feat(sector-radar): 接入Tushare事实与版本化存储

zhixing-server/tests/unit/sector_radar/test_facts.py

@@ -50,7 +50,7 @@ def test_point_in_time_aggregation_distinguishes_suspension_missing_and_zero() -
         StockDailyFact(
             trade_date=TARGET_DATE,
             ts_code="000004.SZ",
-            status=StockFactStatus.MISSING,
+            status=StockFactStatus.MISSING_MONEYFLOW,
         ),
     )
 

zhixing-server/tests/unit/sector_radar/test_normalize.py

@@ -0,0 +1,116 @@
+from datetime import UTC, date, datetime
+from decimal import Decimal
+
+from zhixing_server.modules.sector_radar.domain.models import StockFactStatus
+from zhixing_server.modules.sector_radar.domain.normalize import normalize_stock_facts
+from zhixing_server.modules.sector_radar.domain.source import (
+    DailyRow,
+    MoneyflowDcRow,
+    SourceResult,
+    StockBasicRow,
+    SuspendRow,
+    build_source_snapshot,
+)
+
+TARGET_DATE = date(2026, 8, 28)
+OBSERVED_AT = datetime(2026, 8, 28, 17, 30, tzinfo=UTC)
+
+
+def result[T](api_name: str, rows: tuple[T, ...]) -> SourceResult[T]:
+    snapshot = build_source_snapshot(
+        api_name=api_name,
+        params={"trade_date": "20260828"},
+        rows=(),
+        target_trade_date=TARGET_DATE,
+        observed_at=OBSERVED_AT,
+    )
+    return SourceResult((snapshot,), rows)
+
+
+def basic(ts_code: str, *, list_date: date = date(2020, 1, 1)) -> StockBasicRow:
+    return StockBasicRow(
+        ts_code=ts_code,
+        symbol=ts_code.split(".")[0],
+        name=ts_code,
+        market="主板",
+        exchange="SZSE",
+        list_status="L",
+        list_date=list_date,
+        delist_date=None,
+    )
+
+
+def daily(ts_code: str, amount: Decimal | None) -> DailyRow:
+    return DailyRow(
+        ts_code=ts_code,
+        trade_date=TARGET_DATE,
+        close=Decimal("10"),
+        pre_close=Decimal("10"),
+        pct_chg=Decimal(0),
+        volume=Decimal(0),
+        amount_thousand_yuan=amount,
+    )
+
+
+def moneyflow(ts_code: str, amount: Decimal | None) -> MoneyflowDcRow:
+    return MoneyflowDcRow(
+        trade_date=TARGET_DATE,
+        ts_code=ts_code,
+        name=ts_code,
+        net_amount_ten_thousand_yuan=amount,
+        net_amount_rate=Decimal(0),
+        pct_change=Decimal(0),
+        close=Decimal("10"),
+    )
+
+
+def test_stock_fact_normalization_preserves_all_missing_and_zero_states() -> None:
+    codes = tuple(f"00000{index}.SZ" for index in range(1, 9))
+    basics = tuple(
+        basic(code, list_date=date(2027, 1, 1) if code == codes[7] else date(2020, 1, 1))
+        for code in codes
+    )
+    daily_rows = (
+        daily(codes[0], Decimal("1")),
+        daily(codes[3], None),
+        daily(codes[4], Decimal("1")),
+        daily(codes[5], Decimal("1")),
+        daily(codes[6], Decimal("0")),
+        daily(codes[7], Decimal("1")),
+    )
+    moneyflow_rows = (
+        moneyflow(codes[0], Decimal("0")),
+        moneyflow(codes[3], Decimal("1")),
+        moneyflow(codes[5], None),
+        moneyflow(codes[6], Decimal("0")),
+        moneyflow(codes[7], Decimal("1")),
+    )
+    suspensions = (
+        SuspendRow(
+            ts_code=codes[1],
+            trade_date=TARGET_DATE,
+            suspend_timing="09:30",
+            suspend_type="停牌",
+        ),
+    )
+
+    facts = normalize_stock_facts(
+        target_trade_date=TARGET_DATE,
+        candidate_codes=codes,
+        stock_basics=result("stock_basic", basics),
+        suspensions=result("suspend_d", suspensions),
+        daily=result("daily", daily_rows),
+        moneyflow=result("moneyflow_dc", moneyflow_rows),
+    )
+    by_code = {fact.ts_code: fact for fact in facts}
+
+    assert by_code[codes[0]].status is StockFactStatus.AVAILABLE
+    assert by_code[codes[0]].turnover_yuan == Decimal("1000")
+    assert by_code[codes[0]].net_amount_yuan == Decimal("0")
+    assert by_code[codes[1]].status is StockFactStatus.SUSPENDED
+    assert by_code[codes[2]].status is StockFactStatus.MISSING_DAILY
+    assert by_code[codes[3]].status is StockFactStatus.NULL_DAILY_AMOUNT
+    assert by_code[codes[4]].status is StockFactStatus.MISSING_MONEYFLOW
+    assert by_code[codes[5]].status is StockFactStatus.NULL_MONEYFLOW
+    assert by_code[codes[6]].status is StockFactStatus.LOW_LIQUIDITY
+    assert by_code[codes[7]].status is StockFactStatus.LIFECYCLE_INVALID

zhixing-server/tests/unit/sector_radar/test_postgres_repository.py

@@ -0,0 +1,102 @@
+from collections.abc import Generator
+from contextlib import contextmanager
+from datetime import UTC, date, datetime
+from decimal import Decimal
+from typing import Any, cast
+
+from psycopg_pool import ConnectionPool
+
+from zhixing_server.modules.sector_radar.domain.models import PublicationStatus
+from zhixing_server.modules.sector_radar.infrastructure.postgres import (
+    PostgresSectorRadarRepository,
+)
+
+TARGET_DATE = date(2026, 8, 28)
+
+
+class FakeResult:
+    def __init__(self, row: tuple[object, ...] | None = None) -> None:
+        self.row = row
+
+    def fetchone(self) -> tuple[object, ...] | None:
+        return self.row
+
+
+class FakeConnection:
+    def __init__(self) -> None:
+        self.statements: list[tuple[str, tuple[object, ...]]] = []
+
+    def execute(
+        self,
+        query: str,
+        parameters: tuple[object, ...] = (),
+    ) -> FakeResult:
+        self.statements.append((query, parameters))
+        if "FROM sector_radar_publication" in query:
+            return FakeResult(
+                (
+                    "publication-a",
+                    TARGET_DATE,
+                    "success",
+                    "tushare-pro-v1",
+                    "eastmoney-dc-v1",
+                    ["zhixing_amount_net_bn_v1"],
+                    "a" * 64,
+                    Decimal("1"),
+                    datetime(2026, 8, 28, 17, 30, tzinfo=UTC),
+                    datetime(2026, 8, 28, 17, 35, tzinfo=UTC),
+                    None,
+                )
+            )
+        if "pg_try_advisory_lock" in query:
+            return FakeResult((True,))
+        return FakeResult((True,))
+
+
+class FakePool:
+    def __init__(self, connection: FakeConnection) -> None:
+        self._connection = connection
+        self._opened = False
+
+    def open(self, *, wait: bool) -> None:
+        assert wait
+        self._opened = True
+
+    def close(self) -> None:
+        self._opened = False
+
+    @contextmanager
+    def connection(self) -> Generator[FakeConnection]:
+        yield self._connection
+
+
+def make_repository(connection: FakeConnection) -> PostgresSectorRadarRepository:
+    pool = cast(ConnectionPool[Any], cast(object, FakePool(connection)))
+    return PostgresSectorRadarRepository("postgresql://unused", pool=pool)
+
+
+def test_last_good_query_strictly_filters_success_and_date() -> None:
+    connection = FakeConnection()
+
+    publication = make_repository(connection).get_last_good_publication(TARGET_DATE)
+
+    assert publication is not None
+    assert publication.status is PublicationStatus.SUCCESS
+    query, parameters = connection.statements[0]
+    assert "status = 'success'" in query
+    assert "partial" not in query
+    assert "target_trade_date <= %s" in query
+    assert parameters == (TARGET_DATE,)
+
+
+def test_advisory_lock_uses_target_date_and_releases_same_key() -> None:
+    connection = FakeConnection()
+
+    with make_repository(connection).advisory_lock(TARGET_DATE) as acquired:
+        assert acquired
+
+    assert len(connection.statements) == 2
+    assert "pg_try_advisory_lock" in connection.statements[0][0]
+    assert "2026-08-28" in str(connection.statements[0][1][0])
+    assert "pg_advisory_unlock" in connection.statements[1][0]
+    assert connection.statements[0][1] == connection.statements[1][1]

zhixing-server/tests/unit/sector_radar/test_repository.py

@@ -0,0 +1,121 @@
+from dataclasses import replace
+from datetime import UTC, date, datetime, timedelta
+from decimal import Decimal
+
+import pytest
+
+from zhixing_server.modules.sector_radar.domain.models import (
+    PublicationStatus,
+    RadarPublication,
+    SectorType,
+)
+from zhixing_server.modules.sector_radar.domain.persistence import MembershipRecord
+from zhixing_server.modules.sector_radar.domain.source import build_source_snapshot
+from zhixing_server.modules.sector_radar.infrastructure.memory import (
+    InMemorySectorRadarRepository,
+)
+
+TARGET_DATE = date(2026, 8, 28)
+STARTED_AT = datetime(2026, 8, 28, 17, 30, tzinfo=UTC)
+
+
+def make_running(publication_id: str, target_trade_date: date = TARGET_DATE) -> RadarPublication:
+    return RadarPublication(
+        publication_id=publication_id,
+        target_trade_date=target_trade_date,
+        status=PublicationStatus.RUNNING,
+        source_version="tushare-pro-v1",
+        universe_version="eastmoney-dc-v1",
+        metric_versions=("zhixing_amount_net_bn_v1",),
+        input_hash=None,
+        coverage=Decimal(0),
+        started_at=STARTED_AT,
+    )
+
+
+def finish(
+    publication: RadarPublication,
+    status: PublicationStatus,
+    *,
+    offset_minutes: int = 5,
+) -> RadarPublication:
+    return replace(
+        publication,
+        status=status,
+        input_hash="a" * 64 if status is PublicationStatus.SUCCESS else None,
+        coverage=Decimal("1") if status is PublicationStatus.SUCCESS else Decimal("0.8"),
+        finished_at=publication.started_at + timedelta(minutes=offset_minutes),
+        error_summary=None if status is PublicationStatus.SUCCESS else "safe_error",
+    )
+
+
+def test_source_and_membership_revisions_are_idempotent_but_not_overwritable() -> None:
+    repository = InMemorySectorRadarRepository()
+    snapshot = build_source_snapshot(
+        api_name="dc_member",
+        params={"trade_date": "20260828"},
+        rows=(
+            {
+                "trade_date": "20260828",
+                "ts_code": "BK0001.DC",
+                "con_code": "000001.SZ",
+                "name": "平安银行",
+            },
+        ),
+        target_trade_date=TARGET_DATE,
+        observed_at=STARTED_AT,
+    )
+    member = MembershipRecord(
+        source_snapshot_id=snapshot.snapshot_id,
+        trade_date=TARGET_DATE,
+        sector_type=SectorType.CONCEPT,
+        sector_code="BK0001.DC",
+        sector_name="示例概念",
+        stock_code="000001.SZ",
+        stock_name="平安银行",
+    )
+
+    assert repository.save_source_snapshots((snapshot,)).inserted == 1
+    assert repository.save_source_snapshots((snapshot,)).unchanged == 1
+    assert repository.save_memberships((member,)).inserted == 1
+    assert repository.save_memberships((member,)).unchanged == 1
+
+    with pytest.raises(ValueError, match="cannot change content"):
+        repository.save_memberships((replace(member, stock_name="已改变"),))
+
+
+def test_partial_and_failed_revisions_never_replace_last_good() -> None:
+    repository = InMemorySectorRadarRepository()
+    successful = make_running("success-a")
+    partial = make_running("partial-b")
+    failed = make_running("failed-c", TARGET_DATE + timedelta(days=1))
+    repository.create_publication(successful)
+    repository.finish_publication(finish(successful, PublicationStatus.SUCCESS))
+    repository.create_publication(partial)
+    repository.finish_publication(finish(partial, PublicationStatus.PARTIAL, offset_minutes=6))
+    repository.create_publication(failed)
+    repository.finish_publication(finish(failed, PublicationStatus.FAILED, offset_minutes=7))
+
+    last_good = repository.get_last_good_publication()
+
+    assert last_good is not None
+    assert last_good.publication_id == "success-a"
+    assert repository.list_successful_dates() == (TARGET_DATE,)
+
+
+def test_publication_identity_allows_sequential_same_date_revisions() -> None:
+    repository = InMemorySectorRadarRepository()
+    first = make_running("revision-a")
+    second = make_running("revision-b")
+
+    assert repository.create_publication(first).inserted == 1
+    with pytest.raises(ValueError, match="already has a running"):
+        repository.create_publication(second)
+
+    with pytest.raises(ValueError, match="terminal"):
+        repository.finish_publication(first)
+
+    repository.finish_publication(finish(first, PublicationStatus.FAILED))
+    assert repository.create_publication(second).inserted == 1
+    with pytest.raises(ValueError, match="running status"):
+        repository.finish_publication(finish(first, PublicationStatus.SUCCESS))

zhixing-server/tests/unit/sector_radar/test_tushare_source.py

@@ -0,0 +1,277 @@
+from collections.abc import Mapping
+from datetime import UTC, date, datetime
+from decimal import Decimal
+
+import pytest
+
+from zhixing_server.modules.sector_radar.domain.models import SectorType
+from zhixing_server.modules.sector_radar.domain.source import (
+    CapabilityStatus,
+    SourceContractError,
+    build_source_snapshot,
+)
+from zhixing_server.modules.sector_radar.infrastructure import tushare as source_module
+from zhixing_server.modules.sector_radar.infrastructure.tushare import (
+    TushareSectorRadarAdapter,
+)
+
+TARGET_DATE = date(2026, 8, 28)
+OBSERVED_AT = datetime(2026, 8, 28, 17, 30, tzinfo=UTC)
+
+
+class QueryClient:
+    def __init__(self, responses: Mapping[tuple[str, str], object]) -> None:
+        self.responses = dict(responses)
+        self.calls: list[tuple[str, dict[str, object]]] = []
+
+    def query(self, api_name: str, **kwargs: object) -> object:
+        self.calls.append((api_name, kwargs))
+        partition = str(kwargs.get("ts_code") or kwargs.get("list_status") or "")
+        response = self.responses.get((api_name, partition), ())
+        if isinstance(response, BaseException):
+            raise response
+        return response
+
+
+def make_adapter(client: object) -> TushareSectorRadarAdapter:
+    return TushareSectorRadarAdapter(
+        client,
+        max_retries=0,
+        request_interval_seconds=0,
+        sleep_fn=lambda _: None,
+        now_fn=lambda: OBSERVED_AT,
+    )
+
+
+def test_daily_and_moneyflow_keep_source_units_and_distinguish_missing_from_zero() -> None:
+    client = QueryClient(
+        {
+            (
+                "daily",
+                "",
+            ): (
+                {
+                    "ts_code": "000001.SZ",
+                    "trade_date": "20260828",
+                    "close": "10",
+                    "pre_close": "9.5",
+                    "pct_chg": "1.5",
+                    "vol": "100",
+                    "amount": "12.5",
+                },
+                {
+                    "ts_code": "000002.SZ",
+                    "trade_date": "20260828",
+                    "close": "20",
+                    "pre_close": "20",
+                    "pct_chg": "0",
+                    "vol": "0",
+                    "amount": float("nan"),
+                },
+            ),
+            (
+                "moneyflow_dc",
+                "",
+            ): (
+                {
+                    "trade_date": "20260828",
+                    "ts_code": "000001.SZ",
+                    "name": "平安银行",
+                    "net_amount": "2.5",
+                    "net_amount_rate": "0.2",
+                    "pct_change": "1.5",
+                    "close": "10",
+                },
+                {
+                    "trade_date": "20260828",
+                    "ts_code": "000002.SZ",
+                    "name": "示例股票",
+                    "net_amount": "0",
+                    "net_amount_rate": "0",
+                    "pct_change": "0",
+                    "close": "20",
+                },
+            ),
+        }
+    )
+    adapter = make_adapter(client)
+
+    daily = adapter.fetch_daily(TARGET_DATE)
+    moneyflow = adapter.fetch_moneyflow_dc(TARGET_DATE)
+
+    assert daily.rows[0].amount_thousand_yuan == Decimal("12.5")
+    assert daily.rows[0].turnover_yuan == Decimal("12500.0")
+    assert daily.rows[1].amount_thousand_yuan is None
+    assert moneyflow.rows[0].net_amount_ten_thousand_yuan == Decimal("2.5")
+    assert moneyflow.rows[0].net_amount_yuan == Decimal("25000.0")
+    assert moneyflow.rows[1].net_amount_yuan == Decimal("0")
+    assert client.calls[0][1]["fields"] == ",".join(source_module.FIELDS["daily"])
+
+
+def test_non_finite_source_values_are_rejected() -> None:
+    client = QueryClient(
+        {
+            (
+                "daily",
+                "",
+            ): (
+                {
+                    "ts_code": "000001.SZ",
+                    "trade_date": "20260828",
+                    "close": "Infinity",
+                    "pre_close": "9.5",
+                    "pct_chg": "1.5",
+                    "vol": "100",
+                    "amount": "12.5",
+                },
+            )
+        }
+    )
+
+    with pytest.raises(SourceContractError, match="finite"):
+        make_adapter(client).fetch_daily(TARGET_DATE)
+
+
+def test_dc_member_reloads_by_sector_when_the_all_market_call_hits_limit(
+    monkeypatch: pytest.MonkeyPatch,
+) -> None:
+    monkeypatch.setitem(source_module.ROW_LIMITS, "dc_member", 2)
+    client = QueryClient(
+        {
+            (
+                "dc_member",
+                "",
+            ): (
+                {
+                    "trade_date": "20260828",
+                    "ts_code": "BK0001.DC",
+                    "con_code": "000001.SZ",
+                    "name": "A",
+                },
+                {
+                    "trade_date": "20260828",
+                    "ts_code": "BK0001.DC",
+                    "con_code": "000002.SZ",
+                    "name": "B",
+                },
+            ),
+            (
+                "dc_member",
+                "BK0001.DC",
+            ): (
+                {
+                    "trade_date": "20260828",
+                    "ts_code": "BK0001.DC",
+                    "con_code": "000001.SZ",
+                    "name": "A",
+                },
+            ),
+            (
+                "dc_member",
+                "BK0002.DC",
+            ): (
+                {
+                    "trade_date": "20260828",
+                    "ts_code": "BK0002.DC",
+                    "con_code": "600000.SH",
+                    "name": "C",
+                },
+            ),
+        }
+    )
+
+    result = make_adapter(client).fetch_sector_members(
+        TARGET_DATE,
+        ("BK0001.DC", "BK0002.DC"),
+    )
+
+    assert [row.stock_code for row in result.rows] == ["000001.SZ", "600000.SH"]
+    assert [snapshot.partition_key for snapshot in result.snapshots] == [
+        "all",
+        "BK0001.DC",
+        "BK0002.DC",
+    ]
+
+
+def test_stock_basic_explicitly_requests_all_lifecycle_statuses() -> None:
+    responses = {
+        (
+            "stock_basic",
+            status,
+        ): (
+            {
+                "ts_code": f"00000{index}.SZ",
+                "symbol": f"00000{index}",
+                "name": status,
+                "market": "主板",
+                "exchange": "SZSE",
+                "list_status": status,
+                "list_date": "20200101",
+                "delist_date": None,
+            },
+        )
+        for index, status in enumerate(("L", "D", "P", "G", "UN"), start=1)
+    }
+    client = QueryClient(responses)
+
+    result = make_adapter(client).fetch_stock_basics()
+
+    assert {row.list_status for row in result.rows} == {"L", "D", "P", "G", "UN"}
+    assert [call[1]["list_status"] for call in client.calls] == ["L", "D", "P", "G", "UN"]
+
+
+def test_source_snapshot_hash_is_order_stable_and_excludes_token_params() -> None:
+    first = build_source_snapshot(
+        api_name="daily",
+        params={"trade_date": "20260828", "token": "secret"},
+        rows=({"ts_code": "2"}, {"ts_code": "1"}),
+        target_trade_date=TARGET_DATE,
+        observed_at=OBSERVED_AT,
+    )
+    second = build_source_snapshot(
+        api_name="daily",
+        params={"trade_date": "20260828"},
+        rows=({"ts_code": "1"}, {"ts_code": "2"}),
+        target_trade_date=TARGET_DATE,
+        observed_at=OBSERVED_AT,
+    )
+
+    assert first.snapshot_id == second.snapshot_id
+    assert "secret" not in repr(first)
+
+
+def test_capability_probe_classifies_errors_without_exposing_provider_text() -> None:
+    client = QueryClient({("daily", ""): RuntimeError("权限不足 private-detail")})
+
+    probe = make_adapter(client).probe(TARGET_DATE)
+
+    by_name = {result.api_name: result for result in probe.interfaces}
+    assert by_name["daily"].status is CapabilityStatus.FORBIDDEN
+    assert "private-detail" not in repr(probe)
+    assert len(probe.interfaces) == 7
+
+
+def test_sector_index_uses_independent_concept_and_industry_params() -> None:
+    client = QueryClient(
+        {
+            (
+                "dc_index",
+                "",
+            ): (
+                {
+                    "ts_code": "BK0001.DC",
+                    "trade_date": "20260828",
+                    "name": "示例",
+                    "idx_type": "概念板块",
+                    "level": "一级",
+                    "pct_change": "1",
+                    "leading_code": "000001.SZ",
+                },
+            )
+        }
+    )
+
+    result = make_adapter(client).fetch_sector_indices(TARGET_DATE, SectorType.CONCEPT)
+
+    assert result.rows[0].sector_type is SectorType.CONCEPT
+    assert client.calls[0][1]["idx_type"] == "概念板块"