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qlib/backend/app/infrastructure/data_sources/failover.py
T
Simon 23972e7063 feat: 股息率案例口径 + 策略库与图表统一 + 回测存档完整化
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)。
2026-09-20 07:31:04 +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_status: str = "L") -> list:
return self._with_failover(
"get_stock_basic",
primary_call=lambda: self.primary.get_stock_basic(list_status),
fallback_call=lambda: self.fallback.get_stock_basic(list_status),
)
def get_name_changes(self, start: date, end: date) -> list:
return self._with_failover(
"get_name_changes",
start=start,
end=end,
primary_call=lambda: self.primary.get_name_changes(start, end),
fallback_call=lambda: self.fallback.get_name_changes(start, end),
)
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_index_weight(self, index_code: str) -> list:
return self._with_failover(
"get_index_weight",
primary_call=lambda: self.primary.get_index_weight(index_code),
fallback_call=lambda: self.fallback.get_index_weight(index_code),
)
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),
)
def get_daily_basic(self, trade_date: date) -> list:
"""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。"""
return self._with_failover(
"get_daily_basic",
start=trade_date,
end=trade_date,
primary_call=lambda: self.primary.get_daily_basic(trade_date),
fallback_call=(
(lambda: self.fallback.get_daily_basic(trade_date))
if self.fallback is not None
else None
),
)
# ---- 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