193 lines
7.6 KiB
Python
193 lines
7.6 KiB
Python
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"""把真实行情快照（净值 + 费率）回填到 `fin_product`（默认 dry-run，只有 `--apply` 才写库）。
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## 为什么需要它
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`fin_product` 里两个费率字段在本机 **20 只里 19 只为空**，客户问"管理费多少"只能转人工；
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`current_nav` 则有几只被人为改成演示值。这些都能从东方财富取到
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（`EastmoneyFundAdapter.fetch_history` / `fetch_fees`），本脚本负责落到库里。
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## 口径
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- **净值取 `DWJZ`（单位净值）**，不是场内交易价。这条口径由既有数据确定：
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库里 19 只的 `current_nav` 与 `fetch_history` 的 `DWJZ` 逐只一致。
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货币 ETF 是唯一容易搞混的 —— 它 `QUOTE_API` 的 `f2` 约 100 元（场内价），
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而 `DWJZ` 是 0.2332 这种量级，**两者不是一回事，不要混用**。
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- 费率取 f10 基金概况页（管理费/托管费），单位是「%/年」。
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## 安全设计
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1. **默认 dry-run**：只打印将执行的 UPDATE，不写库。真写要显式 `--apply`。
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2. **默认只补空值**：`NULL` 才写，**已有值一律不动** —— 已有值可能是人为设定。
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净值字段**从来不为空**，所以刷新净值必须显式给 `--overwrite`。
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3. **`--codes` 限定范围**：只回填指定产品，避免"顺手"把全部快照刷成最新
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（全量刷新是 `ProductHistorySyncService` / `MarketQuoteSyncService` 的职责）。
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4. 写入走单个事务，任一失败整体回滚。
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## 用法
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python tools/backfill_product_snapshot.py # 看将改什么
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python tools/backfill_product_snapshot.py --apply # 只补空值（费率）
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python tools/backfill_product_snapshot.py --apply --overwrite --codes 510300
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# 连净值和已有费率一起改
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"""
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from __future__ import annotations
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import argparse
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import asyncio
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import sys
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from datetime import UTC, date, datetime, time
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from pathlib import Path
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from sqlalchemy import text
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PROJECT_ROOT = Path(__file__).resolve().parents[1]
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if str(PROJECT_ROOT) not in sys.path:
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sys.path.insert(0, str(PROJECT_ROOT))
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from app.infrastructure.db import SessionFactory # noqa: E402
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from app.infrastructure.fund_market_adapter import EastmoneyFundAdapter # noqa: E402
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if hasattr(sys.stdout, "reconfigure"):
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sys.stdout.reconfigure(errors="replace") # type: ignore[union-attr]
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#: 与 `MarketQuoteSyncService.sync` 同一批产品。
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PRODUCT_QUERY = """
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SELECT id, product_code, product_name, current_nav, current_nav_at,
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management_fee_rate, custodian_fee_rate
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FROM fin_product
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WHERE fund_manager = '南方基金'
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AND exchange_code IN ('SSE', 'SZSE')
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AND status = '上市'
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ORDER BY product_code
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"""
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#: 库里已有值 → 数据源字段。**净值排在最前**，便于阅读。
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FEE_FIELDS = (
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("management_fee_rate", "management_fee_rate"),
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("custodian_fee_rate", "custodian_fee_rate"),
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)
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#: 净值快照写回时的时间部分：与库里既有记录的 `15:00:00` 保持一致（收盘时刻）。
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NAV_AT_TIME = time(15, 0, 0)
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def _same(left: object, right: object) -> bool:
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"""比较两个数值文本，容忍 `0.5` 与 `0.5000`、`4.5` 与 `4.500000` 这种表示差异。"""
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if left is None or right is None:
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return False
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try:
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return abs(float(str(left)) - float(str(right))) < 1e-9
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except (TypeError, ValueError):
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return str(left) == str(right)
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async def main() -> int:
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parser = argparse.ArgumentParser(description="把真实净值与费率回填到 fin_product")
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parser.add_argument("--apply", action="store_true", help="真正写库（默认只看不改）")
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parser.add_argument(
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"--overwrite", action="store_true",
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help="连已有值也改（默认只补 NULL，不动人为设定过的值）",
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)
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parser.add_argument(
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"--codes", default="",
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help="只处理这些产品代码（逗号分隔）；留空表示全部",
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)
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args = parser.parse_args()
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wanted = {code.strip() for code in args.codes.split(",") if code.strip()}
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async with SessionFactory() as session:
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rows = (await session.execute(text(PRODUCT_QUERY))).mappings().all()
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if wanted:
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rows = [row for row in rows if str(row["product_code"]) in wanted]
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if not rows:
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print("没有匹配的产品。")
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return 1
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adapter = EastmoneyFundAdapter()
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codes = [str(row["product_code"]) for row in rows]
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histories = await asyncio.gather(
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*(adapter.fetch_history(code, date.today()) for code in codes),
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return_exceptions=True,
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)
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fees = await adapter.fetch_fees(codes)
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print(f"产品 {len(rows)} 只；取到净值 {sum(1 for h in histories if isinstance(h, dict) and not h.get('degraded'))} 只"
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f"、费率 {len(fees)} 只\n")
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updates: list[tuple[int, str, str, object]] = []
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conflicts: list[str] = []
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for row, history in zip(rows, histories, strict=True):
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code = str(row["product_code"])
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live_nav: object = None
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nav_at: datetime | None = None
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if isinstance(history, dict) and not history.get("degraded"):
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live_nav = history.get("nav")
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nav_date = history.get("nav_date")
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if isinstance(nav_date, date):
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nav_at = datetime.combine(nav_date, NAV_AT_TIME)
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if live_nav is not None:
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stored_nav = row["current_nav"]
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if _same(stored_nav, live_nav):
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pass
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elif stored_nav is not None and not args.overwrite:
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conflicts.append(
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f"{code} {row['product_name']} 的 current_nav："
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f"库里 {stored_nav} → 真实 {live_nav}"
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)
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else:
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updates.append((int(row["id"]), code, "current_nav", live_nav))
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if nav_at is not None:
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updates.append((int(row["id"]), code, "current_nav_at", nav_at))
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live_fee = fees.get(code) or {}
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for column, key in FEE_FIELDS:
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live_value = live_fee.get(key)
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if live_value is None:
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continue
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stored = row[column]
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if _same(stored, live_value):
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continue
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if stored is not None and not args.overwrite:
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conflicts.append(
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f"{code} {row['product_name']} 的 {column}：库里 {stored} → 真实 {live_value}"
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)
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continue
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updates.append((int(row["id"]), code, column, live_value))
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if conflicts:
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print("与库里已有值冲突（默认不动，需要 --overwrite 才覆盖）：")
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for line in conflicts:
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print(f" * {line}")
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print()
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if not updates:
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print("没有需要回填的字段。")
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return 0
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print(f"将执行 {len(updates)} 条 UPDATE：")
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for _, code, column, value in updates:
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print(f" · {code} {column} = {value}")
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if not args.apply:
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print("\n[dry-run] 未写库。加 --apply 执行。")
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return 0
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now = datetime.now(UTC).replace(tzinfo=None)
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async with SessionFactory() as session, session.begin():
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for product_id, _, column, value in updates:
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# 列名来自本模块常量，不是外部输入；值一律走参数绑定。
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await session.execute(
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text(
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f"UPDATE fin_product SET {column} = :value, updated_at = :now "
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"WHERE id = :product_id"
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),
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{"value": value, "now": now, "product_id": product_id},
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)
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print(f"\n已写入 {len(updates)} 个字段。")
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return 0
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if __name__ == "__main__":
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sys.exit(asyncio.run(main()))
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