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111 lines
3.6 KiB
111 lines
3.6 KiB
1 month ago
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from typing import List, Optional
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from sqlalchemy.orm import Session
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from app.models import ContractInfo
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from app.services.datasource.manager import DataSourceManager
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from app.database import SessionLocal
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class ContractService:
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"""合约信息服务"""
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def __init__(self):
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self.manager = DataSourceManager()
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def sync_contracts(self) -> int:
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"""从数据源同步合约列表到数据库"""
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source = self.manager.get_primary_source()
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if not source:
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raise Exception("没有可用的数据源")
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# Tushare 需要遍历所有交易所
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exchanges = ["CFFEX", "SHFE", "DCE", "CZCE", "INE", "GFEX"]
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all_contracts = []
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for ex in exchanges:
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try:
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contracts = source.get_contract_list(exchange=ex)
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all_contracts.extend(contracts)
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except Exception:
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continue # 某个交易所失败不影响其他
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# 去重：基于 symbol
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seen_symbols = set()
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unique_contracts = []
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for c in all_contracts:
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if c["symbol"] not in seen_symbols:
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seen_symbols.add(c["symbol"])
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unique_contracts.append(c)
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all_contracts = unique_contracts
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db = SessionLocal()
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count = 0
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try:
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for c in all_contracts:
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contract = db.query(ContractInfo).filter(
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ContractInfo.symbol == c["symbol"]
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).first()
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if contract:
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contract.exchange = c["exchange"]
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contract.name = c["name"]
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contract.product = c["product"]
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contract.multiplier = c["multiplier"]
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contract.price_tick = c["price_tick"]
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contract.expire_date = c["expire_date"]
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contract.is_active = c["is_active"]
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else:
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contract = ContractInfo(
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symbol=c["symbol"],
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exchange=c["exchange"],
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name=c["name"],
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product=c["product"],
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multiplier=c["multiplier"],
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price_tick=c["price_tick"],
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expire_date=c["expire_date"],
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is_active=c["is_active"],
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)
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db.add(contract)
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count += 1
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db.commit()
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except Exception:
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db.rollback()
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raise
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finally:
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db.close()
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return count
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def get_contracts(
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self,
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exchange: Optional[str] = None,
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product: Optional[str] = None,
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is_active: Optional[bool] = None
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) -> List[ContractInfo]:
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"""查询合约列表"""
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db = SessionLocal()
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try:
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query = db.query(ContractInfo)
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if exchange:
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query = query.filter(ContractInfo.exchange == exchange)
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if product:
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query = query.filter(ContractInfo.product == product)
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if is_active is not None:
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query = query.filter(ContractInfo.is_active == is_active)
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query = query.order_by(ContractInfo.symbol)
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return query.all()
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finally:
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db.close()
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def get_contract(self, symbol: str) -> Optional[ContractInfo]:
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"""查询单个合约"""
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db = SessionLocal()
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try:
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return db.query(ContractInfo).filter(ContractInfo.symbol == symbol).first()
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finally:
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db.close()
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contract_service = ContractService()
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