Simon
442999f701
- financial 默认增量：按 A 股披露节奏判断已最新并跳过；--full 强制全量重拉 - Tushare fina_indicator 增加报告期窗口与 100 条/请求自动分页（修复老报告期静默截断） - 新浪兜底收紧为校验兜底：两源重叠历史一致才导入缺失键，行标记 source=sina； 财务可比字段取 eps/销售毛利率（ROE 两端口径不同不作依据），日线只比较最近重叠交易日 - CLI 输出逐只进度与导入内容描述（来源/行数/报告期与公告区间），失败股票留待重跑 - financial_indicator 增 source 列（迁移 d3f6c9a21b04）；新增一致性/分页/服务测试
426 lines
18 KiB
Python
426 lines
18 KiB
Python
"""Phase 1 数据同步 CLI（Tushare 首选 → SQLite，新浪校验兜底）。
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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 # 财务指标（增量）
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uv run python -m app.cli.sync financial --all --full # 财务指标（强制全量重拉）
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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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增量与兜底：
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- daily --resume：从本地最新交易日续传（已有）；Tushare 失败时走新浪校验兜底，
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只有「两源重叠历史一致」才用新浪补本地缺失交易日（source=sina/前复权）。
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- financial：默认增量——本地已含最新应披露报告期则跳过；Tushare 失败时新浪
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数据须通过「两边一致」校验（重叠报告期 eps/销售毛利率逐期一致）才允许补入
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本地缺失键（source=sina）。失败股票留待下轮重跑补齐，不会静默导入未核验数据。
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- 每次拉取写入 sync_log 审计（来源 / 成功与否 / 行数 / 区间），禁止静默切源。
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本模块是组装层（composition root）：在此装配 Provider / Repository / Session，
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业务逻辑在 application.services.data_sync，业务层仍只依赖抽象。
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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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import time
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from datetime import date, datetime, timedelta
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from sqlalchemy import select
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from app.application.services.data_sync import (
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DailySymbolResult,
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FinancialSymbolResult,
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VerifiedDailySyncer,
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VerifiedFinancialSyncer,
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)
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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.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（basic/calendar 用；daily/financial 走校验兜底服务）。
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FailoverProvider 每次尝试写 sync_log（AGENT.md §7）。能力矩阵：新浪仅提供
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日线/财务，basic/calendar 新浪不支持 → 抛错保留单源语义，日志可见。
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"""
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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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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 _stock_names(session, symbols: list[str]) -> dict[str, str]:
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"""一次性取出股票名称（进度描述用）；批量查询避开 SQLite 变量上限。"""
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names: dict[str, str] = {}
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for i in range(0, len(symbols), 500):
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chunk = symbols[i : i + 500]
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rows = session.execute(
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select(StockModel.symbol, StockModel.name).where(StockModel.symbol.in_(chunk))
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)
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names.update({sym: nm for sym, nm in rows})
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return names
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def _warn_notes(notes: list[str]) -> None:
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for note in notes:
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print(f" [warn] {note}", file=sys.stderr)
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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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started = time.monotonic()
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n_ok = n_sina = n_failed = n_skip = 0
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rows_tushare = rows_sina = 0
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with _session_ctx() as session:
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names = _stock_names(session, symbols)
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audit = SqlAlchemySyncLogRepository(session).add
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syncer = VerifiedDailySyncer(
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primary=TushareProvider(token=get_settings().tushare_token),
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fallback=SinaProvider(),
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bars=SqlAlchemyDailyBarRepository(session),
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factors=SqlAlchemyAdjustFactorRepository(session),
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audit=audit,
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)
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bar_repo = SqlAlchemyDailyBarRepository(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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n_skip += 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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n_skip += 1 # 无待拉区间（如区间已含在本地）
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continue
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if getattr(args, "sleep", 0) > 0:
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time.sleep(args.sleep)
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res: DailySymbolResult = syncer.sync_symbol(symbol, begin, end)
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session.commit() # 逐只落库：中断/报错只丢当前一只，重跑增量续传
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if res.status == "ok":
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n_ok += 1
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rows_tushare += res.bars_written
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elif res.status == "sina":
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n_sina += 1
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rows_sina += res.bars_written
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elif res.status == "failed":
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n_failed += 1
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_warn_notes(res.notes)
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if i % 100 == 0:
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name = names.get(symbol, "")
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print(
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f" ... {i}/{len(symbols)} {symbol} {name}: "
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f"累计 tushare {rows_tushare} 根 + 新浪补缺 {rows_sina} 根；"
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f"成功 {n_ok} / 新浪 {n_sina} / 失败待重试 {n_failed}"
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)
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elapsed = time.monotonic() - started
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detail = (
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f"[daily] {len(symbols)} 只股票：成功 {n_ok} / 新浪校验补缺 {n_sina} / "
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f"已最新跳过 {n_skip} / 失败待重试 {n_failed}"
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)
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if args.resume:
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detail += f"（本地最新 {global_latest}）"
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detail += f"；写入 {rows_tushare} 根（tushare 不复权）+ {rows_sina} 根（sina 前复权），耗时 {elapsed:.0f}s"
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print(detail)
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return 0
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def _fin_progress_line(i: int, n: int, symbol: str, name: str, res: FinancialSymbolResult) -> str:
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"""financial 逐只进度行：结果 + 导入内容简单描述（报告期/公告区间、来源）。"""
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head = f"[financial {i}/{n}] {symbol} {name or ''}".rstrip()
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if res.status == "skip":
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return f"{head}：已最新，跳过（增量）"
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if res.status == "failed":
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return f"{head}：失败待重试（tushare 失败；新浪源 {'未通过校验' if res.source == 'sina' else '不可用'}）"
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if res.status == "sina":
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return (
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f"{head}：tushare 失败 → 新浪校验通过，补入 {res.written} 行（source=sina）"
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+ _fin_span(res)
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)
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# status == ok（tushare 成功）
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if res.written:
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updated = f"，覆盖更新 {res.updated} 行" if res.updated else ""
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return f"{head}：tushare 返回 {res.fetched} 行 → 新增 {res.written} 行{updated}" + _fin_span(res)
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return f"{head}：tushare 返回 {res.fetched} 行，均已在库，无新增"
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def _fin_span(res: FinancialSymbolResult) -> str:
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if not res.written or res.report_first is None:
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return ""
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if res.announce_first is None or res.announce_last is None:
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return ""
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return (
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f"；报告期 {res.report_first.isoformat()}~{res.report_last.isoformat()}"
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f"（公告 {res.announce_first.isoformat()}~{res.announce_last.isoformat()}）"
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)
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def cmd_financial(args) -> int:
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symbols = _symbols_of(args)
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started = time.monotonic()
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n_ok = n_sina = n_failed = n_skip = 0
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rows_tushare = rows_sina = 0
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with _session_ctx() as session:
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names = _stock_names(session, symbols)
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audit = SqlAlchemySyncLogRepository(session).add
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syncer = VerifiedFinancialSyncer(
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primary=TushareProvider(token=get_settings().tushare_token),
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fallback=SinaProvider(),
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repo=SqlAlchemyFinancialRepository(session),
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audit=audit,
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)
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for i, symbol in enumerate(symbols, start=1):
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if getattr(args, "sleep", 0) > 0:
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time.sleep(args.sleep)
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res: FinancialSymbolResult = syncer.sync_symbol(symbol, force_full=args.full)
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session.commit() # 逐只落库：中断只丢当前一只，重跑增量续传
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print(_fin_progress_line(i, len(symbols), symbol, names.get(symbol, ""), res))
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_warn_notes(res.notes)
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if res.status == "ok":
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n_ok += 1
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rows_tushare += res.written
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elif res.status == "sina":
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n_sina += 1
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rows_sina += res.written
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elif res.status == "failed":
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n_failed += 1
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elif res.status == "skip":
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n_skip += 1
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elapsed = time.monotonic() - started
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mode = "全量重拉(--full)" if args.full else "增量"
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print(
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f"[financial] 共 {len(symbols)} 只（{mode}）：成功 {n_ok} / 新浪校验兜底 {n_sina} / "
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f"已最新跳过 {n_skip} / 失败待重试 {n_failed}；"
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f"合计写入 {rows_tushare + rows_sina} 行（tushare {rows_tushare} + sina {rows_sina}），"
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f"耗时 {elapsed:.0f}s"
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)
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if n_failed:
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print(
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" [tip] 失败股票未写入未核验数据，重跑本命令即可续传补齐；"
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"若因频率超限，可用 --sleep 加大间隔（如 --sleep 60）分多次跑。",
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file=sys.stderr,
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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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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（Tushare 失败 → 新浪校验兜底补缺）")
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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）")
|
||
p_daily.add_argument("--resume", action="store_true", help="从本地最新交易日续传（增量）")
|
||
p_daily.add_argument(
|
||
"--sleep",
|
||
type=float,
|
||
default=0,
|
||
help="每只股票请求间隔秒数（限速时加大，如 1 或 60）",
|
||
)
|
||
p_daily.set_defaults(func=cmd_daily)
|
||
|
||
p_fin = sub.add_parser("financial", help="同步财务指标快照（默认增量；Tushare 失败 → 新浪校验兜底）")
|
||
p_fin.add_argument("--symbols", default="")
|
||
p_fin.add_argument("--all", action="store_true", help="遍历 stock 表全部股票")
|
||
p_fin.add_argument(
|
||
"--full",
|
||
action="store_true",
|
||
help="强制全量重拉并覆盖既有行（默认只补本地缺失/更新的报告期，已最新跳过）",
|
||
)
|
||
p_fin.add_argument(
|
||
"--sleep",
|
||
type=float,
|
||
default=0,
|
||
help="每只股票请求间隔秒数（限速时加大，如 1 或 60）",
|
||
)
|
||
p_fin.set_defaults(func=cmd_financial)
|
||
|
||
p_verify = sub.add_parser("verify", help="新浪交叉验证最新行情")
|
||
p_verify.add_argument("--symbol", required=True)
|
||
p_verify.set_defaults(func=cmd_verify)
|
||
|
||
p_export = sub.add_parser("export", help="日线按年导出 Parquet（data/parquet）")
|
||
p_export.add_argument("--years", default="", help="逗号分隔年份，留空导出全部")
|
||
p_export.set_defaults(func=cmd_export)
|
||
return parser
|
||
|
||
|
||
def main(argv: list[str] | None = None) -> int:
|
||
args = build_parser().parse_args(argv)
|
||
try:
|
||
return args.func(args)
|
||
except DataSourceError as exc:
|
||
print(f"[error] {exc}", file=sys.stderr)
|
||
return 1
|
||
except KeyboardInterrupt:
|
||
print("\n[interrupt] 已中止", file=sys.stderr)
|
||
return 130
|
||
|
||
|
||
if __name__ == "__main__":
|
||
raise SystemExit(main())
|