Simon
2da234220a
- domain：市场数据实体（Stock / 交易日历 / 日线 / 复权 / 财务含 announce_date）+ Repository 与 MarketDataProvider Protocol
- 数据源：TushareProvider（归一化、重试、鉴权错误归类）、SinaProvider（备用，明确前复权口径与能力边界）、FailoverProvider + SyncLog 审计（禁止静默切换）
- 持久化：SQLAlchemy 2.x Models + Repository 实现（按业务键幂等 upsert、as_of_date 防未来函数过滤）+ Alembic 迁移
- CLI：uv run python -m app.cli.sync {basic|calendar|daily|financial|verify}，支持 --resume 断点续传
- 真实 Tushare 验证：stock 5556 / 交易日历 366 / daily+factor 242 / 财务 55；sync_log 审计完整
- 测试：38 passed（domain / provider / failover / repository / 未来函数 / 迁移），ruff clean
102 lines
3.5 KiB
Python
102 lines
3.5 KiB
Python
"""新浪财经 Provider —— 备用数据源。
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能力边界（AGENT.md §5.2）：
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- 新浪日 K 接口返回**前复权**数据，口径与 Tushare 不复权不同，
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因此本 Provider 只用于「缺失/不可用时的行情参考与交叉验证」，
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不得把结果直接并入不复权主时序库（禁止静默混口径）。
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- 新浪不提供复权因子 / 财务指标 → 相应方法抛 DataSourceNotSupported。
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"""
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from __future__ import annotations
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import json
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import re
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import urllib.parse
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import urllib.request
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from datetime import date, datetime
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from decimal import Decimal
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from typing import Any
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from app.domain.entities.market import DailyBar
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from app.infrastructure.data_sources.errors import (
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DataSourceError,
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DataSourceNotSupported,
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)
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_KLINE_JSONP = (
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"https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20data=/CN_MarketDataService"
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".getKLineData?symbol={sina_symbol}&scale=240&ma=no&datalen={datalen}"
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)
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def _to_sina_symbol(symbol: str) -> str:
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"""600519.SH -> sh600519；000001.SZ -> sz000001。"""
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code, _, suffix = symbol.partition(".")
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prefix = {"SH": "sh", "SZ": "sz", "BJ": "bj"}.get(suffix.upper(), "sh")
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return f"{prefix}{code}"
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def _extract_jsonp(payload: str) -> list[dict[str, Any]]:
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match = re.search(r"=\s*(\[.*\])\s*$", payload.strip(), flags=re.DOTALL)
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if not match:
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raise DataSourceError("新浪行情返回格式无法解析")
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return json.loads(match.group(1))
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class SinaProvider:
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"""新浪财经备用数据源（仅日线参考 / 交叉验证）。"""
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name = "sina"
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def __init__(self, *, timeout: float = 10.0, urlopen=urllib.request.urlopen) -> None:
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self._timeout = timeout
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self._urlopen = urlopen
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def get_daily(self, symbol: str, start: date, end: date, datalen: int = 320) -> list[DailyBar]:
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"""拉取前复权日 K（新浪仅支持最近 datalen 个自然日窗口）。"""
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url = _KLINE_JSONP.format(sina_symbol=_to_sina_symbol(symbol), datalen=datalen)
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try:
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with self._urlopen(url, timeout=self._timeout) as resp:
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payload = resp.read().decode("utf-8", errors="replace")
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except Exception as exc: # noqa: BLE001
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raise DataSourceError(f"sina 请求失败: {exc}") from exc
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bars: list[DailyBar] = []
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for rec in _extract_jsonp(payload):
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day = datetime.strptime(rec["day"], "%Y-%m-%d").date()
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if day < start or day > end:
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continue
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bars.append(
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DailyBar(
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symbol=symbol,
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trade_date=day,
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open=_d(rec.get("open")),
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high=_d(rec.get("high")),
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low=_d(rec.get("low")),
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close=_d(rec.get("close")),
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volume=_d(rec.get("volume")),
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)
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)
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return bars
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def get_stock_basic(self):
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raise DataSourceNotSupported("新浪不提供股票基础信息列表")
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def get_trade_cal(self, start, end):
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raise DataSourceNotSupported("新浪不提供交易日历")
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def get_adjust_factor(self, symbol, start, end):
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raise DataSourceNotSupported("新浪不提供复权因子（返回数据为前复权口径）")
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def get_financial(self, symbol):
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raise DataSourceNotSupported("新浪不提供财务指标")
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def _d(value) -> Decimal | None:
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if value is None:
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return None
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try:
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return Decimal(str(value))
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except (ValueError, TypeError):
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return None
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