Simon
56254172b3
- 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
293 lines
12 KiB
Python
293 lines
12 KiB
Python
"""Phase 1 数据同步 CLI（Tushare 首选 → SQLite）。
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用法（cd backend）：
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uv run python -m app.cli.sync basic
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uv run python -m app.cli.sync calendar --start 20240101 --end 20241231
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uv run python -m app.cli.sync daily --symbols 600519.SH,000001.SZ --start 20240101
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uv run python -m app.cli.sync daily --all --start 20240101 # 全市场
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uv run python -m app.cli.sync financial --all
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uv run python -m app.cli.sync verify --symbol 600519.SH # 新浪交叉验证
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本模块是组装层（composition root）：在此装配 Provider / Repository / Session，
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业务层代码仍只依赖抽象（domain.repositories / domain.providers）。
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"""
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from __future__ import annotations
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import argparse
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import sys
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from datetime import date, datetime, timedelta
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from sqlalchemy import select
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from app.core.config import get_settings
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from app.infrastructure.data_sources.errors import DataSourceError
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from app.infrastructure.data_sources.failover import FailoverProvider
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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.market_impl import (
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SqlAlchemyAdjustFactorRepository,
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SqlAlchemyDailyBarRepository,
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SqlAlchemyFinancialRepository,
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SqlAlchemyStockRepository,
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SqlAlchemySyncLogRepository,
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SqlAlchemyTradingCalendarRepository,
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)
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from app.infrastructure.persistence.sqlalchemy.session import SessionLocal
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_DATE_FMT = "%Y%m%d"
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def _parse_day(text: str) -> date:
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return datetime.strptime(text, _DATE_FMT).date()
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def _failover_provider(session):
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"""Tushare 首选 + 新浪兜底（FailoverProvider 每次尝试写 sync_log，AGENT.md §7）。
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能力矩阵：新浪仅提供日线（前复权，标记 source=sina/adjust=qfq）；其余接口
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（adj_factor/financial/basic/calendar）新浪不支持 → 抛错保留单源语义，日志可见。
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Tushare 恢复后重跑 --resume 会把新浪兜底日按同键覆盖回不复权口径。
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"""
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from app.infrastructure.data_sources.sina import SinaProvider
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audit_repo = SqlAlchemySyncLogRepository(session)
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primary = TushareProvider(token=get_settings().tushare_token)
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return FailoverProvider(primary, fallback=SinaProvider(), audit=audit_repo.add)
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def _session_ctx():
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return SessionLocal()
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def cmd_basic(args) -> int:
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with _session_ctx() as session:
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provider = _failover_provider(session)
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stocks = provider.get_stock_basic()
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repo = SqlAlchemyStockRepository(session)
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touched = repo.upsert_many(stocks)
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session.commit()
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print(f"[basic] 拉取 {len(stocks)} 只，落库 {touched} 条")
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return 0
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def cmd_calendar(args) -> int:
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start = _parse_day(args.start)
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end = _parse_day(args.end)
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with _session_ctx() as session:
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provider = _failover_provider(session)
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days = provider.get_trade_cal(start, end)
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repo = SqlAlchemyTradingCalendarRepository(session)
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touched = repo.upsert_many(days)
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session.commit()
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open_days = sum(1 for d in days if d.is_open)
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print(f"[calendar] {start}~{end} 共 {len(days)} 条（交易日 {open_days}），落库 {touched} 条")
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return 0
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def _symbols_of(args) -> list[str]:
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if getattr(args, "all", False):
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with _session_ctx() as session:
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symbols = list(session.scalars(select(StockModel.symbol).order_by(StockModel.symbol)))
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if not symbols:
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print("[error] stock 表为空，请先运行：python -m app.cli.sync basic")
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sys.exit(2)
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return symbols
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return [s.strip() for s in args.symbols.split(",") if s.strip()]
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def cmd_daily(args) -> int:
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from sqlalchemy import func
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from app.infrastructure.persistence.sqlalchemy.models.market import StockDailyModel
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symbols = _symbols_of(args)
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start = _parse_day(args.start) if args.start else date(2005, 1, 1)
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end = _parse_day(args.end) if args.end else date.today()
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total = 0
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skipped = 0
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with _session_ctx() as session:
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provider = _failover_provider(session)
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bar_repo = SqlAlchemyDailyBarRepository(session)
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factor_repo = SqlAlchemyAdjustFactorRepository(session)
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# 增量基准：本地数据已到该日期即视为「已最新」，resume 时不再调 API
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global_latest = (
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session.scalar(select(func.max(StockDailyModel.trade_date))) if args.resume else None
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)
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for i, symbol in enumerate(symbols, start=1):
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begin = start
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if args.resume:
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latest = bar_repo.latest_date(symbol)
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if latest is not None:
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if global_latest is not None and latest >= global_latest:
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skipped += 1 # 已同步到本地最新交易日，无需续拉
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continue
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begin = max(begin, latest + timedelta(days=1))
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if begin > end:
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skipped += 1 # 无待拉区间（如区间已含在本地）
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continue
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try:
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bars = provider.get_daily(symbol, begin, end)
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factors = provider.get_adjust_factor(symbol, begin, end)
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bar_repo.upsert_many(bars)
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factor_repo.upsert_many(factors)
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total += len(bars)
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if i % 100 == 0:
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session.commit()
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print(f" ... {i}/{len(symbols)} {symbol} 累计 {total} 根")
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except DataSourceError as exc:
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print(f" [warn] {symbol} 拉取失败: {exc}", file=sys.stderr)
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session.commit()
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detail = f"[daily] {len(symbols)} 只股票合计写入 {total} 根日线（含复权因子）"
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if args.resume:
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detail += f"；增量跳过（已最新）{skipped} 只（本地最新 {global_latest}）"
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print(detail)
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return 0
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def cmd_financial(args) -> int:
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symbols = _symbols_of(args)
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total = 0
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with _session_ctx() as session:
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provider = _failover_provider(session)
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fin_repo = SqlAlchemyFinancialRepository(session)
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for symbol in symbols:
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rows = provider.get_financial(symbol)
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fin_repo.upsert_many(rows)
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total += len(rows)
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session.commit()
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print(f"[financial] {len(symbols)} 只股票合计写入 {total} 条财务指标快照")
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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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注意：新浪为前复权口径，数值不直接等于本地不复权收盘，
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本命令仅用于确认新浪可用性 / 最新交易日，不把新浪数据并入主库。
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"""
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from app.infrastructure.persistence.sqlalchemy.repositories.market_impl import (
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SqlAlchemyDailyBarRepository,
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)
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sina = SinaProvider()
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end = date.today()
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start = end - timedelta(days=20)
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try:
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bars = sina.get_daily(args.symbol, start, end)
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except DataSourceError as exc:
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print(f"[verify] 新浪不可用: {exc}", file=sys.stderr)
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return 1
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if not bars:
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print(f"[verify] 新浪最近无数据（{args.symbol}）")
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return 1
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latest = max(bars, key=lambda b: b.trade_date)
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with _session_ctx() as session:
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local = SqlAlchemyDailyBarRepository(session).latest_date(args.symbol)
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print(
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f"[verify] {args.symbol}: 新浪最新 {latest.trade_date} 收盘(前复权) {latest.close}；"
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f"本地最新交易日 {local}"
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)
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return 0
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def cmd_export(args) -> int:
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"""把 SQLite 日线按年导出为 Parquet（data/parquet/stock_daily/<year>.parquet）。"""
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from pathlib import Path
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import pandas as pd
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from app.infrastructure.persistence.sqlalchemy.models.market import StockDailyModel
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settings = get_settings()
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out_root = settings.storage.get("parquet_dir") or Path("data/parquet")
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out_root.mkdir(parents=True, exist_ok=True)
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total = 0
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years = [int(y) for y in (args.years or "").split(",") if y.strip()] or None
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with _session_ctx() as session:
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all_bars = session.execute(
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select(StockDailyModel).order_by(StockDailyModel.trade_date)
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).scalars()
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frame = pd.DataFrame(
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[
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{
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"symbol": b.symbol,
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"trade_date": b.trade_date,
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"open": float(b.open) if b.open is not None else None,
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"high": float(b.high) if b.high is not None else None,
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"low": float(b.low) if b.low is not None else None,
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"close": float(b.close) if b.close is not None else None,
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"volume": float(b.volume) if b.volume is not None else None,
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"amount": float(b.amount) if b.amount is not None else None,
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}
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for b in all_bars
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]
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)
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if frame.empty:
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print("[export] 无日线数据，请先运行 sync daily")
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return 0
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frame["trade_date"] = pd.to_datetime(frame["trade_date"])
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out_dir = out_root / "stock_daily"
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out_dir.mkdir(parents=True, exist_ok=True)
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for year, group in frame.groupby(frame["trade_date"].dt.year):
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if years and int(year) not in years:
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continue
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path = out_dir / f"{year}.parquet"
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group.sort_values(["symbol", "trade_date"]).to_parquet(path, index=False)
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total += len(group)
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print(f"[export] {year} → {path}（{len(group)} 行）")
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print(f"[export] 合计 {total} 行 → {out_dir}")
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return 0
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def build_parser() -> argparse.ArgumentParser:
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parser = argparse.ArgumentParser(prog="app.cli.sync", description="Tushare 数据同步 CLI")
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sub = parser.add_subparsers(dest="command", required=True)
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p_basic = sub.add_parser("basic", help="同步股票基础信息")
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p_basic.set_defaults(func=cmd_basic)
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p_cal = sub.add_parser("calendar", help="同步交易日历")
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p_cal.add_argument("--start", required=True, help="YYYYMMDD")
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p_cal.add_argument("--end", required=True, help="YYYYMMDD")
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p_cal.set_defaults(func=cmd_calendar)
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p_daily = sub.add_parser("daily", help="同步日线与复权因子")
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p_daily.add_argument("--symbols", default="", help="600519.SH,000001.SZ")
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p_daily.add_argument("--all", action="store_true", help="遍历 stock 表全部股票")
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p_daily.add_argument("--start", default="", help="YYYYMMDD（默认 20050101）")
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p_daily.add_argument("--end", default="", help="YYYYMMDD（默认今天）")
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p_daily.add_argument("--resume", action="store_true", help="从本地最新交易日续传")
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p_daily.set_defaults(func=cmd_daily)
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p_fin = sub.add_parser("financial", help="同步财务指标快照")
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p_fin.add_argument("--symbols", default="")
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p_fin.add_argument("--all", action="store_true")
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p_fin.set_defaults(func=cmd_financial)
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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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p_export = sub.add_parser("export", help="日线按年导出 Parquet（data/parquet）")
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p_export.add_argument("--years", default="", help="逗号分隔年份，留空导出全部")
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p_export.set_defaults(func=cmd_export)
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return parser
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def main(argv: list[str] | None = None) -> int:
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args = build_parser().parse_args(argv)
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try:
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return args.func(args)
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except DataSourceError as exc:
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print(f"[error] {exc}", file=sys.stderr)
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return 1
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except KeyboardInterrupt:
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print("\n[interrupt] 已中止", file=sys.stderr)
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return 130
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if __name__ == "__main__":
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raise SystemExit(main())
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