rebuild(stage-5): establish market data gateway and charts
This commit is contained in:
leefer
@@ -0,0 +1,215 @@
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from __future__ import annotations
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import json
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import re
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import sqlite3
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from datetime import datetime
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from typing import Any
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from backend.data.contracts import MarketEntity
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class MarketRepository:
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def replace_calendar(
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self,
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connection: sqlite3.Connection,
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rows: tuple[dict[str, Any], ...],
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source: str,
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observed_at: str,
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) -> None:
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connection.executemany(
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"""
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INSERT INTO trading_days (trade_date, is_open, previous_open_date, source, observed_at)
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VALUES (?, ?, ?, ?, ?)
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ON CONFLICT(trade_date) DO UPDATE SET
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is_open = excluded.is_open,
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previous_open_date = excluded.previous_open_date,
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source = excluded.source,
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observed_at = excluded.observed_at
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""",
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[
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(
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_display(str(row.get("cal_date") or "")),
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1 if int(row.get("is_open") or 0) == 1 else 0,
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_display(str(row.get("pretrade_date") or "")) or None,
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source,
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observed_at,
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)
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for row in rows
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if _display(str(row.get("cal_date") or ""))
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],
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)
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def replace_stocks(
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self,
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connection: sqlite3.Connection,
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rows: tuple[dict[str, Any], ...],
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source: str,
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observed_at: str,
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) -> None:
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connection.executemany(
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"""
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INSERT INTO market_entities (
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entity_type, identifier, code, name, search_key,
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sector, active, source, observed_at
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)
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VALUES ('stock', ?, ?, ?, ?, ?, ?, ?, ?)
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ON CONFLICT(entity_type, identifier) DO UPDATE SET
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code = excluded.code,
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name = excluded.name,
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search_key = excluded.search_key,
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sector = excluded.sector,
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active = excluded.active,
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source = excluded.source,
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observed_at = excluded.observed_at
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""",
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[
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(
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str(row.get("ts_code") or "").upper(),
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str(row.get("symbol") or ""),
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str(row.get("name") or "").strip(),
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_search_key(row),
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str(row.get("industry") or "").strip() or None,
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0 if row.get("list_status") == "D" else 1,
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source,
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observed_at,
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)
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for row in rows
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if row.get("ts_code") and row.get("symbol") and row.get("name")
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],
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)
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def search(
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self, connection: sqlite3.Connection, query: str, limit: int = 32
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) -> tuple[MarketEntity, ...]:
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normalized = _normalize(query)
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if not normalized:
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return ()
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rows = connection.execute(
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"""
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SELECT entity_type, identifier, code, name, sector
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FROM market_entities
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WHERE active = 1 AND search_key LIKE ?
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ORDER BY
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CASE WHEN code = ? THEN 0 WHEN name = ? THEN 1 WHEN code LIKE ? THEN 2 ELSE 3 END,
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entity_type, name
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LIMIT ?
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""",
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(f"%{normalized}%", normalized, query.strip(), f"{normalized}%", limit),
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).fetchall()
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return tuple(MarketEntity(**dict(row)) for row in rows)
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def entity(
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self, connection: sqlite3.Connection, entity_type: str, identifier: str
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) -> MarketEntity | None:
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row = connection.execute(
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"""
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SELECT entity_type, identifier, code, name, sector
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FROM market_entities WHERE entity_type = ? AND identifier = ? AND active = 1
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""",
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(entity_type, identifier),
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).fetchone()
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return MarketEntity(**dict(row)) if row else None
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def open_dates(
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self, connection: sqlite3.Connection, through: str, limit: int = 12
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) -> tuple[str, ...]:
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return tuple(
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str(row["trade_date"])
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for row in connection.execute(
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"""
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SELECT trade_date FROM trading_days
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WHERE is_open = 1 AND trade_date <= ?
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ORDER BY trade_date DESC LIMIT ?
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""",
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(through, limit),
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)
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)
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def latest_summary(self, connection: sqlite3.Connection, through: str) -> sqlite3.Row | None:
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return connection.execute(
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"SELECT * FROM market_summaries WHERE trade_date <= ? ORDER BY trade_date DESC LIMIT 1",
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(through,),
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).fetchone()
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def save_chart(
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self,
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connection: sqlite3.Connection,
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*,
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entity_type: str,
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identifier: str,
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interval: str,
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trade_date: str,
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observed_at: str,
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source: str,
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usage: str,
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adjustment: str,
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coverage: float,
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payload: dict[str, Any],
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) -> None:
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connection.execute(
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"""
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INSERT INTO chart_series
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(entity_type, identifier, interval, trade_date, observed_at, source, usage,
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adjustment, coverage, payload_json, created_at)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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ON CONFLICT(entity_type, identifier, interval, trade_date) DO UPDATE SET
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observed_at = excluded.observed_at,
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source = excluded.source,
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usage = excluded.usage,
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adjustment = excluded.adjustment,
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coverage = excluded.coverage,
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payload_json = excluded.payload_json,
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created_at = excluded.created_at
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""",
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(
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entity_type,
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identifier,
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interval,
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trade_date,
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observed_at,
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source,
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usage,
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adjustment,
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coverage,
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json.dumps(payload, ensure_ascii=False, separators=(",", ":")),
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datetime.now().astimezone().isoformat(timespec="seconds"),
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),
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)
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def chart(
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self, connection: sqlite3.Connection, entity_type: str, identifier: str, interval: str
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) -> sqlite3.Row | None:
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return connection.execute(
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"""
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SELECT * FROM chart_series
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WHERE entity_type = ? AND identifier = ? AND interval = ?
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ORDER BY trade_date DESC LIMIT 1
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""",
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(entity_type, identifier, interval),
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).fetchone()
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def _display(value: str) -> str:
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compact = value.replace("-", "")
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if len(compact) != 8 or not compact.isdigit():
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return ""
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return f"{compact[:4]}-{compact[4:6]}-{compact[6:]}"
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def _normalize(value: str) -> str:
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return re.sub(r"\s+", "", value).casefold()
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def _search_key(row: dict[str, Any]) -> str:
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return " ".join(
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filter(
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None,
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(
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_normalize(str(row.get("symbol") or "")),
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_normalize(str(row.get("ts_code") or "")),
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_normalize(str(row.get("name") or "")),
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_normalize(str(row.get("industry") or "")),
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),
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)
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)
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