rebuild(stage-7): deliver ladder and sector rotation

2026-07-30 03:28:24 +08:00
parent 31a53de890
commit a76d344a98
28 changed files with 1161 additions and 13 deletions
@@ -107,6 +107,68 @@ class DataGateway:
            row = self._repository.latest_summary(connection, context.actual_date)
        return {"context": context, "values": json.loads(str(row["payload_json"])) if row else None}

+    def snapshot_inputs(
+        self, trade_date: str, previous_trade_date: str
+    ) -> dict[str, Any]:
+        provider = self._provider(DataSource.TUSHARE)
+        self._policy.assert_allowed(provider.source, DataUsage.CALCULATION)
+        return provider.snapshot_inputs(trade_date, previous_trade_date)
+
+    def sector_members(
+        self, trade_date: str, sector_name: str, representative: str
+    ) -> dict[str, Any]:
+        with self._database.read() as connection:
+            cached = self._repository.sector_members(connection, trade_date, sector_name)
+        if cached:
+            return json.loads(str(cached["payload_json"]))
+        provider = self._provider(DataSource.TUSHARE)
+        self._policy.assert_allowed(provider.source, DataUsage.CALCULATION)
+        result = provider.sector_members(representative, trade_date)
+        if not result.rows:
+            raise MarketDataUnavailable("该板块暂无可核验的申万成分股")
+        rows = sorted(
+            (dict(row) for row in result.rows),
+            key=lambda row: (
+                bool(row.get("quoted")),
+                _number(row.get("change")),
+                _number(row.get("amount")),
+            ),
+            reverse=True,
+        )
+        payload = {
+            "trade_date": trade_date,
+            "sector_name": str(rows[0].get("sector_name") or sector_name),
+            "sector_code": str(rows[0].get("sector_code") or ""),
+            "member_count": len(rows),
+            "quoted_count": sum(bool(row.get("quoted")) for row in rows),
+            "coverage": round(result.metadata.coverage, 4),
+            "items": [
+                {
+                    "identifier": str(row.get("ts_code") or ""),
+                    "code": str(row.get("ts_code") or "").split(".")[0],
+                    "name": str(row.get("name") or ""),
+                    "change": row.get("change"),
+                    "open": row.get("open"),
+                    "close": row.get("close"),
+                    "amount": row.get("amount"),
+                    "quoted": bool(row.get("quoted")),
+                }
+                for row in rows
+            ],
+        }
+        with self._database.transaction() as connection:
+            self._repository.save_sector_members(
+                connection,
+                trade_date=trade_date,
+                sector_name=sector_name,
+                sector_code=payload["sector_code"],
+                observed_at=result.metadata.observed_at.isoformat(timespec="seconds"),
+                source=result.metadata.source.value,
+                coverage=result.metadata.coverage,
+                payload=payload,
+            )
+        return payload
+
    def search(self, query: str) -> tuple[MarketEntity, ...]:
        with self._database.read() as connection:
            return self._repository.search(connection, query)