sanguo_vnpy_v2/scripts/pipeline/is_price_source_vps.py

# -*- coding: utf-8 -*-
"""VPS 价格源适配器（偏差日报三价链锚点；Mac 不可跑——桥/dbbardata 仅 VPS）。

分钟 close：桥 xtdata shim（PYTHONPATH 全链 bridge+vnpy 根+vnpy_v4.4.0+
vnpy_qmt_v0.3.3，env DEFAULT_DATA_PROVIDER/BIGQMT_ACCOUNT_ID/
BIGQMT_REDIS_PASSWORD——口令运行时读 C:\\redis\\redis.conf，
永不落盘/回显）。日线 OHLC/prev_close：quant_trading.db dbbardata（datareader
同款列名）。symbol 规范化：日志/台账四种形态 → xtdata 的 XXXXXX.SH/SZ。
"""
from __future__ import annotations

import os
import re
import sqlite3
from datetime import datetime, timedelta
from typing import Any

_BRIDGE_PYROOT = os.environ.get(
    "SANGUO_BRIDGE_PYROOT", r"C:\sanguo_bigqmt\xtquant_bridge")
_VNPY_ROOT = os.environ.get("SANGUO_VNPY_ROOT", r"C:\sanguo_vnpy_v2")
_ACCOUNT = os.environ.get("BIGQMT_ACCOUNT_ID", "66639661")
_DAILY_DB = os.environ.get(
    "SANGUO_DAILY_DB", r"C:\sanguo_vnpy_v2\data\quant_trading.db")


def normalize_symbol(sym: str) -> str:
    """600276.SH/600276/sh600276/600276.XSHG → 600276.SH（SZ 对称）。"""
    s = sym.strip().upper()
    m = re.match(r"^(?:SH|SZ)?(\d{6})(?:\.(?:SH|SZ|XSHG|XSHE))?$", s)
    if not m:
        return s
    code = m.group(1)
    exch = "SH" if s.startswith("SH") or s.endswith(("SH", "XSHG")) \
        or code.startswith(("6", "9", "5")) else "SZ"
    return f"{code}.{exch}"


def _read_redis_password() -> str:
    with open(r"C:\redis\redis.conf", "r", errors="replace") as f:
        for line in f:
            m = re.match(r"^requirepass\s+(\S+)", line)
            if m:
                return m.group(1).strip()
    raise SystemExit("NO_REQUIREPASS_IN_CONF")


def _ensure_bridge_env() -> None:
    """桥 env 配方（冒烟 09-26 实证）：DEFAULT_DATA_PROVIDER=miniqmt +
    PYTHONPATH 全链（bridge/vnpy 根/vnpy_v4.4.0/vnpy_qmt_v0.3.3）——缺任一项
    xtdata import 即报 无法连接xtquant服务。逐项 append，已有项不重复。"""
    parts = [p for p in os.environ.get("PYTHONPATH", "").split(os.pathsep)
             if p]
    for p in (_BRIDGE_PYROOT, _VNPY_ROOT,
              os.path.join(_VNPY_ROOT, "vnpy_v4.4.0"),
              os.path.join(_VNPY_ROOT, "vnpy_qmt_v0.3.3")):
        if p not in parts:
            parts.append(p)
    os.environ["PYTHONPATH"] = os.pathsep.join(parts)
    os.environ.setdefault("DEFAULT_DATA_PROVIDER", "miniqmt")
    os.environ.setdefault("BIGQMT_ACCOUNT_ID", _ACCOUNT)
    if "BIGQMT_REDIS_PASSWORD" not in os.environ:
        os.environ["BIGQMT_REDIS_PASSWORD"] = _read_redis_password()


def minute_rows_to_map(obj: Any, code: str) -> dict[tuple[str, str], float]:
    """桥 get_market_data 返回 → {(code,'HH:MM'): close}。

    实测返回=扁 DataFrame[index, close]（冒烟 09-26 实证；时间在 index 列
    或行索引皆出值）；兼容遗留嵌套 dict {code:{ts:close}} 形态。分钟键=
    digits 解析（"20260924 14:59:00" 与 "2026-09-24 14:59:00" 皆出 "14:59"）。
    """
    out: dict[tuple[str, str], float] = {}
    if hasattr(obj, "iterrows"):          # 扁 DataFrame
        for idx, row in obj.iterrows():
            v = row.get("close") if hasattr(row, "get") else row["close"]
            if v is None or v != v:
                continue
            ts_src = row.get("index", idx) if hasattr(row, "get") else idx
            digits = re.sub(r"\D", "", str(ts_src))
            if len(digits) >= 12:
                minute = f"{digits[8:10]}:{digits[10:12]}"
            else:
                continue
            out[(code, minute)] = float(v)
        return out
    sub = obj.get(code) if hasattr(obj, "get") else None   # 遗留嵌套形态
    if sub is None:
        return out
    for idx, v in (sub.items() if hasattr(sub, "items") else []):
        if v is None or v != v:
            continue
        digits = re.sub(r"\D", "", str(idx))
        if len(digits) >= 12:
            out[(code, f"{digits[8:10]}:{digits[10:12]}")] = float(v)
    return out


def _minute_closes(symbols: list[str], day: str) -> dict[tuple[str, str], float]:
    """桥拉一日分钟 close → {(symbol, 'HH:MM'): close}（当日锚点一次拉齐）。

    逐票调桥（冒烟 09-26 实证：返回扁 DataFrame 无 code 列，批量切片无法
    按票归属）；形态解析归一走 minute_rows_to_map。
    """
    _ensure_bridge_env()
    from xtquant import xtdata  # noqa: WPS433（shim 需 env 先就位，延迟导入）
    start = f"{day} 09:00:00"
    end = f"{day} 15:30:00"
    out: dict[tuple[str, str], float] = {}
    codes = sorted({normalize_symbol(s) for s in symbols})
    for code in codes:
        result = xtdata.get_market_data(
            field_list=["close"], stock_list=[code], period="1m",
            start_time=start, end_time=end)
        out.update(minute_rows_to_map(result, code))
    return out


def _daily_bars(symbol: str, day: str) -> dict | None:
    """dbbardata 当日+前一日日线 → {open/high/low/close/prev_close}。

    exchange 映射（infra 核修）：dbbardata 用 vt 约定 SSE/SZSE（datareader.py:158
    同款），非 SH/SZ——照抄 split 结果会静默查空、锚点全 None。
    """
    code = normalize_symbol(symbol)
    bare, exch = code.split(".")
    exch = {"SH": "SSE", "SZ": "SZSE"}[exch]
    prev = (datetime.strptime(day, "%Y-%m-%d") - timedelta(days=20)
            ).strftime("%Y-%m-%d")
    end_excl = (datetime.strptime(day, "%Y-%m-%d") + timedelta(days=1)
                ).strftime("%Y-%m-%d")
    with sqlite3.connect(_DAILY_DB) as conn:
        rows = conn.execute(
            "SELECT datetime, open_price, high_price, low_price, close_price "
            "FROM dbbardata WHERE symbol=? AND exchange=? AND interval='d' "
            "AND datetime>=? AND datetime<? ORDER BY datetime",
            (bare, exch, prev, end_excl)).fetchall()
    rows = [r for r in rows if str(r[0])[:10] <= day]
    if not rows:
        return None
    cur = rows[-1]
    return {"open": cur[1], "high": cur[2], "low": cur[3], "close": cur[4],
            "prev_close": rows[-2][4] if len(rows) >= 2 else cur[1]}


def make_price_fn():
    """PriceFn：minute≠None 走桥分钟缓存；None 走 dbbardata 日 close。

    缓存键=(day, code)——只按 day 键会首票之后全票静默拿 None 锚（终审核修）。
    """
    cache: dict[tuple[str, str], dict[tuple[str, str], float]] = {}

    def fn(symbol: str, day: str, minute: str | None):
        code = normalize_symbol(symbol)
        if minute is None:
            bars = _daily_bars(code, day)
            return bars and bars["close"]
        key = (day, code)
        if key not in cache:
            cache[key] = _minute_closes([code], day)
        return cache[key].get((code, minute))
    return fn


def make_ohlc_fn():
    def fn(symbol: str, day: str):
        return _daily_bars(normalize_symbol(symbol), day)
    return fn


def probe(day: str, symbol: str = "600276.SH") -> None:
    """fail-loud 自检（infra 核修）：已知 symbol 查不到日线/分钟→直接 raise，
    绝不静默空转（VPS 首跑/部署后冒烟必调；测试不依赖）。"""
    bars = _daily_bars(symbol, day)
    if not bars or not bars.get("close"):
        raise RuntimeError(f"probe: dbbardata 无 {symbol}@{day} 日线（exchange 映射/库路径错？）")
    mins = _minute_closes([symbol], day)
    if not mins:
        raise RuntimeError(f"probe: 桥分钟 close 空 {symbol}@{day}（shim env/形态错？）")
    if not any(re.match(r"^\d{2}:\d{2}$", k[1]) for k in mins):
        raise RuntimeError(
            f"probe: 分钟键形态异常 {symbol}@{day} keys={list(mins)[:3]}"
            "（索引形态与解析不符）")
    print(f"probe ok: close={bars['close']} minutes={len(mins)}")