105 lines
2.9 KiB
Python
105 lines
2.9 KiB
Python
"""Shared feature snapshot helpers built on top of DataBroker."""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Dict, Iterable, Mapping, Optional, Sequence
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from .data_access import DataBroker
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from .logging import get_logger
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LOGGER = get_logger(__name__)
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LOG_EXTRA = {"stage": "feature_snapshot"}
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@dataclass
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class FeatureSnapshotService:
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"""Provide batch-oriented access to latest features for multiple symbols."""
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broker: DataBroker
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def __init__(self, broker: Optional[DataBroker] = None) -> None:
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self.broker = broker or DataBroker()
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LOGGER.debug(
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"初始化特征快照服务 broker=%s",
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type(self.broker).__name__,
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extra=LOG_EXTRA,
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)
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def load_latest(
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self,
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trade_date: str,
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fields: Sequence[str],
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ts_codes: Sequence[str],
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*,
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auto_refresh: bool = False,
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) -> Dict[str, Dict[str, object]]:
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"""Fetch a snapshot of feature values for the given universe."""
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if not ts_codes:
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LOGGER.debug(
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"跳过快照加载（标的为空） trade_date=%s",
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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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field_count = len(fields)
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LOGGER.debug(
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"加载特征快照 trade_date=%s universe=%s fields=%s auto_refresh=%s",
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trade_date,
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len(ts_codes),
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field_count,
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auto_refresh,
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extra=LOG_EXTRA,
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)
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snapshot = self.broker.fetch_batch_latest(
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list(ts_codes),
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trade_date,
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fields,
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auto_refresh=auto_refresh,
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)
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LOGGER.debug(
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"特征快照加载完成 trade_date=%s universe=%s",
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trade_date,
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len(snapshot),
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extra=LOG_EXTRA,
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)
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return snapshot
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def load_single(
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self,
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trade_date: str,
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ts_code: str,
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fields: Iterable[str],
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*,
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auto_refresh: bool = False,
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) -> Mapping[str, object]:
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"""Convenience wrapper to reuse the snapshot logic for a single symbol."""
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field_list = list(fields)
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LOGGER.debug(
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"加载单标的快照 trade_date=%s ts_code=%s fields=%s auto_refresh=%s",
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trade_date,
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ts_code,
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len(field_list),
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auto_refresh,
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extra=LOG_EXTRA,
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)
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snapshot = self.load_latest(
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trade_date,
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field_list,
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[ts_code],
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auto_refresh=auto_refresh,
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)
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result = snapshot.get(ts_code, {})
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if not result:
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LOGGER.debug(
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"单标的快照为空 trade_date=%s ts_code=%s",
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trade_date,
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ts_code,
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extra=LOG_EXTRA,
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)
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return result
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__all__ = ["FeatureSnapshotService"]
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