feat(market-data): 优化同步并增加完整性检查

This commit is contained in:
yuxuanhui
2026-08-11 11:20:13 +08:00
parent 3ce186f977
commit 7ce11543af
42 changed files with 4837 additions and 197 deletions
@@ -4,7 +4,10 @@ import pytest
import tushare as ts # pyright: ignore[reportMissingTypeStubs]
from zhixing_server.modules.market_data.domain.models import SyncWindow
from zhixing_server.modules.market_data.infrastructure.tushare import TushareAdapter
from zhixing_server.modules.market_data.infrastructure.tushare import (
RequestCoordinator,
TushareAdapter,
)
def test_from_token_reuses_api_client_for_pro_bar(
@@ -44,3 +47,83 @@ def test_from_token_reuses_api_client_for_pro_bar(
assert calls
assert calls[0]["api"] is created_client
assert calls[0]["adj"] == "qfq"
assert calls[0]["retry_count"] == 1
def test_rate_limit_cooldown_is_shared_by_following_requests() -> None:
current = [0.0]
waits: list[float] = []
calls: list[float] = []
def clock() -> float:
return current[0]
def wait(seconds: float) -> None:
waits.append(seconds)
current[0] += seconds
coordinator = RequestCoordinator(
max_retries=0,
cooldown_seconds=(60, 120, 180),
clock=clock,
wait_fn=wait,
sleep_fn=wait,
)
def rate_limited() -> object:
calls.append(current[0])
raise RuntimeError("HTTP 429: too many requests")
with pytest.raises(RuntimeError):
coordinator.call("daily", rate_limited)
assert calls == [0]
assert coordinator.cooldown_until == 60
result = coordinator.call("adj_factor", lambda: calls.append(current[0]) or "ok")
assert result == "ok"
assert calls == [0, 60]
assert waits == [60]
def test_pro_bar_qfq_calls_are_bound_to_the_shared_coordinator(
monkeypatch: pytest.MonkeyPatch,
) -> None:
class Client:
def __init__(self) -> None:
self.calls: list[str] = []
def daily(self, **kwargs: object) -> object:
self.calls.append("daily")
return object()
def adj_factor(self, **kwargs: object) -> object:
self.calls.append("adj_factor")
return object()
client = Client()
pro_bar_calls: list[dict[str, object]] = []
def fake_pro_api(token: str) -> object:
return client
def fake_pro_bar(**kwargs: object) -> list[dict[str, object]]:
pro_bar_calls.append(kwargs)
api = kwargs["api"]
assert api is client
api.daily(ts_code="000001.SZ") # type: ignore[union-attr]
api.adj_factor(ts_code="000001.SZ") # type: ignore[union-attr]
return [{"ts_code": "000001.SZ", "trade_date": "20240102", "close": "10"}]
monkeypatch.setattr(ts, "pro_api", fake_pro_api)
monkeypatch.setattr(ts, "pro_bar", fake_pro_bar)
adapter = TushareAdapter.from_token("test-token", request_interval_seconds=0)
adapter.fetch_bars(
"000001.SZ",
SyncWindow(start=date(2024, 1, 2), end=date(2024, 1, 2)),
)
assert client.calls == ["daily", "adj_factor"]
assert pro_bar_calls[0]["retry_count"] == 1