提交

backend/app/data/fetcher.py

@@ -7,6 +7,7 @@
 from __future__ import annotations
 
 import asyncio
+from datetime import datetime
 
 from sqlalchemy import func, select
 from sqlalchemy.dialects.postgresql import insert as pg_insert
@@ -16,6 +17,7 @@ from ..config import settings
 from ..domain import Bar
 from ..models import Candle
 from . import akshare_provider, tushare_provider
+from .symbols import is_etf_symbol, to_ts_code
 
 DEFAULT_START = settings.data_default_start or "20200101"
 
@@ -74,19 +76,19 @@ async def sync_symbol(
         # 增量：从缓存最后一根当天开始（重叠一天重新拉取，容忍数据源漏行/盘后修订）
         start = last_ts.strftime("%Y%m%d")
     start = start or DEFAULT_START
-    errors: list[str] = []
-    bars: list[Bar] = []
-    used = None
 
-    for name, fn in _providers(source):
+    # ETF 走 Tushare fund_daily（quicksync 镜像可用；与股票同源同控频），
+    # 按ts_code 增量拉取，未收盘当日数据未生成时自然返回空。
+    if is_etf_symbol(code):
+        errors: list[str] = []
         try:
-            # tushare/akshare 是同步网络 IO，丢到线程池避免阻塞事件循环；
-            # adjust=None -> 不复权（复权在读取时按 adj_factor 换算）
-            bars = await asyncio.to_thread(fn, code, start, end, None)
-            used = name
-            break
+            bars = await asyncio.to_thread(_fetch_etf_daily, code, start, end)
+            used = "tushare"
         except Exception as e:  # noqa: BLE001
-            errors.append(f"{name}: {e}")
+            errors.append(f"tushare: {e}")
+            bars = []
+    else:
+        bars, used, errors = await _fetch_stock(code, start, end, source)
 
     if not bars:
         if last_ts is not None:
@@ -112,3 +114,47 @@ async def sync_symbol(
     await session.execute(stmt)
     await session.commit()
     return {"symbol": code, "bars": len(bars), "source": used}
+
+
+def _fetch_etf_daily(code: str, start: str | None, end: str | None) -> list[Bar]:
+    """Tushare fund_daily 按 ts_code 拉 ETF 日线（同步网络 IO，to_thread 调用）。
+    单位沿用 Tushare：vol 手、amount 千元，此处换算为 股/元。"""
+    from .tushare_provider import get_pro
+
+    pro = get_pro()
+    df = pro.fund_daily(ts_code=to_ts_code(code), start_date=start, end_date=end)
+    if df is None or df.empty:
+        raise RuntimeError(f"Tushare 无数据: {to_ts_code(code)}")
+    df = df.sort_values("trade_date")
+    bars: list[Bar] = []
+    for _, r in df.iterrows():
+        amt = r.get("amount")
+        bars.append(
+            Bar(
+                ts=datetime.strptime(str(r["trade_date"]), "%Y%m%d"),
+                open=float(r["open"]), high=float(r["high"]),
+                low=float(r["low"]), close=float(r["close"]),
+                volume=float(r["vol"]) * 100.0,    # 手 -> 份
+                amount=float(amt) * 1000.0 if amt is not None and amt == amt else None,  # 千元 -> 元
+            )
+        )
+    return bars
+
+
+async def _fetch_stock(code: str, start: str, end: str | None, source: str):
+    """Tushare 主 -> AKShare 兜底拉股票日线（不复权）。"""
+    errors: list[str] = []
+    bars: list[Bar] = []
+    used = None
+
+    for name, fn in _providers(source):
+        try:
+            # tushare/akshare 是同步网络 IO，丢到线程池避免阻塞事件循环；
+            # adjust=None -> 不复权（复权在读取时按 adj_factor 换算）
+            bars = await asyncio.to_thread(fn, code, start, end, None)
+            used = name
+            break
+        except Exception as e:  # noqa: BLE001
+            errors.append(f"{name}: {e}")
+
+    return bars, used, errors