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
2026-09-06 16:59:28 +08:00
parent 7a89d97c0b
commit 2da234220a
23 changed files with 2666 additions and 1 deletions
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+"""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)