optimize data fetching and database connection handling
This commit is contained in:
sam
parent
dce49058e5
commit
16112d264b
@ -2,8 +2,9 @@
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from __future__ import annotations
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import sqlite3
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from inspect import signature
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from datetime import date
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from typing import Callable, Dict, List, Optional, Sequence
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from typing import Callable, Dict, Iterable, List, Optional, Sequence
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from app.data.schema import initialize_database
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from app.utils.db import db_session
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@ -231,7 +232,7 @@ def ensure_data_coverage(
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advance("处理指数每日指标数据")
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ensure_index_dailybasic(start, end)
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date_cols = {
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date_cols: Dict[str, str] = {
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"daily_basic": "trade_date",
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"adj_factor": "trade_date",
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"stk_limit": "trade_date",
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@ -246,26 +247,68 @@ def ensure_data_coverage(
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"us_daily": "trade_date",
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}
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def _save_with_codes(table: str, fetch_fn) -> None:
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incremental_tables = {"daily_basic", "adj_factor", "stk_limit", "suspend"}
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expected_tables = {"daily_basic", "adj_factor", "stk_limit"}
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def _save_with_codes(
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table: str,
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fetch_fn,
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*,
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targets: Optional[Iterable[str]] = None,
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) -> None:
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date_col = date_cols.get(table, "trade_date")
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if codes:
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for code in codes:
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incremental = table in incremental_tables
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sig = signature(fetch_fn)
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has_ts_code = "ts_code" in sig.parameters
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has_skip = "skip_existing" in sig.parameters
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def _call_fetch(code: Optional[str] = None):
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kwargs: Dict[str, object] = {}
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if has_ts_code and code is not None:
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kwargs["ts_code"] = code
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if has_skip:
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kwargs["skip_existing"] = (not force) and incremental
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return fetch_fn(start, end, **kwargs)
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if targets is not None:
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target_iter = list(dict.fromkeys(targets))
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elif codes:
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target_iter = list(codes)
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else:
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target_iter = []
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if target_iter:
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if not has_ts_code:
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LOGGER.info("拉取 %s 表数据（全市场）%s-%s", table, start_str, end_str)
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rows = _call_fetch()
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save_records(table, rows)
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return
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for code in target_iter:
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if not force and _should_skip_range(table, date_col, start, end, code):
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LOGGER.info("表 %s 股票 %s 已覆盖 %s-%s，跳过", table, code, start_str, end_str)
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continue
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LOGGER.info("拉取 %s 表数据（股票：%s）%s-%s", table, code, start_str, end_str)
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rows = fetch_fn(start, end, ts_code=code, skip_existing=not force)
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rows = _call_fetch(code)
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save_records(table, rows)
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return
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if not force:
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if table == "suspend":
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needs_refresh = True
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else:
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needs_refresh = force or table == "suspend"
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if not force and table != "suspend":
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expected = expected_days if table in {"daily_basic", "adj_factor", "stk_limit"} else 0
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needs_refresh = _range_needs_refresh(table, date_col, start_str, end_str, expected)
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expected = expected_days if table in expected_tables else 0
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needs_refresh = _range_needs_refresh(
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table,
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date_col,
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start_str,
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end_str,
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expected_days=expected,
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)
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if not needs_refresh:
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LOGGER.info("表 %s 已覆盖 %s-%s，跳过", table, start_str, end_str)
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return
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LOGGER.info("拉取 %s 表数据（全市场）%s-%s", table, start_str, end_str)
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rows = fetch_fn(start, end, skip_existing=not force)
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rows = _call_fetch()
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save_records(table, rows)
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advance("处理日线基础指标数据")
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@ -288,43 +331,19 @@ def ensure_data_coverage(
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save_records("fut_basic", fetch_fut_basic())
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advance("拉取指数行情数据")
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for code in INDEX_CODES:
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if not force and _should_skip_range("index_daily", "trade_date", start, end, code):
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LOGGER.info("指数 %s 已覆盖 %s-%s，跳过", code, start_str, end_str)
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continue
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save_records("index_daily", fetch_index_daily(start, end, code))
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_save_with_codes("index_daily", fetch_index_daily, targets=INDEX_CODES)
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advance("拉取基金净值数据")
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fund_targets = tuple(dict.fromkeys(ETF_CODES + FUND_CODES))
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for code in fund_targets:
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if not force and _should_skip_range("fund_nav", "nav_date", start, end, code):
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LOGGER.info("基金 %s 净值已覆盖 %s-%s，跳过", code, start_str, end_str)
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continue
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save_records("fund_nav", fetch_fund_nav(start, end, code))
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_save_with_codes("fund_nav", fetch_fund_nav, targets=fund_targets)
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advance("拉取期货/外汇行情数据")
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for code in FUTURE_CODES:
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if not force and _should_skip_range("fut_daily", "trade_date", start, end, code):
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LOGGER.info("期货 %s 已覆盖 %s-%s，跳过", code, start_str, end_str)
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continue
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save_records("fut_daily", fetch_fut_daily(start, end, code))
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for code in FX_CODES:
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if not force and _should_skip_range("fx_daily", "trade_date", start, end, code):
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LOGGER.info("外汇 %s 已覆盖 %s-%s，跳过", code, start_str, end_str)
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continue
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save_records("fx_daily", fetch_fx_daily(start, end, code))
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_save_with_codes("fut_daily", fetch_fut_daily, targets=FUTURE_CODES)
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_save_with_codes("fx_daily", fetch_fx_daily, targets=FX_CODES)
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advance("拉取港/美股行情数据（已暂时关闭）")
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for code in HK_CODES:
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if not force and _should_skip_range("hk_daily", "trade_date", start, end, code):
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LOGGER.info("港股 %s 已覆盖 %s-%s，跳过", code, start_str, end_str)
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continue
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save_records("hk_daily", fetch_hk_daily(start, end, code))
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for code in US_CODES:
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if not force and _should_skip_range("us_daily", "trade_date", start, end, code):
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LOGGER.info("美股 %s 已覆盖 %s-%s，跳过", code, start_str, end_str)
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continue
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save_records("us_daily", fetch_us_daily(start, end, code))
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_save_with_codes("hk_daily", fetch_hk_daily, targets=HK_CODES)
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_save_with_codes("us_daily", fetch_us_daily, targets=US_CODES)
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if progress_hook:
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progress_hook("数据覆盖检查完成", 1.0)
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@ -14,12 +14,14 @@ def get_connection(read_only: bool = False) -> sqlite3.Connection:
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db_path: Path = get_config().data_paths.database
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uri = f"file:{db_path}?mode={'ro' if read_only else 'rw'}"
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connect_kwargs = {"timeout": 30.0}
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if not db_path.exists() and not read_only:
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# Ensure directory exists before first write.
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db_path.parent.mkdir(parents=True, exist_ok=True)
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conn = sqlite3.connect(db_path)
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conn = sqlite3.connect(db_path, **connect_kwargs)
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else:
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conn = sqlite3.connect(uri, uri=True)
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conn = sqlite3.connect(uri, uri=True, **connect_kwargs)
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conn.execute("PRAGMA busy_timeout = 30000")
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conn.row_factory = sqlite3.Row
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return conn
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