feat(market-data): 迁移 Tushare 同步到 PostgreSQL

2026-08-05 17:57:32 +08:00
parent e69bcbe821
commit d7d5ed8979
34 changed files with 3230 additions and 3 deletions
@@ -0,0 +1,73 @@
+from datetime import date
+from decimal import Decimal
+
+from zhixing_server.modules.market_data.domain.fingerprint import (
+    SnapshotChange,
+    compare_snapshots,
+    snapshot_fingerprint,
+)
+from zhixing_server.modules.market_data.domain.models import Bar, Stock, SyncWindow
+from zhixing_server.modules.market_data.domain.rules import filter_current_hs_a_stocks
+
+
+def make_bar(trade_date: date, close: str = "10") -> Bar:
+    return Bar(
+        ts_code="000001.SZ",
+        trade_date=trade_date,
+        open=Decimal("9"),
+        high=Decimal(close),
+        low=Decimal("8"),
+        close=Decimal(close),
+        pre_close=Decimal("9"),
+        change=Decimal("1"),
+        pct_chg=Decimal("11.11"),
+        vol=Decimal("100"),
+        amount=Decimal("1000"),
+    )
+
+
+def test_window_uses_inclusive_calendar_boundary() -> None:
+    window = SyncWindow.from_target(date(2024, 2, 29))
+
+    assert window.start == date(2018, 2, 28)
+    assert window.end == date(2024, 2, 29)
+    assert window.contains(date(2018, 2, 28))
+
+
+def test_universe_keeps_current_non_st_hs_a_stocks() -> None:
+    stocks = (
+        Stock("000001.SZ", "平安银行", exchange="SZSE", list_status="L"),
+        Stock("600000.SH", "浦发银行", exchange="SSE", list_status="L"),
+        Stock("300001.SZ", "特锐德", exchange="SZSE", list_status="L"),
+        Stock("600001.SH", "*ST风险", exchange="SSE", list_status="L"),
+        Stock("830001.BJ", "北交所", exchange="BSE", list_status="L"),
+    )
+
+    assert [stock.ts_code for stock in filter_current_hs_a_stocks(stocks)] == [
+        "000001.SZ",
+        "300001.SZ",
+        "600000.SH",
+    ]
+
+
+def test_fingerprint_is_order_independent_and_excludes_runtime_metadata() -> None:
+    rows = (make_bar(date(2024, 1, 2)), make_bar(date(2024, 1, 3)))
+
+    assert snapshot_fingerprint(rows) == snapshot_fingerprint(tuple(reversed(rows)))
+    assert compare_snapshots(rows, rows).change is SnapshotChange.UNCHANGED
+    assert (
+        compare_snapshots(rows, (*rows, make_bar(date(2024, 1, 4)))).change
+        is SnapshotChange.NEW_DATES
+    )
+
+
+def test_fingerprint_detects_repairs_missing_rows_and_earlier_rows() -> None:
+    old = (make_bar(date(2024, 1, 2)), make_bar(date(2024, 1, 3)))
+
+    changed = (make_bar(date(2024, 1, 2), close="11"), make_bar(date(2024, 1, 3)))
+    missing = (make_bar(date(2024, 1, 2)),)
+    earlier = (make_bar(date(2024, 1, 1)), *old)
+
+    assert compare_snapshots(old, changed).change is SnapshotChange.CHANGED
+    assert compare_snapshots(old, missing).change is SnapshotChange.CHANGED
+    assert compare_snapshots(old, earlier).change is SnapshotChange.CHANGED