feat(backend): Phase 1 数据层 — Domain / Provider / Failover 审计 + 持久化 + 同步 CLI
- domain:市场数据实体(Stock / 交易日历 / 日线 / 复权 / 财务含 announce_date)+ Repository 与 MarketDataProvider Protocol
- 数据源:TushareProvider(归一化、重试、鉴权错误归类)、SinaProvider(备用,明确前复权口径与能力边界)、FailoverProvider + SyncLog 审计(禁止静默切换)
- 持久化:SQLAlchemy 2.x Models + Repository 实现(按业务键幂等 upsert、as_of_date 防未来函数过滤)+ Alembic 迁移
- CLI:uv run python -m app.cli.sync {basic|calendar|daily|financial|verify},支持 --resume 断点续传
- 真实 Tushare 验证:stock 5556 / 交易日历 366 / daily+factor 242 / 财务 55;sync_log 审计完整
- 测试:38 passed(domain / provider / failover / repository / 未来函数 / 迁移),ruff clean
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"""MarketDataProvider(数据源抽象)。
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业务层只依赖本 Protocol(AGENT.md §6),禁止在业务代码中 import
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tushare / 新浪实现。数据源一律返回 domain.entities 中的归一化实体。
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"""
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from __future__ import annotations
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from datetime import date
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from typing import Protocol
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from app.domain.entities.market import (
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AdjustFactor,
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DailyBar,
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FinancialIndicator,
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Stock,
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TradingCalendar,
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)
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class MarketDataProvider(Protocol):
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"""统一市场数据源接口。
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实现约定:
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- get_daily 返回**不复权**行情(复权经 AdjustFactor 显式计算,禁止静默改口径)
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- get_financial 返回带 announce_date 的指标,供上层按 as_of 过滤
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- 实现不得抛出裸连接异常以外的噪音;业务错误应转为 DataSourceError
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"""
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name: str
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def get_stock_basic(self) -> list[Stock]: ...
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def get_trade_cal(self, start: date, end: date) -> list[TradingCalendar]: ...
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def get_daily(self, symbol: str, start: date, end: date) -> list[DailyBar]: ...
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def get_adjust_factor(self, symbol: str, start: date, end: date) -> list[AdjustFactor]: ...
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def get_financial(self, symbol: str) -> list[FinancialIndicator]: ...
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