feat(market-data): 迁移 Tushare 同步到 PostgreSQL
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"""Alembic migration package for Zhixing Server."""
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"""Alembic environment using the server's single Settings entry point."""
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from logging.config import fileConfig
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from alembic import context
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from sqlalchemy import engine_from_config, pool
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from zhixing_server.bootstrap.config import get_settings
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from zhixing_server.modules.market_data.infrastructure.schema import metadata
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config = context.config
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settings = get_settings()
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config.set_main_option("sqlalchemy.url", settings.database_url.replace("%", "%%"))
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if config.config_file_name is not None:
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fileConfig(config.config_file_name)
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target_metadata = metadata
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def run_migrations_offline() -> None:
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"""Run migrations without opening a database connection."""
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context.configure(
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url=settings.database_url,
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target_metadata=target_metadata,
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literal_binds=True,
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dialect_opts={"paramstyle": "named"},
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compare_type=True,
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)
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with context.begin_transaction():
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context.run_migrations()
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def run_migrations_online() -> None:
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"""Run migrations against the configured PostgreSQL connection."""
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connectable = engine_from_config(
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config.get_section(config.config_ini_section, {}),
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prefix="sqlalchemy.",
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poolclass=pool.NullPool,
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)
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with connectable.connect() as connection:
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context.configure(connection=connection, target_metadata=target_metadata, compare_type=True)
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with context.begin_transaction():
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context.run_migrations()
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if context.is_offline_mode():
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run_migrations_offline()
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else:
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run_migrations_online()
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"""Create the market-data bounded-context schema."""
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from collections.abc import Sequence
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import sqlalchemy as sa
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from alembic import op
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revision: str = "0001_market_data"
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down_revision: str | None = None
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branch_labels: str | Sequence[str] | None = None
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depends_on: str | Sequence[str] | None = None
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def upgrade() -> None:
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"""Create market master, facts, and auditable synchronization tables."""
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op.create_table(
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"market_stock",
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sa.Column("ts_code", sa.String(12), primary_key=True),
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sa.Column("name", sa.String(128), nullable=False),
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sa.Column("market", sa.String(32), nullable=False),
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sa.Column("exchange", sa.String(16), nullable=False),
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sa.Column("list_status", sa.String(2), nullable=False),
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sa.Column("list_date", sa.Date()),
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sa.Column("is_active", sa.Boolean(), nullable=False, server_default=sa.text("true")),
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sa.Column(
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"updated_at",
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sa.DateTime(timezone=True),
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nullable=False,
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server_default=sa.text("now()"),
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),
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)
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op.create_table(
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"market_daily_bar",
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sa.Column("ts_code", sa.String(12), nullable=False),
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sa.Column("trade_date", sa.Date(), nullable=False),
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*[
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sa.Column(field, sa.Numeric(20, 6))
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for field in ("open", "high", "low", "close", "pre_close", "change", "pct_chg")
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],
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sa.Column("vol", sa.Numeric(24, 6)),
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sa.Column("amount", sa.Numeric(24, 6)),
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sa.Column("source_adj", sa.String(8), nullable=False, server_default="qfq"),
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sa.Column(
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"updated_at",
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sa.DateTime(timezone=True),
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nullable=False,
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server_default=sa.text("now()"),
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),
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sa.PrimaryKeyConstraint("ts_code", "trade_date"),
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)
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op.create_index("ix_market_daily_bar_trade_date", "market_daily_bar", ["trade_date"])
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op.create_table(
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"market_daily_basic",
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sa.Column("ts_code", sa.String(12), nullable=False),
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sa.Column("trade_date", sa.Date(), nullable=False),
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*[
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sa.Column(field, sa.Numeric(24, 6))
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for field in (
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"close",
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"turnover_rate",
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"turnover_rate_f",
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"volume_ratio",
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"pe",
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"pe_ttm",
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"pb",
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"ps",
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"ps_ttm",
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"dv_ratio",
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"dv_ttm",
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"total_share",
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"float_share",
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"free_share",
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"total_mv",
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"circ_mv",
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)
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],
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sa.Column(
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"updated_at",
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sa.DateTime(timezone=True),
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nullable=False,
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server_default=sa.text("now()"),
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),
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sa.PrimaryKeyConstraint("ts_code", "trade_date"),
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)
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op.create_index("ix_market_daily_basic_trade_date", "market_daily_basic", ["trade_date"])
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op.create_table(
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"market_sync_batch",
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sa.Column("id", sa.String(36), primary_key=True),
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sa.Column("target_trade_date", sa.Date(), nullable=False),
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sa.Column("window_start", sa.Date(), nullable=False),
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sa.Column("mode", sa.String(16), nullable=False),
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sa.Column("status", sa.String(24), nullable=False),
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sa.Column("target_count", sa.Integer(), nullable=False),
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sa.Column("valid_count", sa.Integer(), nullable=False, server_default="0"),
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sa.Column("coverage", sa.Numeric(8, 6), nullable=False, server_default="0"),
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sa.Column("strategy_eligible", sa.Boolean(), nullable=False, server_default="false"),
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sa.Column("parent_batch_id", sa.String(36)),
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sa.Column(
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"created_at",
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sa.DateTime(timezone=True),
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nullable=False,
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server_default=sa.text("now()"),
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),
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sa.Column("finished_at", sa.DateTime(timezone=True)),
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)
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op.create_table(
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"market_sync_item",
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sa.Column("batch_id", sa.String(36), nullable=False),
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sa.Column("item_kind", sa.String(24), nullable=False),
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sa.Column("item_key", sa.String(64), nullable=False),
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sa.Column("status", sa.String(24), nullable=False),
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sa.Column("inserted_count", sa.Integer(), nullable=False, server_default="0"),
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sa.Column("updated_count", sa.Integer(), nullable=False, server_default="0"),
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sa.Column("unchanged_count", sa.Integer(), nullable=False, server_default="0"),
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sa.Column("fingerprint", sa.String(64)),
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sa.Column("error_type", sa.String(64)),
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sa.Column("error_message", sa.Text()),
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sa.Column(
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"created_at",
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sa.DateTime(timezone=True),
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nullable=False,
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server_default=sa.text("now()"),
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),
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sa.PrimaryKeyConstraint("batch_id", "item_kind", "item_key"),
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)
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op.create_index("ix_market_sync_item_status", "market_sync_item", ["batch_id", "status"])
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def downgrade() -> None:
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"""Drop market-data tables in dependency-safe order."""
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op.drop_index("ix_market_sync_item_status", table_name="market_sync_item")
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op.drop_table("market_sync_item")
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op.drop_table("market_sync_batch")
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op.drop_index("ix_market_daily_basic_trade_date", table_name="market_daily_basic")
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op.drop_table("market_daily_basic")
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op.drop_index("ix_market_daily_bar_trade_date", table_name="market_daily_bar")
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op.drop_table("market_daily_bar")
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op.drop_table("market_stock")
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