rebuild(stage-11): deliver deterministic heaven workflows

2026-07-30 07:08:13 +08:00
parent aa3f02bd59
commit 35ae079de7
49 changed files with 7208 additions and 39 deletions
@@ -132,36 +132,9 @@ class TushareProvider:

    def sector_members(self, representative: str, trade_date: str) -> ProviderResult:
        target = _compact(trade_date)
-        memberships = self._membership_rows({"ts_code": representative})
-        active = [row for row in memberships if _active_on(row, target)]
-        if not active:
-            raise ProviderError("未找到该股票在目标日期的申万行业")
-        industry = max(
-            active,
-            key=lambda row: (
-                str(row.get("in_date") or ""),
-                str(row.get("l2_code") or ""),
-            ),
-        )
+        industry, members = self._sector_memberships(representative, target)
        sector_code = str(industry.get("l2_code") or "")
        sector_name = str(industry.get("l2_name") or "").strip()
-        if not sector_code:
-            raise ProviderError("该股票缺少申万二级行业")
-        members = [
-            row
-            for row in self._membership_rows({"l2_code": sector_code})
-            if _active_on(row, target)
-        ]
-        deduplicated: dict[str, dict[str, Any]] = {}
-        for row in members:
-            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 "")
-            ):
-                deduplicated[code] = row
-        if not deduplicated:
-            raise ProviderError("该申万行业没有有效成分股")
        daily = self._query(
            "daily",
            {"trade_date": target},
@@ -170,7 +143,8 @@ class TushareProvider:
        )
        quote_map = {str(row.get("ts_code") or ""): row for row in daily.rows}
        rows = []
-        for code, member in deduplicated.items():
+        for member in members:
+            code = str(member.get("ts_code") or "")
            quote = quote_map.get(code) or {}
            rows.append(
                {
@@ -188,6 +162,114 @@ class TushareProvider:
        coverage = sum(bool(row["quoted"]) for row in rows) / len(rows)
        return ProviderResult(tuple(rows), _metadata(self.source, "mixed", coverage))

+    def heaven_inputs(
+        self, representative: str, trade_date: str
+    ) -> dict[str, ProviderResult | None]:
+        target = _compact(trade_date)
+        membership = self.sector_members(representative, trade_date)
+        sector_code = str(membership.rows[0].get("sector_code") or "") if membership.rows else ""
+        return {
+            "members": membership,
+            "daily": self._optional_query(
+                "daily",
+                {"trade_date": target},
+                "ts_code,trade_date,open,high,low,close,pre_close,pct_chg,vol,amount",
+            ),
+            "daily_basic": self._optional_query(
+                "daily_basic",
+                {"trade_date": target},
+                "ts_code,trade_date,turnover_rate,volume_ratio,total_mv,circ_mv",
+            ),
+            "sector_daily": self._optional_query(
+                "sw_daily",
+                {"ts_code": sector_code, "trade_date": target},
+                "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount,pe,pb,float_mv,total_mv",
+            ),
+            "indices": self._index_rows(target),
+        }
+
+    def heaven_realtime_inputs(
+        self, representative: str, trade_date: str, previous_trade_date: str
+    ) -> dict[str, ProviderResult | None]:
+        target = _compact(trade_date)
+        previous = _compact(previous_trade_date)
+        industry, members = self._sector_memberships(representative, target)
+        sector_code = str(industry.get("l2_code") or "")
+        directory = self._optional_query(
+            "stock_basic",
+            {"exchange": "", "list_status": "L"},
+            "ts_code,name,industry,market,list_date",
+        )
+        active_codes = tuple(
+            str(row.get("ts_code") or "")
+            for row in (directory.rows if directory else ())
+            if row.get("ts_code")
+        )
+        realtime_codes = (*active_codes, "000001.SH", "399001.SZ", "399006.SZ")
+        member_rows = tuple(
+            {
+                "sector_code": sector_code,
+                "sector_name": str(industry.get("l2_name") or "").strip(),
+                "ts_code": str(row.get("ts_code") or ""),
+                "name": str(row.get("name") or "").strip(),
+            }
+            for row in members
+        )
+        start = (datetime.strptime(target, "%Y%m%d") - timedelta(days=35)).strftime("%Y%m%d")
+        return {
+            "directory": directory,
+            "members": ProviderResult(
+                member_rows,
+                _metadata(self.source, "membership", 1 if member_rows else 0),
+            ),
+            "realtime": self._optional_query(
+                "rt_k",
+                {"ts_code": ",".join(realtime_codes)},
+                "ts_code,name,trade_time,open,high,low,close,pre_close,vol,amount,num,pct_chg",
+            ),
+            "capital": self._optional_query(
+                "daily_basic",
+                {"trade_date": previous},
+                "ts_code,trade_date,total_share,float_share,free_share,total_mv,circ_mv",
+            ),
+            "stock_history": self._optional_query(
+                "daily",
+                {"ts_code": representative, "start_date": start, "end_date": previous},
+                "ts_code,trade_date,vol,amount",
+            ),
+            "price_limits": self._optional_query(
+                "stk_limit",
+                {"trade_date": target},
+                "ts_code,trade_date,up_limit,down_limit",
+            ),
+            "suspensions": self._optional_query(
+                "suspend_d",
+                {"suspend_date": target},
+                "ts_code,suspend_date,resume_date,suspend_timing,suspend_type",
+            ),
+            "sector_realtime": self._optional_query(
+                "rt_sw_k",
+                {"ts_code": sector_code},
+                "ts_code,name,trade_time,close,pre_close,high,open,low,vol,amount,pct_change",
+            ),
+        }
+
+    def _index_rows(self, trade_date: str) -> ProviderResult | None:
+        rows: list[dict[str, Any]] = []
+        completed = 0
+        for identifier in ("000001.SH", "399001.SZ", "399006.SZ"):
+            result = self._optional_query(
+                "index_daily",
+                {"ts_code": identifier, "trade_date": trade_date},
+                "ts_code,trade_date,close,pre_close,pct_chg",
+            )
+            if result is not None and result.rows:
+                rows.extend(result.rows)
+                completed += 1
+        if not rows:
+            return None
+        return ProviderResult(tuple(rows), _metadata(self.source, "percent", completed / 3))
+
    def market_insight(
        self,
        kind: str,
@@ -443,6 +525,40 @@ class TushareProvider:
            rows.extend(result.rows)
        return rows

+    def _sector_memberships(
+        self, representative: str, trade_date: str
+    ) -> tuple[dict[str, Any], list[dict[str, Any]]]:
+        active = [
+            row
+            for row in self._membership_rows({"ts_code": representative})
+            if _active_on(row, trade_date)
+        ]
+        if not active:
+            raise ProviderError("未找到该股票在目标日期的申万行业")
+        industry = max(
+            active,
+            key=lambda row: (str(row.get("in_date") or ""), str(row.get("l2_code") or "")),
+        )
+        sector_code = str(industry.get("l2_code") or "")
+        if not sector_code:
+            raise ProviderError("该股票缺少申万二级行业")
+        rows = [
+            row
+            for row in self._membership_rows({"l2_code": sector_code})
+            if _active_on(row, trade_date)
+        ]
+        deduplicated: dict[str, dict[str, Any]] = {}
+        for row in rows:
+            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 "")
+            ):
+                deduplicated[code] = row
+        if not deduplicated:
+            raise ProviderError("该申万行业没有有效成分股")
+        return industry, list(deduplicated.values())
+
    def _query(
        self,
        api_name: str,