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2 changed files with 234 additions and 77 deletions
+155 -71
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@@ -795,19 +795,18 @@ def init_database():
logger.info("=" * 60)
logger.info("初始化数据库 Schema ...")
# 尝试创建数据库 (如果不存在)
# 尝试创建数据库如果不存在
try:
admin_conn = psycopg2.connect(
host=DB_CONFIG["host"],
port=DB_CONFIG["port"],
database="postgres", # 连接默认 postgres 库来创建新库
database="postgres",
user=DB_CONFIG["user"],
password=DB_CONFIG["password"],
)
admin_conn.autocommit = True
cursor = admin_conn.cursor()
# 检查数据库是否存在
cursor.execute(
"SELECT 1 FROM pg_database WHERE datname = %s",
(DB_CONFIG["database"],),
@@ -828,82 +827,25 @@ def init_database():
logger.warning(f" 创建数据库步骤跳过 (可能无权限): {e}")
# 执行 DDL
conn = get_pg_connection()
try:
import os as _os
import re as _re
# 尝试使用 sqlparse 按语句拆分 (处理含分号的字符串字面量、函数体等)
try:
import sqlparse as _sqlparse
_USE_SQLPARSE = True
except ImportError:
_USE_SQLPARSE = False
logger.warning(" sqlparse 未安装,回退为简单分号拆分")
schema_path = _os.path.join(_os.path.dirname(_os.path.abspath(__file__)), "schema.sql")
schema_path = _os.path.join(
_os.path.dirname(_os.path.abspath(__file__)), "schema.sql"
)
with open(schema_path, "r", encoding="utf-8") as f:
ddl_sql = f.read()
if _USE_SQLPARSE:
raw_statements = _sqlparse.split(ddl_sql)
statements = [
s.strip() for s in raw_statements
if s.strip() and not s.strip().startswith("--")
]
else:
statements = [
s.strip() for s in ddl_sql.split(";")
if s.strip() and not s.strip().startswith("--")
]
# 按依赖关系排序:CREATE TABLE → CREATE INDEX → COMMENT ON → CREATE VIEW
# 避免 sqlparse 拆分后语句乱序导致 UndefinedTable 错误
_priority = {
"CREATE TABLE": 1,
"CREATE INDEX": 2,
"COMMENT ON": 3,
"CREATE OR REPLACE VIEW": 4,
"CREATE VIEW": 4,
}
def _stmt_priority(s):
upper = s.upper()
for keyword, prio in _priority.items():
if upper.startswith(keyword):
return prio
return 99 # 兜底:最后执行
statements.sort(key=_stmt_priority)
# 设置 autocommit 模式:每条 DDL 独立事务,互不影响
# 否则 rollback 会撤销之前已成功执行的 CREATE TABLE
conn.autocommit = True
# 先去掉单行注释,再按分号分句
ddl_sql = _re.sub(r"^\s*--.*$", "", ddl_sql, flags=_re.MULTILINE)
statements = [s.strip() for s in ddl_sql.split(";") if s.strip()]
conn = get_pg_connection()
try:
cursor = conn.cursor()
for stmt in statements:
if stmt and not stmt.startswith("--"):
try:
cursor.execute(stmt)
except Exception as e:
stmt_upper = stmt.upper()
# 以下类型的语句失败视为可恢复的 warning,不中断整个初始化流程:
# 1. 视图创建(依赖的基础表可能尚未创建)
# 2. 索引创建(依赖的表可能尚未导入数据)
# 3. COMMENT ON(依赖的表/视图可能尚未创建)
is_recoverable = (
"CREATE OR REPLACE VIEW" in stmt_upper
or "CREATE VIEW" in stmt_upper
or "CREATE INDEX" in stmt_upper
or "COMMENT ON" in stmt_upper
)
if is_recoverable:
logger.warning(f" DDL 暂跳过(依赖尚未就绪): {str(e)[:150]}\n SQL: {stmt[:200]}")
else:
logger.error(f" DDL 执行失败: {str(e)[:200]}\n SQL: {stmt[:300]}")
cursor.close()
conn.close()
raise
conn.commit()
cursor.close()
logger.info(" Schema 初始化完成")
except Exception as e:
@@ -913,7 +855,6 @@ def init_database():
finally:
conn.close()
# ============================================================
# 9. 获取所有股票列表 (辅助)
# ============================================================
@@ -1041,6 +982,149 @@ def full_import(
logger.info("=" * 70)
# ============================================================
# 11. 进度查询 & 断点续传辅助函数
# ============================================================
def check_daily_progress(conn=None):
"""
查看 daily 表的导入进度(按年份 + 股票数统计)
返回各年份的记录数和独立股票数
"""
own_conn = conn is None
if own_conn:
conn = get_pg_connection()
try:
cursor = conn.cursor()
cursor.execute("""
SELECT
EXTRACT(YEAR FROM trade_date)::int AS year,
COUNT(*) AS records,
COUNT(DISTINCT ts_code) AS stocks
FROM daily
GROUP BY year
ORDER BY year
""")
rows = cursor.fetchall()
if not rows:
logger.info("daily 表无数据")
return {}
logger.info(f"{'年份':<6} {'记录数':>12} {'股票数':>8}")
logger.info("-" * 30)
result = {}
for year, records, stocks in rows:
logger.info(f"{year:<6} {records:>12,} {stocks:>8,}")
result[int(year)] = {"records": int(records), "stocks": int(stocks)}
cursor.close()
return result
finally:
if own_conn:
conn.close()
def check_table_summary(conn=None):
"""
查看所有表的导入概览
"""
own_conn = conn is None
if own_conn:
conn = get_pg_connection()
try:
tables = [
("stock_basic", None),
("trade_cal", (("trade_cal", "cal_date"),)),
("daily", (("daily", "trade_date"),)),
("daily_basic", (("daily_basic", "trade_date"),)),
("adj_factor", (("adj_factor", "trade_date"),)),
("income", (("income", "end_date"),)),
("balancesheet", (("balancesheet", "end_date"),)),
("cashflow", (("cashflow", "end_date"),)),
("fina_indicator", (("fina_indicator", "end_date"),)),
("index_daily", (("index_daily", "trade_date"),)),
]
cursor = conn.cursor()
logger.info(f"{'表名':<20} {'记录数':>12} {'最早日期':>12} {'最晚日期':>12}")
logger.info("-" * 62)
for table_name, date_info in tables:
try:
cursor.execute(sql.SQL("SELECT COUNT(*) FROM {}").format(sql.Identifier(table_name)))
count = cursor.fetchone()[0]
if date_info:
tbl, col = date_info
cursor.execute(
sql.SQL("SELECT MIN({}), MAX({}) FROM {}").format(
sql.Identifier(col), sql.Identifier(col), sql.Identifier(tbl)
)
)
min_d, max_d = cursor.fetchone()
min_str = str(min_d)[:10] if min_d else "N/A"
max_str = str(max_d)[:10] if max_d else "N/A"
logger.info(f"{table_name:<20} {count:>12,} {min_str:>12} {max_str:>12}")
else:
logger.info(f"{table_name:<20} {count:>12,}")
except Exception as e:
logger.warning(f"{table_name:<20} 查询失败: {e}")
cursor.close()
finally:
if own_conn:
conn.close()
def resume_daily_by_year(stock_list, start_year=2010, end_year=2025):
"""
从中断点恢复按年导入日线行情
自动跳过数据库已有的年份,只导入缺失年份的数据
"""
conn = get_pg_connection()
try:
cursor = conn.cursor()
cursor.execute("""
SELECT DISTINCT EXTRACT(YEAR FROM trade_date)::int AS year
FROM daily
ORDER BY year
""")
completed_years = set(row[0] for row in cursor.fetchall())
cursor.close()
finally:
conn.close()
logger.info(f"已完成年份: {sorted(completed_years)}")
logger.info(f"待导入年份: {[y for y in range(start_year, end_year+1) if y not in completed_years]}")
for year in range(start_year, end_year + 1):
if year in completed_years:
# 检查该年的股票覆盖是否完整
conn = get_pg_connection()
try:
cursor = conn.cursor()
cursor.execute(
sql.SQL("""
SELECT COUNT(DISTINCT ts_code)
FROM {}
WHERE EXTRACT(YEAR FROM trade_date) = %s
""").format(sql.Identifier("daily")),
(year,),
)
stock_count = cursor.fetchone()[0]
cursor.close()
finally:
conn.close()
logger.info(f" {year} 年: 已有 {stock_count} 只股票, 跳过")
continue
year_start = f"{year}-01-01"
year_end = f"{year}-12-31"
logger.info(f"--- 导入 {year} 年日线行情 ---")
import_daily_batch(
stock_list,
start_date=year_start,
end_date=year_end,
sleep_interval=0.2,
)
logger.info(f" {year} 年完成\n")
if __name__ == "__main__":
# 测试连接
try:
@@ -134,6 +134,9 @@
" get_stock_codes_from_db,\n",
" full_import,\n",
" batch_insert,\n",
" check_daily_progress,\n",
" check_table_summary,\n",
" resume_daily_by_year,\n",
" logger,\n",
")\n",
"from config import DB_CONFIG, TUSHARE_TOKEN, START_DATE, END_DATE\n",
@@ -345,6 +348,76 @@
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 4.2.1 查看日线导入进度\n",
"\n",
"按年份统计 daily 表中已导入的记录数和独立股票数,用于确认导入到哪个年份了。"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 查看每天的日线导入进度(按年份统计)\n",
"check_daily_progress()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 或者查看所有表的整体概览\n",
"check_table_summary()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 4.2.2 断点续传 — 从中断处继续导入\n",
"\n",
"**方法一(推荐):** 使用 `resume_daily_by_year` 自动跳过已完成的年份,只导入缺失年份。\n",
"\n",
"**方法二:** 手动修改 `start_year` 参数重新调用 `import_daily_by_year`(因为 UPSERT 幂等,重复导入不会造成数据问题)。"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 方法一:自动检测已有年份,只导入缺失年份(推荐)\n",
"stock_list = get_stock_codes_from_db()\n",
"resume_daily_by_year(stock_list, start_year=2010, end_year=2025)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 方法二:手动指定断点年份重新调用 import_daily_by_year\n",
"# 例如假设 2010~2020 已完成,从 2021 年开始继续\n",
"# stock_list = get_stock_codes_from_db()\n",
"# import_daily_by_year(stock_list, start_year=2021, end_year=2025)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"> **提示:** 以上两个方法都可以安全使用。因为 daily 表使用 `ON CONFLICT (ts_code, trade_date) DO UPDATE`,重复导入已存在的数据不会产生重复记录。另外也可查看 `import_data.log` 文件获取最后一次成功的日志输出。"
]
},
{
"cell_type": "markdown",
"metadata": {},