244 lines
7.8 KiB
Python
244 lines
7.8 KiB
Python
# -*- coding: utf-8 -*-
|
||
"""
|
||
SQLite 数据访问层：线程安全连接 + 轻量查询封装
|
||
表结构：stocks / stock_daily / news / institutions / inst_ratings / fund_holdings
|
||
/ watchlist(自选) / analysis_cache(深度报告缓存)
|
||
"""
|
||
import sqlite3
|
||
import threading
|
||
from contextlib import contextmanager
|
||
|
||
from config import DB_PATH
|
||
|
||
_local = threading.local()
|
||
|
||
SCHEMA = """
|
||
CREATE TABLE IF NOT EXISTS stocks (
|
||
code TEXT PRIMARY KEY,
|
||
name TEXT NOT NULL,
|
||
industry TEXT DEFAULT '',
|
||
board TEXT DEFAULT '主板',
|
||
total_shares REAL DEFAULT 0, -- 总股本（亿股）
|
||
float_shares REAL DEFAULT 0, -- 流通股本（亿股）
|
||
list_date TEXT DEFAULT '',
|
||
pe REAL DEFAULT 0, -- 市盈率（动）
|
||
pb REAL DEFAULT 0, -- 市净率
|
||
market_cap REAL DEFAULT 0, -- 总市值（亿元）
|
||
description TEXT DEFAULT '' -- 公司简介
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS stock_daily (
|
||
code TEXT NOT NULL,
|
||
date TEXT NOT NULL,
|
||
open REAL DEFAULT 0,
|
||
high REAL DEFAULT 0,
|
||
low REAL DEFAULT 0,
|
||
close REAL DEFAULT 0,
|
||
volume REAL DEFAULT 0, -- 成交量（万股）
|
||
amount REAL DEFAULT 0, -- 成交额（万元）
|
||
change_pct REAL DEFAULT 0, -- 涨跌幅 %
|
||
PRIMARY KEY (code, date)
|
||
);
|
||
CREATE INDEX IF NOT EXISTS idx_daily_date ON stock_daily(date);
|
||
|
||
CREATE TABLE IF NOT EXISTS news (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
title TEXT NOT NULL,
|
||
content TEXT DEFAULT '',
|
||
source TEXT DEFAULT '',
|
||
category TEXT DEFAULT '市场',
|
||
publish_date TEXT DEFAULT '',
|
||
related_stocks TEXT DEFAULT '', -- 关联股票代码，逗号分隔
|
||
sentiment REAL DEFAULT 0, -- 情感 -1~1
|
||
is_positive INTEGER DEFAULT 1,
|
||
created_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
CREATE INDEX IF NOT EXISTS idx_news_date ON news(publish_date);
|
||
|
||
CREATE TABLE IF NOT EXISTS institutions (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
name TEXT UNIQUE,
|
||
type TEXT DEFAULT '', -- 公募基金/券商研究/保险资管/外资机构/私募游资
|
||
description TEXT DEFAULT ''
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS inst_ratings (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
inst_id INTEGER,
|
||
inst_name TEXT,
|
||
stock_code TEXT,
|
||
rating TEXT DEFAULT '中性', -- 买入/增持/中性/减持
|
||
target_price REAL DEFAULT 0,
|
||
rating_date TEXT DEFAULT '',
|
||
prev_rating TEXT DEFAULT ''
|
||
);
|
||
CREATE INDEX IF NOT EXISTS idx_ratings_code ON inst_ratings(stock_code);
|
||
CREATE INDEX IF NOT EXISTS idx_ratings_date ON inst_ratings(rating_date);
|
||
|
||
CREATE TABLE IF NOT EXISTS fund_holdings (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
inst_id INTEGER,
|
||
inst_name TEXT,
|
||
stock_code TEXT,
|
||
quarter TEXT, -- 2026Q2
|
||
hold_shares REAL DEFAULT 0, -- 持仓（万股）
|
||
hold_value REAL DEFAULT 0, -- 持仓市值（万元）
|
||
change_shares REAL DEFAULT 0, -- 环比增减（万股）
|
||
change_pct REAL DEFAULT 0, -- 环比增减 %
|
||
UNIQUE(inst_id, stock_code, quarter)
|
||
);
|
||
CREATE INDEX IF NOT EXISTS idx_holdings_code ON fund_holdings(stock_code);
|
||
|
||
CREATE TABLE IF NOT EXISTS watchlist (
|
||
code TEXT PRIMARY KEY,
|
||
added_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS analysis_cache (
|
||
code TEXT PRIMARY KEY,
|
||
report TEXT,
|
||
created_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS analysis_history (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
code TEXT NOT NULL,
|
||
stock_name TEXT DEFAULT '',
|
||
focus TEXT DEFAULT '',
|
||
report TEXT,
|
||
sources TEXT DEFAULT '{}', -- JSON：大模型参考的数据源（RAG新闻/概况/指标/评级/持仓/提示词）
|
||
created_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
CREATE INDEX IF NOT EXISTS idx_history_code ON analysis_history(code);
|
||
|
||
CREATE TABLE IF NOT EXISTS strategy_backtests (
|
||
strategy TEXT NOT NULL,
|
||
code TEXT NOT NULL,
|
||
stock_name TEXT DEFAULT '',
|
||
metrics TEXT DEFAULT '{}', -- JSON：收益/回撤/夏普/胜率等
|
||
equity TEXT DEFAULT '[]', -- JSON：[{date,value,bh}, ...] 净值曲线
|
||
trades TEXT DEFAULT '[]', -- JSON：交易明细
|
||
run_at TEXT DEFAULT (datetime('now','localtime')),
|
||
PRIMARY KEY (strategy, code)
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS settings (
|
||
key TEXT PRIMARY KEY,
|
||
value TEXT DEFAULT ''
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS notification_log (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
news_id INTEGER DEFAULT 0,
|
||
title TEXT DEFAULT '',
|
||
category TEXT DEFAULT '',
|
||
sentiment REAL DEFAULT 0,
|
||
importance REAL DEFAULT 0,
|
||
related TEXT DEFAULT '',
|
||
status TEXT DEFAULT 'sent', -- sent / failed
|
||
message TEXT DEFAULT '',
|
||
sent_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS tracking_reports (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
target_type TEXT DEFAULT 'stock', -- stock(股票) / concept(概念主题)
|
||
code TEXT NOT NULL,
|
||
stock_name TEXT DEFAULT '',
|
||
industry TEXT DEFAULT '',
|
||
report TEXT DEFAULT '', -- 产业链/概念深度分析（markdown）
|
||
meta TEXT DEFAULT '{}', -- JSON：significance/impact_score/summary/新闻统计
|
||
sources TEXT DEFAULT '{}', -- JSON：个股/上游/下游/同业 采集的资讯 + 指标 + 评级
|
||
status TEXT DEFAULT 'done',
|
||
created_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
CREATE INDEX IF NOT EXISTS idx_tracking_code ON tracking_reports(code);
|
||
|
||
CREATE TABLE IF NOT EXISTS watch_targets (
|
||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||
type TEXT DEFAULT 'concept', -- concept(概念/主题) / stock(股票)
|
||
code TEXT DEFAULT '', -- stock 时的股票代码
|
||
name TEXT NOT NULL, -- 概念/主题名 或 股票名
|
||
keywords TEXT DEFAULT '', -- concept 的检索关键词（逗号分隔）
|
||
enabled INTEGER DEFAULT 1,
|
||
created_at TEXT DEFAULT (datetime('now','localtime'))
|
||
);
|
||
|
||
CREATE TABLE IF NOT EXISTS market_index (
|
||
date TEXT PRIMARY KEY,
|
||
sh REAL DEFAULT 0, -- 上证指数（点）
|
||
sz REAL DEFAULT 0, -- 深证成指（点）
|
||
cy REAL DEFAULT 0 -- 创业板指（点）
|
||
);
|
||
"""
|
||
|
||
|
||
def get_conn():
|
||
conn = getattr(_local, "conn", None)
|
||
if conn is None:
|
||
conn = sqlite3.connect(DB_PATH, timeout=30)
|
||
conn.row_factory = sqlite3.Row
|
||
conn.execute("PRAGMA journal_mode=WAL")
|
||
conn.execute("PRAGMA busy_timeout=30000")
|
||
_local.conn = conn
|
||
return conn
|
||
|
||
|
||
@contextmanager
|
||
def db():
|
||
conn = get_conn()
|
||
try:
|
||
yield conn
|
||
conn.commit()
|
||
except Exception:
|
||
conn.rollback()
|
||
raise
|
||
|
||
|
||
def init_db():
|
||
with db() as conn:
|
||
conn.executescript(SCHEMA)
|
||
# 迁移：老库补列
|
||
cols = {r[1] for r in conn.execute("PRAGMA table_info(tracking_reports)")}
|
||
if "target_type" not in cols:
|
||
conn.execute("ALTER TABLE tracking_reports ADD COLUMN target_type TEXT DEFAULT 'stock'")
|
||
|
||
|
||
def query(sql, args=()):
|
||
with db() as conn:
|
||
cur = conn.execute(sql, args)
|
||
return [dict(r) for r in cur.fetchall()]
|
||
|
||
|
||
def query_one(sql, args=()):
|
||
rows = query(sql, args)
|
||
return rows[0] if rows else None
|
||
|
||
|
||
def execute(sql, args=()):
|
||
with db() as conn:
|
||
cur = conn.execute(sql, args)
|
||
return cur.lastrowid
|
||
|
||
|
||
def executemany(sql, seq):
|
||
with db() as conn:
|
||
conn.executemany(sql, seq)
|
||
|
||
|
||
def table_count(name):
|
||
return query_one(f'SELECT COUNT(*) AS c FROM "{name}"')["c"]
|
||
|
||
|
||
def wipe_all():
|
||
"""清空业务表（保留结构）+ 重置自增序列，用于重灌数据"""
|
||
for t in ("stock_daily", "inst_ratings", "fund_holdings", "news",
|
||
"institutions", "stocks", "watchlist", "analysis_cache", "analysis_history",
|
||
"market_index", "strategy_backtests", "notification_log", "tracking_reports",
|
||
"watch_targets"):
|
||
with db() as conn:
|
||
conn.execute(f'DELETE FROM "{t}"')
|
||
with db() as conn:
|
||
conn.execute("DELETE FROM sqlite_sequence") # 重置 AUTOINCREMENT，保证重灌后 ID 从 1 开始
|
||
# settings 保留（用户配置不清空）
|