将项目文件整理到 refer 目录

2026-07-03 22:26:00 +08:00
parent 49880e785f
commit 9f57af4d37
1223 changed files with 98 additions and 0 deletions
@@ -0,0 +1,122 @@
+"""标的维表同步服务。
+
+盘前 9:10 调用 tf.exchanges.get_instruments("SH"/"SZ"/"BJ", type="stock")
+获取全量标的元数据，flatten ext 字段，写入 instruments.parquet。
+
+Starter+ 盘后可用 quotes.get(universes) 顺便补充 name。
+"""
+from __future__ import annotations
+
+import logging
+from datetime import date
+from pathlib import Path
+
+import polars as pl
+
+from app.tickflow.client import get_client
+
+logger = logging.getLogger(__name__)
+
+_EXCHANGES = ["SH", "SZ", "BJ"]
+
+
+def _flatten_instruments(items: list[dict]) -> list[dict]:
+    """把 SDK 返回的 Instrument 列表 flatten 成扁平行。"""
+    rows = []
+    for item in items:
+        row = {
+            "symbol": item.get("symbol"),
+            "name": item.get("name"),
+            "code": item.get("code"),
+            "exchange": item.get("exchange"),
+            "region": item.get("region"),
+            "type": item.get("type"),
+        }
+        ext = item.get("ext") or {}
+        row["listing_date"] = ext.get("listing_date")
+        row["total_shares"] = ext.get("total_shares")
+        row["float_shares"] = ext.get("float_shares")
+        row["tick_size"] = ext.get("tick_size")
+        row["limit_up"] = ext.get("limit_up")
+        row["limit_down"] = ext.get("limit_down")
+        rows.append(row)
+    return rows
+
+
+def sync_instruments(data_dir: Path) -> int:
+    """全量同步标的维表 → data/instruments/instruments.parquet。
+
+    返回写入的行数。
+    """
+    tf = get_client()
+    all_rows: list[dict] = []
+
+    for ex in _EXCHANGES:
+        try:
+            items = tf.exchanges.get_instruments(ex, instrument_type="stock")
+            if items:
+                all_rows.extend(_flatten_instruments(items))
+                logger.info("instruments %s: %d stocks", ex, len(items))
+        except Exception as e:
+            logger.warning("get_instruments(%s) failed: %s", ex, e)
+
+    if not all_rows:
+        return 0
+
+    df = pl.DataFrame(all_rows)
+    df = df.with_columns(pl.lit(date.today()).alias("as_of"))
+
+    out = data_dir / "instruments" / "instruments.parquet"
+    out.parent.mkdir(parents=True, exist_ok=True)
+    df.write_parquet(out)
+
+    logger.info("instruments synced: %d rows → %s", df.height, out)
+    return df.height
+
+
+def enrich_names_from_quotes(
+    data_dir: Path,
+    quotes_data: list[dict],
+) -> int:
+    """从 quotes 响应中提取 name，更新 instruments 维表（兜底补充）。
+
+    盘后 quotes.get(universes) 返回的数据中包含 ext.name，
+    用来补充 instruments 中可能缺失的 name。
+    """
+    if not quotes_data:
+        return 0
+
+    # 构建 symbol → name 映射
+    name_map: dict[str, str] = {}
+    for q in quotes_data:
+        symbol = q.get("symbol", "")
+        ext = q.get("ext") or {}
+        name = ext.get("name") or q.get("name", "")
+        if symbol and name:
+            name_map[symbol] = name
+
+    if not name_map:
+        return 0
+
+    inst_path = data_dir / "instruments" / "instruments.parquet"
+    if not inst_path.exists():
+        return 0
+
+    df = pl.read_parquet(inst_path)
+
+    # 只更新空 name 的行
+    updates = pl.DataFrame({
+        "symbol": list(name_map.keys()),
+        "_new_name": list(name_map.values()),
+    })
+    df = df.join(updates, on="symbol", how="left")
+    df = df.with_columns(
+        pl.when(pl.col("name").is_null() | (pl.col("name") == ""))
+        .then(pl.col("_new_name"))
+        .otherwise(pl.col("name"))
+        .alias("name"),
+    ).drop("_new_name")
+
+    df.write_parquet(inst_path)
+    logger.info("instruments name enriched from quotes: %d names", len(name_map))
+    return len(name_map)