feat(data): backfill ①年序翻转新→旧(近年优先供factor) [nas]
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spec§18.3 字面「2000→今」与其自设验收「回补~1周后即可供factor事件回测」
矛盾(升序前8天只有2000-2002老数据,近年最后才到);翻转为年DESC同PDF④
哲学: day1 即产当年数据,~1周完成近3-4年=事件因子可用,全量完结不受影响
(§18.5「600519 年报2001起逐年可查」照过)。空年照旧合法done零成本
含 cosmetic: reset_stage 归位 docstring 之后(前次批量插入错位)
This commit is contained in:
2026-09-06 23:47:57 +08:00
parent ae6e2d92d0
commit 2fa678671c
2 changed files with 26 additions and 23 deletions
+5 -4
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@@ -849,12 +849,13 @@ def run_daily(ctx, pool):
# ---------- backfill lane(①ann_meta ②news_meta ③fulltext ④PDF;T5) ----------
def _run_ann_backfill(ctx, pool, cl_cn, ledgers, recents):
"""①公告元数据回补 2000↔今全区间, 年序=新→旧(spec§18.7「~1周后可供 factor
事件回测」只有近年优先才成立;空年=合法 done, 探测优先不设深度上限)。"""
ctx.reset_stage()
"""①公告元数据回补 2000→今, unit=(stock,year), 逐年按池序(探测优先:空年=合法)。"""
today = dt.date.today()
first_seen = today.isoformat()
since_flush = 0
for year in range(BACKFILL_FROM_YEAR, today.year + 1):
for year in range(today.year, BACKFILL_FROM_YEAR - 1, -1):
year_end = today.isoformat() if year == today.year else f"{year}-12-31"
for code, org in pool:
unit = f"{code}_{year}"
@@ -890,8 +891,8 @@ def _run_ann_backfill(ctx, pool, cl_cn, ledgers, recents):
def _run_news_backfill(ctx, pool, cl_em, ledgers, recents):
ctx.reset_stage()
"""②新闻标题级回补(np-listapi), unit=(stock,page), 翻到空页或 page≥200 止。"""
ctx.reset_stage()
for code, _org in pool:
if is_done(ctx.lane, "news_end", code):
continue
@@ -937,9 +938,9 @@ def _run_news_backfill(ctx, pool, cl_em, ledgers, recents):
def _run_fulltext_backfill(ctx, cl_art, ledgers, recents):
ctx.reset_stage()
"""③新闻全文回补: 扫 news_meta 库存 → 未入账 art 补正文; 账本即进度
(无 marker 文件); 404 墓碑行(content_text=None)入账不再重试。"""
ctx.reset_stage()
rows_all = []
for part in _iter_partitions("news_meta"):
df = pd.read_parquet(part, columns=["art_code", "url", "show_time"])
+21 -19
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@@ -572,21 +572,21 @@ def _wire_backfill_ann(monkeypatch, rows_by_unit):
return calls
def test_backfill_ann_units_walk_years_asc_from_2000(root, monkeypatch):
"""unit=(stock,year), 2000→今年逐年, 每年内按池序; 空年=合法 done。"""
def test_backfill_ann_units_walk_years_desc_recent_first(root, monkeypatch):
"""unit=(stock,year), 年序=新→旧(spec§18.7「~1周后可供factor」要求近年
优先;空年=合法 done;今年窗口右端=today 相对)"""
import pandas as pd
calls = _wire_backfill_ann(monkeypatch, {("000001", "2001-01-01", "2001-12-31"):
t = dt.date.today()
calls = _wire_backfill_ann(monkeypatch, {(f"000001", f"{t.year - 1}-01-01",
f"{t.year - 1}-12-31"):
[_ann_raw(aid="b1")]})
rc = cd.run_lane("backfill")
assert rc == 0
t = dt.date.today()
n_years = t.year - 2000 + 1
assert len(calls) == n_years * 2 # 每股每年 1 req(空窗 1 页即返)
assert calls[0] == ("000001", "2000-01-01", "2000-12-31")
assert calls[-1][1].startswith(t.isoformat()[:4]) # 今年
# 今年窗口右端=今天(相对), 历年=12-31
assert calls[-1][2] == t.isoformat()
assert cd.is_done("backfill", "ann", "000001_2001")
assert calls[0] == ("000001", f"{t.year}-01-01", t.isoformat()) # 今年最先
assert calls[-1][1] == "2000-01-01" # 2000 收尾
assert cd.is_done("backfill", "ann", f"000001_{t.year - 1}")
assert cd.is_done("backfill", "ann", "000001_2000") # 空年也 done
today = t.isoformat()
ann = pd.read_parquet(root / "ann_meta" / f"dt={today}" / "part-0.parquet")
@@ -608,25 +608,26 @@ def test_backfill_ann_marker_skip_on_rerun(root, monkeypatch):
assert len(ann) == 1
def test_backfill_ann_resume_from_oldest_undone(root, monkeypatch):
"""手动标 2000/2001 done → 重跑只碰 2002 起"""
cd.mark_done("backfill", "ann", "000001_2000")
cd.mark_done("backfill", "ann", "000001_2001")
cd.mark_done("backfill", "ann", "600519_2000")
cd.mark_done("backfill", "ann", "600519_2001")
def test_backfill_ann_resume_from_undone(root, monkeypatch):
"""手动标近两年 done → 重跑只碰更老年份"""
t = dt.date.today()
for y in (t.year, t.year - 1):
cd.mark_done("backfill", "ann", f"000001_{y}")
cd.mark_done("backfill", "ann", f"600519_{y}")
calls = _wire_backfill_ann(monkeypatch, {})
cd.run_lane("backfill")
starts = {c[1] for c in calls}
assert "2000-01-01" not in starts and "2001-01-01" not in starts
assert f"{t.year}-01-01" not in starts and f"{t.year - 1}-01-01" not in starts
def test_backfill_ann_unit_fail_not_marked(root, monkeypatch):
calls = _wire_backfill_ann(monkeypatch, {})
t = dt.date.today()
_wire_backfill_ann(monkeypatch, {})
monkeypatch.setattr(cd, "fetch_cninfo_announcements",
MagicMock(side_effect=cd.TransportError("boom")))
rc = cd.run_lane("backfill")
assert rc == 1
assert not cd.is_done("backfill", "ann", "000001_2000")
assert not cd.is_done("backfill", "ann", f"000001_{t.year}")
def _wire_news_backfill(monkeypatch, pages):
@@ -702,11 +703,12 @@ def test_backfill_limit_smoke_no_markers(root, monkeypatch):
def test_backfill_wallclock_rc3(root, monkeypatch):
t = dt.date.today()
_wire_backfill_ann(monkeypatch, {})
past = (dt.datetime.now() - dt.timedelta(minutes=1)).strftime("%H:%M")
rc = cd.run_lane("backfill", until=past)
assert rc == 3
assert cd.is_done("backfill", "ann", "000001_2000") # 首 unit 完成后停
assert cd.is_done("backfill", "ann", f"000001_{t.year}") # 首 unit(今年)完成后停
# ---------- backfill lane ③news_fulltext ④PDF+容量闸门(T5) ----------