feat(home): 添加市场数据概览
This commit is contained in:
yuxuanhui
@@ -3,8 +3,10 @@
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from fastapi import APIRouter
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from zhixing_server.interfaces.http.system import operational_router, system_router
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from zhixing_server.modules.market_data.presentation.home import home_router
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api_v1_router = APIRouter(prefix="/api/v1")
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api_v1_router.include_router(system_router, prefix="/system", tags=["system"])
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api_v1_router.include_router(home_router, prefix="/home", tags=["home"])
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__all__ = ["api_v1_router", "operational_router"]
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@@ -0,0 +1,27 @@
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"""Application port and use case for the Home market-data overview."""
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from typing import Protocol
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from ..domain.overview import MarketDataOverview
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class MarketDataOverviewReader(Protocol):
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"""Read port implemented by the PostgreSQL market-data adapter."""
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def read_overview(self) -> MarketDataOverview:
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"""Return the current Home overview without changing market data."""
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...
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def get_market_data_overview(reader: MarketDataOverviewReader) -> MarketDataOverview:
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"""Execute the overview read use case at the application boundary.
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Args:
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reader: A bounded-context read adapter supplied by application wiring.
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Returns:
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The current market-data overview read model.
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"""
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return reader.read_overview()
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@@ -0,0 +1,56 @@
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"""Read models for the market-data overview shown on Home."""
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from __future__ import annotations
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from dataclasses import dataclass
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from datetime import date, datetime
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from decimal import Decimal
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from typing import Literal
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OverviewStatus = Literal["updating", "success", "partial_success", "failed", "no_data"]
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LatestUpdateStatus = Literal["updating", "success", "partial_success", "failed"]
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@dataclass(frozen=True, slots=True)
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class OverviewFailure:
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"""A target stock that lacks a complete set of facts for one trading day."""
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ts_code: str
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name: str
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failure_type: str
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reason: str
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trade_date: date
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@dataclass(frozen=True, slots=True)
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class OverviewBatchError:
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"""An error recorded for a batch rather than for one stock."""
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item_key: str
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error_type: str
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reason: str
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@dataclass(frozen=True, slots=True)
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class MarketDataUpdate:
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"""The selected synchronization result and its stock-level facts."""
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trade_date: date
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completed_at: datetime | None
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status: LatestUpdateStatus
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target_count: int
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successful_count: int
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failed_count: int
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valid_count: int
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coverage_rate: Decimal
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failures: tuple[OverviewFailure, ...]
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batch_errors: tuple[OverviewBatchError, ...]
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@dataclass(frozen=True, slots=True)
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class MarketDataOverview:
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"""Read-only Home payload before transport-specific serialization."""
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status: OverviewStatus
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stock_pool_count: int
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latest_update: MarketDataUpdate | None
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@@ -12,6 +12,13 @@ from uuid import uuid4
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import psycopg
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from ..domain.models import Bar, DailyBasic, Stock, SyncWindow
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from ..domain.overview import (
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LatestUpdateStatus,
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MarketDataOverview,
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MarketDataUpdate,
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OverviewBatchError,
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OverviewFailure,
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)
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from ..domain.ports import MarketDataRepositoryError, WriteResult
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@@ -25,6 +32,209 @@ class PostgresMarketDataRepository:
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def __init__(self, database_url: str) -> None:
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self.database_url = database_url
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def read_overview(self) -> MarketDataOverview:
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"""Aggregate the active stock pool and latest synchronization facts.
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The latest target date is selected before batch state, so a running
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retry for an older date cannot hide a newer completed target. All
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facts are read through one connection to keep the overview internally
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consistent without introducing a write-side transaction.
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Returns:
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A domain read model suitable for the Home HTTP presentation layer.
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Raises:
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MarketDataRepositoryError: If PostgreSQL cannot complete the read.
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"""
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with self._connection() as connection:
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cursor = connection.cursor()
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stock_pool_count = int(
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cursor.execute(
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"SELECT count(*) FROM market_stock WHERE is_active = true"
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).fetchone()[0]
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)
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batch = cursor.execute(
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"""
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WITH latest_date AS (
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SELECT max(target_trade_date) AS target_trade_date
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FROM market_sync_batch
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)
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SELECT id, target_trade_date, status, target_count, finished_at
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FROM market_sync_batch
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WHERE target_trade_date = (SELECT target_trade_date FROM latest_date)
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ORDER BY
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(status = 'running') DESC,
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finished_at DESC NULLS LAST,
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created_at DESC,
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id DESC
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LIMIT 1
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"""
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).fetchone()
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if batch is None:
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return MarketDataOverview(
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status="no_data",
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stock_pool_count=stock_pool_count,
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latest_update=None,
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)
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batch_id = str(batch[0])
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trade_date = batch[1]
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batch_status = str(batch[2])
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target_count = int(batch[3])
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completed_at = batch[4]
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stock_rows = cursor.execute(
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"""
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SELECT
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stock.ts_code,
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stock.name,
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EXISTS (
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SELECT 1
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FROM market_daily_bar AS bar
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WHERE bar.ts_code = stock.ts_code
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AND bar.trade_date = %s
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) AS has_bar,
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EXISTS (
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SELECT 1
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FROM market_daily_basic AS basic
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WHERE basic.ts_code = stock.ts_code
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AND basic.trade_date = %s
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) AS has_basic,
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item.error_type,
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item.error_message
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FROM market_stock AS stock
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LEFT JOIN market_sync_item AS item
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ON item.batch_id = %s
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AND item.item_key = stock.ts_code
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AND item.item_kind = 'bar'
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AND item.status = 'failed'
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WHERE stock.is_active = true
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ORDER BY stock.ts_code
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""",
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(trade_date, trade_date, batch_id),
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).fetchall()
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failures = tuple(
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self._overview_failure(row, trade_date)
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for row in stock_rows
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if not (bool(row[2]) and bool(row[3]))
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)
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successful_count = len(stock_rows) - len(failures)
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failed_count = max(0, stock_pool_count - successful_count)
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batch_error_rows = cursor.execute(
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"""
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SELECT item_key, error_type, error_message
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FROM market_sync_item
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WHERE batch_id = %s
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AND item_kind = 'batch'
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AND status = 'failed'
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ORDER BY item_key
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""",
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(batch_id,),
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).fetchall()
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batch_errors = tuple(
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OverviewBatchError(
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item_key=str(row[0]),
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error_type=str(row[1] or "batch_error"),
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reason=str(row[2] or "同步批次发生批次级错误"),
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)
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for row in batch_error_rows
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)
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coverage_rate = (
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Decimal(successful_count) / Decimal(target_count) if target_count > 0 else Decimal("0")
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)
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latest_status = self._overview_status(
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batch_status=batch_status,
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successful_count=successful_count,
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target_count=target_count,
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failures=failures,
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batch_errors=batch_errors,
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)
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return MarketDataOverview(
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status=latest_status,
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stock_pool_count=stock_pool_count,
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latest_update=MarketDataUpdate(
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trade_date=trade_date,
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completed_at=completed_at,
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status=latest_status,
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target_count=target_count,
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successful_count=successful_count,
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failed_count=failed_count,
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valid_count=successful_count,
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coverage_rate=coverage_rate,
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failures=failures,
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batch_errors=batch_errors,
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),
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)
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@staticmethod
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def _overview_failure(row: tuple[Any, ...], trade_date: date) -> OverviewFailure:
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"""Translate one incomplete stock row into a stable user-facing reason."""
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ts_code = str(row[0])
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name = str(row[1])
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has_bar = bool(row[2])
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has_basic = bool(row[3])
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recorded_error_type = row[4]
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recorded_message = row[5]
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if recorded_error_type or recorded_message:
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return OverviewFailure(
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ts_code=ts_code,
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name=name,
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failure_type="recorded_stock_failure",
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reason=str(recorded_message or "股票级同步失败"),
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trade_date=trade_date,
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)
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if not has_bar and not has_basic:
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return OverviewFailure(
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ts_code=ts_code,
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name=name,
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failure_type="missing_daily_bar_and_valuation_snapshot",
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reason="目标交易日缺少日线行情和估值快照",
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trade_date=trade_date,
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)
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if not has_bar:
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return OverviewFailure(
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ts_code=ts_code,
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name=name,
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failure_type="missing_daily_bar",
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reason="目标交易日缺少日线行情",
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trade_date=trade_date,
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)
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return OverviewFailure(
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ts_code=ts_code,
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name=name,
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failure_type="missing_valuation_snapshot",
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reason="目标交易日缺少估值快照",
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trade_date=trade_date,
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)
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@staticmethod
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def _overview_status(
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*,
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batch_status: str,
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successful_count: int,
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target_count: int,
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failures: tuple[OverviewFailure, ...],
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batch_errors: tuple[OverviewBatchError, ...],
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) -> LatestUpdateStatus:
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"""Map persisted batch state and current fact completeness to a status."""
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if batch_status == "running":
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return "updating"
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if batch_status == "failed" or (batch_errors and successful_count == 0):
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return "failed"
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if successful_count == 0:
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return "failed"
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if (
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batch_status == "success"
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and not failures
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and not batch_errors
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and successful_count >= target_count
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):
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return "success"
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return "partial_success"
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def upsert_stocks(self, rows: Iterable[Stock]) -> WriteResult:
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records = tuple(rows)
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if not records:
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@@ -0,0 +1,153 @@
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"""HTTP presentation for the Home market-data overview."""
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from datetime import date, datetime
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from typing import Annotated, Literal
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from zoneinfo import ZoneInfo
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from fastapi import APIRouter, Depends
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from pydantic import BaseModel
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from zhixing_server.bootstrap.config import Settings, get_settings
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from zhixing_server.modules.market_data.application.overview import (
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MarketDataOverviewReader,
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get_market_data_overview,
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)
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from zhixing_server.modules.market_data.domain.overview import (
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MarketDataOverview,
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MarketDataUpdate,
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OverviewBatchError,
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OverviewFailure,
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)
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from zhixing_server.modules.market_data.infrastructure.postgres import (
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PostgresMarketDataRepository,
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)
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home_router = APIRouter()
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_SHANGHAI = ZoneInfo("Asia/Shanghai")
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OverviewStatusValue = Literal["updating", "success", "partial_success", "failed", "no_data"]
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UpdateStatusValue = Literal["updating", "success", "partial_success", "failed"]
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class OverviewFailureResponse(BaseModel):
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"""A stock-level failure in the public Home response."""
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ts_code: str
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name: str
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failure_type: str
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reason: str
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trade_date: date
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@classmethod
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def from_domain(cls, failure: OverviewFailure) -> "OverviewFailureResponse":
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"""Convert a domain failure without changing its business date."""
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return cls(
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ts_code=failure.ts_code,
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name=failure.name,
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failure_type=failure.failure_type,
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reason=failure.reason,
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trade_date=failure.trade_date,
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)
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class OverviewBatchErrorResponse(BaseModel):
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"""A batch-level error kept separate from stock failures."""
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item_key: str
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error_type: str
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reason: str
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@classmethod
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def from_domain(cls, error: OverviewBatchError) -> "OverviewBatchErrorResponse":
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"""Convert a batch error to the public response shape."""
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return cls(
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item_key=error.item_key,
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error_type=error.error_type,
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reason=error.reason,
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)
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class LatestUpdateResponse(BaseModel):
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"""The selected synchronization result for one target trading date."""
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trade_date: date
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completed_at: datetime | None
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status: UpdateStatusValue
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target_count: int
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successful_count: int
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failed_count: int
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valid_count: int
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coverage_rate: float
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failures: list[OverviewFailureResponse]
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batch_errors: list[OverviewBatchErrorResponse]
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@classmethod
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def from_domain(cls, update: MarketDataUpdate) -> "LatestUpdateResponse":
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"""Convert and localize the synchronization completion timestamp."""
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return cls(
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trade_date=update.trade_date,
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completed_at=_to_shanghai(update.completed_at),
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status=update.status,
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target_count=update.target_count,
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successful_count=update.successful_count,
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failed_count=update.failed_count,
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valid_count=update.valid_count,
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coverage_rate=float(update.coverage_rate),
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failures=[OverviewFailureResponse.from_domain(item) for item in update.failures],
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batch_errors=[
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OverviewBatchErrorResponse.from_domain(item) for item in update.batch_errors
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],
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)
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class HomeOverviewResponse(BaseModel):
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"""Stable HTTP contract consumed by the Home feature."""
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status: OverviewStatusValue
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stock_pool_count: int
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latest_update: LatestUpdateResponse | None
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@classmethod
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def from_domain(cls, overview: MarketDataOverview) -> "HomeOverviewResponse":
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"""Convert the domain overview into its Pydantic response model."""
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return cls(
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status=overview.status,
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stock_pool_count=overview.stock_pool_count,
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latest_update=(
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LatestUpdateResponse.from_domain(overview.latest_update)
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if overview.latest_update is not None
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else None
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),
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)
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def _to_shanghai(value: datetime | None) -> datetime | None:
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"""Render database timestamps in the product's business timezone."""
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if value is None:
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return None
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if value.tzinfo is None:
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value = value.replace(tzinfo=_SHANGHAI)
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return value.astimezone(_SHANGHAI)
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def get_market_data_overview_reader(
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settings: Annotated[Settings, Depends(get_settings)],
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) -> MarketDataOverviewReader:
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"""Build the PostgreSQL read adapter for one request."""
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return PostgresMarketDataRepository(settings.database_url)
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@home_router.get("/overview", response_model=HomeOverviewResponse)
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def market_data_overview(
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reader: Annotated[MarketDataOverviewReader, Depends(get_market_data_overview_reader)],
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) -> HomeOverviewResponse:
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"""Return the read-only market-data overview for the Home page."""
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overview = get_market_data_overview(reader)
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return HomeOverviewResponse.from_domain(overview)
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