"""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 concurrent.futures import ThreadPoolExecutor, as_completed, TimeoutError as FuturesTimeoutError 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") # 源优先级:QMT Bridge(本地) → 麦蕊 → 雪球 → 新浪 PRIMARY_PRIORITY = ["datasource_qmt_bridge", "datasource_mairui", "datasource_xueqiu", "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 # 2026-07-08 教训: 数据源层虽然加了 fetch timeout (20s), task 层也加硬上限兜底, # 防止数据源 SDK 升级后又被绕过。60s 对应 xueqiu/mairui 的 15-20s 上限 + DB upsert # / DataFrame 处理余量 + 7月9日 mairui 间歇慢请求的容忍窗口。 FETCH_HARD_TIMEOUT = 180.0 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. 获取所有可用源(按优先级),支持 per-stock fallback sources = self._get_available_sources() if not sources: return {"status": "error", "message": "所有 K 线数据源均不可用"} source_names = ", ".join(s.name for s in sources) self._progress( message=f"使用 [{source_names}] 同步日K线 (fetcher={max_workers}, batch={BATCH_SIZE})...", current_step=sources[0].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) 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] fallback_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 _rows_from_df(code6: str, df: pd.DataFrame) -> tuple[list[dict], str]: 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 (rows, latest) def _fetch_one(code6: str, fetch_start: str) -> tuple[str, list[dict] | None, str | None, bool]: errors = [] for src in sources: try: df = src.fetch_kline_daily(code6, fetch_start, _end) except Exception as e: errors.append(f"{src.key}: {e}") continue if df is None or df.empty: errors.append(f"{src.key}: no data") continue rows, latest = _rows_from_df(code6, df) is_fallback = src is not sources[0] return (code6, rows, latest, is_fallback) return (code6, None, "; ".join(errors)[:200], False) total = len(jobs) # 不用 `with ThreadPoolExecutor(...) as pool:` — 它的 __exit__ 默认 wait=True, # 一旦某个 worker 卡在 xueqiu IO,主线程会在 as_completed 触发 timeout 后 # 仍被 __exit__ 阻塞等 worker 退出 → 进程挂死(2026-07-09 13:21 教训)。 # 改成手动管理 + shutdown(wait=False),主线程能立刻退出。 pool = ThreadPoolExecutor(max_workers=max_workers) futures = {pool.submit(_fetch_one, c6, fs): c6 for c6, fs in jobs} done_cnt = 0 try: for future in as_completed(futures, timeout=FETCH_HARD_TIMEOUT): done_cnt += 1 code6 = futures[future] try: code6_r, rows, latest, is_fallback = future.result(timeout=0.1) except FuturesTimeoutError: with ok_lock: fail_cnt[0] += 1 logger.warning(f"[kline {code6}] 内部 race timeout, 记 fail") continue except Exception as e: with ok_lock: fail_cnt[0] += 1 logger.warning(f"[kline {code6}] 异常: {e}") continue if rows is None: with ok_lock: fail_cnt[0] += 1 logger.warning(f"[kline {code6}] {latest}") continue if is_fallback: with ok_lock: fallback_ok_cnt[0] += 1 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, ) except FuturesTimeoutError: # 30s 内没 future 完成 → 所有 worker 都被卡死(数据源层 timeout 兜底失败) # 取消 pending futures,标 fail。shutdown(wait=False) 让主线程立刻返回, # 不被卡住的 worker 拖死。 # 2026-07-11 修复: 防御性 cancel,避免异常处理链里变量被遮蔽导致 # AttributeError: 'str' object has no attribute 'cancel'。 stuck = [(f, c6) for f, c6 in futures.items() if not f.done()] logger.error( "所有 fetcher 卡死 (>%ss), %d 只股票未完成, 标 fail 后退出主循环", FETCH_HARD_TIMEOUT, len(stuck), ) with ok_lock: fail_cnt[0] += len(stuck) for f, c6 in stuck: try: if hasattr(f, "cancel"): f.cancel() except Exception as cancel_err: logger.warning(f"[kline] cancel future for {c6} 失败: {cancel_err}") try: pool.shutdown(wait=False) except Exception as shutdown_err: logger.warning(f"[kline] pool.shutdown(wait=False) 失败: {shutdown_err}") # ── 补偿:冷却后重入队列 ── # 雪球/mairui 偶发全 hang(服务端限流/网络抖动),等 30s 再试一次。 # 单线程拉取场景下,卡住通常意味着当前这只股票请求 hang 死; # 冷却后把未完成的股票重新排队重试,救回临时故障。 if stuck: cooldown = 30 logger.warning(f"[kline] 冷却 {cooldown}s 后重试 {len(stuck)} 只…") time.sleep(cooldown) retry_ok = 0 retry_fb = 0 retry_rows = 0 retry_pool = ThreadPoolExecutor(max_workers=max_workers) jobs_dict = {c6: fs for c6, fs in jobs} retry_futs = {} for _, c6 in stuck: if c6 in jobs_dict: retry_futs[retry_pool.submit(_fetch_one, c6, jobs_dict[c6])] = c6 if retry_futs: try: for fut in as_completed(retry_futs, timeout=FETCH_HARD_TIMEOUT): c6 = retry_futs[fut] try: code6_r, rows, latest, is_fallback = fut.result(timeout=0.1) except Exception: logger.warning(f"[kline {c6}] 重试异常") continue if rows is None: logger.warning(f"[kline {c6}] 重试仍失败: {latest}") continue with batch_lock: batch_rows.extend(rows) pending_codes[c6] = latest cur_size = len(batch_rows) with ok_lock: retry_ok += 1 retry_rows += len(rows) if is_fallback: retry_fb += 1 if cur_size >= BATCH_SIZE: _flush() except FuturesTimeoutError: logger.error( "[kline] 重试仍卡死 (>%ss), %d 只股票放弃", FETCH_HARD_TIMEOUT, sum(1 for f in retry_futs if not f.done()), ) try: retry_pool.shutdown(wait=False) except Exception: pass with ok_lock: ok_cnt[0] += retry_ok fail_cnt[0] -= retry_ok fallback_ok_cnt[0] += retry_fb rows_cnt[0] += retry_rows logger.warning( f"[kline] 重试结果: {retry_ok}成 " f"({retry_fb}只备胎) 共{retry_rows}行, 救回 {retry_ok} 只" ) else: pool.shutdown(wait=True) # 收尾 flush _flush() elapsed = round(time.time() - t0, 1) fb = fallback_ok_cnt[0] fb_info = f" ({fb}只备胎)" if fb else "" msg = f"日K线 {ok_cnt[0]}成 {fail_cnt[0]}败 {skipped}跳 共{rows_cnt[0]}行{fb_info}, {elapsed}s" return { "status": "ok" if fail_cnt[0] == 0 else "warning", "message": msg, "ok": ok_cnt[0], "fail": fail_cnt[0], "fallback_ok": fb, "skip": skipped, "rows": rows_cnt[0], "elapsed_sec": elapsed, "primary_source": sources[0].key if sources else "", "sources": [s.key for s in sources], } def _get_available_sources(self): from app.core.datasource.registry import is_source_ready, run_health_check, get_health_status if not get_health_status(): run_health_check() available = [] for key in PRIMARY_PRIORITY: ok, _ = is_source_ready(key) if ok: available.append(ds_registry.get(key)) return available 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)}