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"""数据源适配器基类 - 对应Go的adapter/adapter.go"""
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from datetime import datetime
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from typing import Callable, List, Optional
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@dataclass
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class TickData:
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"""Tick数据"""
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symbol: str
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price: float
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volume: int
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time: int # Unix时间戳
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@dataclass
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class KLineData:
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"""K线数据"""
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symbol: str
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time: int # Unix时间戳
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open: float
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high: float
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low: float
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close: float
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volume: int
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amount: float
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open_interest: Optional[int] = None
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# 股票特有字段
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trade_date: Optional[str] = None # 交易日 (YYYY-MM-DD)
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is_limit_up: Optional[bool] = None # 是否涨停
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is_limit_down: Optional[bool] = None # 是否跌停
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total_market_cap: Optional[float] = None # 总市值（元）
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float_market_cap: Optional[float] = None # 流通市值（元）
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inst_holding_ratio: Optional[float] = None # 机构持仓占比（%）
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trading_days: Optional[int] = None # 可交易日数（从上市至今）
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@dataclass
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class SymbolInfo:
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"""标的信息"""
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symbol_id: str
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name: str
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exchange: str
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underlying: str = "" # 期货品种代码
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contract_month: str = ""
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list_date: str = ""
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delist_date: str = ""
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@dataclass
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class TradeCalData:
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"""交易日历数据"""
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date: datetime
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is_trading_day: bool
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has_night_session: bool = False
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# Tick数据回调类型
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TickCallback = Callable[[str, TickData], None]
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class DataSourceAdapter(ABC):
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"""数据源适配器接口"""
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@abstractmethod
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async def connect(self, config: dict) -> None:
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"""建立连接"""
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pass
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@abstractmethod
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async def subscribe_ticks(self, symbols: List[str], callback: TickCallback) -> None:
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"""订阅实时Tick"""
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pass
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@abstractmethod
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async def fetch_klines(
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self,
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symbol: str,
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start: str,
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end: str,
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freq: str
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) -> List[KLineData]:
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"""拉取历史K线"""
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pass
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@abstractmethod
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async def fetch_symbols(self, asset_type: str) -> List[SymbolInfo]:
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"""获取标的列表"""
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pass
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@abstractmethod
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async def fetch_trading_calendar(
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self,
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exchange: str,
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start: str,
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end: str
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) -> List[TradeCalData]:
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"""获取交易日历"""
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pass
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@abstractmethod
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async def health_check(self) -> bool:
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"""健康检查"""
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pass
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@abstractmethod
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async def close(self) -> None:
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"""关闭连接"""
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pass
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# ==================== 拆分表结构的新接口 ====================
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async def fetch_kline_base(
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self,
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symbol: str,
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start: str,
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end: str,
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freq: str
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) -> List[dict]:
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"""获取K线基础数据 (OHLCV)
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对应表: stock_klines_1d_base, stock_klines_1m_base 等
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Returns:
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List[dict] 包含字段:
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- symbol: 标的代码
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- ts: 时间戳
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- trade_date: 交易日期
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- open/high/low/close: 开高低收
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- volume: 成交量
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- amount: 成交额
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"""
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# 默认实现：使用 fetch_klines 并转换格式
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klines = await self.fetch_klines(symbol, start, end, freq)
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return [
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{
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"symbol": k.symbol,
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"ts": k.time,
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"trade_date": k.trade_date,
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"open": k.open,
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"high": k.high,
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"low": k.low,
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"close": k.close,
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"volume": k.volume,
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"amount": k.amount,
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}
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for k in klines
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]
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async def fetch_kline_quote(
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self,
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symbol: str,
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start: str,
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end: str
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) -> List[dict]:
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"""获取日线行情指标数据
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对应表: stock_klines_1d_quote
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Returns:
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List[dict] 包含字段:
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- symbol: 标的代码
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- trade_date: 交易日期
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- change_pct: 涨跌幅
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- change_Nd_pct: N日涨跌幅
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- ma_N: 均线
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- macd_dif/dea/bar: MACD指标
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- bias_N: 乖离率
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- is_limit_up/down: 涨跌停状态
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- is_st: 是否ST
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"""
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raise NotImplementedError("fetch_kline_quote not implemented")
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async def fetch_kline_finance(
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self,
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symbol: str,
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start: str,
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end: str
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) -> List[dict]:
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"""获取日线财务数据
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对应表: stock_klines_1d_finance
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Returns:
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List[dict] 包含字段:
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- symbol: 标的代码
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- trade_date: 交易日期
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- total_market_cap: 总市值
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- float_market_cap: 流通市值
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- total_shares: 总股本
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- float_shares: 流通股本
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- inst_holding_shares: 机构持股数量
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- inst_holding_ratio: 机构持仓占比
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- net_profit: 净利润
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- revenue: 营业总收入
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- eps: 每股收益
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- roe: 净资产收益率
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"""
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raise NotImplementedError("fetch_kline_finance not implemented")
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async def fetch_stock_basic_info(
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self,
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codes: Optional[List[str]] = None
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) -> List[dict]:
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"""获取股票基础信息
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对应表: stock_symbols
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Returns:
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List[dict] 包含字段:
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- symbol_id: 标的代码
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- name: 名称
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- exchange: 交易所
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- list_date: 上市日期
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- list_board: 上市板块
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- industry: 行业
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- status: 状态
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- is_delisted: 是否退市
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- delist_date: 退市日期
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"""
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# 默认实现：使用 fetch_symbols 并转换格式
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symbols = await self.fetch_symbols("stock")
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return [
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{
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"symbol_id": s.symbol_id,
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"name": s.name,
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"exchange": s.exchange,
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"list_date": s.list_date,
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"delist_date": s.delist_date,
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"status": "active" if not s.delist_date else "delisted",
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}
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for s in symbols
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]
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