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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@@ -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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