payload.get("ifind_refresh_token") or "").strip()
access = str(payload.get("ifind_access_token") or "").strip()
self.auth.store_credential("ifind_refresh_token", refresh)
self.auth.store_credential("ifind_access_token", access)
self.ifind.set_credentials(refresh, access)
return envelope(self.ifind.status(), {"source": "ifind"})
def start(self) -> None:
if self.settings.scheduler_enabled:
self.scheduler.start()
+1
View File
@@ -12,6 +12,7 @@ from datahub.timeutil import isoformat
_SECRET_KEYS = (
"token", "password", "secret", "key", "authorization", "credential",
"tushare_token", "datahub_token", "encryption_key", "cookie",
"ifind", "refresh_token", "access_token",
)
_SECRET_JSON = re.compile(
r'(?i)("(?:' + "|".join(re.escape(key) for key in _SECRET_KEYS) + r')"\s*:\s*")([^"\\]*(?:\\.[^"\\]*)*)(")'
+351 -7
View File
@@ -20,6 +20,12 @@ from datahub.governance.ratelimit import TokenBucket
from datahub.governance.retry import RetryError, retry_call
from datahub.logutil import get_logger
from datahub.normalize import finite_number, normalize_daily
from datahub.revision import (
compare_fields,
diff_published_vs_upstream,
official_table,
revision_datasets,
)
from datahub.settings import Settings
from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
@@ -485,24 +491,96 @@ class Pipeline:
)
return sorted(str(row["cal_date"]) for row in rows)
def backfill_daily_history(
self,
end_date: str | None = None,
trading_days: int | None = None,
force: bool = False,
) -> dict[str, Any]:
"""Incrementally publish official daily bars for the website K-line window.
Same-day EOD still uses the atomic A-group. History backfill publishes
daily (with adj_factor) first so K-line coverage cannot be blocked by
the looser moneyflow universe, then valuation and moneyflow/auction
best-effort. Complete daily dates are skipped unless ``force``.
"""
end = yyyymmdd(end_date or self.clock())
limit = int(trading_days or self.settings.daily_history_trading_days)
open_dates = self.open_trade_dates(end, limit)
if not open_dates:
return {
"start": None,
"end": end,
"requested_days": 0,
"published": [],
"skipped": [],
"failed": [{"error": "calendar has no open dates on or before end"}],
"ok": False,
}
start = open_dates[0]
published: list[dict[str, Any]] = []
skipped: list[str] = []
failed: list[dict[str, Any]] = []
for day in open_dates:
if not force and self.active_batch("daily", day):
skipped.append(day)
continue
try:
daily = self.run_dataset("daily", day)
datasets = {"daily": daily.get("state")}
try:
valuation = self.run_dataset("valuation", day)
datasets["valuation"] = valuation.get("state")
except Exception as exc:
datasets["valuation"] = f"failed:{exc}"[:180]
for name in ("moneyflow", "auction"):
try:
extra = self.run_dataset(name, day)
datasets[name] = extra.get("state")
except Exception as exc:
datasets[name] = f"failed:{exc}"[:180]
published.append({"trade_date": day, "datasets": datasets})
except Exception as exc:
failed.append({"trade_date": day, "error": str(exc)})
return {
"start": start,
"end": end,
"requested_days": len(open_dates),
"published": published,
"skipped": skipped,
"failed": failed,
"ok": not failed,
}
def backfill_history(
self,
trade_date: str | None = None,
calendar_start: str | None = None,
index_days: int | None = None,
daily_days: int | None = None,
codes: tuple[str, ...] | None = None,
force: bool = False,
) -> dict[str, Any]:
"""Idempotent calendar + website-index history backfill."""
"""Idempotent calendar + stock daily + website-index history backfill."""
day = yyyymmdd(trade_date or self.clock())
calendar = self.ingest_reference(day, start=calendar_start)
daily = self.backfill_daily_history(
end_date=day,
trading_days=daily_days,
force=force,
)
index = self.backfill_index_history(
end_date=day,
trading_days=index_days,
codes=codes,
force=force,
)
return {"calendar": calendar, "index_daily": index, "ok": bool(index.get("ok"))}
return {
"calendar": calendar,
"daily": daily,
"index_daily": index,
"ok": bool(daily.get("ok")) and bool(index.get("ok")),
}
def backfill_index_history(
self,
@@ -688,7 +766,7 @@ class Pipeline:
results: dict[str, Any] = {}
day = yyyymmdd(trade_date)
for dataset in datasets:
if not force and self.active_batch(dataset, day):
if not force and self.extended_publication_complete(dataset, day):
results[dataset] = {
"dataset": dataset,
"trade_date": day,
@@ -718,6 +796,22 @@ class Pipeline:
LOGGER.exception("extended soft publish failed dataset=%s date=%s", dataset, day)
return results
def extended_publication_complete(self, dataset: str, trade_date: str) -> bool:
"""Do not mistake a partially published multi-source dataset for completion."""
day = yyyymmdd(trade_date)
batch_id = self.active_batch(dataset, day)
if not batch_id:
return False
if dataset != "sector_daily":
return True
rows = self.db.fetchall(
"SELECT DISTINCT family FROM eod_sector_daily "
"WHERE trade_date = ? AND batch_id = ?",
(day, batch_id),
)
families = {str(row.get("family") or "") for row in rows}
return {"ths", "dc", "sw"} <= families
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)
@@ -748,6 +842,237 @@ class Pipeline:
return self.run_extended_soft((name,), trade_date, force=True)
raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
def published_official_rows(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
day = yyyymmdd(trade_date)
batch_id = self.active_batch(dataset, day)
if not batch_id:
return []
fields = compare_fields(dataset)
table = official_table(dataset)
if fields:
columns = ",".join(fields)
return self.db.fetchall(
f"SELECT {columns} FROM {table} WHERE batch_id = ?",
(batch_id,),
)
return self.db.fetchall(f"SELECT * FROM {table} WHERE batch_id = ?", (batch_id,))
def compare_revision(self, dataset: str, trade_date: str) -> dict[str, Any]:
"""Light fetch of one revision-risk dataset vs the published official rows."""
day = yyyymmdd(trade_date)
published = self.published_official_rows(dataset, day)
if not published:
return {
"dataset": dataset,
"trade_date": day,
"changed": False,
"state": "skipped",
"reason": "not_published",
}
try:
upstream = self._fetch_dataset(dataset, day)
except Exception as exc:
return {
"dataset": dataset,
"trade_date": day,
"changed": False,
"state": "failed",
"reason": "upstream_error",
"error": str(exc),
}
if not upstream:
return {
"dataset": dataset,
"trade_date": day,
"changed": False,
"state": "failed",
"reason": "upstream_empty",
"error": "revision review upstream empty",
"published_rows": len(published),
"upstream_rows": 0,
}
listed_n = self._listed_count(day)
floor = float(self.settings.quality.get("daily_row_ratio") or 0.98)
if listed_n and len(upstream) / listed_n < floor:
return {
"dataset": dataset,
"trade_date": day,
"changed": False,
"state": "failed",
"reason": "incomplete",
"error": (
f"revision review incomplete: upstream {len(upstream)} "
f"/ listed {listed_n} < {floor}"
),
"published_rows": len(published),
"upstream_rows": len(upstream),
}
if len(upstream) < len(published) * floor:
return {
"dataset": dataset,
"trade_date": day,
"changed": False,
"state": "failed",
"reason": "incomplete",
"error": (
f"revision review incomplete: upstream {len(upstream)} "
f"< published {len(published)} * {floor}"
),
"published_rows": len(published),
"upstream_rows": len(upstream),
}
compared = diff_published_vs_upstream(dataset, published, upstream)
compared["trade_date"] = day
compared["state"] = "changed" if compared["changed"] else "unchanged"
compared["reason"] = "revised" if compared["changed"] else "unchanged"
return compared
def review_published_revisions(self, trade_date: str) -> dict[str, Any]:
"""Evening/morning catch-up: compare website fields, republish only on change.
Unchanged no new batch. Changed full A/B boundary quality gate +
atomic switch (HEL-459/460/461). Empty/failed/incomplete upstream keeps
the previous complete official version.
"""
day = yyyymmdd(trade_date)
results: dict[str, Any] = {}
for dataset in revision_datasets(self.settings.quality):
compared = self.compare_revision(dataset, day)
if compared.get("state") == "skipped":
results[dataset] = compared
continue
if compared.get("state") == "failed":
results[dataset] = compared
LOGGER.warning(
"revision review kept previous official version",
extra={
"hub": {
"dataset": dataset,
"trade_date": day,
"reason": compared.get("reason"),
"event": "revision_review_failed",
}
},
)
self.audit(
"pipeline", "revision-review", f"{dataset}:{day}",
json.dumps(
{
"state": "failed",
"reason": compared.get("reason"),
"error": compared.get("error"),
},
ensure_ascii=False,
),
)
continue
if not compared.get("changed"):
results[dataset] = {
"dataset": dataset,
"trade_date": day,
"state": "aligned",
"reason": "unchanged",
"published_rows": compared.get("published_rows"),
"upstream_rows": compared.get("upstream_rows"),
}
self.audit(
"pipeline", "revision-review", f"{dataset}:{day}",
json.dumps({"state": "aligned", "reason": "unchanged"}, ensure_ascii=False),
)
continue
LOGGER.info(
"revision review detected upstream rewrite, republishing boundary",
extra={
"hub": {
"dataset": dataset,
"trade_date": day,
"diffs": compared.get("diffs"),
"event": "revision_review_changed",
}
},
)
try:
published = self.force_republish_boundary(dataset, day)
except Exception as exc:
results[dataset] = {
"dataset": dataset,
"trade_date": day,
"state": "failed",
"reason": "republish_error",
"error": str(exc),
"diffs": compared.get("diffs"),
}
LOGGER.warning(
"revision republish failed, previous official version keeps serving",
extra={
"hub": {
"dataset": dataset,
"trade_date": day,
"reason": str(exc),
"event": "revision_review_failed",
}
},
)
self.audit(
"pipeline", "revision-review", f"{dataset}:{day}",
json.dumps(
{"state": "failed", "reason": "republish_error", "error": str(exc)},
ensure_ascii=False,
),
)
continue
failures = self.eod_failures(published)
if failures:
results.update(published)
results[dataset] = {
**(published.get(dataset) or {}),
"dataset": dataset,
"trade_date": day,
"state": "failed",
"reason": "quality_gate",
"error": "; ".join(failures),
"diffs": compared.get("diffs"),
}
self.audit(
"pipeline", "revision-review", f"{dataset}:{day}",
json.dumps(
{
"state": "failed",
"reason": "quality_gate",
"error": "; ".join(failures),
"diffs": compared.get("diffs"),
},
ensure_ascii=False,
),
)
continue
results.update(published)
results["review"] = {
"dataset": dataset,
"trade_date": day,
"state": "aligned",
"reason": "revised",
"diffs": compared.get("diffs"),
"missing_codes": compared.get("missing_codes"),
"extra_codes": compared.get("extra_codes"),
}
self.audit(
"pipeline", "revision-review", f"{dataset}:{day}",
json.dumps(
{
"state": "aligned",
"reason": "revised",
"diffs": compared.get("diffs"),
"switched": sorted(
name for name, item in published.items()
if isinstance(item, dict) and item.get("state") == "published"
),
},
ensure_ascii=False,
),
)
return results
def run_release_group(
self,
datasets: tuple[str, ...],
@@ -1074,14 +1399,33 @@ class Pipeline:
if isinstance(item, dict) and item.get("state") == "failed"
]
def _listed_count(self, trade_date: str = "") -> int:
"""Count listed names that already existed on ``trade_date``.
Historical daily bars must not be judged against later IPOs, or a
correct past session fails the 0.98 row-ratio gate.
"""
day = yyyymmdd(trade_date) if trade_date else ""
if day:
listed = self.db.fetchone(
"""
SELECT COUNT(*) AS n FROM stock_master
WHERE list_status = 'L'
AND (list_date IS NULL OR TRIM(list_date) = '' OR list_date <= ?)
""",
(day,),
)
else:
listed = self.db.fetchone(
"SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'"
)
return int((listed or {}).get("n") or 0)
def validate(self, dataset: str, batch_id: str, trade_date: str, rows: list[dict[str, Any]]) -> dict[str, Any]:
quality = self.settings.quality
errors: list[str] = []
warnings: list[str] = []
listed = self.db.fetchone(
"SELECT COUNT(*) AS n FROM stock_master WHERE list_status = 'L'",
)
listed_n = int((listed or {}).get("n") or 0)
listed_n = self._listed_count(trade_date)
row_n = len(rows)
if dataset == "limit_events":
keys = [(row.get("ts_code"), row.get("trade_date"), row.get("limit_type")) for row in rows]
+199 -15
View File
@@ -5,11 +5,13 @@ Free sources only. Never writes official eod_* tables. Uses rt_cache + LKG.
from __future__ import annotations
import hashlib
import json
import time
from datetime import datetime
from typing import Any
from datahub.adapters.base import AdapterError
from datahub.adapters.eastmoney import EastmoneyAdapter
from datahub.adapters.tencent import TencentAdapter
from datahub.codes import resolve_code
@@ -20,6 +22,7 @@ from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
QUOTE_TTL = 60
INDEX_TTL = 60
INTRADAY_TTL = 20
QUOTE_BATCH = 60
class RealtimeApiError(RuntimeError):
@@ -64,31 +67,150 @@ def fetch_index_quotes(db: HubDB) -> dict[str, Any]:
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))
def fetch_market_quotes(db: HubDB) -> dict[str, Any]:
cache_key = "quotes:market"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
adapter = EastmoneyAdapter()
errors: list[str] = []
rows: list[dict[str, Any]] = []
source = ""
try:
rows = adapter.fetch_quotes(resolved)
rows = EastmoneyAdapter().fetch_market_quotes()
source = "eastmoney:clist"
except Exception as exc:
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"quotes unavailable: {exc}") from exc
errors.append(f"eastmoney:{exc}")
try:
listed = _listed_ts_codes(db)
if not listed:
raise AdapterError("no local stock master for tencent market snapshot")
rows = TencentAdapter().fetch_quotes(listed)
if len(rows) < 200:
raise AdapterError(f"Tencent market snapshot too small: {len(rows)}")
source = "tencent:qt"
except Exception as backup_exc:
errors.append(f"tencent:{backup_exc}")
recovered = _load_quotes_lkg(db, cache_key)
if recovered is not None:
return recovered
raise RealtimeApiError(
"SOURCE_UNAVAILABLE",
"market quotes unavailable: " + "".join(errors),
) from backup_exc
payload = _quote_payload(rows, source, scope="market")
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
return payload
def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
if not codes:
return fetch_market_quotes(db)
resolved: list[str] = []
seen: set[str] = set()
for code in codes:
item = resolve_code(db, code) or _guess_ts_code(code)
if item and item not in seen:
seen.add(item)
resolved.append(item)
if not resolved:
raise RealtimeApiError("INVALID_ARGUMENT", "no resolvable codes")
digest = hashlib.sha1(",".join(sorted(resolved)).encode("utf-8")).hexdigest()
cache_key = f"quotes:{digest}:{len(resolved)}"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
minimum = max(1, int(len(resolved) * 0.5))
errors: list[str] = []
rows: list[dict[str, Any]] = []
source = ""
try:
rows = _eastmoney_named_quotes(resolved)
if len(rows) < minimum:
raise AdapterError(f"Eastmoney named quotes too small: {len(rows)}/{len(resolved)}")
source = "eastmoney:ulist"
except Exception as exc:
errors.append(f"eastmoney:{exc}")
try:
rows = TencentAdapter().fetch_quotes(resolved)
if len(rows) < minimum:
raise AdapterError(f"Tencent named quotes too small: {len(rows)}/{len(resolved)}")
source = "tencent:qt"
except Exception as backup_exc:
errors.append(f"tencent:{backup_exc}")
recovered = _load_quotes_lkg(db, cache_key)
if recovered is not None:
return recovered
raise RealtimeApiError(
"SOURCE_UNAVAILABLE",
"quotes unavailable: " + "".join(errors),
) from backup_exc
payload = _quote_payload(rows, source)
_write_cache(db, cache_key, payload, QUOTE_TTL, source)
return payload
def fetch_sector_quote(db: HubDB, code: str, expected_date: str = "") -> dict[str, Any]:
ts_code = str(code or "").strip().upper()
if ts_code.isdigit():
ts_code = f"{ts_code}.SI"
cache_key = f"sector:{ts_code}"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
errors: list[str] = []
try:
row = EastmoneyAdapter().fetch_shenwan_quote(ts_code)
source = str(row.get("source") or "eastmoney_sw")
except Exception as exc:
errors.append(f"eastmoney:{exc}")
recovered = _load_quotes_lkg(db, cache_key)
if recovered is not None:
return recovered
raise RealtimeApiError(
"SOURCE_UNAVAILABLE",
"sector quote unavailable: " + "".join(errors),
) from exc
want = str(expected_date or "").replace("-", "")[:8]
quote_date = str(row.get("quote_date") or "")
if want and quote_date and quote_date != want:
recovered = _load_quotes_lkg(db, cache_key)
if recovered is not None:
return recovered
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"sector quote date {quote_date} != {want}")
payload = _envelope(
row,
{
"tier": "provisional",
"trade_date": quote_date or yyyymmdd(now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(db, cache_key, payload, INDEX_TTL, source)
return payload
def fetch_limit_pool(db: HubDB, trade_date: str = "") -> dict[str, Any]:
day = yyyymmdd(trade_date or now_shanghai())
cache_key = f"limit-pool:{day}"
cached = _read_cache(db, cache_key)
if cached is not None:
return cached
try:
rows = EastmoneyAdapter().fetch_limit_pool(day)
source = "eastmoney:zt_pool"
except Exception as exc:
recovered = _load_quotes_lkg(db, cache_key)
if recovered is not None:
return recovered
raise RealtimeApiError("SOURCE_UNAVAILABLE", f"limit pool unavailable: {exc}") from exc
payload = _envelope(
rows,
{
"tier": "provisional",
"trade_date": yyyymmdd(now_shanghai()),
"trade_date": day,
"source": source,
"stale": False,
"staleness_seconds": 0,
@@ -99,6 +221,68 @@ def fetch_quotes(db: HubDB, codes: list[str]) -> dict[str, Any]:
return payload
def _eastmoney_named_quotes(codes: list[str]) -> list[dict[str, Any]]:
adapter = EastmoneyAdapter()
rows: list[dict[str, Any]] = []
for index in range(0, len(codes), QUOTE_BATCH):
rows.extend(adapter.fetch_quotes(codes[index:index + QUOTE_BATCH]))
return rows
def _listed_ts_codes(db: HubDB) -> list[str]:
try:
rows = db.fetchall(
"SELECT ts_code FROM stock_master WHERE list_status = 'L' ORDER BY ts_code"
)
except Exception:
return []
return [str(row.get("ts_code") or "") for row in rows if row.get("ts_code")]
def _quote_payload(
rows: list[dict[str, Any]],
source: str,
scope: str = "",
) -> dict[str, Any]:
meta: dict[str, Any] = {
"tier": "provisional",
"trade_date": yyyymmdd(now_shanghai()),
"source": source,
"stale": False,
"staleness_seconds": 0,
"published_at": isoformat(now_shanghai()),
"failover": source.startswith("tencent"),
"delay_notice": "",
}
if scope:
meta["scope"] = scope
return _envelope(rows, meta)
def _load_quotes_lkg(db: HubDB, cache_key: str) -> dict[str, Any] | None:
store = LastKnownGood(db)
item = store.load(cache_key)
payload = item.get("payload") if item else None
if not isinstance(payload, dict):
return None
data = payload.get("data")
if not isinstance(data, list) or not data:
return None
stamped = dict(payload)
meta = dict(stamped.get("meta") or {})
stored = str((item or {}).get("stored_at") or "")
try:
age = max(0, int(time.time() - datetime.fromisoformat(stored).timestamp()))
except Exception:
age = QUOTE_TTL
meta["stale"] = True
meta["staleness_seconds"] = age
meta["delay_notice"] = f"主备免费行情均暂不可用,显示 {age} 秒前的真实快照"
meta["lkg_source"] = str((item or {}).get("source") or meta.get("source") or "")
stamped["meta"] = meta
return stamped
def fetch_intraday(db: HubDB, code: str, date: str = "") -> dict[str, Any]:
ts_code = resolve_code(db, code) or _guess_ts_code(code)
if not ts_code:
+111
View File
@@ -0,0 +1,111 @@
"""Post-publish revision review for datasets whose upstream may rewrite T-day fields.
HEL-423 field evidence, not a whitelist of tolerated diffs:
- 2026-09-07 valuation/daily_basic: hub published 003021.SZ turnover_rate=1.3565
at 17:10; website legacy and a direct Tushare read at 21:05 both showed 1.3572.
The other seven observed objects (daily, moneyflow, auction, stocks, status,
index_daily, calendar) matched. Hub had already stopped the day after the
first successful publish, so the revision never self-healed.
- 2026-09-02: same dataset, opposite direction (hub already held the later
value). Confirms daily_basic is rewritten after the first complete dump.
Daily bars, moneyflow, auction and index_daily have no same-evening field
revision evidence. Stocks already refreshes at 20:00/23:10. Review therefore
fetches only configured revision-risk datasets (default: valuation) and
compares the website-requested field set. No numeric tolerance.
"""
from __future__ import annotations
from typing import Any
from datahub.db import DATASET_TABLES
from datahub.normalize import VALUATION_FIELDS
from datahub.numbers import finite_number, round4
# Datasets with proven same-evening upstream rewrites. Config may replace this
# list; it must not silently expand to a full EOD re-pull.
DEFAULT_REVISION_DATASETS = ("valuation",)
# Website daily_basic request (HEL-423): ts_code/trade_date plus the eight
# value fields used by the old link and field_gates.
WEBSITE_COMPARE_FIELDS: dict[str, tuple[str, ...]] = {
"valuation": VALUATION_FIELDS,
}
REVISION_STATES = ("waiting_review", "review_failed", "aligned", "cutoff")
def revision_datasets(quality: dict[str, Any] | None) -> tuple[str, ...]:
raw = (quality or {}).get("revision_review_datasets")
if isinstance(raw, (list, tuple)) and raw:
names = tuple(str(item) for item in raw if str(item))
if names:
return names
return DEFAULT_REVISION_DATASETS
def compare_fields(dataset: str) -> tuple[str, ...]:
fields = WEBSITE_COMPARE_FIELDS.get(dataset)
if fields:
return fields
gate = {}
return tuple(str(item) for item in (gate.get("fields") or []) if str(item))
def _norm_value(field: str, value: Any) -> Any:
if field in {"ts_code", "trade_date"}:
return str(value or "")
number = round4(finite_number(value))
return number
def row_signature(row: dict[str, Any], fields: tuple[str, ...]) -> tuple[Any, ...]:
return tuple(_norm_value(field, row.get(field)) for field in fields)
def diff_published_vs_upstream(
dataset: str,
published: list[dict[str, Any]],
upstream: list[dict[str, Any]],
*,
max_diffs: int = 20,
) -> dict[str, Any]:
"""Exact compare on website-requested fields. No tolerance / exemption."""
fields = compare_fields(dataset)
if not fields:
fields = tuple(sorted({key for row in published + upstream for key in row if key != "batch_id"}))
pub_map = {str(row.get("ts_code") or "").upper(): row for row in published}
up_map = {str(row.get("ts_code") or "").upper(): row for row in upstream}
missing = sorted(code for code in pub_map if code not in up_map)
extra = sorted(code for code in up_map if code not in pub_map)
diffs: list[dict[str, Any]] = []
for code in sorted(set(pub_map) & set(up_map)):
left = row_signature(pub_map[code], fields)
right = row_signature(up_map[code], fields)
if left == right:
continue
for field, old, new in zip(fields, left, right):
if old == new:
continue
diffs.append({"ts_code": code, "field": field, "published": old, "upstream": new})
if len(diffs) >= max_diffs:
break
if len(diffs) >= max_diffs:
break
changed = bool(diffs or missing or extra)
return {
"changed": changed,
"dataset": dataset,
"fields": list(fields),
"published_rows": len(published),
"upstream_rows": len(upstream),
"missing_codes": missing[:max_diffs],
"extra_codes": extra[:max_diffs],
"diffs": diffs,
}
def official_table(dataset: str) -> str:
return DATASET_TABLES[dataset][0]
+228 -2
View File
@@ -1,5 +1,6 @@
from __future__ import annotations
import json
import threading
from collections.abc import Callable
from datetime import datetime, time, timedelta
@@ -8,13 +9,14 @@ from typing import Any
from datahub.db import HubDB
from datahub.logutil import get_logger
from datahub.pipeline import Pipeline
from datahub.revision import revision_datasets
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
LOGGER = get_logger()
JobFn = Callable[[str], Any]
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry"}
EOD_JOB_IDS = {"eod_a", "eod_b", "eod_retry", "eod_revise"}
def is_open_day(db: HubDB, day: str) -> bool:
@@ -27,6 +29,20 @@ def is_open_day(db: HubDB, day: str) -> bool:
return int(row["is_open"]) == 1
def previous_open_day(db: HubDB, day: str) -> str | None:
row = db.fetchone(
"""
SELECT cal_date FROM trade_calendar
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date < ?
ORDER BY cal_date DESC LIMIT 1
""",
(day,),
)
if row is None:
return None
return str(row["cal_date"])
def _hhmm(value: str) -> time:
return datetime.strptime(value, "%H:%M").time()
@@ -53,6 +69,7 @@ class Scheduler:
"eod_e": self._eod_e,
"eod_f": self._eod_f,
"eod_retry": self._eod_retry,
"eod_revise": self._eod_revise,
"stocks_refresh": self._stocks_refresh,
"cleanup": self._cleanup,
"backup": self._backup,
@@ -93,7 +110,7 @@ class Scheduler:
("eod_b", time(15, 10)),
("eod_c", time(16, 40)),
("eod_d", time(16, 45)),
("eod_e", time(18, 5)),
("eod_e", time(15, 20)),
("eod_f", time(22, 40)),
("cleanup", time(0, 30)),
("backup", time(0, 40)),
@@ -107,6 +124,9 @@ class Scheduler:
key = (job_id, day, at.strftime("%H%M"))
if key in self._fired:
continue
if job_id not in self.jobs:
self._fired.add(key)
continue
if job_id in {"eod_a", "eod_b", "eod_c", "eod_d", "eod_e", "eod_f", "stocks_refresh"} and not open_day:
self._fired.add(key)
continue
@@ -126,6 +146,8 @@ class Scheduler:
if job_id in {"eod_a", "eod_b"}:
self._settle_eod(day)
ran.extend(self._eod_retry_tick(now, day, open_day))
ran.extend(self._revision_review_tick(now, day, open_day))
ran.extend(self._revision_catchup_tick(now, day))
return ran
# ------------------------------------------------------------------
@@ -184,6 +206,12 @@ class Scheduler:
LOGGER.warning("eod retry failed for %s", day, exc_info=True)
ran.append("eod_retry")
self._settle_eod(day)
if "eod_e" in self.jobs and not self.pipeline.extended_publication_complete("sector_daily", day):
try:
self.run_job("eod_e", day)
ran.append("eod_e")
except Exception:
LOGGER.exception("sector_daily retry failed for %s", day)
return ran
def _settle_eod(self, day: str) -> None:
@@ -227,6 +255,201 @@ class Scheduler:
"detail": (row or {}).get("detail"),
}
def revision_progress(self, day: str) -> dict[str, Any] | None:
return self.db.fetchone("SELECT * FROM revision_progress WHERE trade_date = ?", (day,))
def revision_status(self, trade_date: str | None = None, clock: datetime | None = None) -> dict[str, Any]:
"""等待复核 / 复核失败 / 已追平 / 已截止."""
day = yyyymmdd(trade_date or now_shanghai(clock))
row = self.revision_progress(day)
open_day = is_open_day(self.db, day)
published = self._revision_ready(day)
if row and row["state"] in {"aligned", "review_failed", "cutoff", "waiting_review"}:
state = str(row["state"])
elif not open_day:
state = "closed_day"
elif not published:
state = "pending_publish"
else:
state = "waiting_review"
return {
"trade_date": day,
"is_open_day": open_day,
"state": state,
"datasets": list(revision_datasets(self.pipeline.settings.quality)),
"attempts": int((row or {}).get("attempts") or 0),
"last_attempt_at": (row or {}).get("last_attempt_at"),
"next_retry_at": (row or {}).get("next_retry_at") if state in {"waiting_review", "review_failed"} else None,
"finished_at": (row or {}).get("finished_at"),
"catchup_done": bool(int((row or {}).get("catchup_done") or 0)),
"detail": (row or {}).get("detail"),
"window": f"{self.pipeline.settings.revision_review_start}-{self.pipeline.settings.revision_review_cutoff}",
}
def _revision_ready(self, day: str) -> bool:
return all(
self.pipeline.active_batch(dataset, day)
for dataset in revision_datasets(self.pipeline.settings.quality)
)
def _revision_due(self, now: datetime, row: dict[str, Any] | None) -> bool:
if row is None or not row.get("last_attempt_at"):
return True
try:
last = datetime.fromisoformat(str(row["last_attempt_at"]))
except ValueError:
return True
interval = timedelta(minutes=self.pipeline.settings.revision_review_interval_minutes)
return now_shanghai(last).replace(tzinfo=None) + interval <= now.replace(tzinfo=None)
def _revision_review_tick(self, now: datetime, day: str, open_day: bool) -> list[str]:
if not open_day or not self._revision_ready(day):
return []
settings = self.pipeline.settings
current = now.time()
start = _hhmm(settings.revision_review_start)
cutoff = _hhmm(settings.revision_review_cutoff)
row = self.revision_progress(day)
if current < start:
if row is None:
self._save_revision_progress(day, state="waiting_review")
return []
if current >= cutoff:
if row is None or row["state"] not in {"aligned", "cutoff"}:
detail = "复核窗口已截止"
self._save_revision_progress(
day, state="cutoff", finished_at=isoformat(now), detail=detail,
)
with self.db.write() as connection:
connection.execute(
"INSERT INTO job_runs(job_id, state, started_at, finished_at, error, attempt, detail)"
" VALUES ('eod_revise','failed',?,?,?,?,?)",
(
isoformat(now), isoformat(now), detail,
int((row or {}).get("attempts") or 0), "revision cutoff reached",
),
)
elif row["state"] == "aligned" and not row.get("finished_at"):
self._save_revision_progress(day, finished_at=isoformat(now))
return []
if not self._revision_due(now, row):
return []
if "eod_revise" not in self.jobs:
return []
return self._run_revision_job(day, now, catchup=False)
def _revision_catchup_tick(self, now: datetime, day: str) -> list[str]:
prev = previous_open_day(self.db, day)
if prev is None or prev >= day:
return []
if not self._revision_ready(prev):
return []
row = self.revision_progress(prev)
if row and int(row.get("catchup_done") or 0):
return []
if not self._revision_due(now, row):
return []
if "eod_revise" not in self.jobs:
return []
return self._run_revision_job(prev, now, catchup=True)
def _run_revision_job(self, day: str, now: datetime, catchup: bool) -> list[str]:
attempts = int((self.revision_progress(day) or {}).get("attempts") or 0) + 1
interval = self.pipeline.settings.revision_review_interval_minutes
self._save_revision_progress(
day,
state="waiting_review",
attempts=attempts,
last_attempt_at=isoformat(now),
next_retry_at=isoformat(now + timedelta(minutes=interval)),
)
ran: list[str] = []
try:
out = self.run_job("eod_revise", day)
except Exception as exc:
LOGGER.warning("revision review failed for %s: %s", day, exc)
self._save_revision_progress(
day,
state="review_failed",
detail="复核失败,保留上一完整版本",
)
ran.append("eod_revise")
return ran
ran.append("eod_revise")
if out.get("state") == "skipped":
return ran
result = out.get("result") if isinstance(out.get("result"), dict) else {}
failed = [
name for name, item in result.items()
if isinstance(item, dict) and item.get("state") == "failed"
]
review = result.get("review") if isinstance(result.get("review"), dict) else None
watched = [
result[name]
for name in revision_datasets(self.pipeline.settings.quality)
if isinstance(result.get(name), dict)
]
diff_blob = None
if review and review.get("diffs"):
diff_blob = json.dumps(review.get("diffs"), ensure_ascii=False)
else:
for item in watched:
if item.get("diffs"):
diff_blob = json.dumps(item.get("diffs"), ensure_ascii=False)
break
revised = bool(review and review.get("reason") == "revised")
matched = any(item.get("reason") == "unchanged" or item.get("state") == "aligned" for item in watched)
if failed:
self._save_revision_progress(
day,
state="review_failed",
detail="复核失败,保留上一完整版本",
last_diff=diff_blob,
)
elif revised or matched:
fields: dict[str, Any] = {
"state": "aligned",
"finished_at": isoformat(now),
"detail": "已追平" if revised else "已追平(无变化)",
"last_diff": diff_blob,
}
if catchup:
fields["catchup_done"] = 1
self._save_revision_progress(day, **fields)
return ran
def _save_revision_progress(self, day: str, **fields: Any) -> None:
columns = [
"trade_date", "state", "attempts", "last_attempt_at",
"next_retry_at", "finished_at", "catchup_done", "last_diff", "detail", "updated_at",
]
with self.db.write() as connection:
existing = connection.execute(
"SELECT trade_date FROM revision_progress WHERE trade_date = ?",
(day,),
).fetchone()
if existing is None:
payload = {name: None for name in columns}
payload.update({
"trade_date": day,
"state": "waiting_review",
"attempts": 0,
"catchup_done": 0,
})
payload.update(fields)
payload["updated_at"] = isoformat()
placeholders = ",".join("?" for _ in columns)
connection.execute(
f"INSERT INTO revision_progress({','.join(columns)}) VALUES ({placeholders})",
tuple(payload[name] for name in columns),
)
else:
assignments = ", ".join(f"{name} = ?" for name in fields)
connection.execute(
f"UPDATE revision_progress SET {assignments}, updated_at = ? WHERE trade_date = ?",
(*fields.values(), isoformat(), day),
)
def _record_eod_attempt(self, day: str, now: datetime) -> None:
row = self.eod_progress(day)
attempts = int((row or {}).get("attempts") or 0) + 1
@@ -340,6 +563,9 @@ class Scheduler:
def _eod_retry(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.run_eod_missing(trade_date)
def _eod_revise(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.review_published_revisions(trade_date)
def _stocks_refresh(self, trade_date: str) -> dict[str, Any]:
return self.pipeline.refresh_stocks(trade_date)
+46 -3
View File
@@ -50,10 +50,11 @@ def envelope(data: Any, meta: dict[str, Any]) -> dict[str, Any]:
class V1API:
def __init__(self, db: HubDB, pipeline: Pipeline, settings: Settings) -> None:
def __init__(self, db: HubDB, pipeline: Pipeline, settings: Settings, ifind: Any = None) -> None:
self.db = db
self.pipeline = pipeline
self.settings = settings
self.ifind = ifind
def handle(self, path: str, query: dict[str, list[str]]) -> dict[str, Any]:
q = {key: values[-1] if values else "" for key, values in query.items()}
@@ -87,12 +88,46 @@ class V1API:
return self.index_quotes(q)
if path == "/v1/intraday/points":
return self.intraday_points(q)
if path == "/v1/sectors/quote":
return self.sector_quote(q)
if path == "/v1/limit-pool":
return self.limit_pool(q)
if path == "/v1/query":
return self.query_api(q)
if path == "/v1/datasets/status":
return self.dataset_status(q.get("date") or "")
if path == "/v1/batches":
return self.batches(q.get("date") or "", q.get("dataset") or "")
raise ApiError("INVALID_ARGUMENT", f"unknown endpoint: {path}")
def query_api(self, body: dict[str, Any]) -> dict[str, Any]:
from datahub.steward import steward_query
payload = dict(body or {})
raw_params = payload.get("params")
if isinstance(raw_params, str):
payload["params"] = _parse_json(raw_params) or {}
return steward_query(self, payload)
def sector_quote(self, q: dict[str, str]) -> dict[str, Any]:
from datahub.realtime_serve import RealtimeApiError, fetch_sector_quote
code = str(q.get("code") or q.get("ts_code") or "").strip()
if not code:
raise ApiError("INVALID_ARGUMENT", "code is required")
try:
return fetch_sector_quote(self.db, code, str(q.get("date") or ""))
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
def limit_pool(self, q: dict[str, str]) -> dict[str, Any]:
from datahub.realtime_serve import RealtimeApiError, fetch_limit_pool
try:
return fetch_limit_pool(self.db, str(q.get("date") or q.get("trade_date") or ""))
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
def health(self) -> dict[str, Any]:
today = yyyymmdd(now_shanghai())
cal = self.db.fetchone(
@@ -101,12 +136,18 @@ class V1API:
)
is_open = bool(cal and cal["is_open"] == 1)
sources = self.db.fetchall("SELECT * FROM src_health")
ifind = getattr(self, "ifind", None)
ifind_status = ifind.status() if ifind is not None else {"configured": False}
return envelope(
{
"status": "ok",
"session_phase": session_phase(now_shanghai(), is_open),
"trade_date": today,
"is_open_day": is_open,
"ifind": {
"configured": bool(ifind_status.get("configured")),
"access_ready": bool(ifind_status.get("access_ready")),
},
"sources": [
{
"provider": row["provider"],
@@ -247,11 +288,13 @@ class V1API:
)
def quotes_latest(self, q: dict[str, str]) -> dict[str, Any]:
from datahub.realtime_serve import RealtimeApiError, fetch_quotes
from datahub.realtime_serve import RealtimeApiError, fetch_market_quotes, fetch_quotes
codes = [item.strip() for item in str(q.get("codes") or "").split(",") if item.strip()]
try:
return fetch_quotes(self.db, codes)
if codes:
return fetch_quotes(self.db, codes)
return fetch_market_quotes(self.db)
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
+22
View File
@@ -26,6 +26,8 @@ class Settings:
api_token: str = ""
admin_password: str = ""
tushare_token: str = ""
ifind_refresh_token: str = ""
ifind_access_token: str = ""
db_path: Path = DEFAULT_DB_PATH
backup_dir: Path = DEFAULT_BACKUP_DIR
quality: dict[str, Any] = field(default_factory=dict)
@@ -56,6 +58,10 @@ class Settings:
def index_history_trading_days(self) -> int:
return int(self.quality.get("index_history_trading_days") or 260)
@property
def daily_history_trading_days(self) -> int:
return int(self.quality.get("daily_history_trading_days") or 250)
@property
def moneyflow_history_trading_days(self) -> int:
return int(self.quality.get("moneyflow_history_trading_days") or 60)
@@ -79,6 +85,20 @@ class Settings:
def eod_retry_cutoff(self) -> str:
return str(self.quality.get("eod_retry_cutoff") or "23:30")
@property
def revision_review_start(self) -> str:
# Before the 21:00 website shadow observation.
return str(self.quality.get("revision_review_start") or "20:00")
@property
def revision_review_interval_minutes(self) -> int:
return int(self.quality.get("revision_review_interval_minutes") or 30)
@property
def revision_review_cutoff(self) -> str:
# Last light review ~23:00; cutoff before the 23:30 observation.
return str(self.quality.get("revision_review_cutoff") or "23:20")
def load_settings(
env: dict[str, str] | None = None,
@@ -95,6 +115,8 @@ def load_settings(
api_token=str(environ.get("DATAHUB_TOKEN") or "").strip(),
admin_password=str(environ.get("DATAHUB_ADMIN_PASSWORD") or "").strip(),
tushare_token=str(environ.get("TUSHARE_TOKEN") or "").strip(),
ifind_refresh_token=str(environ.get("IFIND_REFRESH_TOKEN") or "").strip(),
ifind_access_token=str(environ.get("IFIND_ACCESS_TOKEN") or "").strip(),
db_path=db_path,
backup_dir=backup_dir,
quality=_load_quality(quality_path),
+420
View File
@@ -0,0 +1,420 @@
"""Website-facing data steward: pick source, fail over, cache, never fake zeros.
The main site asks for a business/Tushare-shaped API. This module decides whether
to serve a published EOD table, live free quotes, or an internal Tushare pull.
"""
from __future__ import annotations
import hashlib
import json
from typing import Any
from datahub.adapters.base import AdapterError
from datahub.adapters.tushare import TUSHARE_FIELDS
from datahub.numbers import finite_number
from datahub.realtime_serve import (
RealtimeApiError,
_read_cache,
_write_cache,
fetch_index_quotes,
fetch_market_quotes,
fetch_quotes,
)
from datahub.serving import ApiError, envelope
from datahub.timeutil import isoformat, now_shanghai, yyyymmdd
API_TO_DATASET = {
"trade_cal": "calendar",
"stock_basic": "stocks",
"daily": "daily",
"daily_basic": "valuation",
"index_daily": "index_daily",
"moneyflow": "moneyflow",
"stk_auction": "auction",
"limit_list_d": "limit_events",
"ths_hot": "popularity",
"dc_hot": "popularity",
"hm_detail": "dragon_tiger",
"ths_daily": "sector_daily",
"dc_index": "sector_daily",
"sw_daily": "sector_daily",
}
DATASET_FETCHER = {
"calendar": lambda api, q: api.calendar(q.get("from") or q.get("start_date") or "", q.get("to") or q.get("end_date") or ""),
"stocks": lambda api, q: api.stocks(q.get("updated_since") or "", q),
"daily": lambda api, q: api.daily_bars(_hub_query(q, adjust="none")),
"valuation": lambda api, q: api.valuation(_hub_query(q)),
"index_daily": lambda api, q: api.index_bars(_hub_query(q)),
"moneyflow": lambda api, q: api.moneyflow(_hub_query(q)),
"auction": lambda api, q: api.auction(_hub_query(q)),
"limit_events": lambda api, q: api.limit_events(_hub_query(q)),
"popularity": lambda api, q: api.popularity(_hub_query(q)),
"dragon_tiger": lambda api, q: api.dragon_tiger(_hub_query(q)),
"sector_daily": lambda api, q: api.sectors(_hub_query(q)),
}
SCALE_TO_TUSHARE = {
"daily": {"vol": 100.0, "amount": 1000.0},
"index_daily": {"vol": 100.0, "amount": 1000.0},
"valuation": {"total_mv": 10000.0, "circ_mv": 10000.0},
"moneyflow": {
"buy_sm_amount": 10000.0,
"sell_sm_amount": 10000.0,
"buy_md_amount": 10000.0,
"sell_md_amount": 10000.0,
"buy_lg_amount": 10000.0,
"sell_lg_amount": 10000.0,
"buy_elg_amount": 10000.0,
"sell_elg_amount": 10000.0,
"net_mf_amount": 10000.0,
},
"auction": {"vol": 100.0, "float_share": 10000.0},
"limit_events": {"limit_amount": 10000.0, "float_mv": 10000.0, "total_mv": 10000.0},
"dragon_tiger": {"buy_amount": 10000.0, "sell_amount": 10000.0, "net_amount": 10000.0},
}
LIVE_TTL = {
"index_member_all": 6 * 3600,
"stk_limit": 3600,
"suspend_d": 6 * 3600,
"adj_factor": 3600,
"hm_list": 24 * 3600,
"ths_index": 24 * 3600,
"ths_member": 6 * 3600,
"stk_mins": 20,
"top_list": 3600,
"top_inst": 3600,
}
BLOCKED_LIVE_APIS = {"rt_sw_k"}
IFIND_APIS = {
"ifind_wencai": "wencai",
"ifind_snapshots": "snapshots",
"ifind_history": "history",
"ifind_realtime": "realtime",
"ifind_intraday": "intraday",
"ifind_status": "status",
}
def steward_query(api, body: dict[str, Any]) -> dict[str, Any]:
api_name = str(body.get("api_name") or "").strip()
params = body.get("params") if isinstance(body.get("params"), dict) else {}
fields = str(body.get("fields") or "")
if not api_name:
raise ApiError("INVALID_ARGUMENT", "api_name is required")
if api_name in BLOCKED_LIVE_APIS:
raise ApiError("INVALID_ARGUMENT", "rt_sw_k is disabled; use published sw_daily or free Shenwan realtime")
if api_name in IFIND_APIS:
return _ifind_query(api, api_name, params, fields)
if api_name == "rt_k":
return _realtime_quotes(api, params, fields)
if api_name == "rt_idx_k":
return _realtime_index_quotes(api, params, fields)
dataset = API_TO_DATASET.get(api_name)
if dataset:
published = _try_published(api, api_name, dataset, params, fields)
if published is not None:
return published
rows = _live_tushare(api, api_name, params, fields)
return envelope(
_project(rows, fields),
{
"tier": "live",
"source": "tushare",
"stale": False,
"staleness_seconds": 0,
"row_shape": "tushare",
"published_at": isoformat(now_shanghai()),
},
)
def _ifind_query(api, api_name: str, params: dict[str, Any], fields: str) -> dict[str, Any]:
adapter = getattr(api, "ifind", None)
dataset = IFIND_APIS[api_name]
if adapter is None:
raise ApiError("SOURCE_UNAVAILABLE", "iFinD adapter is not attached")
if dataset == "status":
return envelope(
[dict(adapter.status())],
{
"tier": "live",
"source": "ifind",
"stale": False,
"staleness_seconds": 0,
"row_shape": "ifind",
"published_at": isoformat(now_shanghai()),
},
)
if not adapter.configured:
raise ApiError("SOURCE_UNAVAILABLE", "iFinD 尚未配置")
try:
rows = adapter.fetch(dataset, dict(params))
except AdapterError as exc:
raise ApiError("SOURCE_UNAVAILABLE", str(exc)) from exc
return envelope(
_project(rows, fields),
{
"tier": "live",
"source": "ifind",
"stale": False,
"staleness_seconds": 0,
"row_shape": "ifind",
"published_at": isoformat(now_shanghai()),
},
)
def _try_published(api, api_name: str, dataset: str, params: dict[str, Any], fields: str) -> dict[str, Any] | None:
fetcher = DATASET_FETCHER.get(dataset)
if fetcher is None:
return None
query = _hub_query(params)
if dataset == "popularity":
query["source"] = "ths" if api_name == "ths_hot" else "dc"
if dataset == "sector_daily":
query["family"] = {"ths_daily": "ths", "dc_index": "dc", "sw_daily": "sw"}.get(api_name, "")
if dataset == "limit_events":
limit_type = str(params.get("limit_type") or "").strip().upper()
if limit_type:
query["limit_type"] = limit_type
if dataset == "calendar" and not (query.get("from") and query.get("to")):
start = str(params.get("start_date") or params.get("from") or "")
end = str(params.get("end_date") or params.get("to") or start)
if not start or not end:
return None
query = {"from": start, "to": end}
try:
payload = fetcher(api, query)
except ApiError as exc:
if exc.code in {"DATASET_NOT_PUBLISHED", "STALE_DATA", "INVALID_ARGUMENT"}:
return None
raise
rows = list(payload.get("data") or [])
# A published multi-source sector batch can be temporarily incomplete when
# one upstream family is late. Let the hub try that family live instead of
# returning an authoritative-looking empty result to the website.
if dataset == "sector_daily" and query.get("family") and not rows:
return None
if dataset == "stocks":
rows = _filter_stocks(rows, params)
# The published master is intentionally the active list. Historical
# delisted/paused lookups still belong in the hub, so use its live
# Tushare adapter when those filters cannot be answered by the snapshot.
if not rows and any(params.get(key) for key in ("ts_code", "list_status", "name")):
return None
if dataset == "calendar":
rows = _filter_calendar(rows, params)
native = _to_tushare_native(dataset, rows)
meta = dict(payload.get("meta") or {})
meta["row_shape"] = "tushare"
meta["source"] = str(meta.get("source") or "datahub")
return envelope(_project(native, fields), meta)
def _realtime_quotes(api, params: dict[str, Any], fields: str) -> dict[str, Any]:
codes = [item.strip() for item in str(params.get("ts_code") or params.get("codes") or "").split(",") if item.strip()]
try:
payload = fetch_quotes(api.db, codes) if codes else fetch_market_quotes(api.db)
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
rows = [_quote_to_rt_k(item) for item in (payload.get("data") or []) if isinstance(item, dict)]
rows = [item for item in rows if item]
meta = dict(payload.get("meta") or {})
meta["row_shape"] = "tushare"
return envelope(_project(rows, fields), meta)
def _realtime_index_quotes(api, params: dict[str, Any], fields: str) -> dict[str, Any]:
try:
payload = fetch_index_quotes(api.db)
except RealtimeApiError as exc:
raise ApiError(exc.code, exc.message) from exc
wanted = {
item.strip()
for item in str(params.get("ts_code") or "").split(",")
if item.strip()
}
rows = []
for item in payload.get("data") or []:
if not isinstance(item, dict):
continue
converted = _quote_to_rt_k(item)
if not converted:
continue
if wanted and converted.get("ts_code") not in wanted and str(item.get("code") or "") not in {
code.split(".")[0] for code in wanted
}:
continue
rows.append(converted)
meta = dict(payload.get("meta") or {})
meta["row_shape"] = "tushare"
return envelope(_project(rows, fields), meta)
def _live_tushare(api, api_name: str, params: dict[str, Any], fields: str) -> list[dict[str, Any]]:
wanted_fields = fields or TUSHARE_FIELDS.get(api_name, "")
cache_key = _live_cache_key(api_name, params, wanted_fields)
ttl = LIVE_TTL.get(api_name, 1800)
cached = _read_cache(api.db, cache_key)
if cached is not None:
data = cached.get("data")
if isinstance(data, list):
return [dict(item) for item in data if isinstance(item, dict)]
pipeline = api.pipeline
if not pipeline.breaker.allow():
recovered = _live_lkg(api.db, cache_key)
if recovered is not None:
return recovered
raise ApiError("SOURCE_UNAVAILABLE", "Tushare circuit open")
pipeline.bucket.acquire()
try:
rows = pipeline.adapter.query_raw(api_name, dict(params), wanted_fields)
pipeline.breaker.record_success()
except Exception as exc:
pipeline.breaker.record_failure(str(exc))
recovered = _live_lkg(api.db, cache_key)
if recovered is not None:
return recovered
raise ApiError("SOURCE_UNAVAILABLE", f"Tushare {api_name} unavailable: {exc}") from exc
payload = envelope(
rows,
{
"tier": "live",
"source": "tushare",
"stale": False,
"staleness_seconds": 0,
"row_shape": "tushare",
"published_at": isoformat(now_shanghai()),
},
)
_write_cache(api.db, cache_key, payload, ttl, "tushare")
return rows
def _live_lkg(db, cache_key: str) -> list[dict[str, Any]] | None:
from datahub.governance.lkg import LastKnownGood
item = LastKnownGood(db).load(cache_key)
payload = item.get("payload") if item else None
if not isinstance(payload, dict):
return None
data = payload.get("data")
if not isinstance(data, list) or not data:
return None
return [dict(row) for row in data if isinstance(row, dict)]
def _live_cache_key(api_name: str, params: dict[str, Any], fields: str) -> str:
packed = json.dumps({"api": api_name, "params": params, "fields": fields}, sort_keys=True, ensure_ascii=False)
digest = hashlib.sha1(packed.encode("utf-8")).hexdigest()
return f"steward:{api_name}:{digest}"
def _hub_query(params: dict[str, Any], **extra: Any) -> dict[str, str]:
query = {key: str(value) for key, value in extra.items() if value not in (None, "")}
raw_date = params.get("trade_date") or params.get("date") or ""
date = yyyymmdd(raw_date) if raw_date else ""
raw_start = params.get("start_date") or params.get("from") or date
raw_end = params.get("end_date") or params.get("to") or date
start = yyyymmdd(raw_start) if raw_start else ""
end = yyyymmdd(raw_end) if raw_end else ""
code = str(params.get("ts_code") or params.get("code") or "").strip()
if code:
query["code"] = code
if date and not (params.get("start_date") or params.get("end_date")):
query["date"] = date
else:
if start:
query["from"] = start
if end:
query["to"] = end
return query
def _to_tushare_native(dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
scales = SCALE_TO_TUSHARE.get(dataset) or {}
converted: list[dict[str, Any]] = []
for row in rows:
item = dict(row)
if item.get("vol") in (None, ""):
item["vol"] = item.get("volume")
item.pop("volume", None)
for field, factor in scales.items():
if field in item and item[field] not in (None, ""):
number = finite_number(item.get(field))
item[field] = number / factor if factor else number
if dataset == "popularity" and item.get("ts_name") and not item.get("name"):
item["name"] = item.get("ts_name")
if dataset == "dragon_tiger" and item.get("ts_name") and not item.get("name"):
item["name"] = item.get("ts_name")
if dataset == "sector_daily" and item.get("pct_change") is not None and item.get("pct_chg") is None:
item["pct_chg"] = item.get("pct_change")
if dataset == "calendar":
item["is_open"] = 1 if item.get("is_open") in (True, 1, "1", "Y", "y") else 0
converted.append(item)
return converted
def _quote_to_rt_k(row: dict[str, Any]) -> dict[str, Any] | None:
ts_code = str(row.get("ts_code") or "").strip()
close = finite_number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
previous = finite_number(
row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
)
if not ts_code or close <= 0:
return None
item = {
"ts_code": ts_code,
"name": row.get("name") or "",
"open": row.get("open"),
"high": row.get("high"),
"low": row.get("low"),
"close": close,
"pre_close": previous,
"vol": row.get("vol") if row.get("vol") not in (None, "") else row.get("volume"),
"amount": row.get("amount"),
"pct_chg": row.get("pct_chg") if row.get("pct_chg") not in (None, "") else row.get("change"),
"trade_time": row.get("quote_time") or row.get("trade_time") or "",
"quote_date": row.get("quote_date") or "",
"source": row.get("source") or "",
"delayed": bool(row.get("delayed")),
"delay_seconds": row.get("delay_seconds") or 0,
"delay_notice": row.get("delay_notice") or "",
}
return item
def _filter_stocks(rows: list[dict[str, Any]], params: dict[str, Any]) -> list[dict[str, Any]]:
ts_code = str(params.get("ts_code") or "").strip().upper()
status = str(params.get("list_status") or "").strip()
name = str(params.get("name") or "").strip()
filtered = rows
if ts_code:
filtered = [row for row in filtered if str(row.get("ts_code") or "").upper() == ts_code]
if status:
filtered = [row for row in filtered if str(row.get("list_status") or status) == status]
if name:
filtered = [row for row in filtered if name.casefold() in str(row.get("name") or "").casefold()]
return filtered
def _filter_calendar(rows: list[dict[str, Any]], params: dict[str, Any]) -> list[dict[str, Any]]:
start = yyyymmdd(params.get("start_date") or params.get("from") or "")
end = yyyymmdd(params.get("end_date") or params.get("to") or start)
if start and end:
rows = [row for row in rows if start <= yyyymmdd(row.get("cal_date")) <= end]
if params.get("is_open") in (1, "1", True):
rows = [row for row in rows if int(row.get("is_open") or 0) == 1]
return rows
def _project(rows: list[dict[str, Any]], fields: str) -> list[dict[str, Any]]:
keys = [item.strip() for item in str(fields or "").split(",") if item.strip()]
if not keys:
return rows
return [{key: row.get(key) for key in keys} for row in rows]
+20 -3
View File
@@ -1,5 +1,6 @@
from __future__ import annotations
import copy
import sys
from pathlib import Path
@@ -69,13 +70,29 @@ RAW = {
"sw_daily": [
{"ts_code": "801780.SI", "trade_date": "20240902", "name": "银行", "open": 2000, "high": 2010, "low": 1990, "close": 2005, "pct_change": 0.8, "vol": 50, "amount": 2e8},
],
"stk_limit": [
{"ts_code": "600000.SH", "trade_date": "20240902", "up_limit": 11.22, "down_limit": 9.18},
{"ts_code": "000001.SZ", "trade_date": "20240902", "up_limit": 12.21, "down_limit": 9.99},
],
"index_member_all": [
{
"l2_code": "801780.SI",
"l2_name": "银行",
"ts_code": "600000.SH",
"name": "浦发银行",
"in_date": "20140101",
"out_date": "",
"is_new": "Y",
}
],
"hm_list": [{"name": "测试游资", "desc": "测试", "orgs": "某某营业部"}],
}
def fake_transport(api_name: str, params: dict, fields: str):
if api_name == "index_daily":
code = params.get("ts_code")
rows = [row for row in RAW["index_daily"] if row["ts_code"] == code]
rows = [copy.deepcopy(row) for row in RAW["index_daily"] if row["ts_code"] == code]
trade_date = str(params.get("trade_date") or "")
start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "")
@@ -89,8 +106,8 @@ def fake_transport(api_name: str, params: dict, fields: str):
if api_name == "trade_cal":
start = str(params.get("start_date") or "")
end = str(params.get("end_date") or "99999999")
return [row for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
rows = list(RAW.get(api_name) or [])
return [copy.deepcopy(row) for row in RAW["trade_cal"] if start <= row["cal_date"] <= end]
rows = copy.deepcopy(list(RAW.get(api_name) or []))
if api_name == "limit_list_d":
limit_type = str(params.get("limit_type") or "")
if limit_type:
+34
View File
@@ -61,6 +61,18 @@ class ApiContractTests(unittest.TestCase):
self.hub.stop()
self.tmp.cleanup()
def _post(self, path: str, body: dict, token: str | None = None) -> tuple[int, dict]:
headers = {"Content-Type": "application/json"}
if token is not None:
headers["X-Datahub-Token"] = token
raw = json.dumps(body).encode("utf-8")
req = Request(self.base + path, data=raw, headers=headers, method="POST")
try:
with urlopen(req, timeout=5) as resp:
return resp.status, json.loads(resp.read().decode())
except HTTPError as exc:
return exc.code, json.loads(exc.read().decode())
def _get(self, path: str, token: str | None = None) -> tuple[int, dict]:
headers = {}
if token is not None:
@@ -145,6 +157,28 @@ class ApiContractTests(unittest.TestCase):
self.assertNotIn("tushare-secret-token-xyz", blob)
self.assertNotIn(self.token, blob)
def test_ifind_credentials_require_token_and_update_adapter(self) -> None:
status, body = self._post(
"/v1/credentials/ifind",
{"ifind_refresh_token": "refresh-secret", "ifind_access_token": "access-secret"},
token=None,
)
self.assertEqual(status, 401)
self.assertEqual(body["error"]["code"], "UNAUTHORIZED")
status, body = self._post(
"/v1/credentials/ifind",
{"ifind_refresh_token": "refresh-secret", "ifind_access_token": "access-secret"},
token=self.token,
)
self.assertEqual(status, 200, body)
self.assertTrue(body["data"]["configured"])
self.assertTrue(body["data"]["access_ready"])
self.assertTrue(self.hub.ifind.configured)
self.assertEqual(self.hub.auth.load_credential("ifind_refresh_token"), "refresh-secret")
blob = json.dumps(body)
self.assertNotIn("refresh-secret", blob)
self.assertNotIn("access-secret", blob)
if __name__ == "__main__":
unittest.main()
+22 -3
View File
@@ -111,15 +111,24 @@ class EodRetryTests(unittest.TestCase):
self.assertEqual(progress["state"], "done")
self.assertEqual(progress["attempts"], 4) # eod_a + eod_b + 2 retries
# success stops all further same-day requests
# success stops further eod_retry; revision window has not started yet
batches_before = len(self._batches(db, day))
eod_calls_before = len(self._eod_calls(transport))
sched.tick(clock_at(day, 17, 0))
sched.tick(clock_at(day, 23, 0))
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
self.assertEqual(len(self._job_runs(db, "eod_revise")), 0)
self.assertEqual(len(self._batches(db, day)), batches_before)
self.assertEqual(len(self._eod_calls(transport)), eod_calls_before)
# 23:00 is inside the valuation review window: light daily_basic only, no new batch
sched.tick(clock_at(day, 23, 0))
self.assertEqual(len(self._job_runs(db, "eod_retry")), 2)
self.assertEqual(len(self._job_runs(db, "eod_revise")), 1)
self.assertEqual(len(self._batches(db, day)), batches_before)
extra = [name for name in self._eod_calls(transport)[eod_calls_before:]]
self.assertTrue(extra)
self.assertTrue(all(name == "daily_basic" for name in extra))
def test_never_ready_marks_cutoff_failed_and_stops(self) -> None:
day = "20240902"
db, transport, pipe, sched = self._make(set())
@@ -174,6 +183,7 @@ class EodRetryTests(unittest.TestCase):
self.assertIn("eod_a", ran)
self.assertIn("eod_b", ran)
self.assertNotIn("eod_retry", ran)
self.assertIn("eod_revise", ran)
self.assertEqual(self._published(db, day), OFFICIAL)
after = db.fetchall("SELECT dataset, active_batch FROM publications WHERE trade_date = ?", (day,))
self.assertEqual(
@@ -181,7 +191,9 @@ class EodRetryTests(unittest.TestCase):
active_map,
)
self.assertEqual(set(official_batches()), batches_before) # no duplicate batches
self.assertEqual(self._eod_calls(transport), calls_before) # no duplicate upstream EOD calls
extra = self._eod_calls(transport)[len(calls_before):]
self.assertTrue(extra)
self.assertTrue(all(name == "daily_basic" for name in extra))
self.assertEqual(sched2.eod_status(day, clock=clock_at(day, 21, 0))["state"], "done")
def test_restart_with_partial_publish_only_fetches_missing(self) -> None:
@@ -206,6 +218,7 @@ class EodRetryTests(unittest.TestCase):
for hh, mm in ((15, 5), (15, 10), (15, 40), (16, 10), (20, 0), (23, 40)):
ran = sched.tick(clock_at(day, hh, mm))
self.assertNotIn("eod_retry", ran)
self.assertNotIn("eod_revise", ran)
eod_runs = db.fetchall("SELECT * FROM job_runs WHERE job_id LIKE 'eod%'")
self.assertEqual(eod_runs, [])
self.assertIsNone(db.fetchone("SELECT * FROM eod_progress WHERE trade_date = ?", (day,)))
@@ -226,12 +239,18 @@ class EodRetryTests(unittest.TestCase):
self.assertEqual(len(self._batches(db, day)), batches_before)
self.assertEqual(len(transport.calls), calls_before)
revised = sched.run_job("eod_revise", day)
self.assertEqual(revised["state"], "ok")
self.assertEqual(len(self._batches(db, day)), batches_before)
sched._eod_lock.acquire() # simulate an in-flight EOD job
try:
busy = sched.run_job("eod_retry", day)
self.assertEqual(busy["state"], "skipped")
busy_a = sched.run_job("eod_a", day)
self.assertEqual(busy_a["state"], "skipped")
busy_r = sched.run_job("eod_revise", day)
self.assertEqual(busy_r["state"], "skipped")
finally:
sched._eod_lock.release()
self.assertEqual(len(self._batches(db, day)), batches_before)
@@ -60,6 +60,22 @@ class ExtendedEodTests(unittest.TestCase):
names = {item["dataset"] for item in status["data"]}
self.assertTrue({"limit_events", "popularity", "dragon_tiger", "sector_daily"} <= names)
def test_partial_sector_families_are_retried_instead_of_skipped(self) -> None:
first = self.hub.pipeline.run_eod_batch_e(TRADE_DATE)
self.assertEqual(first["sector_daily"]["state"], "published")
batch_id = self.hub.pipeline.active_batch("sector_daily", TRADE_DATE)
with self.hub.db.write() as connection:
connection.execute(
"DELETE FROM eod_sector_daily WHERE trade_date = ? AND batch_id = ? AND family = 'sw'",
(TRADE_DATE, batch_id),
)
self.assertFalse(self.hub.pipeline.extended_publication_complete("sector_daily", TRADE_DATE))
retried = self.hub.pipeline.run_eod_batch_e(TRADE_DATE)
self.assertEqual(retried["sector_daily"]["state"], "published")
self.assertTrue(self.hub.pipeline.extended_publication_complete("sector_daily", TRADE_DATE))
if __name__ == "__main__":
unittest.main()
+56 -1
View File
@@ -5,7 +5,7 @@ from datetime import date, timedelta
from datahub.coverage import calendar_coverage, point_coverage, published_range_coverage
from datahub.serving import V1API
from tests.fixtures import TRADE_DATE, fake_transport
from tests.fixtures import RAW, TRADE_DATE, fake_transport
from tests.test_pipeline import make_pipeline
@@ -48,6 +48,8 @@ def history_transport(open_dates: list[str], extra_closed: list[str] | None = No
}
)
dated_apis = ("daily", "daily_basic", "adj_factor", "moneyflow", "stk_auction")
def transport(api_name, params, fields):
if api_name == "trade_cal":
start = str(params.get("start_date") or "")
@@ -66,6 +68,11 @@ def history_transport(open_dates: list[str], extra_closed: list[str] | None = No
if end:
rows = [row for row in rows if row["trade_date"] <= end]
return rows
if api_name in dated_apis:
day = str(params.get("trade_date") or "")
if day not in open_set:
return []
return [{**row, "trade_date": day} for row in RAW.get(api_name) or []]
return fake_transport(api_name, params, fields)
return transport
@@ -221,6 +228,54 @@ class HistoryBackfillTests(unittest.TestCase):
self.assertEqual(result["rows"], 1)
self.assertEqual(calls["n"], before)
def test_daily_history_is_idempotent_and_covers_requested_days(self) -> None:
open_dates = consecutive_open_days(TRADE_DATE, 5)
pipe, db = make_pipeline(
quality={
"index_history_trading_days": 5,
"daily_history_trading_days": 5,
"calendar_start": open_dates[0],
}
)
pipe.adapter._transport = history_transport(open_dates)
first = pipe.backfill_history(TRADE_DATE, index_days=5, daily_days=5)
self.assertTrue(first["ok"])
self.assertEqual(first["daily"]["requested_days"], 5)
self.assertEqual(len(first["daily"]["published"]), 5)
pubs = db.fetchall("SELECT trade_date FROM publications WHERE dataset='daily'")
self.assertEqual(sorted(row["trade_date"] for row in pubs), open_dates)
for day in open_dates:
rows = db.fetchall(
"""
SELECT COUNT(*) AS n FROM eod_bars
WHERE trade_date = ? AND batch_id = (
SELECT active_batch FROM publications WHERE dataset='daily' AND trade_date = ?
)
""",
(day, day),
)
self.assertEqual(rows[0]["n"], 2)
second = pipe.backfill_daily_history(end_date=TRADE_DATE, trading_days=5)
self.assertTrue(second["ok"])
self.assertEqual(second["published"], [])
self.assertEqual(second["skipped"], open_dates)
def test_daily_row_ratio_ignores_later_ipos(self) -> None:
pipe, db = make_pipeline()
pipe.adapter._transport = history_transport([TRADE_DATE])
pipe.ingest_reference(TRADE_DATE, start=TRADE_DATE)
with db.write() as connection:
connection.execute(
"INSERT INTO stock_master(ts_code, symbol, name, list_status, list_date, updated_at) "
"VALUES (?,?,?,?,?,?)",
("688001.SH", "688001", "未来上市", "L", "20250101", "2024-09-02T00:00:00+08:00"),
)
self.assertEqual(pipe._listed_count(TRADE_DATE), 2)
result = pipe.run_eod_batch_a(TRADE_DATE)
self.assertEqual(pipe.eod_failures(result), [])
self.assertEqual(result["daily"]["state"], "published")
def test_coverage_helpers_point_and_calendar(self) -> None:
pipe, db = make_pipeline()
pipe.ingest_reference(TRADE_DATE)
+103
View File
@@ -0,0 +1,103 @@
from __future__ import annotations
import json
import unittest
from datahub.adapters.ifind import IfindAdapter
from datahub.serving import ApiError
from datahub.steward import steward_query
class _Resp:
def __init__(self, payload: dict, status: int = 200) -> None:
self.status = status
self._raw = json.dumps(payload).encode("utf-8")
def read(self):
return self._raw
def __enter__(self):
return self
def __exit__(self, *args):
return False
class IfindAdapterTests(unittest.TestCase):
def test_unconfigured_probe_does_not_dial_vendor(self) -> None:
calls = []
def urlopen(request, timeout=None):
calls.append(str(getattr(request, "full_url", request)))
raise AssertionError("should not dial")
adapter = IfindAdapter(urlopen=urlopen)
probe = adapter.probe()
self.assertEqual(probe["state"], "unconfigured")
self.assertFalse(probe["configured"])
self.assertEqual(calls, [])
def test_wencai_and_snapshots_go_to_ifind_http(self) -> None:
calls = []
def urlopen(request, timeout=None):
url = str(getattr(request, "full_url", request))
calls.append(url)
if url.endswith("get_access_token"):
return _Resp({"errorcode": 0, "data": {"access_token": "acc", "expired_time": ""}})
body = json.loads(request.data.decode("utf-8"))
if url.endswith("smart_stock_picking"):
self.assertEqual(body["searchstring"], "涨停")
return _Resp(
{
"errorcode": 0,
"tables": [
{
"thscode": ["000001.SZ"],
"table": {"涨停原因": ["重组"]},
}
],
}
)
if url.endswith("snap_shot"):
return _Resp(
{
"errorcode": 0,
"tables": [
{
"time": ["2024-09-02 09:21:00"],
"thscode": ["000001.SZ"],
"table": {"latest": [10.5], "preClose": [10]},
}
],
}
)
raise AssertionError(url)
adapter = IfindAdapter("refresh-token", urlopen=urlopen)
rows = adapter.fetch("wencai", {"query": "涨停"})
self.assertEqual(rows[0]["涨停原因"], "重组")
snaps = adapter.fetch(
"snapshots",
{
"codes": ["000001.SZ"],
"indicators": ["latest", "preClose"],
"start_time": "2024-09-02 09:15:00",
"end_time": "2024-09-02 09:22:00",
},
)
self.assertEqual(snaps[0]["latest"], 10.5)
self.assertTrue(any("quantapi.51ifind.com" in item for item in calls))
def test_steward_ifind_status_and_unconfigured_fetch(self) -> None:
class _Api:
ifind = IfindAdapter()
payload = steward_query(_Api(), {"api_name": "ifind_status", "params": {}})
self.assertFalse(payload["data"][0]["configured"])
with self.assertRaises(ApiError):
steward_query(_Api(), {"api_name": "ifind_wencai", "params": {"query": "涨停"}})
if __name__ == "__main__":
unittest.main()
+5 -2
View File
@@ -19,7 +19,7 @@ class LayoutTests(unittest.TestCase):
def test_reserved_adapters_present(self) -> None:
from datahub.adapters import RESERVED
for name in ("ths", "xgb", "akshare", "ifind"):
for name in ("ths", "xgb", "akshare"):
self.assertIn(name, RESERVED)
probe = RESERVED[name].probe()
self.assertEqual(probe["state"], "reserved")
@@ -27,9 +27,12 @@ class LayoutTests(unittest.TestCase):
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"])
self.assertIn("ifind", RESERVED)
ifind = RESERVED["ifind"].probe()
self.assertIn(ifind["state"], {"unconfigured", "ok", "empty", "error"})
self.assertEqual(ifind["configured"], ifind["state"] != "unconfigured")
if __name__ == "__main__":
@@ -172,5 +172,121 @@ class ServingIntradayDateTests(unittest.TestCase):
self.assertIn("intraday unavailable", ctx.exception.message)
class MarketQuotesTests(unittest.TestCase):
def setUp(self) -> None:
self.tmp = tempfile.TemporaryDirectory()
self.db = HubDB(Path(self.tmp.name) / "hub.db")
self.api = V1API(self.db, None, None) # type: ignore[arg-type]
def tearDown(self) -> None:
self.tmp.cleanup()
def test_empty_codes_returns_full_market_snapshot(self) -> None:
rows = [
{
"ts_code": f"{600000 + index:06d}.SH",
"name": f"股票{index}",
"pre_close": 10.0,
"close": 10.2,
"open": 10.1,
"high": 10.3,
"low": 10.0,
"vol": 1000,
"amount": 2000000,
}
for index in range(220)
]
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
mocked.return_value.fetch_market_quotes.return_value = rows
omitted = self.api.handle("/v1/quotes/latest", {})
empty = self.api.handle("/v1/quotes/latest", {"codes": [""]})
self.assertEqual(len(omitted["data"]), 220)
self.assertEqual(omitted["meta"]["scope"], "market")
self.assertEqual(omitted["meta"]["source"], "eastmoney:clist")
self.assertEqual(len(empty["data"]), 220)
def test_explicit_codes_still_use_named_quote_path(self) -> None:
named = [
{
"ts_code": "600000.SH",
"name": "浦发银行",
"price": 10.2,
"previous_close": 10.0,
}
]
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
mocked.return_value.fetch_quotes.return_value = named
payload = self.api.handle("/v1/quotes/latest", {"codes": ["600000.SH"]})
mocked.return_value.fetch_market_quotes.assert_not_called()
self.assertEqual(payload["data"][0]["ts_code"], "600000.SH")
self.assertEqual(payload["meta"]["source"], "eastmoney:ulist")
def test_named_quotes_page_beyond_sixty_codes(self) -> None:
codes = [f"{index:06d}.SZ" for index in range(70)]
def fake_fetch(chunk):
return [{"ts_code": code, "close": 10, "pre_close": 9} for code in chunk]
with patch("datahub.realtime_serve.EastmoneyAdapter") as mocked:
mocked.return_value.fetch_quotes.side_effect = fake_fetch
payload = self.api.handle("/v1/quotes/latest", {"codes": [",".join(codes)]})
self.assertEqual(mocked.return_value.fetch_quotes.call_count, 2)
self.assertEqual(len(payload["data"]), 70)
def test_named_quotes_fail_over_to_tencent(self) -> None:
named = [
{
"ts_code": "000737.SZ",
"name": "北方铜业",
"close": 12.3,
"pre_close": 11.2,
}
]
with patch("datahub.realtime_serve.EastmoneyAdapter") as eastmoney, patch(
"datahub.realtime_serve.TencentAdapter"
) as tencent:
eastmoney.return_value.fetch_quotes.side_effect = AdapterError("HTTP 503")
tencent.return_value.fetch_quotes.return_value = named
payload = self.api.handle("/v1/quotes/latest", {"codes": ["000737.SZ"]})
self.assertEqual(payload["data"][0]["ts_code"], "000737.SZ")
self.assertEqual(payload["meta"]["source"], "tencent:qt")
self.assertTrue(payload["meta"]["failover"])
self.assertFalse(payload["meta"]["stale"])
def test_both_quote_sources_return_last_known_good(self) -> None:
from datahub.realtime_serve import _envelope, _write_cache
cache_key = "quotes:placeholder:1"
payload = _envelope(
[{"ts_code": "000737.SZ", "close": 12.3, "pre_close": 11.2}],
{"source": "eastmoney:ulist", "stale": False, "trade_date": "20260908"},
)
_write_cache(self.db, cache_key, payload, 60, "eastmoney:ulist")
self.db.execute(
"UPDATE rt_cache SET expires_at = ? WHERE cache_key = ?",
("2000-01-01T00:00:00+08:00", cache_key),
)
with patch("datahub.realtime_serve.EastmoneyAdapter") as eastmoney, patch(
"datahub.realtime_serve.TencentAdapter"
) as tencent, patch("datahub.realtime_serve.hashlib.sha1") as sha1:
eastmoney.return_value.fetch_quotes.side_effect = AdapterError("HTTP 503")
tencent.return_value.fetch_quotes.side_effect = AdapterError("timeout")
sha1.return_value.hexdigest.return_value = "placeholder"
recovered = self.api.handle("/v1/quotes/latest", {"codes": ["000737.SZ"]})
self.assertTrue(recovered["meta"]["stale"])
self.assertIn("真实快照", recovered["meta"]["delay_notice"])
self.assertEqual(recovered["data"][0]["close"], 12.3)
self.assertNotEqual(recovered["data"][0]["close"], 0)
def test_market_unavailable_stays_source_error(self) -> None:
with patch("datahub.realtime_serve.EastmoneyAdapter") as eastmoney, patch(
"datahub.realtime_serve.TencentAdapter"
) as tencent:
eastmoney.return_value.fetch_market_quotes.side_effect = AdapterError("too small")
tencent.return_value.fetch_quotes.side_effect = AdapterError("empty master")
with self.assertRaises(ApiError) as ctx:
self.api.handle("/v1/quotes/latest", {})
self.assertEqual(ctx.exception.code, "SOURCE_UNAVAILABLE")
if __name__ == "__main__":
unittest.main()
@@ -0,0 +1,345 @@
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]:
# HEL-478/HEL-463 integration: extended soft datasets (limit_events,
# dragon_tiger, sector_daily, popularity) publish on their own schedule
# inside the same tick and are outside the valuation review boundary.
# Scope assertions to the A-group + stocks boundary the review republishes.
boundary = ("daily", "valuation", "moneyflow", "auction", "stocks")
placeholders = ",".join("?" for _ in boundary)
return {
str(row["batch_id"])
for row in db.fetchall(
f"SELECT batch_id FROM batches WHERE trade_date=? AND dataset IN ({placeholders})",
(day, *boundary),
)
}
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()
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from __future__ import annotations
import tempfile
import unittest
from pathlib import Path
from unittest.mock import patch
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 StewardQueryTests(unittest.TestCase):
def setUp(self) -> None:
self.tmp = tempfile.TemporaryDirectory()
settings = Settings(
host="127.0.0.1",
port=0,
encryption_key=SecretVault.generate_key(),
api_token="k" * 32,
admin_password="StartPass1",
tushare_token="tushare-secret-token-xyz",
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-token-xyz", 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_published_daily_is_tushare_native(self) -> None:
payload = self.hub.api.query_api(
{"api_name": "daily", "params": {"trade_date": TRADE_DATE}, "fields": "ts_code,close,vol,amount"}
)
rows = payload["data"]
by_code = {row["ts_code"]: row for row in rows}
self.assertEqual(by_code["600000.SH"]["vol"], 1000.0)
self.assertEqual(by_code["600000.SH"]["amount"], 2000.0)
self.assertEqual(payload["meta"]["row_shape"], "tushare")
def test_live_stk_limit_uses_internal_tushare(self) -> None:
payload = self.hub.api.query_api(
{"api_name": "stk_limit", "params": {"trade_date": TRADE_DATE}, "fields": "ts_code,up_limit,down_limit"}
)
self.assertEqual(payload["meta"]["source"], "tushare")
self.assertEqual(payload["data"][0]["ts_code"], "600000.SH")
def test_stock_filter_missing_from_active_snapshot_falls_back_inside_hub(self) -> None:
calls = []
def transport(api_name, params, fields):
calls.append((api_name, dict(params)))
if api_name == "stock_basic" and params.get("list_status") == "D":
return [
{
"ts_code": "000627.SZ",
"symbol": "000627",
"name": "退市天茂",
"list_status": "D",
"list_date": "19961112",
}
]
return fake_transport(api_name, params, fields)
self.hub.pipeline.adapter._transport = transport
payload = self.hub.api.query_api(
{
"api_name": "stock_basic",
"params": {"list_status": "D"},
"fields": "ts_code,name,list_status,list_date",
}
)
self.assertEqual(payload["meta"]["source"], "tushare")
self.assertEqual(payload["data"][0]["list_status"], "D")
self.assertIn(("stock_basic", {"list_status": "D"}), calls)
def test_rt_sw_k_is_blocked(self) -> None:
from datahub.serving import ApiError
with self.assertRaises(ApiError):
self.hub.api.query_api({"api_name": "rt_sw_k", "params": {"ts_code": "801074.SI"}})
def test_missing_published_sw_family_falls_back_inside_hub(self) -> None:
self.hub.pipeline.run_eod_batch_e(TRADE_DATE)
batch_id = self.hub.pipeline.active_batch("sector_daily", TRADE_DATE)
with self.hub.db.write() as connection:
connection.execute(
"DELETE FROM eod_sector_daily WHERE trade_date = ? AND batch_id = ? AND family = 'sw'",
(TRADE_DATE, batch_id),
)
payload = self.hub.api.query_api(
{
"api_name": "sw_daily",
"params": {"ts_code": "801780.SI", "trade_date": TRADE_DATE},
"fields": "ts_code,trade_date,name,pct_change",
}
)
self.assertEqual(payload["meta"]["source"], "tushare")
self.assertEqual(payload["data"][0]["ts_code"], "801780.SI")
def test_rt_k_uses_free_quotes_not_tushare(self) -> None:
quotes = [
{
"ts_code": "600000.SH",
"name": "浦发银行",
"close": 10.2,
"pre_close": 10.0,
"open": 10.1,
"high": 10.3,
"low": 9.9,
"vol": 1000,
"amount": 2000000,
}
]
with patch("datahub.steward.fetch_quotes", return_value={"data": quotes, "meta": {"source": "eastmoney:ulist", "stale": False}}):
payload = self.hub.api.query_api({"api_name": "rt_k", "params": {"ts_code": "600000.SH"}})
self.assertEqual(payload["data"][0]["close"], 10.2)
self.assertEqual(payload["meta"]["source"], "eastmoney:ulist")
def test_shenwan_quote_uses_eastmoney_90_prefix(self) -> None:
from datahub.adapters.eastmoney import EastmoneyAdapter
with patch.object(EastmoneyAdapter, "_get_json") as get_json:
get_json.return_value = {
"data": {
"diff": [
{
"f12": "801074",
"f14": "工业金属",
"f2": 1234.5,
"f3": 2.88,
"f18": 1200,
"f17": 1205,
"f15": 1240,
"f16": 1198,
"f6": 1,
"f124": 1757319000,
}
]
}
}
quote = EastmoneyAdapter().fetch_shenwan_quote("801074.SI")
self.assertEqual(quote["source"], "eastmoney_sw")
self.assertAlmostEqual(quote["change"], 2.88)
self.assertEqual(get_json.call_args.args[1]["secids"], "90.801074")
if __name__ == "__main__":
unittest.main()