feat(data): B1-2 指数成分同步(Provider + CLI sync index_weight)
- MarketDataProvider.get_index_weight(协议);Tushare 实现 normalize_index_weight + get_index_weight(ts_code=... 全历史成分权重);Sina 抛 DataSourceNotSupported; FailoverProvider 代理并审计每次尝试 - CLI:sync index_weight --code 000300.SH(拉取→幂等落库 index_weight→打印最新快照; 失败走 sync_log 审计并返回非零) - tests:Tushare 映射与调用(FakePro)、Failover 主源单源语义(新浪不支持被审计); 全量 pytest 通过
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@@ -41,6 +41,9 @@ from app.infrastructure.data_sources.errors import DataSourceError
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from app.infrastructure.data_sources.sina import SinaProvider
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from app.infrastructure.data_sources.tushare import TushareProvider
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from app.infrastructure.persistence.sqlalchemy.models.market import StockModel
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from app.infrastructure.persistence.sqlalchemy.repositories.index_impl import (
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SqlAlchemyIndexConstituentRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyAdjustFactorRepository,
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SqlAlchemyDailyBarRepository,
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@@ -277,6 +280,28 @@ def cmd_financial(args) -> int:
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return 0
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def cmd_index_weight(args) -> int:
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"""同步指数历史成分(Tushare index_weight;新浪不支持 → failover 审计留痕)。"""
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code = args.code
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with _session_ctx() as session:
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provider = _failover_provider(session)
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try:
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rows = provider.get_index_weight(code)
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except DataSourceError as exc:
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print(f"[index_weight] {code} 失败:{exc}")
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return 1
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repo = SqlAlchemyIndexConstituentRepository(session)
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touched = repo.upsert_many(rows)
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latest = repo.latest_date(code)
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session.commit()
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print(
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f"[index_weight] {code} 拉取 {len(rows)} 期成分行,落库 {touched} 条"
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f",最新快照 {latest}(as_of 查询见 Universe.index_code)"
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)
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return 0
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def cmd_verify(args) -> int:
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"""新浪交叉验证:取新浪最新前复权收盘,与本地最新交易日对照。
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@@ -399,6 +424,10 @@ def build_parser() -> argparse.ArgumentParser:
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)
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p_fin.set_defaults(func=cmd_financial)
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p_idx = sub.add_parser("index_weight", help="同步指数历史成分(如沪深300 000300.SH)")
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p_idx.add_argument("--code", required=True, help="指数代码,如 000300.SH / 000905.SH")
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p_idx.set_defaults(func=cmd_index_weight)
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p_verify = sub.add_parser("verify", help="新浪交叉验证最新行情")
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p_verify.add_argument("--symbol", required=True)
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p_verify.set_defaults(func=cmd_verify)
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@@ -9,6 +9,7 @@ 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.index import IndexWeight
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from app.domain.entities.market import (
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AdjustFactor,
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DailyBar,
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@@ -49,3 +50,9 @@ class MarketDataProvider(Protocol):
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start_date/end_date 参数,按报告期过滤);不传表示全量历史。
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新浪接口不支持按窗口拉取,提供方会忽略窗口后由调用方自行过滤。
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"""
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def get_index_weight(self, index_code: str) -> list[IndexWeight]:
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"""指数历史成分(含权重):每期成分快照 → IndexWeight(index_code, trade_date, symbol)。
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供 index_weight 同步与历史成分 Universe(v3 §9)。"""
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@@ -60,6 +60,13 @@ class FailoverProvider:
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fallback_call=lambda: self.fallback.get_daily(symbol, start, end),
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)
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def get_index_weight(self, index_code: str) -> list:
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return self._with_failover(
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"get_index_weight",
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primary_call=lambda: self.primary.get_index_weight(index_code),
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fallback_call=lambda: self.fallback.get_index_weight(index_code),
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)
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def get_adjust_factor(self, symbol: str, start: date, end: date) -> list:
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return self._with_failover(
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"get_adjust_factor",
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@@ -225,6 +225,9 @@ class SinaProvider:
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def get_stock_basic(self):
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raise DataSourceNotSupported("新浪不提供股票基础信息列表")
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def get_index_weight(self, index_code):
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raise DataSourceNotSupported("新浪不提供指数成分接口")
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def get_trade_cal(self, start, end):
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raise DataSourceNotSupported("新浪不提供交易日历")
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@@ -14,6 +14,7 @@ from datetime import date, datetime, timedelta
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from decimal import Decimal
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from typing import Any
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from app.domain.entities.index import IndexWeight
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from app.domain.entities.market import (
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AdjustFactor,
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DailyBar,
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@@ -96,6 +97,28 @@ class TushareProvider:
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for rec in records
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]
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@staticmethod
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def normalize_index_weight(
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records: list[dict[str, Any]], index_code_fallback: str = ""
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) -> list[IndexWeight]:
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"""index_weight 接口行 → IndexWeight(index_code/con_code/trade_date/weight)。"""
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out: list[IndexWeight] = []
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for rec in records:
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code = str(rec.get("index_code") or index_code_fallback or "")
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symbol = str(rec.get("con_code") or "")
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if not code or not symbol:
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continue
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out.append(
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IndexWeight(
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index_code=code,
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index_name=rec.get("index_name"),
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trade_date=_to_date(rec.get("trade_date")) or date.min,
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symbol=symbol,
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weight=_to_decimal(rec.get("weight")),
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)
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)
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return out
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@staticmethod
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def normalize_daily(records: list[dict[str, Any]]) -> list[DailyBar]:
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bars: list[DailyBar] = []
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@@ -224,6 +247,11 @@ class TushareProvider:
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_RATE_LIMIT_MARKERS = ("频率超限", "每分钟", "frequenc", "too many")
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def get_index_weight(self, index_code: str) -> list[IndexWeight]:
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"""指数成分(Tushare index_weight 全历史,ts_code 过滤)。"""
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records = self._call("index_weight", ts_code=index_code)
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return self.normalize_index_weight(records, index_code_fallback=index_code)
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def _call(self, api: str, **kwargs) -> list[dict[str, Any]]:
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"""带限速退避的调用:频率超限按指数退避(最长 _rate_limit_wait)等待后重试。"""
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last_error: Exception | None = None
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