add index weight schema and data ingestion for index constituent weights

app/ingest/tushare.py

@@ -365,6 +365,17 @@ _TABLE_SCHEMAS: Dict[str, str] = {
             PRIMARY KEY (ts_code, trade_date)
         );
     """,
+    "index_weight": """
+        CREATE TABLE IF NOT EXISTS index_weight (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            index_code VARCHAR(10) NOT NULL,
+            trade_date VARCHAR(8) NOT NULL,
+            ts_code VARCHAR(10) NOT NULL,
+            weight FLOAT,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            INDEX idx_index_weight_lookup (index_code, trade_date)
+        );
+    """,
     "fund_basic": """
         CREATE TABLE IF NOT EXISTS fund_basic (
             ts_code TEXT PRIMARY KEY,
@@ -596,6 +607,12 @@ _TABLE_COLUMNS: Dict[str, List[str]] = {
         "vol",
         "amount",
     ],
+    "index_weight": [
+        "index_code",
+        "trade_date",
+        "ts_code",
+        "weight",
+    ],
     "fund_basic": [
         "ts_code",
         "name",
@@ -1204,6 +1221,35 @@ def fetch_index_daily(start: date, end: date, ts_code: str) -> Iterable[Dict]:
     return _df_to_records(df, _TABLE_COLUMNS["index_daily"])
 
 
+def fetch_index_weight(start: date, end: date, index_code: str) -> Iterable[Dict]:
+    """拉取指定指数的成分股权重数据。
+    
+    Args:
+        start: 开始日期
+        end: 结束日期
+        index_code: 指数代码，如 "000300.SH"
+        
+    Returns:
+        成分股权重数据列表
+    """
+    client = _ensure_client()
+    start_str = _format_date(start)
+    end_str = _format_date(end)
+    LOGGER.info(
+        "拉取指数成分股权重：%s %s-%s",
+        index_code,
+        start_str,
+        end_str,
+        extra=LOG_EXTRA,
+    )
+    df = _fetch_paginated(
+        "index_weight",
+        {"index_code": index_code, "start_date": start_str, "end_date": end_str},
+        limit=5000,
+    )
+    return _df_to_records(df, ["index_code", "trade_date", "ts_code", "weight"])
+
+
 def fetch_fund_basic(asset_class: str = "E", status: str = "L") -> Iterable[Dict]:
     client = _ensure_client()
     LOGGER.info("拉取基金基础信息：asset_class=%s status=%s", asset_class, status, extra=LOG_EXTRA)
@@ -1365,6 +1411,29 @@ def ensure_trade_calendar(start: date, end: date, exchanges: Sequence[str] = ("S
             save_records("trade_calendar", fetch_trade_calendar(start, end, exchange=exch))
 
 
+def ensure_index_weights(start: date, end: date, index_codes: Optional[Sequence[str]] = None) -> None:
+    """确保指定指数的成分股权重数据完整。
+    
+    Args:
+        start: 开始日期
+        end: 结束日期
+        index_codes: 指数代码列表，如果为 None 则使用默认的 A 股指数
+    """
+    if index_codes is None:
+        # 默认获取 A 股指数的成分股权重
+        index_codes = [code for code in INDEX_CODES if code.endswith(".SH") or code.endswith(".SZ")]
+    
+    for index_code in index_codes:
+        start_str = _format_date(start)
+        end_str = _format_date(end)
+        
+        if _range_needs_refresh("index_weight", "trade_date", start_str, end_str, index_code=index_code):
+            LOGGER.info("指数 %s 的成分股权重数据不完整，开始拉取 %s-%s", index_code, start_str, end_str)
+            save_records("index_weight", fetch_index_weight(start, end, index_code))
+        else:
+            LOGGER.info("指数 %s 的成分股权重数据已完整，跳过", index_code)
+
+
 def ensure_data_coverage(
     start: date,
     end: date,
@@ -1421,6 +1490,16 @@ def ensure_data_coverage(
             job = FetchJob("daily_autofill", start=start, end=end)
             LOGGER.info("开始拉取日线行情：%s-%s", start_str, end_str)
             save_records("daily", fetch_daily_bars(job, skip_existing=not force))
+    
+    advance("处理指数成分股权重数据")
+    # 获取默认指数列表
+    default_indices = [code for code in INDEX_CODES if code.endswith(".SH") or code.endswith(".SZ")]
+    for index_code in default_indices:
+        if not force and _should_skip_range("index_weight", "trade_date", start, end, index_code):
+            LOGGER.info("指数 %s 的成分股权重已覆盖 %s-%s，跳过", index_code, start_str, end_str)
+            continue
+        LOGGER.info("开始拉取指数成分股权重：%s %s-%s", index_code, start_str, end_str)
+        save_records("index_weight", fetch_index_weight(start, end, index_code))
 
     date_cols = {
         "daily_basic": "trade_date",
@@ -1431,6 +1510,7 @@ def ensure_data_coverage(
     date_cols.update(
         {
             "index_daily": "trade_date",
+            "index_weight": "trade_date",
             "fund_nav": "nav_date",
             "fut_daily": "trade_date",
             "fx_daily": "trade_date",