rebuild(stage-5): establish market data gateway and charts

next/backend/data/providers/tushare.py

@@ -0,0 +1,159 @@
+from __future__ import annotations
+
+import json
+import urllib.error
+import urllib.request
+from collections.abc import Callable
+from dataclasses import replace
+from datetime import datetime, timedelta
+from typing import Any
+from zoneinfo import ZoneInfo
+
+from backend.data.contracts import (
+    DataSource,
+    DataUsage,
+    ObservationMetadata,
+    ProviderResult,
+    SnapshotState,
+)
+from backend.data.providers.base import ProviderError
+
+SHANGHAI = ZoneInfo("Asia/Shanghai")
+
+
+class TushareProvider:
+    source = DataSource.TUSHARE
+    url = "http://api.tushare.pro"
+
+    def __init__(self, token: str | None | Callable[[], str | None], timeout: int = 20) -> None:
+        self._token_provider = token if callable(token) else lambda: token
+        self._timeout = timeout
+
+    @property
+    def configured(self) -> bool:
+        return bool(self._token())
+
+    def calendar(self, start_date: str, end_date: str) -> ProviderResult:
+        result = self._query(
+            "trade_cal",
+            {"exchange": "SSE", "start_date": _compact(start_date), "end_date": _compact(end_date)},
+            "cal_date,is_open,pretrade_date",
+            unit="calendar_day",
+        )
+        days = (
+            datetime.fromisoformat(end_date).date() - datetime.fromisoformat(start_date).date()
+        ).days + 1
+        return ProviderResult(
+            result.rows,
+            replace(result.metadata, coverage=min(len(result.rows) / max(days, 1), 1)),
+        )
+
+    def entities(self) -> ProviderResult:
+        rows: list[dict[str, Any]] = []
+        for status in ("L", "P", "D"):
+            result = self._query(
+                "stock_basic",
+                {"exchange": "", "list_status": status},
+                "ts_code,symbol,name,industry,list_status,list_date,delist_date",
+                unit="entity",
+            )
+            rows.extend(result.rows)
+        return ProviderResult(
+            tuple(rows), _metadata(self.source, "entity", min(len(rows) / 5300, 1))
+        )
+
+    def daily(self, entity_type: str, identifier: str, end_date: str) -> ProviderResult:
+        api_name = "index_daily" if entity_type == "index" else "daily"
+        if entity_type in {"sector", "theme"}:
+            api_name = "ths_daily"
+        end = datetime.strptime(_compact(end_date), "%Y%m%d")
+        start = (end - timedelta(days=380)).strftime("%Y%m%d")
+        return self._query(
+            api_name,
+            {"ts_code": identifier, "start_date": start, "end_date": end.strftime("%Y%m%d")},
+            "ts_code,trade_date,open,high,low,close,vol,amount,pct_chg",
+            unit="yuan/share",
+            adjustment="unadjusted",
+        )
+
+    def minute(self, entity_type: str, identifier: str, trade_date: str) -> ProviderResult:
+        if entity_type != "stock":
+            raise ProviderError("Tushare minute charts only support stocks")
+        date = _display(trade_date)
+        return self._query(
+            "stk_mins",
+            {
+                "ts_code": identifier,
+                "freq": "1min",
+                "start_date": f"{date} 09:30:00",
+                "end_date": f"{date} 15:00:00",
+            },
+            "ts_code,trade_time,open,high,low,close,vol,amount",
+            unit="yuan/share",
+        )
+
+    def _query(
+        self,
+        api_name: str,
+        params: dict[str, Any],
+        fields: str,
+        *,
+        unit: str,
+        adjustment: str = "not_applicable",
+    ) -> ProviderResult:
+        if not self.configured:
+            raise ProviderError("行情服务尚未配置")
+        token = self._token()
+        if not token:
+            raise ProviderError("行情服务尚未配置")
+        body = json.dumps(
+            {"api_name": api_name, "token": token, "params": params, "fields": fields},
+            ensure_ascii=False,
+        ).encode("utf-8")
+        request = urllib.request.Request(
+            self.url,
+            data=body,
+            headers={"Content-Type": "application/json", "User-Agent": "XiaobaiReview/2"},
+            method="POST",
+        )
+        try:
+            with urllib.request.urlopen(request, timeout=self._timeout) as response:
+                payload = json.loads(response.read().decode("utf-8"))
+        except (urllib.error.URLError, TimeoutError, OSError, json.JSONDecodeError) as exc:
+            raise ProviderError("行情服务请求失败") from exc
+        if payload.get("code") not in (None, 0):
+            raise ProviderError(str(payload.get("msg") or "行情服务拒绝请求"))
+        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))
+
+    def _token(self) -> str:
+        return str(self._token_provider() or "").strip()
+
+
+def _metadata(
+    source: DataSource, unit: str, coverage: float, adjustment: str = "not_applicable"
+) -> ObservationMetadata:
+    return ObservationMetadata(
+        source=source,
+        observed_at=datetime.now(SHANGHAI),
+        unit=unit,
+        adjustment=adjustment,
+        freshness_seconds=0,
+        coverage=coverage,
+        state=SnapshotState.ARCHIVE,
+        usage=DataUsage.CALCULATION,
+    )
+
+
+def _compact(value: str) -> str:
+    normalized = value.replace("-", "")
+    if len(normalized) != 8 or not normalized.isdigit():
+        raise ProviderError("日期格式无效")
+    return normalized
+
+
+def _display(value: str) -> str:
+    compact = _compact(value)
+    return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"