整组切换中断时除回滚与废弃批次外,同步记录 action=release-group 的失败审计,便于后台追踪。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
1377 lines
60 KiB
Python
1377 lines
60 KiB
Python
from __future__ import annotations
|
|
|
|
import json
|
|
import math
|
|
import time
|
|
from collections.abc import Callable
|
|
from datetime import timedelta
|
|
from typing import Any
|
|
|
|
from datahub.adapters.base import AdapterError
|
|
from datahub.adapters.tushare import DEFAULT_INDEX_CODES, WEBSITE_INDEX_CODES, TushareAdapter
|
|
from datahub.db import DATASET_TABLES, HubDB
|
|
from datahub.governance.circuit import CircuitBreaker
|
|
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.settings import Settings
|
|
from datahub.timeutil import add_days, isoformat, now_shanghai, yyyymmdd
|
|
|
|
LOGGER = get_logger()
|
|
|
|
HARD_DATASETS = {"daily", "valuation", "index_daily"}
|
|
SOFT_DATASETS = {"moneyflow", "auction"}
|
|
OFFICIAL_DATASETS = HARD_DATASETS | SOFT_DATASETS
|
|
STOCKS_DATASET = "stocks"
|
|
STOCK_SNAPSHOT_FIELDS = ("ts_code", "symbol", "name", "area", "industry", "market", "list_status", "list_date")
|
|
EOD_A_DATASETS = ("daily", "valuation", "moneyflow", "auction")
|
|
EOD_B_DATASETS = ("index_daily",)
|
|
EMPTY_BATCH_ERROR = "empty official batch: 0 valid rows"
|
|
|
|
STAGING_INSERT = {
|
|
"stocks": (
|
|
"INSERT INTO staging_stocks(ts_code,trade_date,batch_id,symbol,name,area,industry,market,list_status,list_date) "
|
|
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
|
lambda r, b: (
|
|
r["ts_code"], r["trade_date"], b, r.get("symbol"), r.get("name"), r.get("area"),
|
|
r.get("industry"), r.get("market"), r.get("list_status"), r.get("list_date"),
|
|
),
|
|
),
|
|
"daily": (
|
|
"INSERT INTO staging_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount,adj_factor) "
|
|
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
|
lambda r, b: (
|
|
r["ts_code"], r["trade_date"], b, r.get("open"), r.get("high"), r.get("low"),
|
|
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"), r.get("adj_factor"),
|
|
),
|
|
),
|
|
"valuation": (
|
|
"INSERT INTO staging_valuation(ts_code,trade_date,batch_id,turnover_rate,volume_ratio,total_mv,circ_mv,pe_ttm,pb,ps_ttm,dv_ttm) "
|
|
"VALUES (?,?,?,?,?,?,?,?,?,?,?)",
|
|
lambda r, b: (
|
|
r["ts_code"], r["trade_date"], b, r.get("turnover_rate"), r.get("volume_ratio"),
|
|
r.get("total_mv"), r.get("circ_mv"), r.get("pe_ttm"), r.get("pb"), r.get("ps_ttm"), r.get("dv_ttm"),
|
|
),
|
|
),
|
|
"moneyflow": (
|
|
"INSERT INTO staging_moneyflow(ts_code,trade_date,batch_id,buy_sm_amount,sell_sm_amount,buy_md_amount,sell_md_amount,buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount) "
|
|
"VALUES (?,?,?,?,?,?,?,?,?,?,?,?)",
|
|
lambda r, b: (
|
|
r["ts_code"], r["trade_date"], b,
|
|
r.get("buy_sm_amount"), r.get("sell_sm_amount"), r.get("buy_md_amount"), r.get("sell_md_amount"),
|
|
r.get("buy_lg_amount"), r.get("sell_lg_amount"), r.get("buy_elg_amount"), r.get("sell_elg_amount"),
|
|
r.get("net_mf_amount"),
|
|
),
|
|
),
|
|
"auction": (
|
|
"INSERT INTO staging_auction(ts_code,trade_date,batch_id,volume,price,amount,pre_close,turnover_rate,volume_ratio,float_share) "
|
|
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
|
lambda r, b: (
|
|
r["ts_code"], r["trade_date"], b, r.get("volume"), r.get("price"), r.get("amount"),
|
|
r.get("pre_close"), r.get("turnover_rate"), r.get("volume_ratio"), r.get("float_share"),
|
|
),
|
|
),
|
|
"index_daily": (
|
|
"INSERT INTO staging_index_bars(ts_code,trade_date,batch_id,open,high,low,close,pct_chg,volume,amount) "
|
|
"VALUES (?,?,?,?,?,?,?,?,?,?)",
|
|
lambda r, b: (
|
|
r["ts_code"], r["trade_date"], b, r.get("open"), r.get("high"), r.get("low"),
|
|
r.get("close"), r.get("pct_chg"), r.get("volume"), r.get("amount"),
|
|
),
|
|
),
|
|
}
|
|
|
|
EOD_COPY = {
|
|
"stocks": (
|
|
"INSERT OR REPLACE INTO eod_stocks "
|
|
"SELECT ts_code,trade_date,symbol,name,area,industry,market,list_status,list_date,batch_id "
|
|
"FROM staging_stocks WHERE batch_id = ?"
|
|
),
|
|
"daily": (
|
|
"INSERT OR REPLACE INTO eod_bars "
|
|
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,adj_factor,batch_id "
|
|
"FROM staging_bars WHERE batch_id = ?"
|
|
),
|
|
"valuation": (
|
|
"INSERT OR REPLACE INTO eod_valuation "
|
|
"SELECT ts_code,trade_date,turnover_rate,volume_ratio,total_mv,circ_mv,pe_ttm,pb,ps_ttm,dv_ttm,batch_id "
|
|
"FROM staging_valuation WHERE batch_id = ?"
|
|
),
|
|
"moneyflow": (
|
|
"INSERT OR REPLACE INTO eod_moneyflow "
|
|
"SELECT ts_code,trade_date,buy_sm_amount,sell_sm_amount,buy_md_amount,sell_md_amount,"
|
|
"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount,batch_id "
|
|
"FROM staging_moneyflow WHERE batch_id = ?"
|
|
),
|
|
"auction": (
|
|
"INSERT OR REPLACE INTO eod_auction "
|
|
"SELECT ts_code,trade_date,volume,price,amount,pre_close,turnover_rate,volume_ratio,float_share,batch_id "
|
|
"FROM staging_auction WHERE batch_id = ?"
|
|
),
|
|
"index_daily": (
|
|
"INSERT OR REPLACE INTO eod_index_bars "
|
|
"SELECT ts_code,trade_date,open,high,low,close,pct_chg,volume,amount,batch_id "
|
|
"FROM staging_index_bars WHERE batch_id = ?"
|
|
),
|
|
}
|
|
|
|
|
|
def _finite(value: Any) -> bool:
|
|
try:
|
|
return math.isfinite(float(value))
|
|
except (TypeError, ValueError):
|
|
return False
|
|
|
|
|
|
def _staging_row_count(connection: Any, dataset: str, batch_id: str) -> int:
|
|
table = DATASET_TABLES[dataset][1]
|
|
row = connection.execute(
|
|
f"SELECT COUNT(*) AS n FROM {table} WHERE batch_id = ?",
|
|
(batch_id,),
|
|
).fetchone()
|
|
return int(row["n"] if row is not None else 0)
|
|
|
|
|
|
def _staging_count_or_raise(connection: Any, dataset: str, trade_date: str, batch_id: str) -> int:
|
|
rows_out = _staging_row_count(connection, dataset, batch_id)
|
|
if rows_out <= 0:
|
|
report = {
|
|
"rows": 0,
|
|
"errors": [EMPTY_BATCH_ERROR],
|
|
"warnings": [],
|
|
"hard_fail": True,
|
|
"soft_fail": False,
|
|
"batch_id": batch_id,
|
|
"dataset": dataset,
|
|
"trade_date": trade_date,
|
|
}
|
|
LOGGER.warning(
|
|
"skip official publish for empty batch",
|
|
extra={
|
|
"hub": {
|
|
"dataset": dataset,
|
|
"trade_date": trade_date,
|
|
"batch_id": batch_id,
|
|
"rows_out": rows_out,
|
|
"reason": "upstream_empty",
|
|
}
|
|
},
|
|
)
|
|
raise QualityError("empty batch cannot be officially published", report)
|
|
return rows_out
|
|
|
|
|
|
def _upsert_publication(
|
|
connection: Any,
|
|
dataset: str,
|
|
trade_date: str,
|
|
batch_id: str,
|
|
state: str,
|
|
published_at: str,
|
|
) -> None:
|
|
current = connection.execute(
|
|
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
|
(dataset, trade_date),
|
|
).fetchone()
|
|
prev = str(current["active_batch"]) if current else None
|
|
connection.execute(
|
|
"""
|
|
INSERT INTO publications(dataset, trade_date, active_batch, prev_batch, state, published_at)
|
|
VALUES (?, ?, ?, ?, ?, ?)
|
|
ON CONFLICT(dataset, trade_date) DO UPDATE SET
|
|
prev_batch=excluded.prev_batch,
|
|
active_batch=excluded.active_batch,
|
|
state=excluded.state,
|
|
published_at=excluded.published_at
|
|
""",
|
|
(dataset, trade_date, batch_id, prev, state, published_at),
|
|
)
|
|
|
|
|
|
def _record_publication_history(
|
|
connection: Any,
|
|
dataset: str,
|
|
trade_date: str,
|
|
batch_id: str,
|
|
published_at: str,
|
|
quality: dict[str, Any],
|
|
) -> None:
|
|
max_gen = connection.execute(
|
|
"SELECT COALESCE(MAX(generation), 0) AS g FROM publication_history WHERE dataset = ? AND trade_date = ?",
|
|
(dataset, trade_date),
|
|
).fetchone()
|
|
generation = int(max_gen["g"]) + 1
|
|
connection.execute(
|
|
"INSERT OR REPLACE INTO publication_history(dataset, trade_date, batch_id, published_at, generation) VALUES (?,?,?,?,?)",
|
|
(dataset, trade_date, batch_id, published_at, generation),
|
|
)
|
|
keep = int(quality.get("publication_generations") or 3)
|
|
stale = connection.execute(
|
|
"""
|
|
SELECT batch_id FROM publication_history
|
|
WHERE dataset = ? AND trade_date = ?
|
|
ORDER BY generation DESC
|
|
""",
|
|
(dataset, trade_date),
|
|
).fetchall()
|
|
for row in stale[keep:]:
|
|
connection.execute(
|
|
"DELETE FROM publication_history WHERE dataset = ? AND trade_date = ? AND batch_id = ?",
|
|
(dataset, trade_date, row["batch_id"]),
|
|
)
|
|
|
|
|
|
class QualityError(RuntimeError):
|
|
def __init__(self, message: str, report: dict[str, Any]) -> None:
|
|
super().__init__(message)
|
|
self.report = report
|
|
|
|
|
|
class Pipeline:
|
|
def __init__(
|
|
self,
|
|
db: HubDB,
|
|
adapter: TushareAdapter,
|
|
settings: Settings,
|
|
bucket: TokenBucket | None = None,
|
|
breaker: CircuitBreaker | None = None,
|
|
before_commit: Callable[[], None] | None = None,
|
|
clock=None,
|
|
) -> None:
|
|
self.db = db
|
|
self.adapter = adapter
|
|
self.settings = settings
|
|
self.bucket = bucket or TokenBucket(settings.tushare_rate_per_minute)
|
|
self.breaker = breaker or CircuitBreaker()
|
|
self.before_commit = before_commit
|
|
self.clock = clock or now_shanghai
|
|
|
|
def next_batch_id(self, dataset: str, trade_date: str) -> str:
|
|
row = self.db.fetchone(
|
|
"SELECT COUNT(*) AS n FROM batches WHERE dataset = ? AND trade_date = ?",
|
|
(dataset, trade_date),
|
|
)
|
|
seq = int((row or {}).get("n") or 0) + 1
|
|
return f"{trade_date}-{dataset}-{seq:03d}"
|
|
|
|
def ingest_reference(
|
|
self,
|
|
trade_date: str | None = None,
|
|
start: str | None = None,
|
|
end: str | None = None,
|
|
) -> dict[str, Any]:
|
|
"""Refresh trade calendar and stock master. Not versioned by batch.
|
|
|
|
Calendar defaults to 2016-01-01 through today+30 so a 5-year website
|
|
query is not silently truncated. UPSERT makes repeats safe.
|
|
"""
|
|
day = yyyymmdd(trade_date or self.clock())
|
|
start = yyyymmdd(start or self.settings.calendar_start)
|
|
end = yyyymmdd(end or add_days(day, 30))
|
|
if start > end:
|
|
start, end = end, start
|
|
calendar = self.adapter.normalize(
|
|
"calendar",
|
|
self._guarded_fetch("calendar", {"exchange": "SSE", "start_date": start, "end_date": end}),
|
|
)
|
|
stocks = self.adapter.normalize("stocks", self._guarded_fetch("stocks", {"list_status": "L"}))
|
|
fetched_at = isoformat(self.clock())
|
|
with self.db.write() as connection:
|
|
for row in calendar:
|
|
connection.execute(
|
|
"""
|
|
INSERT INTO trade_calendar(exchange, cal_date, is_open, pretrade_date, fetched_at)
|
|
VALUES (?, ?, ?, ?, ?)
|
|
ON CONFLICT(exchange, cal_date) DO UPDATE SET
|
|
is_open=excluded.is_open, pretrade_date=excluded.pretrade_date, fetched_at=excluded.fetched_at
|
|
""",
|
|
(row["exchange"], row["cal_date"], row["is_open"], row.get("pretrade_date"), fetched_at),
|
|
)
|
|
self._upsert_stock_master(connection, stocks, fetched_at)
|
|
return {
|
|
"calendar": len(calendar),
|
|
"stocks": len(stocks),
|
|
"trade_date": day,
|
|
"calendar_from": start,
|
|
"calendar_to": end,
|
|
}
|
|
|
|
@staticmethod
|
|
def _upsert_stock_master(connection: Any, stocks: list[dict[str, Any]], fetched_at: str) -> None:
|
|
for row in stocks:
|
|
connection.execute(
|
|
"""
|
|
INSERT INTO stock_master(ts_code,symbol,name,area,industry,market,list_status,list_date,updated_at)
|
|
VALUES (?,?,?,?,?,?,?,?,?)
|
|
ON CONFLICT(ts_code) DO UPDATE SET
|
|
symbol=excluded.symbol, name=excluded.name, area=excluded.area,
|
|
industry=excluded.industry, market=excluded.market,
|
|
list_status=excluded.list_status, list_date=excluded.list_date,
|
|
updated_at=excluded.updated_at
|
|
""",
|
|
(
|
|
row["ts_code"], row.get("symbol"), row.get("name"), row.get("area"),
|
|
row.get("industry"), row.get("market"), row.get("list_status"),
|
|
row.get("list_date"), fetched_at,
|
|
),
|
|
)
|
|
|
|
def latest_stocks_publication(self, on_or_before: str | None = None) -> dict[str, Any] | None:
|
|
if on_or_before:
|
|
row = self.db.fetchone(
|
|
"SELECT * FROM publications WHERE dataset = ? AND trade_date <= ? ORDER BY trade_date DESC LIMIT 1",
|
|
(STOCKS_DATASET, yyyymmdd(on_or_before)),
|
|
)
|
|
else:
|
|
row = self.db.fetchone(
|
|
"SELECT * FROM publications WHERE dataset = ? ORDER BY trade_date DESC LIMIT 1",
|
|
(STOCKS_DATASET,),
|
|
)
|
|
return row
|
|
|
|
def published_stock_snapshot(self, on_or_before: str | None = None) -> tuple[str | None, list[dict[str, Any]]]:
|
|
pub = self.latest_stocks_publication(on_or_before)
|
|
if not pub:
|
|
return None, []
|
|
rows = self.db.fetchall(
|
|
f"SELECT {','.join(STOCK_SNAPSHOT_FIELDS)} FROM eod_stocks WHERE batch_id = ? ORDER BY ts_code",
|
|
(pub["active_batch"],),
|
|
)
|
|
return str(pub["active_batch"]), rows
|
|
|
|
def refresh_stocks(self, trade_date: str | None = None, force: bool = False) -> dict[str, Any]:
|
|
"""Refresh stock master from upstream and publish a versioned snapshot.
|
|
|
|
Runs on trading days (scheduler) and via CLI. Idempotent: when the
|
|
latest published snapshot already matches the upstream list, nothing
|
|
is published; ``force`` re-publishes unconditionally. New listings,
|
|
renames (incl. N/C prefix removal) and status changes all flow into
|
|
the snapshot, which carries batch_id/published_at metadata.
|
|
|
|
The ``stock_master`` UPSERT happens inside the same publish
|
|
transaction as the snapshot switch — fetch / quality-gate / switch
|
|
failures leave the master on the previous complete values.
|
|
"""
|
|
day = yyyymmdd(trade_date or self.clock())
|
|
try:
|
|
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
|
except Exception as exc:
|
|
self.audit(
|
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
|
json.dumps({"state": "failed", "error": str(exc)}, ensure_ascii=False),
|
|
)
|
|
raise
|
|
if not force:
|
|
active, snapshot = self.published_stock_snapshot(day)
|
|
if active is not None:
|
|
upstream = sorted(
|
|
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
|
)
|
|
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
|
if upstream == published:
|
|
return {
|
|
"dataset": STOCKS_DATASET,
|
|
"trade_date": day,
|
|
"state": "skipped",
|
|
"reason": "unchanged",
|
|
"batch_id": active,
|
|
"rows": len(snapshot),
|
|
}
|
|
try:
|
|
result = self.run_dataset(STOCKS_DATASET, day, prepared_rows=rows)
|
|
except Exception as exc:
|
|
self.audit(
|
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
|
json.dumps({"state": "failed", "error": str(exc)}, ensure_ascii=False),
|
|
)
|
|
raise
|
|
self.audit(
|
|
"pipeline", "stocks-refresh", f"{STOCKS_DATASET}:{day}",
|
|
json.dumps({"batch_id": result["batch_id"], "rows": result["rows"]}, ensure_ascii=False),
|
|
)
|
|
return result
|
|
|
|
def backfill_moneyflow_history(
|
|
self,
|
|
end_date: str | None = None,
|
|
trading_days: int | None = None,
|
|
force: bool = False,
|
|
) -> dict[str, Any]:
|
|
"""Incrementally publish official moneyflow history for the website window.
|
|
|
|
The website queries moneyflow for any navigable trade date (stock
|
|
detail point queries) and for the screener's last-5-days window, so
|
|
the hub must cover a trailing window of trading days instead of only
|
|
days published since go-live. Already published dates are skipped
|
|
unless ``force``; per-date failures are recorded without aborting.
|
|
"""
|
|
end = yyyymmdd(end_date or self.clock())
|
|
limit = int(trading_days or self.settings.moneyflow_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_dates: set[str] = set()
|
|
if not force:
|
|
pubs = self.db.fetchall(
|
|
"SELECT trade_date FROM publications WHERE dataset = 'moneyflow' AND trade_date >= ? AND trade_date <= ?",
|
|
(start, end),
|
|
)
|
|
published_dates = {str(row["trade_date"]) for row in pubs}
|
|
targets = [day for day in open_dates if day not in published_dates]
|
|
skipped = [day for day in open_dates if day in published_dates]
|
|
published: list[dict[str, Any]] = []
|
|
failed: list[dict[str, Any]] = []
|
|
for day in targets:
|
|
try:
|
|
raw = retry_call(
|
|
lambda day=day: self._guarded_fetch("moneyflow", {"trade_date": day}),
|
|
attempts=self.settings.max_publish_attempts,
|
|
base_delay=0.05,
|
|
sleeper=lambda _d: time.sleep(_d),
|
|
)
|
|
rows = self.adapter.normalize("moneyflow", raw)
|
|
result = self.run_dataset("moneyflow", day, prepared_rows=rows)
|
|
published.append(
|
|
{
|
|
"trade_date": day,
|
|
"batch_id": result["batch_id"],
|
|
"rows": result["rows"],
|
|
"state": result["state"],
|
|
}
|
|
)
|
|
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 open_trade_dates(self, end: str, limit: int) -> list[str]:
|
|
end = yyyymmdd(end)
|
|
rows = self.db.fetchall(
|
|
"""
|
|
SELECT cal_date FROM trade_calendar
|
|
WHERE exchange = 'SSE' AND is_open = 1 AND cal_date <= ?
|
|
ORDER BY cal_date DESC
|
|
LIMIT ?
|
|
""",
|
|
(end, max(1, int(limit))),
|
|
)
|
|
return sorted(str(row["cal_date"]) for row in rows)
|
|
|
|
def backfill_history(
|
|
self,
|
|
trade_date: str | None = None,
|
|
calendar_start: str | None = None,
|
|
index_days: int | None = None,
|
|
codes: tuple[str, ...] | None = None,
|
|
force: bool = False,
|
|
) -> dict[str, Any]:
|
|
"""Idempotent calendar + website-index history backfill."""
|
|
day = yyyymmdd(trade_date or self.clock())
|
|
calendar = self.ingest_reference(day, start=calendar_start)
|
|
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"))}
|
|
|
|
def backfill_index_history(
|
|
self,
|
|
end_date: str | None = None,
|
|
trading_days: int | None = None,
|
|
codes: tuple[str, ...] | None = None,
|
|
force: bool = False,
|
|
) -> dict[str, Any]:
|
|
"""Incrementally publish official index bars for website index codes.
|
|
|
|
One range fetch per code, then per-day publish. Already published dates
|
|
are skipped unless ``force``. Failures are recorded and do not roll back
|
|
successful days.
|
|
"""
|
|
end = yyyymmdd(end_date or self.clock())
|
|
limit = int(trading_days or self.settings.index_history_trading_days)
|
|
codes = tuple(codes or WEBSITE_INDEX_CODES)
|
|
open_dates = self.open_trade_dates(end, limit)
|
|
if not open_dates:
|
|
return {
|
|
"start": None,
|
|
"end": end,
|
|
"codes": list(codes),
|
|
"requested_days": 0,
|
|
"published": [],
|
|
"skipped": [],
|
|
"failed": [{"error": "calendar has no open dates on or before end"}],
|
|
"ok": False,
|
|
}
|
|
start = open_dates[0]
|
|
complete_dates = set() if force else self._index_dates_with_all_codes(start, end, codes)
|
|
targets = [day for day in open_dates if day not in complete_dates]
|
|
skipped = [day for day in open_dates if day in complete_dates]
|
|
by_date: dict[str, list[dict[str, Any]]] = {day: [] for day in targets}
|
|
failed: list[dict[str, Any]] = []
|
|
for ts_code in codes:
|
|
try:
|
|
raw = retry_call(
|
|
lambda code=ts_code: self._guarded_fetch(
|
|
"index_daily",
|
|
{"ts_code": code, "start_date": start, "end_date": end},
|
|
),
|
|
attempts=self.settings.max_publish_attempts,
|
|
base_delay=0.05,
|
|
sleeper=lambda _d: time.sleep(_d),
|
|
)
|
|
for row in self.adapter.normalize("index_daily", raw):
|
|
day = str(row.get("trade_date") or "")
|
|
if day in by_date:
|
|
by_date[day].append(row)
|
|
except Exception as exc:
|
|
failed.append({"ts_code": ts_code, "error": str(exc)})
|
|
published: list[dict[str, Any]] = []
|
|
for day in targets:
|
|
rows = by_date.get(day) or []
|
|
try:
|
|
result = self.run_dataset("index_daily", day, prepared_rows=rows)
|
|
published.append(
|
|
{
|
|
"trade_date": day,
|
|
"batch_id": result["batch_id"],
|
|
"rows": result["rows"],
|
|
"state": result["state"],
|
|
}
|
|
)
|
|
except Exception as exc:
|
|
failed.append({"trade_date": day, "error": str(exc), "rows": len(rows)})
|
|
return {
|
|
"start": start,
|
|
"end": end,
|
|
"codes": list(codes),
|
|
"requested_days": len(open_dates),
|
|
"published": published,
|
|
"skipped": skipped,
|
|
"failed": failed,
|
|
"ok": not failed,
|
|
}
|
|
|
|
def _index_dates_with_all_codes(self, start: str, end: str, codes: tuple[str, ...]) -> set[str]:
|
|
pubs = self.db.fetchall(
|
|
"""
|
|
SELECT trade_date, active_batch FROM publications
|
|
WHERE dataset = 'index_daily' AND trade_date >= ? AND trade_date <= ?
|
|
""",
|
|
(start, end),
|
|
)
|
|
needed = set(codes)
|
|
complete: set[str] = set()
|
|
for pub in pubs:
|
|
rows = self.db.fetchall(
|
|
"SELECT DISTINCT ts_code FROM eod_index_bars WHERE trade_date = ? AND batch_id = ?",
|
|
(pub["trade_date"], pub["active_batch"]),
|
|
)
|
|
have = {str(row["ts_code"]) for row in rows}
|
|
if needed <= have:
|
|
complete.add(str(pub["trade_date"]))
|
|
return complete
|
|
|
|
def run_dataset(
|
|
self,
|
|
dataset: str,
|
|
trade_date: str,
|
|
attempts: int | None = None,
|
|
prepared_rows: list[dict[str, Any]] | None = None,
|
|
) -> dict[str, Any]:
|
|
trade_date = yyyymmdd(trade_date)
|
|
batch_id = self.next_batch_id(dataset, trade_date)
|
|
max_attempts = attempts or self.settings.max_publish_attempts
|
|
self._set_batch(batch_id, dataset, trade_date, "scheduled", 0)
|
|
rows: list[dict[str, Any]] = []
|
|
try:
|
|
self._set_batch(batch_id, dataset, trade_date, "fetching", 1)
|
|
if prepared_rows is None:
|
|
rows = retry_call(
|
|
lambda: self._fetch_dataset(dataset, trade_date),
|
|
attempts=max_attempts,
|
|
base_delay=0.05,
|
|
sleeper=lambda _d: None if attempts == 1 else time.sleep(_d),
|
|
)
|
|
else:
|
|
rows = list(prepared_rows)
|
|
self._stage(dataset, batch_id, rows)
|
|
self._set_batch(batch_id, dataset, trade_date, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
|
self._set_batch(batch_id, dataset, trade_date, "validating", 1)
|
|
report = self.validate(dataset, batch_id, trade_date, rows)
|
|
if report["hard_fail"]:
|
|
self._reject_batch(batch_id, dataset, trade_date, rows, report)
|
|
raise QualityError("integrity gate failed", report)
|
|
self._set_batch(batch_id, dataset, trade_date, "deriving", 1, rows_in=len(rows), rows_out=len(rows), quality=report)
|
|
self._set_batch(batch_id, dataset, trade_date, "publishing", 1, rows_in=len(rows), rows_out=len(rows), quality=report)
|
|
state = "degraded" if report["soft_fail"] else "published"
|
|
self.publish(dataset, trade_date, batch_id, state=state)
|
|
self._set_batch(
|
|
batch_id, dataset, trade_date, "published", 1,
|
|
rows_in=len(rows), rows_out=len(rows), quality=report, finished=True,
|
|
)
|
|
return {"batch_id": batch_id, "dataset": dataset, "trade_date": trade_date, "rows": len(rows), "state": state, "quality": report}
|
|
except RetryError as exc:
|
|
self._set_batch(batch_id, dataset, trade_date, "failed", max_attempts, error=str(exc), finished=True)
|
|
raise
|
|
except QualityError as exc:
|
|
current = self.db.fetchone("SELECT state FROM batches WHERE batch_id = ?", (batch_id,))
|
|
if current and current["state"] not in {"staged", "failed"}:
|
|
self._reject_batch(batch_id, dataset, trade_date, rows, exc.report)
|
|
raise
|
|
except Exception as exc:
|
|
self._set_batch(batch_id, dataset, trade_date, "failed", 1, error=str(exc), finished=True)
|
|
raise
|
|
|
|
def missing_official_datasets(self, trade_date: str) -> list[str]:
|
|
"""Official datasets without an active publication for the date."""
|
|
day = yyyymmdd(trade_date)
|
|
placeholders = ",".join("?" for _ in OFFICIAL_DATASETS)
|
|
rows = self.db.fetchall(
|
|
f"SELECT dataset FROM publications WHERE trade_date = ? AND dataset IN ({placeholders})",
|
|
(day, *sorted(OFFICIAL_DATASETS)),
|
|
)
|
|
published = {str(row["dataset"]) for row in rows}
|
|
return [dataset for dataset in sorted(OFFICIAL_DATASETS) if dataset not in published]
|
|
|
|
def run_eod_missing(self, trade_date: str) -> dict[str, Any]:
|
|
"""Republish every incomplete EOD consistency group for the date.
|
|
|
|
A-group (daily/valuation/moneyflow/auction + stocks) and B-group
|
|
(index_daily) are separate boundaries. Within a group, either the
|
|
whole boundary is already published (idempotent skip) or every
|
|
member is re-staged and switched together — never fill only the
|
|
missing members on top of older batches from an earlier partial run.
|
|
"""
|
|
results: dict[str, Any] = {}
|
|
results.update(self.run_eod_batch_a(trade_date))
|
|
results.update(self.run_eod_batch_b(trade_date))
|
|
return results
|
|
|
|
def run_eod_batch_a(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
|
return self.run_release_group(EOD_A_DATASETS, trade_date, include_stocks=True, force=force)
|
|
|
|
def run_eod_batch_b(self, trade_date: str, force: bool = False) -> dict[str, Any]:
|
|
return self.run_release_group(EOD_B_DATASETS, trade_date, force=force)
|
|
|
|
def force_republish_boundary(self, dataset: str, trade_date: str) -> dict[str, Any]:
|
|
"""Force-republish the full A/B consistency boundary that owns ``dataset``.
|
|
|
|
CLI ``eod-refresh --force`` and admin manual backfill must not publish a
|
|
single official member alone — that would mix old and new batches inside
|
|
the same trade date. Naming any A-group member (or stocks) rebuilds the
|
|
whole A group; naming ``index_daily`` rebuilds B.
|
|
"""
|
|
name = str(dataset or "").strip()
|
|
if name in EOD_A_DATASETS or name == STOCKS_DATASET:
|
|
return self.run_eod_batch_a(trade_date, force=True)
|
|
if name in EOD_B_DATASETS:
|
|
return self.run_eod_batch_b(trade_date, force=True)
|
|
raise ValueError(f"dataset is not part of an EOD release boundary: {dataset}")
|
|
|
|
def run_release_group(
|
|
self,
|
|
datasets: tuple[str, ...],
|
|
trade_date: str,
|
|
include_stocks: bool = False,
|
|
force: bool = False,
|
|
) -> dict[str, Any]:
|
|
"""One post-market publish/republish becomes one atomic visibility flip.
|
|
|
|
Consistency boundary: every member (official datasets, plus the daily
|
|
stocks snapshot when ``include_stocks``) is fetched, staged,
|
|
field-gated and cross-validated BEFORE any reader can see it. Only
|
|
when the whole group passes does a single SQLite transaction copy
|
|
all staging batches to the official tables and flip every
|
|
``publications`` row at once. Any member failure aborts the group:
|
|
the previous complete official version keeps serving and the reason
|
|
is recorded on the batches and in the audit log.
|
|
|
|
Skip is all-or-nothing for the boundary unless ``force``: if every
|
|
official member (and stocks when required) is already published, the
|
|
group is skipped. If any official member is still missing — or
|
|
``force`` is set — every official member is re-staged, so a retry or
|
|
manual republish never mixes old and new batches in one release.
|
|
"""
|
|
day = yyyymmdd(trade_date)
|
|
results: dict[str, Any] = {}
|
|
staged: dict[str, dict[str, Any]] = {}
|
|
failure: str | None = None
|
|
missing_official = [dataset for dataset in datasets if self.active_batch(dataset, day) is None]
|
|
stocks_missing = include_stocks and self.active_batch(STOCKS_DATASET, day) is None
|
|
|
|
if not force and not missing_official and not stocks_missing:
|
|
for dataset in datasets:
|
|
results[dataset] = {
|
|
"dataset": dataset,
|
|
"trade_date": day,
|
|
"state": "skipped",
|
|
"reason": "already_published",
|
|
}
|
|
if include_stocks:
|
|
results[STOCKS_DATASET] = {
|
|
"dataset": STOCKS_DATASET,
|
|
"trade_date": day,
|
|
"state": "skipped",
|
|
"reason": "already_published",
|
|
}
|
|
return results
|
|
|
|
# Incomplete or forced boundary → restage every official member together.
|
|
pending = list(datasets)
|
|
|
|
for dataset in pending:
|
|
if failure is not None:
|
|
results[dataset] = {
|
|
"dataset": dataset,
|
|
"trade_date": day,
|
|
"state": "aborted",
|
|
"reason": f"release group aborted: {failure}",
|
|
}
|
|
continue
|
|
try:
|
|
staged[dataset] = self._stage_and_validate(dataset, day)
|
|
except Exception as exc:
|
|
failure = f"{dataset}: {exc}"
|
|
results[dataset] = {
|
|
"dataset": dataset,
|
|
"trade_date": day,
|
|
"state": "failed",
|
|
"error": str(exc),
|
|
}
|
|
|
|
# Stocks join the same switch when the official boundary is being
|
|
# rebuilt (missing or forced), or when only the stocks snapshot is
|
|
# still missing.
|
|
rebuild_official = bool(force or missing_official)
|
|
if include_stocks and failure is None and (rebuild_official or stocks_missing):
|
|
try:
|
|
stocks_plan = self._stage_stocks_snapshot(day, force=rebuild_official)
|
|
except Exception as exc:
|
|
failure = f"{STOCKS_DATASET}: {exc}"
|
|
results[STOCKS_DATASET] = {
|
|
"dataset": STOCKS_DATASET,
|
|
"trade_date": day,
|
|
"state": "failed",
|
|
"error": str(exc),
|
|
}
|
|
else:
|
|
if stocks_plan is not None:
|
|
staged[STOCKS_DATASET] = stocks_plan
|
|
|
|
if failure is None and staged:
|
|
cross_errors = self._cross_gate_errors(staged)
|
|
if cross_errors:
|
|
failure = "; ".join(cross_errors)
|
|
|
|
if failure is not None:
|
|
for dataset, item in staged.items():
|
|
self._abandon_batch(item["batch_id"], f"release group not switched: {failure}")
|
|
results[dataset] = {
|
|
"dataset": dataset,
|
|
"trade_date": day,
|
|
"state": "failed",
|
|
"error": f"release group not switched: {failure}",
|
|
"batch_id": item["batch_id"],
|
|
}
|
|
LOGGER.warning(
|
|
"release group blocked, previous official version keeps serving",
|
|
extra={
|
|
"hub": {
|
|
"trade_date": day,
|
|
"datasets": sorted(staged),
|
|
"reason": failure,
|
|
"event": "release_group_blocked",
|
|
}
|
|
},
|
|
)
|
|
self.audit(
|
|
"pipeline", "release-group", f"eod:{day}",
|
|
json.dumps({"state": "failed", "reason": failure}, ensure_ascii=False),
|
|
)
|
|
return results
|
|
|
|
if staged:
|
|
try:
|
|
self._switch_release_group(day, staged)
|
|
except Exception as exc:
|
|
reason = f"release group switch failed: {exc}"
|
|
for item in staged.values():
|
|
self._abandon_batch(item["batch_id"], reason)
|
|
LOGGER.warning(
|
|
"release group switch failed, previous official version keeps serving",
|
|
extra={
|
|
"hub": {
|
|
"trade_date": day,
|
|
"datasets": sorted(staged),
|
|
"reason": reason,
|
|
"event": "release_group_switch_failed",
|
|
}
|
|
},
|
|
)
|
|
self.audit(
|
|
"pipeline", "release-group", f"eod:{day}",
|
|
json.dumps(
|
|
{
|
|
"state": "failed",
|
|
"reason": reason,
|
|
"switched": [],
|
|
"force": bool(force),
|
|
},
|
|
ensure_ascii=False,
|
|
),
|
|
)
|
|
raise
|
|
for dataset, item in staged.items():
|
|
results[dataset] = {
|
|
"dataset": dataset,
|
|
"trade_date": day,
|
|
"state": item["state"],
|
|
"batch_id": item["batch_id"],
|
|
"rows": item["rows"],
|
|
}
|
|
self.audit(
|
|
"pipeline", "release-group", f"eod:{day}",
|
|
json.dumps(
|
|
{"state": "ok", "switched": sorted(staged), "force": bool(force)},
|
|
ensure_ascii=False,
|
|
),
|
|
)
|
|
return results
|
|
|
|
def _stage_and_validate(self, dataset: str, trade_date: str, attempts: int | None = None) -> dict[str, Any]:
|
|
"""Fetch → stage → quality-gate one member without publishing it."""
|
|
day = yyyymmdd(trade_date)
|
|
batch_id = self.next_batch_id(dataset, day)
|
|
max_attempts = attempts or self.settings.max_publish_attempts
|
|
rows: list[dict[str, Any]] = []
|
|
self._set_batch(batch_id, dataset, day, "scheduled", 0)
|
|
try:
|
|
self._set_batch(batch_id, dataset, day, "fetching", 1)
|
|
rows = retry_call(
|
|
lambda: self._fetch_dataset(dataset, day),
|
|
attempts=max_attempts,
|
|
base_delay=0.05,
|
|
sleeper=lambda _d: time.sleep(_d),
|
|
)
|
|
self._stage(dataset, batch_id, rows)
|
|
self._set_batch(batch_id, dataset, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
|
self._set_batch(batch_id, dataset, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
|
report = self.validate(dataset, batch_id, day, rows)
|
|
if report["hard_fail"]:
|
|
self._reject_batch(batch_id, dataset, day, rows, report)
|
|
raise QualityError("integrity gate failed", report)
|
|
except RetryError as exc:
|
|
self._set_batch(batch_id, dataset, day, "failed", max_attempts, error=str(exc), finished=True)
|
|
raise
|
|
except QualityError as exc:
|
|
current = self.db.fetchone("SELECT state FROM batches WHERE batch_id = ?", (batch_id,))
|
|
if current and current["state"] not in {"staged", "failed"}:
|
|
self._reject_batch(batch_id, dataset, day, rows, exc.report)
|
|
raise
|
|
except Exception as exc:
|
|
self._set_batch(batch_id, dataset, day, "failed", 1, error=str(exc), finished=True)
|
|
raise
|
|
self._set_batch(
|
|
batch_id, dataset, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
|
)
|
|
return {
|
|
"dataset": dataset,
|
|
"trade_date": day,
|
|
"batch_id": batch_id,
|
|
"rows": len(rows),
|
|
"quality": report,
|
|
"state": "degraded" if report["soft_fail"] else "published",
|
|
}
|
|
|
|
def _stage_stocks_snapshot(self, trade_date: str, force: bool = False) -> dict[str, Any] | None:
|
|
"""Stage the daily stocks snapshot for a release group switch.
|
|
|
|
Returns None when the published snapshot is already identical to
|
|
upstream (idempotent skip) unless ``force`` is set. The stock_master
|
|
upsert is deferred into the group switch / publish transaction so the
|
|
master never runs ahead of the published snapshot.
|
|
"""
|
|
day = yyyymmdd(trade_date)
|
|
active, snapshot = self.published_stock_snapshot(day)
|
|
rows = self._fetch_dataset(STOCKS_DATASET, day)
|
|
if active is not None and not force:
|
|
upstream = sorted(
|
|
tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in rows
|
|
)
|
|
published = sorted(tuple(str(row.get(field)) for field in STOCK_SNAPSHOT_FIELDS) for row in snapshot)
|
|
if upstream == published:
|
|
return None
|
|
batch_id = self.next_batch_id(STOCKS_DATASET, day)
|
|
self._set_batch(batch_id, STOCKS_DATASET, day, "scheduled", 0)
|
|
self._set_batch(batch_id, STOCKS_DATASET, day, "fetching", 1)
|
|
self._stage(STOCKS_DATASET, batch_id, rows)
|
|
self._set_batch(batch_id, STOCKS_DATASET, day, "staged", 1, rows_in=len(rows), rows_out=len(rows))
|
|
self._set_batch(batch_id, STOCKS_DATASET, day, "validating", 1, rows_in=len(rows), rows_out=len(rows))
|
|
report = self.validate(STOCKS_DATASET, batch_id, day, rows)
|
|
if report["hard_fail"]:
|
|
self._reject_batch(batch_id, STOCKS_DATASET, day, rows, report)
|
|
raise QualityError("integrity gate failed", report)
|
|
self._set_batch(
|
|
batch_id, STOCKS_DATASET, day, "ready", 1, rows_in=len(rows), rows_out=len(rows), quality=report
|
|
)
|
|
return {
|
|
"dataset": STOCKS_DATASET,
|
|
"trade_date": day,
|
|
"batch_id": batch_id,
|
|
"rows": len(rows),
|
|
"row_values": rows,
|
|
"quality": report,
|
|
"state": "degraded" if report["soft_fail"] else "published",
|
|
}
|
|
|
|
def _cross_gate_errors(self, staged: dict[str, dict[str, Any]]) -> list[str]:
|
|
"""Cross-dataset consistency checks on staged batches (交叉校验)."""
|
|
errors: list[str] = []
|
|
gates = self.settings.quality.get("cross_gates") or []
|
|
for gate in gates if isinstance(gates, list) else []:
|
|
if not isinstance(gate, dict):
|
|
continue
|
|
left = str(gate.get("left") or "")
|
|
right = str(gate.get("right") or "")
|
|
if not left or not right or left not in staged or right not in staged:
|
|
continue
|
|
floor = float(gate.get("min_key_overlap") or 0.98)
|
|
left_keys = self._staging_keys(left, staged[left]["batch_id"])
|
|
right_keys = self._staging_keys(right, staged[right]["batch_id"])
|
|
denom = max(len(left_keys), len(right_keys))
|
|
overlap = (len(left_keys & right_keys) / denom) if denom else 1.0
|
|
if overlap < floor:
|
|
errors.append(
|
|
f"cross gate: {left} vs {right} key overlap {overlap:.4f} < {floor}"
|
|
)
|
|
return errors
|
|
|
|
def _staging_keys(self, dataset: str, batch_id: str) -> set[str]:
|
|
table = DATASET_TABLES[dataset][1]
|
|
rows = self.db.fetchall(
|
|
f"SELECT DISTINCT ts_code FROM {table} WHERE batch_id = ?",
|
|
(batch_id,),
|
|
)
|
|
return {str(row["ts_code"]) for row in rows}
|
|
|
|
def _switch_release_group(self, trade_date: str, members: dict[str, dict[str, Any]]) -> None:
|
|
"""Single transaction: copy every member and flip every publication."""
|
|
day = yyyymmdd(trade_date)
|
|
published_at = isoformat(self.clock())
|
|
with self.db.write() as connection:
|
|
for dataset, item in members.items():
|
|
_staging_count_or_raise(connection, dataset, day, item["batch_id"])
|
|
for dataset, item in members.items():
|
|
connection.execute(EOD_COPY[dataset], (item["batch_id"],))
|
|
if dataset == STOCKS_DATASET:
|
|
self._upsert_stock_master(connection, item["row_values"], published_at)
|
|
if self.before_commit:
|
|
self.before_commit()
|
|
for dataset, item in members.items():
|
|
_upsert_publication(connection, dataset, day, item["batch_id"], item["state"], published_at)
|
|
_record_publication_history(
|
|
connection, dataset, day, item["batch_id"], published_at, self.settings.quality
|
|
)
|
|
connection.execute(
|
|
"UPDATE batches SET state='published', finished_at=? WHERE batch_id=?",
|
|
(published_at, item["batch_id"]),
|
|
)
|
|
|
|
def _abandon_batch(self, batch_id: str, reason: str) -> None:
|
|
row = self.db.fetchone("SELECT dataset, trade_date FROM batches WHERE batch_id = ?", (batch_id,))
|
|
if not row:
|
|
return
|
|
self._set_batch(
|
|
batch_id, str(row["dataset"]), str(row["trade_date"]), "failed", 1,
|
|
error=reason, finished=True,
|
|
)
|
|
|
|
@staticmethod
|
|
def eod_failures(results: dict[str, Any]) -> list[str]:
|
|
return [
|
|
f"{name}: {item.get('error')}"
|
|
for name, item in results.items()
|
|
if isinstance(item, dict) and item.get("state") == "failed"
|
|
]
|
|
|
|
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)
|
|
row_n = len(rows)
|
|
keys = [(row.get("ts_code"), row.get("trade_date")) for row in rows]
|
|
dup = row_n - len(set(keys))
|
|
if dup:
|
|
errors.append(f"duplicate keys: {dup}")
|
|
bad_date = sum(1 for row in rows if str(row.get("trade_date")) != trade_date)
|
|
if bad_date:
|
|
errors.append(f"date mismatch rows: {bad_date}")
|
|
ratio = (row_n / listed_n) if listed_n else 1.0
|
|
if dataset == "daily" and listed_n and ratio < float(quality.get("daily_row_ratio") or 0.98):
|
|
errors.append(f"row ratio {ratio:.4f} < {quality.get('daily_row_ratio')}")
|
|
null_fields = ("open", "high", "low", "close", "amount") if dataset in {"daily", "index_daily"} else ()
|
|
if null_fields and rows:
|
|
nulls = sum(1 for row in rows if any(row.get(field) is None for field in null_fields))
|
|
null_rate = nulls / row_n
|
|
if null_rate >= float(quality.get("null_rate_max") or 0.01):
|
|
errors.append(f"null rate {null_rate:.4f}")
|
|
empty = row_n == 0
|
|
if empty and (dataset in OFFICIAL_DATASETS or dataset == STOCKS_DATASET):
|
|
errors.append(EMPTY_BATCH_ERROR)
|
|
field_report = self._field_gate(dataset, trade_date, rows, errors)
|
|
if dataset in SOFT_DATASETS:
|
|
hard_fail = bool(dup or bad_date or empty)
|
|
else:
|
|
hard_fail = bool(errors) and (dataset in HARD_DATASETS or dataset == STOCKS_DATASET)
|
|
report = {
|
|
"rows": row_n,
|
|
"listed": listed_n,
|
|
"ratio": round(ratio, 4),
|
|
"errors": errors,
|
|
"warnings": warnings,
|
|
"hard_fail": hard_fail,
|
|
"soft_fail": bool(warnings) and not hard_fail,
|
|
"batch_id": batch_id,
|
|
}
|
|
if field_report is not None:
|
|
report["fields"] = field_report
|
|
return report
|
|
|
|
def _field_gate(
|
|
self,
|
|
dataset: str,
|
|
trade_date: str,
|
|
rows: list[dict[str, Any]],
|
|
errors: list[str],
|
|
) -> dict[str, Any] | None:
|
|
"""Config-driven per-field completeness gate.
|
|
|
|
Catches field-level half-products (rows complete, key columns empty)
|
|
that row-count gates miss: non-null rate floors per field, non-finite
|
|
share, and a collapse guard against the previous published batch so
|
|
legitimately sparse fields (e.g. dv_ttm) are not false-flagged.
|
|
Generic for any dataset configured under quality["field_gates"].
|
|
"""
|
|
gate = dict((self.settings.quality.get("field_gates") or {}).get(dataset) or {})
|
|
if not gate or not rows:
|
|
return None
|
|
fields = [str(item) for item in (gate.get("fields") or []) if str(item)]
|
|
if not fields:
|
|
return None
|
|
min_rate = float(gate.get("min_nonnull_rate") or 0.9)
|
|
by_field = {str(k): float(v) for k, v in dict(gate.get("min_nonnull_rate_by_field") or {}).items()}
|
|
max_drop = float(gate.get("max_nonnull_drop_vs_prev") or 0.15)
|
|
max_nonfinite = float(gate.get("max_nonfinite_rate") or 0.01)
|
|
row_n = len(rows)
|
|
prev_batch, prev_stats = self._prev_field_stats(dataset, trade_date, fields)
|
|
report: dict[str, Any] = {}
|
|
for field in fields:
|
|
values = [row.get(field) for row in rows]
|
|
nulls = sum(1 for value in values if value is None)
|
|
nonfinite = sum(1 for value in values if value is not None and not _finite(value))
|
|
rate = (row_n - nulls) / row_n
|
|
stats = {
|
|
"nonnull": row_n - nulls,
|
|
"null": nulls,
|
|
"nonnull_rate": round(rate, 4),
|
|
"nonfinite": nonfinite,
|
|
}
|
|
floor = by_field.get(field, min_rate)
|
|
if rate < floor:
|
|
errors.append(
|
|
f"field gate: {dataset}.{field} non-null rate {rate:.4f} < {floor}"
|
|
)
|
|
if nonfinite / row_n > max_nonfinite:
|
|
errors.append(
|
|
f"field gate: {dataset}.{field} non-finite rate {nonfinite / row_n:.4f} > {max_nonfinite}"
|
|
)
|
|
prev_rate = prev_stats.get(field) if prev_stats else None
|
|
if prev_rate is not None:
|
|
stats["prev_nonnull_rate"] = round(prev_rate, 4)
|
|
if prev_rate - rate > max_drop:
|
|
errors.append(
|
|
f"field gate: {dataset}.{field} non-null rate {rate:.4f} dropped > {max_drop:.2f} "
|
|
f"vs prev batch {prev_batch} ({prev_rate:.4f})"
|
|
)
|
|
report[field] = stats
|
|
return report
|
|
|
|
def _prev_field_stats(
|
|
self,
|
|
dataset: str,
|
|
trade_date: str,
|
|
fields: list[str],
|
|
) -> tuple[str | None, dict[str, float]]:
|
|
"""Non-null rates per field from the latest earlier published batch."""
|
|
if dataset not in DATASET_TABLES:
|
|
return None, {}
|
|
table = DATASET_TABLES[dataset][0]
|
|
columns = {
|
|
str(row["name"])
|
|
for row in self.db.fetchall(f"PRAGMA table_info({table})")
|
|
}
|
|
usable = [field for field in fields if field in columns]
|
|
if not usable:
|
|
return None, {}
|
|
pub = self.db.fetchone(
|
|
"""
|
|
SELECT active_batch FROM publications
|
|
WHERE dataset = ? AND trade_date < ? ORDER BY trade_date DESC LIMIT 1
|
|
""",
|
|
(dataset, trade_date),
|
|
)
|
|
if not pub:
|
|
return None, {}
|
|
batch_id = str(pub["active_batch"])
|
|
selects = ",".join(f"AVG({field} IS NOT NULL) AS {field}" for field in usable)
|
|
row = self.db.fetchone(
|
|
f"SELECT {selects} FROM {table} WHERE batch_id = ?",
|
|
(batch_id,),
|
|
)
|
|
stats = {field: float(row[field]) for field in usable if row.get(field) is not None}
|
|
return batch_id, stats
|
|
|
|
def publish(self, dataset: str, trade_date: str, batch_id: str, state: str = "published") -> None:
|
|
published_at = isoformat(self.clock())
|
|
with self.db.write() as connection:
|
|
_staging_count_or_raise(connection, dataset, trade_date, batch_id)
|
|
connection.execute(EOD_COPY[dataset], (batch_id,))
|
|
if dataset == STOCKS_DATASET:
|
|
staging = DATASET_TABLES[STOCKS_DATASET][1]
|
|
stock_rows = [
|
|
dict(row)
|
|
for row in connection.execute(
|
|
f"SELECT * FROM {staging} WHERE batch_id = ?",
|
|
(batch_id,),
|
|
).fetchall()
|
|
]
|
|
self._upsert_stock_master(connection, stock_rows, published_at)
|
|
if self.before_commit:
|
|
self.before_commit()
|
|
_upsert_publication(connection, dataset, trade_date, batch_id, state, published_at)
|
|
_record_publication_history(connection, dataset, trade_date, batch_id, published_at, self.settings.quality)
|
|
|
|
def rollback(self, dataset: str, trade_date: str, actor: str = "admin") -> dict[str, Any]:
|
|
trade_date = yyyymmdd(trade_date)
|
|
pub = self.db.fetchone(
|
|
"SELECT * FROM publications WHERE dataset = ? AND trade_date = ?",
|
|
(dataset, trade_date),
|
|
)
|
|
if not pub or not pub.get("prev_batch"):
|
|
raise ValueError("没有可回滚的上一批次")
|
|
target = pub["prev_batch"]
|
|
published_at = isoformat(self.clock())
|
|
with self.db.write() as connection:
|
|
connection.execute(
|
|
"""
|
|
UPDATE publications
|
|
SET prev_batch = active_batch, active_batch = ?, published_at = ?, state = 'published'
|
|
WHERE dataset = ? AND trade_date = ?
|
|
""",
|
|
(target, published_at, dataset, trade_date),
|
|
)
|
|
self.audit(actor, "rollback", f"{dataset}:{trade_date}", json.dumps({"to": target, "from": pub["active_batch"]}))
|
|
return {"dataset": dataset, "trade_date": trade_date, "active_batch": target, "prev_batch": pub["active_batch"]}
|
|
|
|
def active_batch(self, dataset: str, trade_date: str) -> str | None:
|
|
row = self.db.fetchone(
|
|
"SELECT active_batch FROM publications WHERE dataset = ? AND trade_date = ?",
|
|
(dataset, trade_date),
|
|
)
|
|
return str(row["active_batch"]) if row else None
|
|
|
|
def cleanup(self) -> dict[str, int]:
|
|
staging_days = int(self.settings.quality.get("staging_retain_days") or 14)
|
|
job_days = int(self.settings.quality.get("job_run_retain_days") or 90)
|
|
now = now_shanghai(self.clock())
|
|
cutoff_staging = add_days(yyyymmdd(now), -staging_days)
|
|
cutoff_jobs = isoformat(now - timedelta(days=job_days))
|
|
deleted = 0
|
|
with self.db.write() as connection:
|
|
for dataset, (_eod, staging) in DATASET_TABLES.items():
|
|
cur = connection.execute(
|
|
f"DELETE FROM {staging} WHERE trade_date < ?",
|
|
(cutoff_staging,),
|
|
)
|
|
deleted += cur.rowcount
|
|
connection.execute("DELETE FROM job_runs WHERE started_at < ?", (cutoff_jobs,))
|
|
connection.execute("DELETE FROM src_calls WHERE created_at < ?", (cutoff_jobs,))
|
|
return {"staging_deleted": deleted}
|
|
|
|
def audit(self, actor: str, action: str, target: str = "", detail: str = "") -> None:
|
|
self.db.execute(
|
|
"INSERT INTO audit_log(actor, action, target, detail, created_at) VALUES (?,?,?,?,?)",
|
|
(actor, action, target, detail, isoformat(self.clock())),
|
|
)
|
|
|
|
def _reject_batch(
|
|
self,
|
|
batch_id: str,
|
|
dataset: str,
|
|
trade_date: str,
|
|
rows: list[dict[str, Any]],
|
|
report: dict[str, Any],
|
|
) -> None:
|
|
errors = report.get("errors") or []
|
|
LOGGER.warning(
|
|
"official batch rejected",
|
|
extra={
|
|
"hub": {
|
|
"dataset": dataset,
|
|
"trade_date": trade_date,
|
|
"batch_id": batch_id,
|
|
"rows_out": len(rows),
|
|
"errors": errors,
|
|
"reason": "upstream_empty" if EMPTY_BATCH_ERROR in errors else "integrity_gate",
|
|
}
|
|
},
|
|
)
|
|
self._set_batch(
|
|
batch_id, dataset, trade_date, "staged", 1,
|
|
rows_in=len(rows), rows_out=len(rows),
|
|
quality=report, error="; ".join(str(item) for item in errors),
|
|
)
|
|
|
|
def _fetch_dataset(self, dataset: str, trade_date: str) -> list[dict[str, Any]]:
|
|
if dataset == STOCKS_DATASET:
|
|
rows = self.adapter.normalize("stocks", self._guarded_fetch("stocks", {"list_status": "L"}))
|
|
for row in rows:
|
|
row["trade_date"] = trade_date
|
|
return rows
|
|
if dataset == "daily":
|
|
raw = self._guarded_fetch("daily", {"trade_date": trade_date})
|
|
factors = {
|
|
(row["ts_code"], row["trade_date"]): finite_number(row.get("adj_factor"))
|
|
for row in self._guarded_fetch("adj_factor", {"trade_date": trade_date})
|
|
}
|
|
return [
|
|
normalize_daily(row, adj_factor=factors.get((str(row.get("ts_code") or "").upper(), str(row.get("trade_date") or ""))))
|
|
for row in raw
|
|
]
|
|
if dataset == "index_daily":
|
|
rows: list[dict[str, Any]] = []
|
|
for ts_code in DEFAULT_INDEX_CODES:
|
|
raw = self._guarded_fetch("index_daily", {"ts_code": ts_code, "trade_date": trade_date})
|
|
rows.extend(self.adapter.normalize("index_daily", raw))
|
|
return rows
|
|
api_dataset = dataset
|
|
raw = self._guarded_fetch(api_dataset, {"trade_date": trade_date})
|
|
return self.adapter.normalize(api_dataset, raw)
|
|
|
|
def _guarded_fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
|
if not self.breaker.allow():
|
|
raise AdapterError("Tushare circuit open")
|
|
self.bucket.acquire()
|
|
started = time.perf_counter()
|
|
try:
|
|
# For daily we want RAW tushare rows so adj_factor can be merged later.
|
|
rows = self.adapter.fetch(dataset, params)
|
|
latency = round((time.perf_counter() - started) * 1000)
|
|
self.breaker.record_success()
|
|
self._log_call(dataset, True, latency, "")
|
|
self._persist_health("ok")
|
|
return rows
|
|
except Exception as exc:
|
|
latency = round((time.perf_counter() - started) * 1000)
|
|
self.breaker.record_failure(str(exc))
|
|
self._log_call(dataset, False, latency, str(exc))
|
|
self._persist_health("error", str(exc))
|
|
raise
|
|
|
|
def _stage(self, dataset: str, batch_id: str, rows: list[dict[str, Any]]) -> None:
|
|
sql, mapper = STAGING_INSERT[dataset]
|
|
with self.db.write() as connection:
|
|
connection.execute(
|
|
f"DELETE FROM {DATASET_TABLES[dataset][1]} WHERE batch_id = ?",
|
|
(batch_id,),
|
|
)
|
|
connection.executemany(sql, [mapper(row, batch_id) for row in rows])
|
|
|
|
def _set_batch(
|
|
self,
|
|
batch_id: str,
|
|
dataset: str,
|
|
trade_date: str,
|
|
state: str,
|
|
attempt: int,
|
|
rows_in: int | None = None,
|
|
rows_out: int | None = None,
|
|
quality: dict[str, Any] | None = None,
|
|
error: str | None = None,
|
|
finished: bool = False,
|
|
) -> None:
|
|
now = isoformat(self.clock())
|
|
existing = self.db.fetchone("SELECT batch_id FROM batches WHERE batch_id = ?", (batch_id,))
|
|
payload = json.dumps(quality, ensure_ascii=False) if quality else None
|
|
with self.db.write() as connection:
|
|
if existing is None:
|
|
connection.execute(
|
|
"""
|
|
INSERT INTO batches(batch_id, dataset, trade_date, state, attempt, rows_in, rows_out, quality_json, started_at, finished_at, error)
|
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
|
""",
|
|
(batch_id, dataset, trade_date, state, attempt, rows_in, rows_out, payload, now, now if finished else None, error),
|
|
)
|
|
else:
|
|
connection.execute(
|
|
"""
|
|
UPDATE batches SET state=?, attempt=?,
|
|
rows_in=COALESCE(?, rows_in), rows_out=COALESCE(?, rows_out),
|
|
quality_json=COALESCE(?, quality_json),
|
|
finished_at=CASE WHEN ? THEN ? ELSE finished_at END,
|
|
error=COALESCE(?, error)
|
|
WHERE batch_id = ?
|
|
""",
|
|
(state, attempt, rows_in, rows_out, payload, 1 if finished else 0, now, error, batch_id),
|
|
)
|
|
|
|
def _log_call(self, endpoint: str, ok: bool, latency_ms: int, error: str) -> None:
|
|
self.db.execute(
|
|
"INSERT INTO src_calls(provider, endpoint, ok, latency_ms, error, created_at) VALUES (?,?,?,?,?,?)",
|
|
("tushare", endpoint, 1 if ok else 0, latency_ms, error, isoformat(self.clock())),
|
|
)
|
|
|
|
def _persist_health(self, state: str, error: str = "") -> None:
|
|
snap = self.breaker.snapshot()
|
|
self.db.execute(
|
|
"""
|
|
INSERT INTO src_health(provider, endpoint_class, state, last_ok_at, last_error, consec_failures, opened_at, cooldown_until)
|
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
|
ON CONFLICT(provider, endpoint_class) DO UPDATE SET
|
|
state=excluded.state, last_ok_at=excluded.last_ok_at, last_error=excluded.last_error,
|
|
consec_failures=excluded.consec_failures, opened_at=excluded.opened_at, cooldown_until=excluded.cooldown_until
|
|
""",
|
|
(
|
|
"tushare", "pro",
|
|
snap.state,
|
|
isoformat(self.clock()) if state == "ok" else None,
|
|
error or snap.last_error,
|
|
snap.consec_failures,
|
|
isoformat(self.clock()) if snap.state == "open" else None,
|
|
None,
|
|
),
|
|
)
|