迁移 PostgreSQL 并新增 Python API 服务
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
fish
162
tushare/src/api.py
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162
tushare/src/api.py
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from typing import Optional
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from fastapi import FastAPI, HTTPException, Query
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from pydantic import BaseModel
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from . import contracts, fetcher, notifier, scorer, storage
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app = FastAPI(title="期货数据采集与打分服务")
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class RunRequest(BaseModel):
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ts_code: Optional[str] = None
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symbol: str = "FG"
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class RunResponse(BaseModel):
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ts_code: str
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trade_date: str
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close: float
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oi: float
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oi_chg: float
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short_term: float
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medium_term: float
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long_term: float
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composite: float
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signal: str
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@app.on_event("startup")
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def startup():
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storage.init_db()
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@app.get("/health")
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def health():
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return {"status": "ok"}
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@app.post("/api/v1/run", response_model=RunResponse)
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def run_pipeline(req: RunRequest):
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ts_code = req.ts_code or contracts.active_contract(req.symbol)
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if not req.ts_code:
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print(f"[AUTO] {req.symbol} 当月主力 -> {ts_code}")
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df = fetcher.fetch_contract(ts_code)
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storage.save_candles(df)
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result = scorer.score_daily(df)
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storage.save_score(result)
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push_title = f"{result.ts_code.split('.')[0]} {result.trade_date}"
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push_body = (
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f"综合 {result.composite:.1f}\n"
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f"短期 {result.short_term:.1f} | 中期 {result.medium_term:.1f} | 长期 {result.long_term:.1f}\n"
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f"{result.signal}"
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)
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notifier.push_bark(push_title, push_body)
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return RunResponse(
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ts_code=result.ts_code,
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trade_date=result.trade_date,
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close=result.close,
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oi=result.oi,
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oi_chg=result.oi_chg,
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short_term=result.short_term,
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medium_term=result.medium_term,
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long_term=result.long_term,
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composite=result.composite,
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signal=result.signal,
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)
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@app.get("/api/v1/scores")
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def list_scores(
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ts_code: Optional[str] = Query(None),
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start: Optional[str] = Query(None),
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end: Optional[str] = Query(None),
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limit: int = Query(200, ge=1, le=500),
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):
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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q = """SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
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long_term, composite, signal, created_at FROM scores WHERE 1=1"""
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args = []
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if ts_code:
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q += " AND ts_code = %s"
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args.append(ts_code)
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if start:
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q += " AND trade_date >= %s"
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args.append(start)
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if end:
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q += " AND trade_date <= %s"
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args.append(end)
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q += " ORDER BY trade_date DESC, id DESC LIMIT %s"
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args.append(limit)
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cur.execute(q, args)
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cols = [d[0] for d in cur.description]
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rows = [dict(zip(cols, row)) for row in cur.fetchall()]
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return rows
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finally:
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conn.close()
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@app.get("/api/v1/scores/{score_id}")
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def get_score(score_id: int):
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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cur.execute(
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"""SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
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long_term, composite, signal, detail_json, created_at
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FROM scores WHERE id = %s""",
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(score_id,),
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)
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row = cur.fetchone()
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if not row:
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raise HTTPException(status_code=404, detail="not found")
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cols = [d[0] for d in cur.description]
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return dict(zip(cols, row))
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finally:
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conn.close()
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@app.get("/api/v1/contracts")
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def list_contracts():
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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cur.execute("SELECT DISTINCT ts_code FROM scores ORDER BY ts_code ASC")
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return [r[0] for r in cur.fetchall()]
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finally:
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conn.close()
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@app.get("/api/v1/candles")
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def list_candles(
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ts_code: str = Query(...),
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start: Optional[str] = Query(None),
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end: Optional[str] = Query(None),
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):
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conn = storage._get_conn()
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try:
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with conn.cursor() as cur:
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q = """SELECT ts_code, trade_date,
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COALESCE(open, 0), COALESCE(high, 0), COALESCE(low, 0), COALESCE(close, 0),
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COALESCE(vol, 0), COALESCE(amount, 0),
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COALESCE(oi, 0), COALESCE(oi_chg, 0), COALESCE(pre_close, 0)
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FROM candles WHERE ts_code = %s"""
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args = [ts_code]
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if start:
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q += " AND trade_date >= %s"
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args.append(start)
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if end:
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q += " AND trade_date <= %s"
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args.append(end)
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q += " ORDER BY trade_date ASC LIMIT 1000"
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cur.execute(q, args)
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cols = ["ts_code", "trade_date", "open", "high", "low", "close",
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"vol", "amount", "oi", "oi_chg", "pre_close"]
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return [dict(zip(cols, row)) for row in cur.fetchall()]
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finally:
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conn.close()
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@@ -1,131 +1,154 @@
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import json
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import os
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import sqlite3
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from typing import Optional
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import pandas as pd
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import psycopg2
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from psycopg2.extras import RealDictCursor
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from .models import ScoreResult
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DEFAULT_DB_PATH = os.environ.get("DB_PATH", "/app/data/futures.db")
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DEFAULT_DB_URL = os.environ.get("DATABASE_URL", "postgresql://trade:trade@postgres:5432/futures")
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def _get_conn(db_path: str = DEFAULT_DB_PATH) -> sqlite3.Connection:
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conn = sqlite3.connect(db_path)
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conn.row_factory = sqlite3.Row
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return conn
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def _get_conn(db_url: str = DEFAULT_DB_URL):
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return psycopg2.connect(db_url)
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def init_db(db_path: str = DEFAULT_DB_PATH):
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def init_db(db_url: str = DEFAULT_DB_URL):
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"""初始化数据库,创建 candles 和 scores 表。"""
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os.makedirs(os.path.dirname(db_path), exist_ok=True)
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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conn.execute("PRAGMA journal_mode=WAL")
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conn.execute("""
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CREATE TABLE IF NOT EXISTS candles (
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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vol REAL,
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amount REAL,
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oi REAL,
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oi_chg REAL,
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pre_close REAL,
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PRIMARY KEY (ts_code, trade_date)
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)
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""")
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conn.execute("""
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CREATE TABLE IF NOT EXISTS scores (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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close REAL,
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oi REAL,
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oi_chg REAL,
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short_term REAL,
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medium_term REAL,
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long_term REAL,
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composite REAL,
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signal TEXT,
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detail_json TEXT,
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created_at TEXT DEFAULT (datetime('now', 'localtime')),
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UNIQUE (ts_code, trade_date)
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)
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""")
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with conn.cursor() as cur:
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cur.execute("""
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CREATE TABLE IF NOT EXISTS candles (
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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vol REAL,
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amount REAL,
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oi REAL,
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oi_chg REAL,
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pre_close REAL,
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PRIMARY KEY (ts_code, trade_date)
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)
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""")
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cur.execute("""
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CREATE TABLE IF NOT EXISTS scores (
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id INTEGER GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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close REAL,
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oi REAL,
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oi_chg REAL,
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short_term REAL,
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medium_term REAL,
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long_term REAL,
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composite REAL,
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signal TEXT,
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detail_json TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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UNIQUE (ts_code, trade_date)
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)
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""")
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conn.commit()
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finally:
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conn.close()
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def save_candles(df: pd.DataFrame, db_path: str = DEFAULT_DB_PATH):
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def save_candles(df: pd.DataFrame, db_url: str = DEFAULT_DB_URL):
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"""批量写入/更新日线数据。"""
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if df.empty:
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return
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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df = df.copy()
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df = df.where(pd.notna(df), None)
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records = df.to_dict(orient="records")
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conn.executemany(
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"""
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INSERT OR REPLACE INTO candles
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(ts_code, trade_date, open, high, low, close, vol, amount, oi, oi_chg, pre_close)
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VALUES (:ts_code, :trade_date, :open, :high, :low, :close,
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:vol, :amount, :oi, :oi_chg, :pre_close)
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""",
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records,
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)
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with conn.cursor() as cur:
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cur.executemany(
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"""
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INSERT INTO candles
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(ts_code, trade_date, open, high, low, close, vol, amount, oi, oi_chg, pre_close)
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VALUES (%(ts_code)s, %(trade_date)s, %(open)s, %(high)s, %(low)s, %(close)s,
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%(vol)s, %(amount)s, %(oi)s, %(oi_chg)s, %(pre_close)s)
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ON CONFLICT (ts_code, trade_date) DO UPDATE SET
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open = EXCLUDED.open,
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high = EXCLUDED.high,
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low = EXCLUDED.low,
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close = EXCLUDED.close,
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vol = EXCLUDED.vol,
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amount = EXCLUDED.amount,
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oi = EXCLUDED.oi,
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oi_chg = EXCLUDED.oi_chg,
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pre_close = EXCLUDED.pre_close
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""",
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records,
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)
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conn.commit()
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finally:
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conn.close()
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def save_score(score: ScoreResult, db_path: str = DEFAULT_DB_PATH):
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def save_score(score: ScoreResult, db_url: str = DEFAULT_DB_URL):
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"""写入打分结果。"""
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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conn.execute(
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"""
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INSERT OR REPLACE INTO scores
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(ts_code, trade_date, close, oi, oi_chg,
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short_term, medium_term, long_term, composite, signal, detail_json)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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(
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score.ts_code,
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score.trade_date,
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score.close,
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score.oi,
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score.oi_chg,
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score.short_term,
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score.medium_term,
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score.long_term,
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score.composite,
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score.signal,
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json.dumps({
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"short_details": score.detail.short_details,
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"medium_detail": score.detail.medium_detail,
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"long_detail": score.detail.long_detail,
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}, ensure_ascii=False, default=str),
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),
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)
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with conn.cursor() as cur:
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cur.execute(
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"""
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INSERT INTO scores
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(ts_code, trade_date, close, oi, oi_chg,
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short_term, medium_term, long_term, composite, signal, detail_json)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
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ON CONFLICT (ts_code, trade_date) DO UPDATE SET
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close = EXCLUDED.close,
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oi = EXCLUDED.oi,
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oi_chg = EXCLUDED.oi_chg,
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short_term = EXCLUDED.short_term,
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medium_term = EXCLUDED.medium_term,
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long_term = EXCLUDED.long_term,
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composite = EXCLUDED.composite,
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signal = EXCLUDED.signal,
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detail_json = EXCLUDED.detail_json,
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created_at = CURRENT_TIMESTAMP
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""",
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(
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score.ts_code,
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score.trade_date,
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score.close,
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score.oi,
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score.oi_chg,
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score.short_term,
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score.medium_term,
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score.long_term,
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score.composite,
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score.signal,
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json.dumps({
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"short_details": score.detail.short_details,
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"medium_detail": score.detail.medium_detail,
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"long_detail": score.detail.long_detail,
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}, ensure_ascii=False, default=str),
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),
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)
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conn.commit()
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finally:
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conn.close()
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def get_latest_score(ts_code: str, db_path: str = DEFAULT_DB_PATH) -> Optional[dict]:
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def get_latest_score(ts_code: str, db_url: str = DEFAULT_DB_URL) -> Optional[dict]:
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"""查询最新打分记录。"""
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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row = conn.execute(
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"SELECT * FROM scores WHERE ts_code = ? ORDER BY trade_date DESC LIMIT 1",
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(ts_code,),
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).fetchone()
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return dict(row) if row else None
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with conn.cursor(cursor_factory=RealDictCursor) as cur:
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cur.execute(
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"SELECT * FROM scores WHERE ts_code = %s ORDER BY trade_date DESC LIMIT 1",
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(ts_code,),
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)
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row = cur.fetchone()
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return dict(row) if row else None
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finally:
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conn.close()
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Reference in New Issue
Block a user