migration: preserve market insights slice

2026-07-31 02:41:56 +08:00
parent 814e75730a
commit cf2aad28ec
30 changed files with 2487 additions and 1759 deletions
@@ -0,0 +1,61 @@
+from __future__ import annotations
+
+from datetime import datetime
+from typing import Any
+
+
+class DragonTigerRepositoryMixin:
+    def list_seat_aliases(self) -> dict[str, str]:
+        with self.connect() as connection:
+            rows = connection.execute("SELECT seat_name, alias FROM seat_aliases").fetchall()
+        return {row["seat_name"]: row["alias"] for row in rows}
+
+    def save_seat_alias(self, seat_name: str, alias: str) -> None:
+        now = datetime.now().astimezone().isoformat(timespec="seconds")
+        with self.connect() as connection:
+            connection.execute(
+                """
+                INSERT INTO seat_aliases (seat_name, alias, updated_at)
+                VALUES (?, ?, ?)
+                ON CONFLICT(seat_name) DO UPDATE SET
+                    alias = excluded.alias,
+                    updated_at = excluded.updated_at
+                """,
+                (seat_name, alias, now),
+            )
+
+    def upsert_lhb_institutions(self, rows: list[dict[str, Any]]) -> int:
+        grouped: dict[tuple[str, str], dict[str, float | int]] = {}
+        for row in rows:
+            trade_date = str(row.get("trade_date") or "")
+            ts_code = str(row.get("ts_code") or "")
+            seat_name = str(row.get("exalter") or row.get("seat_name") or "")
+            if not trade_date or not ts_code or "机构专用" not in seat_name:
+                continue
+            group = grouped.setdefault(
+                (trade_date, ts_code),
+                {"net": 0.0, "buy": 0.0, "sell": 0.0, "seats": 0},
+            )
+            group["net"] = float(group["net"]) + float(row.get("net_buy") or row.get("net_amount") or 0)
+            group["buy"] = float(group["buy"]) + float(row.get("buy") or row.get("buy_amount") or 0)
+            group["sell"] = float(group["sell"]) + float(row.get("sell") or row.get("sell_amount") or 0)
+            group["seats"] = int(group["seats"]) + 1
+        values = [
+            (trade_date, ts_code, item["net"], item["buy"], item["sell"], item["seats"])
+            for (trade_date, ts_code), item in grouped.items()
+        ]
+        with self.connect() as connection:
+            connection.executemany(
+                """
+                INSERT INTO lhb_institution_daily
+                    (trade_date, ts_code, net_buy_amount, buy_amount, sell_amount, seat_count)
+                VALUES (?, ?, ?, ?, ?, ?)
+                ON CONFLICT(trade_date, ts_code) DO UPDATE SET
+                    net_buy_amount=excluded.net_buy_amount,
+                    buy_amount=excluded.buy_amount,
+                    sell_amount=excluded.sell_amount,
+                    seat_count=excluded.seat_count
+                """,
+                values,
+            )
+        return len(values)