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:
Simon
2026-09-06 16:59:28 +08:00
parent 7a89d97c0b
commit 2da234220a
23 changed files with 2666 additions and 1 deletions
@@ -3,3 +3,12 @@
新增表流程(AGENT.md §12):Model → Alembic Migration → Test。
模型统一继承 infra.persistence.sqlalchemy.base.Base。
"""
from app.infrastructure.persistence.sqlalchemy.models.market import ( # noqa: F401
AdjustFactorModel,
FinancialIndicatorModel,
StockDailyModel,
StockModel,
SyncLogModel,
TradingCalendarModel,
)
@@ -0,0 +1,112 @@
"""Phase 1 市场数据表模型(SQLAlchemy 2.x 声明式)。
列名与 domain.entities.market 字段一一对应,便于 Repository 双向映射。
Decimal 字段用 Numeric:SQLite 以浮点近似存储,未来 MySQL 下精确。
"""
from __future__ import annotations
from datetime import date, datetime
from decimal import Decimal
from sqlalchemy import (
BigInteger,
Boolean,
Date,
DateTime,
Integer,
Numeric,
String,
UniqueConstraint,
)
from sqlalchemy.orm import Mapped, mapped_column
from app.infrastructure.persistence.sqlalchemy.base import Base
# SQLite 只对 INTEGER PRIMARY KEY 自增;MySQL 下用 BIGINT
PK_INT = BigInteger().with_variant(Integer, "sqlite")
SYMBOL_LEN = 12
class StockModel(Base):
__tablename__ = "stock"
id: Mapped[int] = mapped_column(primary_key=True)
symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), unique=True, index=True)
name: Mapped[str] = mapped_column(String(64))
industry: Mapped[str | None] = mapped_column(String(64), nullable=True)
area: Mapped[str | None] = mapped_column(String(32), nullable=True)
market: Mapped[str | None] = mapped_column(String(16), nullable=True)
exchange: Mapped[str | None] = mapped_column(String(8), nullable=True)
list_date: Mapped[date] = mapped_column(Date)
delist_date: Mapped[date | None] = mapped_column(Date, nullable=True)
status: Mapped[str] = mapped_column(String(8), default="L")
class TradingCalendarModel(Base):
__tablename__ = "trading_calendar"
id: Mapped[int] = mapped_column(primary_key=True)
calendar_date: Mapped[date] = mapped_column(Date, unique=True, index=True)
is_open: Mapped[bool] = mapped_column(Boolean, default=True)
class StockDailyModel(Base):
"""不复权日线。"""
__tablename__ = "stock_daily"
__table_args__ = (UniqueConstraint("symbol", "trade_date", name="uq_daily_symbol_date"),)
id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
trade_date: Mapped[date] = mapped_column(Date, index=True)
open: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
high: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
low: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
close: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
volume: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
amount: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
class AdjustFactorModel(Base):
__tablename__ = "adjust_factor"
__table_args__ = (UniqueConstraint("symbol", "trade_date", name="uq_adj_symbol_date"),)
id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
trade_date: Mapped[date] = mapped_column(Date, index=True)
factor: Mapped[Decimal] = mapped_column(Numeric(20, 6))
class FinancialIndicatorModel(Base):
"""财务指标快照 —— report_date(报告期) 与 announce_date(公告日) 并存。"""
__tablename__ = "financial_indicator"
__table_args__ = (
UniqueConstraint("symbol", "report_date", "announce_date", name="uq_fin_sym_rep_ann"),
)
id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
report_date: Mapped[date] = mapped_column(Date, index=True)
announce_date: Mapped[date] = mapped_column(Date, index=True)
eps: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
roe: Mapped[Decimal | None] = mapped_column(Numeric(10, 4), nullable=True)
total_revenue: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
net_profit: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
gross_margin: Mapped[Decimal | None] = mapped_column(Numeric(10, 4), nullable=True)
class SyncLogModel(Base):
__tablename__ = "sync_log"
id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
source: Mapped[str] = mapped_column(String(16), index=True)
api: Mapped[str] = mapped_column(String(32))
request_time: Mapped[datetime] = mapped_column(DateTime)
success: Mapped[bool] = mapped_column(Boolean)
failure_reason: Mapped[str | None] = mapped_column(String(500), nullable=True)
row_count: Mapped[int] = mapped_column(default=0)
data_start: Mapped[date | None] = mapped_column(Date, nullable=True)
data_end: Mapped[date | None] = mapped_column(Date, nullable=True)