Files
xiaobai-review/backend/data/datahub/realtime_proxy.py
T
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

181 lines
7.1 KiB
Python

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