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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2026-06-15 15:36:09 +08:00
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"""同步任务:全市场日 K 线。
数据流:
1. 选主源(按 priority 选第一个 is_available 的源)
2. 增量判断:读 kline_stock.MAX(trade_date) 决定每只股票 start
3. **Producer-Consumer 模式**
- N 个 fetcher 线程并发拉 K 线,把 (code, rows) 塞到 Queue
- 1 个 writer 线程攒满 BATCH_SIZE 就 executemany + commit 一次
4. 更新 stocks.kline_synced_at
设计要点:
- 避免每只股票 commit5000 只 = 5000 次 commit 太慢)
- 减少并发数(避免新浪限流 / MySQL 连接数爆)
- fetcher 间用 Queue 解耦,写库串行避免锁竞争
"""
from __future__ import annotations
import os
import queue
import threading
import time
from datetime import datetime, timedelta
from typing import Any
import pandas as pd
from app.core.db import ops as db_ops
from app.core.datasource.base import registry as ds_registry
from app.core.datasource.utils import is_a_share_code, to_code6
from app.core.sync.base import SyncTask, _effective_sync_end
from app.core.utils.logging import get_logger
logger = get_logger("sync.kline_daily")
# 主源优先级:mairui(5 RPS,免费 + 稳定 + 单接口含5min)→ 雪球 → Baostock → 新浪
# 经验:sina 在单日窗口 (start=end=某天) 会返回空,雪球更可靠
PRIMARY_PRIORITY = ["datasource_xueqiu", "datasource_mairui", "datasource_xinlang"]
DEFAULT_START = "2018-01-01"
# 写库批量:攒够 BATCH_SIZE 行就 executemany 一次 + commit
BATCH_SIZE = 2000
# fetcher 并发:实测单线程最稳(5000 只 × 0.2s = 17 分钟,足够)
# 雪球 token 限速 10 RPS,单线程 0.1s/只 已经打满。多 worker 会触发风控 hang
DEFAULT_FETCH_WORKERS = 1
class SyncKlineDaily(SyncTask):
dataset_id = "kline_daily"
def _run(
self,
*,
trigger_source: str = "manual",
start: str | None = None,
end: str | None = None,
codes: list[str] | None = None,
incremental: bool = True,
max_workers: int = DEFAULT_FETCH_WORKERS,
**kwargs,
) -> dict[str, Any]:
# 1. 选主源
primary = self._pick_primary()
if primary is None:
return {"status": "error", "message": "所有 K 线数据源均不可用"}
self._progress(
message=f"使用 {primary.name} 同步日K线 (fetcher={max_workers}, batch={BATCH_SIZE})...",
current_step=primary.key,
)
# 2. 拉股票列表
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(stocks 表为空?)"}
# 3. 增量判断
_end = end or _effective_sync_end()
end_date_obj = datetime.strptime(_end, "%Y-%m-%d").date()
jobs: list[tuple[str, str]] = []
if incremental and not start:
for c6 in stock_codes:
last = db_ops.get_stock_kline_max_date(c6)
if last is None:
fetch_start = DEFAULT_START
elif datetime.strptime(last, "%Y-%m-%d").date() >= end_date_obj:
continue
else:
fetch_start = (datetime.strptime(last, "%Y-%m-%d").date() - timedelta(days=5)).strftime("%Y-%m-%d")
jobs.append((c6, fetch_start))
else:
fetch_start = start or DEFAULT_START
jobs = [(c, fetch_start) for c in stock_codes]
total = len(jobs)
skipped = len(stock_codes) - total
self._progress(
message=f"开始同步 {total} 只股票 (跳过 {skipped} 只已最新)",
current=0, total=total,
)
# 4. 并发 fetch + 攒 batch 写库(线程安全)
# mairui 等外部 API 无并发问题;DB 写串行加锁
from concurrent.futures import ThreadPoolExecutor, as_completed
t0 = time.time()
batch_lock = threading.Lock()
batch_rows: list[dict] = []
pending_codes: dict[str, str] = {}
ok_lock = threading.Lock()
ok_cnt = [0]
fail_cnt = [0]
rows_cnt = [0]
def _flush():
with batch_lock:
if not batch_rows:
return
rows_to_write = list(batch_rows)
codes_to_update = dict(pending_codes)
batch_rows.clear()
pending_codes.clear()
try:
db_ops.upsert_kline_stock(rows_to_write)
except Exception as e:
logger.error(f"batch upsert 失败 ({len(rows_to_write)} 行): {e}")
return
for c6, latest in codes_to_update.items():
try:
db_ops.update_stock_kline_synced_at(c6, latest)
except Exception as e:
logger.warning(f"update synced_at 失败 {c6}: {e}")
def _fetch_one(code6: str, fetch_start: str) -> tuple[str, list[dict] | None, str | None]:
try:
df = primary.fetch_kline_daily(code6, fetch_start, _end)
except Exception as e:
return (code6, None, str(e)[:120])
if df is None or df.empty:
return (code6, None, "no data")
rows = []
for _, r in df.iterrows():
td = r["trade_date"]
rows.append({
"stock_code": code6,
"trade_date": td.strftime("%Y-%m-%d") if hasattr(td, "strftime") else str(td)[:10],
"open": float(r["open"]),
"high": float(r["high"]),
"low": float(r["low"]),
"close": float(r["close"]),
"volume": float(r["volume"]),
})
latest = df["trade_date"].max()
latest = latest.strftime("%Y-%m-%d") if hasattr(latest, "strftime") else str(latest)[:10]
return (code6, rows, latest)
total = len(jobs)
with ThreadPoolExecutor(max_workers=max_workers) as pool:
futures = {pool.submit(_fetch_one, c6, fs): c6 for c6, fs in jobs}
done_cnt = 0
for future in as_completed(futures):
done_cnt += 1
code6, rows, latest = future.result()
if rows is None:
with ok_lock:
fail_cnt[0] += 1
logger.warning(f"[kline {code6}] {latest}")
continue
with batch_lock:
batch_rows.extend(rows)
pending_codes[code6] = latest
cur_size = len(batch_rows)
with ok_lock:
ok_cnt[0] += 1
rows_cnt[0] += len(rows)
if cur_size >= BATCH_SIZE:
_flush()
if done_cnt % 50 == 0 or done_cnt == total:
elapsed = time.time() - t0
rate = done_cnt / elapsed if elapsed > 0 else 0
self._progress(
message=f"进度 {done_cnt}/{total} OK:{ok_cnt[0]} FAIL:{fail_cnt[0]} {rate:.1f}只/秒",
current=done_cnt, total=total, current_step=code6,
)
# 收尾 flush
_flush()
elapsed = round(time.time() - t0, 1)
msg = f"日K线 {ok_cnt[0]}{fail_cnt[0]}{skipped}跳 共{rows_cnt[0]}行, {elapsed}s"
return {
"status": "ok" if fail_cnt[0] == 0 else "warning",
"message": msg,
"ok": ok_cnt[0],
"fail": fail_cnt[0],
"skip": skipped,
"rows": rows_cnt[0],
"elapsed_sec": elapsed,
"primary_source": primary.key,
}
def _pick_primary(self):
from app.core.datasource.registry import is_source_ready, run_health_check, get_health_status
if not get_health_status():
run_health_check()
for key in PRIMARY_PRIORITY:
ok, _ = is_source_ready(key)
if ok:
return ds_registry.get(key)
return None
def _sync_one(self, primary, code6: str, start: str, end: str) -> dict:
"""保留这个方法以兼容外部调用(已不用,但单只测试可能用到)"""
try:
df = primary.fetch_kline_daily(code6, start, end)
except Exception as e:
return {"status": "fail", "error": str(e)}
if df is None or df.empty:
return {"status": "fail", "error": "no data"}
rows = []
for _, r in df.iterrows():
td = r["trade_date"]
rows.append({
"stock_code": code6,
"trade_date": td.strftime("%Y-%m-%d") if hasattr(td, "strftime") else str(td)[:10],
"open": float(r["open"]),
"high": float(r["high"]),
"low": float(r["low"]),
"close": float(r["close"]),
"volume": float(r["volume"]),
})
try:
db_ops.upsert_kline_stock(rows)
except Exception as e:
return {"status": "fail", "error": f"db write: {e}"}
if rows:
latest = max(r["trade_date"] for r in rows)
try:
db_ops.update_stock_kline_synced_at(code6, latest)
except Exception:
pass
return {"status": "ok", "rows": len(rows)}