汇总三轮未提交的开发(每轮均在本机 MariaDB + 真实浏览器上验证):
1) 股息率案例(全市场股息率最高 n 只,默认 20,每 m 月择股)
- 新增日频估值表 daily_basic + 迁移;股息率因子(dv_ratio / dividend_yield / TTM)
- 名称历史表 stock_name_history:剔除 ST 按**择股日当时名称**判定,消除
「曾高股息后 ST」的股息陷阱(实测 3.70pp 偏差)
- 区间择股/调仓双周期(m 择股 / y 调仓)、指数成分与白名单、停牌近似剔除
- 复权因子口径核对(4,164,742 行、缺失 0.0%)、收盘价成交与涨跌停拦单
- 案例实测:2020-01-01~2026-09-04 总收益 +24.86%(年化 3.52%、回撤 -28.58%)
2) 策略库与前端统一
- strategy 表 + CRUD/PUT 原地更新 + `describe_strategy` 按 spec 真实推导
「一句话说明 + 计算公式 + 执行步骤 + 注意事项」(与引擎实执行规则同源)
- 任何出现股票代码处都成对显示名称且可点击进个股页
- 全站图表基座统一 TradingView Lightweight Charts(ECharts 依赖、
锁文件、组件与文档标注一并清除),买卖点标记只落在真实交易日上
3) 回测存档完整化(可往复查看)
- 同步端点(POST /api/backtests、/api/factor-tests)此前完全不落库 → 现在同样归档,
归档 id 经响应头 X-Experiment-Id 返回(不破坏 response_model)
- data_version 首次真实写入(数据快照指纹:最新交易日 + 各表规模)
- 个股收益曲线默认**全量保存**(此前硬截断 60 只);超出体积预算才裁剪,
并写 archive_meta(机器可读)+ unimplemented(人可读)如实标注
- 列表 kind/q 过滤 + X-Total-Count(此前 limit=50 静默截断)、DELETE 归档
- 只读归档页 /experiments/{id}(Server Component,SSR 直出**选股条件**与
**交易执行依据**);结果视图按 kind 分发(backtest/factor_test/selection),
非回测归档不套用回测口径
- 新增 CLI:prune_experiments(保留策略,默认 dry-run)、
restore_experiment_from_job(从 Job 副本按原 id 重建被删的历史归档,默认 dry-run)
门禁:pytest 388 passed、ruff All checks passed、tsc 0 错误、图表单测 7 passed、
next build 成功、契约脚本 verify_strategy_workspace 59/59(含按 kind 逐类验证归档页)。
214 lines
6.9 KiB
Python
214 lines
6.9 KiB
Python
"""Tushare → Sina Failover 包装(AGENT.md §7)。
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规则:
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- 优先 primary;primary 抛错时才尝试 fallback(避免对空结果做无谓兜底请求)
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- fallback 不支持该 API(DataSourceNotSupported)或自身失败 → 抛 DataSourceError
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- 每次尝试都写 SyncLog(source / 成功与否 / 行数 / 区间),禁止静默切换
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"""
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from __future__ import annotations
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from collections.abc import Callable
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from datetime import date
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from typing import Any
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from app.domain.entities.market import SyncLog
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from app.domain.providers import MarketDataProvider
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from app.infrastructure.data_sources.errors import DataSourceError, DataSourceNotSupported
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class FailoverProvider:
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"""以 primary 为主、fallback 为辅的 MarketDataProvider 实现。"""
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name = "failover"
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def __init__(
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self,
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primary: MarketDataProvider,
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fallback: MarketDataProvider | None = None,
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*,
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audit: Callable[[SyncLog], None] | None = None,
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) -> None:
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self.primary = primary
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self.fallback = fallback
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self._audit = audit or (lambda _log: None)
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# ---- 各 API 代理 ----
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def get_stock_basic(self, list_status: str = "L") -> list:
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return self._with_failover(
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"get_stock_basic",
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primary_call=lambda: self.primary.get_stock_basic(list_status),
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fallback_call=lambda: self.fallback.get_stock_basic(list_status),
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)
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def get_name_changes(self, start: date, end: date) -> list:
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return self._with_failover(
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"get_name_changes",
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start=start,
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end=end,
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primary_call=lambda: self.primary.get_name_changes(start, end),
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fallback_call=lambda: self.fallback.get_name_changes(start, end),
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)
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def get_trade_cal(self, start: date, end: date) -> list:
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return self._with_failover(
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"get_trade_cal",
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start=start,
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end=end,
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primary_call=lambda: self.primary.get_trade_cal(start, end),
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fallback_call=lambda: self.fallback.get_trade_cal(start, end),
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)
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def get_daily(self, symbol: str, start: date, end: date) -> list:
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return self._with_failover(
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"get_daily",
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start=start,
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end=end,
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primary_call=lambda: self.primary.get_daily(symbol, start, end),
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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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start=start,
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end=end,
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primary_call=lambda: self.primary.get_adjust_factor(symbol, start, end),
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fallback_call=lambda: self.fallback.get_adjust_factor(symbol, start, end),
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)
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def get_financial(
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self, symbol: str, start: date | None = None, end: date | None = None
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) -> list:
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return self._with_failover(
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"get_financial",
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start=start,
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end=end,
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primary_call=lambda: self.primary.get_financial(symbol, start, end),
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fallback_call=lambda: self.fallback.get_financial(symbol, start, end),
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)
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def get_daily_basic(self, trade_date: date) -> list:
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"""每日指标:新浪不支持本接口 → 主源失败时如实报错,不做假兜底。"""
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return self._with_failover(
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"get_daily_basic",
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start=trade_date,
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end=trade_date,
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primary_call=lambda: self.primary.get_daily_basic(trade_date),
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fallback_call=(
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(lambda: self.fallback.get_daily_basic(trade_date))
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if self.fallback is not None
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else None
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),
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)
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# ---- 内部 ----
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def _with_failover(
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self,
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api: str,
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*,
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primary_call: Callable[[], list],
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fallback_call: Callable[[], list] | None = None,
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start: date | None = None,
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end: date | None = None,
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) -> list:
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try:
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rows = primary_call()
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except Exception as exc: # noqa: BLE001 —— 统一走审计
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self._log(
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source=self.primary.name,
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api=api,
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success=False,
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reason=str(exc),
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start=start,
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end=end,
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)
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return self._try_fallback(api, fallback_call, start=start, end=end, primary_error=exc)
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self._log(
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source=self.primary.name,
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api=api,
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success=True,
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row_count=_len(rows),
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start=start,
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end=end,
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)
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return rows
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def _try_fallback(self, api, fallback_call, *, start, end, primary_error):
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if fallback_call is None or self.fallback is None:
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raise DataSourceError(
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f"{self.primary.name}.{api} 失败且无备用源: {primary_error}"
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) from primary_error
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try:
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rows = fallback_call()
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except DataSourceNotSupported as exc:
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self._log(
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source=self.fallback.name,
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api=api,
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success=False,
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reason=f"不支持: {exc}",
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start=start,
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end=end,
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)
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raise DataSourceError(
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f"{self.primary.name}.{api} 失败,备用源不支持: {primary_error}"
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) from primary_error
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except Exception as exc: # noqa: BLE001
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self._log(
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source=self.fallback.name,
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api=api,
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success=False,
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reason=str(exc),
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start=start,
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end=end,
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)
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raise DataSourceError(
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f"主备数据源均失败: primary[{self.primary.name}]={primary_error} "
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f"fallback[{self.fallback.name}]={exc}"
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) from exc
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self._log(
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source=self.fallback.name,
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api=api,
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success=True,
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row_count=_len(rows),
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start=start,
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end=end,
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)
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return rows
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def _log(
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self,
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*,
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source: str,
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api: str,
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success: bool,
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reason: str | None = None,
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row_count: int = 0,
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start: date | None = None,
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end: date | None = None,
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) -> None:
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self._audit(
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SyncLog(
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source=source,
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api=api,
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success=success,
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failure_reason=reason,
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row_count=row_count,
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data_start=start,
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data_end=end,
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)
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)
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def _len(rows: Any) -> int:
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return len(rows) if rows is not None else 0
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