"""拉取场内基金的真实行情与费率，并核对库里的快照。 ## 数据源 走项目自带的 `EastmoneyFundAdapter`（`app/infrastructure/fund_market_adapter.py`）， 不自己拼 HTTP、不引第三方行情库： · 历史净值 `api.fund.eastmoney.com/f10/lsjz` · 费率 `fundf10.eastmoney.com/jbgk_{code}.html`（管理费/托管费/销售服务费/申赎费） · 实时行情 `push2.eastmoney.com/api/qt/ulist.np/get`（见适配器 `fetch_quotes`） 同一套适配器也是下单链路（`TradeService` 取 `quote_price`/`quote_source`） 与 `MarketQuoteSyncService`（东财 + 腾讯双源）在用的，所以这里拿到的值与成交价同源。 ## 用法 python tools/fetch_live_quotes.py # 净值 + 费率，与库里逐只对比 python tools/fetch_live_quotes.py --no-fees # 跳过费率（费率要串行抓 45KB/只，慢） python tools/fetch_live_quotes.py --json # 输出 JSON（供生成知识条目等） ## 为什么要做对比而不是直接覆盖 `fin_product.current_nav` / `management_fee_rate` 都是**快照缓存**。多数情况下与数据源 一致，**不一致的那几只才是重点**：它们要么被人为改过（演示需要），要么字段本身填错。 直接覆盖会把线索一起抹掉。所以本脚本只**报告**差异、不写库 （刷新快照属于 `ProductHistorySyncService` / `MarketQuoteSyncService` 的职责）。 本机实测的两处不一致（2026-09-13），都是这么发现的： · `510300` 库里净值 4.500000、真实 4.5794（且库里快照时间是当天，其余 19 只停在 09-11） · `510300` 库里管理费 0.5000 / 托管费 0.1000、真实 0.15 / 0.05 —— 而 `0.50/0.10` 恰好是另外几只 ETF 的真实值，像是照抄过来的 """ from __future__ import annotations import argparse import asyncio import json import sys from datetime import date from pathlib import Path from sqlalchemy import text PROJECT_ROOT = Path(__file__).resolve().parents[1] if str(PROJECT_ROOT) not in sys.path: sys.path.insert(0, str(PROJECT_ROOT)) from app.infrastructure.db import SessionFactory # noqa: E402 from app.infrastructure.fund_market_adapter import EastmoneyFundAdapter # noqa: E402 if hasattr(sys.stdout, "reconfigure"): sys.stdout.reconfigure(errors="replace") # type: ignore[union-attr] #: 与 `MarketQuoteSyncService.sync` 保持同一批产品：南方基金、场内、已上市。 PRODUCT_QUERY = """ SELECT product_code, product_name, exchange_code, product_category, risk_level, lot_size, min_amount, current_nav, current_nav_at, management_fee_rate, custodian_fee_rate, transaction_fee_rate FROM fin_product WHERE fund_manager = '南方基金' AND exchange_code IN ('SSE', 'SZSE') AND status = '上市' ORDER BY product_code """ #: 库里已有值的费率字段 ↔ 数据源字段（用于逐项核对）。 FEE_STORED_TO_LIVE = { "management_fee_rate": "management_fee_rate", "custodian_fee_rate": "custodian_fee_rate", } def _text(value: object) -> str | None: return None if value is None else str(value) def _same(left: object, right: object) -> bool: """比较两个费率/净值文本，容忍 `0.5` 与 `0.5000` 这种表示差异。""" if left is None or right is None: return False try: return abs(float(str(left)) - float(str(right))) < 1e-9 except (TypeError, ValueError): return str(left) == str(right) async def collect(*, with_fees: bool = True) -> list[dict[str, object]]: async with SessionFactory() as session: rows = (await session.execute(text(PRODUCT_QUERY))).mappings().all() adapter = EastmoneyFundAdapter() codes = [str(row["product_code"]) for row in rows] histories = await asyncio.gather( *(adapter.fetch_history(code, date.today()) for code in codes), return_exceptions=True, ) # 费率走 f10 概况页：约 45KB/只、且适配器内部是串行抓取（不对公开接口并发施压）， # 因此只在需要时拉 —— `--no-fees` 可跳过。 fees: dict[str, dict[str, object]] = {} if with_fees: fees = await adapter.fetch_fees(codes) records: list[dict[str, object]] = [] for row, history in zip(rows, histories, strict=True): code = str(row["product_code"]) if isinstance(history, BaseException): history = {"degraded": True, "error": type(history).__name__} live_nav = history.get("nav") stored_nav = row["current_nav"] live_fee = fees.get(code) or {} record: dict[str, object] = { "product_code": code, "product_name": str(row["product_name"]), "exchange_code": str(row["exchange_code"]), "product_category": str(row["product_category"]), "risk_level": str(row["risk_level"]), "lot_size": str(row["lot_size"]), "min_amount": str(row["min_amount"]), "live_nav": _text(live_nav), "live_nav_date": _text(history.get("nav_date")), "live_change_pct": _text(history.get("daily_change")), "stored_nav": str(stored_nav), "stored_nav_at": str(row["current_nav_at"]), "matches_stored": _same(live_nav, stored_nav), "degraded": bool(history.get("degraded")), } for stored_field, live_field in FEE_STORED_TO_LIVE.items(): record[f"stored_{stored_field}"] = _text(row[stored_field]) record[f"live_{live_field}"] = _text(live_fee.get(live_field)) record["live_service_fee_rate"] = _text(live_fee.get("service_fee_rate")) record["live_subscribe_fee_rate"] = _text(live_fee.get("subscribe_fee_rate")) record["live_redeem_fee_rate"] = _text(live_fee.get("redeem_fee_rate")) record["live_full_name"] = _text(live_fee.get("full_name")) records.append(record) return records def render(records: list[dict[str, object]]) -> None: ok = [item for item in records if not item["degraded"]] same = [item for item in ok if item["matches_stored"]] diff = [item for item in ok if not item["matches_stored"]] print("=" * 100) print("净值核对（数据源 vs 库里快照）") print("=" * 100) print(f"场内产品 {len(records)} 只；取到真实行情 {len(ok)} 只" f"（与库里一致 {len(same)}、不一致 {len(diff)}）\n") header = (f"{'代码':<8}{'名称':<26}{'真实净值':>10}{'涨跌%':>8}{'净值日期':>12}" f" {'库里净值':>11} 核对") print(header) print("-" * len(header)) for item in records: if item["degraded"]: verdict = "!! 取数失败" elif item["matches_stored"]: verdict = "一致" else: verdict = "**不一致**" print( f"{str(item['product_code']):<8}{str(item['product_name'])[:24]:<26}" f"{str(item['live_nav']):>10}{str(item['live_change_pct']):>8}" f"{str(item['live_nav_date']):>12} {str(item['stored_nav']):>11} {verdict}" ) fee_rows = [item for item in records if item.get("live_management_fee_rate") is not None] if fee_rows: print() print("=" * 100) print("费率核对（数据源 vs 库里字段）") print("=" * 100) fee_header = (f"{'代码':<8}{'名称':<24}{'真实管理费':>11}{'库里':>8}" f"{'真实托管费':>11}{'库里':>8} 核对") print(fee_header) print("-" * len(fee_header)) fee_diff = [] for item in fee_rows: live_manage = item["live_management_fee_rate"] stored_manage = item["stored_management_fee_rate"] if stored_manage is None: verdict = "库里为空" elif _same(live_manage, stored_manage) and _same( item["live_custodian_fee_rate"], item["stored_custodian_fee_rate"] ): verdict = "一致" else: verdict = "**不一致**" fee_diff.append(item) print( f"{str(item['product_code']):<8}{str(item['product_name'])[:22]:<24}" f"{str(live_manage):>11}{str(stored_manage):>8}" f"{str(item['live_custodian_fee_rate']):>11}" f"{str(item['stored_custodian_fee_rate']):>8} {verdict}" ) empty = [item for item in fee_rows if item["stored_management_fee_rate"] is None] print(f"\n真实费率全部取到 {len(fee_rows)} 只；库里为空 {len(empty)} 只、" f"与真实值冲突 {len(fee_diff)} 只") if diff or fee_diff: print() print("需要人工判断的条目（不要直接覆盖）：") for item in diff: print(f" · 净值 {item['product_code']} {item['product_name']}：" f"真实 {item['live_nav']}（{item['live_nav_date']}） vs " f"库里 {item['stored_nav']}（{item['stored_nav_at']}）") for item in fee_diff: print(f" · 费率 {item['product_code']} {item['product_name']}：" f"真实 管理 {item['live_management_fee_rate']} / 托管 " f"{item['live_custodian_fee_rate']} vs 库里 管理 " f"{item['stored_management_fee_rate']} / 托管 " f"{item['stored_custodian_fee_rate']}") full_names = [ (str(item["product_code"]), item["live_full_name"]) for item in records if item.get("live_full_name") ] if full_names: print() print("数据源返回的基金全称（可用于核对 fund_manager 标注是否正确）：") for code, name in full_names: print(f" · {code} {name}") async def main() -> int: parser = argparse.ArgumentParser(description="拉取场内基金真实行情与费率，核对库里快照") parser.add_argument("--json", action="store_true", help="只输出 JSON") parser.add_argument("--no-fees", action="store_true", help="跳过费率抓取（较快）") args = parser.parse_args() records = await collect(with_fees=not args.no_fees) if args.json: print(json.dumps(records, ensure_ascii=False, indent=1)) else: render(records) return 0 if __name__ == "__main__": sys.exit(asyncio.run(main()))