migration: preserve sentiment and pools slice
This commit is contained in:
leefer
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"""Limit-up, broken-board, limit-down and prior-limit pool feature."""
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from .repository import PoolRepositoryMixin
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from .service import PoolServiceMixin
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__all__ = ["PoolRepositoryMixin", "PoolServiceMixin"]
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@@ -0,0 +1,27 @@
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from __future__ import annotations
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from datetime import datetime
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class PoolRepositoryMixin:
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def save_reason_override(self, trade_date: str, code: str, reason: str) -> None:
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now = datetime.now().astimezone().isoformat(timespec="seconds")
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with self.connect() as connection:
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connection.execute(
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"""
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INSERT INTO reason_overrides (trade_date, code, reason, updated_at)
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VALUES (?, ?, ?, ?)
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ON CONFLICT(trade_date, code) DO UPDATE SET
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reason = excluded.reason,
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updated_at = excluded.updated_at
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""",
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(trade_date, code, reason, now),
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)
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def reason_overrides(self, trade_date: str) -> dict[str, str]:
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with self.connect() as connection:
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rows = connection.execute(
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"SELECT code, reason FROM reason_overrides WHERE trade_date = ?",
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(trade_date,),
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).fetchall()
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return {row["code"]: row["reason"] for row in rows}
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@@ -0,0 +1,150 @@
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from __future__ import annotations
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import re
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from datetime import datetime, time as dt_time
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from typing import Any
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from backend.bootstrap.config import normalize_date, validate_stock_code
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from backend.data.providers.ifind_client import IfindError
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class PoolServiceMixin:
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def save_reason(self, trade_date: str, code: str, reason: str) -> None:
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normalized_date = normalize_date(trade_date)
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code = validate_stock_code(code)
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reason = reason.strip()
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if not reason or len(reason) > 200:
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raise ValueError("涨停原因应为 1 至 200 个字符。")
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self.database.save_reason_override(normalized_date, code, reason)
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def _apply_reason_overrides(self, dashboard: dict[str, Any]) -> dict[str, Any]:
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trade_date = str(dashboard.get("meta", {}).get("trade_date", "")).replace("-", "")
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enrichment = self.database.get_data_snapshot("ifind_event_enrichment_v1", trade_date)
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if enrichment:
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self._merge_ifind_event_enrichment(dashboard, enrichment)
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else:
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self._schedule_ifind_event_enrichment(trade_date)
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overrides = self.database.reason_overrides(trade_date)
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if not overrides:
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return dashboard
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for key in ("limits", "broken", "down_limits"):
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for row in dashboard.get(key) or []:
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if row.get("code") in overrides:
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row["reason"] = overrides[row["code"]]
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row["reason_source"] = "manual"
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return dashboard
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def _schedule_ifind_event_enrichment(self, trade_date: str) -> None:
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ifind = getattr(self, "ifind", None)
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if not ifind or not ifind.configured or not re.fullmatch(r"\d{8}", trade_date):
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return
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now = datetime.now().astimezone()
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if trade_date == now.strftime("%Y%m%d") and now.time().replace(tzinfo=None) < dt_time(15, 0):
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return
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self.jobs.submit(
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"market.ifind-event-enrichment",
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f"{trade_date}:v1",
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lambda: self._refresh_ifind_event_enrichment(trade_date),
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{"trade_date": trade_date, "trigger": "dashboard-enrichment"},
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)
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def _refresh_ifind_event_enrichment(self, trade_date: str) -> None:
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if not self._ifind_event_lock.acquire(blocking=False):
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return
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try:
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if self.database.get_data_snapshot("ifind_event_enrichment_v1", trade_date):
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return
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ifind = getattr(self, "ifind", None)
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if not ifind or not ifind.configured:
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return
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current = datetime.strptime(trade_date, "%Y%m%d")
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display_date = f"{current.year}年{current.month}月{current.day}日"
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requests = {
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"limits": (
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f"{display_date}涨停股票，股票代码、股票简称、涨停原因、"
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"首次涨停时间、最终涨停时间、开板次数"
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),
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"broken": (
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f"{display_date}曾涨停但收盘未涨停的股票，股票代码、股票简称、"
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"涨停原因、首次涨停时间、开板次数"
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),
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"down_limits": (
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f"{display_date}跌停股票，股票代码、股票简称、跌停原因"
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),
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}
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result: dict[str, Any] = {
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"trade_date": trade_date,
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"generated_at": datetime.now().astimezone().isoformat(timespec="seconds"),
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"limits": {}, "broken": {}, "down_limits": {}, "partial": False,
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}
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for kind, query in requests.items():
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try:
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rows = ifind.wencai(query, "stock", cache_ttl=900)
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except IfindError:
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result["partial"] = True
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continue
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for raw in rows:
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code = self._ifind_row_code(raw)
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if not code:
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continue
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reason_tokens = (
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("跌停原因", "风险线索", "原因")
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if kind == "down_limits"
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else ("涨停原因类别", "涨停原因", "触板逻辑", "原因")
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)
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reason = str(self._ifind_field(raw, reason_tokens) or "").strip()
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first_time = self._normalize_ifind_event_time(
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self._ifind_field(raw, ("首次涨停时间", "首次触板时间", "首次封板时间"))
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)
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last_time = self._normalize_ifind_event_time(
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self._ifind_field(raw, ("最终涨停时间", "最后涨停时间", "最后封板时间"))
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)
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open_times = self._ifind_field(raw, ("开板次数", "打开涨停次数"))
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try:
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open_count = max(0, int(float(open_times))) if open_times not in (None, "") else None
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except (TypeError, ValueError):
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open_count = None
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result[kind][code] = {
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"reason": reason,
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"first_time": first_time,
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"last_time": last_time,
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"open_times": open_count,
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}
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if any(result[kind] for kind in ("limits", "broken", "down_limits")):
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self.database.save_data_snapshot(
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"ifind_event_enrichment_v1", trade_date, "ifind", result
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)
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finally:
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self._ifind_event_lock.release()
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@staticmethod
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def _normalize_ifind_event_time(value: Any) -> str:
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text = str(value or "").strip()
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match = re.search(r"(?:^|\s)(\d{1,2}:\d{2}(?::\d{2})?)(?:$|\s)", text)
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if not match:
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match = re.search(r"(?<!\d)(\d{6})(?!\d)", text)
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if match:
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compact = match.group(1)
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return f"{compact[:2]}:{compact[2:4]}:{compact[4:]}"
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return ""
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parts = match.group(1).split(":")
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return ":".join(part.zfill(2) for part in parts)
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@staticmethod
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def _merge_ifind_event_enrichment(
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dashboard: dict[str, Any], enrichment: dict[str, Any]
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) -> None:
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for kind in ("limits", "broken", "down_limits"):
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records = enrichment.get(kind) or {}
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for row in dashboard.get(kind) or []:
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event = records.get(str(row.get("code") or "")) or {}
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reason = str(event.get("reason") or "").strip()
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if reason:
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row["reason"] = reason
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row["reason_source"] = "market_event"
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if event.get("first_time"):
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row["first_time"] = event["first_time"]
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if event.get("last_time"):
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row["last_time"] = event["last_time"]
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if event.get("open_times") is not None:
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row["open_times"] = event["open_times"]
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