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）
This commit is contained in:
gao
@@ -0,0 +1,203 @@
|
||||
"""同步任务：5 分钟 K 线（mairui）。
|
||||
|
||||
设计要点：
|
||||
1) 启动时**一次 SQL** 拿全表 {stock_code: max(bar_time)} 快照
|
||||
2) 内存里给每只股票算 (start, end, windows_needed)
|
||||
- DB 没数据 → start = mairui 历史深度起点 (2023-06-14)
|
||||
- DB 有数据 → start = max(2023-06-14, max(bar_time) - 2 天)
|
||||
- 兜底：start >= end → 跳过这只
|
||||
3) 输出"计划"（全量/增量分类、预估请求数、预估耗时）再开始执行
|
||||
4) 5 worker × 1 RPS/worker = 5 RPS 总（守住 mairui 上限）
|
||||
5) 窗口大小 1 年（mairui 一次最多 ~11600 条）
|
||||
|
||||
akshare 时代写法：start 写死 2020-01-01 + 4 天窗口，137 小时跑完全市场。
|
||||
本版：增量时通常只补最近 1-2 天，~30 分钟。
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import time
|
||||
from concurrent.futures import ThreadPoolExecutor, as_completed
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any, Optional
|
||||
|
||||
from app.core.db import ops as db_ops
|
||||
from app.core.datasource.base import registry as ds_registry
|
||||
from app.core.datasource.registry import is_source_ready
|
||||
from app.core.datasource.utils import is_a_share_code, to_code6
|
||||
from app.core.sync.base import SyncTask
|
||||
from app.core.sync.registry import mark_sync_blocked
|
||||
from app.core.utils.logging import get_logger
|
||||
|
||||
logger = get_logger("sync.kline_5min")
|
||||
|
||||
# mairui 5min K 实测历史深度起点（实测 2023-06-14 才有数据，更早就 0）
|
||||
MAIRUI_5MIN_FLOOR = datetime(2023, 6, 14)
|
||||
# 单次请求窗口大小：1 年（mairui 单次最多 ~11640 条 5min）
|
||||
WINDOW_DAYS = 365
|
||||
# 增量时往前多取的天数（防交易日历边界漏当天）
|
||||
INCREMENT_OVERLAP_DAYS = 2
|
||||
|
||||
|
||||
class SyncKline5Min(SyncTask):
|
||||
dataset_id = "kline_5min"
|
||||
|
||||
def _plan(
|
||||
self,
|
||||
stock_codes: list[str],
|
||||
end: datetime,
|
||||
snapshots: dict[str, Optional[datetime]],
|
||||
) -> list[tuple[str, datetime, datetime]]:
|
||||
"""为每只股票算 (start, end) — 已排除 start >= end 的"无需同步"。
|
||||
|
||||
Returns: [(code6, start, end), ...]
|
||||
"""
|
||||
plans = []
|
||||
for code6 in stock_codes:
|
||||
latest = snapshots.get(code6)
|
||||
if latest is None:
|
||||
# DB 里没数据 → 全量从 mairui 历史深度起点
|
||||
start = MAIRUI_5MIN_FLOOR
|
||||
else:
|
||||
# DB 有数据 → 增量：从 max(bar_time) - overlap 到 end
|
||||
start = max(MAIRUI_5MIN_FLOOR, latest - timedelta(days=INCREMENT_OVERLAP_DAYS))
|
||||
if start < end:
|
||||
plans.append((code6, start, end))
|
||||
return plans
|
||||
|
||||
def _run(
|
||||
self,
|
||||
*,
|
||||
trigger_source: str = "manual",
|
||||
codes: list[str] | None = None,
|
||||
max_workers: int = 5,
|
||||
**kwargs,
|
||||
) -> dict[str, Any]:
|
||||
primary = ds_registry.get("datasource_mairui")
|
||||
if primary is None:
|
||||
return {"status": "error", "message": "5min 数据源 mairui 未注册"}
|
||||
ok, reason = is_source_ready(primary.key)
|
||||
if not ok:
|
||||
mark_sync_blocked(self.dataset_id, message=f"{primary.key} 未就绪: {reason}")
|
||||
return {"status": "blocked", "message": f"{primary.key} 未就绪: {reason}"}
|
||||
|
||||
if codes:
|
||||
stock_codes = [to_code6(c) for c in codes]
|
||||
else:
|
||||
stock_codes = [c for c in db_ops.iter_stock_codes(active_only=True) if is_a_share_code(c)]
|
||||
limit_raw = os.environ.get("MARKET_DATA_STOCK_LIMIT", "").strip()
|
||||
if limit_raw.isdigit() and int(limit_raw) > 0:
|
||||
stock_codes = stock_codes[: int(limit_raw)]
|
||||
|
||||
if not stock_codes:
|
||||
return {"status": "error", "message": "无股票代码"}
|
||||
|
||||
# ── 1) 一次 SQL 拿全表快照 ──
|
||||
logger.info(f"[5min] 读取 DB 快照 ({len(stock_codes)} 只待查)…")
|
||||
snapshots = db_ops.get_kline_5min_snapshots()
|
||||
logger.info(f"[5min] DB 里已有 {len(snapshots)} 只的 kline_5min 数据")
|
||||
|
||||
# ── 2) 内存算计划 ──
|
||||
end = datetime.now()
|
||||
plans = self._plan(stock_codes, end, snapshots)
|
||||
if not plans:
|
||||
msg = f"5min K线 — 全部 {len(stock_codes)} 只都已最新（无需同步）"
|
||||
logger.info(msg)
|
||||
return {"status": "ok", "message": msg, "ok": 0, "fail": 0, "rows": 0, "elapsed_sec": 0.0}
|
||||
|
||||
# 分类统计
|
||||
full_sync = [p for p in plans if snapshots.get(p[0]) is None]
|
||||
incr_sync = [p for p in plans if snapshots.get(p[0]) is not None]
|
||||
total_windows = sum(
|
||||
max(1, (p[2] - p[1]).days // WINDOW_DAYS + 1)
|
||||
for p in plans
|
||||
)
|
||||
# mairui 5 RPS 上限（5 worker × 1 RPS）
|
||||
est_sec = total_windows / 5.0
|
||||
logger.info(
|
||||
f"[5min] 计划: 总 {len(plans)} 只 (全量 {len(full_sync)} / 增量 {len(incr_sync)})，"
|
||||
f"总请求 {total_windows}，按 5 RPS 预估 {est_sec:.0f}s ({est_sec/60:.1f}min)"
|
||||
)
|
||||
self._progress(
|
||||
message=f"计划: {len(plans)} 只 (全量 {len(full_sync)}/增量 {len(incr_sync)}) "
|
||||
f"约 {total_windows} 个请求, 预估 {est_sec/60:.1f}min",
|
||||
current=0, total=len(plans), current_step="planning",
|
||||
)
|
||||
|
||||
# ── 3) 执行 ──
|
||||
t0 = time.time()
|
||||
ok_cnt = fail_cnt = 0
|
||||
rows_total = 0
|
||||
with ThreadPoolExecutor(max_workers=max_workers) as pool:
|
||||
futures = {pool.submit(self._sync_one, primary, p[0], p[1], p[2]): p[0] for p in plans}
|
||||
for i, future in enumerate(as_completed(futures), 1):
|
||||
c6 = futures[future]
|
||||
try:
|
||||
res = future.result()
|
||||
if res["status"] == "ok":
|
||||
ok_cnt += 1
|
||||
rows_total += res["rows"]
|
||||
else:
|
||||
fail_cnt += 1
|
||||
if res.get("error"):
|
||||
logger.warning(f"[5min {c6}] {res['error']}")
|
||||
except Exception as e:
|
||||
fail_cnt += 1
|
||||
logger.warning(f"[5min {c6}] {e}")
|
||||
if i % 20 == 0 or i == len(plans):
|
||||
self._progress(
|
||||
message=f"5min 进度 {i}/{len(plans)} OK:{ok_cnt} FAIL:{fail_cnt}",
|
||||
current=i, total=len(plans), current_step=c6,
|
||||
)
|
||||
elapsed = round(time.time() - t0, 1)
|
||||
msg = (
|
||||
f"5min K线 {ok_cnt}成 {fail_cnt}败 共{rows_total}行, "
|
||||
f"全量{len(full_sync)}/增量{len(incr_sync)}, {elapsed}s"
|
||||
)
|
||||
return {
|
||||
"status": "ok" if fail_cnt == 0 else "warning",
|
||||
"message": msg,
|
||||
"ok": ok_cnt, "fail": fail_cnt, "rows": rows_total,
|
||||
"full_sync": len(full_sync), "incr_sync": len(incr_sync),
|
||||
"total_requests": total_windows, "elapsed_sec": elapsed,
|
||||
}
|
||||
|
||||
def _sync_one(self, primary, code6: str, start: datetime, end: datetime) -> dict:
|
||||
all_rows: list[dict] = []
|
||||
try:
|
||||
cur = start
|
||||
while cur < end:
|
||||
w_end = min(cur + timedelta(days=WINDOW_DAYS), end)
|
||||
df = primary.fetch_kline_5min(
|
||||
code6,
|
||||
cur.strftime("%Y-%m-%d"),
|
||||
w_end.strftime("%Y-%m-%d"),
|
||||
)
|
||||
if df is not None and not df.empty:
|
||||
for _, r in df.iterrows():
|
||||
bar_time = r["bar_time"]
|
||||
all_rows.append({
|
||||
"stock_code": code6,
|
||||
"bar_time": bar_time.strftime("%Y-%m-%d %H:%M:%S")
|
||||
if hasattr(bar_time, "strftime") else str(bar_time),
|
||||
"open": float(r.get("open") or 0),
|
||||
"high": float(r.get("high") or 0),
|
||||
"low": float(r.get("low") or 0),
|
||||
"close": float(r.get("close") or 0),
|
||||
"volume": float(r.get("volume") or 0),
|
||||
"amount": float(r.get("amount") or 0),
|
||||
"turnover_rate": float(r.get("turnover_rate") or 0),
|
||||
})
|
||||
cur = w_end + timedelta(days=1)
|
||||
except Exception as e:
|
||||
return {"status": "fail", "error": str(e)}
|
||||
|
||||
if not all_rows:
|
||||
return {"status": "fail", "error": "no data"}
|
||||
try:
|
||||
CHUNK = 5000
|
||||
for i in range(0, len(all_rows), CHUNK):
|
||||
db_ops.upsert_kline_5min(all_rows[i: i + CHUNK])
|
||||
except Exception as e:
|
||||
return {"status": "fail", "error": f"db write: {e}"}
|
||||
return {"status": "ok", "rows": len(all_rows)}
|
||||
Reference in New Issue
Block a user