Files
tick-stock-panel/backend/app/api/kline.py
T
wshy ddde2b9653 feat: 数据修正功能 + 盘后管道暂停实时行情防竞态 (#87)
* refactor: 「群机器人 Webhook」统一更名为「群推送 Webhook」

"群机器人"易与后续接入的"智能机器人(API 模式)"混淆。
该通道本质是单向往群聊推送消息, 更名为「群推送 Webhook」更准确。

涉及: 飞书/企业微信的 UI 标签、操作指引、后端文档字符串、
错误提示文案(代码逻辑/接口不变)。覆盖 6 个文件, 纯文案改动。

* feat: 数据修正功能 + 盘后管道暂停实时行情防竞态

数据修正/补数据:
- 数据页顶部新增「修正数据」按钮, 弹窗选起始日期重拉到今天
- 复用盘后管道全流程 (维表/A股日K/除权/enriched/指数), 仅日期由用户传入
- run_now() 加 override_start_date 参数, 注入 A股日K + 指数拉取起点
- 新增 /api/kline/repair_daily 端点 (异步 job + 进度轮询)
- 前端 RepairDailyPanel + DatePicker, 默认起始日期为30天前

实时行情暂停机制 (防写盘竞态):
- QuoteService 加 _paused 标志 + pause()/resume()/paused() 上下文管理器
- 盘后管道/数据修正运行期间自动暂停实时行情取数, 防止覆写同一批 parquet
- toggle 端点: 暂停态下禁止开启实时行情 (409)
- 前端开关: 暂停时 disabled + 显示「数据同步运行中,已临时暂停」
- 三处注入 pause: pipeline.py / kline.py(repair_daily) / daily_pipeline.py(定时)
2026-07-09 13:47:39 +08:00

1081 lines
43 KiB
Python

"""K 线 / 同步 API。"""
from __future__ import annotations
import logging
from datetime import date, timedelta
from typing import Optional
from fastapi import APIRouter, HTTPException, Query, Request
from app.indicators.pipeline import compute_enriched, compute_enriched_single
from app.services import kline_sync
logger = logging.getLogger(__name__)
router = APIRouter(prefix="/api/kline", tags=["kline"])
def _minute_allowed(capset) -> bool:
"""是否有分钟K权限 (TickFlow Pro+ 或 custom minute 源)。"""
from app.tickflow.capabilities import Cap
if capset.has(Cap.KLINE_MINUTE_BATCH):
return True
from app.services import preferences
provider = preferences.get_minute_data_provider()
if provider == "tickflow":
return False
from app.data_providers import custom as custom_sources
return custom_sources.provider_has_dataset(provider, "minute")
@router.get("/instruments/search")
def search_instruments(
request: Request,
q: str = Query("", min_length=0, max_length=50, description="搜索关键词"),
limit: int = Query(20, ge=1, le=50),
asset_types: str = Query("stock", description="逗号分隔的资产类型: stock,etf"),
):
"""模糊搜索标的 (代码 / 名称)。从内存 instruments 缓存中查。
默认只搜股票, 保持既有调用方行为不变; 自选等场景传 asset_types=stock,etf
可一并搜出 ETF, 结果附带 asset_type 字段供前端区分。
"""
if not q.strip():
return {"results": []}
repo = request.app.state.repo
import polars as pl
types = [t.strip() for t in asset_types.split(",") if t.strip()]
parts: list[pl.DataFrame] = []
for t in types:
df_t = repo.get_instruments_asset(t)
if df_t.is_empty() or "symbol" not in df_t.columns:
continue
# dtype 全部归一到 Utf8: 股票/ETF 两份缓存来源不同 (ETF 含 legacy 合并), 防 concat SchemaError
parts.append(df_t.with_columns([
pl.col("symbol").cast(pl.Utf8).alias("symbol"),
(pl.col("name").cast(pl.Utf8) if "name" in df_t.columns else pl.lit("")).alias("name"),
(pl.col("code").cast(pl.Utf8) if "code" in df_t.columns else pl.lit("")).alias("code"),
pl.lit(t).alias("asset_type"),
]).select(["symbol", "name", "code", "asset_type"]))
if not parts:
return {"results": []}
df = pl.concat(parts, how="vertical")
keyword = q.strip().upper()
# code/symbol 前缀优先,再 name 包含匹配
prefix_mask = (
pl.col("code").str.starts_with(keyword)
| pl.col("symbol").str.to_uppercase().str.starts_with(keyword)
)
contains_mask = (
pl.col("code").str.contains(keyword, literal=True)
| pl.col("symbol").str.to_uppercase().str.contains(keyword, literal=True)
| pl.col("name").str.contains(keyword, literal=True)
)
# 前缀匹配优先,剩余名额用包含匹配补充
prefix_hits = df.filter(prefix_mask).head(limit)
if prefix_hits.height >= limit:
matched = prefix_hits
else:
remaining = limit - prefix_hits.height
# 排除已匹配的 symbol
prefix_symbols = set(prefix_hits["symbol"].to_list()) if not prefix_hits.is_empty() else set()
contain_hits = df.filter(contains_mask & ~pl.col("symbol").is_in(prefix_symbols)).head(remaining)
matched = pl.concat([prefix_hits, contain_hits]) if not prefix_hits.is_empty() else contain_hits
rows = matched.select(["symbol", "name", "code", "asset_type"]).to_dicts()
return {"results": rows}
@router.post("/instruments/names")
def instruments_names(request: Request, symbols: list[str]):
"""批量查标的名称 (股票 + ETF)。传入 symbol 列表, 返回 {symbol: name}。"""
if not symbols:
return {"names": {}}
repo = request.app.state.repo
return {"names": repo.get_name_map(symbols)}
def _get_stock_info(repo, symbol: str) -> dict:
"""从 instruments 视图查标的名称 + 股本。"""
try:
row = repo.execute_one(
"SELECT name, total_shares, float_shares FROM instruments WHERE symbol = ? LIMIT 1",
[symbol],
)
except Exception: # noqa: BLE001
return {}
if not row:
return {}
return {
"name": row[0],
"total_shares": row[1],
"float_shares": row[2],
}
def _get_asset_info(repo, symbol: str, asset_type: str) -> dict:
"""非股票标的 (ETF / 指数) 的名称信息 — 从对应 instruments 缓存查, 无股本概念。"""
import polars as pl
try:
df = repo.get_instruments_asset(asset_type)
if df.is_empty() or "symbol" not in df.columns or "name" not in df.columns:
return {}
hit = df.filter(pl.col("symbol") == symbol).head(1)
if hit.is_empty():
return {}
return {"name": hit["name"][0]}
except Exception:
return {}
@router.get("/daily")
def get_daily(
request: Request,
symbol: str = Query(..., description="标的代码,如 000001.SZ"),
days: int = Query(120, ge=10, le=2000),
start_date: Optional[str] = Query(None, description="起始日期 YYYY-MM-DD, 优先于 days"),
end_date: Optional[str] = Query(None, description="截止日期 YYYY-MM-DD, 默认今天"),
ext_columns: Optional[str] = Query(None, description="逗号分隔的 ext 列: config_id.field_name"),
):
"""读取本地 enriched 表中某只股票的日 K。
- 若 QuoteService 有实时行情, 追加/覆盖今日实时蜡烛
- Free 用户: 若 enriched 表里没有该股票, 实时拉取 + 本地算 enriched 返回
- ext_columns: 可选,动态 LEFT JOIN 扩展数据表,结果平铺到 stock_info.ext 下
(key 为 "{config_id}__{field_name}"),供日K信息条等场景展示自定义字段
"""
import polars as pl
repo = request.app.state.repo
end = date.fromisoformat(end_date) if end_date else date.today()
if start_date:
start = date.fromisoformat(start_date)
else:
start = end - timedelta(days=days)
asset_type = repo.resolve_asset_type(symbol)
stock_info = _get_stock_info(repo, symbol) if asset_type == "stock" else _get_asset_info(repo, symbol, asset_type)
stock_name = stock_info.get("name")
# 从 enriched 表读取 (已含前复权 OHLCV + 技术指标 + 信号); ETF/指数走独立存储
df = repo.get_daily_asset(asset_type, symbol, start, end)
if df.is_empty():
try:
raw = kline_sync.sync_daily_batch([symbol], count=days + 30)
except Exception as e:
raise HTTPException(status_code=502, detail=f"TickFlow fetch failed: {e}") from e
if raw.is_empty():
return {"symbol": symbol, "name": stock_name, "stock_info": stock_info, "rows": []}
# 拉除权因子做前复权 (Starter+ 有权限), 否则空 df → compute_enriched 退回未复权
factors = pl.DataFrame()
capset = getattr(request.app.state, "capabilities", None)
try:
from app.tickflow.capabilities import Cap
if capset and capset.has(Cap.ADJ_FACTOR):
factors = kline_sync.fetch_adj_factor_single(symbol)
except Exception as e: # noqa: BLE001
logger.debug("单股除权因子拉取失败 %s: %s", symbol, e)
enriched = compute_enriched(raw, factors=factors)
rows = enriched.tail(days).to_dicts()
# 即使 live 模式也尝试追加实时蜡烛
rows = _maybe_inject_live_candle(request, symbol, rows, asset_type)
resp = {"symbol": symbol, "name": stock_name, "stock_info": stock_info, "rows": rows, "source": "live"}
return _attach_ext(resp, repo, symbol, ext_columns)
rows = df.to_dicts()
# 追加/覆盖今日实时蜡烛
rows = _maybe_inject_live_candle(request, symbol, rows, asset_type)
resp = {"symbol": symbol, "name": stock_name, "stock_info": stock_info, "rows": rows, "source": "enriched"}
return _attach_ext(resp, repo, symbol, ext_columns)
def _attach_ext(resp: dict, repo, symbol: str, ext_columns: Optional[str]) -> dict:
"""按 ext_columns 规格为单只股票 LEFT JOIN 扩展数据,平铺到 stock_info['ext']。
key 形如 "{config_id}__{field_name}",与自选列表 enriched 接口保持一致。
JOIN 逻辑参考 watchlist.watchlist_enriched;任何 ext 表/字段缺失都静默跳过。
"""
if not ext_columns or not ext_columns.strip():
return resp
specs: list[tuple[str, str]] = []
for part in ext_columns.split(","):
part = part.strip()
if "." not in part:
continue
config_id, field_name = part.split(".", 1)
config_id, field_name = config_id.strip(), field_name.strip()
if config_id and field_name:
specs.append((config_id, field_name))
if not specs:
return resp
import polars as pl
data_dir = repo.store.data_dir
try:
from app.services.ext_data import ExtConfigStore
from app.api.ext_data import _read_ext_dataframe
ext_store = ExtConfigStore(data_dir)
configs = {c.id: c for c in ext_store.load_all()}
except Exception: # noqa: BLE001
configs = {}
ext_values: dict = {}
for config_id, field_name in specs:
ext_col_name = f"{config_id}__{field_name}"
value = None
try:
cfg = configs.get(config_id)
if cfg:
ext_df, _ = _read_ext_dataframe(cfg, data_dir)
else:
ext_df = pl.from_arrow(
repo.store.db.query(
f'SELECT symbol, "{field_name}" FROM ext_{config_id}'
).arrow()
)
if not ext_df.is_empty() and "symbol" in ext_df.columns and field_name in ext_df.columns:
# 时序表取最新分区,避免一个 symbol 多行
row = (
ext_df
.select(["symbol", field_name])
.unique(subset=["symbol"], keep="last")
.filter(pl.col("symbol") == symbol)
)
if not row.is_empty():
value = row[field_name][0]
except Exception as e: # noqa: BLE001
logger.debug("kline ext join failed for %s.%s: %s", config_id, field_name, e)
ext_values[ext_col_name] = value
stock_info = dict(resp.get("stock_info") or {})
stock_info["ext"] = ext_values
resp["stock_info"] = stock_info
return resp
def _maybe_inject_live_candle(request: Request, symbol: str, rows: list[dict], asset_type: str = "stock") -> list[dict]:
"""如果有当日实时 enriched 数据, 用实时数据生成今日蜡烛并追加/覆盖。
stock 走 QuoteService 的股票实时缓存; etf 走 ETF enriched 缓存 (开启实时 ETF
拉取时为盘中数据, 否则为磁盘最新日, 由下方"非今日不注入"守卫自然跳过)。
"""
if asset_type == "stock":
qs = getattr(request.app.state, "quote_service", None)
if not qs:
return rows
df_today, enriched_date = qs.get_enriched_today()
elif asset_type == "etf":
df_today, enriched_date = request.app.state.repo.get_enriched_latest_asset("etf")
else:
return rows
if df_today.is_empty():
return rows
# 非交易日(周末/假日)缓存的行情日期 != 今天,跳过注入避免产生重复蜡烛
if not enriched_date or enriched_date != date.today():
return rows
# 查找该 symbol 的实时 enriched 行
import polars as pl
try:
q = df_today.filter(pl.col("symbol") == symbol).to_dicts()
if not q:
return rows
q = q[0]
except Exception: # noqa: BLE001
return rows
close_price = q.get("close")
if not close_price or close_price <= 0:
return rows
today_str = str(enriched_date)
# enriched 行已包含 OHLCV + 全套指标, 直接用它
# 修复: API 在非交易时段可能返回 open/high/low=0, 用 close 填充避免异常蜡烛
raw_open = q.get("open")
raw_high = q.get("high")
raw_low = q.get("low")
live_row: dict = {
"date": today_str,
"symbol": symbol,
"open": raw_open if raw_open and raw_open > 0 else close_price,
"high": raw_high if raw_high and raw_high > 0 else close_price,
"low": raw_low if raw_low and raw_low > 0 else close_price,
"close": close_price,
"volume": q.get("volume"),
"amount": q.get("amount"),
"change_pct": q.get("change_pct"),
"is_live": True,
}
# 补上 enriched 的技术指标字段
for key in ("ma5", "ma10", "ma20", "ma30", "ma60",
"macd_dif", "macd_dea", "macd_hist",
"kdj_k", "kdj_d", "kdj_j",
"boll_upper", "boll_lower",
"rsi_6", "rsi_14", "rsi_24",
"atr_14", "vol_ratio_5d"):
if key in q and q[key] is not None:
live_row[key] = q[key]
# 如果已有今天的 enriched 行, 覆盖; 否则追加
found = False
for i, r in enumerate(rows):
if str(r.get("date")) == today_str:
r.update(live_row)
found = True
break
if not found:
rows.append(live_row)
return rows
class DailyBatchRequest:
"""批量日K请求。"""
symbols: list[str]
days: int = 12
@router.post("/daily-batch")
def get_daily_batch(request: Request, body: dict):
"""批量获取多只股票最近 N 天日K (OHLCV)。
用于自选列表迷你蜡烛图等场景,只返回基础列,不返回全部 enriched 指标。
"""
symbols = body.get("symbols", [])
days = body.get("days", 12)
if not symbols:
return {"data": {}}
days = max(5, min(60, days))
repo = request.app.state.repo
import polars as pl
from datetime import date, timedelta
end = date.today()
start = end - timedelta(days=days * 2) # 多取一些确保交易日够
cols = ["symbol", "date", "open", "high", "low", "close", "volume"]
df = repo.get_daily_batch(symbols, start, end, columns=cols)
if df.is_empty():
return {"data": {}}
# 按 symbol 分组, 每只取最近 N 条
result: dict[str, list[dict]] = {}
for sym in symbols:
sub = df.filter(pl.col("symbol") == sym).sort("date").tail(days)
if not sub.is_empty():
result[sym] = sub.to_dicts()
return {"data": result}
@router.post("/minute-batch")
def get_minute_batch(request: Request, body: dict):
"""批量获取多只股票某天的分钟K (分时图用)。
- 本地优先: 先从 kline_minute parquet 读, 完整的直接用
- 缺失补拉: 本地不完整的 symbol 用 sync_minute_batch 批量实时拉 (不落库)
- 需 Pro+ 权限 (kline.minute.batch)
"""
from datetime import datetime
import polars as pl
from app.tickflow.capabilities import Cap
symbols: list[str] = body.get("symbols", [])
trade_date_str: str | None = body.get("date")
if not symbols:
return {"data": {}}
repo = request.app.state.repo
capset = request.app.state.capabilities
# 权限守卫: 分钟K批量是 Pro+ 能力
if not capset.has(Cap.KLINE_MINUTE_BATCH):
raise HTTPException(status_code=403, detail="需要 Pro+ 权限 (kline.minute.batch)")
trade_date = date.fromisoformat(trade_date_str) if trade_date_str else date.today()
# 非交易日(周末/节假日)回退到最近有数据的交易日, 否则前端显示空白。
# 优先用本地分钟K最近日期; 本地从未同步过分钟K时, 回退到日K最近交易日
# (enriched 最新日一定有, 作为兜底), 确保 TickFlow 能拉到有效数据。
if trade_date == date.today():
recent_date = repo.latest_minute_date_global()
if recent_date is None:
recent_date = repo.latest_daily_date()
if recent_date is not None:
trade_date = recent_date
# Step 1: 本地优先 — 一次 scan 读全部 symbol 当日分钟K (股票 / ETF 分钟数据分开存储)
etf_set = repo.get_etf_symbol_set()
stock_syms = [s for s in symbols if s not in etf_set]
etf_syms = [s for s in symbols if s in etf_set]
df_local = repo.get_minute_batch(stock_syms, trade_date)
if etf_syms:
df_etf = repo.get_minute_batch(etf_syms, trade_date, asset_type="etf")
if df_local.is_empty():
df_local = df_etf
elif not df_etf.is_empty():
df_local = pl.concat([df_local, df_etf], how="diagonal_relaxed")
# 期望条数 (盘中按当前时刻估算, 盘后 240)
now = datetime.now()
h, m = now.hour, now.minute
if trade_date != date.today():
expected = 240
elif h < 9 or (h == 9 and m < 30):
expected = 0
elif h < 12 or (h == 12 and m == 0):
expected = (h - 9) * 60 + m - 30
elif h < 13:
expected = 120
elif h < 15:
expected = 120 + (h - 13) * 60 + m
else:
expected = 240
# 按 symbol 分组, 判定哪些不完整需要补拉
result: dict[str, list[dict]] = {}
incomplete: list[str] = []
for sym in symbols:
if df_local.is_empty():
sub = pl.DataFrame()
else:
sub = df_local.filter(pl.col("symbol") == sym).sort("datetime")
if expected > 0 and (sub.is_empty() or len(sub) < expected * 0.9):
incomplete.append(sym)
elif not sub.is_empty():
result[sym] = sub.to_dicts()
# Step 2: 缺失的 symbol 批量实时拉取 (不落库)
if incomplete:
start_time = datetime(trade_date.year, trade_date.month, trade_date.day, 9, 25, 0)
end_time = datetime(trade_date.year, trade_date.month, trade_date.day, 15, 5, 0)
lim = capset.limits(Cap.KLINE_MINUTE_BATCH)
live_df = kline_sync.sync_minute_batch(
incomplete,
start_time=start_time,
end_time=end_time,
batch_size=lim.batch if lim else None,
rpm=lim.rpm if lim else None,
)
if not live_df.is_empty():
for sym in incomplete:
sub = live_df.filter(pl.col("symbol") == sym).sort("datetime")
if not sub.is_empty():
result[sym] = sub.to_dicts()
return {"data": result}
@router.get("/minute")
def get_minute(
request: Request,
symbol: str = Query(..., description="标的代码"),
trade_date: date | None = Query(None, alias="date", description="交易日期, 默认最新"),
):
"""读取某只股票某天的分钟 K 线。
- 本地有完整数据(240条) → 直接返回
- 本地无数据或不完整 → 从 TickFlow 实时拉取返回(不写入)
"""
repo = request.app.state.repo
asset_type = repo.resolve_asset_type(symbol)
stock_info = _get_stock_info(repo, symbol) if asset_type == "stock" else _get_asset_info(repo, symbol, asset_type)
stock_name = stock_info.get("name")
if trade_date is None:
trade_date = repo.latest_minute_date(symbol, asset_type=asset_type)
if trade_date is None:
# 本地无任何分钟K,尝试从 TickFlow 拉取当天
trade_date = date.today()
df = kline_sync.fetch_minute_single(symbol, trade_date)
return {
"symbol": symbol, "name": stock_name, "stock_info": stock_info,
"date": str(trade_date), "rows": df.to_dicts(), "source": "live",
}
df = repo.get_minute(symbol, trade_date, asset_type=asset_type)
# 完整交易日应有 240 条分钟K;如果是今天(盘中),期望条数按已交易分钟估算
expected = 240
today = date.today()
if trade_date == today:
from datetime import datetime as _dt
now = _dt.now()
h, m = now.hour, now.minute
if h < 9 or (h == 9 and m < 30):
expected = 0 # 还没开盘
elif h < 12 or (h == 12 and m == 0):
expected = (h - 9) * 60 + m - 30 # 9:30 起
elif h < 13:
expected = 120 # 午休
elif h < 15:
expected = 120 + (h - 13) * 60 + m
else:
expected = 240
is_complete = not df.is_empty() and len(df) >= expected * 0.9 # 允许 10% 容差
if is_complete:
return {
"symbol": symbol, "name": stock_name, "stock_info": stock_info,
"date": str(trade_date), "rows": df.to_dicts(), "source": "local",
}
# 本地不完整或无数据 → 从 TickFlow 实时拉取
live_df = kline_sync.fetch_minute_single(symbol, trade_date)
return {
"symbol": symbol, "name": stock_name, "stock_info": stock_info,
"date": str(trade_date), "rows": live_df.to_dicts(),
"source": "live" if not live_df.is_empty() else "none",
}
@router.post("/sync")
def sync_symbol(
request: Request,
symbol: str = Query(...),
days: int = Query(250, ge=10, le=2000),
):
"""手动触发单股同步(Free 用户在 K 线页用)。"""
repo = request.app.state.repo
capset = request.app.state.capabilities
n = kline_sync.sync_and_persist_daily_batch([symbol], repo, capset, count=days)
return {"symbol": symbol, "rows_written": n}
@router.post("/sync_batch")
def sync_batch(
request: Request,
symbols: list[str],
days: int = Query(250, ge=10, le=2000),
):
repo = request.app.state.repo
capset = request.app.state.capabilities
n = kline_sync.sync_and_persist_daily_batch(symbols, repo, capset, count=days)
return {"symbols": symbols, "rows_written": n}
@router.post("/refresh_views")
def refresh_views(request: Request):
"""刷新所有 DuckDB 视图(解决视图状态不一致问题)。"""
from app.jobs.daily_pipeline import _refresh_views
repo = request.app.state.repo
_refresh_views(repo)
return {"status": "ok"}
@router.post("/sync_minute")
async def sync_minute(request: Request):
"""手动触发分钟 K 同步(全市场)。返回 pipeline job_id 可轮询进度。"""
import asyncio
from app.services.pipeline_jobs import job_store, release_run_slot, try_acquire_run_slot
from app.api.data import invalidate_storage_cache
from app.services.preferences import get_minute_sync_days
from app.tickflow.capabilities import Cap
from app.tickflow.pools import get_pool
repo = request.app.state.repo
capset = request.app.state.capabilities
if not _minute_allowed(capset):
raise HTTPException(status_code=403, detail="需要 Pro+ 权限")
job_id, is_new = job_store.create()
if not is_new:
return {"status": "reused", "job_id": job_id}
async def task() -> None:
if not try_acquire_run_slot():
job_store.fail(job_id, "已有数据任务在运行(或上一次任务卡死未结束),请稍后再试")
return
loop = asyncio.get_event_loop()
def progress(stage: str, pct: int, msg: str) -> None:
job_store.progress(job_id, stage, pct, msg)
try:
job_store.start(job_id)
progress("sync_minute", 5, "解析标的池…")
universe = sorted(set(get_pool("watchlist")) | set(get_pool("CN_Equity_A")))
# 补充 instruments 全量标的,覆盖北交所、新股等
inst_path = repo.store.data_dir / "instruments" / "instruments.parquet"
if inst_path.exists():
try:
import polars as pl
inst = pl.read_parquet(inst_path, columns=["symbol"])
universe = sorted(set(universe) | set(inst["symbol"].to_list()))
except Exception: # noqa: BLE001
pass
progress("sync_minute", 10, f"标的池 {len(universe)} 只")
days = get_minute_sync_days()
def _run():
return kline_sync.sync_and_persist_minute(universe, repo, capset, days=days)
written = await loop.run_in_executor(_long_task_executor, _run)
# 刷新视图
from app.jobs.daily_pipeline import _refresh_single_view
_refresh_single_view(repo, "kline_minute")
progress("done", 100, f"分钟 K 同步完成,{written} 行")
job_store.succeed(job_id, {"minute_rows": written, "universe_size": len(universe)})
invalidate_storage_cache()
except Exception as e: # noqa: BLE001
job_store.fail(job_id, str(e))
invalidate_storage_cache()
finally:
release_run_slot()
asyncio.create_task(task())
return {"status": "started", "job_id": job_id}
@router.post("/extend_history")
async def extend_history(request: Request):
"""向前扩展历史日K数据 — 独立于盘后管道。
body: { "value": int, "unit": "day"|"month"|"year" }
返回 job_id,可轮询 /api/pipeline/jobs 查看进度。
"""
import asyncio
import traceback as _tb
try:
body = await request.json()
value = body.get("value")
unit = body.get("unit", "month")
if not value or value <= 0:
raise HTTPException(status_code=400, detail="value 必须为正整数")
if unit not in ("day", "month", "year"):
raise HTTPException(status_code=400, detail="unit 只支持 day/month/year")
repo = request.app.state.repo
capset = request.app.state.capabilities
from app.tickflow.capabilities import Cap
if not capset.has(Cap.KLINE_DAILY_BATCH):
raise HTTPException(status_code=403, detail="需要 Pro+ 权限 (batch K-line)")
from app.services.extend_history import run_extend_history
from app.services.pipeline_jobs import job_store, release_run_slot, try_acquire_run_slot
from app.api.data import invalidate_storage_cache
job_id, is_new = job_store.create()
if not is_new:
return {"status": "reused", "job_id": job_id}
async def task() -> None:
if not try_acquire_run_slot():
job_store.fail(job_id, "已有数据任务在运行(或上一次任务卡死未结束),请稍后再试")
return
loop = asyncio.get_event_loop()
def progress(stage: str, pct: int, msg: str,
stage_pct: int | None = None, skip_log: bool = False) -> None:
job_store.progress(job_id, stage, pct, msg,
stage_pct=stage_pct, skip_log=skip_log)
try:
job_store.start(job_id)
result = await loop.run_in_executor(
_long_task_executor,
lambda: run_extend_history(repo, capset, value, unit, on_progress=progress),
)
if "error" in result:
job_store.fail(job_id, result["error"])
else:
job_store.succeed(job_id, result)
invalidate_storage_cache()
except Exception as e:
logger.exception("extend_history failed: job_id=%s", job_id)
job_store.fail(job_id, str(e))
invalidate_storage_cache()
finally:
release_run_slot()
asyncio.create_task(task())
return {"status": "started", "job_id": job_id}
except HTTPException:
raise
except Exception as e:
logger.error("extend_history error: %s\n%s", e, _tb.format_exc())
raise HTTPException(status_code=500, detail=str(e)) from e
@router.post("/repair_daily")
async def repair_daily(request: Request):
"""修正 / 补全日K数据 — 从指定起始日期重拉到今天。
典型场景: 昨天没看盘 / 服务挂了,本地日K缺了若干天。
用户选起始日期,复用盘后管道全流程重拉 [start_date ~ 今天]。
body: { "start_date": "YYYY-MM-DD" }
返回 job_id,可轮询 /api/pipeline/jobs 查看进度。
"""
import asyncio
import traceback as _tb
from datetime import date as _date
try:
body = await request.json()
raw = body.get("start_date")
if not raw:
raise HTTPException(status_code=400, detail="start_date 必填 (YYYY-MM-DD)")
try:
start_date = _date.fromisoformat(str(raw))
except ValueError:
raise HTTPException(status_code=400, detail="start_date 格式错误 (应为 YYYY-MM-DD)")
if start_date > _date.today():
raise HTTPException(status_code=400, detail="起始日期不能晚于今天")
repo = request.app.state.repo
capset = request.app.state.capabilities
from app.tickflow.capabilities import Cap
if not capset.has(Cap.KLINE_DAILY_BATCH):
raise HTTPException(status_code=403, detail="需要 Pro+ 权限 (batch K-line)")
from app.services.repair_daily import run_repair_daily
from app.services.pipeline_jobs import job_store, release_run_slot, try_acquire_run_slot
from app.api.data import invalidate_storage_cache
job_id, is_new = job_store.create()
if not is_new:
return {"status": "reused", "job_id": job_id}
async def task() -> None:
if not try_acquire_run_slot():
job_store.fail(job_id, "已有数据任务在运行(或上一次任务卡死未结束),请稍后再试")
return
loop = asyncio.get_event_loop()
qs = getattr(request.app.state, "quote_service", None)
def progress(stage: str, pct: int, msg: str,
stage_pct: int | None = None, skip_log: bool = False) -> None:
job_store.progress(job_id, stage, pct, msg,
stage_pct=stage_pct, skip_log=skip_log)
def _run() -> dict:
# 修正运行期间暂停实时行情, 防止覆写同一批 parquet 竞态
if qs:
with qs.paused():
return run_repair_daily(repo, capset, start_date, on_progress=progress)
return run_repair_daily(repo, capset, start_date, on_progress=progress)
try:
job_store.start(job_id)
result = await loop.run_in_executor(_long_task_executor, _run)
if "error" in result:
job_store.fail(job_id, result["error"])
else:
job_store.succeed(job_id, result)
invalidate_storage_cache()
except Exception as e:
logger.exception("repair_daily failed: job_id=%s", job_id)
job_store.fail(job_id, str(e))
invalidate_storage_cache()
finally:
release_run_slot()
asyncio.create_task(task())
return {"status": "started", "job_id": job_id}
except HTTPException:
raise
except Exception as e:
logger.error("repair_daily error: %s\n%s", e, _tb.format_exc())
raise HTTPException(status_code=500, detail=str(e)) from e
@router.post("/rebuild_enriched")
async def rebuild_enriched(request: Request):
"""全量重算 enriched 表 — 不获取任何数据,仅基于已有 kline_daily + adj_factor 重算复权+指标。
返回 job_id,可轮询 /api/pipeline/jobs 查看进度。
"""
import asyncio
try:
repo = request.app.state.repo
from app.services.pipeline_jobs import job_store, release_run_slot, try_acquire_run_slot
from app.api.data import invalidate_storage_cache
job_id, is_new = job_store.create()
if not is_new:
return {"status": "reused", "job_id": job_id}
async def task() -> None:
if not try_acquire_run_slot():
job_store.fail(job_id, "已有数据任务在运行(或上一次任务卡死未结束),请稍后再试")
return
loop = asyncio.get_event_loop()
def progress(stage: str, pct: int, msg: str,
stage_pct: int | None = None, skip_log: bool = False) -> None:
job_store.progress(job_id, stage, pct, msg,
stage_pct=stage_pct, skip_log=skip_log)
try:
job_store.start(job_id)
progress("rebuild_enriched", 10, "全量计算 enriched…")
from app.indicators.pipeline import run_pipeline
def _batch_progress(cur: int, tot: int) -> None:
pct = 10 + int(85 * cur / tot)
progress("rebuild_enriched", pct,
f"计算指标 批次 {cur}/{tot}",
stage_pct=int(100 * cur / tot), skip_log=True)
written = await loop.run_in_executor(
_long_task_executor,
lambda: run_pipeline(on_batch_done=_batch_progress),
)
enriched_dir = repo.store.data_dir / "kline_daily_enriched"
enriched_days = len(list(enriched_dir.glob("date=*"))) if enriched_dir.exists() else 0
# 刷新视图
d = repo.store.data_dir.as_posix()
for view_name, glob in [
("kline_enriched", f"{d}/kline_daily_enriched/**/*.parquet"),
]:
try:
repo.db.execute(
f"CREATE OR REPLACE VIEW {view_name} AS "
f"SELECT * FROM read_parquet('{glob}', union_by_name=true)"
)
except Exception:
pass
progress("rebuild_enriched", 100, f"完成,覆盖 {enriched_days} 天")
job_store.succeed(job_id, {
"enriched_days": enriched_days,
"enriched_rows": written,
})
invalidate_storage_cache()
except Exception as e:
logger.exception("rebuild_enriched failed: job_id=%s", job_id)
job_store.fail(job_id, str(e))
invalidate_storage_cache()
finally:
release_run_slot()
asyncio.create_task(task())
return {"status": "started", "job_id": job_id}
except Exception as e:
import traceback as _tb
logger.error("rebuild_enriched error: %s\n%s", e, _tb.format_exc())
raise HTTPException(status_code=500, detail=str(e)) from e
# 长时间任务专用线程池(隔离于 FastAPI 默认线程池,防止阻塞请求处理)
import concurrent.futures as _cf
_long_task_executor = _cf.ThreadPoolExecutor(max_workers=2, thread_name_prefix="long-task")
@router.post("/extend_minute_history")
async def extend_minute_history(request: Request):
"""向前扩展分钟K历史数据 — 仅拉数据,不做任何后续处理。
body: { "value": int, "unit": "day"|"month" }
- day 单位:1~15 天(所有有分钟K权限的套餐可用)
- month 单位:1~6 月(每月按 30 天计,即最多 180 天)—— 仅 Expert+ 可用
返回 job_id,可轮询 /api/pipeline/jobs 查看进度。
"""
import asyncio
import traceback as _tb
try:
body = await request.json()
value = body.get("value")
unit = body.get("unit", "day")
if not value or value <= 0:
raise HTTPException(status_code=400, detail="value 必须为正整数")
if unit not in ("day", "month"):
raise HTTPException(status_code=400, detail="unit 只支持 day/month")
repo = request.app.state.repo
capset = request.app.state.capabilities
from app.tickflow.capabilities import Cap
if not _minute_allowed(capset):
raise HTTPException(status_code=403, detail="需要 Pro+ 权限 (batch minute K-line)")
# month 单位(按月扩展更长的分钟K历史)仅 Expert+ 开放;Pro 仅可用 day
if unit == "month":
from app.tickflow.policy import tier_label
base_tier = tier_label().split()[0].split("+")[0].strip().lower()
if base_tier != "expert":
raise HTTPException(
status_code=403,
detail="按月扩展分钟K历史需要 Expert 及以上套餐",
)
# 计算天数上限:day 最多 15 天;month 最多 6 月(180 天)
from datetime import timedelta
if unit == "month":
total_days = min(value * 30, 180)
else:
total_days = min(value, 15)
if total_days <= 0:
raise HTTPException(status_code=400, detail="扩展范围无效")
from app.services.pipeline_jobs import job_store, release_run_slot, try_acquire_run_slot
from app.api.data import invalidate_storage_cache
job_id, is_new = job_store.create()
if not is_new:
return {"status": "reused", "job_id": job_id}
async def task() -> None:
if not try_acquire_run_slot():
job_store.fail(job_id, "已有数据任务在运行(或上一次任务卡死未结束),请稍后再试")
return
loop = asyncio.get_event_loop()
def progress(stage: str, pct: int, msg: str,
stage_pct: int | None = None, skip_log: bool = False) -> None:
job_store.progress(job_id, stage, pct, msg,
stage_pct=stage_pct, skip_log=skip_log)
try:
job_store.start(job_id)
# 获取当前最早日期
earliest = repo.earliest_minute_date()
if not earliest:
# 本地无分钟K数据 → 以今天为基准往前获取
from datetime import date as _date
latest = _date.today()
else:
latest = earliest
new_start = latest - timedelta(days=total_days)
if new_start >= latest:
job_store.fail(job_id, "扩展范围无效")
invalidate_storage_cache()
return
start_str = new_start.strftime("%Y-%m-%d")
end_str = latest.strftime("%Y-%m-%d")
progress("extend_minute", 5, "解析标的池…")
universe = _resolve_minute_universe(capset, repo)
progress("extend_minute", 8, f"标的池: {len(universe)} 只")
from app.tickflow.capabilities import Cap
from app.tickflow.rate_limits import resolve_limit
limit = resolve_limit(
capset,
Cap.KLINE_MINUTE_BATCH,
default_batch=100,
default_rpm=30,
default_rpm_when_unset=False,
)
def _run():
"""全部在 executor 线程里完成,避免阻塞事件循环。"""
from app.services.kline_sync import sync_minute_batch
from datetime import datetime as _dt
def _chunk(cur: int, tot: int) -> None:
progress("extend_minute", 8 + int(85 * cur / tot),
f"分钟K 批次 {cur}/{tot}", stage_pct=int(100 * cur / tot), skip_log=True)
df = sync_minute_batch(
universe,
start_time=_dt.combine(new_start, _dt.min.time()),
end_time=_dt.combine(latest, _dt.min.time()),
batch_size=limit.batch, rpm=limit.rpm,
on_chunk_done=_chunk,
)
written = 0
day_count = 0
if not df.is_empty():
import polars as pl
df = df.with_columns(pl.col("datetime").dt.date().alias("_trade_date"))
for day_df in df.partition_by("_trade_date"):
trade_date = day_df["_trade_date"][0]
out = repo.store.data_dir / "kline_minute" / f"date={trade_date}" / "part.parquet"
out.parent.mkdir(parents=True, exist_ok=True)
if out.exists():
existing_df = pl.read_parquet(out)
if "datetime" in existing_df.columns:
existing_df = existing_df.filter(pl.col("datetime").is_not_null())
day_df = pl.concat([existing_df, day_df.drop("_trade_date")]).unique(
subset=["symbol", "datetime"], keep="last",
)
else:
day_df = day_df.drop("_trade_date")
day_df = day_df.sort("symbol", "datetime")
from app.services.kline_sync import _atomic_write_parquet
_atomic_write_parquet(day_df, out)
written += day_df.height
day_count += 1
# 刷新视图
d = repo.store.data_dir.as_posix()
try:
repo.db.execute(
f"CREATE OR REPLACE VIEW kline_minute AS "
f"SELECT * FROM read_parquet('{d}/kline_minute/**/*.parquet', union_by_name=true)"
)
except Exception:
pass
return written, day_count
progress("extend_minute", 10, f"获取分钟K [{start_str} ~ {end_str}]…")
written, day_count = await loop.run_in_executor(_long_task_executor, _run)
progress("extend_minute", 95, f"分钟K 完成,{day_count} 天")
job_store.succeed(job_id, {
"minute_days": day_count,
"universe_size": len(universe),
"earliest_before": (earliest or latest).isoformat(),
"earliest_after": new_start.isoformat(),
})
invalidate_storage_cache()
except Exception as e:
logger.exception("extend_minute_history failed: job_id=%s", job_id)
job_store.fail(job_id, str(e))
invalidate_storage_cache()
finally:
release_run_slot()
asyncio.create_task(task())
return {"status": "started", "job_id": job_id}
except HTTPException:
raise
except Exception as e:
logger.error("extend_minute_history error: %s\n%s", e, _tb.format_exc())
raise HTTPException(status_code=500, detail=str(e)) from e
def _resolve_minute_universe(capset, repo) -> list[str]:
"""分钟K标的池解析。"""
from app.tickflow.capabilities import Cap
if capset.has(Cap.KLINE_MINUTE_BATCH):
try:
from app.tickflow.pools import get_pool
all_a = get_pool("CN_Equity_A", refresh=True)
if all_a:
return sorted(all_a)
except Exception:
pass
return []