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
This commit is contained in:
@@ -11,6 +11,7 @@ from logging.config import fileConfig
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from alembic import context
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from app.core.config import get_settings
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from app.infrastructure.persistence.sqlalchemy import models as _models # noqa: F401 —— 注册全部表
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from app.infrastructure.persistence.sqlalchemy.base import Base
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from sqlalchemy import engine_from_config, pool
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@@ -19,7 +20,11 @@ config = context.config
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if config.config_file_name is not None:
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fileConfig(config.config_file_name)
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config.set_main_option("sqlalchemy.url", get_settings().database_url)
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# alembic.ini 中显式 sqlalchemy.url 优先(测试/运维可注入);否则用应用配置
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_db_url = config.get_main_option("sqlalchemy.url")
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if not _db_url:
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_db_url = get_settings().database_url
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config.set_main_option("sqlalchemy.url", _db_url)
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target_metadata = Base.metadata
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+178
@@ -0,0 +1,178 @@
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"""phase1 market data tables
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Revision ID: e4d188250fb2
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Revises:
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Create Date: 2026-09-06 16:58:13.904265
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"""
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from __future__ import annotations
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from collections.abc import Sequence
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import sqlalchemy as sa
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from alembic import op
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revision: str = "e4d188250fb2"
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down_revision: str | None = None
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branch_labels: str | Sequence[str] | None = None
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depends_on: str | Sequence[str] | None = None
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def upgrade() -> None:
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# ### commands auto generated by Alembic - please adjust! ###
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op.create_table(
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"adjust_factor",
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sa.Column(
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"id",
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sa.BigInteger().with_variant(sa.Integer(), "sqlite"),
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autoincrement=True,
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nullable=False,
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),
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sa.Column("symbol", sa.String(length=12), nullable=False),
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sa.Column("trade_date", sa.Date(), nullable=False),
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sa.Column("factor", sa.Numeric(precision=20, scale=6), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("symbol", "trade_date", name="uq_adj_symbol_date"),
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)
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with op.batch_alter_table("adjust_factor", schema=None) as batch_op:
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batch_op.create_index(batch_op.f("ix_adjust_factor_symbol"), ["symbol"], unique=False)
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batch_op.create_index(
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batch_op.f("ix_adjust_factor_trade_date"), ["trade_date"], unique=False
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)
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op.create_table(
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"financial_indicator",
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sa.Column(
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"id",
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sa.BigInteger().with_variant(sa.Integer(), "sqlite"),
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autoincrement=True,
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nullable=False,
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),
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sa.Column("symbol", sa.String(length=12), nullable=False),
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sa.Column("report_date", sa.Date(), nullable=False),
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sa.Column("announce_date", sa.Date(), nullable=False),
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sa.Column("eps", sa.Numeric(precision=12, scale=4), nullable=True),
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sa.Column("roe", sa.Numeric(precision=10, scale=4), nullable=True),
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sa.Column("total_revenue", sa.Numeric(precision=24, scale=2), nullable=True),
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sa.Column("net_profit", sa.Numeric(precision=24, scale=2), nullable=True),
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sa.Column("gross_margin", sa.Numeric(precision=10, scale=4), nullable=True),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("symbol", "report_date", "announce_date", name="uq_fin_sym_rep_ann"),
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)
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with op.batch_alter_table("financial_indicator", schema=None) as batch_op:
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batch_op.create_index(
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batch_op.f("ix_financial_indicator_announce_date"), ["announce_date"], unique=False
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)
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batch_op.create_index(
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batch_op.f("ix_financial_indicator_report_date"), ["report_date"], unique=False
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)
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batch_op.create_index(batch_op.f("ix_financial_indicator_symbol"), ["symbol"], unique=False)
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op.create_table(
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"stock",
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sa.Column("id", sa.Integer(), nullable=False),
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sa.Column("symbol", sa.String(length=12), nullable=False),
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sa.Column("name", sa.String(length=64), nullable=False),
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sa.Column("industry", sa.String(length=64), nullable=True),
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sa.Column("area", sa.String(length=32), nullable=True),
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sa.Column("market", sa.String(length=16), nullable=True),
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sa.Column("exchange", sa.String(length=8), nullable=True),
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sa.Column("list_date", sa.Date(), nullable=False),
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sa.Column("delist_date", sa.Date(), nullable=True),
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sa.Column("status", sa.String(length=8), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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)
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with op.batch_alter_table("stock", schema=None) as batch_op:
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batch_op.create_index(batch_op.f("ix_stock_symbol"), ["symbol"], unique=True)
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op.create_table(
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"stock_daily",
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sa.Column(
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"id",
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sa.BigInteger().with_variant(sa.Integer(), "sqlite"),
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autoincrement=True,
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nullable=False,
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),
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sa.Column("symbol", sa.String(length=12), nullable=False),
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sa.Column("trade_date", sa.Date(), nullable=False),
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sa.Column("open", sa.Numeric(precision=12, scale=4), nullable=True),
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sa.Column("high", sa.Numeric(precision=12, scale=4), nullable=True),
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sa.Column("low", sa.Numeric(precision=12, scale=4), nullable=True),
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sa.Column("close", sa.Numeric(precision=12, scale=4), nullable=True),
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sa.Column("volume", sa.Numeric(precision=24, scale=2), nullable=True),
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sa.Column("amount", sa.Numeric(precision=24, scale=2), nullable=True),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("symbol", "trade_date", name="uq_daily_symbol_date"),
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)
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with op.batch_alter_table("stock_daily", schema=None) as batch_op:
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batch_op.create_index(batch_op.f("ix_stock_daily_symbol"), ["symbol"], unique=False)
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batch_op.create_index(batch_op.f("ix_stock_daily_trade_date"), ["trade_date"], unique=False)
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op.create_table(
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"sync_log",
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sa.Column(
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"id",
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sa.BigInteger().with_variant(sa.Integer(), "sqlite"),
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autoincrement=True,
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nullable=False,
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),
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sa.Column("source", sa.String(length=16), nullable=False),
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sa.Column("api", sa.String(length=32), nullable=False),
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sa.Column("request_time", sa.DateTime(), nullable=False),
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sa.Column("success", sa.Boolean(), nullable=False),
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sa.Column("failure_reason", sa.String(length=500), nullable=True),
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sa.Column("row_count", sa.Integer(), nullable=False),
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sa.Column("data_start", sa.Date(), nullable=True),
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sa.Column("data_end", sa.Date(), nullable=True),
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sa.PrimaryKeyConstraint("id"),
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)
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with op.batch_alter_table("sync_log", schema=None) as batch_op:
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batch_op.create_index(batch_op.f("ix_sync_log_source"), ["source"], unique=False)
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op.create_table(
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"trading_calendar",
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sa.Column("id", sa.Integer(), nullable=False),
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sa.Column("calendar_date", sa.Date(), nullable=False),
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sa.Column("is_open", sa.Boolean(), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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)
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with op.batch_alter_table("trading_calendar", schema=None) as batch_op:
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batch_op.create_index(
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batch_op.f("ix_trading_calendar_calendar_date"), ["calendar_date"], unique=True
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)
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# ### end Alembic commands ###
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def downgrade() -> None:
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# ### commands auto generated by Alembic - please adjust! ###
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with op.batch_alter_table("trading_calendar", schema=None) as batch_op:
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batch_op.drop_index(batch_op.f("ix_trading_calendar_calendar_date"))
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op.drop_table("trading_calendar")
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with op.batch_alter_table("sync_log", schema=None) as batch_op:
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batch_op.drop_index(batch_op.f("ix_sync_log_source"))
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op.drop_table("sync_log")
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with op.batch_alter_table("stock_daily", schema=None) as batch_op:
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batch_op.drop_index(batch_op.f("ix_stock_daily_trade_date"))
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batch_op.drop_index(batch_op.f("ix_stock_daily_symbol"))
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op.drop_table("stock_daily")
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with op.batch_alter_table("stock", schema=None) as batch_op:
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batch_op.drop_index(batch_op.f("ix_stock_symbol"))
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op.drop_table("stock")
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with op.batch_alter_table("financial_indicator", schema=None) as batch_op:
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batch_op.drop_index(batch_op.f("ix_financial_indicator_symbol"))
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batch_op.drop_index(batch_op.f("ix_financial_indicator_report_date"))
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batch_op.drop_index(batch_op.f("ix_financial_indicator_announce_date"))
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op.drop_table("financial_indicator")
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with op.batch_alter_table("adjust_factor", schema=None) as batch_op:
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batch_op.drop_index(batch_op.f("ix_adjust_factor_trade_date"))
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batch_op.drop_index(batch_op.f("ix_adjust_factor_symbol"))
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op.drop_table("adjust_factor")
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# ### end Alembic commands ###
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