Simon
2da234220a
- 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
113 lines
4.6 KiB
Python
113 lines
4.6 KiB
Python
"""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)
|