Haozhe Wu
035673b065
Reverts merge commits0b867a7(#405) and474f5e4(#416), and removes the now-orphaned #406 artifact metadata store (src/reliability + tests, zero references left outside its own tests). Why: the stack wrapped the tool registry in every session path (even governance mode=off) without exposing the registry surface AgentContext reads, breaking all session-runtime chats within a day (#433, #431). It also modified protected core files (src/agent/loop.py, src/session/ service.py), shipped 12 internal-convention docs/ files into the public tree, and its enforcement layer already has reported bypass paths (#420). Trading safety stays on the single mandate-gate design (#31, #144). README news entries for 2026-07-07/07-06 updated accordingly.
127 lines
4.0 KiB
Python
127 lines
4.0 KiB
Python
"""Shared market data helpers for MCP and local agent tools."""
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from __future__ import annotations
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import json
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import logging
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import math
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import re
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from collections.abc import Callable
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from typing import Any
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logger = logging.getLogger(__name__)
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DEFAULT_MAX_ROWS = 250
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# Symbol -> preferred source. The matched source is the head of its market's
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# fallback chain (registry.FALLBACK_CHAINS), so an unavailable preferred source
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# still degrades gracefully to the rest of the chain. US/HK equities route to
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# the throttle-tolerant Yahoo public endpoint first (lower IP-ban risk than the
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# yfinance SDK), A-shares to the Tencent quote endpoint.
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_SOURCE_PATTERNS = [
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(re.compile(r"^local:", re.I), "local"),
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(re.compile(r"^\d{6}\.(SZ|SH|BJ)$", re.I), "tencent"),
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(re.compile(r"^[A-Z]+\.US$", re.I), "yahoo"),
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(re.compile(r"^\d{3,5}\.HK$", re.I), "yahoo"),
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(re.compile(r"^[A-Z]+-USDT$", re.I), "okx"),
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(re.compile(r"^[A-Z]+/USDT$", re.I), "ccxt"),
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]
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def detect_source(code: str) -> str:
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"""Infer the best loader source for a normalized symbol."""
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for pattern, source in _SOURCE_PATTERNS:
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if pattern.match(code):
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return source
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return "tushare"
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def get_loader(source: str):
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"""Get loader class via registry with fallback support."""
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from backtest.loaders.registry import get_loader_cls_with_fallback
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return get_loader_cls_with_fallback(source)
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def cap_rows(records: list, max_rows: int) -> list | dict[str, object]:
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"""Bound a per-symbol row list to keep tool payloads within budget."""
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n = len(records)
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if max_rows < 0:
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max_rows = DEFAULT_MAX_ROWS
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if max_rows == 0 or n <= max_rows:
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return records
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step = math.ceil(n / max_rows)
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sampled = records[::step]
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if sampled[-1] is not records[-1]:
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sampled = sampled + [records[-1]]
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return {
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"rows": n,
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"returned": len(sampled),
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"truncated": True,
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"policy": f"every-{step}th-row (even stride; last bar pinned)",
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"hint": "narrow the date range, coarsen interval, or set max_rows=0 for all rows",
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"data": sampled,
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}
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def _json_safe(value: Any) -> Any:
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if hasattr(value, "isoformat"):
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return value.isoformat()
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if hasattr(value, "item"):
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value = value.item()
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if isinstance(value, float) and not math.isfinite(value):
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return None
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return value
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def fetch_market_data(
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*,
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codes: list[str],
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start_date: str,
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end_date: str,
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source: str = "auto",
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interval: str = "1D",
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max_rows: int = DEFAULT_MAX_ROWS,
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loader_resolver: Callable[[str], type] = get_loader,
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) -> dict[str, Any]:
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"""Fetch normalized OHLCV data through the repository loader layer."""
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results: dict[str, Any] = {}
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if source == "auto":
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groups: dict[str, list[str]] = {}
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for code in codes:
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src = detect_source(code)
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groups.setdefault(src, []).append(code)
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else:
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groups = {source: list(codes)}
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for src, src_codes in groups.items():
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loader_cls = loader_resolver(src)
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loader = loader_cls()
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try:
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data_map = loader.fetch(src_codes, start_date, end_date, interval=interval)
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except Exception:
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logger.exception(
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"market-data loader %r failed for %s; codes fall through to _unresolved",
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src,
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src_codes,
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)
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data_map = {}
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for symbol, df in data_map.items():
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records = df.reset_index().to_dict(orient="records")
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for row in records:
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for key, value in row.items():
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row[key] = _json_safe(value)
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results[symbol] = cap_rows(records, max_rows)
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unresolved = [code for code in codes if code not in results]
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if unresolved:
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results["_unresolved"] = unresolved
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return results
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def fetch_market_data_json(**kwargs: Any) -> str:
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"""Fetch market data and return strict JSON."""
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return json.dumps(fetch_market_data(**kwargs), ensure_ascii=False, indent=2, allow_nan=False)
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