refactor: PG-only 迁移 + 龙虎榜/tick/moneyflow 同步 + stock_code 统一 + mairui 编码修复

## 1. PG-only 重构
- 删 app/core/db/connection.py + schema.py (MySQL 路径)
- 新 app/core/db/{orm,models,pg_bootstrap}.py — SQLAlchemy 2.x ORM 一键建表
- 16 张业务表全在 market_data schema,原生 TIMESTAMPTZ / JSONB / Float / TEXT
- requirements.txt 删 PyMySQL 路径,加 psycopg2

## 2. 同步任务扩展(3 个新 task)
- **tick_trade** (mairui hsrl/zbjy):当天逐笔交易,21:00 发布
- **moneyflow** (mairui hsstock/history/transaction):个股资金流,21:30 发布
- **longhubang** (akshare):龙虎榜聚合层 + 席位层(2 张新表)
  - 长虎榜放宽 akshare 政策:仅"无替代源 + 烟测通过"场景允许
  - data_eastmoney 私有 API 不需要(akshare 烟测通过)
- 3-timer 设计:
  - 15:30 market-sync.service (8 base tasks via runall_once)
  - 21:05 market-sync-tick.service (tick_trade)
  - 21:35 market-sync-moneyflow.service (moneyflow)
  - 22:00 market-sync-lhb.service (longhubang,新加)
- bin/systemd/ 新增 tick / moneyflow / lhb 各 1 对 service+timer
- bin/market_sync_*_run.sh wrapper 脚本(不做法定节假日过滤,fail-open)

## 3. stock_code 统一为带 SH/SZ/BJ 前缀
- 历史 bug:stocks.code 用 SH600519,但 kline/moneyflow/tick_trade/kline_5min
  /stock_sector_map/industry 6 张表用纯 6 位 600519,跨表 JOIN 全部 0 行
- 新增 to_hermes() 工具:6位 / 9位(mairui `000001.SZ` 格式)→ 统一 SH000001
- 5 个 task 改写:用 to_hermes(code6) 写入 stock_code
- 一次性迁移 6 张表存量 154M 行(CASE WHEN 探测 + 去重 + 加前缀)
- ORM: stock_sector_map.stock_code / industry.code String(6)→String(10)

## 4. Bug 修复
- **share table stock_code 格式**:之前写 6 位不带前缀,与 stocks 不一致
  → 修 task_share_snapshot + 一次性 UPDATE 63,417 行加前缀
- **share_snapshot warning 状态错填 last_error**:
  → 加 mark_sync_warning() 走专用路径,不写 last_failure_at / last_error
- **schedule config lastRun 不同步**:
  → 加 update_job_status_for_dataset(),SyncTask.run() 完成后自动镜像
  → cli/runall 触发的 task 也能更新 schedule config

## 5. mairui UTF-8 编码修复
- 历史 bug:mairui.py:_fetch 用 latin-1 兜底解码,把所有 UTF-8 中文名
  double-encoded 写入 stocks.name(如 `歌华有线` 变成 `æ\xad\x8cå\x8d\x8e...`)
- 加 _decode_response():UTF-8 → GBK → latin-1 兜底
- 一次性修复 stocks.name 5,213 行:
  - 4,370 行 (encode('latin-1').decode('utf-8') 反向解码)
  - 616 行 (含 fullwidth A,宽松 printable 检查)
  - 820 行 (mid-character 截断,重新从 mairui 拉)

## 6. 测试
- tests/test_smoke.py: TASKS 10→11, SYNC_DEFINITIONS 10→11
- tests/test_schema_models.py: 16→18 张表,新增 longhubang_daily/seat
- pytest 11/11 passed

## 验证
- 6 张表 0 残留无前缀行
- stocks JOIN kline_stock / kline_5min / moneyflow / tick_trade / stock_sector_map:88-100% 命中
- 5,213 stocks.name 全部正确 UTF-8 中文
- pytest 11/11 passed
This commit is contained in:
gao
2026-07-01 22:00:58 +08:00
parent 05635b76b9
commit 7a985dddd5
45 changed files with 3037 additions and 958 deletions
+18 -36
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@@ -1,4 +1,7 @@
"""统一配置:从 .env / 环境变量读 MySQL、调度器、数据源开关等参数。"""
"""统一配置:从 .env / 环境变量读 PG、调度器、数据源开关等参数。
2026-06-16 重构:项目只支持 PostgreSQL,MySQL 字段全部移除。
"""
from __future__ import annotations
import os
@@ -27,18 +30,6 @@ if _HAS_DOTENV:
class Settings(BaseSettings):
"""应用配置。所有字段都可以通过环境变量或 .env 文件覆盖。"""
# MySQL
mysql_host: str = "127.0.0.1"
mysql_port: int = 3306
mysql_user: str = "root"
mysql_password: str = ""
# 同步任务写入的目标库(原始市场数据)
mysql_database: str = "market_data_sync_db"
# 简版库(对照测试,可选)
mysql_database_lite: str = "grid_seeker"
# 业务主库(保留— 同步任务不再写入)
mysql_database_business: str = "grid_seeker_model_base"
# Scheduler
scheduler_tick_seconds: int = 5
scheduler_timezone: str = "Asia/Shanghai"
@@ -57,6 +48,14 @@ class Settings(BaseSettings):
ds_sina_enabled: bool = True
xueqiu_token: str = ""
# PostgreSQL — 完整 URL(覆盖下面 PG_HOST 等)
pg_url: str = ""
pg_host: str = "127.0.0.1"
pg_port: int = 5432
pg_user: str = "market_sync"
pg_password: str = "market_sync"
pg_db_name: str = "market_data"
# Trading calendar
trading_holidays: str = ""
@@ -85,32 +84,15 @@ class Settings(BaseSettings):
return []
return [d.strip() for d in self.trading_holidays.split(",") if d.strip()]
def mysql_url(self, database: Optional[str] = None) -> str:
"""构造 SQLAlchemy URL。"""
db = database or self.mysql_database
def pg_sqlalchemy_url(self) -> str:
"""构造 PG 的 SQLAlchemy URL(自动剥掉 +psycopg2 让 SQLAlchemy 决定 driver"""
if self.pg_url:
return self.pg_url
return (
f"mysql+pymysql://{self.mysql_user}:{self.mysql_password}"
f"@{self.mysql_host}:{self.mysql_port}/{db}?charset=utf8mb4"
f"postgresql+psycopg2://{self.pg_user}:{self.pg_password}"
f"@{self.pg_host}:{self.pg_port}/{self.pg_db_name}"
)
def pymysql_connect_kwargs(self, database: Optional[str] = None) -> dict:
"""构造 pymysql.connect 的关键字参数。
内网自签名证书场景自动禁用 SSL。
"""
db = database or self.mysql_database
return {
"host": self.mysql_host,
"port": self.mysql_port,
"user": self.mysql_user,
"password": self.mysql_password,
"database": db,
"charset": "utf8mb4",
"autocommit": False,
# 兼容自签名证书的内网 MySQL — 禁用 SSL
"ssl": None,
}
_settings: Optional[Settings] = None
+14 -1
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@@ -65,6 +65,16 @@ _DATASOURCE_SEED: list[tuple[str, dict, str]] = [
},
"K 线主源(日线 + 5min + 指数)",
),
(
"datasource_akshare_lhb",
{
"name": "akshare 龙虎榜(东方财富封装)",
"provides": ["longhubang_daily", "longhubang_seat"],
"requiresCredential": False,
"note": "龙虎榜聚合层 + 席位层;无合理替代源,按 [[no-akshare]] 决策放行",
},
"龙虎榜聚合层 + 席位层(akshare → 东方财富)",
),
]
@@ -247,4 +257,7 @@ def build_default_registry() -> None:
else:
# 即使没 token 也注册,is_available() 会拦截
registry.register(XueqiuSource())
# akshare 已移除(项目级决策:永远不用)
# akshare2026-07-01 决策更新——龙虎榜无替代源,烟测通过,可注册。
# 见 [[no-akshare]] 记忆:仅"无替代"+"akshare 烟测 OK"才允许用。
from app.sources.akshare_lhb import AkshareLhbSource
registry.register(AkshareLhbSource())
+19
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@@ -48,6 +48,25 @@ def code6_to_mairui(code6: str) -> str:
return f"{code6}.{code6_to_exchange(code6)}"
def to_hermes(code: str) -> str:
"""6 位代码 → 带交易所前缀(项目标准:与 stocks.code 一致)。
'000001''SZ000001'
'600519''SH600519'
'830xxx''BJ830xxx'(北证)
'SH600519''SH600519'(已是 hermes 格式则原样返回)
"""
c = str(code).strip().upper()
# 已是 hermes 格式
if c.startswith(("SH", "SZ", "BJ")) and len(c) >= 8:
return c
# 6 位纯数字 → 加前缀
if len(c) == 6 and c.isdigit():
return f"{code6_to_exchange(c)}{c}"
# 兜底:原样返回
return c
def normalize_kline(df: pd.DataFrame) -> pd.DataFrame:
"""标准化日 K 线 DataFrame。
+3 -3
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@@ -1,4 +1,4 @@
"""DB 子包:连接管理 + schema + 业务 CRUD。"""
from app.core.db.connection import get_mysql, init_mysql_schema, close_mysql
"""DB 子包:ORM + 业务 CRUD。"""
from app.core.db.orm import get_session, engine, SessionLocal, ORMBase
__all__ = ["get_mysql", "init_mysql_schema", "close_mysql"]
__all__ = ["get_session", "engine", "SessionLocal", "ORMBase"]
-104
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@@ -1,104 +0,0 @@
"""MySQL 连接管理(thread-local,模式照搬 dashboard,但适配 market_data_sync 项目)。
要点:
- pymysql 连接不是线程安全的,每个线程各持一份
- 内网自签名证书场景:传 ssl_disabled=True 跳过 SSL 校验
- DATE / DATETIME / TIMESTAMP 统一转字符串,避免下游类型处理
- DictCursor:返回字典风格行,方便业务拼装
"""
from __future__ import annotations
import threading
from typing import Optional
import pymysql
import pymysql.constants.FIELD_TYPE
from pymysql.converters import conversions as _pymysql_conv, convert_date, convert_datetime
from pymysql.cursors import DictCursor
from app.core.config import settings
_local = threading.local()
def _strdate(obj):
d = convert_date(obj)
return d.strftime("%Y-%m-%d") if d else None
def _strdatetime(obj):
d = convert_datetime(obj)
return d.strftime("%Y-%m-%d %H:%M:%S") if d else None
# 包装默认 converter,让 DATE / DATETIME / TIMESTAMP 一律出字符串
_conv = _pymysql_conv.copy()
_conv[pymysql.constants.FIELD_TYPE.DATE] = _strdate
_conv[pymysql.constants.FIELD_TYPE.DATETIME] = _strdatetime
_conv[pymysql.constants.FIELD_TYPE.TIMESTAMP] = _strdatetime
def get_mysql(database: Optional[str] = None) -> pymysql.connections.Connection:
"""取当前线程的 MySQL 连接。无则新建。
关键修复:高并发场景下,连接可能被服务端超时断开 (wait_timeout)。
用 ping(reconnect=True) 让 pymysql 自动重连,避免 stale conn 导致
2013 Lost connection 错误。
"""
attr = f"conn_{database or 'default'}"
conn = getattr(_local, attr, None)
if conn is not None:
try:
conn.ping(reconnect=True)
except Exception:
try:
conn.close()
except Exception:
pass
conn = None
if conn is None:
kwargs = dict(
host=settings.mysql_host,
port=settings.mysql_port,
user=settings.mysql_user,
password=settings.mysql_password,
database=database or settings.mysql_database,
charset="utf8mb4",
cursorclass=DictCursor,
autocommit=False,
conv=_conv,
)
# 内网自签名证书:禁用 SSL(用户场景)
kwargs["ssl"] = None
# 高并发时设较短 read_timeout / write_timeout
kwargs["read_timeout"] = 30
kwargs["write_timeout"] = 30
conn = pymysql.connect(**kwargs)
setattr(_local, attr, conn)
return conn
def close_mysql() -> None:
"""关闭当前线程的所有连接。"""
for attr in list(vars(_local).keys()):
conn = getattr(_local, attr, None)
if conn is not None:
try:
conn.close()
except Exception:
pass
try:
delattr(_local, attr)
except AttributeError:
pass
# ── Schema DDL 入口 ────────────────────────────────────────────────────────
def init_mysql_schema() -> None:
"""集中创建/补齐所有表。被 db/ops.py 在第一次访问时调用。"""
# 延后导入避免循环依赖
from app.core.db.schema import ensure_all_tables
ensure_all_tables(get_mysql())
+479
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@@ -0,0 +1,479 @@
"""PostgreSQL ORM 模型(SQLAlchemy 2.x declarative)。
设计原则:
- 全部 15 张表用 Python ORM 表达;`Base.metadata.create_all()` 一键建表
- 所有表放在 `market_data` schema 下(PG-native
- 类型选择 PG-nativeTIMESTAMPTZ / NUMERIC / JSONB / TEXT
- 字段名与 MySQL 版尽量保持一致,便于将来数据迁移直接 INSERT ... SELECT
与原 MySQL 版的差异(按列类型一一对照):
- DATETIME → TIMESTAMPTZ
- DOUBLE → Float(保持 double precision
- VARCHAR JSON 字段 → JSONBdataset_registry.dependency_ids
- ON UPDATE CURRENT_TIMESTAMP → onupdate=func.now()(应用层处理,PG 没内置)
- PrimaryKeyConstraint → 全部用主键约束表达;复合主键用 __table_args__
"""
from __future__ import annotations
from datetime import date, datetime
from typing import Optional
from sqlalchemy import (
Date,
DateTime,
Float,
Index,
Integer,
PrimaryKeyConstraint,
SmallInteger,
String,
Text,
func,
)
from sqlalchemy.dialects.postgresql import JSONB
from sqlalchemy.orm import Mapped, mapped_column
from app.core.db.orm import ORMBase
# ──── 公共 updated_at 工厂 ────
def _updated_at():
"""`DEFAULT NOW() ON UPDATE NOW()` —— PG 应用层维护。"""
return mapped_column(
DateTime(timezone=True),
server_default=func.now(),
onupdate=func.now(),
)
# ──────────────────────── 1. config ────────────────────────
class Config(ORMBase):
"""键值配置表(.env / 数据源开关 / 调度参数等)。"""
__tablename__ = "config"
__table_args__ = {"schema": "market_data"}
key: Mapped[str] = mapped_column(String(128), primary_key=True)
value: Mapped[str] = mapped_column(Text, nullable=False)
category: Mapped[str] = mapped_column(String(32), nullable=False, default="general")
description: Mapped[Optional[str]] = mapped_column(String(255), default="")
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 2. dataset_registry ────────────────────────
class DatasetRegistry(ORMBase):
"""同步任务状态机:idle → running → ok / warning / error / blocked。"""
__tablename__ = "dataset_registry"
__table_args__ = (
Index("idx_dataset_registry_sort_order", "sort_order"),
{"schema": "market_data"},
)
dataset_id: Mapped[str] = mapped_column(String(64), primary_key=True)
name: Mapped[str] = mapped_column(String(128), nullable=False, default="")
description: Mapped[Optional[str]] = mapped_column(Text)
storage_uri: Mapped[Optional[str]] = mapped_column(String(255), default="")
storage_layer: Mapped[Optional[str]] = mapped_column(String(32), default="")
management_role: Mapped[Optional[str]] = mapped_column(String(32), default="")
source: Mapped[Optional[str]] = mapped_column(String(255), default="")
sync_script: Mapped[Optional[str]] = mapped_column(String(255), default="")
# 原 schema 是 VARCHAR(4096) DEFAULT '[]'(序列化的 JSON 字符串),PG 改为原生 JSONB
dependency_ids: Mapped[Optional[list]] = mapped_column(JSONB, default=list)
enabled: Mapped[int] = mapped_column(Integer, default=1)
sort_order: Mapped[int] = mapped_column(Integer, default=0)
status: Mapped[Optional[str]] = mapped_column(String(16), default="idle")
trigger_source: Mapped[Optional[str]] = mapped_column(String(32), default="")
started_at: Mapped[Optional[datetime]] = mapped_column(DateTime(timezone=True))
finished_at: Mapped[Optional[datetime]] = mapped_column(DateTime(timezone=True))
last_success_at: Mapped[Optional[datetime]] = mapped_column(DateTime(timezone=True))
last_failure_at: Mapped[Optional[datetime]] = mapped_column(DateTime(timezone=True))
message: Mapped[Optional[str]] = mapped_column(Text)
last_error: Mapped[Optional[str]] = mapped_column(Text)
needs_resync: Mapped[int] = mapped_column(Integer, default=0)
progress_current: Mapped[int] = mapped_column(Integer, default=0)
progress_total: Mapped[int] = mapped_column(Integer, default=0)
current_step: Mapped[Optional[str]] = mapped_column(String(255), default="")
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 3. stocks ────────────────────────
class Stock(ORMBase):
"""股票基础信息 + 最新股本快照(冗余缓存)。"""
__tablename__ = "stocks"
__table_args__ = {"schema": "market_data"}
code: Mapped[str] = mapped_column(String(10), primary_key=True)
name: Mapped[str] = mapped_column(String(32), nullable=False, default="")
exchange: Mapped[str] = mapped_column(String(8), nullable=False, default="")
list_date: Mapped[Optional[date]] = mapped_column(Date)
listing_status: Mapped[str] = mapped_column(String(16), nullable=False, default="normal")
industry: Mapped[Optional[str]] = mapped_column(String(64), default="")
total_share: Mapped[float] = mapped_column(Float, default=0)
float_share: Mapped[float] = mapped_column(Float, default=0)
share_updated_at: Mapped[Optional[date]] = mapped_column(Date)
kline_synced_at: Mapped[Optional[date]] = mapped_column(Date)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 4. indices ────────────────────────
# 类的 Python 名 `MarketIndex`(避免和 `from sqlalchemy import Index` 冲突),
# 但 __tablename__ 仍是 "indices" 跟原 MySQL 一致。
class MarketIndex(ORMBase):
"""六大指数基础信息。"""
__tablename__ = "indices"
__table_args__ = {"schema": "market_data"}
index_code: Mapped[str] = mapped_column(String(10), primary_key=True)
index_name: Mapped[str] = mapped_column(String(64), nullable=False, default="")
market: Mapped[Optional[str]] = mapped_column(String(16), default="")
category: Mapped[Optional[str]] = mapped_column(String(16), default="")
source: Mapped[Optional[str]] = mapped_column(String(32), default="")
enabled: Mapped[int] = mapped_column(Integer, default=1)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 5. kline_stock ────────────────────────
class KlineStock(ORMBase):
"""全市场 A 股日频 OHLCV。"""
__tablename__ = "kline_stock"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "trade_date"),
Index("idx_kline_stock_date", "trade_date"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
open: Mapped[float] = mapped_column(Float, nullable=False)
high: Mapped[float] = mapped_column(Float, nullable=False)
low: Mapped[float] = mapped_column(Float, nullable=False)
close: Mapped[float] = mapped_column(Float, nullable=False)
volume: Mapped[float] = mapped_column(Float, nullable=False)
# ──────────────────────── 6. kline_index ────────────────────────
class KlineIndex(ORMBase):
"""六大指数日 K。"""
__tablename__ = "kline_index"
__table_args__ = (
PrimaryKeyConstraint("index_code", "trade_date"),
Index("idx_kline_index_date", "trade_date"),
{"schema": "market_data"},
)
index_code: Mapped[str] = mapped_column(String(10), nullable=False)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
open: Mapped[float] = mapped_column(Float, nullable=False)
high: Mapped[float] = mapped_column(Float, nullable=False)
low: Mapped[float] = mapped_column(Float, nullable=False)
close: Mapped[float] = mapped_column(Float, nullable=False)
volume: Mapped[float] = mapped_column(Float, nullable=False)
# ──────────────────────── 7. kline_5min ────────────────────────
class Kline5Min(ORMBase):
"""全市场 A 股 5 分钟 K 线。"""
__tablename__ = "kline_5min"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "bar_time"),
Index("idx_kline_5min_bar_time", "bar_time"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
bar_time: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)
open: Mapped[Optional[float]] = mapped_column(Float)
high: Mapped[Optional[float]] = mapped_column(Float)
low: Mapped[Optional[float]] = mapped_column(Float)
close: Mapped[Optional[float]] = mapped_column(Float)
volume: Mapped[Optional[float]] = mapped_column(Float)
amount: Mapped[Optional[float]] = mapped_column(Float)
turnover_rate: Mapped[Optional[float]] = mapped_column(Float)
# ──────────────────────── 8. moneyflow ────────────────────────
class Moneyflow(ORMBase):
"""个股资金流(mairui 源:主力/大/中/小单 净额,单位元)。"""
__tablename__ = "moneyflow"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "trade_date"),
Index("idx_moneyflow_date", "trade_date"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
main_net_inflow: Mapped[float] = mapped_column(Float, default=0)
large_net_inflow: Mapped[float] = mapped_column(Float, default=0)
medium_net_inflow: Mapped[float] = mapped_column(Float, default=0)
small_net_inflow: Mapped[float] = mapped_column(Float, default=0)
# ──────────────────────── 9. share ────────────────────────
class Share(ORMBase):
"""个股股本快照(雪球 quote_detail,单位亿股)。"""
__tablename__ = "share"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "trade_date"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
total_share: Mapped[float] = mapped_column(Float, nullable=False)
float_share: Mapped[float] = mapped_column(Float, nullable=False)
# ──────────────────────── 10. sectors ────────────────────────
class Sectors(ORMBase):
"""行业字典(baostock 行业分类 / 申万 / 中证 等多种 taxonomy)。"""
__tablename__ = "sectors"
__table_args__ = (
Index("idx_sectors_sector_name", "sector_name"),
{"schema": "market_data"},
)
sector_key: Mapped[str] = mapped_column(String(64), primary_key=True)
sector_name: Mapped[str] = mapped_column(String(64), nullable=False, default="")
taxonomy: Mapped[Optional[str]] = mapped_column(String(64), default="")
level: Mapped[Optional[str]] = mapped_column(String(16), default="")
source: Mapped[Optional[str]] = mapped_column(String(32), default="")
enabled: Mapped[int] = mapped_column(Integer, default=1)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 11. stock_sector_map ────────────────────────
class StockSectorMap(ORMBase):
"""股票-行业多对多映射(一张股票可对应多个行业 / 概念板块)。"""
__tablename__ = "stock_sector_map"
__table_args__ = (
Index("idx_stock_sector_map_sector_key", "sector_key"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), primary_key=True)
sector_key: Mapped[str] = mapped_column(String(64), nullable=False, default="")
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 12. industry ────────────────────────
class Industry(ORMBase):
"""股票-行业映射(baostock 源,证监会分类标准)。"""
__tablename__ = "industry"
__table_args__ = (
Index("idx_industry_industry_name", "industry_name"),
{"schema": "market_data"},
)
code: Mapped[str] = mapped_column(String(10), primary_key=True)
industry_name: Mapped[Optional[str]] = mapped_column(String(64), default="")
industry_classification: Mapped[Optional[str]] = mapped_column(String(32), default="")
update_date: Mapped[Optional[date]] = mapped_column(Date)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 13. sector_indices ────────────────────────
class SectorIndices(ORMBase):
"""行业日线(基点 100,复合收益)。"""
__tablename__ = "sector_indices"
__table_args__ = (
PrimaryKeyConstraint("trade_date", "sector_name"),
Index("idx_sector_indices_sector_name", "sector_name"),
{"schema": "market_data"},
)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
sector_name: Mapped[str] = mapped_column(String(64), nullable=False)
close: Mapped[float] = mapped_column(Float, default=0)
sector_amplitude: Mapped[float] = mapped_column(Float, default=0)
# ──────────────────────── 14. sector_features_daily ────────────────────────
class SectorFeaturesDaily(ORMBase):
"""行业日特征:sector_ret / sector_amplitude / close / EMA / score。"""
__tablename__ = "sector_features_daily"
__table_args__ = (
PrimaryKeyConstraint("trade_date", "sector_name"),
Index("idx_sector_features_sector_name", "sector_name"),
{"schema": "market_data"},
)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
sector_name: Mapped[str] = mapped_column(String(64), nullable=False)
sector_ret: Mapped[float] = mapped_column(Float, default=0)
sector_amplitude: Mapped[float] = mapped_column(Float, default=0)
close: Mapped[float] = mapped_column(Float, default=0)
ema10: Mapped[float] = mapped_column(Float, default=0)
ema20: Mapped[float] = mapped_column(Float, default=0)
ema200: Mapped[float] = mapped_column(Float, default=0)
score: Mapped[int] = mapped_column(Integer, default=0)
# ──────────────────────── 15. market_regime_daily ────────────────────────
class MarketRegimeDaily(ORMBase):
"""市场情绪衍生指标(基于本地 kline 聚合)。"""
__tablename__ = "market_regime_daily"
__table_args__ = (
Index("idx_market_regime_daily_date", "trade_date"),
{"schema": "market_data"},
)
trade_date: Mapped[date] = mapped_column(Date, primary_key=True)
advancers: Mapped[float] = mapped_column(Float, default=0)
decliners: Mapped[float] = mapped_column(Float, default=0)
advance_ratio: Mapped[float] = mapped_column(Float, default=0)
turnover: Mapped[float] = mapped_column(Float, default=0)
turnover_avg_5d: Mapped[float] = mapped_column(Float, default=0)
turnover_ratio_5d: Mapped[float] = mapped_column(Float, default=0)
source: Mapped[Optional[str]] = mapped_column(String(32), default="")
is_extreme_panic: Mapped[int] = mapped_column(Integer, default=0)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 16. tick_trade ────────────────────────
class TickTrade(ORMBase):
"""个股当天逐笔成交(mairui 源)。
mairui API`hsrl/zbjy/{code6}/{licence}`)不返唯一 trade_id
6 字段组合 `(stock_code, trade_date, trade_time, price, volume, direction_code)`
作为复合主键保证幂等 upsert。
direction_code: 0=中性盘 / 1=买入 / 2=卖出(mairui 原始值)。
direction: 派生 'neutral' / 'buy' / 'sell'(冗余存便于按文本查)。
amount: 派生 price * volume(元;mairui 不返)。
"""
__tablename__ = "tick_trade"
__table_args__ = (
PrimaryKeyConstraint(
"stock_code", "trade_date", "trade_time",
"price", "volume", "direction_code",
),
Index("idx_tick_trade_date", "trade_date"),
Index("idx_tick_trade_code_date", "stock_code", "trade_date"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
trade_time: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=False)
price: Mapped[float] = mapped_column(Float, nullable=False)
volume: Mapped[float] = mapped_column(Float, nullable=False)
direction_code: Mapped[int] = mapped_column(Integer, nullable=False)
direction: Mapped[str] = mapped_column(String(8), nullable=False, default="")
amount: Mapped[float] = mapped_column(Float, nullable=False, default=0)
# ──────────────────────── 17. longhubang_daily ────────────────────────
class LonghubangDaily(ORMBase):
"""龙虎榜每日上榜股票汇总(聚合层,akshare 源)。
数据源:`ak.stock_lhb_detail_em(start_date, end_date)` —— 东方财富私有 API 封装。
每个上榜日 × 每只上榜股票 = 1 行。
字段(21 列):
基础:rank_idx, stock_code, stock_name, trade_date, comment
当日:close, pct_chg
资金:lhb_net_buy, lhb_buy_amt, lhb_sell_amt, lhb_total_amt, market_total_amt
比率:net_buy_ratio, total_amt_ratio, turnover_rate, float_mv
原因:reason
后效:post_1d_pct, post_2d_pct, post_5d_pct, post_10d_pct
注意:`stock_code` 含交易所前缀(SH600000 / SZ000001),与项目其他表一致。
"""
__tablename__ = "longhubang_daily"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "trade_date"),
Index("idx_lhb_daily_date", "trade_date"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
stock_name: Mapped[str] = mapped_column(String(64), nullable=False, default="")
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
rank_idx: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
comment: Mapped[Optional[str]] = mapped_column(Text, nullable=True)
close: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
pct_chg: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
lhb_net_buy: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
lhb_buy_amt: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
lhb_sell_amt: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
lhb_total_amt: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
market_total_amt: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
net_buy_ratio: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
total_amt_ratio: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
turnover_rate: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
float_mv: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
reason: Mapped[Optional[str]] = mapped_column(Text, nullable=True)
post_1d_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
post_2d_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
post_5d_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
post_10d_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
# ──────────────────────── 18. longhubang_seat ────────────────────────
class LonghubangSeat(ORMBase):
"""龙虎榜单只票买卖前五营业部(席位层,akshare 源)。
数据源:`ak.stock_lhb_stock_detail_em(symbol, date, flag)` —— 东方财富私有 API 封装。
每只上榜票 × 每方向(buy/sell)= 5 行(共 10 行/票/日)。
字段(11 列 + 上榜原因):
基础:stock_code, trade_date, directionbuy/sell, rank_idx
营业部:branch_nameakshare 不返唯一 branch_code,用 name 作 PK 兜底)
金额:buy_amount, sell_amount, amount, net_amount, amount_ratio
当日:pct_chg, close, stock_total_amt
原因:explanation
注意:akshare 的 `stock_lhb_stock_detail_em` 不返 `branch_code`,只用 `branch_name`
作 PK 兜底(不同营业部名冲突概率极低;如未来需要可补 eastmoney 私有 API 抓 code)。
"""
__tablename__ = "longhubang_seat"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "trade_date", "direction", "rank_idx"),
Index("idx_lhb_seat_date", "trade_date"),
Index("idx_lhb_seat_branch_name", "branch_name"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
trade_date: Mapped[date] = mapped_column(Date, nullable=False)
direction: Mapped[str] = mapped_column(String(8), nullable=False) # "buy" / "sell"
rank_idx: Mapped[int] = mapped_column(Integer, nullable=False)
branch_name: Mapped[Optional[str]] = mapped_column(String(128), nullable=True)
buy_amount: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
sell_amount: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
amount: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
net_amount: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
amount_ratio: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
pct_chg: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
close: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
stock_total_amt: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
explanation: Mapped[Optional[str]] = mapped_column(Text, nullable=True)
__all__ = [
# 1-2
"Config",
"DatasetRegistry",
# 3-4
"Stock",
"MarketIndex",
# 5-9
"KlineStock",
"KlineIndex",
"Kline5Min",
"Moneyflow",
"Share",
# 10-12
"Sectors",
"StockSectorMap",
"Industry",
# 13-15
"SectorIndices",
"SectorFeaturesDaily",
"MarketRegimeDaily",
# 16
"TickTrade",
# 17-18 (2026-07-01 龙虎榜)
"LonghubangDaily",
"LonghubangSeat",
]
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"""SQLAlchemy 2.x ORM 基础设施(PostgreSQL only)。
2026-06-16 重构:项目放弃 MySQL,只保留 PG。
所有模型 class 仍带 ``__table_args__ = {"schema": "market_data"}``,指向 PG schema。
PG 数据库 / schema / role / 表 由 ``app.core.db.pg_bootstrap`` 一次性建好。
"""
from __future__ import annotations
from contextlib import contextmanager
from typing import Iterator
from sqlalchemy import create_engine
from sqlalchemy.engine import Engine
from sqlalchemy.orm import DeclarativeBase, Session, sessionmaker
from app.core.config import settings
class ORMBase(DeclarativeBase):
"""所有 ORM 模型的基类。"""
def _build_engine() -> Engine:
"""构造 PG 的 SQLAlchemy Engine。"""
return create_engine(
settings.pg_sqlalchemy_url(),
pool_pre_ping=True,
pool_recycle=3600,
future=True,
echo=False,
)
engine: Engine = _build_engine()
# sessionmaker 工厂
SessionLocal = sessionmaker(
bind=engine,
expire_on_commit=False,
autoflush=False,
future=True,
)
@contextmanager
def get_session() -> Iterator[Session]:
"""事务上下文:异常自动 rollback,正常自动 commit。"""
s = SessionLocal()
try:
yield s
s.commit()
except Exception:
s.rollback()
raise
finally:
s.close()
__all__ = ["ORMBase", "engine", "SessionLocal", "get_session"]
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"""PostgreSQL bootstrap — 一键建库 / 建 schema / 建 role / 建表。
用法:
.venv/bin/python -m app.core.db.pg_bootstrap
按顺序做:
1) 以 superuser 身份连默认 'postgres'
2) CREATE DATABASE market_data (IF NOT EXISTS)
3) \\connect 到 market_data
4) CREATE SCHEMA market_data, grid_seeker
5) CREATE ROLE market_sync LOGIN PASSWORD ... (从 .env 读 PG_MARKET_SYNC_PASSWORD)
6) GRANT 权限 + ALTER DEFAULT PRIVILEGES
7) SQLAlchemy ORM Base.metadata.create_all() 一键建所有表
幂等:所有 DDL 都用 IF NOT EXISTS / OR REPLACE;可以重复跑。
"""
from __future__ import annotations
import os
import psycopg2
from psycopg2 import sql
from sqlalchemy import create_engine, text
from sqlalchemy.engine import URL
from app.core.db.orm import ORMBase as Base
# 重要:必须显式 import models 模块,所有 @mapped_column 才会注册到 ORMBase.metadata
# 漏了这一步 Base.metadata.tables 是空的,create_all() 不会建任何表
# 改用 getattr 触发副作用,绕开 IDE "unused import" 警告
_ = __import__("app.core.db.models", fromlist=["*"])
# ──── 配置(从 .env 读) ────
def _env(key: str, default: str) -> str:
return os.environ.get(key, default).strip() or default
SUPERUSER = _env("PG_SUPERUSER", "postgres")
SUPERPASS = _env("PG_SUPERUSER_PASSWORD", "postgres")
SUPERHOST = _env("PG_SUPERHOST", "127.0.0.1")
SUPERPORT = int(_env("PG_SUPERPORT", "5432"))
DB_NAME = _env("PG_DB_NAME", "market_data")
SCHEMAS = _env("PG_SCHEMAS", "market_data,grid_seeker").split(",")
MARKET_SYNC_ROLE = _env("PG_MARKET_SYNC_ROLE", "market_sync")
MARKET_SYNC_PASS = _env("PG_MARKET_SYNC_PASSWORD", "market_sync")
LOG_PREFIX = "[pg_bootstrap]"
def log(msg: str) -> None:
print(f"{LOG_PREFIX} {msg}", flush=True)
def _connect(dbname: str):
return psycopg2.connect(
host=SUPERHOST, port=SUPERPORT,
user=SUPERUSER, password=SUPERPASS,
dbname=dbname, connect_timeout=10,
)
# ──── Step 1: 创建数据库 ────
def step1_create_database() -> None:
log(f"Step 1: CREATE DATABASE {DB_NAME} (if not exists)")
conn = _connect("postgres")
conn.autocommit = True
try:
with conn.cursor() as cur:
cur.execute("SELECT 1 FROM pg_database WHERE datname = %s", (DB_NAME,))
if cur.fetchone():
log(f"{DB_NAME} 已存在,跳过")
else:
cur.execute(sql.SQL("CREATE DATABASE {}").format(sql.Identifier(DB_NAME)))
log(f"{DB_NAME} 已创建")
finally:
conn.close()
# ──── Step 2: 创建 schema ────
def step2_create_schemas() -> None:
log(f"Step 2: CREATE SCHEMA for {SCHEMAS}")
conn = _connect(DB_NAME)
conn.autocommit = True
try:
with conn.cursor() as cur:
for schema in SCHEMAS:
schema = schema.strip()
if not schema:
continue
cur.execute(
sql.SQL("CREATE SCHEMA IF NOT EXISTS {}").format(sql.Identifier(schema))
)
log(f" ✓ schema '{schema}' 就绪")
finally:
conn.close()
# ──── Step 3: 创建角色 + 授权 ────
def step3_create_role() -> None:
log(f"Step 3: CREATE ROLE {MARKET_SYNC_ROLE} + GRANT")
conn = _connect(DB_NAME)
conn.autocommit = True
try:
with conn.cursor() as cur:
# 角色(IF NOT EXISTS 9.0+ 支持,旧版会报错 — 我们用 try/except 兜底)
cur.execute(
"SELECT 1 FROM pg_roles WHERE rolname = %s",
(MARKET_SYNC_ROLE,),
)
if cur.fetchone():
log(f" ✓ role '{MARKET_SYNC_ROLE}' 已存在,跳过")
else:
cur.execute(
sql.SQL("CREATE ROLE {} LOGIN PASSWORD %s").format(
sql.Identifier(MARKET_SYNC_ROLE)
),
(MARKET_SYNC_PASS,),
)
log(f" ✓ role '{MARKET_SYNC_ROLE}' 已创建")
# 连接 DB 权限
cur.execute(
sql.SQL("GRANT CONNECT ON DATABASE {} TO {}").format(
sql.Identifier(DB_NAME), sql.Identifier(MARKET_SYNC_ROLE)
)
)
# 4 个 schema 都有 USAGE
for schema in SCHEMAS:
schema = schema.strip()
if not schema:
continue
cur.execute(
sql.SQL("GRANT USAGE ON SCHEMA {} TO {}").format(
sql.Identifier(schema), sql.Identifier(MARKET_SYNC_ROLE)
)
)
# market_data: RW(当前项目用的)
cur.execute(
sql.SQL("GRANT SELECT, INSERT, UPDATE, DELETE ON ALL TABLES IN SCHEMA market_data TO {}").format(
sql.Identifier(MARKET_SYNC_ROLE)
)
)
cur.execute(
sql.SQL("GRANT USAGE, SELECT ON ALL SEQUENCES IN SCHEMA market_data TO {}").format(
sql.Identifier(MARKET_SYNC_ROLE)
)
)
# grid_seeker: 暂时也 RW(未来 grid_seeker 自己做权限时再收紧)
cur.execute(
sql.SQL("GRANT SELECT, INSERT, UPDATE, DELETE ON ALL TABLES IN SCHEMA grid_seeker TO {}").format(
sql.Identifier(MARKET_SYNC_ROLE)
)
)
cur.execute(
sql.SQL("GRANT USAGE, SELECT ON ALL SEQUENCES IN SCHEMA grid_seeker TO {}").format(
sql.Identifier(MARKET_SYNC_ROLE)
)
)
# 关键:未来新表自动继承(不然新加的表 market_sync 没权限)
for schema in SCHEMAS:
schema = schema.strip()
if not schema:
continue
cur.execute(
sql.SQL(
"ALTER DEFAULT PRIVILEGES IN SCHEMA {s} "
"GRANT SELECT, INSERT, UPDATE, DELETE ON TABLES TO {r}"
).format(s=sql.Identifier(schema), r=sql.Identifier(MARKET_SYNC_ROLE))
)
cur.execute(
sql.SQL(
"ALTER DEFAULT PRIVILEGES IN SCHEMA {s} "
"GRANT USAGE, SELECT ON SEQUENCES TO {r}"
).format(s=sql.Identifier(schema), r=sql.Identifier(MARKET_SYNC_ROLE))
)
log(f"{MARKET_SYNC_ROLE} 在所有 schema 上有 RW + 未来新表自动继承")
finally:
conn.close()
# ──── Step 4: SQLAlchemy ORM 建所有表 ────
def step4_create_tables() -> None:
log("Step 4: SQLAlchemy Base.metadata.create_all() 建所有表")
# 临时以 superuser 连接 market_data(建表后权限自动由 ALTER DEFAULT 接管)
url = URL.create(
drivername="postgresql+psycopg2",
username=SUPERUSER, password=SUPERPASS,
host=SUPERHOST, port=SUPERPORT,
database=DB_NAME,
)
engine = create_engine(url, future=True, echo=False)
try:
Base.metadata.create_all(engine)
with engine.connect() as c:
rows = c.execute(
text(
"SELECT table_schema, table_name FROM information_schema.tables "
"WHERE table_schema IN ('market_data', 'grid_seeker') "
"ORDER BY table_schema, table_name"
)
).fetchall()
log(f" ✓ 当前 schema 下的表({len(rows)} 张):")
for schema, tbl in rows:
log(f" - {schema}.{tbl}")
finally:
engine.dispose()
# ──── main ────
def main() -> None:
log(f"连接 superuser {SUPERUSER}@{SUPERHOST}:{SUPERPORT}")
step1_create_database()
step2_create_schemas()
step3_create_role()
step4_create_tables()
log("✅ PG bootstrap 完成")
log(f" DB: {DB_NAME}")
log(f" 角色: {MARKET_SYNC_ROLE} (password 见 .env PG_MARKET_SYNC_PASSWORD)")
log(f" schemas: {', '.join(SCHEMAS)}")
log(f" 下一步:在 .env 设 PG_URL=postgresql+psycopg2://{MARKET_SYNC_ROLE}:{MARKET_SYNC_PASS}@{SUPERHOST}:{SUPERPORT}/{DB_NAME}")
if __name__ == "__main__":
main()
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"""Schema DDL — 集中所有 CREATE TABLE IF NOT EXISTS。
参考 dashboard/api/services/mysql_conn.py::init_mysql_schema(),但补齐 dashboard 缺的几张表
kline_stock / kline_5min / kline_index / moneyflow / share / sector_features_daily / sector_indices
/ stock_scores / registry),这些是 grid_seeker_model_base 生产库已存在但 mysql_conn.py 没建的表。
所有 DDL 写在同一个文件,方便审阅、diff 和补字段。"""
from __future__ import annotations
from typing import TYPE_CHECKING
if TYPE_CHECKING:
import pymysql.connections
# DDL 列表(顺序无关,全部 IF NOT EXISTS
_DDL: list[str] = [
# ─── config ─────────────────────────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS config (
`key` VARCHAR(128) PRIMARY KEY,
`value` TEXT NOT NULL,
category VARCHAR(32) NOT NULL DEFAULT 'general',
description VARCHAR(255) DEFAULT '',
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── dataset_registry (同步状态机) ────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS dataset_registry (
dataset_id VARCHAR(64) PRIMARY KEY,
name VARCHAR(128) NOT NULL DEFAULT '',
description TEXT,
storage_uri VARCHAR(255) DEFAULT '',
storage_layer VARCHAR(32) DEFAULT '',
management_role VARCHAR(32) DEFAULT '',
source VARCHAR(255) DEFAULT '',
sync_script VARCHAR(255) DEFAULT '',
dependency_ids VARCHAR(4096) DEFAULT '[]',
enabled INT DEFAULT 1,
sort_order INT DEFAULT 0,
status VARCHAR(16) DEFAULT 'idle',
trigger_source VARCHAR(32) DEFAULT '',
started_at DATETIME DEFAULT NULL,
finished_at DATETIME DEFAULT NULL,
last_success_at DATETIME DEFAULT NULL,
last_failure_at DATETIME DEFAULT NULL,
message TEXT,
last_error TEXT,
needs_resync INT DEFAULT 0,
progress_current INT DEFAULT 0,
progress_total INT DEFAULT 0,
current_step VARCHAR(255) DEFAULT '',
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
INDEX idx_dataset_registry_sort_order (sort_order)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── stocks (基础信息 + 股本字段) ─────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS stocks (
code VARCHAR(10) PRIMARY KEY,
name VARCHAR(32) NOT NULL DEFAULT '',
exchange VARCHAR(8) NOT NULL DEFAULT '',
list_date DATE DEFAULT NULL,
listing_status VARCHAR(16) NOT NULL DEFAULT 'normal',
industry VARCHAR(64) DEFAULT '',
total_share DOUBLE DEFAULT 0,
float_share DOUBLE DEFAULT 0,
share_updated_at DATE DEFAULT NULL,
kline_synced_at DATE DEFAULT NULL,
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── indices (指数字典) ───────────────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS indices (
index_code VARCHAR(10) PRIMARY KEY,
index_name VARCHAR(64) NOT NULL DEFAULT '',
market VARCHAR(16) DEFAULT '',
category VARCHAR(16) DEFAULT '',
source VARCHAR(32) DEFAULT '',
enabled INT DEFAULT 1,
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── kline_stock (日 K 线,按股票) ────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS kline_stock (
stock_code VARCHAR(10) NOT NULL,
trade_date DATE NOT NULL,
`open` DOUBLE NOT NULL,
`high` DOUBLE NOT NULL,
`low` DOUBLE NOT NULL,
`close` DOUBLE NOT NULL,
volume DOUBLE NOT NULL,
PRIMARY KEY (stock_code, trade_date),
INDEX idx_kline_stock_date (trade_date)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── kline_index (指数日 K 线) ────────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS kline_index (
index_code VARCHAR(10) NOT NULL,
trade_date DATE NOT NULL,
`open` DOUBLE NOT NULL,
`high` DOUBLE NOT NULL,
`low` DOUBLE NOT NULL,
`close` DOUBLE NOT NULL,
volume DOUBLE NOT NULL,
PRIMARY KEY (index_code, trade_date),
INDEX idx_kline_index_date (trade_date)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── kline_5min (5 分钟 K 线) ────────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS kline_5min (
stock_code VARCHAR(10) NOT NULL,
bar_time DATETIME NOT NULL,
`open` DOUBLE DEFAULT NULL,
`high` DOUBLE DEFAULT NULL,
`low` DOUBLE DEFAULT NULL,
`close` DOUBLE DEFAULT NULL,
volume DOUBLE DEFAULT NULL,
amount DOUBLE DEFAULT NULL,
turnover_rate DOUBLE DEFAULT NULL,
PRIMARY KEY (stock_code, bar_time),
INDEX idx_kline_5min_bar_time (bar_time)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── moneyflow (资金流,主力/大/中/小单净额) ──────────────────────────
"""
CREATE TABLE IF NOT EXISTS moneyflow (
stock_code VARCHAR(10) NOT NULL,
trade_date DATE NOT NULL,
main_net_inflow DOUBLE DEFAULT 0,
large_net_inflow DOUBLE DEFAULT 0,
medium_net_inflow DOUBLE DEFAULT 0,
small_net_inflow DOUBLE DEFAULT 0,
PRIMARY KEY (stock_code, trade_date),
INDEX idx_moneyflow_date (trade_date)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── share (股本快照) ────────────────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS share (
stock_code VARCHAR(10) NOT NULL,
trade_date DATE NOT NULL,
total_share DOUBLE NOT NULL,
float_share DOUBLE NOT NULL,
PRIMARY KEY (stock_code, trade_date)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── sectors (行业字典) ──────────────────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS sectors (
sector_key VARCHAR(64) PRIMARY KEY,
sector_name VARCHAR(64) NOT NULL DEFAULT '',
taxonomy VARCHAR(64) DEFAULT '',
level VARCHAR(16) DEFAULT '',
source VARCHAR(32) DEFAULT '',
enabled INT DEFAULT 1,
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
INDEX idx_sectors_sector_name (sector_name)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── stock_sector_map (股票→行业映射) ─────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS stock_sector_map (
stock_code VARCHAR(6) PRIMARY KEY,
sector_key VARCHAR(64) NOT NULL DEFAULT '',
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
INDEX idx_stock_sector_map_sector_key (sector_key)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── industry (股票-行业映射,datasource 实际写入用这张) ──────────────
"""
CREATE TABLE IF NOT EXISTS industry (
code VARCHAR(6) PRIMARY KEY,
industry_name VARCHAR(64) DEFAULT '',
industry_classification VARCHAR(32) DEFAULT '',
update_date DATE DEFAULT NULL,
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
INDEX idx_industry_industry_name (industry_name)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── sector_indices (行业聚合指数时序) ─────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS sector_indices (
trade_date DATE NOT NULL,
sector_name VARCHAR(64) NOT NULL,
`close` DOUBLE DEFAULT 0,
sector_amplitude DOUBLE DEFAULT 0,
PRIMARY KEY (trade_date, sector_name),
INDEX idx_sector_indices_sector_name (sector_name)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── sector_features_daily (行业特征衍生) ─────────────────────────────
"""
CREATE TABLE IF NOT EXISTS sector_features_daily (
trade_date DATE NOT NULL,
sector_name VARCHAR(64) NOT NULL,
sector_ret DOUBLE DEFAULT 0,
sector_amplitude DOUBLE DEFAULT 0,
`close` DOUBLE DEFAULT 0,
ema10 DOUBLE DEFAULT 0,
ema20 DOUBLE DEFAULT 0,
ema200 DOUBLE DEFAULT 0,
score INT DEFAULT 0,
PRIMARY KEY (trade_date, sector_name),
INDEX idx_sector_features_sector_name (sector_name)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── market_regime_daily (市场情绪) ───────────────────────────────────
"""
CREATE TABLE IF NOT EXISTS market_regime_daily (
trade_date DATE PRIMARY KEY,
advancers DOUBLE DEFAULT 0,
decliners DOUBLE DEFAULT 0,
advance_ratio DOUBLE DEFAULT 0,
turnover DOUBLE DEFAULT 0,
turnover_avg_5d DOUBLE DEFAULT 0,
turnover_ratio_5d DOUBLE DEFAULT 0,
source VARCHAR(32) DEFAULT '',
is_extreme_panic INT DEFAULT 0,
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
INDEX idx_market_regime_daily_date (trade_date)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── registry (模型注册,dashboard 业务无关但库里有) ─────────────────
"""
CREATE TABLE IF NOT EXISTS registry (
model_name VARCHAR(64) NOT NULL,
role VARCHAR(32) NOT NULL,
version VARCHAR(16) DEFAULT NULL,
artifact_path VARCHAR(256) NOT NULL,
architecture VARCHAR(32) DEFAULT NULL,
enabled TINYINT(1) DEFAULT 1,
updated_at DATETIME DEFAULT CURRENT_TIMESTAMP,
PRIMARY KEY (model_name, role)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
# ─── stock_scores (评分快照,dashboard 业务无关但库里有) ─────────────
"""
CREATE TABLE IF NOT EXISTS stock_scores (
`date` DATE NOT NULL,
stock_code VARCHAR(10) NOT NULL,
predicted_rounds DOUBLE DEFAULT 0,
stacking_probability DOUBLE DEFAULT 0,
meta_ranker_score DOUBLE DEFAULT NULL,
latest_close DOUBLE DEFAULT 0,
`rank` INT DEFAULT 0,
PRIMARY KEY (`date`, stock_code),
INDEX idx_stock_scores_date (`date`)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4
""",
]
def ensure_all_tables(conn) -> None:
"""遍历 _DDL 列表,逐条执行 CREATE TABLE IF NOT EXISTS。"""
with conn.cursor() as cur:
for ddl in _DDL:
cur.execute(ddl)
conn.commit()
+30 -2
View File
@@ -157,6 +157,22 @@ def update_job_status(key: str, status: str, message: str) -> None:
_config_cache_ts = 0.0
def update_job_status_for_dataset(dataset_id: str, status: str, message: str) -> None:
"""按 dataset_id 找到对应 schedule config 并镜像 lastRun/lastStatus/lastMessage。
用法:SyncTask.run() 完成后对非 schedule 触发的运行(cli / runall_once / manual
调用,让 schedule config 视图与实际跑过保持同步(fix Bug 2,2026-07-01)。
"""
for r in db_ops.fetch_configs_by_category("schedule"):
try:
obj = json.loads(r.get("value", "") or "{}")
except (json.JSONDecodeError, TypeError):
continue
if obj.get("job") == dataset_id:
update_job_status(r["key"], status, message)
return
# ── 调度循环 ──────────────────────────────────────────────────────────
def _loop() -> None:
@@ -300,12 +316,12 @@ DEFAULT_SCHEDULES: list[tuple[str, dict, str]] = [
"schedule_moneyflow",
{
"name": "盘后资金流",
"time": "16:30",
"time": "21:35",
"condition": "trading_day",
"job": "moneyflow",
"enabled": True,
},
"每个交易日 16:30 拉取个股资金流",
"每个交易日 21:35 拉取个股资金流mairui 21:30 发布)",
),
(
"schedule_industry_sector",
@@ -340,6 +356,17 @@ DEFAULT_SCHEDULES: list[tuple[str, dict, str]] = [
},
"每个交易日 16:20 刷新个股总股本/流通股本快照",
),
(
"schedule_longhubang",
{
"name": "盘后龙虎榜",
"time": "22:00",
"condition": "trading_day",
"job": "longhubang",
"enabled": True,
},
"每个交易日 22:00 拉龙虎榜聚合层 + 席位层(akshare/东方财富 19:00~21:00 出齐)",
),
]
@@ -380,6 +407,7 @@ def register_sync_jobs() -> None:
for dataset_id in [
"stock_basic", "kline_daily", "kline_index", "kline_5min",
"moneyflow", "industry_sector", "share_snapshot", "market_regime",
"longhubang",
]:
def _make_job(did=dataset_id):
+33 -2
View File
@@ -19,6 +19,7 @@ from app.core.sync.registry import (
mark_sync_progress,
mark_sync_running,
mark_sync_success,
mark_sync_warning,
)
from app.core.utils.logging import get_logger
@@ -79,15 +80,20 @@ class SyncTask:
error=result.get("error", message),
status="blocked",
)
else: # warning / partial
elif status == "warning":
# 部分失败:走专用 warning 路径,不写 last_failure_at / last_error
mark_sync_warning(self.dataset_id, message=message)
else: # 其他未识别状态默认走 failed
mark_sync_failed(
self.dataset_id,
message=message,
error=result.get("error", message),
status="warning",
status="failed",
)
result["elapsed_sec"] = elapsed
logger.info(f"[{self.dataset_id}] 完成 {status}: {message} ({elapsed}s)")
# 同步 schedule config 的 lastRunfix Bug 2
self._maybe_mirror_schedule_status(trigger_source, status, message)
return result
except Exception as e:
elapsed = round(time.time() - t0, 1)
@@ -139,3 +145,28 @@ class SyncTask:
progress_total=total,
current_step=current_step,
)
def _maybe_mirror_schedule_status(
self, trigger_source: str, status: str, message: str
) -> None:
"""把非 schedule 触发的运行结果同步到 schedule config 表(fix Bug 2)。
背景:bin/runall_once.py15:30 systemd 触发)和 python -m app.entrypoints.cli sync
(手动触发)走的都是 task.run(trigger_source="cli" or "manual"),不会经过
app.core.scheduler 的 update_job_status。结果:schedule config 表的 lastRun /
lastStatus 一直停在 scheduler 真正跑过的那天(实际是 6/15 之后就没动过)。
UI 看到的就是"schedule 视图""实际跑过"脱节。
解法:每次 task.run() 完成后,lazy import scheduler,找到这个 dataset_id 对应的
schedule config 并镜像 lastRun/lastStatus/lastMessage。
scheduler 触发的(trigger_source="schedule")会自己 update_job_status,跳过即可。
"""
if trigger_source == "schedule":
return
try:
from app.core.scheduler.scheduler import update_job_status_for_dataset
update_job_status_for_dataset(self.dataset_id, status, message)
except Exception as e:
# 镜像失败不影响主流程;只记 debug log
logger.debug(f"[_maybe_mirror_schedule_status] {self.dataset_id} 镜像失败: {e}")
+64 -20
View File
@@ -26,8 +26,8 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "stock_basic",
"name": "股票基础信息(含最新股本)",
"description": "全市场 A 股代码 / 名称 / 交易所 / 上市状态 + 股本快照(雪球)",
"storage_uri": "MySQL market_data_sync_db.stocks",
"storage_layer": "mysql",
"storage_uri": "PG market_data.stocks",
"storage_layer": "pg",
"management_role": "基础字典",
"source": "Baostock query_stock_basic + 雪球 quote_detail",
"sync_script": "app.tasks.task_stocks_basic:run",
@@ -38,8 +38,8 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "kline_daily",
"name": "原始日K线数据",
"description": "全市场 A 股日频 OHLCV,多源交叉校验(雪球/新浪/Baostock)",
"storage_uri": "MySQL market_data_sync_db.kline_stock",
"storage_layer": "mysql",
"storage_uri": "PG market_data.kline_stock",
"storage_layer": "pg",
"management_role": "原始源",
"source": "雪球主源 + 新浪/Baostock 复核",
"sync_script": "app.tasks.task_kline_daily:run",
@@ -50,8 +50,8 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "kline_index",
"name": "六大指数日线",
"description": "上证 / 深证 / 创业板 / 沪深300 / 中证500 / 中证1000",
"storage_uri": "MySQL market_data_sync_db.kline_index + indices",
"storage_layer": "mysql",
"storage_uri": "PG market_data.kline_index + indices",
"storage_layer": "pg",
"management_role": "原始源",
"source": "新浪指数日K",
"sync_script": "app.tasks.task_kline_index:run",
@@ -62,22 +62,34 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "kline_5min",
"name": "5 分钟 K 线",
"description": "全市场 A 股 5 分钟 K 线(mairui 源)",
"storage_uri": "MySQL market_data_sync_db.kline_5min",
"storage_layer": "mysql",
"storage_uri": "PG market_data.kline_5min",
"storage_layer": "pg",
"management_role": "原始源",
"source": "mairui stockMin",
"sync_script": "app.tasks.task_kline_5min:run",
"dependency_ids": ["stock_basic"],
"sort_order": 40,
},
{
"dataset_id": "tick_trade",
"name": "当天逐笔交易",
"description": "全市场 A 股当天逐笔成交(mairui hsrl/zbjy 源;每日 21:00 发布,仅当天数据)",
"storage_uri": "PG market_data.tick_trade",
"storage_layer": "pg",
"management_role": "原始源",
"source": "mairui hsrl/zbjy",
"sync_script": "app.tasks.task_tick_trade:run",
"dependency_ids": ["stock_basic"],
"sort_order": 45,
},
{
"dataset_id": "moneyflow",
"name": "资金流",
"description": "个股资金流(主力/大/中/小单净额),mairui 源",
"storage_uri": "MySQL market_data_sync_db.moneyflow",
"storage_layer": "mysql",
"description": "个股资金流(主力/大/中/小单净额),mairui 源(每日 21:30 发布,由 market-sync-moneyflow.timer 21:35 触发)",
"storage_uri": "PG market_data.moneyflow",
"storage_layer": "pg",
"management_role": "原始源",
"source": "mairui hsstock/history/transaction",
"source": "mairui hsstock/history/transaction (21:30 publish)",
"sync_script": "app.tasks.task_moneyflow:run",
"dependency_ids": ["stock_basic"],
"sort_order": 50,
@@ -86,8 +98,8 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "industry_sector",
"name": "股票-行业映射",
"description": "股票-行业映射 + 行业字典(Baostock)",
"storage_uri": "MySQL market_data_sync_db.industry + sectors + stock_sector_map",
"storage_layer": "mysql",
"storage_uri": "PG market_data.industry + sectors + stock_sector_map",
"storage_layer": "pg",
"management_role": "基础字典",
"source": "Baostock query_stock_industry",
"sync_script": "app.tasks.task_industry_sector:run",
@@ -98,8 +110,8 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "sector_features",
"name": "行业聚合特征",
"description": "由 kline_stock + industry 衍生:行业日收益 / 行业指数 close / EMA10-20-200 / score。纯本地计算,无外部 API。",
"storage_uri": "MySQL market_data_sync_db.sector_indices + sector_features_daily",
"storage_layer": "mysql",
"storage_uri": "PG market_data.sector_indices + sector_features_daily",
"storage_layer": "pg",
"management_role": "衍生源",
"source": "本地计算(kline_stock + industry",
"sync_script": "app.tasks.task_sector_features:run",
@@ -110,8 +122,8 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "share_snapshot",
"name": "股本快照",
"description": "全市场 A 股最新股本(雪球 quote_detail,单位亿股)",
"storage_uri": "MySQL market_data_sync_db.stocks.total_share/float_share + share 表",
"storage_layer": "mysql",
"storage_uri": "PG market_data.stocks.total_share/float_share + share 表",
"storage_layer": "pg",
"management_role": "基础字典",
"source": "雪球 quote_detail",
"sync_script": "app.tasks.task_share_snapshot:run",
@@ -122,14 +134,26 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dataset_id": "market_regime",
"name": "市场情绪 (Market Regime)",
"description": "基于本地日K线聚合的 advance_ratio / 恐慌标记(衍生源)",
"storage_uri": "MySQL market_data_sync_db.market_regime_daily",
"storage_layer": "mysql",
"storage_uri": "PG market_data.market_regime_daily",
"storage_layer": "pg",
"management_role": "衍生源",
"source": "本地日K线聚合(无外部接口)",
"sync_script": "app.tasks.task_market_regime:run",
"dependency_ids": ["kline_daily"],
"sort_order": 80,
},
{
"dataset_id": "longhubang",
"name": "龙虎榜(聚合 + 席位)",
"description": "akshare 源(东方财富封装);每日 22:00 timer 触发,新增聚合层 + 席位层两张表",
"storage_uri": "PG market_data.longhubang_daily + longhubang_seat",
"storage_layer": "pg",
"management_role": "原始源",
"source": "akshare stock_lhb_detail_em + stock_lhb_stock_detail_em (东方财富)",
"sync_script": "app.tasks.task_longhubang:run",
"dependency_ids": ["stock_basic"],
"sort_order": 85,
},
]
@@ -236,6 +260,26 @@ def mark_sync_failed(
)
def mark_sync_warning(dataset_id: str, *, message: str = "") -> None:
"""部分失败的标记:成功 + 失败混合 → status=warning。
与 mark_sync_failed 的区别:warning 不写 last_failure_at / last_error
也不触发 needs_resync=1warning 状态下数据可能部分可用,不是硬错误)。
历史 bug2026-07-01 修复):SyncTask.run() 把 warning 走 mark_sync_failed 路径
导致 UI 误显示"失败"last_failure_at 有值、last_error 非空)。
"""
now = _now_ts()
db_ops.update_dataset_registry_state(
dataset_id,
status="warning",
finished_at=now,
last_success_at=now, # 部分成功也算成功一刻,记到 last_success
message=message or "部分失败",
current_step="",
updated_at=now,
)
def mark_sync_blocked(dataset_id: str, *, message: str) -> None:
mark_sync_failed(dataset_id, message=message, error=message, status="blocked")