113 lines
5.0 KiB
Python
113 lines
5.0 KiB
Python
# -*- coding: utf-8 -*-
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"""pms_tech_daily 单表访问 (2026-09-11 技术面接入)。
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全市场每日技术面读数的落表与回看。**严格单表访问**: 每个函数只碰 pms_tech_daily 一张表。
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批量落表走 execute_many + ON DUPLICATE KEY UPDATE (同一 (读数日, 代码) 重拉即覆盖);
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回看按 (ts_code, data_date) 索引取近 N 行。保留窗口的门槛日由 tech_service 按交易日历算出,
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再调 prune 删更旧的行。
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"""
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from __future__ import annotations
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from datetime import datetime
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from app.db.session import execute, execute_many, fetch_all, fetch_one
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# 落表的业务列 (与 ddl_pms_v1.sql 的 pms_tech_daily 对齐; created_at/updated_at 由本层补北京时间)
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_COLS = (
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"data_date", "ts_code", "stock_name",
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"boll_upper", "boll_mid", "boll_lower", "boll_bw_pct", "boll_pos", "boll_state", "boll_squeeze",
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"bbi", "bbi_upper", "bbi_lower", "bbi_pos", "bbi_state", "bbi_dist_pct",
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"sar_value", "sar_side", "sar_flip_days", "sar_dist_pct",
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"reanchored", "in_pool", "quality", "bars_used", "last_bar_date", "bars_lag", "algo_version",
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)
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def upsert_daily(rows: list) -> int:
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"""批量落当日读数。rows 每项是 {列名: 值}, 至少含 data_date 与 ts_code。同 (日, 码) 覆盖。"""
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rows = [r for r in (rows or []) if r.get("data_date") and r.get("ts_code")]
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if not rows:
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return 0
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now = datetime.now() # 北京时间 (容器时钟), 与项目写记录口径一致
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payload = []
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for r in rows:
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d = {c: r.get(c) for c in _COLS}
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d["ts"] = now
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payload.append(d)
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cols = ", ".join(_COLS) + ", created_at, updated_at"
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vals = ", ".join(f":{c}" for c in _COLS) + ", :ts, :ts"
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# ON DUPLICATE 子句用 VALUES(列) 引用插入值, 不再带绑定参数 (:col)。原因: pymysql 的
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# executemany 对 INSERT ... ON DUPLICATE 做多行合并优化, 只把 VALUES 子句的占位符按行
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# 展开, UPDATE 子句里的 :col (→ %s) 不展开却仍算参数, 5000 行批量时参数错位、SQL 里
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# 留下裸 % 报 1064 (2026-09-11 真机首验抓到; 脱库单测 mock 了落表测不到)。
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updates = ", ".join(f"{c} = VALUES({c})" for c in _COLS
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if c not in ("data_date", "ts_code")) + ", updated_at = VALUES(updated_at)"
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return execute_many(
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f"INSERT INTO pms_tech_daily ({cols}) VALUES ({vals}) "
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f"ON DUPLICATE KEY UPDATE {updates}", payload)
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def latest_date():
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"""最新读数日 YYYYMMDD; 空表返回 None。"""
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r = fetch_one("SELECT MAX(data_date) AS d FROM pms_tech_daily")
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return int(r["d"]) if r and r.get("d") is not None else None
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def count_on(data_date: int) -> int:
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"""某读数日在库的行数 (状态与探活用)。"""
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r = fetch_one("SELECT COUNT(*) AS n FROM pms_tech_daily WHERE data_date = :d",
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{"d": int(data_date)})
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return int(r["n"]) if r else 0
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def distinct_dates(limit: int = 60) -> list:
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"""最近 limit 个读数日, 降序。"""
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rows = fetch_all("SELECT DISTINCT data_date FROM pms_tech_daily "
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"ORDER BY data_date DESC LIMIT :n", {"n": int(limit)})
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return [int(r["data_date"]) for r in rows]
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def history(ts_code: str, *, since: int = 0, limit: int = 60) -> list:
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"""一只票的近若干日读数, **升序** (最后一行最新)。since>0 时只取该日及以后。"""
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code = (ts_code or "").strip()
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if not code:
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return []
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p = {"c": code, "n": int(limit)}
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where = "ts_code = :c"
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if since:
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where += " AND data_date >= :since"
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p["since"] = int(since)
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rows = fetch_all(f"SELECT * FROM pms_tech_daily WHERE {where} "
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f"ORDER BY data_date DESC LIMIT :n", p)
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return list(reversed(rows))
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def history_multi(codes, *, since: int = 0) -> dict:
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"""一批票各自的近日读数, 返回 {ts_code: [行, 升序]}。按 IN 取回再在内存分组。
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codes 多时分批 (每批 800) 防 SQL 过长; IN 占位符手动展开 (照 pms_repo.ledger_by_ref)。"""
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out: dict = {}
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uniq = [c for c in dict.fromkeys(str(x).strip() for x in (codes or []) if x) if c]
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if not uniq:
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return out
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for i in range(0, len(uniq), 800):
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chunk = uniq[i:i + 800]
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keys, p = [], {}
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for j, c in enumerate(chunk):
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keys.append(f":c{j}")
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p[f"c{j}"] = c
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where = f"ts_code IN ({', '.join(keys)})"
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if since:
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where += " AND data_date >= :since"
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p["since"] = int(since)
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rows = fetch_all(f"SELECT * FROM pms_tech_daily WHERE {where} "
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f"ORDER BY ts_code ASC, data_date ASC", p)
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for r in rows:
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out.setdefault(r["ts_code"], []).append(r)
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return out
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def prune(before_ymd: int) -> int:
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"""删读数日早于 before_ymd 的行 (保留窗口门槛由调用方按交易日算)。返回删除行数。"""
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if not before_ymd:
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return 0
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return execute("DELETE FROM pms_tech_daily WHERE data_date < :d", {"d": int(before_ymd)})
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