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rebuild(stage-9): deliver deterministic intelligent screening

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This commit is contained in:
leefer
2026-07-30 05:15:17 +08:00
parent 6cb52e864a
commit 158257ebb8
46 changed files with 7322 additions and 34 deletions
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next/backend/data/providers/base.py
+2
View File
@@ -40,3 +40,5 @@ class MarketDataProvider(Protocol):
def realtime_snapshots(
self, identifiers: tuple[str, ...], start_time: str, end_time: str
) -> ProviderResult: ...
def screener_inputs(self, trade_dates: tuple[str, ...]) -> dict[str, ProviderResult | None]: ...
next/backend/data/providers/eastmoney.py
+3
View File
@@ -116,6 +116,9 @@ class EastmoneyProvider:
) -> ProviderResult:
raise ProviderError("The display provider cannot supply calculation snapshots")
def screener_inputs(self, trade_dates: tuple[str, ...]) -> dict[str, ProviderResult | None]:
raise ProviderError("The display provider cannot supply screener factors")
@staticmethod
def _secid(entity_type: str, identifier: str) -> str:
if entity_type == "index" and identifier in INDEX_CODES:
next/backend/data/providers/ifind.py
+8 -7
View File
@@ -120,9 +120,7 @@ class IfindProvider:
},
)
rows.extend(_result(payload, "mixed", "not_applicable", SnapshotState.REALTIME).rows)
covered = {
str(row.get("thscode") or "") for row in rows if row.get("thscode")
}
covered = {str(row.get("thscode") or "") for row in rows if row.get("thscode")}
return ProviderResult(
tuple(rows),
ObservationMetadata(
@@ -137,6 +135,9 @@ class IfindProvider:
),
)
def screener_inputs(self, trade_dates: tuple[str, ...]) -> dict[str, ProviderResult | None]:
raise ProviderError("iFinD尚未批准用于盘后因子批量计算")
def _request(self, endpoint: str, body: dict[str, Any]) -> dict[str, Any]:
if not self.configured:
raise ProviderError("实时行情服务尚未配置")
@@ -183,9 +184,7 @@ class IfindProvider:
def _auth_error(self, payload: dict[str, Any]) -> bool:
message = str(payload.get("errmsg") or payload.get("message") or "").casefold()
return (
_error_code(payload) in self.auth_error_codes
or "token" in message
or "鉴权" in message
_error_code(payload) in self.auth_error_codes or "token" in message or "鉴权" in message
)
def _refresh(self) -> str:
@@ -246,7 +245,9 @@ def _result(
row = {
key: values[index]
if isinstance(values, list) and index < len(values)
else values if index == 0 else None
else values
if index == 0
else None
for key, values in columns.items()
}
if isinstance(times, list) and index < len(times):
next/backend/data/providers/tushare.py
+161 -12
View File
@@ -157,8 +157,7 @@ class TushareProvider:
code = str(row.get("ts_code") or "")
current = deduplicated.get(code)
if code and (
current is None
or str(row.get("in_date") or "") > str(current.get("in_date") or "")
current is None or str(row.get("in_date") or "") > str(current.get("in_date") or "")
):
deduplicated[code] = row
if not deduplicated:
@@ -222,8 +221,7 @@ class TushareProvider:
"daily": self._optional_query(
"ths_daily",
{"trade_date": current},
"ts_code,trade_date,open,high,low,close,pre_close,pct_change,"
"vol,turnover_rate",
"ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
),
"hot": self._optional_query("ths_hot", {"trade_date": current}, ""),
}
@@ -244,12 +242,8 @@ class TushareProvider:
return {
"ths": self._optional_query("ths_hot", {"trade_date": current}, ""),
"dc": self._optional_query("dc_hot", {"trade_date": current}, ""),
"previous_ths": self._optional_query(
"ths_hot", {"trade_date": previous}, ""
),
"previous_dc": self._optional_query(
"dc_hot", {"trade_date": previous}, ""
),
"previous_ths": self._optional_query("ths_hot", {"trade_date": previous}, ""),
"previous_dc": self._optional_query("dc_hot", {"trade_date": previous}, ""),
}
if kind == "dragon-list":
return {
@@ -278,6 +272,147 @@ class TushareProvider:
) -> ProviderResult:
raise ProviderError("Tushare不提供动态竞价快照")
def screener_inputs(self, trade_dates: tuple[str, ...]) -> dict[str, ProviderResult | None]:
if len(trade_dates) < 21:
raise ProviderError("选股因子至少需要21个交易日")
compact_dates = tuple(_compact(value) for value in trade_dates)
current = compact_dates[-1]
quarters = _quarter_periods(current, 5)
years = tuple(f"{int(current[:4]) - offset}1231" for offset in range(1, 6))
return {
"directory": self._optional_query(
"stock_basic",
{"exchange": "", "list_status": "L"},
"ts_code,symbol,name,industry,market,list_date,list_status",
),
"industry": self._optional_query(
"index_member_all",
{"is_new": "Y"},
"l1_code,l1_name,l2_code,l2_name,ts_code,name,in_date,out_date,is_new",
),
"daily": self._series_query(
"daily",
compact_dates,
"ts_code,trade_date,open,high,low,close,pre_close,pct_chg,vol,amount",
),
"daily_basic": self._series_query(
"daily_basic",
compact_dates[-5:],
"ts_code,trade_date,turnover_rate,volume_ratio,pe_ttm,pb,ps_ttm,dv_ttm,"
"total_mv,circ_mv",
),
"moneyflow": self._series_query(
"moneyflow",
compact_dates[-5:],
"ts_code,trade_date,buy_lg_amount,sell_lg_amount,buy_elg_amount,"
"sell_elg_amount,net_mf_amount",
),
"benchmark": self._optional_query(
"index_daily",
{
"ts_code": "000300.SH",
"start_date": compact_dates[0],
"end_date": current,
},
"ts_code,trade_date,close,pct_chg",
),
"fundamentals": self._period_query(
"fina_indicator",
quarters,
"ts_code,ann_date,end_date,roe,roa,roic,grossprofit_margin,"
"netprofit_yoy,or_yoy,ocf_to_or",
),
"dividends": self._period_query(
"dividend",
years,
"ts_code,end_date,ann_date,div_proc,cash_div_tax,ex_date",
parameter="end_date",
),
"auction": self._optional_query(
"stk_auction",
{"trade_date": current},
"ts_code,trade_date,price,pre_close,amount,turnover_rate,volume_ratio",
),
"limit_events": self._series_query(
"limit_list_d",
compact_dates[-80:],
"trade_date,ts_code,name,limit_type,limit_times",
empty_is_complete=True,
),
"forecast": self._period_query(
"forecast",
quarters,
"ts_code,ann_date,end_date,type,p_change_min,p_change_max,"
"net_profit_min,net_profit_max,last_parent_net",
),
"express": self._period_query(
"express",
quarters,
"ts_code,ann_date,end_date,revenue,operate_profit,total_profit,n_income,"
"total_assets,diluted_roe,yoy_net_profit",
),
}
def _series_query(
self,
api_name: str,
dates: tuple[str, ...],
fields: str,
*,
empty_is_complete: bool = False,
) -> ProviderResult | None:
rows: list[dict[str, Any]] = []
completed = 0
for trade_date in dates:
try:
result = self._query(
api_name,
{"trade_date": trade_date},
fields,
unit="mixed",
empty_is_complete=empty_is_complete,
)
except ProviderError:
continue
rows.extend(result.rows)
completed += 1
if completed == 0:
return None
return ProviderResult(
tuple(rows),
_metadata(self.source, "mixed", completed / len(dates)),
)
def _period_query(
self,
api_name: str,
periods: tuple[str, ...],
fields: str,
*,
parameter: str = "period",
) -> ProviderResult | None:
rows: list[dict[str, Any]] = []
completed = 0
for period in periods:
try:
result = self._query(
api_name,
{parameter: period},
fields,
unit="mixed",
empty_is_complete=True,
)
except ProviderError:
continue
rows.extend(result.rows)
completed += 1
if completed == 0:
return None
return ProviderResult(
tuple(rows),
_metadata(self.source, "mixed", completed / len(periods)),
)
def _optional_query(
self, api_name: str, params: dict[str, Any], fields: str
) -> ProviderResult | None:
@@ -295,8 +430,7 @@ class TushareProvider:
def _membership_rows(self, params: dict[str, str]) -> list[dict[str, Any]]:
rows: list[dict[str, Any]] = []
fields = (
"l1_code,l1_name,l2_code,l2_name,l3_code,l3_name,"
"ts_code,name,in_date,out_date,is_new"
"l1_code,l1_name,l2_code,l2_name,l3_code,l3_name,ts_code,name,in_date,out_date,is_new"
)
for is_new in ("Y", "N"):
result = self._query(
@@ -378,6 +512,21 @@ def _display(value: str) -> str:
return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
def _quarter_periods(through: str, count: int) -> tuple[str, ...]:
year = int(through[:4])
quarter = (int(through[4:6]) - 1) // 3
periods = []
for offset in range(count + 4):
index = year * 4 + quarter - offset
period_year, period_quarter = divmod(index, 4)
period = f"{period_year}{('0331', '0630', '0930', '1231')[period_quarter]}"
if period <= through:
periods.append(period)
if len(periods) == count:
break
return tuple(reversed(periods))
def _active_on(row: dict[str, Any], trade_date: str) -> bool:
start = str(row.get("in_date") or "")
end = str(row.get("out_date") or "")