hmo
0924cf3124
新建 mofin_db.py 共享数据库模块: - get_conn() 统一连接管理 (WAL + Row factory + 外键) - init_all_tables() 幂等建表 (12张表: market/sector/stock/kline/fundamentals/sectors/holdings/strategies/watchlist/candidates/score_history/events/evaluations) - write_market_snapshot() 市场快照双写 - write_klines() K线数据双写 (stocks + daily/weekly/monthly + fundamentals) - write_price_event() 价格事件双写 - migrate_stock_sectors() 一次性迁移 stock_sector_map.json - query_*() 通用查询函数 (sector_trend/top_inflow/consecutive_inflow/market_mood/db_stats) 重构现有脚本: - market_watch.py: 删除内联 DB 代码，改用 mofin_db - multi_timeframe.py: _save_local_history() 加 SQLite 双写 - price_monitor.py: record_event() 加 SQLite 双写 - mofin_query.py: 改用 mofin_db 查询函数 新增: - migrate_sectors.py: 一次性迁移脚本 清理: - get_realtime_prices.py: 死代码 (只读 portfolio.json，不调API)
463 lines
19 KiB
Python
463 lines
19 KiB
Python
#!/usr/bin/env python3
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"""mofin_db.py — MoFin 统一数据库访问层
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所有脚本通过此模块访问 mofin.db，避免重复建表/连接逻辑。
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用法:
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from mofin_db import get_conn, write_market_snapshot, write_klines, ...
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设计原则:
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- 幂等建表（CREATE TABLE IF NOT EXISTS）
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- WAL 模式 + 外键约束
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- 所有写操作返回 (success: bool, detail: str)
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- JSON 写入由调用方负责，本模块只写 SQLite
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"""
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import sqlite3
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import json
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from datetime import datetime
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from pathlib import Path
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from typing import Optional
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DATA_DIR = Path(__file__).parent / "data"
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DB_PATH = DATA_DIR / "mofin.db"
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# ═══════════════════════════════════════════════════════════
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# 连接管理
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# ═══════════════════════════════════════════════════════════
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def get_conn() -> sqlite3.Connection:
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"""获取数据库连接（WAL 模式，外键约束，Row 工厂）"""
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DATA_DIR.mkdir(parents=True, exist_ok=True)
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conn = sqlite3.connect(str(DB_PATH))
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conn.row_factory = sqlite3.Row
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conn.execute("PRAGMA journal_mode=WAL")
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conn.execute("PRAGMA foreign_keys=ON")
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return conn
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# ═══════════════════════════════════════════════════════════
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# 建表（幂等）
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# ═══════════════════════════════════════════════════════════
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def init_all_tables(conn: sqlite3.Connection):
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"""创建全部表（幂等，已存在则跳过）"""
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conn.executescript("""
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-- 市场快照
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CREATE TABLE IF NOT EXISTS market_snapshots (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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timestamp TEXT NOT NULL,
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source TEXT NOT NULL DEFAULT 'ths',
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up_ratio REAL,
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mood TEXT,
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created_at TEXT DEFAULT (datetime('now','localtime'))
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);
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CREATE INDEX IF NOT EXISTS idx_snapshots_time ON market_snapshots(timestamp);
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-- 板块快照
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CREATE TABLE IF NOT EXISTS sector_snapshots (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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snapshot_id INTEGER NOT NULL REFERENCES market_snapshots(id),
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name TEXT NOT NULL,
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change_pct REAL,
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up_count INTEGER,
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down_count INTEGER,
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net_inflow REAL,
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lead_stock TEXT,
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lead_stock_change REAL,
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volume REAL,
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turnover REAL
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);
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CREATE INDEX IF NOT EXISTS idx_sector_name ON sector_snapshots(name);
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CREATE INDEX IF NOT EXISTS idx_sector_snapshot ON sector_snapshots(snapshot_id);
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CREATE INDEX IF NOT EXISTS idx_sector_name_time ON sector_snapshots(name, snapshot_id);
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-- 个股
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CREATE TABLE IF NOT EXISTS stocks (
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code TEXT PRIMARY KEY,
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name TEXT NOT NULL,
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exchange TEXT DEFAULT 'SH',
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type TEXT DEFAULT 'A',
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updated_at TEXT
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);
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-- K线（日/周/月）
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CREATE TABLE IF NOT EXISTS stock_daily (
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code TEXT NOT NULL REFERENCES stocks(code),
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date TEXT NOT NULL,
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open REAL, close REAL, high REAL, low REAL,
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volume REAL, amount REAL,
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PRIMARY KEY (code, date)
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);
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CREATE TABLE IF NOT EXISTS stock_weekly (
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code TEXT NOT NULL REFERENCES stocks(code),
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date TEXT NOT NULL,
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open REAL, close REAL, high REAL, low REAL,
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volume REAL,
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PRIMARY KEY (code, date)
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);
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CREATE TABLE IF NOT EXISTS stock_monthly (
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code TEXT NOT NULL REFERENCES stocks(code),
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date TEXT NOT NULL,
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open REAL, close REAL, high REAL, low REAL,
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volume REAL,
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PRIMARY KEY (code, date)
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);
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-- 基本面
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CREATE TABLE IF NOT EXISTS stock_fundamentals (
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code TEXT PRIMARY KEY REFERENCES stocks(code),
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pe REAL, pb REAL, eps REAL,
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mcap_total REAL, mcap_flow REAL,
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updated_at TEXT
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);
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-- 板块成分映射
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CREATE TABLE IF NOT EXISTS stock_sectors (
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code TEXT NOT NULL REFERENCES stocks(code),
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sector_name TEXT NOT NULL,
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source TEXT DEFAULT 'ths',
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updated_at TEXT DEFAULT (datetime('now','localtime')),
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PRIMARY KEY (code, sector_name)
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);
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CREATE INDEX IF NOT EXISTS idx_stock_sector ON stock_sectors(sector_name);
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-- 持仓
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CREATE TABLE IF NOT EXISTS holdings (
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code TEXT PRIMARY KEY REFERENCES stocks(code),
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name TEXT NOT NULL,
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shares INTEGER NOT NULL,
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cost REAL,
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position_pct REAL,
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added_at TEXT,
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is_active INTEGER DEFAULT 1,
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closed_at TEXT,
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close_pnl REAL
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);
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-- 持仓策略
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CREATE TABLE IF NOT EXISTS holding_strategies (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL REFERENCES holdings(code),
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version INTEGER DEFAULT 1,
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stop_loss REAL,
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take_profit REAL,
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entry_low REAL,
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entry_high REAL,
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strategy_type TEXT DEFAULT 'holding',
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source TEXT,
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reason TEXT,
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created_at TEXT DEFAULT (datetime('now','localtime')),
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superseded_at TEXT
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);
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CREATE INDEX IF NOT EXISTS idx_strategy_code ON holding_strategies(code);
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-- 自选股
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CREATE TABLE IF NOT EXISTS watchlist_stocks (
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code TEXT PRIMARY KEY REFERENCES stocks(code),
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name TEXT NOT NULL,
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added_at TEXT DEFAULT (datetime('now','localtime')),
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is_active INTEGER DEFAULT 1
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);
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-- 候选池
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CREATE TABLE IF NOT EXISTS candidates (
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code TEXT PRIMARY KEY REFERENCES stocks(code),
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name TEXT NOT NULL,
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sector TEXT,
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reason TEXT,
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entry_range TEXT,
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stop_loss REAL,
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target REAL,
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zhiwei_star REAL,
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zhiwei_reviewed INTEGER DEFAULT 0,
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zhiwei_reviewed_at TEXT,
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promoted INTEGER DEFAULT 0,
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promoted_at TEXT,
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dropped INTEGER DEFAULT 0,
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drop_reason TEXT,
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created_at TEXT DEFAULT (datetime('now','localtime'))
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);
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-- 候选评分历史
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CREATE TABLE IF NOT EXISTS candidate_score_history (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL REFERENCES candidates(code),
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score REAL NOT NULL,
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source TEXT NOT NULL,
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reason TEXT,
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created_at TEXT DEFAULT (datetime('now','localtime'))
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);
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CREATE INDEX IF NOT EXISTS idx_candidate_history ON candidate_score_history(code, created_at);
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-- 价格事件
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CREATE TABLE IF NOT EXISTS price_events (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL REFERENCES stocks(code),
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name TEXT,
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event_type TEXT NOT NULL,
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price REAL,
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trigger_value TEXT,
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event_label TEXT,
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created_at TEXT DEFAULT (datetime('now','localtime')),
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date TEXT
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);
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CREATE INDEX IF NOT EXISTS idx_events_code ON price_events(code);
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CREATE INDEX IF NOT EXISTS idx_events_date ON price_events(date);
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-- 策略评估记录
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CREATE TABLE IF NOT EXISTS strategy_evaluations (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL REFERENCES stocks(code),
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eval_type TEXT NOT NULL,
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status TEXT DEFAULT 'pending',
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old_stop_loss REAL,
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new_stop_loss REAL,
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old_tp REAL,
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new_tp REAL,
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reason TEXT,
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created_at TEXT DEFAULT (datetime('now','localtime'))
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);
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""")
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conn.commit()
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# ═══════════════════════════════════════════════════════════
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# 市场快照写入
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# ═══════════════════════════════════════════════════════════
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def write_market_snapshot(conn: sqlite3.Connection, market_data: dict) -> tuple[bool, str, Optional[int]]:
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"""写入一次市场采集到 market_snapshots + sector_snapshots
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Returns: (ok, message, snapshot_id)
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"""
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try:
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cur = conn.execute(
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"INSERT INTO market_snapshots (timestamp, source, up_ratio, mood) VALUES (?, ?, ?, ?)",
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(market_data["timestamp"], market_data.get("source", "unknown"),
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market_data.get("up_ratio", 0), market_data.get("mood", "unknown")),
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)
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sid = cur.lastrowid
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sectors = market_data.get("sectors", [])
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rows = [(sid, s.get("name", ""), s.get("change", 0),
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s.get("up_count"), s.get("down_count"), s.get("net_inflow"),
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s.get("lead_stock"), s.get("lead_stock_change"),
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s.get("volume"), s.get("turnover")) for s in sectors]
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if rows:
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conn.executemany(
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"INSERT INTO sector_snapshots (snapshot_id, name, change_pct, up_count, down_count, "
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"net_inflow, lead_stock, lead_stock_change, volume, turnover) "
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"VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)", rows)
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conn.commit()
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return True, f"snapshot_id={sid}, sectors={len(rows)}", sid
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except Exception as e:
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try:
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conn.rollback()
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except Exception:
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pass
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return False, str(e), None
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# ═══════════════════════════════════════════════════════════
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# K线写入
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# ═══════════════════════════════════════════════════════════
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def write_klines(conn: sqlite3.Connection, code: str, name: str,
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daily: list = None, weekly: list = None, monthly: list = None,
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fundamentals: dict = None) -> bool:
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"""将个股K线数据双写 SQLite
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Args:
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code: 股票代码
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name: 股票名称
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daily/weekly/monthly: [{date, open, close, high, low, volume}, ...]
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fundamentals: {pe, pb, eps, mcap_total, mcap_flow}
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"""
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try:
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# 判断交易所
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raw = str(code)
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if len(raw) == 5 and raw.isdigit():
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exchange, stype = "HK", "H"
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elif raw.startswith(("6", "5", "9")):
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exchange, stype = "SH", "A"
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else:
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exchange, stype = "SZ", "A"
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# stocks 表（INSERT OR REPLACE）
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conn.execute(
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"INSERT OR REPLACE INTO stocks (code, name, exchange, type, updated_at) VALUES (?, ?, ?, ?, ?)",
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(code, name, exchange, stype, datetime.now().isoformat()))
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# K线数据
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for period, table, data in [
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("daily", "stock_daily", daily),
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("weekly", "stock_weekly", weekly),
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("monthly", "stock_monthly", monthly),
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]:
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if not data:
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continue
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rows = [(code, d.get("date", ""), d.get("open"), d.get("close"),
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d.get("high"), d.get("low"), d.get("volume"),
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d.get("amount") if period == "daily" else None) for d in data]
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if period == "daily":
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conn.executemany(
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f"INSERT OR REPLACE INTO {table} (code, date, open, close, high, low, volume, amount) "
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"VALUES (?, ?, ?, ?, ?, ?, ?, ?)", rows)
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else:
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conn.executemany(
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f"INSERT OR REPLACE INTO {table} (code, date, open, close, high, low, volume) "
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"VALUES (?, ?, ?, ?, ?, ?, ?)",
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[(r[0], r[1], r[2], r[3], r[4], r[5], r[6]) for r in rows])
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# 基本面
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if fundamentals:
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conn.execute(
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"INSERT OR REPLACE INTO stock_fundamentals (code, pe, pb, eps, mcap_total, mcap_flow, updated_at) "
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"VALUES (?, ?, ?, ?, ?, ?, ?)",
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(code, fundamentals.get("pe"), fundamentals.get("pb"),
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fundamentals.get("eps"), fundamentals.get("mcap_total"),
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fundamentals.get("mcap_flow"), datetime.now().isoformat()))
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conn.commit()
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return True
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except Exception as e:
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try:
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conn.rollback()
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except Exception:
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pass
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return False
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# ═══════════════════════════════════════════════════════════
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# 价格事件写入
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# ═══════════════════════════════════════════════════════════
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def write_price_event(conn: sqlite3.Connection, code: str, name: str,
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event_type: str, price: float, trigger_value: str,
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event_label: str = "") -> bool:
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"""写入一条价格事件"""
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try:
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now = datetime.now()
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conn.execute(
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"INSERT INTO price_events (code, name, event_type, price, trigger_value, event_label, date) "
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"VALUES (?, ?, ?, ?, ?, ?, ?)",
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(code, name, event_type, round(price, 2), trigger_value,
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event_label, now.strftime("%Y-%m-%d")))
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conn.commit()
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return True
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except Exception:
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try:
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conn.rollback()
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except Exception:
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pass
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return False
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# ═══════════════════════════════════════════════════════════
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# 板块成分迁移
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# ═══════════════════════════════════════════════════════════
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def migrate_stock_sectors(conn: sqlite3.Connection) -> tuple[int, int]:
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"""从 stock_sector_map.json 迁移到 stock_sectors 表
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Returns: (migrated_stocks, total_mappings)
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"""
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sector_map_path = DATA_DIR / "stock_sector_map.json"
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if not sector_map_path.exists():
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return 0, 0
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try:
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with open(sector_map_path, encoding="utf-8") as f:
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data = json.load(f)
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except Exception:
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return 0, 0
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# 过滤元数据字段
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mappings = [(code, sectors) for code, sectors in data.items()
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if not code.startswith("_") and isinstance(sectors, list)]
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total = 0
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for code, sectors in mappings:
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for sector in sectors:
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try:
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conn.execute(
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"INSERT OR IGNORE INTO stock_sectors (code, sector_name, source) VALUES (?, ?, 'ths')",
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(code, sector))
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total += 1
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except Exception:
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pass
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conn.commit()
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return len(mappings), total
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# ═══════════════════════════════════════════════════════════
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# 查询辅助
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# ═══════════════════════════════════════════════════════════
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def query_sector_trend(conn: sqlite3.Connection, name: str, limit: int = 5) -> list[dict]:
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"""板块最近N次趋势"""
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rows = conn.execute("""
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SELECT s.timestamp, ss.change_pct, ss.net_inflow,
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ss.up_count, ss.down_count, ss.lead_stock, ss.lead_stock_change
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FROM sector_snapshots ss
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JOIN market_snapshots s ON ss.snapshot_id = s.id
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WHERE ss.name = ? ORDER BY s.timestamp DESC LIMIT ?
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""", (name, limit)).fetchall()
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return [dict(r) for r in rows]
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def query_top_inflow(conn: sqlite3.Connection, limit: int = 5) -> list[dict]:
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"""最新一次资金净流入排行"""
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rows = conn.execute("""
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SELECT ss.name, ss.change_pct, ss.net_inflow, ss.lead_stock, s.timestamp
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FROM sector_snapshots ss
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JOIN market_snapshots s ON ss.snapshot_id = s.id
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WHERE s.id = (SELECT MAX(id) FROM market_snapshots)
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AND ss.net_inflow IS NOT NULL
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ORDER BY ss.net_inflow DESC LIMIT ?
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""", (limit,)).fetchall()
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return [dict(r) for r in rows]
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def query_consecutive_inflow(conn: sqlite3.Connection, days: int = 3) -> list[dict]:
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"""连续N次净流入的板块"""
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rows = conn.execute("""
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SELECT name, COUNT(*) as times, ROUND(AVG(net_inflow), 2) as avg_inflow,
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ROUND(AVG(change_pct), 2) as avg_change
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FROM sector_snapshots ss
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JOIN market_snapshots s ON ss.snapshot_id = s.id
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WHERE s.id > (SELECT MAX(id) - ? FROM market_snapshots)
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AND net_inflow > 0
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GROUP BY name HAVING COUNT(*) >= ?
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ORDER BY avg_inflow DESC
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""", (days, days)).fetchall()
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return [dict(r) for r in rows]
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def query_market_mood(conn: sqlite3.Connection, limit: int = 10) -> list[dict]:
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"""市场情绪趋势"""
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rows = conn.execute("""
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SELECT timestamp, source, up_ratio, mood
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FROM market_snapshots ORDER BY timestamp DESC LIMIT ?
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""", (limit,)).fetchall()
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return [dict(r) for r in rows]
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def query_db_stats(conn: sqlite3.Connection) -> dict:
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"""数据库概览"""
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snap_count = conn.execute("SELECT COUNT(*) FROM market_snapshots").fetchone()[0]
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sector_count = conn.execute("SELECT COUNT(*) FROM sector_snapshots").fetchone()[0]
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stock_count = conn.execute("SELECT COUNT(*) FROM stocks").fetchone()[0]
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kline_count = conn.execute(
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"SELECT COUNT(*) FROM stock_daily").fetchone()[0]
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event_count = conn.execute("SELECT COUNT(*) FROM price_events").fetchone()[0]
|
||
latest = conn.execute(
|
||
"SELECT timestamp, source FROM market_snapshots ORDER BY id DESC LIMIT 1").fetchone()
|
||
return {
|
||
"snapshots": snap_count, "sector_rows": sector_count,
|
||
"stocks": stock_count, "daily_klines": kline_count,
|
||
"price_events": event_count,
|
||
"latest_snapshot": dict(latest) if latest else None,
|
||
}
|