From fe5d0f00a6b3930252382422a7360b1d1dbfdea8 Mon Sep 17 00:00:00 2001 From: claude_dev Date: Sun, 6 Sep 2026 19:50:19 +0800 Subject: [PATCH] =?UTF-8?q?docs(data):=2006:00=E6=99=A8=E7=AA=97=E8=B0=83?= =?UTF-8?q?=E5=BA=A6=E4=BE=9D=E6=8D=AE=E5=AE=9E=E6=B5=8B=E5=9B=BA=E5=8C=96?= =?UTF-8?q?=20[nas]=E2=80=94=E2=80=94=E5=BA=94=E7=94=A8=E6=88=B7=E9=97=AE?= =?UTF-8?q?=E3=80=8C=E5=9F=BA=E6=9C=AC=E9=9D=A2=E6=95=B0=E6=8D=AE=E7=99=BD?= =?UTF-8?q?=E5=A4=A9=E8=A2=AB=E6=9B=B4=E6=96=B0=E7=9A=84=E5=8F=AF=E8=83=BD?= =?UTF-8?q?=E6=80=A7=E6=9C=89=E5=A4=9A=E5=A4=A7=E3=80=8D:=E6=B7=B1?= =?UTF-8?q?=E5=B8=820904=E5=85=A8=E5=B8=82=E5=9C=BA600=E6=9D=A1=E5=85=AC?= =?UTF-8?q?=E5=91=8A=E5=8F=91=E5=B8=83=E6=97=B6=E5=88=BB=E5=AE=9E=E6=B5=8B?= =?UTF-8?q?=3D=E7=9B=98=E4=B8=AD(09-15=E6=97=B6)3=E6=9D=A10%+=E7=9B=98?= =?UTF-8?q?=E5=90=8E15-20=E6=97=B646%+00=E6=97=B6=E6=A1=A354%(=E5=B7=A8?= =?UTF-8?q?=E6=BD=AE=E6=B7=B1=E5=A4=9C=E6=89=B9=E5=A4=84=E7=90=86=E3=80=8C?= =?UTF-8?q?=E5=8D=8A=E5=A4=9C=E9=B8=A1=E5=8F=AB=E3=80=8D=E5=AE=9E=E9=94=A4?= =?UTF-8?q?);=E6=96=B0=E9=97=BB=E5=BD=93=E6=97=A5=E6=9D=A1=E7=9B=AE?= =?UTF-8?q?=E7=9B=98=E4=B8=AD27%=E7=9B=98=E5=90=8E=E6=99=9A=E9=97=B473%;?= =?UTF-8?q?=E7=BB=93=E8=AE=BA=3D=E5=85=AC=E5=91=8A=E7=99=BD=E5=A4=A9?= =?UTF-8?q?=E6=9B=B4=E6=96=B0=E6=A6=82=E7=8E=87=E2=89=880=E4=B8=94?= =?UTF-8?q?=E4=B8=BB=E4=BD=93=E5=9C=A8=E9=9B=B6=E7=82=B9=E6=A1=A3,T+1?= =?UTF-8?q?=E6=99=A806:00=E6=8B=89=E5=8F=96=3D=E5=89=8D=E6=97=A5=E5=85=AC?= =?UTF-8?q?=E5=91=8A100%=E5=85=A5=E8=B4=A6,=E4=BC=98=E4=BA=8E=E4=BB=BB?= =?UTF-8?q?=E4=BD=95=E5=82=8D=E6=99=9A=E6=96=B9=E6=A1=88(17:30=E6=94=B6?= =?UTF-8?q?=E5=B7=A5=E4=BC=9A=E6=BC=8F19-20=E6=97=B618%+00=E6=97=B654%);?= =?UTF-8?q?=E6=96=B0=E9=97=BB=E5=AF=B9=E6=97=A5=E9=A2=91=E6=B6=88=E8=B4=B9?= =?UTF-8?q?=E9=9B=B6=E6=8D=9F=E5=A4=B1;spec=C2=A718.3+=E6=8A=A5=E5=91=8A?= =?UTF-8?q?=E5=90=84=E8=A1=A5=E4=B8=80=E6=AE=B5=20[nas]?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- docs/fundamental_corpus_probes_20260906.md | 4 +++- .../specs/2026-07-21-data-source-fusion-design.md | 6 +++++- 2 files changed, 8 insertions(+), 2 deletions(-) diff --git a/docs/fundamental_corpus_probes_20260906.md b/docs/fundamental_corpus_probes_20260906.md index 2299166..e4d2ea1 100644 --- a/docs/fundamental_corpus_probes_20260906.md +++ b/docs/fundamental_corpus_probes_20260906.md @@ -100,4 +100,6 @@ --- -**Sources**: [JQData 使用说明(财务数据)](https://www.joinquant.com/help/api/doc?name=JQDatadoc&id=10547) · [聚宽数据字典](https://www.joinquant.com/data/dict) · [jqdatasdk GitHub](https://github.com/JoinQuant/jqdatasdk) · [akshare stock_disclosure_cninfo 源码(本地)](venv310/lib/python3.10/site-packages/akshare/stock_feature/stock_disclosure_cninfo.py) · cninfo/np-listapi/新浪 均为本日直连实测（探测脚本 /tmp/probe_corpus_sources.py、/tmp/probe_round2.py，未跑生产）。 +**补测：发布时刻分布（06:00 晨窗调度的依据）**：深市 2026-09-04 全市场公告 600 条实测——盘中(09-15 时)仅 **3 条(0%)**，盘后 15-20 时 273 条(46%)，**00 时档 322 条(54%)**（巨潮深夜批处理披露，"半夜鸡叫"实锤）；新闻侧（600519+300750 当日 33 条）盘中 27%、盘后+晚间 73%。结论：公告白天更新概率≈0 且主体在零点档，T+1 早 06:00 拉取 = 前日公告 100% 入账，优于任何傍晚方案；新闻对日频消费零损失。盘中实时舆情属 dsa 实时链领域，非本库场景。 + +**Sources**: [JQData 使用说明(财务数据)](https://www.joinquant.com/help/api/doc?name=JQDatadoc&id=10547) · [聚宽数据字典](https://www.joinquant.com/data/dict) · [jqdatasdk GitHub](https://github.com/JoinQuant/jqdatasdk) · [akshare stock_disclosure_cninfo 源码(本地)](venv310/lib/python3.10/site-packages/akshare/stock_feature/stock_disclosure_cninfo.py) · cninfo/np-listapi/新浪 均为本日直连实测（探测脚本 /tmp/probe_corpus_sources.py、/tmp/probe_round2.py、/tmp/probe_pubtime.py，未跑生产）。 diff --git a/docs/superpowers/specs/2026-07-21-data-source-fusion-design.md b/docs/superpowers/specs/2026-07-21-data-source-fusion-design.md index ae3c077..6e2b60d 100644 --- a/docs/superpowers/specs/2026-07-21-data-source-fusion-design.md +++ b/docs/superpowers/specs/2026-07-21-data-source-fusion-design.md @@ -476,7 +476,11 @@ Schema(列名冻结,消费方=factor session 因子加工层,后续 provider fet recent-100 页面天然覆盖数日缺口(冷门股 100 条跨数月)——某天整个任务没跑,次日一次执行即可 补齐,不依赖专门回补。 -**daily lane(每日,总 ~4.5h,06:00–10:30 前后)**: +**daily lane(每日,总 ~4.5h,06:00–10:30 前后)**(06:00 晨窗依据 09-06 实测:深市 600 条公告 +发布时刻分布=盘中(09-15时)**0%**(3条)、盘后 15-20 时 46%、**00 时档 54%**(巨潮深夜批处理 +披露)——公告主体在盘后+零点档,06:00 拉取 T+1 晨=前日公告 100% 入账,**优于任何傍晚方案** +(17:30 前收工的方案会漏 19-20 时 18%+00 时 54%);新闻当日条目盘中占 27%、盘后晚间 73%, +日频消费 T+1 晨拉零损失): 1. 公告增量(巨潮,~5400 req @1/s≈1.5h):每股 seDate=T-1~T 两天窗+`announcement_id` 短窗去重 (同 margin_sse 两天窗自愈模式,漏一天次日自动补上); 2. 新闻增量(东财 search-api=akshare stock_news_em 同款端点,~5400 req @1/s≈1.5h):带摘要,