update

app/ingest/tushare.py

@@ -313,8 +313,13 @@ def _load_trade_dates(start: date, end: date, exchange: str = "SSE") -> List[str
     return [row["cal_date"] for row in rows]
 
 
-def _daily_basic_exists(trade_date: str, ts_code: Optional[str] = None) -> bool:
-    query = "SELECT 1 FROM daily_basic WHERE trade_date = ?"
+def _record_exists(
+    table: str,
+    date_col: str,
+    trade_date: str,
+    ts_code: Optional[str] = None,
+) -> bool:
+    query = f"SELECT 1 FROM {table} WHERE {date_col} = ?"
     params: Tuple = (trade_date,)
     if ts_code:
         query += " AND ts_code = ?"
@@ -469,7 +474,7 @@ def fetch_daily_basic(
     trade_dates = _load_trade_dates(start, end)
     frames: List[pd.DataFrame] = []
     for trade_date in trade_dates:
-        if skip_existing and _daily_basic_exists(trade_date):
+        if skip_existing and _record_exists("daily_basic", "trade_date", trade_date):
             LOGGER.info(
                 "日线基础指标已存在，跳过交易日 %s",
                 trade_date,
@@ -492,17 +497,47 @@ def fetch_daily_basic(
     return _df_to_records(merged, _TABLE_COLUMNS["daily_basic"])
 
 
-def fetch_adj_factor(start: date, end: date, ts_code: Optional[str] = None) -> Iterable[Dict]:
+def fetch_adj_factor(
+    start: date,
+    end: date,
+    ts_code: Optional[str] = None,
+    skip_existing: bool = True,
+) -> Iterable[Dict]:
     client = _ensure_client()
     start_date = _format_date(start)
     end_date = _format_date(end)
-    LOGGER.info("拉取复权因子（%s-%s，股票：%s）", start_date, end_date, ts_code or "全部")
-    df = _fetch_paginated("adj_factor", {
-        "ts_code": ts_code,
-        "start_date": start_date,
-        "end_date": end_date,
-    })
-    return _df_to_records(df, _TABLE_COLUMNS["adj_factor"])
+    LOGGER.info(
+        "拉取复权因子（%s-%s，股票：%s）",
+        start_date,
+        end_date,
+        ts_code or "全部",
+        extra=LOG_EXTRA,
+    )
+
+    trade_dates = _load_trade_dates(start, end)
+    frames: List[pd.DataFrame] = []
+    for trade_date in trade_dates:
+        if skip_existing and _record_exists("adj_factor", "trade_date", trade_date, ts_code):
+            LOGGER.debug(
+                "复权因子已存在，跳过 %s %s",
+                ts_code or "ALL",
+                trade_date,
+                extra=LOG_EXTRA,
+            )
+            continue
+        params = {"trade_date": trade_date}
+        if ts_code:
+            params["ts_code"] = ts_code
+        LOGGER.debug("按交易日拉取复权因子：%s", params, extra=LOG_EXTRA)
+        df = _fetch_paginated("adj_factor", params)
+        if not df.empty:
+            frames.append(df)
+
+    if not frames:
+        return []
+
+    merged = pd.concat(frames, ignore_index=True)
+    return _df_to_records(merged, _TABLE_COLUMNS["adj_factor"])
 
 
 def fetch_suspensions(start: date, end: date, ts_code: Optional[str] = None) -> Iterable[Dict]:
@@ -654,7 +689,7 @@ def ensure_data_coverage(
                 LOGGER.info("拉取 %s 表数据（股票：%s）%s-%s", table, code, start_str, end_str)
                 try:
                     kwargs = {"ts_code": code}
-                    if fetch_fn is fetch_daily_basic:
+                    if fetch_fn in (fetch_daily_basic, fetch_adj_factor):
                         kwargs["skip_existing"] = not force
                     rows = fetch_fn(start, end, **kwargs)
                 except Exception:
@@ -672,7 +707,7 @@ def ensure_data_coverage(
             LOGGER.info("拉取 %s 表数据（全市场）%s-%s", table, start_str, end_str)
             try:
                 kwargs = {}
-                if fetch_fn is fetch_daily_basic:
+                if fetch_fn in (fetch_daily_basic, fetch_adj_factor):
                     kwargs["skip_existing"] = not force
                 rows = fetch_fn(start, end, **kwargs)
             except Exception: