refactor news data fetching and industry sentiment calculation

app/utils/data_access.py

@@ -11,14 +11,13 @@ from dataclasses import dataclass, field
 from datetime import date, datetime, timedelta
 from typing import Any, Callable, ClassVar, Dict, Iterable, List, Optional, Sequence, Set, Tuple
 
-import numpy as np
-
 from .config import get_config
 import types
 from .db import db_session
 from .logging import get_logger
 from app.core.indicators import momentum, normalize, rolling_mean, volatility
 from app.utils.db_query import BrokerQueryEngine
+from app.utils import alerts
 
 # 延迟导入，避免循环依赖
 collect_data_coverage = None
@@ -143,6 +142,14 @@ def _end_of_day(dt: datetime) -> str:
     return dt.strftime("%Y-%m-%d 23:59:59")
 
 
+def _iso_start_of_day(dt: datetime) -> str:
+    return dt.strftime("%Y-%m-%dT00:00:00+00:00")
+
+
+def _iso_end_of_day(dt: datetime) -> str:
+    return dt.strftime("%Y-%m-%dT23:59:59+00:00")
+
+
 def _coerce_date(value: object) -> Optional[date]:
     if value is None:
         return None
@@ -210,6 +217,7 @@ class DataBroker:
         self._coverage_cache = {}
         self._refresh = _RefreshCoordinator(self)
         self._query_engine = BrokerQueryEngine(db_session)
+        self._auto_update_warning_emitted = False
         if initialize_database is not None:
             initialize_database()  # 确保数据库已初始化
         else:
@@ -566,76 +574,167 @@ class DataBroker:
         self,
         ts_code: str,
         trade_date: str,
-        limit: int = 30
+        limit: int = 30,
+        lookback_days: int = 3,
     ) -> List[Dict[str, Any]]:
-        """获取新闻数据（简化实现）
+        """获取新闻数据切片。
-        
+
         Args:
             ts_code: 股票代码
-            trade_date: 交易日期
+            trade_date: 交易日期（YYYYMMDD/ISO）
             limit: 返回的新闻条数限制
-            
+            lookback_days: 回溯天数，用于拉取近几日新闻
-        Returns:
-            新闻数据列表，包含sentiment、heat、entities等字段
-        """
-        # TODO: 使用真实新闻数据库替换随机生成的占位数据
-        return [
-            {
-                "sentiment": np.random.uniform(-1, 1),
-                "heat": np.random.uniform(0, 1),
-                "entities": "股票,市场,投资"
-            }
-            for _ in range(min(limit, 5))
-        ]
 
-    def _lookup_industry(self, ts_code: str) -> Optional[str]:
-        """查找股票所属行业
-        
-        Args:
-            ts_code: 股票代码
-            
         Returns:
-            行业代码或名称，找不到时返回None
+            新闻数据列表，包含 sentiment、heat、entities 等字段
         """
-        # TODO: 替换为真实行业映射逻辑（当前仅为占位数据）
+        if not ts_code or limit <= 0:
-        industry_mapping = {
+            return []
-            "000001.SZ": "银行",
+        parsed_date = _parse_trade_date(trade_date)
-            "000002.SZ": "房地产",
+        if not parsed_date:
-            "000858.SZ": "食品饮料",
+            LOGGER.debug(
-            "000962.SZ": "医药生物",
+                "新闻数据查询失败，无法解析日期 ts_code=%s trade_date=%s",
-        }
+                ts_code,
-        return industry_mapping.get(ts_code, "其他")
+                trade_date,
+                extra=LOG_EXTRA,
+            )
+            return []
+        window_days = max(1, lookback_days)
+        end_day = parsed_date.date()
+        start_day = end_day - timedelta(days=max(window_days - 1, 0))
+        start_bound = _iso_start_of_day(datetime(start_day.year, start_day.month, start_day.day))
+        end_bound = _iso_end_of_day(datetime(end_day.year, end_day.month, end_day.day))
+        query = (
+            "SELECT sentiment, heat, sentiment_index, heat_score, entities, "
+            "title, summary, source, url, pub_time "
+            "FROM news "
+            "WHERE ts_code = ? AND pub_time BETWEEN ? AND ? "
+            "ORDER BY pub_time DESC LIMIT ?"
+        )
+        try:
+            with db_session(read_only=True) as conn:
+                rows = conn.execute(
+                    query,
+                    (ts_code, start_bound, end_bound, int(limit)),
+                ).fetchall()
+        except sqlite3.OperationalError as exc:
+            LOGGER.debug(
+                "新闻数据查询失败 ts_code=%s err=%s",
+                ts_code,
+                exc,
+                extra=LOG_EXTRA,
+            )
+            return []
+        except Exception as exc:  # noqa: BLE001
+            LOGGER.debug(
+                "新闻数据读取异常 ts_code=%s err=%s",
+                ts_code,
+                exc,
+                extra=LOG_EXTRA,
+            )
+            return []
+        return [dict(row) for row in rows]
 
-    def _derived_industry_sentiment(self, industry: str, trade_date: str) -> Optional[float]:
+    def _derived_industry_sentiment(
-        """计算行业情绪得分
+        self,
-        
+        industry: str,
-        Args:
+        trade_date: str,
-            industry: 行业代码或名称
+        *,
-            trade_date: 交易日期
+        lookback_days: int = 5,
-            
+    ) -> Optional[float]:
-        Returns:
+        """根据近几日新闻情绪推导行业层面的情绪指标。"""
-            行业情绪得分，找不到时返回None
+        if not industry:
-        """
+            return None
-        # TODO: 接入行业情绪数据源，当前随机值仅用于占位显示
+        parsed_date = _parse_trade_date(trade_date)
-        return np.random.uniform(-1, 1)
+        if not parsed_date:
+            return None
+        stocks = self.get_industry_stocks(industry)
+        if not stocks:
+            return None
+        peers: List[str] = list(dict.fromkeys(stocks))
+        if not peers:
+            return None
+        window_days = max(1, lookback_days)
+        end_day = parsed_date.date()
+        start_day = end_day - timedelta(days=max(window_days - 1, 0))
+        start_bound = _iso_start_of_day(datetime(start_day.year, start_day.month, start_day.day))
+        end_bound = _iso_end_of_day(datetime(end_day.year, end_day.month, end_day.day))
+        placeholders = ",".join("?" for _ in peers[:200])
+        if not placeholders:
+            return None
+        query = (
+            f"SELECT sentiment FROM news "
+            f"WHERE ts_code IN ({placeholders}) "
+            "AND pub_time BETWEEN ? AND ? "
+            "AND sentiment IS NOT NULL"
+        )
+        params: List[object] = list(peers[:200])
+        params.extend([start_bound, end_bound])
+        try:
+            with db_session(read_only=True) as conn:
+                rows = conn.execute(query, params).fetchall()
+        except sqlite3.OperationalError as exc:
+            LOGGER.debug(
+                "行业情绪查询失败 industry=%s err=%s",
+                industry,
+                exc,
+                extra=LOG_EXTRA,
+            )
+            return None
+        except Exception as exc:  # noqa: BLE001
+            LOGGER.debug(
+                "行业情绪读取异常 industry=%s err=%s",
+                industry,
+                exc,
+                extra=LOG_EXTRA,
+            )
+            return None
+        sentiments: List[float] = []
+        for row in rows:
+            try:
+                sentiments.append(float(row["sentiment"]))
+            except (TypeError, ValueError, KeyError):
+                continue
+        if not sentiments:
+            return None
+        avg = sum(sentiments) / len(sentiments)
+        return max(-1.0, min(1.0, avg))
 
     def get_industry_stocks(self, industry: str) -> List[str]:
-        """获取同行业股票列表
+        """获取同行业股票列表。"""
-        
+        if not industry:
-        Args:
+            return []
-            industry: 行业代码或名称
+        cache = getattr(self, "_industry_members_cache", None)
-            
+        if cache is None:
-        Returns:
+            cache = {}
-            同行业股票代码列表
+            self._industry_members_cache = cache
-        """
+        if industry in cache:
-        # TODO: 使用实际行业成分数据替换占位列表
+            return cache[industry]
-        industry_stocks = {
+        query = "SELECT ts_code FROM stock_basic WHERE industry = ? ORDER BY ts_code"
-            "银行": ["000001.SZ", "002142.SZ", "600036.SH"],
+        try:
-            "房地产": ["000002.SZ", "000402.SZ", "600048.SH"],
+            with db_session(read_only=True) as conn:
-            "食品饮料": ["000858.SZ", "600519.SH", "000568.SZ"],
+                rows = conn.execute(query, (industry,)).fetchall()
-            "医药生物": ["000962.SZ", "600276.SH", "300003.SZ"],
+        except sqlite3.OperationalError as exc:
-        }
+            LOGGER.debug(
-        return industry_stocks.get(industry, [])
+                "行业成分查询失败 industry=%s err=%s",
+                industry,
+                exc,
+                extra=LOG_EXTRA,
+            )
+            cache[industry] = []
+            return []
+        except Exception as exc:  # noqa: BLE001
+            LOGGER.debug(
+                "行业成分读取异常 industry=%s err=%s",
+                industry,
+                exc,
+                extra=LOG_EXTRA,
+            )
+            cache[industry] = []
+            return []
+        members = [row["ts_code"] for row in rows if row and row["ts_code"]]
+        cache[industry] = members
+        return members
 
     def fetch_flags(
         self,
@@ -1070,7 +1169,7 @@ class DataBroker:
     def check_data_availability(
         self,
         trade_date: str,
-        tables: Set[str] = None,
+        tables: Optional[Set[str]] = None,
         threshold: float = 0.8,
     ) -> bool:
         """检查指定交易日的数据是否可用，如不可用则返回True（需要补数）。
@@ -1083,12 +1182,25 @@ class DataBroker:
         Returns:
             bool: True表示数据不足，需要补数
         """
+        cfg = get_config()
         # 如果配置了强制刷新，则始终返回需要补数
-        if get_config().force_refresh:
+        if cfg.force_refresh:
             return True
         
         # 如果未启用自动更新，则不进行补数
-        if not get_config().auto_update_data:
+        if not cfg.auto_update_data:
+            if not getattr(self, "_auto_update_warning_emitted", False):
+                message = "自动补数已关闭，系统将跳过缺口检测。"
+                LOGGER.warning(message, extra=LOG_EXTRA)
+                try:
+                    alerts.add_warning(
+                        "data_broker",
+                        "自动补数已关闭",
+                        "当前运行模式不会触发数据补齐，请在设置中开启自动更新或手动补数。",
+                    )
+                except Exception:  # noqa: BLE001
+                    LOGGER.debug("自动补数告警发送失败", extra=LOG_EXTRA)
+                self._auto_update_warning_emitted = True
             return False
         
         # 默认检查的表