fix(sector-radar): 支持当前上市股票资金流补拉

This commit is contained in:
yuxuanhui
2026-08-31 14:26:28 +08:00
parent 1cd7b5cb38
commit 2ffd0163f2
20 changed files with 1077 additions and 93 deletions
@@ -1,5 +1,6 @@
import logging
from collections.abc import Sequence
from dataclasses import replace
from datetime import UTC, date, datetime, timedelta
from decimal import Decimal
@@ -51,6 +52,7 @@ class FakeRadarSource:
self.net_scale = net_scale
self.fail_daily = False
self.calls: list[str] = []
self.moneyflow_candidate_codes: list[tuple[str, ...]] = []
def _result[T](
self, api_name: str, target: date | None, rows: tuple[T, ...]
@@ -239,8 +241,13 @@ class FakeRadarSource:
)
return self._result("daily", trade_date, rows)
def fetch_moneyflow_dc(self, trade_date: date) -> SourceResult[MoneyflowDcRow]:
def fetch_moneyflow_dc(
self,
trade_date: date,
candidate_codes: Sequence[str],
) -> SourceResult[MoneyflowDcRow]:
self.calls.append("moneyflow_dc")
self.moneyflow_candidate_codes.append(tuple(candidate_codes))
count = 4 if self.missing_moneyflow else 5
rows = tuple(
MoneyflowDcRow(
@@ -288,6 +295,28 @@ def test_successful_build_is_idempotent_and_failed_retry_preserves_last_good() -
assert any(item.status is PublicationStatus.FAILED for item in repository.publications.values())
def test_build_passes_stable_current_listing_member_intersection_to_moneyflow() -> None:
class FutureListingSource(FakeRadarSource):
def fetch_stock_basics(self) -> SourceResult[StockBasicRow]:
result = super().fetch_stock_basics()
rows = result.rows[:-1] + (replace(result.rows[-1], list_date=date(2027, 1, 1)),)
return self._result("stock_basic", None, rows)
source = FutureListingSource()
summary = BuildSectorRadar(
source,
InMemorySectorRadarRepository(),
today=TARGET_DATE,
now_fn=lambda: NOW,
).execute(BuildSectorRadarCommand(trade_date=TARGET_DATE))
assert summary.status == "success"
assert source.moneyflow_candidate_codes == [
("000001.SZ", "000002.SZ", "000003.SZ", "000004.SZ")
]
def test_source_contract_failure_is_logged_with_safe_build_context(
caplog: pytest.LogCaptureFixture,
) -> None:
@@ -386,6 +415,85 @@ def test_unknown_membership_is_persisted_as_partial_and_retried_independently()
assert source.calls == ["members"]
def test_membership_retry_refreshes_moneyflow_when_replay_misses_new_candidates() -> None:
class ExpandingMembershipSource(FakeRadarSource):
def fetch_sector_members(
self,
trade_date: date,
sector_codes: Sequence[str],
) -> SourceResult[SectorMemberRow]:
self.calls.append("members")
rows: list[SectorMemberRow] = []
snapshots: list[SourceSnapshot] = []
for index, sector_code in enumerate(sector_codes, start=1):
sector_rows = (
()
if self.missing_membership and index == len(sector_codes)
else (
SectorMemberRow(
trade_date,
sector_code,
f"00000{index}.SZ",
f"股票{index}",
),
)
)
snapshots.append(
build_source_snapshot(
api_name="dc_member",
params={
"trade_date": trade_date.isoformat(),
"ts_code": sector_code,
},
rows=tuple(self._raw_row(row) for row in sector_rows),
target_trade_date=trade_date,
partition_key=sector_code,
observed_at=NOW,
)
)
rows.extend(sector_rows)
return SourceResult(tuple(snapshots), tuple(rows))
def fetch_moneyflow_dc(
self,
trade_date: date,
candidate_codes: Sequence[str],
) -> SourceResult[MoneyflowDcRow]:
self.calls.append("moneyflow_dc")
self.moneyflow_candidate_codes.append(tuple(candidate_codes))
rows = tuple(
MoneyflowDcRow(
trade_date,
code,
code,
Decimal(1),
Decimal(0),
Decimal(0),
Decimal(10),
)
for code in candidate_codes
)
return self._result("moneyflow_dc", trade_date, rows)
repository = InMemorySectorRadarRepository()
source = ExpandingMembershipSource(missing_membership=True)
use_case = BuildSectorRadar(source, repository, today=TARGET_DATE, now_fn=lambda: NOW)
partial = use_case.execute(BuildSectorRadarCommand(trade_date=TARGET_DATE))
partial_id = partial.outcomes[0].publication_id
assert partial.status == "partial"
assert partial_id is not None
assert source.moneyflow_candidate_codes == [("000001.SZ",)]
source.missing_membership = False
source.calls.clear()
retried = use_case.execute(BuildSectorRadarCommand(retry_publication_id=partial_id))
assert retried.status == "success"
assert source.calls == ["members", "moneyflow_dc"]
assert source.moneyflow_candidate_codes[-1] == ("000001.SZ", "000002.SZ")
def test_range_builds_dates_in_order_and_retry_uses_old_target() -> None:
repository = InMemorySectorRadarRepository()
source = FakeRadarSource(missing_moneyflow=True)