"""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))