Files
qlib/backend/app/infrastructure/data_sources/failover.py
T
Simon 442999f701 feat(data): 财务/日线同步增量 + 新浪「两边一致」校验兜底 + 逐只进度
- 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
2026-09-08 21:48:09 +08:00

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"""Tushare → Sina Failover 包装(AGENT.md §7)。
规则:
- 优先 primary;primary 抛错时才尝试 fallback(避免对空结果做无谓兜底请求)
- fallback 不支持该 API(DataSourceNotSupported)或自身失败 → 抛 DataSourceError
- 每次尝试都写 SyncLog(source / 成功与否 / 行数 / 区间),禁止静默切换
"""
from __future__ import annotations
from collections.abc import Callable
from datetime import date
from typing import Any
from app.domain.entities.market import SyncLog
from app.domain.providers import MarketDataProvider
from app.infrastructure.data_sources.errors import DataSourceError, DataSourceNotSupported
class FailoverProvider:
"""以 primary 为主、fallback 为辅的 MarketDataProvider 实现。"""
name = "failover"
def __init__(
self,
primary: MarketDataProvider,
fallback: MarketDataProvider | None = None,
*,
audit: Callable[[SyncLog], None] | None = None,
) -> None:
self.primary = primary
self.fallback = fallback
self._audit = audit or (lambda _log: None)
# ---- 各 API 代理 ----
def get_stock_basic(self) -> list:
return self._with_failover(
"get_stock_basic",
primary_call=lambda: self.primary.get_stock_basic(),
fallback_call=lambda: self.fallback.get_stock_basic(),
)
def get_trade_cal(self, start: date, end: date) -> list:
return self._with_failover(
"get_trade_cal",
start=start,
end=end,
primary_call=lambda: self.primary.get_trade_cal(start, end),
fallback_call=lambda: self.fallback.get_trade_cal(start, end),
)
def get_daily(self, symbol: str, start: date, end: date) -> list:
return self._with_failover(
"get_daily",
start=start,
end=end,
primary_call=lambda: self.primary.get_daily(symbol, start, end),
fallback_call=lambda: self.fallback.get_daily(symbol, start, end),
)
def get_adjust_factor(self, symbol: str, start: date, end: date) -> list:
return self._with_failover(
"get_adjust_factor",
start=start,
end=end,
primary_call=lambda: self.primary.get_adjust_factor(symbol, start, end),
fallback_call=lambda: self.fallback.get_adjust_factor(symbol, start, end),
)
def get_financial(
self, symbol: str, start: date | None = None, end: date | None = None
) -> list:
return self._with_failover(
"get_financial",
start=start,
end=end,
primary_call=lambda: self.primary.get_financial(symbol, start, end),
fallback_call=lambda: self.fallback.get_financial(symbol, start, end),
)
# ---- 内部 ----
def _with_failover(
self,
api: str,
*,
primary_call: Callable[[], list],
fallback_call: Callable[[], list] | None = None,
start: date | None = None,
end: date | None = None,
) -> list:
try:
rows = primary_call()
except Exception as exc: # noqa: BLE001 —— 统一走审计
self._log(
source=self.primary.name,
api=api,
success=False,
reason=str(exc),
start=start,
end=end,
)
return self._try_fallback(api, fallback_call, start=start, end=end, primary_error=exc)
self._log(
source=self.primary.name,
api=api,
success=True,
row_count=_len(rows),
start=start,
end=end,
)
return rows
def _try_fallback(self, api, fallback_call, *, start, end, primary_error):
if fallback_call is None or self.fallback is None:
raise DataSourceError(
f"{self.primary.name}.{api} 失败且无备用源: {primary_error}"
) from primary_error
try:
rows = fallback_call()
except DataSourceNotSupported as exc:
self._log(
source=self.fallback.name,
api=api,
success=False,
reason=f"不支持: {exc}",
start=start,
end=end,
)
raise DataSourceError(
f"{self.primary.name}.{api} 失败,备用源不支持: {primary_error}"
) from primary_error
except Exception as exc: # noqa: BLE001
self._log(
source=self.fallback.name,
api=api,
success=False,
reason=str(exc),
start=start,
end=end,
)
raise DataSourceError(
f"主备数据源均失败: primary[{self.primary.name}]={primary_error} "
f"fallback[{self.fallback.name}]={exc}"
) from exc
self._log(
source=self.fallback.name,
api=api,
success=True,
row_count=_len(rows),
start=start,
end=end,
)
return rows
def _log(
self,
*,
source: str,
api: str,
success: bool,
reason: str | None = None,
row_count: int = 0,
start: date | None = None,
end: date | None = None,
) -> None:
self._audit(
SyncLog(
source=source,
api=api,
success=success,
failure_reason=reason,
row_count=row_count,
data_start=start,
data_end=end,
)
)
def _len(rows: Any) -> int:
return len(rows) if rows is not None else 0