feat(nas_sync): 小表全量同步管线(constituent_unified+bs_adjust_factor)
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新增 export_table.py/merge_table.py/sync_tables.sh: VPS stdin喂python全量dump → scp → NAS全量替换(DROP+CREATE+INSERT,幂等可重跑)。sync_dbbardata.sh 每日increment末尾连带跑 sync_tables,保持NAS副本成份股/复权因子不陈旧。修复NAS组合回测选股恒空(NAS副本缺constituent_unified表,phase3只导dbbardata)。
This commit is contained in:
2026-07-31 08:18:36 +08:00
parent 176c17f611
commit b2aab85105
4 changed files with 174 additions and 0 deletions
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"""VPS 端:全量导出单张小表到独立 sqlite 文件(搬数据,merge 端重建 schema)。
用于 constituent_unified / bs_adjust_factor 等小表全量同步
(无 id 增量键、行数万级、变化不频繁,全量 dump+replace 最简)。
- 纯 sqlite3 标准库,零第三方依赖。
- 只读主库(mode=ro),不干扰 VPS 生产写入。
- CREATE TABLE AS SELECT 搬数据(列名保留;约束由 NAS merge 端权威 schema 重建)。
用法:
python export_table.py --db PATH --out out.db --table constituent_unified
"""
import argparse
import os
import sqlite3
def main():
ap = argparse.ArgumentParser(description="全量导出单张小表到独立 sqlite")
ap.add_argument("--db", required=True, help="源 quant_trading.db 路径")
ap.add_argument("--out", required=True, help="输出 sqlite 路径")
ap.add_argument("--table", required=True, help="表名")
args = ap.parse_args()
tbl = args.table
conn = sqlite3.connect("file:%s?mode=ro" % args.db, uri=True)
cur = conn.cursor()
exists = cur.execute(
"SELECT 1 FROM sqlite_master WHERE type='table' AND name=?", (tbl,)
).fetchone()
if not exists:
raise SystemExit("table not found in source db: %s" % tbl)
if os.path.exists(args.out):
os.remove(args.out)
cur.execute("ATTACH DATABASE ? AS inc", (args.out,))
cur.execute(
"CREATE TABLE inc.[%s] AS SELECT * FROM main.[%s]" % (tbl, tbl)
)
n = cur.execute("SELECT COUNT(*) FROM inc.[%s]" % tbl).fetchone()[0]
conn.commit()
conn.close()
print("EXPORTED table=%s rows=%d sizeMB=%.2f -> %s"
% (tbl, n, os.path.getsize(args.out) / 1048576.0, args.out))
if __name__ == "__main__":
main()
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"""NAS 端:全量替换单张小表(DROP + CREATE + INSERT),幂等可重跑。
用于 constituent_unified / bs_adjust_factor 等小表。
- 纯 sqlite3 标准库,零第三方依赖(NAS 宿主 Python 3.8 也能跑)。
- DROP IF EXISTS + 权威 schema 重建 + INSERT:每次全量替换,重跑安全。
- 权威 schema(含主键/约束)硬编码在此,NAS 副本对齐 VPS。
用法:
python merge_table.py --db /volume1/.../quant_trading.db --inc /tmp/t.db --table constituent_unified
"""
import argparse
import sqlite3
# 权威 schema(对齐 VPS quant_trading.db)。新增表在此登记。
SCHEMAS = {
"constituent_unified": (
"CREATE TABLE constituent_unified("
"index_code TEXT, code TEXT, code_name TEXT, source TEXT,"
"in_current INT, was_removed INT)"
),
"bs_adjust_factor": (
"CREATE TABLE bs_adjust_factor("
"code TEXT NOT NULL, dividOperateDate TEXT NOT NULL,"
"foreAdjustFactor REAL, backAdjustFactor REAL, adjustFactor REAL,"
"PRIMARY KEY (code, dividOperateDate))"
),
}
# 列名(与源表对齐,用于 INSERT 列顺序)。
COLUMNS = {
"constituent_unified":
"index_code,code,code_name,source,in_current,was_removed",
"bs_adjust_factor":
"code,dividOperateDate,foreAdjustFactor,backAdjustFactor,adjustFactor",
}
# 额外索引(主键自带的不列)。
INDEXES = {
"constituent_unified": [
"CREATE INDEX IF NOT EXISTS idx_cu_index ON constituent_unified(index_code)",
"CREATE INDEX IF NOT EXISTS idx_cu_code ON constituent_unified(code)",
],
"bs_adjust_factor": [],
}
def main():
ap = argparse.ArgumentParser(description="全量替换单张小表进 NAS 副本")
ap.add_argument("--db", required=True, help="NAS quant_trading.db 路径")
ap.add_argument("--inc", required=True, help="增量 sqlite 路径")
ap.add_argument("--table", required=True, help="表名")
args = ap.parse_args()
tbl = args.table
if tbl not in SCHEMAS:
raise SystemExit("unknown table %s; add schema/columns first" % tbl)
cols = COLUMNS[tbl]
conn = sqlite3.connect(args.db)
cur = conn.cursor()
for p in ("PRAGMA journal_mode=WAL", "PRAGMA synchronous=NORMAL"):
cur.execute(p)
cur.execute("ATTACH DATABASE ? AS inc", (args.inc,))
inc_count = cur.execute(
"SELECT COUNT(*) FROM inc.[%s]" % tbl).fetchone()[0]
cur.execute("DROP TABLE IF EXISTS main.[%s]" % tbl)
cur.execute(SCHEMAS[tbl])
for idx in INDEXES.get(tbl, []):
cur.execute(idx)
cur.execute(
"INSERT INTO main.[%s](%s) SELECT %s FROM inc.[%s]" % (tbl, cols, cols, tbl)
)
conn.commit()
after = cur.execute(
"SELECT COUNT(*) FROM main.[%s]" % tbl).fetchone()[0]
conn.close()
print("REPLACED table=%s inc=%d after=%d" % (tbl, inc_count, after))
if __name__ == "__main__":
main()
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exit 1 exit 1
;; ;;
esac esac
# 小表全量同步(constituent_unified 成份股 / bs_adjust_factor 复权因子:
# 月度或除权日才变,万级行,全量几秒)。独立 log(sync_tables.log),
# 失败不影响 dbbardata 主流程。每日 increment 连带跑,保持 NAS 副本不陈旧。
bash "$(dirname "$0")/sync_tables.sh" >> "$LOG" 2>&1 \
|| echo "[$(date '+%T')] WARN sync_tables 非致命" >> "$LOG"
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#!/bin/bash
# NAS 端:小表全量同步(constituent_unified / bs_adjust_factor 等)。
#
# 这些表无 id 增量键、行数万级、变化不频繁(成份股月度调整 / 除权日),
# 全量 dump + replace 最简,每天跑也只需几秒。
#
# 用法: bash sync_tables.sh
# 设计同 sync_dbbardata.sh: VPS python(stdin 喂) 导出 sqlite → scp → NAS 全量替换。
# 幂等: merge 端 DROP+CREATE+INSERT,重跑安全。
set -eu
KEY=/var/services/homes/admin/.ssh/id_ed25519_nas
VPS=Administrator@49.232.102.198
VPS_DB='C:\sanguo_vnpy_v2\data\quant_trading.db'
VPS_OUT='C:\sanguo_vnpy_v2\data\_sync_tbl.db'
VPS_OUT_SCP='C:/sanguo_vnpy_v2/data/_sync_tbl.db'
VPS_PY='C:\Python310\python.exe -X utf8 -'
ROOT=/volume1/stock/sanguo_vnpy_v2
EXP=$ROOT/scripts/nas_sync/export_table.py
MERGE=$ROOT/scripts/nas_sync/merge_table.py
DB=$ROOT/data_backup/quant_trading.db
STAGE=$ROOT/data_backup/_staging
LOG=$ROOT/data_backup/sync_tables.log
# 要全量同步的小表清单(merge_table.py 需登记 schema
TABLES=(constituent_unified bs_adjust_factor)
mkdir -p "$STAGE"
echo "=== $(date '+%F %T') tables sync start ===" >> "$LOG"
for T in "${TABLES[@]}"; do
echo "[$(date '+%T')] export $T ..." >> "$LOG"
ssh -i "$KEY" -o StrictHostKeyChecking=no "$VPS" \
"$VPS_PY --db $VPS_DB --out $VPS_OUT --table $T" < "$EXP" >> "$LOG" 2>&1
scp -i "$KEY" -o StrictHostKeyChecking=no "$VPS:$VPS_OUT_SCP" "$STAGE/tbl.db" >> "$LOG" 2>&1
python3 "$MERGE" --db "$DB" --inc "$STAGE/tbl.db" --table "$T" >> "$LOG" 2>&1
rm -f "$STAGE/tbl.db"
echo "[$(date '+%T')] $T done" >> "$LOG"
done
echo "=== $(date '+%F %T') TABLES SYNC DONE ===" >> "$LOG"