gao
7a985dddd5
## 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
482 lines
20 KiB
Python
482 lines
20 KiB
Python
"""麦蕊智数（mairui）数据源。
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提供：
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- 日 K 线（`hsstock/history/{code}.{ex}/d/n/{licence}`）
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- 5 分钟 K 线（`hsstock/history/{code}.{ex}/5/n/{licence}`）
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- 指数日 K 线（`hsindex/history/{code}.{ex}/d/{licence}`）
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- 资金流向（`hsstock/history/transaction/{code}.{ex}/{licence}`）
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- 当天逐笔交易（`hsrl/zbjy/{code6}/{licence}`）
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限速：1分钟300次（默认保守到 5 RPS = 1分钟300次）
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凭证：licence（无需登录态，从环境变量 MAIRUI_LICENCE 读取）
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"""
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from __future__ import annotations
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import json
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import os
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import threading
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import time
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import urllib.request
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from typing import Any, Optional
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import pandas as pd
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from app.core.datasource.base import DataSource
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from app.core.datasource.utils import (
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code6_to_mairui,
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filter_date_range,
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normalize_kline,
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)
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class MairuiSource(DataSource):
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key = "datasource_mairui"
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name = "麦蕊智数（mairui.club）"
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provides = ["kline_daily", "kline_5min", "index_daily", "stock_basic", "moneyflow", "tick_trade"]
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requires_credential = True
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credential_key = "MAIRUI_LICENCE"
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_HEADERS = {
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"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7)",
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"Accept": "application/json",
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}
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_BASE_URL = "https://api.mairuiapi.com"
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# mairui licence 限速（按 tier）：
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# 免费版: 1 min/300 次 = 5 RPS
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# 体验版: 1 min/1千次 = 16.67 RPS
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# 包年版: 1 min/3千次 = 50 RPS
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# 钻石版: 1 min/6千次 = 100 RPS ← 当前项目用
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#
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# 用法：5 workers × _RPS_LIMIT RPS/worker = 总 RPS。
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# 默认 10.0 → 5 workers = 50 RPS（钻石 100 RPS 的一半，留 50% buffer 防风控）。
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# 如需调：env `MAIRUI_RPS_LIMIT=20` → 100 RPS (踩满钻石);
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# `MAIRUI_RPS_LIMIT=1` → 5 RPS (回退到免费档兼容)。
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#
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# 用 thread-local 计时：每个 worker 独立计自己的 last_ts，
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# 避免 N 个 worker 串行抢一把锁退化成 1 worker。
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_RPS_LIMIT = float(os.environ.get("MAIRUI_RPS_LIMIT", "10"))
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_rps_local = threading.local()
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@classmethod
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def _wait_rps(cls):
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last = getattr(cls._rps_local, "last_ts", 0.0)
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now = time.time()
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elapsed = now - last
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min_interval = 1.0 / cls._RPS_LIMIT
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if elapsed < min_interval:
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time.sleep(min_interval - elapsed)
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now = time.time()
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cls._rps_local.last_ts = now
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def _get_licence(self) -> Optional[str]:
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return os.environ.get(self.credential_key, "").strip() or None
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def is_available(self) -> tuple[bool, str]:
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if not self._get_licence():
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return False, f"未配置 {self.credential_key}"
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return True, "ok"
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def health_check(self) -> dict[str, Any]:
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lic = self._get_licence()
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if not lic:
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return {"success": False, "message": f"{self.credential_key} 未配置"}
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try:
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# 拿 1 条日线数据作为连通性 + 凭证测试
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url = f"{self._BASE_URL}/hsstock/history/600519.SH/d/n/{lic}?st=20260609&et=20260609"
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req = urllib.request.Request(url, headers=self._HEADERS)
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with urllib.request.urlopen(req, timeout=15) as resp:
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raw = resp.read().decode("utf-8", errors="replace")
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data = json.loads(raw)
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if isinstance(data, list) and data:
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return {"success": True, "message": f"连接成功，获取到 {len(data)} 条 K 线"}
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if isinstance(data, dict) and data.get("error"):
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return {"success": False, "message": f"麦蕊返回: {data['error']}"}
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return {"success": False, "message": f"麦蕊返回空/异常: {raw[:200]}"}
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except Exception as e:
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return {"success": False, "message": f"麦蕊连接失败: {e}"}
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def _fetch(self, path: str, params: dict[str, Any], retry: int = 2) -> Any:
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"""通用 GET，含限速 + 重试。
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编码探测顺序 (2026-07-01 修复):
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1) UTF-8 — 正常 JSON 响应
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2) GBK — mairui 风控时的中文错误消息 ("接收数据异常，请稍后再试")
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3) latin-1 兜底 — 防御性 fallback (历史 Python repr'd 字符串)
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历史 bug (2026-06-16 之前): 无条件 `raw_bytes.decode("latin-1")`，
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把 UTF-8 中文名全部 double-encoded (Latin-1 → UTF-8) → 写入 DB
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后 stock_name 看起来正常但 hex 是错的双倍长度字节。
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修复后正常 JSON 走 UTF-8，错误消息走 GBK，Latin-1 仅作兜底。
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"""
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self._wait_rps()
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qs = "&".join(f"{k}={v}" for k, v in params.items() if v)
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url = f"{self._BASE_URL}{path}"
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if qs:
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url = f"{url}?{qs}"
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last_err = None
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for attempt in range(retry + 1):
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try:
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req = urllib.request.Request(url, headers=self._HEADERS)
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with urllib.request.urlopen(req, timeout=20) as resp:
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raw_bytes = resp.read()
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# 编码探测: 优先 UTF-8, fallback GBK, 兜底 latin-1
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raw = self._decode_response(raw_bytes)
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# 风控提示 (GBK 编码的中文消息)
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if "请稍后再试" in raw or "codec can't decode" in raw or raw.startswith("'utf-8'") or "Error -3 while decompressing" in raw:
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raise RuntimeError(f"mairui 返回风控提示: {raw[:80]}")
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# Python repr'd 字符串: "'接收数据异常，请稍后再试'" (GBK bytes 用 latin-1 解码后又被 Python repr)
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if raw.startswith("'") and raw.endswith("'"):
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try:
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decoded = raw[1:-1].encode("latin-1").decode("gbk")
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if "请稍后再试" in decoded:
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raise RuntimeError(f"mairui 返回风控: {decoded}")
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except Exception:
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pass
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return json.loads(raw)
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except Exception as e:
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last_err = e
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if attempt < retry:
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time.sleep(1.0 * (attempt + 1)) # 风控重试退避长一点
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from app.core.utils.logging import get_logger
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get_logger("mairui").debug(f"mairui fetch {url} failed: {last_err}")
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return []
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@staticmethod
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def _decode_response(raw_bytes: bytes) -> str:
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"""探测响应字节流的编码,优先 UTF-8,fallback GBK,latin-1 兜底。"""
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# 1) UTF-8: 99% 的情况 (正常 JSON 响应)
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try:
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return raw_bytes.decode("utf-8")
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except UnicodeDecodeError:
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pass
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# 2) GBK: mairui 风控时返 GBK 编码的中文错误消息
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try:
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return raw_bytes.decode("gbk")
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except UnicodeDecodeError:
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pass
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# 3) latin-1 兜底: 永不失败,但可能产生错乱字符
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return raw_bytes.decode("latin-1")
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# ── 股票列表 ───────────────────────────────────────────
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def fetch_stock_list(self) -> list[dict]:
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"""全市场沪深 A 股基础列表。
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API: GET /hslt/list/{licence}
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返回字段：dm (代码.交易所，如 "000001.SZ"), mc (名称), jys (交易所 SZ/SH)
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"""
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lic = self._get_licence()
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if not lic:
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return []
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data = self._fetch(f"/hslt/list/{lic}", {})
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if not isinstance(data, list):
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return []
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rows = []
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for item in data:
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try:
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dm = str(item.get("dm", "")).strip()
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mc = str(item.get("mc", "")).strip()
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# Mairui 在 2 字简称中间填了空格（如 "万 科Ａ"），去掉多余空格
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mc = "".join(mc.split())
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jys = str(item.get("jys", "")).strip().upper()
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# dm 格式: "000001.SZ" → code6="000001", exchange="SZ"
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if "." in dm:
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code6, exch = dm.split(".", 1)
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else:
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code6, exch = dm, jys
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if not code6 or len(code6) != 6 or not code6.isdigit():
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continue
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exchange = exch.upper() or jys
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if exchange not in ("SH", "SZ"):
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continue
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rows.append({
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"code": f"{exchange}{code6}",
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"name": mc,
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"exchange": exchange,
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"list_date": "", # hslt/list 不返回 IPO 日期
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"listing_status": "st" if (mc.startswith("ST") or mc.startswith("*ST")) else "normal",
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})
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except Exception:
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continue
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return rows
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# ── K 线 fetch ─────────────────────────────────────────
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def fetch_kline_daily(self, code6: str, start: str, end: str) -> pd.DataFrame:
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lic = self._get_licence()
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if not lic:
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return pd.DataFrame()
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symbol = code6_to_mairui(code6)
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path = f"/hsstock/history/{symbol}/d/n/{lic}"
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params = {
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"st": (start or "").replace("-", ""),
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"et": (end or "").replace("-", ""),
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}
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data = self._fetch(path, params)
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if not isinstance(data, list):
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return pd.DataFrame()
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records = []
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for item in data:
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try:
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# t 字段：日线 "2026-06-09 00:00:00"，取日期部分
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t = item.get("t", "")
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d = t.split(" ")[0] if isinstance(t, str) else ""
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if not d:
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continue
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records.append({
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"trade_date": d,
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"open": float(item["o"]),
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"high": float(item["h"]),
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"low": float(item["l"]),
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"close": float(item["c"]),
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"volume": float(item.get("v") or 0),
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})
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except (KeyError, ValueError, TypeError):
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continue
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return filter_date_range(normalize_kline(pd.DataFrame(records)), start, end)
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def fetch_kline_5min(self, code6: str, start: str, end: str) -> pd.DataFrame:
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"""5 分钟 K 线。返回标准列：bar_time, open, high, low, close, volume, amount。
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mairui 用 level=5（数字，不是 "5m"）。
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"""
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lic = self._get_licence()
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if not lic:
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return pd.DataFrame()
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symbol = code6_to_mairui(code6)
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path = f"/hsstock/history/{symbol}/5/n/{lic}"
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params = {
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"st": (start or "").replace("-", ""),
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"et": (end or "").replace("-", ""),
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}
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data = self._fetch(path, params)
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if not isinstance(data, list):
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return pd.DataFrame()
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records = []
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for item in data:
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try:
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t = item.get("t", "")
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# 分钟级时间格式 "2026-06-09 14:50:00" → 替换空格为 T 让 pandas 识别
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bar_time = t.replace(" ", "T") if isinstance(t, str) else None
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if not bar_time:
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continue
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records.append({
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"bar_time": bar_time,
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"open": float(item["o"]),
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"high": float(item["h"]),
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"low": float(item["l"]),
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"close": float(item["c"]),
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"volume": float(item.get("v") or 0),
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"amount": float(item.get("a") or 0),
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})
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except (KeyError, ValueError, TypeError):
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continue
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if not records:
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return pd.DataFrame()
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df = pd.DataFrame(records)
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df["bar_time"] = pd.to_datetime(df["bar_time"], errors="coerce")
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df = df.dropna(subset=["bar_time"]).sort_values("bar_time").reset_index(drop=True)
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# 过滤日期范围（按日期部分，不含时分）
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if start:
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df = df[df["bar_time"] >= pd.Timestamp(start)]
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if end:
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# end 包含整天
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df = df[df["bar_time"] < pd.Timestamp(end) + pd.Timedelta(days=1)]
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return df
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def fetch_index_daily(self, index_code: str, start: str, end: str) -> pd.DataFrame:
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"""指数日 K。index_code 用 mairui 格式（如 '000300.SH'）。"""
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lic = self._get_licence()
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if not lic:
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return pd.DataFrame()
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path = f"/hsindex/history/{index_code}/d/{lic}"
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params = {
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"st": (start or "").replace("-", ""),
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"et": (end or "").replace("-", ""),
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}
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data = self._fetch(path, params)
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if not isinstance(data, list):
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return pd.DataFrame()
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records = []
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for item in data:
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try:
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t = item.get("t", "")
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d = t.split(" ")[0] if isinstance(t, str) else ""
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if not d:
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continue
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records.append({
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"trade_date": d,
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"open": float(item["o"]),
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"high": float(item["h"]),
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"low": float(item["l"]),
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"close": float(item["c"]),
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"volume": float(item.get("v") or 0),
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})
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except (KeyError, ValueError, TypeError):
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continue
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return filter_date_range(normalize_kline(pd.DataFrame(records)), start, end)
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# ── 资金流向 ───────────────────────────────────────────
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def fetch_moneyflow(self, code6: str, start: str, end: str) -> pd.DataFrame:
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"""个股资金流向（主力/大/中/小单 净额）。
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API: GET /hsstock/history/transaction/{code}.{ex}/{licence}?st=YYYYMMDD&et=YYYYMMDD
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返回字段（按买卖方向 × 单型 4×4 矩阵 + 主买/主卖/被动买/被动卖）：
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zmbtdcje 主买特大单成交额
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zmbddcje 主买大单成交额
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zmbzdcje 主买中单成交额
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zmbxdcje 主买小单成交额
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zmstdcje 主卖特大单成交额
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zmsddcje 主卖大单成交额
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zmszdcje 主卖中单成交额
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zmsxdcje 主卖小单成交额
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bdmbtdcje 被动买特大单成交额
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bdmbddcje 被动买大单成交额
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bdmbzdcje 被动买中单成交额
|
||
bdmbxdcje 被动买小单成交额
|
||
bdmstdcje 被动卖特大单成交额
|
||
bdmsddcje 被动卖大单成交额
|
||
bdmszdcje 被动卖中单成交额
|
||
bdmsxdcje 被动卖小单成交额
|
||
... 以及对应的成交量/笔数字段（zmbtdcjl 等），本接口暂只取成交额
|
||
|
||
单型口径（mairui 文档）：
|
||
特大单：成交额 ≥ 100 万 或 成交量 ≥ 5000 手
|
||
大单 ：成交额 ≥ 20 万 或 成交量 ≥ 1000 手
|
||
中单 ：成交额 ≥ 4 万 或 成交量 ≥ 200 手
|
||
小单 ：其他
|
||
|
||
输出字段：trade_date, main_net_inflow, large_net_inflow, medium_net_inflow, small_net_inflow
|
||
净额口径（与 akshare stock_individual_fund_flow 保持一致）：
|
||
主力净流入 = Σ主买四型 - Σ主卖四型 (zmb{t,d,z,x} - zms{t,d,z,x})
|
||
大单净额 = 主买大 - 主卖大 (zmbddcje - zmsddcje)
|
||
中单净额 = 主买中 - 主卖中 (zmbzdcje - zmszdcje)
|
||
小单净额 = 主买小 - 主卖小 (zmbxdcje - zmsxdcje)
|
||
注：不能加被动买/卖 —— 主动买 ≡ 被动卖、主动卖 ≡ 被动买
|
||
（同一笔成交记在两边），加起来恒等 0。
|
||
"""
|
||
lic = self._get_licence()
|
||
if not lic:
|
||
return pd.DataFrame()
|
||
symbol = code6_to_mairui(code6)
|
||
path = f"/hsstock/history/transaction/{symbol}/{lic}"
|
||
params = {
|
||
"st": (start or "").replace("-", ""),
|
||
"et": (end or "").replace("-", ""),
|
||
}
|
||
data = self._fetch(path, params)
|
||
if not isinstance(data, list):
|
||
return pd.DataFrame()
|
||
|
||
def f(item, k) -> float:
|
||
try:
|
||
v = item.get(k)
|
||
return float(v) if v not in (None, "", "-") else 0.0
|
||
except (TypeError, ValueError):
|
||
return 0.0
|
||
|
||
records = []
|
||
for item in data:
|
||
t = item.get("t", "")
|
||
d = t.split(" ")[0] if isinstance(t, str) else ""
|
||
if not d:
|
||
continue
|
||
# 主买四型 / 主卖四型
|
||
main_buy = (
|
||
f(item, "zmbtdcje") + f(item, "zmbddcje")
|
||
+ f(item, "zmbzdcje") + f(item, "zmbxdcje")
|
||
)
|
||
main_sell = (
|
||
f(item, "zmstdcje") + f(item, "zmsddcje")
|
||
+ f(item, "zmszdcje") + f(item, "zmsxdcje")
|
||
)
|
||
# 大/中/小 净额：只看主动方（不包含被动方，否则恒等 0）
|
||
large_net = f(item, "zmbddcje") - f(item, "zmsddcje")
|
||
medium_net = f(item, "zmbzdcje") - f(item, "zmszdcje")
|
||
small_net = f(item, "zmbxdcje") - f(item, "zmsxdcje")
|
||
records.append({
|
||
"trade_date": d,
|
||
"main_net_inflow": round(main_buy - main_sell, 2),
|
||
"large_net_inflow": round(large_net, 2),
|
||
"medium_net_inflow": round(medium_net, 2),
|
||
"small_net_inflow": round(small_net, 2),
|
||
})
|
||
if not records:
|
||
return pd.DataFrame()
|
||
df = pd.DataFrame(records)
|
||
# 日期过滤
|
||
if start:
|
||
df = df[df["trade_date"] >= start]
|
||
if end:
|
||
df = df[df["trade_date"] <= end]
|
||
return df.sort_values("trade_date").reset_index(drop=True)
|
||
|
||
# ── 当天逐笔交易 ───────────────────────────────────────
|
||
|
||
def fetch_tick_trade(self, code6: str) -> pd.DataFrame:
|
||
"""当天逐笔交易（mairui 不支持历史回溯，仅当天数据）。
|
||
|
||
API: GET /hsrl/zbjy/{code6}/{licence} （无 st/et 参数）
|
||
文档：https://mairui.club/hsdata → "当天逐笔交易"
|
||
更新：每日 21:00。
|
||
排序：按时间倒序。
|
||
限速：1 min/300 次（与其它接口共享 licence 配额）。
|
||
|
||
返回字段：
|
||
d string 数据归属日期（yyyy-MM-dd）
|
||
t string 时间（HH:mm:dd，文档笔误，应为 HH:mm:ss）
|
||
v number 成交量（股）
|
||
p number 成交价（元）
|
||
ts number 交易方向 0=中性盘 / 1=买入 / 2=卖出
|
||
|
||
派生字段：
|
||
trade_time = d + 'T' + t（datetime64[ns, UTC]，无 tz 直接当本地时区）
|
||
direction = 0/1/2 → 'neutral'/'buy'/'sell'
|
||
amount = price * volume（元）
|
||
stock_code = 外部传入的 6 位 code（保持与其它表一致）
|
||
"""
|
||
lic = self._get_licence()
|
||
if not lic:
|
||
return pd.DataFrame()
|
||
path = f"/hsrl/zbjy/{code6}/{lic}"
|
||
data = self._fetch(path, {}) # 200/200 —— 不需要 start/end
|
||
if not isinstance(data, list) or not data:
|
||
return pd.DataFrame()
|
||
|
||
direction_map = {0: "neutral", 1: "buy", 2: "sell"}
|
||
records = []
|
||
for item in data:
|
||
try:
|
||
d = str(item.get("d", "") or "").strip()
|
||
t = str(item.get("t", "") or "").strip()
|
||
if not d or not t:
|
||
continue
|
||
# mairui `t` 形如 "14:53:21"，拼成 ISO 字符串让 pandas 解析
|
||
iso = f"{d}T{t}"
|
||
ts_val = pd.to_datetime(iso, errors="coerce")
|
||
if pd.isna(ts_val):
|
||
continue
|
||
price = float(item.get("p") or 0)
|
||
volume = float(item.get("v") or 0)
|
||
if price <= 0 or volume <= 0:
|
||
continue
|
||
ts_code = int(item.get("ts") or 0)
|
||
records.append({
|
||
"stock_code": code6,
|
||
"trade_date": d,
|
||
"trade_time": ts_val.to_pydatetime(),
|
||
"price": price,
|
||
"volume": volume,
|
||
"direction_code": ts_code,
|
||
"direction": direction_map.get(ts_code, ""),
|
||
"amount": round(price * volume, 2),
|
||
})
|
||
except (KeyError, ValueError, TypeError):
|
||
continue
|
||
if not records:
|
||
return pd.DataFrame()
|
||
df = pd.DataFrame(records)
|
||
# mairui 按时间倒序，统一升序便于入库
|
||
return df.sort_values("trade_time").reset_index(drop=True) |