"""Utility helpers to retrieve structured data slices for agents and departments.""" from __future__ import annotations import re import sqlite3 import threading from collections import OrderedDict from copy import deepcopy 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 # 延迟导入,避免循环依赖 collect_data_coverage = None ensure_data_coverage = None initialize_database = None # 在模块加载时尝试导入 if collect_data_coverage is None or ensure_data_coverage is None: try: from app.ingest.tushare import collect_data_coverage, ensure_data_coverage except ImportError: # 导入失败时,在实际使用时会报错 pass if initialize_database is None: try: from app.data.schema import initialize_database except ImportError: # 导入失败时,提供一个空实现 def initialize_database(): """Fallback stub used when the real initializer cannot be imported. Return a lightweight object with the attributes callers expect (executed, skipped, missing_tables) so code that calls `initialize_database()` can safely inspect the result. """ return types.SimpleNamespace(executed=0, skipped=True, missing_tables=[]) LOGGER = get_logger(__name__) LOG_EXTRA = {"stage": "data_broker"} _IDENTIFIER_RE = re.compile(r"^[A-Za-z_][A-Za-z0-9_]*$") def _is_safe_identifier(name: str) -> bool: return bool(_IDENTIFIER_RE.match(name)) def _safe_split(path: str) -> Tuple[str, str] | None: if "." not in path: return None table, column = path.split(".", 1) table = table.strip() column = column.strip() if not table or not column: return None if not (_is_safe_identifier(table) and _is_safe_identifier(column)): LOGGER.debug("忽略非法字段:%s", path, extra=LOG_EXTRA) return None return table, column @dataclass class _RefreshCoordinator: """Orchestrates background refresh requests for the broker.""" broker: "DataBroker" def ensure_for_latest(self, trade_date: str, fields: Iterable[str]) -> None: parsed_date = _parse_trade_date(trade_date) if not parsed_date: return normalized = parsed_date.strftime("%Y%m%d") tables = self._collect_tables(fields) if tables and self.broker.check_data_availability(normalized, tables): LOGGER.debug( "触发近端数据刷新 trade_date=%s tables=%s", normalized, sorted(tables), extra=LOG_EXTRA, ) self.broker._trigger_background_refresh(normalized) def ensure_for_series(self, end_date: str, table: str) -> None: parsed_date = _parse_trade_date(end_date) if not parsed_date: return normalized = parsed_date.strftime("%Y%m%d") if self.broker.check_data_availability(normalized, {table}): LOGGER.debug( "触发序列刷新 trade_date=%s table=%s", normalized, table, extra=LOG_EXTRA, ) self.broker._trigger_background_refresh(normalized) def _collect_tables(self, fields: Iterable[str]) -> Set[str]: tables: Set[str] = set() for field_name in fields: resolved = self.broker.resolve_field(field_name) if resolved: table, _ = resolved tables.add(table) return tables def parse_field_path(path: str) -> Tuple[str, str] | None: """Validate and split a `table.column` field expression.""" return _safe_split(path) def _parse_trade_date(value: object) -> Optional[datetime]: if value is None: return None text = str(value).strip() if not text: return None text = text.replace("-", "") try: return datetime.strptime(text[:8], "%Y%m%d") except ValueError: return None def _start_of_day(dt: datetime) -> str: return dt.strftime("%Y-%m-%d 00:00:00") def _end_of_day(dt: datetime) -> str: return dt.strftime("%Y-%m-%d 23:59:59") def _coerce_date(value: object) -> Optional[date]: if value is None: return None if isinstance(value, date): return value parsed = _parse_trade_date(value) if parsed: return parsed.date() return None @dataclass class DataBroker: """Lightweight data access helper with automated data fetching capabilities.""" FIELD_ALIASES: ClassVar[Dict[str, Dict[str, str]]] = { "daily": { "volume": "vol", "vol": "vol", "turnover": "amount", }, "daily_basic": { "turnover": "turnover_rate", "turnover_rate": "turnover_rate", "turnover_rate_f": "turnover_rate_f", "volume_ratio": "volume_ratio", "pe": "pe", "pb": "pb", "ps": "ps", "ps_ttm": "ps_ttm", "dividend_yield": "dv_ratio", }, "stk_limit": { "up": "up_limit", "down": "down_limit", }, } MAX_WINDOW: ClassVar[int] = 120 BENCHMARK_INDEX: ClassVar[str] = "000300.SH" # 自动补数配置 AUTO_REFRESH_WINDOW: ClassVar[int] = 7 # 自动补数的时间窗口 REFRESH_RETRY_INTERVAL: ClassVar[int] = 5 # 补数重试间隔(秒) MAX_REFRESH_WAIT: ClassVar[int] = 60 # 最大等待补数完成时间(秒) enable_cache: bool = True latest_cache_size: int = 256 series_cache_size: int = 512 _latest_cache: OrderedDict = field(init=False, repr=False) _series_cache: OrderedDict = field(init=False, repr=False) # 补数相关状态管理 _refresh_lock: threading.RLock = field(init=False, repr=False) _refresh_in_progress: Dict[str, bool] = field(init=False, repr=False) _refresh_callbacks: Dict[str, List[Callable]] = field(init=False, repr=False) _coverage_cache: Dict[str, Dict] = field(init=False, repr=False) _refresh: _RefreshCoordinator = field(init=False, repr=False) _query_engine: BrokerQueryEngine = field(init=False, repr=False) def __post_init__(self) -> None: self._latest_cache = OrderedDict() self._series_cache = OrderedDict() # 初始化补数相关状态 self._refresh_lock = threading.RLock() self._refresh_in_progress = {} self._refresh_callbacks = {} self._coverage_cache = {} self._refresh = _RefreshCoordinator(self) self._query_engine = BrokerQueryEngine(db_session) if initialize_database is not None: initialize_database() # 确保数据库已初始化 else: LOGGER.warning("initialize_database 函数不可用,数据库可能未初始化", extra=LOG_EXTRA) def fetch_latest( self, ts_code: str, trade_date: str, fields: Iterable[str], auto_refresh: bool = True, ) -> Dict[str, Any]: """Fetch the latest value (<= trade_date) for each requested field. Args: ts_code: 证券代码 trade_date: 交易日 fields: 要查询的字段列表 auto_refresh: 是否在数据不足时自动触发补数 """ field_list = [str(item) for item in fields if item] cache_key: Optional[Tuple[Any, ...]] = None if self.enable_cache and field_list: cache_key = (ts_code, trade_date, tuple(sorted(field_list))) cached = self._cache_lookup(self._latest_cache, cache_key) if cached is not None: return deepcopy(cached) # 检查是否需要自动补数 if auto_refresh: self._refresh.ensure_for_latest(trade_date, field_list) grouped: Dict[str, List[str]] = {} field_map: Dict[Tuple[str, str], List[str]] = {} derived_cache: Dict[str, Any] = {} results: Dict[str, Any] = {} for field_name in field_list: resolved = self.resolve_field(field_name) if not resolved: derived = self._resolve_derived_field( ts_code, trade_date, field_name, derived_cache, ) if derived is not None: results[field_name] = derived continue table, column = resolved grouped.setdefault(table, []) if column not in grouped[table]: grouped[table].append(column) field_map.setdefault((table, column), []).append(field_name) if grouped: for table, columns in grouped.items(): try: row = self._query_engine.fetch_latest(table, ts_code, trade_date, columns) except Exception as exc: # noqa: BLE001 LOGGER.debug( "查询失败 table=%s fields=%s err=%s", table, columns, exc, extra=LOG_EXTRA, ) continue if not row: continue for column in columns: value = row[column] if value is None: continue for original in field_map.get((table, column), [f"{table}.{column}"]): try: results[original] = float(value) except (TypeError, ValueError): results[original] = value if cache_key is not None and not results: cached = self._cache_lookup(self._latest_cache, cache_key) if cached is not None: LOGGER.debug( "使用缓存结果 ts_code=%s trade_date=%s", ts_code, trade_date, extra=LOG_EXTRA, ) return deepcopy(cached) if cache_key is not None and results: self._cache_store( self._latest_cache, cache_key, deepcopy(results), self.latest_cache_size, ) return results def fetch_series( self, table: str, column: str, ts_code: str, end_date: str, window: int, auto_refresh: bool = True, ) -> List[Tuple[str, float]]: """Return descending time series tuples within the specified window. Args: table: 表名 column: 列名 ts_code: 证券代码 end_date: 结束日期 window: 时间窗口大小 auto_refresh: 是否在数据不足时自动触发补数 """ if window <= 0: return [] window = min(window, self.MAX_WINDOW) resolved_field = self.resolve_field(f"{table}.{column}") if not resolved_field: LOGGER.debug( "时间序列字段不存在 table=%s column=%s", table, column, extra=LOG_EXTRA, ) return [] table, resolved = resolved_field # 检查是否需要自动补数 if auto_refresh: self._refresh.ensure_for_series(end_date, table) cache_key: Optional[Tuple[Any, ...]] = None if self.enable_cache: cache_key = (table, resolved, ts_code, end_date, window) cached = self._cache_lookup(self._series_cache, cache_key) if cached is not None: return [tuple(item) for item in cached] try: rows = self._query_engine.fetch_series(table, resolved, ts_code, end_date, window) except Exception as exc: # noqa: BLE001 LOGGER.debug( "时间序列查询失败 table=%s column=%s err=%s", table, resolved, exc, extra=LOG_EXTRA, ) if cache_key is not None: cached = self._cache_lookup(self._series_cache, cache_key) if cached is not None: LOGGER.debug( "使用缓存时间序列 table=%s column=%s ts_code=%s", table, resolved, ts_code, extra=LOG_EXTRA, ) return [tuple(item) for item in cached] return [] series: List[Tuple[str, float]] = [] for row in rows: value = row[resolved] trade_dt = row["trade_date"] if value is None or trade_dt is None: continue try: series.append((trade_dt, float(value))) except (TypeError, ValueError): continue if cache_key is not None and series: self._cache_store( self._series_cache, cache_key, tuple(series), self.series_cache_size, ) return series def fetch_batch_latest( self, ts_codes: List[str], trade_date: str, fields: Iterable[str], auto_refresh: bool = True, ) -> Dict[str, Dict[str, Any]]: """批次化获取多个证券的最新字段数据 Args: ts_codes: 证券代码列表 trade_date: 交易日 fields: 要查询的字段列表 auto_refresh: 是否在数据不足时自动触发补数 Returns: 证券代码到字段数据的映射 """ if not ts_codes: return {} field_list = [str(item) for item in fields if item] if not field_list: return {} # 检查是否需要自动补数 if auto_refresh: self._refresh.ensure_for_latest(trade_date, field_list) # 按表分组字段 field_groups = {} for field_name in field_list: resolved = self.resolve_field(field_name) if not resolved: continue table, column = resolved field_groups.setdefault(table, set()).add(column) batch_data = {} # 对每个表进行批量查询 for table, columns in field_groups.items(): if not ts_codes: continue # 构建批量查询SQL placeholders = ','.join(['?'] * len(ts_codes)) columns_str = ', '.join(['ts_code', 'trade_date'] + list(columns)) query = f""" SELECT {columns_str} FROM ( SELECT {columns_str}, ROW_NUMBER() OVER (PARTITION BY ts_code ORDER BY trade_date DESC) as rn FROM {table} WHERE ts_code IN ({placeholders}) AND trade_date <= ? ) WHERE rn = 1 """ try: with db_session(read_only=True) as conn: rows = conn.execute(query, (*ts_codes, trade_date)).fetchall() for row in rows: ts_code = row['ts_code'] batch_data.setdefault(ts_code, {}) for column in columns: field_name = f"{table}.{column}" try: batch_data[ts_code][field_name] = float(row[column]) except (TypeError, ValueError): batch_data[ts_code][field_name] = row[column] except Exception as e: LOGGER.warning( "批次化字段查询失败 table=%s err=%s", table, str(e), extra=LOG_EXTRA ) # 失败时回退到单条查询 for ts_code in ts_codes: try: latest_fields = self.fetch_latest(ts_code, trade_date, [f"{table}.{col}" for col in columns]) batch_data.setdefault(ts_code, {}).update(latest_fields) except Exception as inner_e: LOGGER.debug( "单条字段查询失败 ts_code=%s table=%s err=%s", ts_code, table, str(inner_e), extra=LOG_EXTRA ) return batch_data def check_batch_data_sufficiency( self, ts_codes: List[str], trade_date: str, min_data_count: int = 60, ) -> Set[str]: """批次化检查多个证券的数据充分性 Args: ts_codes: 证券代码列表 trade_date: 交易日 min_data_count: 最小数据条数要求 Returns: 数据充分的证券代码集合 """ if not ts_codes: return set() sufficient_codes = set() # 使用IN查询批量检查数据充分性 placeholders = ','.join(['?'] * len(ts_codes)) query = f""" SELECT ts_code, COUNT(*) as data_count FROM daily WHERE ts_code IN ({placeholders}) AND trade_date <= ? GROUP BY ts_code HAVING COUNT(*) >= ? """ try: with db_session(read_only=True) as conn: rows = conn.execute(query, (*ts_codes, trade_date, min_data_count)).fetchall() for row in rows: ts_code = row['ts_code'] sufficient_codes.add(ts_code) except Exception as e: LOGGER.warning( "批次化数据充分性检查失败 err=%s", str(e), extra=LOG_EXTRA ) # 失败时回退到单条检查 for ts_code in ts_codes: if check_data_sufficiency(ts_code, trade_date): sufficient_codes.add(ts_code) return sufficient_codes def register_refresh_callback( self, start: date | str, end: date | str, callback: Callable[[], None], ) -> None: """Register a hook invoked after background refresh completes for the window.""" if callback is None: return start_date = _coerce_date(start) end_date = _coerce_date(end) if not start_date or not end_date: LOGGER.debug( "忽略无效补数回调窗口 start=%s end=%s", start, end, extra=LOG_EXTRA, ) return key = f"{start_date}_{end_date}" with self._refresh_lock: bucket = self._refresh_callbacks.setdefault(key, []) if callback not in bucket: bucket.append(callback) def get_news_data( self, ts_code: str, trade_date: str, limit: int = 30 ) -> List[Dict[str, Any]]: """获取新闻数据(简化实现) Args: ts_code: 股票代码 trade_date: 交易日期 limit: 返回的新闻条数限制 Returns: 新闻数据列表,包含sentiment、heat、entities等字段 """ # 简化实现:返回模拟数据 # 在实际应用中,这里应该查询新闻数据库 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 """ # 简化实现:返回模拟行业 # 在实际应用中,这里应该查询股票行业信息 industry_mapping = { "000001.SZ": "银行", "000002.SZ": "房地产", "000858.SZ": "食品饮料", "000962.SZ": "医药生物", } return industry_mapping.get(ts_code, "其他") def _derived_industry_sentiment(self, industry: str, trade_date: str) -> Optional[float]: """计算行业情绪得分 Args: industry: 行业代码或名称 trade_date: 交易日期 Returns: 行业情绪得分,找不到时返回None """ # 简化实现:返回模拟情绪得分 # 在实际应用中,这里应该基于行业新闻计算情绪 return np.random.uniform(-1, 1) def get_industry_stocks(self, industry: str) -> List[str]: """获取同行业股票列表 Args: industry: 行业代码或名称 Returns: 同行业股票代码列表 """ # 简化实现:返回模拟股票列表 # 在实际应用中,这里应该查询行业股票列表 industry_stocks = { "银行": ["000001.SZ", "002142.SZ", "600036.SH"], "房地产": ["000002.SZ", "000402.SZ", "600048.SH"], "食品饮料": ["000858.SZ", "600519.SH", "000568.SZ"], "医药生物": ["000962.SZ", "600276.SH", "300003.SZ"], } return industry_stocks.get(industry, []) def fetch_flags( self, table: str, ts_code: str, trade_date: str, where_clause: str, params: Sequence[object], auto_refresh: bool = True, ) -> bool: """Generic helper to test if a record exists (used for limit/suspend lookups).""" if not _is_safe_identifier(table): return False query = ( f"SELECT 1 FROM {table} WHERE ts_code = ? AND {where_clause} LIMIT 1" ) bind_params = (ts_code, *params) try: with db_session(read_only=True) as conn: try: row = conn.execute(query, bind_params).fetchone() except Exception as exc: # noqa: BLE001 LOGGER.debug( "flag 查询失败 table=%s where=%s err=%s", table, where_clause, exc, extra=LOG_EXTRA, ) return False except sqlite3.OperationalError as exc: LOGGER.debug( "flag 查询连接失败 table=%s err=%s", table, exc, extra=LOG_EXTRA, ) return False return row is not None def fetch_table_rows( self, table: str, ts_code: str, trade_date: str, window: int, auto_refresh: bool = True, ) -> List[Dict[str, object]]: if window <= 0: return [] window = min(window, self.MAX_WINDOW) # 检查是否需要自动补数 if auto_refresh: parsed_date = _parse_trade_date(trade_date) if parsed_date and self.check_data_availability(trade_date, {table}): self._trigger_background_refresh(trade_date) # 短暂等待以获取最新数据 if hasattr(time, 'sleep'): time.sleep(0.5) columns = self._get_table_columns(table) if not columns: LOGGER.debug("表不存在或无字段 table=%s", table, extra=LOG_EXTRA) return [] try: rows = self._query_engine.fetch_table( table, columns, ts_code, trade_date if "trade_date" in columns else None, window, ) except Exception as exc: # noqa: BLE001 LOGGER.debug("表查询失败 table=%s err=%s", table, exc, extra=LOG_EXTRA) return [] return [{col: row[col] for col in columns} for row in rows] def _resolve_derived_field( self, ts_code: str, trade_date: str, field: str, cache: Dict[str, Any], ) -> Optional[Any]: if field in cache: return cache[field] value: Optional[Any] = None if field == "factors.mom_20": value = self._derived_price_momentum(ts_code, trade_date, 20) elif field == "factors.mom_60": value = self._derived_price_momentum(ts_code, trade_date, 60) elif field == "factors.volat_20": value = self._derived_price_volatility(ts_code, trade_date, 20) elif field == "factors.turn_20": value = self._derived_turnover_mean(ts_code, trade_date, 20) elif field == "news.sentiment_index": rows = cache.get("__news_rows__") if rows is None: rows = self._fetch_recent_news(ts_code, trade_date) cache["__news_rows__"] = rows value = self._news_sentiment_from_rows(rows) elif field == "news.heat_score": rows = cache.get("__news_rows__") if rows is None: rows = self._fetch_recent_news(ts_code, trade_date) cache["__news_rows__"] = rows value = self._news_heat_from_rows(rows) elif field == "macro.industry_heat": value = self._derived_industry_heat(ts_code, trade_date) elif field in {"macro.relative_strength", "index.performance_peers"}: value = self._derived_relative_strength(ts_code, trade_date, cache) cache[field] = value return value def _derived_price_momentum( self, ts_code: str, trade_date: str, window: int, ) -> Optional[float]: series = self.fetch_series("daily", "close", ts_code, trade_date, window) values = [value for _dt, value in series] if not values: return None return momentum(values, window) def _derived_price_volatility( self, ts_code: str, trade_date: str, window: int, ) -> Optional[float]: series = self.fetch_series("daily", "close", ts_code, trade_date, window) values = [value for _dt, value in series] if len(values) < 2: return None return volatility(values, window) def _derived_turnover_mean( self, ts_code: str, trade_date: str, window: int, ) -> Optional[float]: series = self.fetch_series( "daily_basic", "turnover_rate", ts_code, trade_date, window, ) values = [value for _dt, value in series] if not values: return None return rolling_mean(values, window) def _fetch_recent_news( self, ts_code: str, trade_date: str, days: int = 3, limit: int = 120, ) -> List[Dict[str, Any]]: baseline = _parse_trade_date(trade_date) if baseline is None: return [] start = _start_of_day(baseline - timedelta(days=days)) end = _end_of_day(baseline) query = ( "SELECT sentiment, heat 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, end, limit)).fetchall() except sqlite3.OperationalError as exc: LOGGER.debug( "新闻查询连接失败 ts_code=%s err=%s", ts_code, exc, extra=LOG_EXTRA, ) return [] except Exception as exc: # noqa: BLE001 LOGGER.debug( "新闻查询失败 ts_code=%s err=%s", ts_code, exc, extra=LOG_EXTRA, ) return [] return [dict(row) for row in rows] @staticmethod def _news_sentiment_from_rows(rows: List[Dict[str, Any]]) -> Optional[float]: sentiments: List[float] = [] for row in rows: value = row.get("sentiment") if value is None: continue try: sentiments.append(float(value)) except (TypeError, ValueError): continue if not sentiments: return None avg = sum(sentiments) / len(sentiments) return max(-1.0, min(1.0, avg)) @staticmethod def _news_heat_from_rows(rows: List[Dict[str, Any]]) -> Optional[float]: if not rows: return None total_heat = 0.0 for row in rows: value = row.get("heat") if value is None: continue try: total_heat += max(float(value), 0.0) except (TypeError, ValueError): continue if total_heat > 0: return normalize(total_heat, factor=100.0) return normalize(len(rows), factor=20.0) def _derived_industry_heat(self, ts_code: str, trade_date: str) -> Optional[float]: industry = self._lookup_industry(ts_code) if not industry: return None query = ( "SELECT heat FROM heat_daily " "WHERE scope = ? AND key = ? AND trade_date <= ? " "ORDER BY trade_date DESC LIMIT 1" ) try: with db_session(read_only=True) as conn: row = conn.execute(query, ("industry", industry, trade_date)).fetchone() except sqlite3.OperationalError as exc: LOGGER.debug( "行业热度查询失败 ts_code=%s err=%s", ts_code, exc, extra=LOG_EXTRA, ) return None except Exception as exc: # noqa: BLE001 LOGGER.debug( "行业热度读取异常 ts_code=%s err=%s", ts_code, exc, extra=LOG_EXTRA, ) return None if not row: return None heat_value = row["heat"] if heat_value is None: return None return normalize(heat_value, factor=100.0) def _lookup_industry(self, ts_code: str) -> Optional[str]: cache = getattr(self, "_industry_cache", None) if cache is None: cache = {} self._industry_cache = cache if ts_code in cache: return cache[ts_code] query = "SELECT industry FROM stock_basic WHERE ts_code = ?" try: with db_session(read_only=True) as conn: row = conn.execute(query, (ts_code,)).fetchone() except sqlite3.OperationalError as exc: LOGGER.debug( "行业查询连接失败 ts_code=%s err=%s", ts_code, exc, extra=LOG_EXTRA, ) cache[ts_code] = None return None except Exception as exc: # noqa: BLE001 LOGGER.debug( "行业查询失败 ts_code=%s err=%s", ts_code, exc, extra=LOG_EXTRA, ) cache[ts_code] = None return None industry = None if row: industry = row["industry"] cache[ts_code] = industry return industry def _derived_relative_strength( self, ts_code: str, trade_date: str, cache: Dict[str, Any], ) -> Optional[float]: window = 20 series = self.fetch_series("daily", "close", ts_code, trade_date, max(window, 30)) values = [value for _dt, value in series] if not values: return None stock_momentum = momentum(values, window) bench_key = f"__benchmark_mom_{window}" benchmark = cache.get(bench_key) if benchmark is None: benchmark = self._index_momentum(trade_date, window) cache[bench_key] = benchmark diff = stock_momentum if benchmark is None else stock_momentum - benchmark diff = max(-0.2, min(0.2, diff)) return (diff + 0.2) / 0.4 def _index_momentum(self, trade_date: str, window: int) -> Optional[float]: series = self.fetch_series( "index_daily", "close", self.BENCHMARK_INDEX, trade_date, window, ) values = [value for _dt, value in series] if not values: return None return momentum(values, window) def resolve_field(self, field: str) -> Optional[Tuple[str, str]]: normalized = _safe_split(field) if not normalized: return None table, column = normalized resolved = self._resolve_column(table, column) if not resolved: # Certain fields are derived at runtime and intentionally # do not require physical columns. Suppress noisy debug logs # for those known derived fields so startup isn't spammy. derived_fields = { "macro.industry_heat", "macro.relative_strength", "index.performance_peers", "news.heat_score", "news.sentiment_index", } if f"{table}.{column}" in derived_fields: return None LOGGER.debug( "字段不存在 table=%s column=%s", table, column, extra=LOG_EXTRA, ) return None return table, resolved def _get_table_columns(self, table: str) -> Optional[List[str]]: if not _is_safe_identifier(table): return None cache = getattr(self, "_column_cache", None) if cache is None: cache = {} self._column_cache = cache if table in cache: return cache[table] try: with db_session(read_only=True) as conn: rows = conn.execute(f"PRAGMA table_info({table})").fetchall() except Exception as exc: # noqa: BLE001 LOGGER.debug("获取表字段失败 table=%s err=%s", table, exc, extra=LOG_EXTRA) cache[table] = None return None if not rows: cache[table] = None return None columns = [row["name"] for row in rows if row["name"]] cache[table] = columns return columns def _cache_lookup(self, cache: OrderedDict, key: Tuple[Any, ...]) -> Optional[Any]: if key in cache: cache.move_to_end(key) return cache[key] return None def _cache_store( self, cache: OrderedDict, key: Tuple[Any, ...], value: Any, limit: int, ) -> None: if not self.enable_cache or limit <= 0: return cache[key] = value cache.move_to_end(key) while len(cache) > limit: cache.popitem(last=False) def check_data_availability( self, trade_date: str, tables: 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)。 Args: trade_date: 要检查的交易日 tables: 要检查的表集合,默认检查主要行情表 threshold: 数据覆盖率阈值,低于此值需要补数 Returns: bool: True表示数据不足,需要补数 """ # 如果配置了强制刷新,则始终返回需要补数 if get_config().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: return False # 默认检查的表 if tables is None: tables = {"daily", "daily_basic", "stock_basic", "trade_cal"} try: # 解析交易日 parsed_date = _parse_trade_date(trade_date) if not parsed_date: LOGGER.debug("无法解析交易日: %s", trade_date, extra=LOG_EXTRA) return False # 计算检查窗口 end_date = parsed_date.strftime('%Y%m%d') start_date = (parsed_date - timedelta(days=self.AUTO_REFRESH_WINDOW)).strftime('%Y%m%d') # 构建缓存键 cache_key = f"{start_date}_{end_date}_{'_'.join(sorted(tables))}" # 检查缓存 if cache_key in self._coverage_cache: coverage = self._coverage_cache[cache_key] current_time = time.time() if hasattr(time, 'time') else 0 if coverage.get('timestamp', 0) > current_time - 300: # 5分钟内有效 # 检查是否需要补数 for table in tables: table_coverage = coverage.get(table, {}) if table_coverage.get('coverage', 0) < threshold: return True return False # 收集数据覆盖情况 if collect_data_coverage is None: LOGGER.error("collect_data_coverage 函数不可用,请检查导入配置", extra=LOG_EXTRA) return False coverage = collect_data_coverage( date.fromisoformat(start_date[:4] + '-' + start_date[4:6] + '-' + start_date[6:8]), date.fromisoformat(end_date[:4] + '-' + end_date[4:6] + '-' + end_date[6:8]) ) # 保存到缓存 coverage['timestamp'] = time.time() if hasattr(time, 'time') else 0 self._coverage_cache[cache_key] = coverage # 检查是否需要补数 for table in tables: table_coverage = coverage.get(table, {}) if table_coverage.get('coverage', 0) < threshold: return True except Exception as exc: LOGGER.exception("检查数据可用性失败: %s", exc, extra=LOG_EXTRA) # 出错时保守处理,不触发补数 return False return False def _trigger_background_refresh(self, target_date: str) -> None: """在后台线程触发数据补数。""" parsed_date = _parse_trade_date(target_date) if not parsed_date: return # 构建补数日期范围 end_date = parsed_date.date() start_date = end_date - timedelta(days=self.AUTO_REFRESH_WINDOW) refresh_key = f"{start_date}_{end_date}" # 检查是否已经在补数中 with self._refresh_lock: if self._refresh_in_progress.get(refresh_key, False): LOGGER.debug("数据补数已经在进行中: %s", refresh_key, extra=LOG_EXTRA) return self._refresh_in_progress[refresh_key] = True self._refresh_callbacks.setdefault(refresh_key, []) def refresh_task(): try: LOGGER.info("开始后台数据补数: %s 至 %s", start_date, end_date, extra=LOG_EXTRA) # 执行补数 if ensure_data_coverage is None: LOGGER.error("ensure_data_coverage 函数不可用,请检查导入配置", extra=LOG_EXTRA) with self._refresh_lock: self._refresh_in_progress[refresh_key] = False return ensure_data_coverage( start_date, end_date, force=False, progress_hook=None ) LOGGER.info("后台数据补数完成: %s 至 %s", start_date, end_date, extra=LOG_EXTRA) # 清除缓存,强制重新加载数据 self._latest_cache.clear() self._series_cache.clear() self._coverage_cache.clear() # 执行回调 with self._refresh_lock: callbacks = self._refresh_callbacks.pop(refresh_key, []) self._refresh_in_progress[refresh_key] = False if callbacks: LOGGER.info( "执行补数回调 count=%s key=%s", len(callbacks), refresh_key, extra=LOG_EXTRA, ) for callback in callbacks: try: callback() except Exception as exc: LOGGER.exception("补数回调执行失败: %s", exc, extra=LOG_EXTRA) except Exception as exc: LOGGER.exception("后台数据补数失败: %s", exc, extra=LOG_EXTRA) with self._refresh_lock: self._refresh_in_progress[refresh_key] = False # 启动后台线程 thread = threading.Thread(target=refresh_task, daemon=True) thread.start() def is_refreshing(self, start_date: str = None, end_date: str = None) -> bool: """检查指定日期范围是否正在补数中。""" with self._refresh_lock: if not start_date and not end_date: # 检查是否有任何补数正在进行 return any(self._refresh_in_progress.values()) # 检查指定日期范围 for key, in_progress in self._refresh_in_progress.items(): if in_progress and key.startswith(start_date or '') and key.endswith(end_date or ''): return True return False def wait_for_refresh_complete( self, timeout: float = None, start_date: str = None, end_date: str = None ) -> bool: """等待数据补数完成。 Args: timeout: 超时时间(秒),默认为MAX_REFRESH_WAIT start_date: 开始日期 end_date: 结束日期 Returns: bool: True表示补数已完成,False表示超时 """ if timeout is None: timeout = self.MAX_REFRESH_WAIT start_time = time.time() if hasattr(time, 'time') else 0 current_time_func = time.time if hasattr(time, 'time') else lambda: 0 while current_time_func() - start_time < timeout: if not self.is_refreshing(start_date, end_date): return True # 短暂休眠后再次检查 if hasattr(time, 'sleep'): time.sleep(min(self.REFRESH_RETRY_INTERVAL, timeout / 10)) return False def on_data_refresh( self, callback: Callable, start_date: str = None, end_date: str = None ) -> None: """注册数据补数完成的回调函数。""" if start_date and end_date: refresh_key = f"{start_date}_{end_date}" with self._refresh_lock: self._refresh_callbacks.setdefault(refresh_key, []).append(callback) # 如果当前没有补数在进行,则直接调用回调 if not self._refresh_in_progress.get(refresh_key, False): try: callback() except Exception as exc: LOGGER.exception("补数回调执行失败: %s", exc, extra=LOG_EXTRA) def set_auto_refresh_window(self, days: int) -> None: """设置自动补数的时间窗口。 Args: days: 自动补数的天数窗口 """ if days > 0: self.AUTO_REFRESH_WINDOW = days LOGGER.info("自动补数窗口已设置为 %d 天", days, extra=LOG_EXTRA) def set_refresh_retry_interval(self, seconds: int) -> None: """设置补数检查的重试间隔。 Args: seconds: 重试间隔(秒) """ if seconds > 0: self.REFRESH_RETRY_INTERVAL = seconds LOGGER.info("补数重试间隔已设置为 %d 秒", seconds, extra=LOG_EXTRA) def set_max_refresh_wait(self, seconds: int) -> None: """设置最大等待补数完成时间。 Args: seconds: 最大等待时间(秒) """ if seconds > 0: self.MAX_REFRESH_WAIT = seconds LOGGER.info("最大补数等待时间已设置为 %d 秒", seconds, extra=LOG_EXTRA) def force_refresh_data(self, start_date: str, end_date: str) -> bool: """强制刷新指定日期范围内的数据。 Args: start_date: 开始日期(格式:YYYYMMDD) end_date: 结束日期(格式:YYYYMMDD) Returns: bool: 是否成功触发刷新 """ try: # 解析日期 start = _parse_trade_date(start_date) end = _parse_trade_date(end_date) if not start or not end: LOGGER.error("日期格式不正确: %s, %s", start_date, end_date, extra=LOG_EXTRA) return False # 触发刷新 self._trigger_background_refresh(end_date) return True except Exception as exc: LOGGER.exception("强制刷新数据失败: %s", exc, extra=LOG_EXTRA) return False def get_index_stocks( self, index_code: str, trade_date: str, min_weight: float = 0.0 ) -> List[str]: """获取指数成分股列表。 Args: index_code: 指数代码(如 000300.SH) trade_date: 交易日期 min_weight: 最小权重筛选 Returns: 成分股代码列表 """ try: with db_session(read_only=True) as conn: # 获取小于等于给定日期的最新一期成分股 rows = conn.execute( """ SELECT DISTINCT ts_code FROM index_weight WHERE index_code = ? AND trade_date = ( SELECT MAX(trade_date) FROM index_weight WHERE index_code = ? AND trade_date <= ? ) AND weight >= ? ORDER BY weight DESC """, (index_code, index_code, trade_date, min_weight) ).fetchall() return [row["ts_code"] for row in rows if row and row["ts_code"]] except Exception as exc: LOGGER.exception( "获取指数成分股失败 index=%s date=%s err=%s", index_code, trade_date, exc, extra=LOG_EXTRA ) return [] def get_refresh_status(self) -> Dict[str, Dict[str, Any]]: """获取当前所有补数任务的状态。 Returns: Dict: 包含所有补数任务状态的字典 """ with self._refresh_lock: status = {} for key, in_progress in self._refresh_in_progress.items(): start, end = key.split('_')[:2] if '_' in key else (key, key) status[key] = { 'start_date': start, 'end_date': end, 'in_progress': in_progress, 'callback_count': len(self._refresh_callbacks.get(key, [])) } return status def cancel_all_refresh_tasks(self) -> None: """取消所有正在等待的补数任务回调。 注意:已经开始执行的补数任务无法取消,但它们的结果将被忽略。 """ with self._refresh_lock: self._refresh_callbacks.clear() # 保留刷新状态以避免立即重新触发 LOGGER.info("所有补数任务回调已取消", extra=LOG_EXTRA) def clear_coverage_cache(self) -> None: """清除数据覆盖情况的缓存。""" self._coverage_cache.clear() LOGGER.info("数据覆盖缓存已清除", extra=LOG_EXTRA) def get_data_coverage(self, start_date: str, end_date: str) -> Dict: """获取指定日期范围内的数据覆盖情况。 Args: start_date: 开始日期(格式:YYYYMMDD) end_date: 结束日期(格式:YYYYMMDD) Returns: Dict: 数据覆盖情况的详细信息 """ try: # 解析日期 start = _parse_trade_date(start_date) end = _parse_trade_date(end_date) if not start or not end: LOGGER.error("日期格式不正确: %s, %s", start_date, end_date, extra=LOG_EXTRA) return {} # 转换日期格式 start_d = date.fromisoformat(start.strftime('%Y-%m-%d')) end_d = date.fromisoformat(end.strftime('%Y-%m-%d')) # 收集数据覆盖情况 if collect_data_coverage is None: LOGGER.error("collect_data_coverage 函数不可用,请检查导入配置", extra=LOG_EXTRA) return {} coverage = collect_data_coverage(start_d, end_d) return coverage except Exception as exc: LOGGER.exception("获取数据覆盖情况失败: %s", exc, extra=LOG_EXTRA) return {} def _resolve_column(self, table: str, column: str) -> Optional[str]: columns = self._get_table_columns(table) if columns is None: return None alias_map = self.FIELD_ALIASES.get(table, {}) candidate = alias_map.get(column, column) if candidate in columns: return candidate # Try lower-case or fallback alias normalization lowered = candidate.lower() for name in columns: if name.lower() == lowered: return name return None # 确保time模块可用 import sys try: import time except ImportError: # 创建一个简单的替代实现 class TimeStub: def time(self): return 0 def sleep(self, seconds): pass time = TimeStub() LOGGER.warning("无法导入time模块,使用替代实现", extra=LOG_EXTRA)