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

2026-07-30 02:35:42 +08:00
parent 40ad5d6836
commit cf0ab7026f
45 changed files with 2701 additions and 46 deletions
@@ -0,0 +1,114 @@
+from __future__ import annotations
+
+import sqlite3
+
+from backend.database.migrations.runner import Migration
+
+
+def upgrade(connection: sqlite3.Connection) -> None:
+    connection.execute(
+        """
+        CREATE TABLE trading_days (
+            trade_date TEXT PRIMARY KEY,
+            is_open INTEGER NOT NULL CHECK (is_open IN (0, 1)),
+            previous_open_date TEXT,
+            source TEXT NOT NULL,
+            observed_at TEXT NOT NULL
+        )
+        """
+    )
+    connection.execute(
+        """
+        CREATE TABLE market_entities (
+            entity_type TEXT NOT NULL,
+            identifier TEXT NOT NULL,
+            code TEXT NOT NULL,
+            name TEXT NOT NULL,
+            search_key TEXT NOT NULL,
+            sector TEXT,
+            active INTEGER NOT NULL DEFAULT 1 CHECK (active IN (0, 1)),
+            source TEXT NOT NULL,
+            observed_at TEXT NOT NULL,
+            PRIMARY KEY (entity_type, identifier)
+        )
+        """
+    )
+    connection.execute(
+        """
+        CREATE INDEX market_entities_search_idx
+            ON market_entities(active, search_key, entity_type)
+        """
+    )
+    connection.execute(
+        """
+        INSERT INTO market_entities (
+            entity_type, identifier, code, name, search_key,
+            sector, active, source, observed_at
+        ) VALUES
+            (
+                'index', '000001.SH', '000001', '上证指数',
+                '000001 上证指数 shanghai', NULL, 1, 'local', '2026-07-30T00:00:00+08:00'
+            ),
+            (
+                'index', '399001.SZ', '399001', '深证成指',
+                '399001 深证成指 shenzhen', NULL, 1, 'local', '2026-07-30T00:00:00+08:00'
+            ),
+            (
+                'index', '399006.SZ', '399006', '创业板指',
+                '399006 创业板指 chinext', NULL, 1, 'local', '2026-07-30T00:00:00+08:00'
+            )
+        """
+    )
+    connection.execute(
+        """
+        CREATE TABLE market_summaries (
+            trade_date TEXT PRIMARY KEY,
+            observed_at TEXT NOT NULL,
+            state TEXT NOT NULL CHECK (state IN ('realtime', 'final', 'archive')),
+            source TEXT NOT NULL,
+            coverage REAL NOT NULL CHECK (coverage >= 0 AND coverage <= 1),
+            payload_json TEXT NOT NULL,
+            created_at TEXT NOT NULL
+        )
+        """
+    )
+    connection.execute(
+        """
+        CREATE TABLE chart_series (
+            entity_type TEXT NOT NULL,
+            identifier TEXT NOT NULL,
+            interval TEXT NOT NULL CHECK (interval IN ('day', 'minute')),
+            trade_date TEXT NOT NULL,
+            observed_at TEXT NOT NULL,
+            source TEXT NOT NULL,
+            usage TEXT NOT NULL CHECK (usage IN ('display', 'calculation')),
+            adjustment TEXT NOT NULL,
+            coverage REAL NOT NULL CHECK (coverage >= 0 AND coverage <= 1),
+            payload_json TEXT NOT NULL,
+            created_at TEXT NOT NULL,
+            PRIMARY KEY (entity_type, identifier, interval, trade_date)
+        )
+        """
+    )
+    connection.execute(
+        """
+        CREATE INDEX chart_series_latest_idx
+            ON chart_series(entity_type, identifier, interval, trade_date DESC)
+        """
+    )
+
+
+def downgrade(connection: sqlite3.Connection) -> None:
+    connection.execute("DROP TABLE chart_series")
+    connection.execute("DROP TABLE market_summaries")
+    connection.execute("DROP TABLE market_entities")
+    connection.execute("DROP TABLE trading_days")
+
+
+MIGRATION = Migration(
+    version=3,
+    name="create_market_foundation",
+    signature="market:v1:calendar-entities-summary-chart-provenance",
+    upgrade=upgrade,
+    downgrade=downgrade,
+)
@@ -1,5 +1,6 @@
 from backend.database.migrations.m0001_accounts import MIGRATION as ACCOUNTS
 from backend.database.migrations.m0002_model_pool import MIGRATION as MODEL_POOL
+from backend.database.migrations.m0003_market_foundation import MIGRATION as MARKET_FOUNDATION
 from backend.database.migrations.runner import Migration

-MIGRATIONS: tuple[Migration, ...] = (ACCOUNTS, MODEL_POOL)
+MIGRATIONS: tuple[Migration, ...] = (ACCOUNTS, MODEL_POOL, MARKET_FOUNDATION)