rebuild(stage-6): deliver emotion and market pools
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leefer
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from __future__ import annotations
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import json
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from datetime import date, datetime, time, timedelta
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from typing import Any
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from zoneinfo import ZoneInfo
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from backend.data.contracts import ProviderResult, SnapshotState
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from backend.data.providers.base import ProviderError
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from backend.data.providers.tushare import TushareProvider
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from backend.data.repository import MarketRepository
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from backend.database.connection import Database
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from backend.features.market.sentiment import calculate_sentiment
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from backend.features.market.snapshot import build_snapshot
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SHANGHAI = ZoneInfo("Asia/Shanghai")
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class SnapshotSyncError(RuntimeError):
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pass
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class MarketSnapshotService:
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def __init__(
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self, database: Database, repository: MarketRepository, provider: TushareProvider
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) -> None:
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self._database = database
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self._repository = repository
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self._provider = provider
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def sync(
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self, requested_date: str | None = None, now: datetime | None = None
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) -> dict[str, Any]:
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clock = now or datetime.now(SHANGHAI)
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requested = _date(requested_date or clock.date().isoformat())
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through = requested
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if requested == clock.date().isoformat() and clock.time() < time(9, 15):
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through = (clock.date() - timedelta(days=1)).isoformat()
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elif requested == clock.date().isoformat() and clock.time() < time(15, 10):
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raise SnapshotSyncError("盘中快照任务尚未开放，请保留最近真实收盘数据")
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with self._database.read() as connection:
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dates = self._repository.open_dates(connection, through, 2)
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active_count = self._repository.active_stock_count(connection)
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if len(dates) < 2:
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raise SnapshotSyncError("请先同步完整交易日历")
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if active_count <= 0:
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raise SnapshotSyncError("请先同步股票目录")
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trade_date, previous_date = dates[0], dates[1]
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try:
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inputs = self._provider.snapshot_inputs(trade_date, previous_date)
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except ProviderError as exc:
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raise SnapshotSyncError("收盘行情读取失败，已保留原有快照") from exc
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daily = inputs.get("daily")
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if not isinstance(daily, ProviderResult):
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raise SnapshotSyncError("收盘日线缺失，已保留原有快照")
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coverage = len(daily.rows) / active_count
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if coverage < 0.98:
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raise SnapshotSyncError(f"收盘日线覆盖率仅{coverage * 100:.1f}%，未写入不完整快照")
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for key in ("limit_up", "limit_down", "broken", "previous_limit_up", "price_limits"):
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value = inputs.get(key)
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if not isinstance(value, ProviderResult) or value.metadata.coverage < 1:
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raise SnapshotSyncError("涨跌停事件数据不完整，已保留原有快照")
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snapshot = build_snapshot(trade_date, previous_date, inputs)
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with self._database.read() as connection:
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rows = self._repository.summaries(connection, previous_date, 250)
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history = [json.loads(str(row["payload_json"])) for row in rows]
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sentiment = calculate_sentiment(snapshot, history)
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snapshot["sentiment"] = sentiment
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snapshot.update(snapshot["overview"])
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snapshot["temperature"] = sentiment["score"]
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observed_at = datetime.combine(
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date.fromisoformat(trade_date), time(15), tzinfo=SHANGHAI
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).isoformat(timespec="seconds")
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state = (
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SnapshotState.FINAL if trade_date == clock.date().isoformat() else SnapshotState.ARCHIVE
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)
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with self._database.transaction() as connection:
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self._repository.save_summary(
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connection,
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trade_date=trade_date,
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observed_at=observed_at,
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state=state.value,
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source="tushare",
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coverage=min(coverage, 1),
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payload=snapshot,
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)
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return {
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"trade_date": trade_date,
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"observed_at": observed_at,
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"coverage": round(min(coverage, 1), 4),
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"stocks": len(daily.rows),
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"limit_up": len(snapshot["limits"]),
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"limit_down": len(snapshot["down_limits"]),
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"broken": len(snapshot["broken"]),
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"temperature": sentiment["score"],
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}
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def workspace(self, key: str, requested_date: str | None = None) -> dict[str, Any]:
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requested = _date(requested_date or datetime.now(SHANGHAI).date().isoformat())
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with self._database.read() as connection:
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row = self._repository.latest_summary(connection, requested)
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history_rows = self._repository.summaries(connection, requested, 60)
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if row is None:
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return {"trade_date": None, "message": "等待管理员首次同步真实收盘行情"}
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payload = json.loads(str(row["payload_json"]))
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response: dict[str, Any] = {
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"trade_date": str(row["trade_date"]),
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"observed_at": str(row["observed_at"]),
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"carried_forward": str(row["trade_date"]) != requested,
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"message": "沿用最近真实收盘快照" if str(row["trade_date"]) != requested else "",
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"overview": payload.get("overview") or {},
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}
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if key == "emotion":
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response["sentiment"] = payload.get("sentiment") or {}
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response["history"] = [
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_history_item(json.loads(str(item["payload_json"]))) for item in history_rows
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]
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elif key == "pool":
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response["items"] = payload.get("limits") or []
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elif key == "broken":
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response["items"] = payload.get("broken") or []
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elif key == "limit-down":
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response["items"] = payload.get("down_limits") or []
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elif key == "yesterday":
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response["items"] = payload.get("yesterday_limits") or []
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elif key == "performance":
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response["items"] = payload.get("limit_performance") or []
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else:
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raise SnapshotSyncError("不支持的市场工作区")
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return response
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def _history_item(payload: dict[str, Any]) -> dict[str, Any]:
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sentiment = payload.get("sentiment") or {}
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stats = sentiment.get("stats") or {}
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overview = payload.get("overview") or {}
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return {
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"trade_date": payload.get("trade_date"),
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"temperature": sentiment.get("score"),
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"phase": sentiment.get("phase"),
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"direction": sentiment.get("direction"),
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"positive_rate": stats.get("positive_rate"),
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"seal_rate": overview.get("seal_rate"),
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"limit_up": overview.get("limit_up"),
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"broken": overview.get("broken"),
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"limit_down": overview.get("limit_down"),
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"max_height": stats.get("max_height"),
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"amount": overview.get("amount"),
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}
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def _date(value: str) -> str:
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try:
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return date.fromisoformat(value).isoformat()
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except ValueError as exc:
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raise SnapshotSyncError("日期格式无效") from exc
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