rebuild(stage-6): deliver emotion and market pools

This commit is contained in:
leefer
2026-07-30 03:03:53 +08:00
parent 889963862a
commit 59f6011ae8
30 changed files with 1751 additions and 9 deletions
+5 -1
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@@ -1,6 +1,6 @@
from __future__ import annotations
from typing import Protocol
from typing import Any, Protocol
from backend.data.contracts import DataSource, ProviderResult
@@ -22,3 +22,7 @@ class MarketDataProvider(Protocol):
def daily(self, entity_type: str, identifier: str, end_date: str) -> ProviderResult: ...
def minute(self, entity_type: str, identifier: str, trade_date: str) -> ProviderResult: ...
def snapshot_inputs(
self, trade_date: str, previous_trade_date: str
) -> dict[str, ProviderResult | dict[str, Any]]: ...
+5
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@@ -94,6 +94,11 @@ class EastmoneyProvider:
)
return ProviderResult(tuple(rows), metadata)
def snapshot_inputs(
self, trade_date: str, previous_trade_date: str
) -> dict[str, ProviderResult | dict[str, object]]:
raise ProviderError("The display provider cannot build market snapshots")
@staticmethod
def _secid(entity_type: str, identifier: str) -> str:
if entity_type == "index" and identifier in INDEX_CODES:
+5
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@@ -84,6 +84,11 @@ class IfindProvider:
)
return _result(payload, "yuan/share", "forward", SnapshotState.REALTIME)
def snapshot_inputs(
self, trade_date: str, previous_trade_date: str
) -> dict[str, ProviderResult | dict[str, Any]]:
raise ProviderError("iFinD is not the post-close snapshot authority")
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")
+41 -1
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@@ -92,6 +92,44 @@ class TushareProvider:
unit="yuan/share",
)
def snapshot_inputs(
self, trade_date: str, previous_trade_date: str
) -> dict[str, ProviderResult | dict[str, Any]]:
current = _compact(trade_date)
previous = _compact(previous_trade_date)
daily = self._query(
"daily",
{"trade_date": current},
"ts_code,trade_date,open,high,low,close,pre_close,pct_chg,vol,amount",
unit="mixed",
)
event_fields = (
"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
"open_times,up_stat,limit_times"
)
datasets: dict[str, ProviderResult | dict[str, Any]] = {"daily": daily}
datasets["price_limits"] = self._query(
"stk_limit",
{"trade_date": current},
"ts_code,trade_date,up_limit,down_limit",
unit="yuan/share",
)
for key, limit_type, date in (
("limit_up", "U", current),
("limit_down", "D", current),
("broken", "Z", current),
("previous_limit_up", "U", previous),
):
datasets[key] = self._query(
"limit_list_d",
{"trade_date": date, "limit_type": limit_type},
event_fields,
unit="mixed",
empty_is_complete=True,
)
return datasets
def _query(
self,
api_name: str,
@@ -100,6 +138,7 @@ class TushareProvider:
*,
unit: str,
adjustment: str = "not_applicable",
empty_is_complete: bool = False,
) -> ProviderResult:
if not self.configured:
raise ProviderError("行情服务尚未配置")
@@ -126,7 +165,8 @@ class TushareProvider:
data = payload.get("data") or {}
columns = data.get("fields") or []
rows = tuple(dict(zip(columns, item, strict=False)) for item in data.get("items") or [])
return ProviderResult(rows, _metadata(self.source, unit, 1 if rows else 0, adjustment))
coverage = 1 if rows or empty_is_complete else 0
return ProviderResult(rows, _metadata(self.source, unit, coverage, adjustment))
def _token(self) -> str:
return str(self._token_provider() or "").strip()
+56
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@@ -126,6 +126,62 @@ class MarketRepository:
)
)
def active_stock_count(self, connection: sqlite3.Connection) -> int:
row = connection.execute(
"""
SELECT COUNT(*) AS count FROM market_entities
WHERE entity_type = 'stock' AND active = 1
"""
).fetchone()
return int(row["count"] if row else 0)
def save_summary(
self,
connection: sqlite3.Connection,
*,
trade_date: str,
observed_at: str,
state: str,
source: str,
coverage: float,
payload: dict[str, Any],
) -> None:
connection.execute(
"""
INSERT INTO market_summaries
(trade_date, observed_at, state, source, coverage, payload_json, created_at)
VALUES (?, ?, ?, ?, ?, ?, ?)
ON CONFLICT(trade_date) DO UPDATE SET
observed_at = excluded.observed_at,
state = excluded.state,
source = excluded.source,
coverage = excluded.coverage,
payload_json = excluded.payload_json,
created_at = excluded.created_at
""",
(
trade_date,
observed_at,
state,
source,
coverage,
json.dumps(payload, ensure_ascii=False, separators=(",", ":")),
datetime.now().astimezone().isoformat(timespec="seconds"),
),
)
def summaries(
self, connection: sqlite3.Connection, through: str, limit: int = 260
) -> tuple[sqlite3.Row, ...]:
rows = connection.execute(
"""
SELECT * FROM market_summaries WHERE trade_date <= ?
ORDER BY trade_date DESC LIMIT ?
""",
(through, limit),
).fetchall()
return tuple(reversed(rows))
def latest_summary(self, connection: sqlite3.Connection, through: str) -> sqlite3.Row | None:
return connection.execute(
"SELECT * FROM market_summaries WHERE trade_date <= ? ORDER BY trade_date DESC LIMIT 1",