feat(data): Tushare 限速退避 + 新浪兜底(财务 getFinanceReport2022 / 日K 前复权),source+adjust 口径标记
- TushareProvider:频率超限按指数退避重试(不再一次 200/min 即中断),最长等待 30s
- SinaProvider 重构(参考 cc-cursor 公开接口实现):
· 新增财务通道 CompanyFinanceService.getFinanceReport2022(source=gjzb) → FinancialIndicator
(report_date / announce_date=publish_date),与 Tushare fina_indicator schema 一致
· 日 K 保留 jsonp(前复权),统一 UA + 重试
· 不支持方法仍抛 DataSourceNotSupported(复权因子/交易日历/基础信息)
- FailoverProvider 现在可对 daily 与 financial 兜底(CLI _failover_provider 接 SinaProvider)
- DailyBar + stock_daily 表新增 source/adjust 列:新浪兜底行标记 sina/qfq,
Tushare 恢复后 --resume 按同键覆盖回不复权 → 两源格式一致且可追溯
- 迁移 91c4e27a03fb 已生成;执行需在全市场同步结束后:uv run alembic upgrade head
- 测试 34+ 项(新浪财务解析/格式一致/限速退避等)通过
This commit is contained in:
@@ -2,6 +2,7 @@
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from __future__ import annotations
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import json
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from datetime import date
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import pytest
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@@ -72,6 +73,84 @@ class TestCapabilities:
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with pytest.raises(DataSourceNotSupported):
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provider.get_stock_basic()
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with pytest.raises(DataSourceNotSupported):
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provider.get_adjust_factor("600519.SH", date(2024, 1, 1), date(2024, 1, 31))
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provider.get_trade_cal(date(2024, 1, 1), date(2024, 1, 31))
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with pytest.raises(DataSourceNotSupported):
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provider.get_adjust_factor("600519.SH", date(2024, 1, 1), date(2024, 1, 31))
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_FIN_PAYLOAD = json.dumps(
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{
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"result": {
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"data": {
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"report_date": [{"date_value": "2024-06-30"}, {"date_value": "2024-03-31"}],
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"report_list": {
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"2024-06-30": {
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"publish_date": "2024-08-31",
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"data": [
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{"item_title": "基本每股收益", "item_value": "1.23"},
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{"item_title": "净资产收益率(ROE)", "item_value": "15.5"},
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{"item_title": "净利润", "item_value": "1230000000"},
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],
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},
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"2024-03-31": {"publish_date": "", "data": []},
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},
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}
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}
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},
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ensure_ascii=False,
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)
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class _FinResp:
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def __enter__(self):
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return self
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def __exit__(self, *exc):
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return False
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def read(self):
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return _FIN_PAYLOAD.encode("utf-8")
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class TestFinancial:
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def test_parse_schema_parity_with_tushare(self) -> None:
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"""财务 schema 与 Tushare 对齐:report_date / announce_date / 指标。"""
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provider = SinaProvider(urlopen=lambda _req, **kw: _FinResp())
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rows = provider.get_financial("600519.SH")
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assert len(rows) == 1 # 无 publish_date 的行被跳过(防未来函数)
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row = rows[0]
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assert row.symbol == "600519.SH"
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assert row.report_date == date(2024, 6, 30)
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assert row.announce_date == date(2024, 8, 31)
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assert float(row.eps) == 1.23
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assert float(row.roe) == 15.5
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assert float(row.net_profit) == 1230000000
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# FinancialIndicator 校验能通过 → 格式与 Tushare 一致
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assert row.model_dump()["eps"] is not None
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def test_bad_structure_raises(self) -> None:
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class _BadResp(_FinResp):
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def read(self):
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return b'{"result": {}}'
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provider = SinaProvider(urlopen=lambda _req, **kw: _BadResp())
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try:
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provider.get_financial("600519.SH")
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except DataSourceError:
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return
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raise AssertionError("应抛 DataSourceError")
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class TestFormatParity:
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"""两源格式一致:统一 DailyBar schema,新浪兜底行带 source/adjust 标记。"""
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def test_sina_bar_marks_source_and_adjust(self) -> None:
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provider = SinaProvider(urlopen=lambda _url, **kw: _FakeResp())
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bars = provider.get_daily("600519.SH", date(2024, 8, 30), date(2024, 8, 30))
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assert len(bars) == 1
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bar = bars[0]
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assert bar.source == "sina"
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assert bar.adjust == "qfq" # 新浪为前复权,与 Tushare 不复权主口径区分
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# 与 Tushare 同 schema:必备字段齐全
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assert bar.symbol == "600519.SH"
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assert bar.close is not None
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@@ -148,3 +148,24 @@ class TestCall:
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def test_missing_token_rejected(self) -> None:
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with pytest.raises(DataSourceAuthenticationError, match="TUSHARE_TOKEN"):
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TushareProvider(token="")
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class TestRateLimitBackoff:
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def test_rate_limit_retries_with_sleep(self) -> None:
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"""频率超限:按退避等待后重试,最终抛错带原始信息(不当作鉴权错误)。"""
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import app.infrastructure.data_sources.tushare as ts_mod
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orig_sleep = ts_mod.time.sleep
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sleeps: list[float] = []
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ts_mod.time.sleep = lambda w: sleeps.append(w) # noqa: SLF001 —— 测试桩
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try:
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provider = _pro(
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error=RuntimeError("抱歉,您访问接口(adj_factor)频率超限(200次/分钟)"), retries=3
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)
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provider._rate_limit_wait = 0.1 # noqa: SLF001
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with pytest.raises(DataSourceError, match="频率超限"):
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provider.get_stock_basic()
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finally:
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ts_mod.time.sleep = orig_sleep
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assert len(provider._pro.calls) == 3 # noqa: SLF001 —— 完整重试 3 次
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assert len(sleeps) >= 2
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