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fix(client): get_index_bars/get_security_bars 加空数据故障转移
指数/板块指数(880xxx 等)并非所有服务器都提供,延迟最低的不一定返回数据。 实测约 6/47 台可达主机对所有指数返回空 body 且不报错,from_best_host() 按纯 延迟选主会选中这种"快但空"的主机,导致 get_index_bars 返回空 DataFrame。 get_market_stat 早有 _find_host_returning_quotes 兜底,但 K 线查询缺失同类逻辑。 本提交补齐对称设计: - 新增 _find_host_returning_bars(sync + async):照搬 _find_host_returning_quotes 模式,复用 find_working_host_sync/_async(最多试 5 台、带持久化、异常吞掉、 全失败回退原 host) - get_security_bars / get_index_bars(sync + async 共 4 处)接入:空数据且 auto_reconnect 开启时触发逐台实测,找首台返回数据的 host - 新增 TestIndexBarsEmptyFailover(5 个测试):覆盖空数据切 host、全候选空、 非空不触发、auto_reconnect=False 不触发、个股 K 线同链路 验证:23 个 failover 测试全绿,941 个单元测试无回归。
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+69
-4
@@ -506,7 +506,13 @@ class TdxClient:
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(= 开始 + 周期时长,与 Tushare/同花顺对齐,上午最后一根标 11:30)。
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仅对分钟级周期生效;日线及以上不受影响。
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"""
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df = _to_df(self._execute(GetSecurityBarsCmd(market, code, category, start, count)))
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cmd = GetSecurityBarsCmd(market, code, category, start, count)
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bars = self._execute(cmd)
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# 空数据故障转移:部分服务器对所有证券返回空 body(不报错),延迟最低的不
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# 一定有数据,故空时按延迟逐台实测找首台返回数据的 host。
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if not bars and self._auto_reconnect:
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bars = self._find_host_returning_bars(cmd)
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df = _to_df(bars)
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delta = _category_to_minutes(int(category))
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is_intraday = delta is not None
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df = _apply_bar_time_align_df(
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@@ -533,7 +539,13 @@ class TdxClient:
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Args:
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bar_time: 见 :meth:`get_security_bars`,分钟级周期时间戳可对齐 Tushare 右端点。
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"""
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df = _to_df(self._execute(GetIndexBarsCmd(market, code, category, start, count)))
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cmd = GetIndexBarsCmd(market, code, category, start, count)
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bars = self._execute(cmd)
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# 空数据故障转移:指数/板块指数(880xxx 等)并非所有服务器都提供,延迟最低
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# 的不一定返回数据,故空时按延迟逐台实测找首台返回数据的 host。
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if not bars and self._auto_reconnect:
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bars = self._find_host_returning_bars(cmd)
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df = _to_df(bars)
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delta = _category_to_minutes(int(category))
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is_intraday = delta is not None
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df = _apply_bar_time_align_df(
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@@ -783,6 +795,31 @@ class TdxClient:
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# _try 已把 client 切到 new_host 并执行过 cmd,重新取一次拿结果
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return self._execute(cmd)
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def _find_host_returning_bars(self, cmd: "BaseCommand[list[SecurityBar]]") -> list[SecurityBar]:
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"""空数据故障转移(K 线类):与 :meth:`_find_host_returning_quotes` 同模式。
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指数/板块指数(880xxx 等)并非所有服务器都提供,延迟最低的不一定返回
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数据(实测约 1/8 的服务器对所有指数返回空 body 且不报错)。故 K 线查询
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空数据时按延迟顺序逐台实测,返回首台返回非空 bars 的结果。最多尝试
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``_WORKING_HOST_MAX_ATTEMPTS`` 台;全失败回退原 host 并返回空。
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"""
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bad_host = self._host
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ranked = ping_all(get_known_hosts(), self._port, 5.0)
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def _try(host: str) -> bool:
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# 切换到候选 host 并实测;非空即视为该 host 可用
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self._reconnect(host)
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return bool(self._execute(cmd))
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new_host = find_working_host_sync(ranked, _try, save_best_host, bad_host)
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if new_host is None:
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# 全部候选都不可用,回退到原 host(保持状态可预测)
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if self._host != bad_host:
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self._reconnect(bad_host)
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return []
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# _try 已把 client 切到 new_host 并执行过 cmd,重新取一次拿结果
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return self._execute(cmd)
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def _collect_transaction_records(
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self,
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fetch_page: Callable[[int, int], list[TransactionRecord]],
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@@ -1141,7 +1178,11 @@ class AsyncTdxClient(AsyncHeartbeatMixin):
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bar_time: str = "start",
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) -> pd.DataFrame:
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"""获取 K 线数据。``bar_time`` 见同步版 :meth:`get_security_bars`。"""
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df = _to_df(await self._execute(GetSecurityBarsCmd(market, code, category, start, count)))
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cmd = GetSecurityBarsCmd(market, code, category, start, count)
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bars = await self._execute(cmd)
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if not bars and self._auto_reconnect:
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bars = await self._find_host_returning_bars(cmd)
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df = _to_df(bars)
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delta = _category_to_minutes(int(category))
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is_intraday = delta is not None
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df = _apply_bar_time_align_df(
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@@ -1164,7 +1205,11 @@ class AsyncTdxClient(AsyncHeartbeatMixin):
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bar_time: str = "start",
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) -> pd.DataFrame:
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"""获取指数 K 线数据。``bar_time`` 见同步版 :meth:`get_index_bars`。"""
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df = _to_df(await self._execute(GetIndexBarsCmd(market, code, category, start, count)))
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cmd = GetIndexBarsCmd(market, code, category, start, count)
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bars = await self._execute(cmd)
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if not bars and self._auto_reconnect:
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bars = await self._find_host_returning_bars(cmd)
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df = _to_df(bars)
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delta = _category_to_minutes(int(category))
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is_intraday = delta is not None
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df = _apply_bar_time_align_df(
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@@ -1374,6 +1419,26 @@ class AsyncTdxClient(AsyncHeartbeatMixin):
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return []
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return await self._execute(cmd)
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async def _find_host_returning_bars(
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self, cmd: "BaseCommand[list[SecurityBar]]"
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) -> list[SecurityBar]:
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"""空数据故障转移(K 线类,async):与 sync ``_find_host_returning_bars`` 对称。"""
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bad_host = self._host
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ranked = await asyncio.to_thread(ping_all, get_known_hosts(), self._port, 5.0)
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async def _try(host: str) -> bool:
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await self._areconnect(host)
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# mypy 对 async 闭包内泛型参数的推断会宽化为 BaseCommand[object]
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# (sync 同模式可正确推断),此处为已知 mypy 限制,非真实类型错误。
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return bool(await self._execute(cmd)) # type: ignore[arg-type]
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new_host = await find_working_host_async(ranked, _try, save_best_host, bad_host)
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if new_host is None:
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if self._host != bad_host:
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await self._areconnect(bad_host)
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return []
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return await self._execute(cmd)
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async def _collect_transaction_records(
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self,
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fetch_page: Callable[[int, int], Awaitable[list[TransactionRecord]]],
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