chore: 重构前基线 — 9 个 sync task 全部 ok + akshare 移除 + mairui 资金流接入
状态: - 9 个 sync task(stock_basic / kline_daily / kline_index / kline_5min / moneyflow / industry_sector / sector_features / share_snapshot / market_regime) - 数据源:baostock + mairui + 雪球(pysnowball) + 新浪(4 个) - 项目级约束:永远不用 akshare(已落实) - kline_5min 改用 DB 快照统一全量/增量逻辑 - 零后端 Chrome 扩展 xueqiu_sync(独立项目)
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"""雪球数据源(pysnowball,非官方 SDK)。
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提供:
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- 日 K 线复核(需要 token,免费但有限速)
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- 最新股本快照(quote_detail,单位原始股,需 ÷1e8 转为亿股)
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没有 token 时降级:is_available() 返回 False。"""
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from __future__ import annotations
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import logging
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import os
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import time
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from datetime import datetime
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from typing import Any, Optional
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import pandas as pd
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from app.core.datasource.base import DataSource
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from app.core.datasource.utils import code6_to_xueqiu
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logger = logging.getLogger("sync.xueqiu")
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class XueqiuSource(DataSource):
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key = "datasource_xueqiu"
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name = "雪球"
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provides = ["kline_daily", "share"]
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requires_credential = True
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credential_key = "XUEQIU_TOKEN"
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# 进程内只 set_token 一次
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_token_lock = __import__("threading").Lock()
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_token_set = False
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# RPS 限流(线程安全)
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# 雪球 token 限速 10 RPS(用户实测),用满 10 才能在合理时间内跑完全市场
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_RPS_LIMIT = 10.0
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_rate_lock = __import__("threading").Lock()
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_last_request = 0.0
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def _read_token(self) -> str:
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return os.environ.get(self.credential_key, "").strip()
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def _import_ball(self):
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"""延迟 + 显式 import。失败时打 warning(之前全被 except 吞了)。"""
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try:
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import pysnowball as ball
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return ball
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except ImportError as e:
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logger.error(
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"pysnowball 未安装,雪球数据源不可用。pip install pysnowball。错误: %s", e,
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)
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raise
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def _set_token_once(self) -> None:
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if self._token_set:
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return
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with self._token_lock:
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if self._token_set:
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return
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token = self._read_token()
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if not token:
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return
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try:
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ball = self._import_ball()
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ball.set_token(token)
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self._token_set = True
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except ImportError:
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pass # _import_ball 已经打日志了
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def _wait_rps(self) -> None:
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with self._rate_lock:
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now = time.time()
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elapsed = now - self._last_request
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min_interval = 1.0 / self._RPS_LIMIT
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if elapsed < min_interval:
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time.sleep(min_interval - elapsed)
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self._last_request = time.time()
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def is_available(self) -> tuple[bool, str]:
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token = self._read_token()
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if not token:
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return False, f"未配置 {self.credential_key}"
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# 顺便检查 pysnowball 是否装了
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try:
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import pysnowball # noqa: F401
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except ImportError:
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return False, "pysnowball 未安装,pip install pysnowball"
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return True, "ok"
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def health_check(self) -> dict[str, Any]:
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if not self._read_token():
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return {"success": False, "message": f"未配置 {self.credential_key}"}
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try:
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ball = self._import_ball()
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self._set_token_once()
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result = ball.quote_detail("SH600036")
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if result is None or result.get("error_code") != 0:
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return {
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"success": False,
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"message": f"雪球返回异常: error_code={result.get('error_code') if result else 'None'} "
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f"desc={result.get('error_description') if result else 'None'}",
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}
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quote = (result or {}).get("data", {}).get("quote", {})
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if not quote.get("total_shares") or not quote.get("float_shares"):
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return {"success": False, "message": "雪球返回成功,但缺少 total_shares/float_shares 字段"}
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return {"success": True, "message": "雪球连接成功,可读取股本快照"}
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except Exception as e:
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logger.exception("雪球 health_check 异常: %s", e)
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return {"success": False, "message": f"雪球连接失败: {e}"}
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def fetch_kline_daily(self, code6: str, start: str, end: str) -> pd.DataFrame:
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if not self._read_token():
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return pd.DataFrame()
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try:
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ball = self._import_ball()
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self._set_token_once()
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self._wait_rps()
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symbol = code6_to_xueqiu(code6)
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start_dt = datetime.strptime(start, "%Y-%m-%d")
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end_dt = datetime.strptime(end, "%Y-%m-%d")
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count = min(max((end_dt - start_dt).days + 60, 10), 5000)
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# 加重试:雪球风控偶尔返回空/错误
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result = None
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for attempt in range(3):
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result = ball.kline(symbol, period="day", count=count)
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if result and result.get("error_code") == 0:
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break
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time.sleep(0.3 * (attempt + 1))
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if not result or result.get("error_code") != 0:
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logger.warning(
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"[kline %s] 雪球 kline 失败: error_code=%s desc=%s",
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code6,
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result.get("error_code") if result else "None",
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result.get("error_description") if result else "None",
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)
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return pd.DataFrame()
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data = result.get("data", {})
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columns = data.get("column", [])
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items = data.get("item", [])
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if not columns or not items:
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return pd.DataFrame()
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needed = {"timestamp": 0, "volume": 1, "open": 2, "high": 3, "low": 4, "close": 5}
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records = []
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for row in items:
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try:
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ts = row[needed["timestamp"]] / 1000
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records.append({
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"trade_date": datetime.fromtimestamp(ts).strftime("%Y-%m-%d"),
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"open": float(row[needed["open"]]),
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"high": float(row[needed["high"]]),
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"low": float(row[needed["low"]]),
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"close": float(row[needed["close"]]),
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"volume": float(row[needed["volume"]]),
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})
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except (IndexError, ValueError, TypeError, OSError):
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continue
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from app.core.datasource.utils import filter_date_range, normalize_kline
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return filter_date_range(normalize_kline(pd.DataFrame(records)), start, end)
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except Exception as e:
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logger.exception("[kline %s] 雪球 kline 异常: %s", code6, e)
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return pd.DataFrame()
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def fetch_share_snapshot(self, code6: str) -> Optional[dict[str, Any]]:
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"""单只股票的最新股本快照。
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返回:
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{total_share, float_share, trade_date} —— 单位:亿股
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"""
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if not self._read_token():
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return None
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try:
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ball = self._import_ball()
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self._set_token_once()
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self._wait_rps()
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symbol = code6_to_xueqiu(code6)
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result = ball.quote_detail(symbol)
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if not result or result.get("error_code") != 0:
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logger.warning(
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"[share %s] 雪球 quote_detail 失败: error_code=%s desc=%s",
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code6,
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result.get("error_code") if result else "None",
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result.get("error_description") if result else "None",
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)
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return None
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quote = result.get("data", {}).get("quote", {})
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today_str = datetime.now().strftime("%Y-%m-%d")
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total = round(float(quote.get("total_shares") or 0) / 1e8, 4)
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flt = round(float(quote.get("float_shares") or 0) / 1e8, 4)
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if total <= 0 or flt <= 0:
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logger.warning("[share %s] 雪球返回成功但 total/float 为 0", code6)
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return None
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return {
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"trade_date": today_str,
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"total_share": total,
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"float_share": flt,
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}
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except Exception as e:
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logger.exception("[share %s] 雪球 quote_detail 异常: %s", code6, e)
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return None
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