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167
backend/app/data/finance.py
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167
backend/app/data/finance.py
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"""个股财务数据（fina_indicator 财务指标 + 三大报表关键值，详情页按需单查懒加载）。
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四源按报告期合并进 stock_financial 宽表（一行 = 一个报告期）：
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fina_indicator（doc 79，无 report_type 概念）
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+ income / balancesheet / cashflow（report_type=1 合并报表）
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近五年窗口（start_date = 当年-5年 的 0101）；季更数据 7 天新鲜度门控。
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每源独立容错：部分接口失败不拖垮整体，缺失列靠 upsert 列级 coalesce 保旧值，
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7 天后下次过期刷新自动重试失败源。四源全失败且无旧行 -> 抛异常（上游故障）。
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stock_sync_state(kind='finance') 做新鲜度与墓碑（无数据股票不重复穿透控频调用）。
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"""
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from __future__ import annotations
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import asyncio
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import time
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from datetime import date
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from sqlalchemy import func, select
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from sqlalchemy.dialects.postgresql import insert as pg_insert
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from sqlalchemy.ext.asyncio import AsyncSession
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from ..config import settings
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from ..db import async_session
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from ..models import StockFinancial
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from .sync_utils import call_retry, f_clean, fresh, get_pro_lazy, read_sync_state, s_clean, upsert_sync_state, utcnow
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_REFRESH_DAYS = 7
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# 四源显式字段（财务接口列多，必须显式传 fields；金额单位元、比率百分数沿用 tushare 原始）
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_FI_FIELDS = ("ts_code,ann_date,end_date,eps,bps,ocfps,roe,roe_dt,grossprofit_margin,"
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"netprofit_margin,debt_to_assets,or_yoy,netprofit_yoy,dt_netprofit_yoy,"
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"profit_dedt,rd_exp")
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_INC_FIELDS = "ts_code,ann_date,end_date,total_revenue,operate_profit,n_income_attr_p"
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_BS_FIELDS = "ts_code,ann_date,end_date,total_assets,total_hldr_eqy_exc_min_int"
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_CF_FIELDS = "ts_code,ann_date,end_date,n_cashflow_act"
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# tushare 字段 -> 模型列名（仅 balancesheet 归母权益超长名改短）
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_COL_MAP = {"total_hldr_eqy_exc_min_int": "total_hldr_eqy"}
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_SOURCES = (
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("fina_indicator", _FI_FIELDS, {}),
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("income", _INC_FIELDS, {"report_type": "1"}),
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("balancesheet", _BS_FIELDS, {"report_type": "1"}),
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("cashflow", _CF_FIELDS, {"report_type": "1"}),
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)
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_COLS = (
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"ts_code", "end_date", "ann_date",
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"eps", "bps", "ocfps", "roe", "roe_dt", "grossprofit_margin", "netprofit_margin",
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"debt_to_assets", "or_yoy", "netprofit_yoy", "dt_netprofit_yoy", "profit_dedt", "rd_exp",
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"total_revenue", "operate_profit", "n_income_attr_p",
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"total_assets", "total_hldr_eqy", "n_cashflow_act",
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)
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_VALUE_COLS = _COLS[3:] # ann_date 之外的其余业务列（批量 upsert 需统一键集）
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def fetch_finance_sync(ts_code: str) -> dict[str, dict]:
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"""拉近五年四源财务数据并按报告期合并（同步网络 IO，需在 to_thread 里跑）。
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返回 {end_date: 行dict}；四源全部失败且无任何数据时抛异常。
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"""
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pro = get_pro_lazy()
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start = f"{date.today().year - 5}0101" # 含整五个年度的年报
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merged: dict[str, dict] = {}
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failed = 0
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for api, fields, kwargs in _SOURCES:
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time.sleep(settings.screener_sync_interval)
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try:
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df = call_retry(getattr(pro, api), ts_code=ts_code, start_date=start, fields=fields, **kwargs)
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except Exception: # noqa: BLE001 单源失败不拖垮整体（缺列保旧值，7 天后自动重试）
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failed += 1
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continue
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if df is None or df.empty:
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continue
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# 同一报告期 tushare 可能返回多条（调整前/后副本），按公告日升序取最后一条
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df = df.sort_values("ann_date", na_position="first").drop_duplicates("end_date", keep="last")
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for _, r in df.iterrows():
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end = s_clean(r.get("end_date"))
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if not end:
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continue
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row = merged.setdefault(end, {"ts_code": ts_code, "end_date": end, "ann_date": None})
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ann = s_clean(r.get("ann_date"))
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if ann:
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row["ann_date"] = ann
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for col in fields.split(","):
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if col in ("ts_code", "ann_date", "end_date"):
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continue
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v = f_clean(r.get(col))
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if v is not None:
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row[_COL_MAP.get(col, col)] = v
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if failed == len(_SOURCES) and not merged:
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raise RuntimeError(f"tushare 财务四源均失败: {ts_code}")
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return merged
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def _row_dict(row: StockFinancial) -> dict:
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return {c: getattr(row, c) for c in _COLS}
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async def _read_rows(session: AsyncSession, ts_code: str) -> list[dict]:
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rs = (await session.execute(
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select(StockFinancial).where(StockFinancial.ts_code == ts_code)
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.order_by(StockFinancial.end_date.desc()))).scalars().all()
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return [_row_dict(r) for r in rs]
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async def _upsert_rows(session: AsyncSession, rows: list[dict]) -> None:
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"""批量 upsert（不 commit）；列级 coalesce 保旧值——失败源的列、tushare 改为空值的列都保留库内旧值。"""
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now = utcnow()
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full = []
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for r in rows:
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row = {c: None for c in _VALUE_COLS} # 统一键集：批量 insert 要求各 dict 同构
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row.update(r)
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row["updated_at"] = now
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full.append(row)
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stmt = pg_insert(StockFinancial).values(full)
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set_ = {c: func.coalesce(stmt.excluded[c], getattr(StockFinancial, c)) for c in ("ann_date", *_VALUE_COLS)}
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set_["updated_at"] = stmt.excluded.updated_at
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stmt = stmt.on_conflict_do_update(index_elements=["ts_code", "end_date"], set_=set_)
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await session.execute(stmt)
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# per-code 锁：同 code 首次并发 N 个请求只有 1 个打 tushare，其余等锁后双检命中
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# （uvicorn 单进程场景够用；多 worker 最坏情况是重复拉一次 + ON CONFLICT 幂等，无害）
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_code_locks: dict[str, asyncio.Lock] = {}
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_guard = asyncio.Lock()
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async def get_finance(session: AsyncSession, ts_code: str) -> list[dict] | None:
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"""读穿透：同步状态新鲜直返；否则 per-code 锁 -> 新会话双检 -> to_thread 拉四源 -> upsert。
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返回 None = 确认无财务数据（墓碑已落库，多为新股/退市老股）；
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抛异常 = 四源均失败且无旧行可降级。
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"""
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state = await read_sync_state(session, ts_code, "finance")
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if state is not None and fresh(state.last_synced_at, _REFRESH_DAYS):
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if not state.has_data:
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return None
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return await _read_rows(session, ts_code)
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# 释放请求会话持有的连接：后面可能隔着数秒的 tushare 调用，别长占连接池。
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# 用 close() 而非 rollback()：rollback 会把会话身份映射里的实例全部 expire——
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# 包括 require_user 刚塞进 auth._session_cache 的 User（expire_on_commit=False
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# 只保 commit，不保 rollback），下个请求命中鉴权缓存即 DetachedInstanceError 500。
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# close() 同样归还连接，且已加载属性保持可访问（脱管安全，与鉴权缓存约定一致）。
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await session.close()
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async with _guard:
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lock = _code_locks.setdefault(ts_code, asyncio.Lock())
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async with lock:
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async with async_session() as s2: # 锁内重读 + 写入走新会话
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state = await read_sync_state(s2, ts_code, "finance")
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if state is not None and fresh(state.last_synced_at, _REFRESH_DAYS):
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if not state.has_data:
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return None
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return await _read_rows(s2, ts_code)
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old = await _read_rows(s2, ts_code)
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try:
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merged = await asyncio.to_thread(fetch_finance_sync, ts_code)
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except Exception:
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# 降级：库内有旧行（哪怕超 7 天）照常返回，不把「上游挂了」伪装成「无数据」
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if old:
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return old
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raise
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if merged:
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await _upsert_rows(s2, list(merged.values()))
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await upsert_sync_state(s2, ts_code, "finance", has_data=bool(merged) or bool(old))
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await s2.commit()
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return await _read_rows(s2, ts_code)
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