看股功能更新

backend/scripts/backfill_adj_factor.py

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+"""全量回补历史复权因子（adj_factor 表）。
+
+用法（在 backend 目录下）：
+    uv run python scripts/backfill_adj_factor.py                # 从 candles 最早日期回补到今天
+    uv run python scripts/backfill_adj_factor.py --start 20180101
+    uv run python scripts/backfill_adj_factor.py --force        # 已有日期也重拉
+
+- 按交易日逐日拉取全市场因子（pro.adj_factor(trade_date=...)），幂等可断点续跑；
+- 交易日取自本地 trade_calendar（缓存不到的区间自动刷新一次日历）；
+- Tushare 每分钟限频由 _call_retry 自动等待 62s 重试。
+"""
+from __future__ import annotations
+
+import argparse
+import asyncio
+import sys
+import time
+from datetime import datetime
+from pathlib import Path
+
+sys.path.insert(0, str(Path(__file__).resolve().parents[1]))
+
+from sqlalchemy import delete, func, insert, select
+
+from app.db import async_session
+from app.models import AdjFactor, Candle, TradeCalendar
+from app.screener.market_sync import _call_retry, _get_pro, _norm_date, _parse_d
+
+_INTERVAL_MSG = 20  # 每完成 N 个交易日打印一次进度
+
+
+async def _calendar_dates(start: str, end: str) -> list[str]:
+    """[start, end] 交易日（升序）。本地日历覆盖不足时直接拉宽范围日历并回写缓存。"""
+    async with async_session() as session:
+        all_cached = set((await session.execute(select(TradeCalendar.trade_date))).scalars().all())
+    cached = sorted(d for d in all_cached if start <= d <= end)
+    if cached and min(cached) <= start:
+        return cached
+
+    # 覆盖不到起点：按需拉宽范围日历（trade_cal 低积分限频 1 次/小时，失败沿用缓存）
+    pro = _get_pro()
+    try:
+        cal = await asyncio.to_thread(
+            _call_retry, pro.trade_cal, exchange="SSE", start_date=start, end_date=end, is_open="1"
+        )
+        dates = sorted(cal["cal_date"].tolist())
+    except Exception as e:  # noqa: BLE001
+        if not cached:
+            raise
+        print(f"交易日历拉取受限（{str(e)[:100]}），沿用本地缓存")
+        return cached
+    fresh = [d for d in dates if d not in all_cached]
+    if fresh:
+        async with async_session() as session:
+            await session.execute(insert(TradeCalendar), [{"trade_date": d} for d in fresh])
+            await session.commit()
+    return dates
+
+
+async def _existing_dates() -> set[str]:
+    async with async_session() as session:
+        res = await session.execute(select(func.distinct(AdjFactor.trade_date)))
+        return {_norm_date(r[0]) for r in res}
+
+
+async def main(start: str, end: str, force: bool) -> None:
+    # 默认起点：candles 最早日线（因子只需覆盖有 K 线的区间）
+    if start is None:
+        async with async_session() as session:
+            first = await session.scalar(select(func.min(Candle.ts)).where(Candle.timeframe == "1d"))
+        start = first.strftime("%Y%m%d") if first else "20050101"
+    if end is None:
+        end = datetime.now().strftime("%Y%m%d")
+
+    dates = await _calendar_dates(start, end)
+    have = set() if force else await _existing_dates()
+    todo = [d for d in dates if d not in have]
+    print(f"区间 {start}~{end} 共 {len(dates)} 个交易日，待回补 {len(todo)} 个（已有 {len(dates) - len(todo)}）")
+    if not todo:
+        return
+
+    pro = _get_pro()
+    done = 0
+    for d in todo:
+        time.sleep(0.15)  # 轻微控频；分钟级限频由 _call_retry 自动等待重试
+        df = None
+        for attempt in range(5):  # 网络抖动（超时/断连）也重试，_call_retry 只兜限频
+            try:
+                df = _call_retry(pro.adj_factor, trade_date=d)  # noqa: 线性脚本直接同步调用
+                break
+            except Exception as e:  # noqa: BLE001
+                wait = min(30 * (attempt + 1), 120)
+                print(f"  {d} 拉取异常（{str(e)[:80]}），{wait}s 后重试 {attempt + 1}/5")
+                time.sleep(wait)
+        if df is None:
+            print(f"  {d} 连续 5 次失败，跳过（断点续跑可补）")
+            continue
+        if df is None or df.empty:
+            print(f"  {d} 无数据（非交易日或未生成），跳过")
+            continue
+        rows = [
+            {"trade_date": _parse_d(d), "ts_code": r["ts_code"], "adj_factor": float(r["adj_factor"])}
+            for _, r in df.iterrows()
+        ]
+        async with async_session() as session:
+            dt = _parse_d(d)
+            await session.execute(delete(AdjFactor).where(AdjFactor.trade_date == dt))
+            await session.execute(insert(AdjFactor), rows)
+            await session.commit()
+        done += 1
+        if done % _INTERVAL_MSG == 0 or done == len(todo):
+            print(f"  进度 {done}/{len(todo)}（{d}，+{len(rows)} 行）")
+    print(f"回补完成：{done} 个交易日")
+
+
+if __name__ == "__main__":
+    ap = argparse.ArgumentParser(description="全量回补历史复权因子")
+    ap.add_argument("--start", default=None, help="YYYYMMDD，默认 candles 最早日期")
+    ap.add_argument("--end", default=None, help="YYYYMMDD，默认今天")
+    ap.add_argument("--force", action="store_true", help="已有日期也重拉")
+    a = ap.parse_args()
+    asyncio.run(main(a.start, a.end, a.force))