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
115 lines
4.8 KiB
Python
115 lines
4.8 KiB
Python
"""Phase 1 市场数据表模型（SQLAlchemy 2.x 声明式）。
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列名与 domain.entities.market 字段一一对应，便于 Repository 双向映射。
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Decimal 字段用 Numeric：SQLite 以浮点近似存储，未来 MySQL 下精确。
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"""
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from __future__ import annotations
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from datetime import date, datetime
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from decimal import Decimal
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from sqlalchemy import (
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BigInteger,
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Boolean,
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Date,
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DateTime,
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Integer,
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Numeric,
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String,
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UniqueConstraint,
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)
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from sqlalchemy.orm import Mapped, mapped_column
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from app.infrastructure.persistence.sqlalchemy.base import Base
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# SQLite 只对 INTEGER PRIMARY KEY 自增；MySQL 下用 BIGINT
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PK_INT = BigInteger().with_variant(Integer, "sqlite")
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SYMBOL_LEN = 12
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class StockModel(Base):
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__tablename__ = "stock"
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id: Mapped[int] = mapped_column(primary_key=True)
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symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), unique=True, index=True)
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name: Mapped[str] = mapped_column(String(64))
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industry: Mapped[str | None] = mapped_column(String(64), nullable=True)
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area: Mapped[str | None] = mapped_column(String(32), nullable=True)
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market: Mapped[str | None] = mapped_column(String(16), nullable=True)
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exchange: Mapped[str | None] = mapped_column(String(8), nullable=True)
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list_date: Mapped[date] = mapped_column(Date)
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delist_date: Mapped[date | None] = mapped_column(Date, nullable=True)
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status: Mapped[str] = mapped_column(String(8), default="L")
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class TradingCalendarModel(Base):
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__tablename__ = "trading_calendar"
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id: Mapped[int] = mapped_column(primary_key=True)
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calendar_date: Mapped[date] = mapped_column(Date, unique=True, index=True)
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is_open: Mapped[bool] = mapped_column(Boolean, default=True)
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class StockDailyModel(Base):
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"""不复权日线。"""
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__tablename__ = "stock_daily"
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__table_args__ = (UniqueConstraint("symbol", "trade_date", name="uq_daily_symbol_date"),)
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id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
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symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
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trade_date: Mapped[date] = mapped_column(Date, index=True)
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source: Mapped[str] = mapped_column(String(16), default="tushare", server_default="tushare")
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adjust: Mapped[str] = mapped_column(String(8), default="none", server_default="none")
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open: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
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high: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
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low: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
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close: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
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volume: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
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amount: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
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class AdjustFactorModel(Base):
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__tablename__ = "adjust_factor"
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__table_args__ = (UniqueConstraint("symbol", "trade_date", name="uq_adj_symbol_date"),)
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id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
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symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
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trade_date: Mapped[date] = mapped_column(Date, index=True)
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factor: Mapped[Decimal] = mapped_column(Numeric(20, 6))
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class FinancialIndicatorModel(Base):
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"""财务指标快照 —— report_date(报告期) 与 announce_date(公告日) 并存。"""
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__tablename__ = "financial_indicator"
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__table_args__ = (
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UniqueConstraint("symbol", "report_date", "announce_date", name="uq_fin_sym_rep_ann"),
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)
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id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
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symbol: Mapped[str] = mapped_column(String(SYMBOL_LEN), index=True)
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report_date: Mapped[date] = mapped_column(Date, index=True)
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announce_date: Mapped[date] = mapped_column(Date, index=True)
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eps: Mapped[Decimal | None] = mapped_column(Numeric(12, 4), nullable=True)
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roe: Mapped[Decimal | None] = mapped_column(Numeric(10, 4), nullable=True)
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total_revenue: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
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net_profit: Mapped[Decimal | None] = mapped_column(Numeric(24, 2), nullable=True)
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gross_margin: Mapped[Decimal | None] = mapped_column(Numeric(10, 4), nullable=True)
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class SyncLogModel(Base):
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__tablename__ = "sync_log"
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id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
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source: Mapped[str] = mapped_column(String(16), index=True)
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api: Mapped[str] = mapped_column(String(32))
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request_time: Mapped[datetime] = mapped_column(DateTime)
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success: Mapped[bool] = mapped_column(Boolean)
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failure_reason: Mapped[str | None] = mapped_column(String(500), nullable=True)
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row_count: Mapped[int] = mapped_column(default=0)
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data_start: Mapped[date | None] = mapped_column(Date, nullable=True)
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data_end: Mapped[date | None] = mapped_column(Date, nullable=True)
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