tradingSystem/app/db/session.py

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# -*- coding: utf-8 -*-
"""
数据库连接与「严格单表访问」守卫
==================================
开发约定 (README): 153 代理侧数据库**严格单表访问** —— 代理不支持多表联查,
写错了要到线上才报错。本模块在 SQL 执行入口做静态检查, 把这条纪律钉死在代码里。
三个库 (键名对齐 bionic_trader, 同一 .env 可共用):
proxy PROXY_DB_URL 153 代理: pms_* 全部表 + trading_* + strategy_daily_results
factor SOURCE_DB_EXT_DSN 因子分表 (自算参考位/MA/ATR)
index DB_MYSQL_URL 大盘指数 zs_day_data (页面区制提示)
连接失败一律抛 DBUnavailable, 由上层 (API/任务) 捕获并降级 —— 页面照常打开、
调度任务照常守成不产生新指令 (设计 §13 三条铁律之「故障即守成」)。
"""
from __future__ import annotations
import logging
import re
import time
import threading
from sqlalchemy import create_engine, text
from sqlalchemy.exc import SQLAlchemyError
from config.settings import settings
logger = logging.getLogger("pms.db")
_engines = {}
_lock = threading.Lock()
# 短路冷却: 库刚连挂过就直接快速失败, 不再逐次等 TCP 超时。
# 目的 —— 库不可达时页面仍能秒开 (每个接口只吃一次超时), 调度任务也不会被拖死。
FAIL_COOLDOWN_SEC = 10.0
_last_fail = {}
_DSN = {
"proxy": lambda: settings.PROXY_DB_URL,
"factor": lambda: settings.SOURCE_DB_EXT_DSN,
"index": lambda: settings.DB_MYSQL_URL,
}
class DBUnavailable(RuntimeError):
"""连库/执行失败。上层必须捕获并降级, 不得让异常冒泡成 500。"""
class MultiTableSQL(ValueError):
"""违反严格单表访问纪律。"""
# ---------------------------------------------------------------- 单表守卫
_TABLE_RE = re.compile(r"\b(?:from|join|into|update)\s+`?([a-zA-Z_][a-zA-Z0-9_]*)`?", re.I)
_JOIN_RE = re.compile(r"\bjoin\b", re.I)
# FROM 子句 (到下一个子句关键字为止) —— 用于识别 "FROM a, b" 这种逗号连表
_FROM_CLAUSE_RE = re.compile(
r"\bfrom\s+(.+?)(?=\bwhere\b|\bgroup\b|\border\b|\blimit\b|\bhaving\b|\bunion\b|\bon\b|\)|;|$)",
re.I | re.S)
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# `ON DUPLICATE KEY UPDATE` 里的 UPDATE 后面跟的是**列名**不是表名。不先摘掉这一段,
# 下面的 _TABLE_RE 会把第一个被赋值的列当成第二张表, 于是所有 upsert 一律误判成多表。
# 2026-07-28 修: 四处 upsert 全部命中该误判 —— set_param (页面改参数)、ensure_position
# (建仓落账本第一步)、upsert_report (日报落库)、upsert_industry (行业映射导入),
# 一执行就抛 MultiTableSQL。单测走内存桩不经过本函数, 所以一直没暴露。
# 见 scripts/test_batch6_units.py 的「单表守卫」一组。
_ODKU_RE = re.compile(r"\bon\s+duplicate\s+key\s+update\b", re.I)
def assert_single_table(sql: str) -> str:
"""静态检查: 一条 SQL 只能碰一张表, 且不得出现 JOIN / 逗号连表 / 跨表子查询。"""
s = re.sub(r"--[^\n]*", " ", str(sql))
s = re.sub(r"/\*.*?\*/", " ", s, flags=re.S)
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s = _ODKU_RE.sub(" ", s) # 见上: 摘掉 upsert 尾巴, 它不引入新表
if _JOIN_RE.search(s):
raise MultiTableSQL(f"严格单表访问: SQL 含 JOIN —— {s[:120]}")
for clause in _FROM_CLAUSE_RE.findall(s):
parts = [x.strip() for x in clause.split(",") if x.strip()]
if len(parts) > 1:
raise MultiTableSQL(f"严格单表访问: FROM 子句逗号连表 {parts} —— {s[:120]}")
tables = {m.lower() for m in _TABLE_RE.findall(s)}
if len(tables) > 1:
raise MultiTableSQL(f"严格单表访问: SQL 涉及多表 {sorted(tables)} —— {s[:120]}")
return sql
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# ---------------------------------------------------------------- 双实例表名前缀
# (2026-08-28 双系统定稿) 模拟与正式两套 PMS **共用 my_quant_db**, 靠表名区分:
# 正式实例在 .env 里设 PMS_TABLE_PREFIX (如 "real_"), 这里在 SQL 执行的**唯一入口**
# (fetch_all / fetch_one / execute / execute_many) 把每个 pms_* 表名统一改写成
# {前缀}pms_* —— 全仓库 129 处表名引用一处改写, 不逐条改 SQL。默认空串 = 不改写,
# 模拟环境行为逐字节不变。
#
# 改写按词边界匹配**小写 pms_ 开头的完整标识符**:
# · 19 张自有表全部命中; 已带前缀的 real_pms_* 不会二次加前缀 (前面无词边界);
# · 绑定参数的值不在 SQL 文本里, 不受影响; 大写参数键名 ('PMS_TOTAL_SCALE') 不匹配;
# · 字符串字面量里的表名 (如 information_schema 按 TABLE_NAME 查列) 一并改写,
# 恰好是想要的语义 —— migrate 类脚本查的就该是本实例的表;
# · 下游表 (trading_* 等) 不带 pms_ 前缀, 一个字不动 (它们另走 PMS_DS_TABLE_* 配置)。
# 两个绕过本入口直接拿引擎执行 DDL 的脚本 (init_db / migrate_archived_at) 已显式调
# map_tables; test_batch19 的旁路扫描钉住"不许再有第三个"。
_PREFIX_RE = re.compile(r"^[A-Za-z][A-Za-z0-9_]*$")
_PMS_TBL_RE = re.compile(r"\b(pms_[a-z0-9_]+)\b")
def _load_prefix() -> str:
p = (settings.PMS_TABLE_PREFIX or "").strip()
if p and not _PREFIX_RE.match(p):
raise ValueError(f"PMS_TABLE_PREFIX 不合法 (只许字母数字下划线): {p!r}")
return p
TABLE_PREFIX = _load_prefix()
def map_tables(sql: str) -> str:
"""按实例表名前缀改写 SQL 里的 pms_* 表名; 前缀为空原样返回。"""
if not TABLE_PREFIX:
return str(sql)
return _PMS_TBL_RE.sub(TABLE_PREFIX + r"\1", str(sql))
# ---------------------------------------------------------------- 引擎
def get_engine(name: str = "proxy"):
if name in _engines:
return _engines[name]
with _lock:
if name in _engines:
return _engines[name]
dsn_fn = _DSN.get(name)
if not dsn_fn:
raise DBUnavailable(f"未知数据源 {name}")
try:
eng = create_engine(dsn_fn(), pool_pre_ping=True, pool_size=5, max_overflow=5,
pool_recycle=3600, future=True,
# 连接超时兜底: 库不可达时快速失败, 不拖死页面与调度任务
connect_args={"connect_timeout": 3})
except Exception as e: # DSN 非法等
raise DBUnavailable(f"数据源 {name} 初始化失败: {e}") from e
_engines[name] = eng
return eng
def _check_cooldown(name: str):
ts = _last_fail.get(name)
if ts and (time.monotonic() - ts) < FAIL_COOLDOWN_SEC:
raise DBUnavailable(
f"数据源 {name} 刚刚连接失败, {FAIL_COOLDOWN_SEC:.0f} 秒内快速失败 "
f"(避免逐次等待超时); 恢复后自动重连")
def _mark(name: str, ok: bool):
if ok:
_last_fail.pop(name, None)
else:
_last_fail[name] = time.monotonic()
def ping(name: str = "proxy") -> dict:
try:
with get_engine(name).connect() as c:
c.execute(text("SELECT 1"))
_mark(name, True)
return {"ok": True, "source": name}
except Exception as e:
_mark(name, False)
return {"ok": False, "source": name, "error": f"{type(e).__name__}: {e}"}
# ---------------------------------------------------------------- 执行助手
def fetch_all(sql: str, params=None, source: str = "proxy") -> list:
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sql = map_tables(sql)
assert_single_table(sql)
_check_cooldown(source)
try:
with get_engine(source).connect() as c:
rows = c.execute(text(sql), params or {}).mappings().fetchall()
_mark(source, True)
return [dict(r) for r in rows]
except MultiTableSQL:
raise
except SQLAlchemyError as e:
_mark(source, _is_sql_error(e))
raise DBUnavailable(f"查询失败({source}): {type(e).__name__}: {e}") from e
except Exception as e:
_mark(source, False)
raise DBUnavailable(f"查询异常({source}): {type(e).__name__}: {e}") from e
def _is_sql_error(e) -> bool:
"""区分「SQL 本身错」(库是通的, 不进冷却) 与「连不上库」(进冷却)。"""
msg = str(e).lower()
return not any(k in msg for k in ("can't connect", "connection refused", "timed out",
"lost connection", "gone away", "no route to host",
"name or service not known"))
def fetch_one(sql: str, params=None, source: str = "proxy"):
rows = fetch_all(sql, params, source)
return rows[0] if rows else None
def execute(sql: str, params=None, source: str = "proxy") -> int:
"""写操作 (INSERT/UPDATE/DELETE)。返回受影响行数。"""
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sql = map_tables(sql)
assert_single_table(sql)
_check_cooldown(source)
try:
with get_engine(source).begin() as c:
r = c.execute(text(sql), params or {})
_mark(source, True)
return int(r.rowcount or 0)
except MultiTableSQL:
raise
except SQLAlchemyError as e:
_mark(source, _is_sql_error(e))
raise DBUnavailable(f"写入失败({source}): {type(e).__name__}: {e}") from e
except Exception as e:
_mark(source, False)
raise DBUnavailable(f"写入异常({source}): {type(e).__name__}: {e}") from e
def execute_many(sql: str, seq_params: list, source: str = "proxy") -> int:
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sql = map_tables(sql)
assert_single_table(sql)
if not seq_params:
return 0
_check_cooldown(source)
try:
with get_engine(source).begin() as c:
r = c.execute(text(sql), seq_params)
_mark(source, True)
return int(r.rowcount or 0)
except SQLAlchemyError as e:
_mark(source, _is_sql_error(e))
raise DBUnavailable(f"批量写入失败({source}): {type(e).__name__}: {e}") from e
except Exception as e:
_mark(source, False)
raise DBUnavailable(f"批量写入异常({source}): {type(e).__name__}: {e}") from e
def apply_audited_repair(plan: dict, guards: list, *, rollback=False) -> dict:
"""维护专用:核验原行、逐条单表写入和审计在同一事务。绝不调下单或回放服务。"""
import json
from datetime import datetime
from app.core.ledger_repair import canonical
allowed = {
'pms_lot': {'qty','closed_qty','close_avg_price','realized_pnl','status','note'},
'pms_position': {'total_qty','avail_qty','base_qty','fill_qty','add_qty','dca_qty','t0_qty',
'avg_cost','realized_t_profit','cushion_pct','cushion_state','pct_of_scale','status'},
'pms_instruction': {'exec_qty','exec_avg_price','status','progress_json'},
'pms_strategy': {'state_json'},
}
if TABLE_PREFIX:
raise ValueError('历史修复仅允许模拟仓')
run_id = plan['run_id'] + ('_ROLLBACK' if rollback else '')
_check_cooldown('proxy')
with get_engine('proxy').begin() as c:
def query(sql, params=None):
sql = map_tables(sql)
assert_single_table(sql)
return c.execute(text(sql), params or {})
done = query("SELECT id FROM pms_op_log WHERE op='history_repair_summary' AND ref=:r FOR UPDATE",
{'r':run_id}).mappings().fetchall()
if done:
return {'ok':True, 'already_applied':True, 'run_id':run_id}
for g in guards:
rows = [dict(r) for r in query(g['sql'],g.get('params')).mappings().fetchall()]
if canonical(rows) != canonical(g['expected']):
raise ValueError('修复前置数据已变化,拒绝写入: '+g['name'])
for item in plan['changes']:
table, fields = item['table'], item['fields']
if table not in allowed or set(fields) - allowed[table] - {'updated_at'}:
raise ValueError('修复列越界')
current = [dict(r) for r in query(f'SELECT * FROM {table} WHERE id=:id FOR UPDATE',item['key']).mappings().fetchall()]
if len(current) != 1 or canonical(current[0]) != canonical(item['before']):
raise ValueError('目标行已变: '+table+':'+str(item['key']))
now = datetime.now().replace(microsecond=0)
for item in plan['changes']:
fields = dict(item['fields'])
fields.setdefault('updated_at',now)
query(f"UPDATE {item['table']} SET "+', '.join(f'{k}=:{k}' for k in fields)+' WHERE id=:row_id',
dict(fields,row_id=item['key']['id']))
after = dict(item['before'],**fields)
query('INSERT INTO pms_op_log (at,op,by_user,ts_code,result,reason,params_json,ref) '
'VALUES (:at,:op,:by,:code,:result,:reason,:params,:ref)',
dict(at=now,op='history_repair_row',by='codex',code=after.get('ts_code'),result='OK',
reason='逐笔账本修复'+('回退' if rollback else ''),
params=canonical(dict(item,after=after)),ref=run_id))
query('INSERT INTO pms_op_log (at,op,by_user,result,reason,params_json,ref) '
'VALUES (:at,:op,:by,:result,:reason,:params,:ref)',
dict(at=now,op='history_repair_summary',by='codex',result='OK',reason='历史修复事务完成',
params=canonical({k:v for k,v in plan.items() if k not in ('changes','allocations','daily')}),ref=run_id))
return {'ok':True,'run_id':run_id,'changed_rows':len(plan['changes'])}