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