看股功能更新

2026-08-16 00:05:26 +08:00
parent 9cce670b74
commit fc86fe0674
28 changed files with 3823 additions and 96 deletions
--- a/backend/scripts/backfill_turnover.py
+++ b/backend/scripts/backfill_turnover.py
@@ -0,0 +1,162 @@
+"""全量回补换手率（candles.turnover，单位 %）。
+
+用法（在 backend 目录下）：
+    uv run python scripts/backfill_turnover.py               # 从 2000-01-01（daily_basic 起点）回补到今天
+    uv run python scripts/backfill_turnover.py --start 20200101
+    uv run python scripts/backfill_turnover.py --force       # 已回补的交易日也重拉
+
+- 数据源：Tushare daily_basic(trade_date=..., fields='ts_code,turnover_rate')，按日全市场；
+- 幂等可断点续跑：某交易日 candles 已有非空 turnover 即跳过（--force 强制重做）；
+- 交易日取自本地 trade_calendar（缓存覆盖不到起点时自动拉一次宽范围日历）；
+- 每日一条 UPDATE ... FROM unnest(...) 批量写回，仅更新 turnover 列；
+- Tushare 每分钟限频由 _call_retry 自动等待 62s 重试。
+
+注意：与 import_tdx_day.py（回填 amount 会整行 upsert）串行运行，避免同表行锁竞争。
+"""
+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 app.screener.market_sync import _call_retry, _get_pro
+
+import asyncpg
+
+
+def load_db_url() -> str:
+    """与 import_tdx_day.py 相同的 .env -> libpq URL 解析（本地复制避免跨脚本导入）。"""
+    env = Path(__file__).resolve().parent.parent / ".env"
+    if env.exists():
+        for line in env.read_text(encoding="utf-8").splitlines():
+            line = line.strip()
+            if line.startswith("DATABASE_URL=postgresql+asyncpg://"):
+                return "postgresql://" + line.split("://", 1)[1]
+    return "postgresql://postgres:postgres@localhost:5432/stock"
+
+_DAILY_BASIC_FLOOR = "20000101"  # daily_basic 最早覆盖 2000-01-04，更早的交易日无换手数据
+_INTERVAL_MSG = 20
+
+
+async def _calendar_dates(conn: asyncpg.Connection, start: str, end: str) -> list[str]:
+    """[start, end] 交易日（升序）。本地缓存覆盖不到起点时拉一次宽范围日历并回写。"""
+    cached = [r[0] for r in await conn.fetch(
+        "SELECT trade_date FROM trade_calendar WHERE trade_date >= $1 AND trade_date <= $2 "
+        "ORDER BY trade_date", start, end)]
+    if cached and cached[0] <= start:
+        return cached
+
+    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
+    have = set(cached)
+    fresh = [d for d in dates if d not in have]
+    if fresh:
+        await conn.executemany(
+            "INSERT INTO trade_calendar (trade_date) VALUES ($1) ON CONFLICT DO NOTHING", [(d,) for d in fresh]
+        )
+    return dates
+
+
+async def _day_status(conn: asyncpg.Connection, d: str) -> tuple[int, int]:
+    """(已有换手的行数, 当日总行数)。无行情的日子 total=0 直接跳过。"""
+    row = await conn.fetchrow(
+        "SELECT count(*) FILTER (WHERE turnover IS NOT NULL) AS done, count(*) AS total "
+        "FROM candles WHERE timeframe = '1d' AND ts = $1::timestamp", datetime.strptime(d, "%Y%m%d")
+    )
+    return row["done"], row["total"]
+
+
+async def main(start: str, end: str, force: bool) -> None:
+    conn = await asyncpg.connect(load_db_url())
+    try:
+        # 默认起点：daily_basic 覆盖范围与 candles 最早日线的较大者（更早的日期拉了也是空）
+        if start is None:
+            first = await conn.fetchval(
+                "SELECT min(ts) FROM candles WHERE timeframe = '1d' AND symbol <> 'DEMO'")
+            start = max(first.strftime("%Y%m%d"), _DAILY_BASIC_FLOOR) if first else _DAILY_BASIC_FLOOR
+        if end is None:
+            end = datetime.now().strftime("%Y%m%d")
+
+        dates = await _calendar_dates(conn, start, end)
+        todo: list[str] = []
+        for d in dates:
+            if force:
+                done, total = await _day_status(conn, d)
+                if total:
+                    todo.append(d)
+                continue
+            done, total = await _day_status(conn, d)
+            if total and done < total // 2:  # 过半缺换手才重做（容忍个别股票无快照）
+                todo.append(d)
+        print(f"区间 {start}~{end} 共 {len(dates)} 个交易日，待回补 {len(todo)} 个")
+
+        pro = _get_pro()
+        done = 0
+        t0 = time.time()
+        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.daily_basic, trade_date=d, fields="ts_code,trade_date,turnover_rate"
+                    )
+                    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.empty:
+                continue
+
+            syms: list[str] = []
+            vals: list[float] = []
+            for _, r in df.iterrows():
+                tr = r["turnover_rate"]
+                if tr is None or tr != tr:  # None / NaN
+                    continue
+                syms.append(str(r["ts_code"]).split(".")[0])
+                vals.append(float(tr))
+            if not syms:
+                continue
+            n = await conn.execute(
+                "UPDATE candles AS c SET turnover = v.t "
+                "FROM unnest($1::text[], $2::float8[]) AS v(sym, t) "
+                "WHERE c.symbol = v.sym AND c.timeframe = '1d' AND c.ts = $3::timestamp",
+                syms, vals, datetime.strptime(d, "%Y%m%d"),
+            )
+            done += 1
+            if done % _INTERVAL_MSG == 0 or done == len(todo):
+                elapsed = time.time() - t0
+                eta = elapsed / done * (len(todo) - done) if done else 0
+                print(f"  进度 {done}/{len(todo)}（{d}，{len(syms)} 只，{n}），"
+                      f"{elapsed:.0f}s 已用，预计还需 {eta/60:.0f}m")
+        print(f"回补完成：{done} 个交易日")
+    finally:
+        await conn.close()
+
+
+if __name__ == "__main__":
+    ap = argparse.ArgumentParser(description="全量回补换手率 candles.turnover")
+    ap.add_argument("--start", default=None, help="YYYYMMDD，默认 max(candles 最早, 20000101)")
+    ap.add_argument("--end", default=None, help="YYYYMMDD，默认今天")
+    ap.add_argument("--force", action="store_true", help="已有换手的交易日也重拉")
+    a = ap.parse_args()
+    asyncio.run(main(a.start, a.end, a.force))