"""同步任务:全市场日 K 线。 数据流: 1. 选主源(按 priority 选第一个 is_available 的源) 2. 增量判断:读 kline_stock.MAX(trade_date) 决定每只股票 start 3. **Producer-Consumer 模式**: - N 个 fetcher 线程并发拉 K 线,把 (code, rows) 塞到 Queue - 1 个 writer 线程攒满 BATCH_SIZE 就 executemany + commit 一次 4. 更新 stocks.kline_synced_at 设计要点: - 避免每只股票 commit(5000 只 = 5000 次 commit 太慢) - 减少并发数(避免新浪限流 / MySQL 连接数爆) - fetcher 间用 Queue 解耦,写库串行避免锁竞争 """ from __future__ import annotations import os import queue import threading import time from datetime import datetime, timedelta from typing import Any import pandas as pd from app.core.db import ops as db_ops from app.core.datasource.base import registry as ds_registry from app.core.datasource.utils import is_a_share_code, to_code6, to_hermes from app.core.sync.base import SyncTask, _effective_sync_end from app.core.utils.logging import get_logger logger = get_logger("sync.kline_daily") # 主源优先级:mairui(5 RPS,免费 + 稳定 + 单接口含5min)→ 雪球 → Baostock → 新浪 # 经验:sina 在单日窗口 (start=end=某天) 会返回空,雪球更可靠 PRIMARY_PRIORITY = ["datasource_xueqiu", "datasource_mairui", "datasource_xinlang"] DEFAULT_START = "2018-01-01" # 写库批量:攒够 BATCH_SIZE 行就 executemany 一次 + commit BATCH_SIZE = 2000 # fetcher 并发:实测单线程最稳(5000 只 × 0.2s = 17 分钟,足够) # 雪球 token 限速 10 RPS,单线程 0.1s/只 已经打满。多 worker 会触发风控 hang DEFAULT_FETCH_WORKERS = 1 class SyncKlineDaily(SyncTask): dataset_id = "kline_daily" def _run( self, *, trigger_source: str = "manual", start: str | None = None, end: str | None = None, codes: list[str] | None = None, incremental: bool = True, max_workers: int = DEFAULT_FETCH_WORKERS, **kwargs, ) -> dict[str, Any]: # 1. 选主源 primary = self._pick_primary() if primary is None: return {"status": "error", "message": "所有 K 线数据源均不可用"} self._progress( message=f"使用 {primary.name} 同步日K线 (fetcher={max_workers}, batch={BATCH_SIZE})...", current_step=primary.key, ) # 2. 拉股票列表 if codes: stock_codes = [to_code6(c) for c in codes] else: stock_codes = [ c for c in db_ops.iter_stock_codes(active_only=True) if is_a_share_code(c) ] limit_raw = os.environ.get("MARKET_DATA_STOCK_LIMIT", "").strip() if limit_raw.isdigit() and int(limit_raw) > 0: stock_codes = stock_codes[: int(limit_raw)] if not stock_codes: return {"status": "error", "message": "无股票代码(stocks 表为空?)"} # 3. 增量判断 _end = end or _effective_sync_end() end_date_obj = datetime.strptime(_end, "%Y-%m-%d").date() jobs: list[tuple[str, str]] = [] if incremental and not start: for c6 in stock_codes: last = db_ops.get_stock_kline_max_date(c6) if last is None: fetch_start = DEFAULT_START elif datetime.strptime(last, "%Y-%m-%d").date() >= end_date_obj: continue else: fetch_start = (datetime.strptime(last, "%Y-%m-%d").date() - timedelta(days=5)).strftime("%Y-%m-%d") jobs.append((c6, fetch_start)) else: fetch_start = start or DEFAULT_START jobs = [(c, fetch_start) for c in stock_codes] total = len(jobs) skipped = len(stock_codes) - total self._progress( message=f"开始同步 {total} 只股票 (跳过 {skipped} 只已最新)", current=0, total=total, ) # 4. 并发 fetch + 攒 batch 写库(线程安全) # mairui 等外部 API 无并发问题;DB 写串行加锁 from concurrent.futures import ThreadPoolExecutor, as_completed t0 = time.time() batch_lock = threading.Lock() batch_rows: list[dict] = [] pending_codes: dict[str, str] = {} ok_lock = threading.Lock() ok_cnt = [0] fail_cnt = [0] rows_cnt = [0] def _flush(): with batch_lock: if not batch_rows: return rows_to_write = list(batch_rows) codes_to_update = dict(pending_codes) batch_rows.clear() pending_codes.clear() try: db_ops.upsert_kline_stock(rows_to_write) except Exception as e: logger.error(f"batch upsert 失败 ({len(rows_to_write)} 行): {e}") return for c6, latest in codes_to_update.items(): try: db_ops.update_stock_kline_synced_at(c6, latest) except Exception as e: logger.warning(f"update synced_at 失败 {c6}: {e}") def _fetch_one(code6: str, fetch_start: str) -> tuple[str, list[dict] | None, str | None]: try: df = primary.fetch_kline_daily(code6, fetch_start, _end) except Exception as e: return (code6, None, str(e)[:120]) if df is None or df.empty: return (code6, None, "no data") # 写库用 hermes(带 SH/SZ 前缀)—— 2026-07-01 重构:历史上 kline_stock 用 # 6位 code 与 stocks.code(SH600519) 格式不一致,跨表 JOIN 失败。现统一。 hermes = to_hermes(code6) rows = [] for _, r in df.iterrows(): td = r["trade_date"] rows.append({ "stock_code": hermes, "trade_date": td.strftime("%Y-%m-%d") if hasattr(td, "strftime") else str(td)[:10], "open": float(r["open"]), "high": float(r["high"]), "low": float(r["low"]), "close": float(r["close"]), "volume": float(r["volume"]), }) latest = df["trade_date"].max() latest = latest.strftime("%Y-%m-%d") if hasattr(latest, "strftime") else str(latest)[:10] return (code6, rows, latest) total = len(jobs) with ThreadPoolExecutor(max_workers=max_workers) as pool: futures = {pool.submit(_fetch_one, c6, fs): c6 for c6, fs in jobs} done_cnt = 0 for future in as_completed(futures): done_cnt += 1 code6, rows, latest = future.result() if rows is None: with ok_lock: fail_cnt[0] += 1 logger.warning(f"[kline {code6}] {latest}") continue with batch_lock: batch_rows.extend(rows) pending_codes[code6] = latest cur_size = len(batch_rows) with ok_lock: ok_cnt[0] += 1 rows_cnt[0] += len(rows) if cur_size >= BATCH_SIZE: _flush() if done_cnt % 50 == 0 or done_cnt == total: elapsed = time.time() - t0 rate = done_cnt / elapsed if elapsed > 0 else 0 self._progress( message=f"进度 {done_cnt}/{total} OK:{ok_cnt[0]} FAIL:{fail_cnt[0]} {rate:.1f}只/秒", current=done_cnt, total=total, current_step=code6, ) # 收尾 flush _flush() elapsed = round(time.time() - t0, 1) msg = f"日K线 {ok_cnt[0]}成 {fail_cnt[0]}败 {skipped}跳 共{rows_cnt[0]}行, {elapsed}s" return { "status": "ok" if fail_cnt[0] == 0 else "warning", "message": msg, "ok": ok_cnt[0], "fail": fail_cnt[0], "skip": skipped, "rows": rows_cnt[0], "elapsed_sec": elapsed, "primary_source": primary.key, } def _pick_primary(self): from app.core.datasource.registry import is_source_ready, run_health_check, get_health_status if not get_health_status(): run_health_check() for key in PRIMARY_PRIORITY: ok, _ = is_source_ready(key) if ok: return ds_registry.get(key) return None def _sync_one(self, primary, code6: str, start: str, end: str) -> dict: """保留这个方法以兼容外部调用(已不用,但单只测试可能用到)""" try: df = primary.fetch_kline_daily(code6, start, end) except Exception as e: return {"status": "fail", "error": str(e)} if df is None or df.empty: return {"status": "fail", "error": "no data"} hermes = to_hermes(code6) rows = [] for _, r in df.iterrows(): td = r["trade_date"] rows.append({ "stock_code": hermes, "trade_date": td.strftime("%Y-%m-%d") if hasattr(td, "strftime") else str(td)[:10], "open": float(r["open"]), "high": float(r["high"]), "low": float(r["low"]), "close": float(r["close"]), "volume": float(r["volume"]), }) try: db_ops.upsert_kline_stock(rows) except Exception as e: return {"status": "fail", "error": f"db write: {e}"} if rows: latest = max(r["trade_date"] for r in rows) try: db_ops.update_stock_kline_synced_at(code6, latest) except Exception: pass return {"status": "ok", "rows": len(rows)}