张胜宇
e239eb778b
1) 客服 Agent 四份交付文档 + 构建脚手架：品牌由包装占位 XX科技 / 旧名 南方财富 统一为南方基金（热线 400-889-8899 / 官网 nffund.com），系统名改为「智能服务系统」； 同步追加 §0.4 修订记录行，工程记录行保留原占位字面以支撑硬编码扫描验收。 2) 开发文档：清理 28 份已作废/残留文档（14 份移出归档 + 14 份仓库副本）， 新增《文档规整方案与开发前待决事项-2026-09-17》。 3) 客服agent 四份交付文档首次纳入本分支。
239 lines
10 KiB
Python
239 lines
10 KiB
Python
"""拉取场内基金的真实行情与费率，并核对库里的快照。
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## 数据源
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走项目自带的 `EastmoneyFundAdapter`（`app/infrastructure/fund_market_adapter.py`），
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不自己拼 HTTP、不引第三方行情库：
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· 历史净值 `api.fund.eastmoney.com/f10/lsjz`
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· 费率 `fundf10.eastmoney.com/jbgk_{code}.html`（管理费/托管费/销售服务费/申赎费）
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· 实时行情 `push2.eastmoney.com/api/qt/ulist.np/get`（见适配器 `fetch_quotes`）
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同一套适配器也是下单链路（`TradeService` 取 `quote_price`/`quote_source`）
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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。
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## 用法
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python tools/fetch_live_quotes.py # 净值 + 费率，与库里逐只对比
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python tools/fetch_live_quotes.py --no-fees # 跳过费率（费率要串行抓 45KB/只，慢）
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python tools/fetch_live_quotes.py --json # 输出 JSON（供生成知识条目等）
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## 为什么要做对比而不是直接覆盖
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`fin_product.current_nav` / `management_fee_rate` 都是**快照缓存**。多数情况下与数据源
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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。
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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
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（刷新快照属于 `ProductHistorySyncService` / `MarketQuoteSyncService` 的职责）。
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本机实测的两处不一致（2026-09-13），都是这么发现的：
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· `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）
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· `510300` 库里管理费 0.5000 / 托管费 0.1000、真实 0.15 / 0.05
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—— 而 `0.50/0.10` 恰好是另外几只 ETF 的真实值，像是照抄过来的
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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 json
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import sys
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from datetime import date
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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` 保持同一批产品：南方基金、场内、已上市。
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PRODUCT_QUERY = """
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SELECT product_code, product_name, exchange_code, product_category, risk_level,
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lot_size, min_amount, current_nav, current_nav_at,
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management_fee_rate, custodian_fee_rate, transaction_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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#: 库里已有值的费率字段 ↔ 数据源字段（用于逐项核对）。
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FEE_STORED_TO_LIVE = {
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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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def _text(value: object) -> str | None:
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return None if value is None else str(value)
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def _same(left: object, right: object) -> bool:
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"""比较两个费率/净值文本，容忍 `0.5` 与 `0.5000` 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 collect(*, with_fees: bool = True) -> list[dict[str, object]]:
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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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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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# 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），
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# 因此只在需要时拉 —— `--no-fees` 可跳过。
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fees: dict[str, dict[str, object]] = {}
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if with_fees:
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fees = await adapter.fetch_fees(codes)
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records: list[dict[str, object]] = []
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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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if isinstance(history, BaseException):
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history = {"degraded": True, "error": type(history).__name__}
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live_nav = history.get("nav")
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stored_nav = row["current_nav"]
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live_fee = fees.get(code) or {}
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record: dict[str, object] = {
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"product_code": code,
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"product_name": str(row["product_name"]),
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"exchange_code": str(row["exchange_code"]),
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"product_category": str(row["product_category"]),
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"risk_level": str(row["risk_level"]),
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"lot_size": str(row["lot_size"]),
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"min_amount": str(row["min_amount"]),
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"live_nav": _text(live_nav),
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"live_nav_date": _text(history.get("nav_date")),
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"live_change_pct": _text(history.get("daily_change")),
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"stored_nav": str(stored_nav),
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"stored_nav_at": str(row["current_nav_at"]),
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"matches_stored": _same(live_nav, stored_nav),
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"degraded": bool(history.get("degraded")),
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}
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for stored_field, live_field in FEE_STORED_TO_LIVE.items():
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record[f"stored_{stored_field}"] = _text(row[stored_field])
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record[f"live_{live_field}"] = _text(live_fee.get(live_field))
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record["live_service_fee_rate"] = _text(live_fee.get("service_fee_rate"))
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record["live_subscribe_fee_rate"] = _text(live_fee.get("subscribe_fee_rate"))
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record["live_redeem_fee_rate"] = _text(live_fee.get("redeem_fee_rate"))
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record["live_full_name"] = _text(live_fee.get("full_name"))
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records.append(record)
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return records
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def render(records: list[dict[str, object]]) -> None:
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ok = [item for item in records if not item["degraded"]]
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same = [item for item in ok if item["matches_stored"]]
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diff = [item for item in ok if not item["matches_stored"]]
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print("=" * 100)
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print("净值核对（数据源 vs 库里快照）")
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print("=" * 100)
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print(f"场内产品 {len(records)} 只；取到真实行情 {len(ok)} 只"
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f"（与库里一致 {len(same)}、不一致 {len(diff)}）\n")
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header = (f"{'代码':<8}{'名称':<26}{'真实净值':>10}{'涨跌%':>8}{'净值日期':>12}"
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f" {'库里净值':>11} 核对")
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print(header)
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print("-" * len(header))
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for item in records:
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if item["degraded"]:
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verdict = "!! 取数失败"
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elif item["matches_stored"]:
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verdict = "一致"
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else:
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verdict = "**不一致**"
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print(
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f"{str(item['product_code']):<8}{str(item['product_name'])[:24]:<26}"
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f"{str(item['live_nav']):>10}{str(item['live_change_pct']):>8}"
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f"{str(item['live_nav_date']):>12} {str(item['stored_nav']):>11} {verdict}"
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)
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fee_rows = [item for item in records if item.get("live_management_fee_rate") is not None]
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if fee_rows:
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print()
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print("=" * 100)
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print("费率核对（数据源 vs 库里字段）")
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print("=" * 100)
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fee_header = (f"{'代码':<8}{'名称':<24}{'真实管理费':>11}{'库里':>8}"
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f"{'真实托管费':>11}{'库里':>8} 核对")
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print(fee_header)
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print("-" * len(fee_header))
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fee_diff = []
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for item in fee_rows:
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live_manage = item["live_management_fee_rate"]
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stored_manage = item["stored_management_fee_rate"]
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if stored_manage is None:
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verdict = "库里为空"
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elif _same(live_manage, stored_manage) and _same(
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item["live_custodian_fee_rate"], item["stored_custodian_fee_rate"]
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):
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verdict = "一致"
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else:
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verdict = "**不一致**"
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fee_diff.append(item)
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print(
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f"{str(item['product_code']):<8}{str(item['product_name'])[:22]:<24}"
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f"{str(live_manage):>11}{str(stored_manage):>8}"
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f"{str(item['live_custodian_fee_rate']):>11}"
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f"{str(item['stored_custodian_fee_rate']):>8} {verdict}"
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)
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empty = [item for item in fee_rows if item["stored_management_fee_rate"] is None]
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print(f"\n真实费率全部取到 {len(fee_rows)} 只；库里为空 {len(empty)} 只、"
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f"与真实值冲突 {len(fee_diff)} 只")
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if diff or fee_diff:
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print()
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print("需要人工判断的条目（不要直接覆盖）：")
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for item in diff:
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print(f" · 净值 {item['product_code']} {item['product_name']}："
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f"真实 {item['live_nav']}（{item['live_nav_date']}） vs "
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f"库里 {item['stored_nav']}（{item['stored_nav_at']}）")
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for item in fee_diff:
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print(f" · 费率 {item['product_code']} {item['product_name']}："
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f"真实 管理 {item['live_management_fee_rate']} / 托管 "
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f"{item['live_custodian_fee_rate']} vs 库里 管理 "
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f"{item['stored_management_fee_rate']} / 托管 "
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f"{item['stored_custodian_fee_rate']}")
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full_names = [
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(str(item["product_code"]), item["live_full_name"])
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for item in records if item.get("live_full_name")
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]
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if full_names:
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print()
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print("数据源返回的基金全称（可用于核对 fund_manager 标注是否正确）：")
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for code, name in full_names:
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print(f" · {code} {name}")
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async def main() -> int:
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parser = argparse.ArgumentParser(description="拉取场内基金真实行情与费率，核对库里快照")
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parser.add_argument("--json", action="store_true", help="只输出 JSON")
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parser.add_argument("--no-fees", action="store_true", help="跳过费率抓取（较快）")
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args = parser.parse_args()
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records = await collect(with_fees=not args.no_fees)
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if args.json:
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print(json.dumps(records, ensure_ascii=False, indent=1))
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else:
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render(records)
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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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