aria-code 0.52.0__py3-none-any.whl

aria_code/data_service.py

@@ -0,0 +1,513 @@
+"""
+data_service.py — unified market data facade
+============================================
+
+This module sits above MarketDataClient and datasources.DataRouter. It returns
+one normalized shape for quotes, history, fundamentals, and technical signals
+so report/backtest code does not need to know provider-specific schemas.
+"""
+
+from __future__ import annotations
+
+import time
+from dataclasses import asdict, dataclass, field, is_dataclass
+from datetime import datetime, timezone
+from typing import Any, Dict, List, Optional, Tuple
+
+try:
+    from packages.aria_services.cache import DistributedCacheManager
+except ImportError:
+    DistributedCacheManager = None
+
+from aria_code.packages.aria_services.provider_health import (
+    GLOBAL_PROVIDER_HEALTH,
+    ProviderHealthRegistry,
+    ProviderIssue,
+    classify_provider_error,
+)
+
+
+def _dedupe(values: List[Any]) -> List[str]:
+    return list(dict.fromkeys(str(v) for v in values if v not in (None, "", [], {})))
+
+
+def _is_present(value: Any) -> bool:
+    return value not in (None, "", [], {})
+
+
+def _to_dict(value: Any) -> Dict[str, Any]:
+    if value is None:
+        return {}
+    if isinstance(value, dict):
+        return dict(value)
+    if is_dataclass(value):
+        return asdict(value)
+    if hasattr(value, "to_dict"):
+        try:
+            return dict(value.to_dict())
+        except Exception:
+            pass
+    if hasattr(value, "__dict__"):
+        return dict(value.__dict__)
+    return {}
+
+
+def _provider_chain(data: Dict[str, Any], fallback: str) -> List[str]:
+    chain = data.get("provider_chain")
+    if isinstance(chain, list):
+        return _dedupe(chain)
+    return _dedupe([data.get("provider"), data.get("source"), fallback])
+
+
+def _provider_from_call(method: str, data: Dict[str, Any] | None = None) -> str:
+    data = data or {}
+    provider = data.get("provider") or data.get("source")
+    if provider:
+        return str(provider)
+    return "market_data_client" if method in {"quote", "history", "fundamentals", "technical_indicators"} else method
+
+
+def _data_with_success(data: Dict[str, Any], success: bool) -> Dict[str, Any]:
+    """Return payload with its embedded success flag matching DataServiceResult."""
+    if not data:
+        return {}
+    out = dict(data)
+    out["success"] = bool(success)
+    return out
+
+
+def _utc_now() -> datetime:
+    return datetime.now(timezone.utc)
+
+
+def _utc_timestamp() -> str:
+    return _utc_now().isoformat(timespec="seconds").replace("+00:00", "Z")
+
+
+def _parse_timestamp(value: Any) -> Optional[datetime]:
+    if not value:
+        return None
+    if isinstance(value, datetime):
+        return value if value.tzinfo else value.replace(tzinfo=timezone.utc)
+    text = str(value).strip()
+    if not text:
+        return None
+    if text.endswith("Z"):
+        text = text[:-1] + "+00:00"
+    try:
+        dt = datetime.fromisoformat(text)
+        return dt if dt.tzinfo else dt.replace(tzinfo=timezone.utc)
+    except ValueError:
+        return None
+
+
+@dataclass
+class DataServiceResult:
+    kind: str
+    symbol: str
+    success: bool
+    data: Dict[str, Any] = field(default_factory=dict)
+    provider_chain: List[str] = field(default_factory=list)
+    warnings: List[str] = field(default_factory=list)
+    errors: List[str] = field(default_factory=list)
+    missing_fields: List[str] = field(default_factory=list)
+    source: str = ""
+    stale: bool = False
+    quality: Dict[str, Any] = field(default_factory=dict)
+    timestamp: str = field(default_factory=_utc_timestamp)
+
+
+@dataclass
+class DataBundle:
+    symbol: str
+    quote: Dict[str, Any] = field(default_factory=dict)
+    history: Dict[str, Any] = field(default_factory=dict)
+    fundamentals: Dict[str, Any] = field(default_factory=dict)
+    technical: Dict[str, Any] = field(default_factory=dict)
+    provider_chain: List[str] = field(default_factory=list)
+    warnings: List[str] = field(default_factory=list)
+    errors: List[str] = field(default_factory=list)
+    missing_fields: List[str] = field(default_factory=list)
+    quality: Dict[str, Any] = field(default_factory=dict)
+    status: str = "data_unavailable"
+    timestamp: str = field(default_factory=_utc_timestamp)
+
+
+class DataService:
+    """Unified data entrypoint with cache, fallback, provenance and validation."""
+
+    def __init__(
+        self,
+        market_client: Any = None,
+        router: Any = None,
+        ttl_seconds: int = 60,
+        max_quote_age_seconds: int = 900,
+        provider_health: ProviderHealthRegistry | None = None,
+    ):
+        if market_client is None:
+            from market_data_client import MarketDataClient
+            market_client = MarketDataClient()
+        self._router_disabled = router is False
+        if self._router_disabled:
+            router = None
+        if router is None:
+            if not self._router_disabled:
+                try:
+                    from datasources.router import get_router
+                    router = get_router()
+                except Exception:
+                    router = None
+        self.market_client = market_client
+        self.router = router
+        self.ttl_seconds = ttl_seconds
+        self.max_quote_age_seconds = max_quote_age_seconds
+        self.provider_health = provider_health or GLOBAL_PROVIDER_HEALTH
+        import os
+        redis_url = os.environ.get("REDIS_URL", None)
+        if DistributedCacheManager:
+            self._cache_manager = DistributedCacheManager(redis_url=redis_url)
+        else:
+            self._cache_manager = None
+            self._cache: Dict[Tuple[Any, ...], Tuple[float, DataServiceResult]] = {}
+    def quote(self, symbol: str) -> DataServiceResult:
+        return self._cached(("quote", symbol), lambda: self._quote_uncached(symbol))
+
+    def history(self, symbol: str, days: int = 370, interval: str = "1d") -> DataServiceResult:
+        return self._cached(("history", symbol, days, interval), lambda: self._history_uncached(symbol, days, interval))
+
+    def fundamentals(self, symbol: str) -> DataServiceResult:
+        return self._cached(("fundamentals", symbol), lambda: self._fundamentals_uncached(symbol))
+
+    def technical_indicators(self, symbol: str, days: int = 120) -> DataServiceResult:
+        return self._cached(("technical", symbol, days), lambda: self._technical_uncached(symbol, days))
+
+    def bundle(self, symbol: str, history_days: int = 370, technical_days: int = 120) -> DataBundle:
+        quote = self.quote(symbol)
+        history = self.history(symbol, days=history_days)
+        fundamentals = self.fundamentals(symbol)
+        technical = self.technical_indicators(symbol, days=technical_days)
+
+        provider_chain = _dedupe(
+            quote.provider_chain + history.provider_chain + fundamentals.provider_chain + technical.provider_chain
+        )
+        warnings = quote.warnings + history.warnings + fundamentals.warnings + technical.warnings
+        errors = quote.errors + history.errors + fundamentals.errors + technical.errors
+        missing_fields = self._bundle_missing_fields(quote, history, fundamentals, technical)
+        stale = quote.stale or history.stale or technical.stale
+
+        core_success = quote.success and history.success and technical.success
+        any_success = quote.success or history.success or fundamentals.success or technical.success
+        status = "complete" if core_success and not missing_fields else "partial" if any_success else "data_unavailable"
+        if stale and status == "complete":
+            status = "stale"
+        return DataBundle(
+            symbol=symbol,
+            quote=quote.data,
+            history=history.data,
+            fundamentals=fundamentals.data,
+            technical=technical.data,
+            provider_chain=provider_chain,
+            warnings=warnings[:10],
+            errors=errors[:10],
+            missing_fields=missing_fields,
+            quality={
+                "status": status,
+                "stale": stale,
+                "providers": provider_chain,
+                "provider_health": self.provider_health.snapshot(),
+                "missing_fields": missing_fields,
+                "warnings": warnings[:10],
+                "errors": errors[:10],
+            },
+            status=status,
+        )
+
+    def _cached(self, key: Tuple[Any, ...], factory: Any) -> DataServiceResult:
+        # Convert tuple key to string for Redis
+        str_key = "|".join(str(k) for k in key)
+
+        if self._cache_manager:
+            import json
+            cached = self._cache_manager.get(str_key)
+            if cached:
+                # If cached is dict (from redis json), we might need to cast it back to DataServiceResult
+                # For simplicity, if we rely on pickle or raw dict, we assume the factory returns raw or dataclass
+                # Since DataServiceResult is a dataclass, we could recreate it or just return it.
+                if isinstance(cached, dict):
+                    return DataServiceResult(**cached)
+                return cached
+
+            result = factory()
+            # To cache it in redis, convert dataclass to dict if necessary
+            val_to_cache = result.__dict__ if hasattr(result, '__dict__') else result
+            self._cache_manager.set(str_key, val_to_cache, self.ttl_seconds)
+            return result
+        else:
+            now = time.time()
+            cached = self._cache.get(key)
+            if cached and now - cached[0] <= self.ttl_seconds:
+                return cached[1]
+            result = factory()
+            self._cache[key] = (now, result)
+            return result
+
+    def _quote_uncached(self, symbol: str) -> DataServiceResult:
+        warnings: List[str] = []
+        data = self._call_market("quote", symbol, warnings)
+        if not self._valid_quote(data):
+            primary = data
+            fallback = self._call_router("quote", symbol, warnings)
+            data = fallback or primary
+        return self._result("quote", symbol, data, warnings, required=["price"], validator=self._valid_quote)
+
+    def _history_uncached(self, symbol: str, days: int, interval: str) -> DataServiceResult:
+        warnings: List[str] = []
+        data = self._call_market("history", symbol, warnings, days=days, interval=interval)
+        if not self._valid_history(data):
+            data = self._call_router("history", symbol, warnings, days=days, interval=interval)
+        return self._result("history", symbol, data, warnings, required=["data"], validator=self._valid_history)
+
+    def _fundamentals_uncached(self, symbol: str) -> DataServiceResult:
+        warnings: List[str] = []
+        data = self._call_market("fundamentals", symbol, warnings)
+        if not self._valid_payload(data):
+            data = self._call_router("fundamentals", symbol, warnings)
+        return self._result("fundamentals", symbol, data, warnings, required=[])
+
+    def _technical_uncached(self, symbol: str, days: int) -> DataServiceResult:
+        warnings: List[str] = []
+        data = self._call_market("technical_indicators", symbol, warnings, days=days)
+
+        # Yahoo Finance v8 fallback — for US symbols when primary TA source is rate-limited
+        # or returns insufficient data (newly-listed stocks, ETFs without MDC coverage)
+        _sym = symbol.upper().strip()
+        _is_us = not (_sym.endswith((".SZ", ".SS", ".SH", ".HK")) or _sym.isdigit())
+        _needs_fallback = _is_us and (
+            not data or
+            data.get("success") is False or
+            (data.get("success") and data.get("rsi") is None)
+        )
+        if _needs_fallback:
+            try:
+                import json as _jv8
+                import urllib.request as _uv8
+                import statistics as _sv8
+                _url = (
+                    f"https://query1.finance.yahoo.com/v8/finance/chart/{_sym}"
+                    "?interval=1d&range=6mo"
+                )
+                _req = _uv8.Request(_url, headers={
+                    "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36",
+                    "Accept": "application/json",
+                })
+                with _uv8.urlopen(_req, timeout=10) as _r:
+                    _raw = _jv8.loads(_r.read())
+                _res  = _raw["chart"]["result"][0]
+                _q    = _res["indicators"]["quote"][0]
+                _c    = [x for x in _q.get("close", []) if x is not None]
+                _v    = [x for x in _q.get("volume", []) if x is not None]
+                if len(_c) >= 14:
+                    def _ema(p, n):
+                        k, r = 2/(n+1), [p[0]]
+                        for x in p[1:]: r.append(x*k + r[-1]*(1-k))
+                        return r
+                    _d  = [_c[i]-_c[i-1] for i in range(1, len(_c))]
+                    _g  = [max(x,0) for x in _d]; _l = [max(-x,0) for x in _d]
+                    _ag = sum(_g[:14])/14;         _al = sum(_l[:14])/14
+                    for i in range(14, len(_g)):
+                        _ag = (_ag*13+_g[i])/14;  _al = (_al*13+_l[i])/14
+                    _rsi = (100 - 100/(1+_ag/_al)) if _al else 100.0
+                    n = len(_c)
+                    _ma20 = sum(_c[-20:])/min(20, n)
+                    _ma60 = sum(_c[-60:])/min(60, n) if n >= 14 else _ma20
+                    _std  = _sv8.stdev(_c[-min(20,n):]) if n >= 2 else 0
+                    _v8_data: Dict[str, Any] = {
+                        "success": True,
+                        "price":   round(_c[-1], 2),
+                        "rsi":     round(_rsi, 2),
+                        "ma20":    round(_ma20, 2),
+                        "ma60":    round(_ma60, 2),
+                        "bb_upper": round(_ma20 + 2*_std, 2),
+                        "bb_mid":   round(_ma20, 2),
+                        "bb_lower": round(_ma20 - 2*_std, 2),
+                        "provider": "yahoo_v8",
+                        "history_bars": n,
+                    }
+                    if n >= 26:
+                        _e12 = _ema(_c, 12); _e26 = _ema(_c, 26)
+                        _md  = [a-b for a,b in zip(_e12, _e26)]
+                        _sg  = _ema(_md, 9)
+                        _v8_data["macd"]        = round(_md[-1], 4)
+                        _v8_data["macd_signal"] = round(_sg[-1], 4)
+                        _v8_data["macd_hist"]   = round(_md[-1]-_sg[-1], 4)
+                    if _v:
+                        _v8_data["volume"] = int(_v[-1])
+                    data = _v8_data
+                    warnings.append(f"yahoo_v8 fallback ({n} bars)")
+                elif len(_c) > 0:
+                    # Too few bars for TA — still surface current price and bar count
+                    data = {
+                        "success": False,
+                        "price":   round(_c[-1], 2),
+                        "history_bars": len(_c),
+                        "provider": "yahoo_v8",
+                    }
+                    if _v:
+                        data["volume"] = int(_v[-1])
+                    _bar_str = f"{len(_c)} 个交易日"
+                    warnings.append(f"数据不足（仅 {_bar_str}）— 新上市标的，TA 指标需至少 14 日历史")
+            except Exception:
+                pass
+
+        return self._result("technical", symbol, data, warnings, required=["rsi", "macd", "ma20"])
+
+    def _call_market(self, method: str, symbol: str, warnings: List[str], **kwargs: Any) -> Dict[str, Any]:
+        try:
+            fn = getattr(self.market_client, method)
+            data = _to_dict(fn(symbol, **kwargs))
+            provider = _provider_from_call(method, data)
+            if data.get("success") is False:
+                issue = classify_provider_error(provider, data.get("error") or "unavailable")
+                self.provider_health.mark_issue(issue)
+                warnings.append(self._format_issue(method, issue))
+            elif data:
+                self.provider_health.mark_success(provider)
+            return data
+        except Exception as exc:
+            issue = classify_provider_error("market_data_client", exc)
+            self.provider_health.mark_issue(issue)
+            warnings.append(self._format_issue(method, issue))
+            return {}
+
+    def _call_router(self, method: str, symbol: str, warnings: List[str], **kwargs: Any) -> Dict[str, Any]:
+        if self._router_disabled:
+            return {}
+        if self.router is None:
+            issue = classify_provider_error("data_router", "router unavailable")
+            self.provider_health.mark_issue(issue)
+            warnings.append(self._format_issue(method, issue))
+            return {}
+        try:
+            fn = getattr(self.router, method)
+            data = _to_dict(fn(symbol, **kwargs))
+            if data:
+                data.setdefault("success", True)
+                data.setdefault("provider", data.get("source") or f"data_router.{method}")
+                data.setdefault("provider_chain", _dedupe([data.get("provider"), data.get("source")]))
+                self.provider_health.mark_success(str(data.get("provider")))
+            return data
+        except Exception as exc:
+            issue = classify_provider_error("data_router", exc)
+            self.provider_health.mark_issue(issue)
+            warnings.append(self._format_issue(method, issue))
+            return {}
+
+    @staticmethod
+    def _format_issue(method: str, issue: ProviderIssue) -> str:
+        return f"{issue.provider}.{method}: {issue.category} — {issue.message}"
+
+    def _result(
+        self,
+        kind: str,
+        symbol: str,
+        data: Dict[str, Any],
+        warnings: List[str],
+        required: List[str],
+        validator: Any = None,
+    ) -> DataServiceResult:
+        validator = validator or self._valid_payload
+        success = validator(data)
+        missing = [key for key in required if not _is_present(data.get(key))]
+        if kind == "quote" and "price" in required and not self._valid_quote(data):
+            if "price" not in missing:
+                missing.append("price")
+        if data.get("success") is False:
+            success = False
+        payload = _data_with_success(data, success)
+        source = str(data.get("provider") or data.get("source") or "")
+        payload_ts = data.get("timestamp") or data.get("asof") or data.get("as_of")
+        timestamp = str(payload_ts or _utc_timestamp())
+        stale = self._is_stale(kind, payload_ts)
+        errors = []
+        if data.get("error"):
+            errors.append(str(data.get("error")))
+        status = "ok" if success and not missing and not stale else (
+            "stale" if success and stale else "partial" if success else "unavailable"
+        )
+        return DataServiceResult(
+            kind=kind,
+            symbol=symbol,
+            success=success,
+            data=payload if payload else {},
+            provider_chain=_provider_chain(data, kind) if data else [],
+            warnings=warnings[:5],
+            errors=errors[:5],
+            missing_fields=missing,
+            source=source,
+            stale=stale,
+            quality={
+                "status": status,
+                "stale": stale,
+                "source": source,
+                "providers": _provider_chain(data, kind) if data else [],
+                "provider_health": self.provider_health.snapshot(),
+                "missing_fields": missing,
+                "warnings": warnings[:5],
+                "errors": errors[:5],
+            },
+            timestamp=timestamp,
+        )
+
+    def _is_stale(self, kind: str, timestamp: Any) -> bool:
+        if kind != "quote":
+            return False
+        dt = _parse_timestamp(timestamp)
+        if dt is None:
+            return False
+        return (_utc_now() - dt).total_seconds() > self.max_quote_age_seconds
+
+    @staticmethod
+    def _valid_payload(data: Dict[str, Any]) -> bool:
+        return bool(data) and data.get("success") is not False
+
+    @staticmethod
+    def _valid_quote(data: Dict[str, Any]) -> bool:
+        if not data or data.get("success") is False:
+            return False
+        price = data.get("price")
+        try:
+            return price is not None and float(price) > 0
+        except (TypeError, ValueError):
+            return False
+
+    @staticmethod
+    def _valid_history(data: Dict[str, Any]) -> bool:
+        if not data or data.get("success") is False:
+            return False
+        rows = data.get("data")
+        try:
+            return rows is not None and len(rows) > 0
+        except TypeError:
+            return False
+
+    @staticmethod
+    def _bundle_missing_fields(
+        quote: DataServiceResult,
+        history: DataServiceResult,
+        fundamentals: DataServiceResult,
+        technical: DataServiceResult,
+    ) -> List[str]:
+        missing: List[str] = []
+        if not quote.success or not _is_present(quote.data.get("price")):
+            missing.append("price")
+        if not history.success:
+            missing.append("history")
+        for key in ("pe_ratio", "pe_ttm", "pb_ratio", "pb", "roe"):
+            if _is_present(fundamentals.data.get(key)):
+                break
+        else:
+            missing.append("fundamentals")
+        for key in ("rsi", "macd", "ma20"):
+            if not _is_present(technical.data.get(key)):
+                missing.append(key)
+        return _dedupe(missing)

aria_code/datasources/__init__.py

@@ -0,0 +1,23 @@
+"""
+datasources/ — Aria Code 统一市场数据层
+========================================
+用户在 ~/.aria/datasources.yaml 配置数据源优先级，
+路由器按序尝试，首个成功的结果直接返回。
+
+支持市场:
+  A股   → akshare / tushare / eastmoney
+  美股   → yfinance / polygon / finnhub / alphavantage
+  加密   → ccxt (binance/okx) / yfinance
+  基本面 → tushare / yfinance
+
+快速使用:
+    from datasources.router import DataRouter
+    router = DataRouter()
+    print(router.quote("AAPL"))
+    print(router.quote("000001"))   # A股
+    print(router.quote("BTC/USDT")) # 加密
+"""
+
+from .router import DataRouter, get_router
+
+__all__ = ["DataRouter", "get_router"]