82 lines
2.7 KiB
Python
82 lines
2.7 KiB
Python
"""数据编排：拉取（Tushare 主 -> AKShare 兜底）+ 本地缓存。
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真实行情落库到 candles 表（timeframe='1d'），回测统一从库读。
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"""
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from __future__ import annotations
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import asyncio
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from sqlalchemy import delete, func, select
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from sqlalchemy.ext.asyncio import AsyncSession
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from ..config import settings
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from ..domain import Bar
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from ..models import Candle
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from . import akshare_provider, tushare_provider
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DEFAULT_START = settings.data_default_start or "20200101"
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def _providers(source: str):
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"""按优先级返回 (名称, 同步拉取函数) 列表。"""
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seq = []
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if source in ("auto", "tushare") and settings.tushare_token:
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seq.append(("tushare", tushare_provider.fetch_daily))
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if source in ("auto", "akshare"):
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seq.append(("akshare", akshare_provider.fetch_daily))
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return seq
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async def count_cached(session: AsyncSession, symbol: str) -> int:
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res = await session.execute(
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select(func.count()).select_from(Candle).where(
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Candle.symbol == symbol, Candle.timeframe == "1d"
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)
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)
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return int(res.scalar() or 0)
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async def is_cached(session: AsyncSession, symbol: str) -> bool:
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return await count_cached(session, symbol) > 0
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async def sync_symbol(
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session: AsyncSession,
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code: str,
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start: str | None = None,
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end: str | None = None,
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source: str = "auto",
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force: bool = False,
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) -> dict:
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"""拉取并缓存某标的日线。已缓存且非 force 时直接返回缓存计数。"""
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if not force and await is_cached(session, code):
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return {"symbol": code, "bars": await count_cached(session, code), "source": "cache"}
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start = start or DEFAULT_START
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adjust = settings.data_adjust
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errors: list[str] = []
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bars: list[Bar] = []
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used = None
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for name, fn in _providers(source):
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try:
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# tushare/akshare 是同步网络 IO，丢到线程池避免阻塞事件循环
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bars = await asyncio.to_thread(fn, code, start, end, adjust)
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used = name
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break
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except Exception as e: # noqa: BLE001
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errors.append(f"{name}: {e}")
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if not bars:
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raise RuntimeError("所有数据源均失败 -> " + " | ".join(errors) if errors else "无可用数据源")
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# 全量替换该标的日线（避免重复主键）
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await session.execute(delete(Candle).where(Candle.symbol == code, Candle.timeframe == "1d"))
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for b in bars:
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session.add(
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Candle(symbol=code, timeframe="1d", ts=b.ts, open=b.open, high=b.high,
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low=b.low, close=b.close, volume=b.volume)
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)
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await session.commit()
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return {"symbol": code, "bars": len(bars), "source": used}
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