180 lines
7.0 KiB
Python
180 lines
7.0 KiB
Python
from __future__ import annotations
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from datetime import datetime
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from typing import Any
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from backend.data.datahub.bridge import DatahubBridge
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from backend.data.realtime import RealtimeAggregateError
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class HubRealtimeProxy:
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"""Realtime observation facade. Talks only to xiaobai-datahub."""
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def __init__(self, datahub: DatahubBridge) -> None:
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self._datahub = datahub
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def health_snapshot(self, sector: str = "") -> dict[str, Any]:
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started = datetime.now().astimezone()
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indices: list[dict[str, Any]] = []
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error = ""
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try:
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indices = self.tencent_indices()
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except RealtimeAggregateError as exc:
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error = str(exc)
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epochs = [int(item.get("quote_time_epoch") or 0) for item in indices]
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max_skew = 120
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index_consistent = bool(epochs) and max(epochs) - min(epochs) <= max_skew
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ready = len(indices) == 3 and index_consistent
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return {
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"ready": ready,
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"isolated": True,
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"generated_at": started.isoformat(timespec="seconds"),
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"elapsed_ms": 0,
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"indices": indices,
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"index_consistent": index_consistent,
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"sector": None,
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"sources": {
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"datahub_indices": {
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"ok": ready,
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"error": error,
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"source": "datahub",
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}
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},
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"observations": {},
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"policy": {
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"integration": "datahub_exclusive",
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"max_index_time_skew_seconds": max_skew,
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"notice": "实时观察只走数据中枢，主网站不再直连东财/腾讯。",
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},
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}
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def tencent_indices(self) -> list[dict[str, Any]]:
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rows = self._datahub.try_index_quotes() or []
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result = [_as_index(item) for item in rows if _as_index(item)]
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wanted = {"000001", "399001", "399006"}
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result = [item for item in result if item.get("code") in wanted]
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result.sort(key=lambda item: str(item.get("code") or ""))
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if len(result) != 3:
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raise RealtimeAggregateError(f"datahub returned {len(result)}/3 indices")
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return result
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def eastmoney_indices(self) -> list[dict[str, Any]]:
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return self.tencent_indices()
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def tencent_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
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return self._stock_quote(code, expected_date)
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def eastmoney_stock_quote(self, code: str, expected_date: str = "") -> dict[str, Any]:
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return self._stock_quote(code, expected_date)
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def tencent_stock_quotes(
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self,
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codes: list[str],
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expected_date: str = "",
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minimum: int | None = None,
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) -> list[dict[str, Any]]:
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return self._stock_quotes(codes, expected_date, minimum)
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def eastmoney_stock_quotes(
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self,
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codes: list[str],
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expected_date: str = "",
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) -> list[dict[str, Any]]:
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return self._stock_quotes(codes, expected_date, None)
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def eastmoney_shenwan_quote(self, ts_code: str, expected_date: str = "") -> dict[str, Any]:
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quote = self._datahub.try_sector_quote(ts_code, expected_date)
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if not quote:
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raise RealtimeAggregateError(f"datahub shenwan quote unavailable for {ts_code}")
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return quote
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def _stock_quote(self, code: str, expected_date: str) -> dict[str, Any]:
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rows = self._stock_quotes([code], expected_date, 1)
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if not rows:
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raise RealtimeAggregateError(f"datahub stock quote unavailable for {code}")
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return rows[0]
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def _stock_quotes(
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self,
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codes: list[str],
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expected_date: str,
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minimum: int | None,
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) -> list[dict[str, Any]]:
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cleaned = [str(item or "").strip() for item in codes if str(item or "").strip()]
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rows = self._datahub.try_quotes(cleaned) if cleaned else (self._datahub.try_market_quotes(expected_date) or [])
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quotes = [_as_stock(item) for item in (rows or []) if _as_stock(item)]
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if expected_date:
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compact = str(expected_date).replace("-", "")
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quotes = [
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item
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for item in quotes
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if not item.get("quote_date") or str(item.get("quote_date") or "").replace("-", "") == compact
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]
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if minimum is not None and len(quotes) < minimum:
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raise RealtimeAggregateError(f"datahub returned {len(quotes)} quotes, need {minimum}")
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return quotes
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def _as_index(row: dict[str, Any]) -> dict[str, Any] | None:
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code = str(row.get("code") or str(row.get("ts_code") or "").split(".")[0] or "")
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price = _number(row.get("price") if row.get("price") not in (None, "") else row.get("close"))
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if not code or price <= 0:
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return None
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epoch = int(_number(row.get("quote_time_epoch")))
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amount = _number(row.get("amount_billion"))
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if amount <= 0:
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amount = round(_number(row.get("amount")) / 100_000_000, 2)
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return {
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"code": code,
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"name": row.get("name") or code,
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"price": price,
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"change": _number(row.get("change") if row.get("change") not in (None, "") else row.get("pct_chg")),
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"change_amount": _number(row.get("change_amount")),
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"open": _number(row.get("open")),
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"high": _number(row.get("high")),
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"low": _number(row.get("low")),
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"previous_close": _number(
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row.get("previous_close") if row.get("previous_close") not in (None, "") else row.get("pre_close")
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),
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"amount_billion": amount,
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"quote_time_epoch": epoch,
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"quote_time": str(row.get("quote_time") or ""),
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"source": str(row.get("source") or "datahub"),
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"cache_age_seconds": 0,
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}
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def _as_stock(row: dict[str, Any]) -> dict[str, Any] | None:
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close = _number(row.get("close") if row.get("close") not in (None, "") else row.get("price"))
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if close <= 0:
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return None
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ts_code = str(row.get("ts_code") or "")
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code = str(row.get("code") or ts_code.split(".")[0] or "")
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return {
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"ts_code": ts_code or code,
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"code": code,
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"name": row.get("name") or "",
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"close": close,
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"pre_close": _number(
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row.get("pre_close") if row.get("pre_close") not in (None, "") else row.get("previous_close")
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),
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"open": _number(row.get("open")),
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"high": _number(row.get("high")),
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"low": _number(row.get("low")),
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"volume": _number(row.get("volume") if row.get("volume") not in (None, "") else row.get("vol")),
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"vol": _number(row.get("vol") if row.get("vol") not in (None, "") else row.get("volume")),
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"amount": _number(row.get("amount")),
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"quote_time_epoch": int(_number(row.get("quote_time_epoch"))),
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"quote_time": str(row.get("quote_time") or ""),
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"quote_date": str(row.get("quote_date") or ""),
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"source": str(row.get("source") or "datahub"),
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"delayed": bool(row.get("delayed")),
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}
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def _number(value: Any) -> float:
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try:
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return float(value or 0)
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except (TypeError, ValueError):
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return 0.0
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