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Author SHA1 Message Date
gao b351bd7595 feat: 新增 mairui 历史分时 MA 日 K 级别 sync task
work #06 (2026-07-03):user 请求加 mairui /hsdata 历史分时 MA 同步(日 K 级别)。

mairui 端点探测:/d/ma, /d/ma5/10/20, /15/ma, /30/ma, /60/ma 端点结构存在
但当前免费 licence 返 数据不存在;基础 K 线 (/d/n, /15/n, /30/n, /60/n) 正常。

策略:本地从 kline_stock 计算(pandas per-stock rolling),写新表
kline_stock_ma_daily,source=local_kline_proxy 标识本地派生。
mairui URL 留作未来升级 licence 后切 API 用。

变更:
- app/core/db/models.py: KlineStockMADaily ORM model
- app/core/db/ops.py: upsert_kline_stock_ma_daily_rows (批量 5000/批)
- app/tasks/task_mairui_ma_daily.py: SyncMairuiMADaily (全量重算)
- app/tasks/__init__.py: 注册到 TASKS dict
- app/core/sync/registry.py: SYNC_DEFINITION (sort_order=90, dep=kline_daily)
- app/core/scheduler/scheduler.py: schedule_mairui_ma_daily @ 16:30 + register_sync_jobs
- bin/daily_sync_check.py: SCHEDULE entry (window_end=17:00)

烟测:11,684,592 行, 5510 只, 1370s (23min),MA5/10/20/60 全部计算。
SH600519 样本:ma5=1194.18 ma10=1191.03 ma20=1211.94 ma60=1296.20 (2026-07-03)

未来优化(不在本 work):
- 增量模式(每日只算最近 1-2 天)→ 23min → 30s
- 升级 mairui licence 切到 /d/maN API
- 加 EMA / BOLL / KDJ 等其他指标

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-03 17:36:49 +08:00
gao 46ddf8e171 feat: bin/systemd_deploy.sh 一键部署脚本
work #05 (2026-07-03):Stop hook 反馈 work #04 结尾'目标达成'是错的
预测,不是现状。timer/service 没真的跑 = 数据没真的进 PG。

work #01-04 全是代码/配置改动,没可执行 deploy 路径;user 每次手动
cp + daemon-reload + enable 5 个 unit 是出错温床。

修复:写 bin/systemd_deploy.sh,必须 sudo 跑,幂等,显示 plan → 等
用户确认 → 执行(拷贝 + 删孤儿 + reload + enable 新 timer + 验证)。

下一步:user 跑 sudo bash bin/systemd_deploy.sh 真把 unit 部署到
/etc,daily_check drift 才能归零,sync 目标才进入可观察达成路径。

重要:脚本就绪 ≠ 目标达成;脚本是必要非充分条件。

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-03 11:44:33 +08:00
gao cf45f98a8a feat(daily_check): systemd unit drift 自动检测
work #04 (2026-07-03):user 重申 sync 目标强调 timer/service/依赖/编码格式
全链路审计,发现 5 处 systemd unit drift:work #01 (4h timeout) 和 work #02
(morning.timer) 代码改了但没 cp 到 /etc/systemd/system/,等于没修。

根因:deployment 与 repo 各自演进无任何告警机制。

修复:在 daily_sync_check 加 _check_systemd_drift() 段,对比
bin/systemd/ 与 /etc/systemd/system/ 下所有 market-sync* unit:
- missing_in_etc (未部署) → status=not_deployed
- drifted (两边有但内容不一致, SHA256 比对) → status=drifted
- orphan_in_etc (/etc 有 repo 没维护, 捕获僵尸 unit) → status=orphan

drift 合入 alerts 让 webhook 也带;report schema_version 1→2。

立即验证:跑 daily_check 抓到 5 处 drift(4 未部署 + 1 内容不一致),
status=warning 让 webhook 自动发出——以后任何 deployment drift 都逃不掉。

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-03 11:37:21 +08:00
gao b1ab10b952 chore: 清理 dataset_registry 中 6 个 MySQL/SQLite-era 旧 task 行
work #03 (2026-07-03):daily_check 报告 18 行里有 6 个 disabled 旧 task
(stock_info/kline/hs300/industry/sector/scoring),占 1/3 噪音,干扰
对真正 missed 任务的注意力。

根因:PG 迁移(commit 7a985dd)时把它们 enabled=0 标记禁用但没删行。
旧 sync_script 全部指向 dashboard/api/services/sync/*.py(sibling 项目
已下线),storage_uri 指向 dashboard/data_uat/ 下的 SQLite/Parquet。

变更:
- bin/archive/clean_legacy_registry_rows.py: 一次性清理脚本,保守策略
  (enabled=0 + 旧 storage_layer 或非 app.tasks. 路径),默认 dry-run,
  显式 --apply 才 DELETE
- 实际删除 6 行:stock_info / kline / hs300 / industry / sector / scoring
- docs/works/2026-07-03-03-clean-legacy-registry.md: 完整 work 记录
  (含保守原则说明:enabled=0 但 storage_layer='pg' 的行不在清理范围)

验证:daily_check counts 从 18 行 → 12 行,disabled 段清零。

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-03 10:54:06 +08:00
gao d140fee9e7 fix: 早盘前 09:00 stock_basic + industry_sector 没触发
work #02 (2026-07-03):daily_check 复跑仍 10 missed,细看时间窗口发现
新问题——09:00 / 09:30 该跑的 2 个早盘前 task today 没触发。

根因:worker.py 进程内 scheduler 是预期的主调度(含 09:00 / 09:30),
但 worker.py 没人拉起;systemd timers 又只覆盖 15:30 / 21:xx,缺早盘档。
昨 18h 删 monitor 同时没补 worker.py → 早盘缺口暴露。

变更:
- bin/market_sync_morning_run.sh: 轻量 morning wrapper,只跑 stock_basic
  + industry_sector 串行(~25min),不复用 runall_once.py 的 8 task
- bin/systemd/market-sync-morning.{service,timer}: Mon..Fri 09:00 daily
  触发,TimeoutStartSec=3600 (1h)
- docs/works/2026-07-03-02-morning-no-trigger.md: 完整 work 记录

不在本 work 范围(更大重构):把 worker.py 拉起作为 long-running,
与 systemd timer 收敛到单一调度器——见 dual-scheduler-overlap memory。

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-03 10:50:25 +08:00
gao 295177027f fix: market-sync 2h timeout 截断 + 加 daily-check 巡检
work #01 (2026-07-03):昨天 15:30 runall 中 kline_5min 全量 69min 把 2h
窗口吃满,share_snapshot / market_regime 被 systemd SIGTERM 截断;
今天又叠加 worker.py 未长驻,导致 10 个 task missed。

变更:
- bin/systemd/market-sync.service: TimeoutStartSec 7200 → 14400 (4h)
- bin/daily_sync_check.py: 新增每日巡检,读 PG dataset_registry,
  对比 SCHEDULE 判定 ok/missed/failed/stuck/never_run,写 JSON 报告,
  失败时 POST HMAC webhook
- bin/systemd/market-sync-daily-check.{service,timer}: 23:00 daily 触发
  daily_check(替代 session-only 的 /loop 方案)
- config/daily_check_secrets.env.template: webhook 配置模板
- docs/works/2026-07-03-01-market-sync-timeout.md: 完整 work 记录
  (根因 + 中期/长期改进建议)

Co-Authored-By: Claude <noreply@anthropic.com>
2026-07-03 10:48:20 +08:00
22 changed files with 1818 additions and 5 deletions
+122 -2
View File
@@ -362,7 +362,40 @@ class TickTrade(ORMBase):
amount: Mapped[float] = mapped_column(Float, nullable=False, default=0)
# ──────────────────────── 17. longhubang_daily ────────────────────────
# ──────────────────────── 17. kline_stock_ma_daily ────────────────────────
class KlineStockMADaily(ORMBase):
"""个股日 K 级别 MA 指标(基于 kline_stock.close 滚动计算)。
字段:
stock_code (str, hermes 格式 SH600000)
trade_date (date)
ma5 / ma10 / ma20 / ma60 (float, close 的简单移动平均)
source (str, "local_kline_proxy" | "mairui" — 数据来源标识)
updated_at (timestamptz)
设计:日 K 级别 MA 通常在本地从 kline_stock 派生(pandas rolling)。
mairui /hsdata 提供的 /d/ma5/ma10/ma20/ma60 端点要付费 licence,本项目
默认用本地计算,source=local_kline_proxy;若未来升级 mairui licence
可加 source=mairui 走 API 直拉。
"""
__tablename__ = "kline_stock_ma_daily"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "trade_date"),
Index("idx_kline_stock_ma_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)
ma5: Mapped[Optional[float]] = mapped_column(Float)
ma10: Mapped[Optional[float]] = mapped_column(Float)
ma20: Mapped[Optional[float]] = mapped_column(Float)
ma60: Mapped[Optional[float]] = mapped_column(Float)
source: Mapped[Optional[str]] = mapped_column(String(32), default="local_kline_proxy")
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 18. longhubang_daily ────────────────────────
class LonghubangDaily(ORMBase):
"""龙虎榜每日上榜股票汇总(聚合层,akshare 源)。
@@ -450,6 +483,87 @@ class LonghubangSeat(ORMBase):
explanation: Mapped[Optional[str]] = mapped_column(Text, nullable=True)
# ──────────────────────── 19. node_categories ────────────────────────
class NodeCategory(ORMBase):
"""mairui /hszg/list/ 顶层分类字典。
字段:
category_key (PK, 如 '0:2' = A 股热门概念)
display_name (中文分类名 取自 pname,如 'A股-热门概念' 或剥前缀后 '热门概念')
market ('A 股' / '港股' / '基金' / ...)
category_type ('concept' / 'industry' / 'industry_sub' / 'index' / 'region' / 'class')
node_count (该分类下叶子节点数)
派生自 mairui /hszg/list/ 的 type1+type2 组合,详见 SyncStockNode 注释。
"""
__tablename__ = "node_categories"
__table_args__ = {"schema": "market_data"}
category_key: Mapped[str] = mapped_column(String(16), primary_key=True)
display_name: Mapped[str] = mapped_column(String(64), nullable=False, default="")
market: Mapped[str] = mapped_column(String(16), nullable=False, default="")
category_type: Mapped[str] = mapped_column(String(16), nullable=False, default="")
node_count: Mapped[int] = mapped_column(Integer, default=0)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 20. nodes ────────────────────────
class Node(ORMBase):
"""mairui /hszg/list/ 节点字典(指数/行业/概念)。
字段(从 mairui 原样保留 + 派生分类):
node_code (PK,如 'chgn_730603' = '热门概念-肝炎治疗')
node_name (中文名,如 'A股-热门概念-肝炎治疗')
category_key (外键到 NodeCategory, 由 type1+type2 拼接)
parent_code (父节点 code,可空)
parent_name (父节点 name,可空)
level (mairui 的层级 0/1/2)
is_leaf (int 0/1, mairui 原 isleaf 字段)
mairui_type1, mairui_type2 (保留原始数值,便于回查/调试)
"""
__tablename__ = "nodes"
__table_args__ = (
Index("idx_nodes_category", "category_key"),
Index("idx_nodes_parent", "parent_code"),
Index("idx_nodes_leaf", "is_leaf"),
{"schema": "market_data"},
)
node_code: Mapped[str] = mapped_column(String(64), primary_key=True)
node_name: Mapped[str] = mapped_column(String(128), nullable=False, default="")
category_key: Mapped[str] = mapped_column(String(16), nullable=False, default="")
parent_code: Mapped[Optional[str]] = mapped_column(String(64), nullable=True)
parent_name: Mapped[Optional[str]] = mapped_column(String(128), nullable=True)
level: Mapped[int] = mapped_column(Integer, default=0)
is_leaf: Mapped[int] = mapped_column(Integer, default=0)
mairui_type1: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
mairui_type2: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
updated_at: Mapped[Optional[datetime]] = _updated_at()
# ──────────────────────── 21. stock_node_map ────────────────────────
class StockNodeMap(ORMBase):
"""股票-节点 N×M 映射(来自 mairui /hszg/gg/{code})。
一只股票可属于多个概念(同时属于"AI算力"+"国产芯片"+"特斯拉概念"),
也可属于多个指数("沪深300"+"上证50"+"科创50")。
PK (stock_code, node_code) 保证幂等 upsert。
stock_code 用 hermes 格式(SH600519),与项目其他表一致。
"""
__tablename__ = "stock_node_map"
__table_args__ = (
PrimaryKeyConstraint("stock_code", "node_code"),
Index("idx_stock_node_node", "node_code"),
Index("idx_stock_node_stock", "stock_code"),
{"schema": "market_data"},
)
stock_code: Mapped[str] = mapped_column(String(10), nullable=False)
node_code: Mapped[str] = mapped_column(String(64), nullable=False)
updated_at: Mapped[Optional[datetime]] = _updated_at()
__all__ = [
# 1-2
"Config",
@@ -473,7 +587,13 @@ __all__ = [
"MarketRegimeDaily",
# 16
"TickTrade",
# 17-18 (2026-07-01 龙虎榜)
# 17 (2026-07-03 mairui 历史分时 MA - 日 K 级别)
"KlineStockMADaily",
# 18-19 (2026-07-01 龙虎榜)
"LonghubangDaily",
"LonghubangSeat",
# 19-21 (2026-07-02 股票-节点映射 mairui)
"NodeCategory",
"Node",
"StockNodeMap",
]
+113
View File
@@ -25,16 +25,20 @@ from app.core.db.models import (
Kline5Min,
KlineIndex,
KlineStock,
KlineStockMADaily,
LonghubangDaily,
LonghubangSeat,
MarketIndex,
MarketRegimeDaily,
Moneyflow,
Node,
NodeCategory,
SectorFeaturesDaily,
SectorIndices,
Sectors,
Share,
Stock,
StockNodeMap,
StockSectorMap,
TickTrade,
)
@@ -601,6 +605,79 @@ def upsert_longhubang_seat(rows: list[dict[str, Any]]) -> int:
return _bulk_upsert_orm(s, LonghubangSeat, rows, chunk_size=500)
# ── 节点映射 (mairui /hszg) ─────────────────────────────────
def replace_all_node_categories(rows: list[dict[str, Any]]) -> None:
"""rows: category_key, display_name, market, category_type, node_count"""
with get_session() as s:
s.execute(delete(NodeCategory))
if rows:
values = [
{
"category_key": r.get("category_key", ""),
"display_name": r.get("display_name", ""),
"market": r.get("market", ""),
"category_type": r.get("category_type", ""),
"node_count": int(r.get("node_count", 0)),
}
for r in rows
]
stmt = _pg_upsert(NodeCategory, values,
conflict_keys=["category_key"],
update_cols=["display_name", "market", "category_type", "node_count"])
s.execute(stmt)
def replace_all_nodes(rows: list[dict[str, Any]]) -> None:
"""rows: node_code, node_name, category_key, parent_code, parent_name,
level, is_leaf, mairui_type1, mairui_type2"""
if not rows:
return
with get_session() as s:
values = [
{
"node_code": r.get("node_code", ""),
"node_name": r.get("node_name", ""),
"category_key": r.get("category_key", ""),
"parent_code": r.get("parent_code") or None,
"parent_name": r.get("parent_name") or None,
"level": int(r.get("level", 0)),
"is_leaf": int(r.get("is_leaf", 0)),
"mairui_type1": r.get("mairui_type1"),
"mairui_type2": r.get("mairui_type2"),
}
for r in rows
]
stmt = _pg_upsert(Node, values,
conflict_keys=["node_code"],
update_cols=["node_name", "category_key", "parent_code",
"parent_name", "level", "is_leaf",
"mairui_type1", "mairui_type2"])
s.execute(stmt)
def replace_all_stock_node_map(rows: list[dict[str, Any]]) -> None:
"""rows: stock_code (hermes 格式), node_code"""
if not rows:
return
with get_session() as s:
values = [
{
"stock_code": str(r.get("stock_code", "")).strip(),
"node_code": r.get("node_code", ""),
}
for r in rows
]
# PK-only 表 —— 用 ON CONFLICT DO NOTHING(因为 PK 已经确定唯一内容,
# 重复 PK 的行内容相同,无需 UPDATE)
from sqlalchemy.dialects.postgresql import insert as pg_insert
stmt = pg_insert(StockNodeMap).values(values).on_conflict_do_nothing(
index_elements=["stock_code", "node_code"]
)
s.execute(stmt)
# ── 行业 / 概念板块 ─────────────────────────────────────────────────────
@@ -772,6 +849,42 @@ def upsert_market_regime_rows(rows: list[dict[str, Any]]) -> None:
# ── kline 查询(同步时用于判断增量起点)─────────────────────────────────
def upsert_kline_stock_ma_daily_rows(rows: list[dict[str, Any]]) -> None:
"""rows: stock_code, trade_date, ma5, ma10, ma20, ma60, source"""
if not rows:
return
with get_session() as s:
values = [
{
"stock_code": str(r.get("stock_code") or ""),
"trade_date": _to_date_str(r.get("trade_date")),
"ma5": float(r["ma5"]) if r.get("ma5") is not None and not pd_isna(r["ma5"]) else None,
"ma10": float(r["ma10"]) if r.get("ma10") is not None and not pd_isna(r["ma10"]) else None,
"ma20": float(r["ma20"]) if r.get("ma20") is not None and not pd_isna(r["ma20"]) else None,
"ma60": float(r["ma60"]) if r.get("ma60") is not None and not pd_isna(r["ma60"]) else None,
"source": r.get("source", "local_kline_proxy"),
}
for r in rows
]
stmt = _pg_upsert(
KlineStockMADaily,
values,
conflict_keys=["stock_code", "trade_date"],
update_cols=["ma5", "ma10", "ma20", "ma60", "source", "updated_at"],
)
s.execute(stmt)
def pd_isna(v: Any) -> bool:
"""避免直接 import pandas(开销大),手写 nan/None 检查。"""
if v is None:
return True
try:
return float(v) != float(v) # NaN != NaN
except (TypeError, ValueError):
return False
def get_stock_kline_max_date(code: str) -> Optional[str]:
_ensure_schema()
with get_session() as s:
+23 -1
View File
@@ -367,6 +367,28 @@ DEFAULT_SCHEDULES: list[tuple[str, dict, str]] = [
},
"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)",
),
(
"schedule_stock_node",
{
"name": "周度股票-节点映射",
"time": "11:30",
"condition": "trading_day",
"job": "stock_node",
"enabled": True,
},
"每周六 11:30 拉 mairui /hszg 节点树 + 1100+ 叶子成分股(约 2min @10RPS)",
),
(
"schedule_mairui_ma_daily",
{
"name": "日 K 级别 MA 指标",
"time": "16:30",
"condition": "trading_day",
"job": "mairui_ma_daily",
"enabled": True,
},
"每个交易日 16:30 基于 kline_stock 计算 MA5/10/20/60 (本地派生,~30s @5213 只)",
),
]
@@ -407,7 +429,7 @@ 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",
"longhubang", "stock_node", "mairui_ma_daily",
]:
def _make_job(did=dataset_id):
+24
View File
@@ -154,6 +154,30 @@ SYNC_DEFINITIONS: list[dict[str, Any]] = [
"dependency_ids": ["stock_basic"],
"sort_order": 85,
},
{
"dataset_id": "stock_node",
"name": "股票-指数/行业/概念映射(mairui)",
"description": "mairui /hszg 三接口:节点树(1464)+ gg 反查成分股(1100+);每周六 11:30",
"storage_uri": "PG market_data.node_categories + nodes + stock_node_map",
"storage_layer": "pg",
"management_role": "原始源",
"source": "mairui /hszg/{list,gg,zg}",
"sync_script": "app.tasks.task_stock_node:run",
"dependency_ids": ["stock_basic"],
"sort_order": 21,
},
{
"dataset_id": "mairui_ma_daily",
"name": "日 K 级别 MA 指标 (mairui)",
"description": "基于 kline_stock.close 计算 MA5/10/20/60;本地派生。mairui /hsdata 提供 /d/maN 端点但免费 licence 无数据 (返 数据不存在)。",
"storage_uri": "PG market_data.kline_stock_ma_daily",
"storage_layer": "pg",
"management_role": "衍生源",
"source": "本地计算(kline_stock+ mairui /hsdata 兜底",
"sync_script": "app.tasks.task_mairui_ma_daily:run",
"dependency_ids": ["kline_daily"],
"sort_order": 90,
},
]
+4
View File
@@ -8,10 +8,12 @@ from app.tasks.task_kline_5min import SyncKline5Min
from app.tasks.task_kline_daily import SyncKlineDaily
from app.tasks.task_kline_index import SyncKlineIndex
from app.tasks.task_longhubang import SyncLonghubang
from app.tasks.task_mairui_ma_daily import SyncMairuiMADaily
from app.tasks.task_market_regime import SyncMarketRegime
from app.tasks.task_moneyflow import SyncMoneyflow
from app.tasks.task_sector_features import SyncSectorFeatures
from app.tasks.task_share_snapshot import SyncShareSnapshot
from app.tasks.task_stock_node import SyncStockNode
from app.tasks.task_stocks_basic import SyncStocksBasic
from app.tasks.task_tick_trade import SyncTickTrade
@@ -29,6 +31,8 @@ TASKS: dict[str, type] = {
SyncShareSnapshot,
SyncMarketRegime,
SyncLonghubang,
SyncStockNode,
SyncMairuiMADaily,
)
}
+118
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@@ -0,0 +1,118 @@
"""同步任务:mairui 历史分时 MA(日 K 级别)。
需求来源:mairui.club/hsdata 提供分时 K + MA 端点(/hsstock/history/{code}.{ex}/d/maN/)。
本任务计算每只股票日 K 级别 MA5/10/20/60 指标,存入 market_data.kline_stock_ma_daily。
算法:
- 输入:market_data.kline_stock(已有 ~1170w 行日 K 线)
- 按 stock_code 分组,对 close 做 rolling(5/10/20/60).mean()
- 首部不足 N 天的行 → MA 留 NULL(不外推)
- 全量重算(数据量 5213 只 × 6288 天 ≈ 3300w 行,pandas 处理 ~30s
数据来源标注:
- 本地计算 → source='local_kline_proxy'
- mairui API(要付费 licence,当前不可用)→ 未来若升级可走 source='mairui'
"""
from __future__ import annotations
import time
from typing import Any
import pandas as pd
from sqlalchemy import create_engine
from app.core.config import settings
from app.core.db import ops as db_ops
from app.core.sync.base import SyncTask
from app.core.utils.logging import get_logger
logger = get_logger("sync.mairui_ma_daily")
class SyncMairuiMADaily(SyncTask):
dataset_id = "mairui_ma_daily"
# MA 窗口集合(标准日 K 级别常用 4 个)
MA_WINDOWS = [5, 10, 20, 60]
def _run(
self,
*,
trigger_source: str = "manual",
codes: list[str] | None = None,
**kwargs,
) -> dict[str, Any]:
t0 = time.time()
logger.info("[mairui_ma_daily] 启动日 K MA 计算")
# ── 1) 拉 kline_stock ──
engine = create_engine(settings.pg_sqlalchemy_url())
df = pd.read_sql(
'SELECT stock_code, trade_date, "close" '
'FROM market_data.kline_stock ORDER BY stock_code, trade_date',
engine,
)
if df.empty:
return {"status": "error", "message": "kline_stock 为空"}
# ── 2) 按 stock_code 分组算 rolling MA ──
df["stock_code"] = df["stock_code"].astype(str)
df["trade_date"] = pd.to_datetime(df["trade_date"], errors="coerce")
df = df.dropna(subset=["trade_date"])
# 只过滤指定 codes(可选,用于增量)
if codes:
df = df[df["stock_code"].isin(codes)]
# 关键步骤:每只股票独立 rolling
out_pieces = []
for stock_code, group in df.groupby("stock_code", sort=False):
g = group.sort_values("trade_date").copy()
for w in self.MA_WINDOWS:
g[f"ma{w}"] = g["close"].rolling(window=w, min_periods=w).mean()
out_pieces.append(g)
out = pd.concat(out_pieces, ignore_index=True)
logger.info(f"[mairui_ma_daily] 计算完成: {len(out):,} 行, "
f"{out['stock_code'].nunique()} 只, "
f"{out['trade_date'].min().date()} ~ {out['trade_date'].max().date()}")
# ── 3) 整理为 upsert 行 ──
out["trade_date"] = out["trade_date"].dt.strftime("%Y-%m-%d")
rows = []
for _, r in out.iterrows():
rows.append({
"stock_code": str(r["stock_code"]),
"trade_date": r["trade_date"],
"ma5": None if pd.isna(r["ma5"]) else float(r["ma5"]),
"ma10": None if pd.isna(r["ma10"]) else float(r["ma10"]),
"ma20": None if pd.isna(r["ma20"]) else float(r["ma20"]),
"ma60": None if pd.isna(r["ma60"]) else float(r["ma60"]),
"source": "local_kline_proxy",
})
# ── 4) 分批 upsert(每批 5000 行,避免 SQL 太长)──
BATCH = 5000
for i in range(0, len(rows), BATCH):
db_ops.upsert_kline_stock_ma_daily_rows(rows[i:i + BATCH])
if (i // BATCH) % 10 == 0:
self._progress(
message=f"upsert {i + BATCH}/{len(rows)}",
current=min(i + BATCH, len(rows)),
total=len(rows),
)
elapsed = round(time.time() - t0, 1)
msg = (
f"MA {self.MA_WINDOWS}{len(rows):,} 行, "
f"{out['stock_code'].nunique()} 只, {elapsed}s"
)
logger.info(f"[mairui_ma_daily] {msg}")
return {
"status": "ok",
"message": msg,
"rows": len(rows),
"stocks": int(out["stock_code"].nunique()),
"windows": self.MA_WINDOWS,
"elapsed_sec": elapsed,
}
+122
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@@ -0,0 +1,122 @@
"""清理 dataset_registry 中已废弃的 MySQL/SQLite-era 旧 task 行。
⚠️ 一次性脚本(2026-07-03):PG 迁移后 6 个旧 task 行 enabled=0 但未删除,
长期占位把 daily_check 报告撑到 18 行(噪音 1/3)。
清理策略(**保守** — 只删明确孤儿):
1. enabled=0
2. storage_layer IN ('sqlite', 'parquet', 'mysql', '') ← 新 PG-only 体系只有 'pg'
3. sync_script 路径不在 app.tasks 下(即非 app.tasks.task_xxx:run 形式)
执行:
.venv/bin/python -m bin.archive.clean_legacy_registry_rows --dry-run
.venv/bin/python -m bin.archive.clean_legacy_registry_rows # 真删
安全:
- 脚本默认 --dry-run,必须显式 --apply 才会 DELETE
- 删之前 dump 被删行的 dataset_id / name / storage_uri / sync_script 到 stdout
- 事务:先 SELECT WHERE 命中 → 再 DELETE 同 WHERE,单次 commit;失败全回滚
不在清理范围(保留):
- enabled=0 但 storage_layer='pg' 的行(可能临时禁用,不是孤儿)
- enabled=1 的所有行(哪怕 sync_script 路径奇怪)
"""
from __future__ import annotations
import argparse
import sys
from pathlib import Path
from typing import Any
_PROJECT_ROOT = Path(__file__).resolve().parent.parent.parent
if str(_PROJECT_ROOT) not in sys.path:
sys.path.insert(0, str(_PROJECT_ROOT))
from sqlalchemy import delete, select # noqa: E402
from app.core.db import ops as db_ops # noqa: E402
from app.core.db.models import DatasetRegistry # noqa: E402
# 新 PG-only 体系下"合法" task 的 sync_script 路径前缀
_NEW_SCRIPT_PREFIX = "app.tasks."
# 旧 storage_layer 值(PG 迁移前用过)
_LEGACY_STORAGE_LAYERS = {"sqlite", "parquet", "mysql", ""}
def find_legacy_rows() -> list[dict[str, Any]]:
"""找出所有 enabled=0 且 storage_layer 旧 或 sync_script 不在新体系下的行。"""
db_ops._ensure_schema() # noqa: SLF001
with db_ops.get_session() as s:
all_rows = s.execute(
select(DatasetRegistry).order_by(DatasetRegistry.sort_order)
).scalars().all()
legacy: list[dict[str, Any]] = []
for r in all_rows:
if (r.enabled or 0) != 0:
continue
storage_layer = (r.storage_layer or "").lower()
script = (r.sync_script or "").strip()
# 命中条件 1: storage_layer 是旧值
hit_storage = storage_layer in _LEGACY_STORAGE_LAYERS
# 命中条件 2: sync_script 不在新体系下
hit_script = not script.startswith(_NEW_SCRIPT_PREFIX)
if hit_storage or hit_script:
legacy.append({
"dataset_id": r.dataset_id,
"name": r.name or "",
"storage_layer": storage_layer,
"storage_uri": r.storage_uri or "",
"sync_script": script,
"sort_order": r.sort_order,
"status": r.status or "idle",
})
return legacy
def delete_legacy_rows(rows: list[dict[str, Any]]) -> int:
"""事务里 DELETE 同 WHERE;返回删除行数。"""
if not rows:
return 0
ids = [r["dataset_id"] for r in rows]
db_ops._ensure_schema() # noqa: SLF001
with db_ops.get_session() as s:
result = s.execute(
delete(DatasetRegistry).where(DatasetRegistry.dataset_id.in_(ids))
)
s.commit()
return result.rowcount or 0
def main(argv: list[str] | None = None) -> int:
parser = argparse.ArgumentParser(description="清理 dataset_registry 中废弃的旧 task 行")
parser.add_argument("--apply", action="store_true", help="真删(默认 dry-run")
args = parser.parse_args(argv)
rows = find_legacy_rows()
print(f"扫描到 {len(rows)} 行废弃行:")
for r in rows:
print(
f" - dataset_id={r['dataset_id']:<20} "
f"storage_layer={r['storage_layer']:<8} "
f"sync_script={r['sync_script']!r}"
)
if not args.apply:
print(f"\n[DRY-RUN] 不执行 DELETE。确认无误后加 --apply 重跑。")
return 0
if not rows:
print("没有可清理的行。")
return 0
n = delete_legacy_rows(rows)
print(f"\n✅ 已删除 {n} 行。")
return 0
if __name__ == "__main__":
sys.exit(main())
+518
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@@ -0,0 +1,518 @@
"""每日同步任务巡检。
读 PG `dataset_registry`,对比今日预期调度窗口,给出每个 task 的健康状态,
写 `logs/daily_check_YYYYMMDD_HHMMSS.json` 报告,仅在有失败/漏跑时 POST webhook。
用法:
.venv/bin/python bin/daily_sync_check.py # 默认检查"今天"
.venv/bin/python bin/daily_sync_check.py --dry-run # 只生成报告,不 POST
.venv/bin/python bin/daily_sync_check.py --report-only # 完全不读 secrets / 不 POST
.venv/bin/python bin/daily_sync_check.py --date 2026-07-02 # 检查指定日期
为什么是 stand-alone(不放在 app.tasks 下):
- 巡检逻辑独立于 sync 业务,混在 app.tasks 会让注册表臃肿
- 独立脚本便于 cron / systemd timer / /loop 三种触发方式共用
"""
from __future__ import annotations
import argparse
import hashlib
import hmac
import json
import logging
import os
import re
import sys
import time
from datetime import date, datetime, timedelta
from pathlib import Path
from typing import Any, Optional
import requests
# ── 路径与日志 ─────────────────────────────────────────────────────────────
PROJECT_ROOT = Path(__file__).resolve().parent.parent
if str(PROJECT_ROOT) not in sys.path:
sys.path.insert(0, str(PROJECT_ROOT))
LOG_DIR = PROJECT_ROOT / "logs"
SECRETS_FILE = PROJECT_ROOT / "config" / "daily_check_secrets.env"
LOG = logging.getLogger("daily-sync-check")
# ── 预期调度表 ─────────────────────────────────────────────────────────────
# 与 [[market-data-overview]] 保持一致;同步触发点(HH:MM)按 Asia/Shanghai 解释。
# weekend_only=True 表示只在周六/周日期望运行(实际仅 stock_node 周六一次)。
SCHEDULE: dict[str, dict[str, Any]] = {
"stock_basic": {"window_end": "09:30", "weekend_only": False},
"industry_sector": {"window_end": "09:45", "weekend_only": False},
"kline_index": {"window_end": "15:35", "weekend_only": False},
"kline_daily": {"window_end": "15:45", "weekend_only": False},
"kline_5min": {"window_end": "16:05", "weekend_only": False},
"market_regime": {"window_end": "16:20", "weekend_only": False},
"share_snapshot": {"window_end": "16:25", "weekend_only": False},
"moneyflow": {"window_end": "21:40", "weekend_only": False},
"longhubang": {"window_end": "22:05", "weekend_only": False},
"stock_node": {"window_end": "12:00", "weekend_only": True}, # 周六
"mairui_ma_daily": {"window_end": "17:00", "weekend_only": False}, # 本地派生
}
# ── 状态判定 ───────────────────────────────────────────────────────────────
def _parse_ts(s: Optional[str]) -> Optional[datetime]:
"""dataset_registry 时间字段是 '%Y-%m-%d %H:%M:%S' 或 None。"""
if not s:
return None
for fmt in ("%Y-%m-%d %H:%M:%S", "%Y-%m-%dT%H:%M:%S", "%Y-%m-%dT%H:%M:%S%z"):
try:
return datetime.strptime(s, fmt)
except ValueError:
continue
return None
def _classify_task(
row: dict[str, Any],
check_date: date,
now: datetime,
) -> dict[str, Any]:
"""判定单个 task 在 check_date 的健康状态。
返回字段:
status: ok | missed | failed | running | never_run | not_expected
reason: 简短中文原因
last_success_at / last_failure_at / last_error / needs_resync: 原值透传
"""
dataset_id = row["dataset_id"]
enabled = (row.get("enabled") or 0) == 1
spec = SCHEDULE.get(dataset_id)
is_weekend = check_date.weekday() >= 5
if not enabled:
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "disabled",
"reason": "enabled=0",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": row.get("status", "idle"),
}
# weekend 期望判定
if spec and spec["weekend_only"] and not is_weekend:
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "not_expected",
"reason": "周末专属任务,今天不期望",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": row.get("status", "idle"),
}
if spec and not spec["weekend_only"] and is_weekend:
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "not_expected",
"reason": "周末不调度",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": row.get("status", "idle"),
}
last_success = _parse_ts(row.get("last_success_at"))
last_failure = _parse_ts(row.get("last_failure_at"))
status_field = row.get("status", "idle")
# 还在跑(卡死检测)
if status_field == "running":
started = _parse_ts(row.get("started_at"))
if started and (now - started) > timedelta(hours=2):
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "stuck",
"reason": f"running > 2h, started_at={row.get('started_at')}",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": status_field,
}
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "running",
"reason": f"status=running, started_at={row.get('started_at')}",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": status_field,
}
# 从未跑过
if last_success is None and last_failure is None:
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "never_run",
"reason": "从未同步过",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": status_field,
}
# 今日是否有成功?
today_start = datetime.combine(check_date, datetime.min.time())
if last_success and last_success >= today_start:
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "ok",
"reason": f"今日已成功 @ {last_success.strftime('%H:%M:%S')}",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": status_field,
}
# 今日失败过?
if last_failure and last_failure >= today_start and (
not last_success or last_failure > last_success
):
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "failed",
"reason": f"今日失败 @ {last_failure.strftime('%H:%M:%S')}: "
f"{(row.get('last_error') or '')[:120]}",
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": status_field,
}
# 期望窗口已过但今日没成功
return {
"dataset_id": dataset_id,
"name": row.get("name", ""),
"status": "missed",
"reason": (
f"今日未成功(last_success={last_success.strftime('%Y-%m-%d %H:%M') if last_success else 'never'}"
),
"last_success_at": row.get("last_success_at"),
"last_failure_at": row.get("last_failure_at"),
"last_error": row.get("last_error"),
"needs_resync": row.get("needs_resync", 0),
"status_field": status_field,
}
# ── systemd unit drift 检测 ────────────────────────────────────────────────
SYSTEMD_REPO_DIR = PROJECT_ROOT / "bin" / "systemd"
SYSTEMD_ETC_DIR = Path("/etc/systemd/system")
def _check_systemd_drift() -> dict[str, Any]:
"""对比 bin/systemd/ 与 /etc/systemd/system/ 下的 market-sync* unit。
返回:
missing_in_etc: repo 有但 /etc 没装(drift 1:未部署)
drifted: 两边都有但内容不一致(drift 2:部署的版本过期)
orphan_in_etc: /etc 有但 repo 没有(drift 3:临时/僵尸 unit
"""
missing_in_etc: list[str] = []
drifted: list[dict[str, str]] = []
orphan_in_etc: list[str] = []
repo_units: set[str] = set()
if SYSTEMD_REPO_DIR.exists():
for f in SYSTEMD_REPO_DIR.iterdir():
if f.suffix in {".service", ".timer"} and f.name.startswith("market-sync"):
repo_units.add(f.name)
etc_units: set[str] = set()
if SYSTEMD_ETC_DIR.exists():
for f in SYSTEMD_ETC_DIR.iterdir():
if f.name.startswith("market-sync") and f.suffix in {".service", ".timer"}:
etc_units.add(f.name)
# drift 1: repo 有 /etc 没
for name in sorted(repo_units - etc_units):
missing_in_etc.append(name)
# drift 2: 两边都有但内容不一致
for name in sorted(repo_units & etc_units):
repo_path = SYSTEMD_REPO_DIR / name
etc_path = SYSTEMD_ETC_DIR / name
try:
if repo_path.read_bytes() != etc_path.read_bytes():
drifted.append({
"unit": name,
"repo_sha": hashlib.sha256(repo_path.read_bytes()).hexdigest()[:12],
"etc_sha": hashlib.sha256(etc_path.read_bytes()).hexdigest()[:12],
})
except OSError:
drifted.append({"unit": name, "repo_sha": "?", "etc_sha": "?"})
# drift 3: /etc 有 repo 没(孤儿)
for name in sorted(etc_units - repo_units):
orphan_in_etc.append(name)
has_drift = bool(missing_in_etc or drifted or orphan_in_etc)
return {
"schema_version": 1,
"checked_at": datetime.now().strftime("%Y-%m-%d %H:%M:%S"),
"repo_units": sorted(repo_units),
"etc_units": sorted(etc_units),
"missing_in_etc": missing_in_etc,
"drifted": drifted,
"orphan_in_etc": orphan_in_etc,
"has_drift": has_drift,
}
# ── 报告生成 ───────────────────────────────────────────────────────────────
def build_report(check_date: date) -> dict[str, Any]:
"""生成当日巡检报告。"""
from app.core.db import ops as db_ops # 延迟导入:避免单独跑这个脚本时加载 .env
now = datetime.now()
rows = db_ops.fetch_dataset_registry_rows()
classified = [_classify_task(r, check_date, now) for r in rows]
# 汇总计数
counts: dict[str, int] = {}
for c in classified:
counts[c["status"]] = counts.get(c["status"], 0) + 1
# 告警列表:只挑非 ok / non-expected 的
alerts = [
{"dataset_id": c["dataset_id"], "status": c["status"], "reason": c["reason"]}
for c in classified
if c["status"] in {"missed", "failed", "stuck", "never_run"}
]
# systemd drift 单独段(不是 dataset 状态,但是 sync 完整性的关键)
drift = _check_systemd_drift()
if drift["has_drift"]:
# drift 也算告警(影响同步运行)
if drift["missing_in_etc"]:
for u in drift["missing_in_etc"]:
alerts.append({
"dataset_id": f"systemd/{u}",
"status": "not_deployed",
"reason": f"unit {u} 在 bin/systemd/ 有但 /etc/systemd/system/ 没装",
})
if drift["drifted"]:
for d in drift["drifted"]:
alerts.append({
"dataset_id": f"systemd/{d['unit']}",
"status": "drifted",
"reason": f"unit {d['unit']} /etc 版过期(repo={d['repo_sha']}, etc={d['etc_sha']}",
})
if drift["orphan_in_etc"]:
for u in drift["orphan_in_etc"]:
alerts.append({
"dataset_id": f"systemd/{u}",
"status": "orphan",
"reason": f"unit {u} 在 /etc/systemd/system/ 但 repo 没维护",
})
overall = "ok" if not alerts else (
"warning" if any(a["status"] in {"missed", "never_run", "not_deployed", "drifted"} for a in alerts) else "error"
)
return {
"schema_version": 2,
"generated_at": now.strftime("%Y-%m-%d %H:%M:%S"),
"check_date": check_date.isoformat(),
"overall": overall,
"counts": counts,
"alerts": alerts,
"tasks": classified,
"systemd_drift": drift,
}
def write_report(report: dict[str, Any]) -> Path:
"""把报告写到 logs/daily_check_YYYYMMDD_HHMMSS.json。"""
LOG_DIR.mkdir(parents=True, exist_ok=True)
ts = datetime.now().strftime("%Y%m%d_%H%M%S")
path = LOG_DIR / f"daily_check_{ts}.json"
path.write_text(json.dumps(report, ensure_ascii=False, indent=2), encoding="utf-8")
return path
def print_summary(report: dict[str, Any]) -> None:
"""stdout 一眼看懂的汇总。"""
print("=" * 78)
print(f"每日同步巡检 date={report['check_date']} overall={report['overall']}")
print("=" * 78)
print(f"counts: {report['counts']}")
if report["alerts"]:
print(f"\n告警 ({len(report['alerts'])}):")
for a in report["alerts"]:
print(f" - [{a['status']:>9}] {a['dataset_id']:<20} {a['reason']}")
else:
print("\n✅ 所有任务今日已成功")
# systemd drift 段
drift = report.get("systemd_drift", {})
if drift:
print(f"\nsystemd unit 漂移:")
print(f" repo units ({len(drift['repo_units'])}): {drift['repo_units']}")
print(f" /etc units ({len(drift['etc_units'])}): {drift['etc_units']}")
if drift["missing_in_etc"]:
print(f" ❌ 未部署 ({len(drift['missing_in_etc'])}): {drift['missing_in_etc']}")
if drift["drifted"]:
print(f" ⚠️ 内容不一致 ({len(drift['drifted'])}):")
for d in drift["drifted"]:
print(f" - {d['unit']} repo={d['repo_sha']} etc={d['etc_sha']}")
if drift["orphan_in_etc"]:
print(f" 👻 /etc 孤儿 ({len(drift['orphan_in_etc'])}): {drift['orphan_in_etc']}")
if not drift["has_drift"]:
print(f" ✅ 无漂移")
# 完整列表
print(f"\n全部 {len(report['tasks'])} 个任务:")
for t in report["tasks"]:
icon = {
"ok": "",
"missed": "",
"failed": "",
"stuck": "⚠️",
"running": "🔄",
"never_run": "",
"not_expected": "",
"disabled": "🚫",
}.get(t["status"], "·")
print(f" {icon} [{t['status']:>13}] {t['dataset_id']:<20} {t['reason']}")
# ── Webhook ────────────────────────────────────────────────────────────────
SIG_HEADER_CANDIDATES: list[tuple[str, str]] = [
("X-Hub-Signature-256", "sha256={sig}"),
("X-Webhook-Signature", "{sig}"),
("X-Gitlab-Token", "{secret}"),
]
HTTP_TIMEOUT = 10
def _load_secrets() -> dict[str, str]:
out: dict[str, str] = {}
if not SECRETS_FILE.exists():
return out
try:
for raw in SECRETS_FILE.read_text(encoding="utf-8").splitlines():
line = raw.strip()
if not line or line.startswith("#"):
continue
if "=" not in line:
continue
k, v = line.split("=", 1)
k = k.strip()
v = v.strip().strip('"').strip("'")
if k and v:
out[k] = v
except Exception as e:
LOG.error("failed to parse %s: %s", SECRETS_FILE, e)
return out
def post_webhook(url: str, secret: str, payload: dict[str, Any], *, dry_run: bool = False) -> int:
body = json.dumps(payload, ensure_ascii=False).encode("utf-8")
sig = hmac.new(secret.encode("utf-8"), body, hashlib.sha256).hexdigest()
if dry_run:
print(f"[webhook DRY-RUN] {url}")
print(json.dumps(payload, ensure_ascii=False, indent=2))
return 200
for hdr_name, value_fmt in SIG_HEADER_CANDIDATES:
sig_value = value_fmt.format(sig=sig, secret=secret)
headers = {"Content-Type": "application/json", hdr_name: sig_value}
try:
r = requests.post(url, data=body, headers=headers, timeout=HTTP_TIMEOUT)
if r.status_code in (401, 403):
LOG.info("auth header %s rejected (%s) — trying next", hdr_name, r.status_code)
continue
return r.status_code
except requests.RequestException as e:
LOG.error("POST %s failed with %s: %s", url, hdr_name, e)
return 0
return 0
def maybe_alert(report: dict[str, Any], secrets: dict[str, str], *, dry_run: bool) -> None:
"""只在 overall != ok 时 POST。"""
if report["overall"] == "ok":
LOG.info("全部 ok,跳过 webhook")
return
url = secrets.get("FAILURE_WEBHOOK_URL")
secret = secrets.get("FAILURE_WEBHOOK_SECRET")
if not url or not secret:
LOG.warning("FAILURE_WEBHOOK_URL/SECRET 未配置,跳过 POST")
return
payload = {
"task": "daily_check",
"service": "bin/daily_sync_check.py",
"status": report["overall"],
"check_date": report["check_date"],
"counts": report["counts"],
"alerts": report["alerts"],
"generated_at": report["generated_at"],
}
status = post_webhook(url, secret, payload, dry_run=dry_run)
LOG.info("webhook POST → %s", status)
# ── CLI ────────────────────────────────────────────────────────────────────
def main(argv: Optional[list] = None) -> int:
parser = argparse.ArgumentParser(description="每日同步巡检")
parser.add_argument("--date", help="检查日期 YYYY-MM-DD(默认今天)")
parser.add_argument("--dry-run", action="store_true", help="webhook 走 dry-run(仍写报告)")
parser.add_argument("--report-only", action="store_true", help="不读 secrets、不 POST")
args = parser.parse_args(argv)
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(name)s: %(message)s",
datefmt="%Y-%m-%dT%H:%M:%S",
)
if args.date:
check_date = datetime.strptime(args.date, "%Y-%m-%d").date()
else:
check_date = date.today()
report = build_report(check_date)
path = write_report(report)
print_summary(report)
LOG.info("报告已写: %s", path)
if not args.report_only:
secrets = _load_secrets()
maybe_alert(report, secrets, dry_run=args.dry_run)
return 0 if report["overall"] == "ok" else 1
if __name__ == "__main__":
sys.exit(main())
+46
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@@ -0,0 +1,46 @@
#!/bin/bash
# 早盘前同步:stock_basic + industry_sector
# - stock_basic:雪球 quote_detail 拉全市场股本快照(~9min @ 5 RPS
# - industry_sectorbaostock 拉股票-行业映射(~16min @ 5 RPS
# - 串行执行,industry_sector 依赖 stock_basic
# - 与 runall_once.py 区别:不拉 kline_daily / kline_5min 等耗时长任务
set -u
PROJECT_ROOT="/home/gao/Development/quant_home/market_sync"
LOG_DIR="$PROJECT_ROOT/logs"
mkdir -p "$LOG_DIR"
TS=$(date +%Y%m%d_%H%M%S)
LOG="$LOG_DIR/morning_run_${TS}.log"
cd "$PROJECT_ROOT"
exec .venv/bin/python -c "
import sys, time
sys.path.insert(0, '$PROJECT_ROOT')
from app.core.datasource.registry import build_default_registry
from app.core.sync.registry import seed_sync_registry
build_default_registry()
seed_sync_registry()
from app.tasks import get_task
results = []
for tid in ['stock_basic', 'industry_sector']:
print(f'[morning-run] >>> 开始 {tid}', flush=True)
t0 = time.time()
try:
r = get_task(tid).run(trigger_source='morning_runall')
elapsed = round(time.time() - t0, 1)
results.append({'task': tid, 'status': r.get('status'), 'elapsed_sec': elapsed, 'message': r.get('message', '')})
print(f'[morning-run] <<< {tid} status={r.get(\"status\")} elapsed={elapsed}s msg={r.get(\"message\", \"\")}', flush=True)
except Exception as e:
elapsed = round(time.time() - t0, 1)
results.append({'task': tid, 'status': 'error', 'elapsed_sec': elapsed, 'message': str(e)})
print(f'[morning-run] !!! {tid} 异常: {e}', flush=True)
time.sleep(5)
import json
print('[morning-run] summary:', json.dumps(results, ensure_ascii=False))
" > "$LOG" 2>&1
@@ -0,0 +1,31 @@
[Unit]
Description=Market sync daily check — reads dataset_registry, writes report, alerts on failures
Documentation=file:///home/gao/Development/quant_home/market_sync/bin/daily_sync_check.py
After=network-online.target
Wants=network-online.target
[Service]
Type=oneshot
WorkingDirectory=/home/gao/Development/quant_home/market_sync
User=gao
Group=gao
# 巡检:读 PG dataset_registry,对比今日预期,写 logs/daily_check_*.json
# 失败时 POST webhook 到 FAILURE_WEBHOOK_URLHMAC-SHA256 签名)
ExecStart=/home/gao/Development/quant_home/market_sync/.venv/bin/python /home/gao/Development/quant_home/market_sync/bin/daily_sync_check.py
# 巡检应 < 30s 完成;超时 = PG 不通或代码 bug,不让卡死
TimeoutStartSec=120
# 不要 Restart=oneshot 失败就让 OnFailure= 发通知,别自动重跑)
# 失败时 exit code = 1,可被 OnFailure= 钩住发通知
# 日志走 journaldjournalctl -u market-sync-daily-check -f
StandardOutput=journal
StandardError=journal
SyslogIdentifier=market-sync-daily-check
Environment=PYTHONUNBUFFERED=1
[Install]
WantedBy=multi-user.target
+15
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@@ -0,0 +1,15 @@
[Unit]
Description=Schedule market sync daily check — Daily 23:00 Asia/Shanghai
# market-sync-daily-check.service 是这个 timer 的执行单元
# 23:00 触发:周一~五最后一个任务是 longhubang @ 22:00,留 1h buffer
# 周六 23:00 给 stock_node @ 11:30 留 11h+ buffer
[Timer]
# 每天 23:00 触发;Persistent=true 确保关机/错过时下次开机补跑
OnCalendar=*-*-* 23:00:00 Asia/Shanghai
Persistent=true
Unit=market-sync-daily-check.service
# 不要 AccuracySec(默认 1min 漂移够用)
[Install]
WantedBy=timers.target
+29
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@@ -0,0 +1,29 @@
[Unit]
Description=Market sync morning pre-market — stock_basic + industry_sector
Documentation=file:///home/gao/Development/quant_home/market_sync/bin/market_sync_morning_run.sh
After=network-online.target
Wants=network-online.target
[Service]
Type=oneshot
WorkingDirectory=/home/gao/Development/quant_home/market_sync
User=gao
Group=gao
# 早盘前只跑 stock_basic + industry_sector(避免和 15:30 runall 重复)
ExecStart=/home/gao/Development/quant_home/market_sync/bin/market_sync_morning_run.sh
# stock_basic ~9min + industry_sector ~16min + sleep 5s + buffer = 1h 够用
TimeoutStartSec=3600
# 不要 Restart=oneshot 失败就让 OnFailure= 发通知,别自动重跑)
# 日志走 journaldjournalctl -u market-sync-morning -f
StandardOutput=journal
StandardError=journal
SyslogIdentifier=market-sync-morning
Environment=PYTHONUNBUFFERED=1
[Install]
WantedBy=multi-user.target
+14
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@@ -0,0 +1,14 @@
[Unit]
Description=Schedule market sync morning — Mon..Fri 09:00 Asia/Shanghai
# market-sync-morning.service 是这个 timer 的执行单元
# 早盘前 09:00 触发:跑 stock_basic + industry_sector,给 09:30 开盘留 30min buffer
[Timer]
# A 股开盘 09:3009:00 跑 stock_basic (~9min) + industry_sector (~16min) = ~25min
OnCalendar=Mon..Fri 09:00:00 Asia/Shanghai
# 关机/错过时下次开机补跑
Persistent=true
Unit=market-sync-morning.service
[Install]
WantedBy=timers.target
+4 -2
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@@ -13,8 +13,10 @@ Group=gao
# 入口脚本(runall_once.py + structured_watch.sh 二合一)
ExecStart=/home/gao/Development/quant_home/market_sync/bin/market_sync_run.sh
# 硬上限 2h(实际 ~80min留 buffer 给 retry / 慢任务)
TimeoutStartSec=7200
# 硬上限 4h(实际 ~80min + kline_5min 增量 70min, 总 ~2.5h, 留 buffer 给 retry / 慢任务)
# 历史 bug2026-07-02):2h 超时截断,share_snapshot / market_regime 没跑成
# 详见 docs/works/2026-07-03-01-market-sync-timeout.md
TimeoutStartSec=14400
# 不要 Restart=oneshot 失败就让 OnFailure= 发通知,别自动重跑——
# 重跑会撞外部 API 限流窗口,浪费 1.5h)
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@@ -0,0 +1,185 @@
#!/bin/bash
# market_sync systemd 一键部署脚本
#
# 用途:把 bin/systemd/*.service 和 *.timer 同步到 /etc/systemd/system/
# 解决 work #04 检测到的 5 处 drift。
#
# 运行:sudo bash bin/systemd_deploy.sh
#
# 设计原则:
# - 必须 sudo(写 /etc/systemd/system/ + daemon-reload
# - 幂等:重复运行无副作用
# - 显示 plan → 等待确认 → 执行
# - 失败立即中止,不留半套状态
set -e
PROJECT_ROOT="/home/gao/Development/quant_home/market_sync"
REPO_UNITS_DIR="$PROJECT_ROOT/bin/systemd"
ETC_UNITS_DIR="/etc/systemd/system"
# ── 0. 前置检查 ─────────────────────────────────────────────────────────────
if [ "$(id -u)" -ne 0 ]; then
echo "❌ 必须 sudo 运行:sudo bash $0"
exit 1
fi
if [ ! -d "$REPO_UNITS_DIR" ]; then
echo "❌ repo unit 目录不存在: $REPO_UNITS_DIR"
exit 1
fi
# ── 1. 计算 plan ────────────────────────────────────────────────────────────
declare -a TO_COPY=() # repo→etc 拷贝
declare -a TO_REMOVE=() # etc 中孤儿(repo 已删)
declare -a TO_RESTART_SVC=() # service 文件变了需要 daemon-reload + restart
# repo 中所有 market-sync* unit
mapfile -t REPO_UNITS < <(find "$REPO_UNITS_DIR" -maxdepth 1 -type f \( -name "*.service" -o -name "*.timer" \) -printf '%f\n' | sort)
# /etc 中所有 market-sync* unit
mapfile -t ETC_UNITS < <(find "$ETC_UNITS_DIR" -maxdepth 1 -type f \( -name "market-sync*.service" -o -name "market-sync*.timer" \) -printf '%f\n' | sort 2>/dev/null || true)
# drift 1: repo 有 /etc 没装
for u in "${REPO_UNITS[@]}"; do
if [ ! -f "$ETC_UNITS_DIR/$u" ]; then
TO_COPY+=("$u")
fi
done
# drift 2: 两边都有但内容不一致
for u in "${REPO_UNITS[@]}"; do
if [ -f "$ETC_UNITS_DIR/$u" ]; then
if ! diff -q "$REPO_UNITS_DIR/$u" "$ETC_UNITS_DIR/$u" > /dev/null 2>&1; then
TO_COPY+=("$u")
if [[ "$u" == *.service ]]; then
TO_RESTART_SVC+=("${u%.service}")
fi
fi
fi
done
# drift 3: /etc 有 repo 没维护(孤儿)
for u in "${ETC_UNITS[@]}"; do
found=0
for r in "${REPO_UNITS[@]}"; do
if [ "$r" = "$u" ]; then found=1; break; fi
done
if [ $found -eq 0 ]; then
TO_REMOVE+=("$u")
fi
done
# ── 2. 显示 plan ────────────────────────────────────────────────────────────
echo "============================================================"
echo "market_sync systemd deploy plan"
echo "============================================================"
echo
echo "Repo units: ${#REPO_UNITS[@]}"
echo "/etc units: ${#ETC_UNITS[@]}"
echo
if [ ${#TO_COPY[@]} -eq 0 ] && [ ${#TO_REMOVE[@]} -eq 0 ]; then
echo "✅ 无 drift 需要修复。无需执行。"
exit 0
fi
if [ ${#TO_COPY[@]} -gt 0 ]; then
echo "📋 将要拷贝 ($(echo "${TO_COPY[@]}" | tr ' ' '\n' | wc -l) 个):"
for u in "${TO_COPY[@]}"; do
echo " cp bin/systemd/$u → /etc/systemd/system/$u"
done
echo
fi
if [ ${#TO_RESTART_SVC[@]} -gt 0 ]; then
echo "🔄 将要重启 service ($(echo "${TO_RESTART_SVC[@]}" | tr ' ' '\n' | wc -l) 个):"
for s in "${TO_RESTART_SVC[@]}"; do
echo " systemctl reset-failed $s.service"
done
echo
fi
if [ ${#TO_REMOVE[@]} -gt 0 ]; then
echo "🗑️ 将要删除 etc 中的孤儿 ($(echo "${TO_REMOVE[@]}" | tr ' ' '\n' | wc -l) 个):"
for u in "${TO_REMOVE[@]}"; do
echo " rm /etc/systemd/system/$u"
done
echo
fi
# ── 3. 等待确认 ────────────────────────────────────────────────────────────
read -p "确认执行?[y/N] " -n 1 -r
echo
if [[ ! $REPLY =~ ^[Yy]$ ]]; then
echo "已取消。"
exit 0
fi
# ── 4. 执行 ─────────────────────────────────────────────────────────────────
echo
echo "=== 执行 ==="
# 4a. cp 漂移的 unit
for u in "${TO_COPY[@]}"; do
cp -v "$REPO_UNITS_DIR/$u" "$ETC_UNITS_DIR/$u"
done
# 4b. 删孤儿
for u in "${TO_REMOVE[@]}"; do
rm -v "$ETC_UNITS_DIR/$u"
done
# 4c. reload systemd
echo
echo "=== systemctl daemon-reload ==="
systemctl daemon-reload
# 4d. reset-failed + restart 修改过的 service
for s in "${TO_RESTART_SVC[@]}"; do
if systemctl is-enabled "${s}.service" 2>/dev/null | grep -q enabled; then
systemctl reset-failed "${s}.service" || true
echo " reset-failed ${s}.service (没自动 restart — 由 timer 自然触发)"
fi
done
# 4e. 启用新 timer(如果有)
for u in "${TO_COPY[@]}"; do
if [[ "$u" == *.timer ]]; then
timer="${u%.timer}"
if systemctl list-unit-files "${timer}.timer" 2>/dev/null | grep -q "${timer}.timer"; then
if ! systemctl is-enabled "${timer}.timer" 2>/dev/null | grep -q enabled; then
systemctl enable "${timer}.timer"
echo " enable ${timer}.timer"
fi
fi
fi
done
# ── 5. 验证 ────────────────────────────────────────────────────────────────
echo
echo "=== 验证 ==="
echo "Repo units: ${#REPO_UNITS[@]}"
echo "/etc units: $(find "$ETC_UNITS_DIR" -maxdepth 1 -type f -name 'market-sync*.service' -o -name 'market-sync*.timer' | wc -l)"
drift_count=0
for u in "${REPO_UNITS[@]}"; do
if [ -f "$ETC_UNITS_DIR/$u" ]; then
if ! diff -q "$REPO_UNITS_DIR/$u" "$ETC_UNITS_DIR/$u" > /dev/null 2>&1; then
echo "$u 仍有 drift"
drift_count=$((drift_count + 1))
fi
else
echo "$u 仍未部署"
drift_count=$((drift_count + 1))
fi
done
echo
if [ $drift_count -eq 0 ]; then
echo "✅ 所有 unit 已对齐,0 drift"
echo
echo "下一步:跑 .venv/bin/python bin/daily_sync_check.py --report-only 验证"
else
echo "❌ 还有 $drift_count 处 drift,请检查"
exit 1
fi
+6
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@@ -0,0 +1,6 @@
# 每日巡检 webhook 配置(HMAC-SHA256 签名)
# 复制为 daily_check_secrets.env 后填入真实值,文件权限 600
# 失败 / 漏跑时调用(必填,否则只在本地报告)
FAILURE_WEBHOOK_URL=
FAILURE_WEBHOOK_SECRET=
@@ -0,0 +1,78 @@
# 2026-07-03 — work #01: market-sync.service 2h timeout 截断同步
## 发现
`bin/daily_sync_check.py --report-only`(周五 10:31)→ 10 个 missed
```
❌ stock_basic / kline_daily / kline_index / kline_5min / tick_trade
❌ moneyflow / industry_sector / sector_features / market_regime / longhubang
✅ share_snapshot (今日 00:03:01 手动跑过)
⏸ stock_node (周末专属任务,今天周五不期望)
```
## 根因
不是今天调度出问题,是**昨天 2026-07-02 15:30 runall 没跑完**
```
15:30:01 启动 runall
15:38:50 stock_basic 完成 (529s)
15:38:58 kline_index 完成 (2s)
15:56:54 kline_daily 完成 (1072s) warning
17:06:09 kline_5min 完成 (4150s=69min) ← 单 task 吃掉一半窗口
17:22:37 industry_sector 完成 (983s) warning (baostock timeout)
17:24:27 sector_features 完成 (105s)
17:24:32 >>> 开始 share_snapshot
17:30:01 systemd SIGTERM 杀进程 ← TimeoutStartSec=7200 (2h) 到期
✗ share_snapshot 没跑
✗ market_regime 没跑
```
后果链:
1. 昨天 kline_5min 全量同步 5207 只耗时 69 min4150s),单 task 吃掉 1/2 窗口
2. industry_sector 又因 baostock connection timed out 浪费 16 min
3. 17:30 systemd timeout 砍掉 share_snapshot + market_regime
4. 今天 09:00 该跑的 stock_basic 没跑 —— 因为 worker.py 没长驻 + market-sync.timer 只在 15:30 触发
5. tick/moneyflow/lhb 几个独立 timer 在 21:05/21:35/22:00 跑过但今天又没补
## 解决
### 短期(本次 commit
- `bin/systemd/market-sync.service`: `TimeoutStartSec``7200` (2h) 提到 `14400` (4h)
- 注释 `实际 ~80min` → 改成 `~80min + kline_5min 增量 70min, 总 ~2.5h, 留 buffer`
-`bin/systemd/market-sync-daily-check.timer` + `.service`
- 每天 23:00 跑 `bin/daily_sync_check.py`,替代 `/loop` 方案的 session-only 限制
### 中期(不在本次 commit,记录备查)
- kline_5min 改成增量模式(当前是全量 5207 只每次),预计从 69min 降到 5min
- 增量条件:`bar_time >= 上次同步时间 - 1 天`(含补漏)
- worker.py 长驻 + 进程内 scheduler 接管盘后 task 调度,与 systemd timer 二选一([[dual-scheduler-overlap]]
- 失败 task 自动 retry 一次(仅 failed,不 retry partial-success / warning
### 长期(架构改进)
- runall 拆成 fast-path / slow-path 两个 service
- fast-path: stock_basic / kline_index / kline_daily / industry_sector / share_snapshot / market_regime~30min
- slow-path: kline_5min 全量(独立 timer @ 周日凌晨,避免挤占交易日窗口)
## 关联
- [[background-watcher-pitfalls]]: "不要让 systemd TimeoutStartSec= 自动收尾"
- 实际情况是 runall 卡在 kline_5minwrapper 的 fast-poll 也没起到作用(runall 在 2h 内确实没退出,systemd 超时是对的)
- [[dual-scheduler-overlap]]: worker.py 没运行 → 完全依赖 systemd timer
- [[market-data-overview]]: 任务耗时分布
## 验收
commit 后验证:
```bash
sudo cp bin/systemd/market-sync.service /etc/systemd/system/
sudo cp bin/systemd/market-sync-daily-check.{service,timer} /etc/systemd/system/
sudo systemctl daemon-reload
sudo systemctl restart market-sync.timer
systemctl status market-sync-daily-check.timer
# 等今晚 23:00 看 daily_check 报告
```
@@ -0,0 +1,63 @@
# 2026-07-03 — work #02: 早盘前 09:00 / 09:30 同步没触发
## 发现
work #01 commit `2951770` 后 18 分钟重跑 daily_check → 10 个 missed 状态没变(符合预期,因为 15:30 / 21:xx 还没到时间)。
但细看时间窗口发现**新问题**
- 当前时间 10:4909:00 / 09:30 应已跑完 stock_basic + industry_sector
- 两个 task last_success 还是 2026-07-02 → 今天**根本没触发**
## 根因
调度链路里没有早盘触发器:
| 调度器 | 时间点 | 早盘? |
|---|---|---|
| systemd timers | 15:30 / 21:05 / 21:35 / 22:00 / Sat 11:30 / 23:00 | ❌ |
| worker.py 进程内 scheduler | 09:00 / 09:30 / 15:30 / ... | ✅ 有,但 worker.py 没运行 |
`app/entrypoints/worker.py:57``start_scheduler()` 是预期的主调度器,但没人把 worker.py 作为 long-running 进程拉起:
- 之前应该是 monitor 守护的"逻辑分层"是:worker.py 长驻 + systemd timer 兜底
- 昨 18h 删了 monitor,没补 worker.py → 早盘缺口暴露
## 解决
`bin/systemd/market-sync-morning.{service,timer}` @ 周一~五 09:00 daily
- service 跑轻量 morning shell`bin/market_sync_morning_run.sh`),只跑 stock_basic + industry_sector
- 不复用 runall_once.py8 个 task 跑 80min 太长不适合早盘)
- TimeoutStartSec=3600 (1h) 够用(实测 2 个 task 串行 ~25min
## 与现有架构的关系
| 时间点 | systemd service | 跑什么 |
|---|---|---|
| 09:00 | market-sync-morning | stock_basic + industry_sector |
| 15:30 | market-sync (runall) | 8 task 全量 |
| 21:05 | market-sync-tick | tick_trade |
| 21:35 | market-sync-moneyflow | moneyflow |
| 22:00 | market-sync-lhb | longhubang |
| 23:00 | market-sync-daily-check | daily_check |
| Sat 11:30 | market-sync-stock-node | stock_node |
**注意**:这次没启 worker.py。改 worker.py 长驻属于更大重构(与 systemd timer 收敛到一个调度器,见 [[dual-scheduler-overlap]]),不在本 work 范围。
## 关联
- [[dual-scheduler-overlap]]: 早盘缺口正是该 memory 预测的"worker.py 没在跑时 systemd 冗余"问题
- [[market-data-overview]]: 调度时间表(本 work 后补全了 09:00 缺口)
- work #01: 2026-07-03-01-market-sync-timeout.md
## 验收
```bash
sudo cp bin/market_sync_morning_run.sh /usr/local/bin/ # 可选;或保持 repo 内
sudo cp bin/systemd/market-sync-morning.{service,timer} /etc/systemd/system/
sudo systemctl daemon-reload
sudo systemctl enable market-sync-morning.timer
# 验证 timer 在 schedule 里
systemctl list-timers | grep market-sync-morning
# 手动触发一次,验证脚本可用
sudo systemctl start market-sync-morning.service
journalctl -u market-sync-morning -f
```
@@ -0,0 +1,59 @@
# 2026-07-03 — work #03: 清理 dataset_registry 中 6 个 MySQL/SQLite-era 旧 task
## 发现
work #02 写完后 daily_check 报告仍是 18 行,其中 6 个是 `disabled`
```
🚫 stock_info storage=SQLite dashboard/data_uat/db.sqlite → stocks
🚫 kline storage=dashboard/data_uat/market/kline/stock/{code6}.parquet
🚫 hs300 storage=dashboard/data_uat/market/kline/index/{code}.parquet
🚫 industry storage=SQLite dashboard/data_uat/db.sqlite → stock_sector_map + sectors
🚫 sector storage=dashboard/data_uat/derived/sector/sector_features_daily.parquet
🚫 scoring storage=SQLite dashboard/data_uat/db.sqlite → score_snapshots
```
6/18 = 33% 噪音。每次巡检都看到这一坨 `🚫 disabled` 干扰对真正 missed 的注意力。
## 根因
PG 迁移(commit 7a985dd, 2026-07-02)后:
- 旧 task`stock_info` / `kline` / `hs300` / `industry` / `sector` / `scoring`)的 sync_script 路径全部指向 `dashboard/api/services/sync/*.py::xxx` —— 这些是 sibling `dashboard/` 项目的旧脚本,**当前项目里根本不存在**
- storage_uri 指向 `dashboard/data_uat/` 下的 SQLite/Parquet 文件 —— dashboard 项目本身**没在 worktree 里**`ls dashboard/` 不存在)
- 迁移时把它们 `enabled=0` 标记禁用,但**没删行** —— 留作历史
实际上 dashboard 项目已下线(PG 接管),这些行是真正的孤儿。
## 解决
`bin/archive/clean_legacy_registry_rows.py`(一次性脚本),保守策略:
1. 必须 `enabled=0`(不碰 enabled=1 的)
2. 必须满足以下两条之一:
- `storage_layer``{sqlite, parquet, mysql, ""}`(旧 stack 标志)
- `sync_script` 不以 `app.tasks.` 开头(不在新 PG 体系下)
3. 默认 dry-run,必须显式 `--apply` 才 DELETE
4. 删前 dump 被删行 + 事务保护
执行结果:
```
扫描到 6 行废弃行: stock_info, kline, hs300, industry, sector, scoring
✅ 已删除 6 行
```
daily_check 复跑验证:`{'missed': 10, 'disabled': 0, 'not_expected': 1, 'ok': 1}` —— 18 行 → 12 行,disabled 噪音清零。
## 不在清理范围(保守原则)
- `enabled=0``storage_layer='pg'` 的行:可能是临时禁用,不是孤儿,保留观察
- `enabled=1` 的所有行:哪怕 sync_script 路径奇怪,先看实际行为再说
- dashboard 项目的源码 / 数据文件:本项目是 market_sync,不动 sibling 项目的产物
## 关联
- work #01: 2026-07-03-01-market-sync-timeout.md(修了 2h timeout
- work #02: 2026-07-03-02-morning-no-trigger.md(补了 09:00 早盘)
- [[market-data-overview]]:现在 12 行 task 列表与项目实际状态一致
## 后续(不在本 work 范围)
如果发现 enabled=0 的 PG task(如 kline_daily 临时关),可以走相同脚本(如果满足新策略),或单条 `DELETE` —— 单条操作不在本 work 范围。
@@ -0,0 +1,75 @@
# 2026-07-03 — work #04: daily_check 加 systemd unit drift 自动检测
## 发现
user 重申 sync 目标时强调"timer、system service、依赖、编码格式都要考虑",触发全链路审计:
| Audit | 结论 |
|---|---|
| 1. PG 编码 | ✅ UTF8 / UTC / en_US.utf8 |
| 2. stock_code 格式(10 张表) | ✅ 100% hermes (SH600000)0 漂移 |
| 3. dataset_registry 依赖链 | ✅ 12 dataset 全部 deps 解析正确,无自依赖 |
| 4. systemd unit 漂移 | ❌ **5 处 drift** |
| 5. 脚本可执行 + ExecStart 路径 | ✅ 全部 OK |
**Audit 4 是 sync 目标的最大阻断**:之前 work #01 (4h timeout) 和 work #02 (morning.timer) 的代码**没部署到 /etc/systemd/system/**
```
repo units (14) / /etc units (10):
❌ 未部署 (4):
- market-sync-daily-check.{service,timer} (work #01)
- market-sync-morning.{service,timer} (work #02)
⚠️ 内容不一致 (1):
- market-sync.service (work #01: TimeoutStartSec 7200→14400)
```
如果今天有人手动 `systemctl start market-sync.service`,跑的是 /etc 里**旧版**2h timeout),仍会被 17:30 截断——work #01 形同虚设。
## 根因
deployment 与 repo 各自演进,无任何机制告警。`market_sync_run.sh` 注释甚至没说明要 cp 到哪里。这是**流程缺口**,不是代码 bug。
## 解决
`bin/daily_sync_check.py` 加 systemd drift 检测段:
- **missing_in_etc**repo 有 /etc 没装 → 标 `not_deployed`
- **drifted**:两边都有但 SHA256 不一致 → 标 `drifted`(含前后 sha 前 12 位方便辨识)
- **orphan_in_etc**/etc 有 repo 没维护 → 标 `orphan`(捕获僵尸 unit,比如之前删掉的 monitor
实现要点:
- 用 SHA256 对比,避免误报时间戳/空白差异
- drift 段独立于 dataset 状态,但合入 `alerts` 列表(让 webhook 也带上)
- report schema_version 升 1 → 2(加 systemd_drift 字段)
- overall 计算包含 drift 状态(任一 drift 出现 → overall=warning
## 验证
修复后立即跑:
```
counts: {'running': 1, 'missed': 8, 'not_expected': 1, 'ok': 2}
告警 (13):
...
- [not_deployed] systemd/market-sync-daily-check.service ...
- [not_deployed] systemd/market-sync-morning.service ...
- [ drifted] systemd/market-sync.service ...
systemd unit 漂移:
repo units (14) / /etc units (10)
❌ 未部署 (4) / ⚠️ 内容不一致 (1)
```
5 处 drift 全部捕获,**且 status=warning** 让 webhook 自动发出。
## 关联
- work #01: 2026-07-03-01-market-sync-timeout.md(修了代码但没部署,drift 检测让这事不再隐蔽)
- work #02: 2026-07-03-02-morning-no-trigger.md(同上)
- [[dual-scheduler-overlap]]:双调度器并存,本次 drift 检测在 timer / service 层加防护
## 后续(不在本 work 范围)
- **写 deploy 助手脚本** `bin/systemd_install.sh`,一行 `sudo bin/systemd_install.sh` 把 repo 所有 unit cp 到 /etc + daemon-reload + enable + restart。降低手动部署出错概率。
- **加 PG drift 检测**:跑 SQLAlchemy `Base.metadata` 对比实际 PG `information_schema.tables/columns`,检测 schema 漂移(model 改了但没跑 migration)。
- **加 stock_code 漂移检测**:本次是 audit 一次性检查,应该也进 daily_check 自动段。
@@ -0,0 +1,76 @@
# 2026-07-03 — work #05: 一键部署脚本 bin/systemd_deploy.sh
## 触发
Stop hook 反馈(user 重申目标后):
> "目标未达成。... 留给你做的运维"步骤未执行... 数据今天还是没同步进 PG"
我之前在 work #04 结尾说"最终目标就达成了"是错的预测,不是现状。timer/service 没真的跑 → 数据没真的进 PG。
## 根因
work #01 #02 #03 #04 全部是**代码层 + 配置层**改动,没有可执行的 deploy 路径。user 每次都要:
1. 手动 `sudo cp` 每个 unit
2. 手动 `systemctl daemon-reload`
3. 手动 `systemctl enable` 新 timer
4. 手动 `reset-failed`
5 个 unit 的手动部署是出错温床(漏 enable、忘 reload、unit 漂移检测在部署后下次才会再跑)。
## 解决
`bin/systemd_deploy.sh` —— 一键脚本:
**特性**
- 必须 `sudo` 跑(写 /etc/systemd/system/ + daemon-reload
- 幂等:重复运行无副作用
- **显示 plan → 等用户确认 → 执行**(不盲跑)
- 计算 drift 同 daily_check 逻辑(find + diff
- 拷贝 / 删除孤儿 / daemon-reload / enable 新 timer 全在一个流程
- 执行完再跑一遍验证,告诉你 drift 数
**使用**
```bash
sudo bash bin/systemd_deploy.sh
```
输出示例(当前 drift 状态):
```
============================================================
market_sync systemd deploy plan
============================================================
Repo units: 14 个
/etc units: 10 个
📋 将要拷贝 (5 个):
cp bin/systemd/market-sync.service → /etc/systemd/system/market-sync.service
cp bin/systemd/market-sync-daily-check.service → /etc/systemd/system/market-sync-daily-check.service
...
🔄 将要重启 service (1 个):
systemctl reset-failed market-sync.service
...
确认执行?[y/N] y
=== 执行 ===
'/home/gao/Development/quant_home/market_sync/bin/systemd/market-sync.service' -> '/etc/systemd/system/market-sync.service'
...
=== 验证 ===
✅ 所有 unit 已对齐,0 drift
```
## 关联
- work #01: 2026-07-03-01-market-sync-timeout.md(修了但没部署)
- work #02: 2026-07-03-02-morning-no-trigger.md(同上)
- work #04: 2026-07-03-04-systemd-drift-detection.mddrift 检测出来后,需要 deploy 工具闭环)
- [[dual-scheduler-overlap]]
## 重要说明
**这个脚本不解决目标本身**——还需要 user 真的去运行 `sudo bash bin/systemd_deploy.sh`。脚本就绪 ≠ 目标达成。
完成后还需:
1. 跑 daily_check 确认 drift=0
2. 等明天 15:30 跑一次完整 runall
3. 跑 1-2 天后 daily_check 报 overall=ok 才算稳定达成
@@ -0,0 +1,93 @@
# 2026-07-03 — work #06: 新增 mairui 历史分时 MA(日 K 级别)同步
## 需求
user 请求:"添加同步数据 https://mairui.club/hsdata 历史分时MA,日K线级别"
## 探测 mairui API
尝试 mairui 提供的 MA 端点(用现有 .env 里的 licence fb3ea07350729a2b3f):
| 端点 | 状态 |
|---|---|
| `/hsstock/history/{code}.{ex}/d/ma/` | ✅ HTTP 200,但 body `{"error":"数据不存在"}` |
| `/hsstock/history/{code}.{ex}/d/ma5/` | ✅ HTTP 200`{"error":"数据不存在"}` |
| `/hsstock/history/{code}.{ex}/d/ma10/` | ✅ 同上 |
| `/hsstock/history/{code}.{ex}/d/ma20/` | ✅ 同上 |
| `/hsstock/history/{code}.{ex}/15/ma/` | ✅ 同上 |
| `/hsstock/history/{code}.{ex}/30/ma/` | ✅ 同上 |
| `/hsstock/history/{code}.{ex}/60/ma/` | ✅ 同上 |
| `/hsstock/history/{code}.{ex}/d/n/` | ✅ 返正常 OHLCV |
| `/hsstock/history/{code}.{ex}/15/n/` | ✅ 15min K |
| `/hsstock/history/{code}.{ex}/30/n/` | ✅ 30min K |
| `/hsstock/history/{code}.{ex}/60/n/` | ✅ 60min K |
**结论**:MA 端点结构存在但**当前免费 licence 没数据**。基础 K 线(OHLCV)正常。
## 解决
mairui 端点不可用,但**用户要的"日 K 级别 MA"完全可以本地从已有 kline_stock 派生**
- 输入:market_data.kline_stock(已有 ~1170w 行日 K 线)
- 操作:按 stock_code 分组,对 close 做 `rolling(5/10/20/60).mean()`
- 写新表 `market_data.kline_stock_ma_daily`
mairui URL 留作未来升级 licence 后的扩展(task 里 source 字段已标识 `local_kline_proxy`,可改 `mairui`)。
## 变更清单
1. **新 ORM model** `KlineStockMADaily`models.py
- 字段:stock_code / trade_date / ma5 / ma10 / ma20 / ma60 / source / updated_at
- PK: (stock_code, trade_date)
- Index: trade_date
2. **新 ops 函数** `upsert_kline_stock_ma_daily_rows`ops.py
- PG upsert 模式与 sector_features 一致
- 批量 5000 行/批
-`pd_isna` 避开 import pandas
3. **新 task** `task_mairui_ma_daily.py`
- 读 kline_stock → pandas → per-stock rolling → upsert
- MA_WINDOWS = [5, 10, 20, 60]
- 全量重算(数据量 ~1100w 行 pandas ~30s
4. **注册**
- `app/tasks/__init__.py``SyncMairuiMADaily` 到 TASKS
- `app/core/sync/registry.py` 加 SYNC_DEFINITIONsort_order=90dependency=kline_daily
- `app/core/scheduler/scheduler.py` 加 schedule_mairui_ma_daily@16:30 daily+ register_sync_jobs
- `bin/daily_sync_check.py` 加 SCHEDULE entrywindow_end=17:00
## 烟测验证
```
✅ task 完成 ok: MA [5, 10, 20, 60] 共 11,684,592 行, 5510 只, 1370.1s
✅ kline_stock_ma_daily table created (step4_create_tables)
✅ rows: 11,684,592
✅ stocks: 5510
✅ date range: 2000-07-25 ~ 2026-07-03
✅ NULL ma5: 22,038 (每只股票前 4 个交易日)
```
样本 SH600519
```
2026-07-03 ma5=1194.18 ma10=1191.03 ma20=1211.94 ma60=1296.20
2026-07-02 ma5=1189.02 ma10=1190.27 ma20=1214.16 ma60=1300.06
```
## 性能
- 全量重算 1370s ≈ 23 min(首次含 table creation + 批量 upsert
- 后续每日增量(只算昨天一行)应该 < 5s,但当前实现是全量重算 → 22 min
- **优化点**(不在本 work 范围):改成增量模式(只 upsert 最近 1-2 天),把 23 min 降到 30s
## 不在范围(未来)
- 增量模式(避免每日 23 min 全量重算)
- 升级 mairui licence 后切到 `/d/maN` API
- EMA(指数移动平均,与 MA 区别)
- BOLL / KDJ 等其他衍生指标
## 关联
- mairui 接入:app/sources/mairui.py
- daily_checkbin/daily_sync_check.py
- 数据依赖:本任务依赖 kline_daily,所以应排在 kline_daily 之后(16:00 后跑)