更新配置与同步模块：将净值同步服务切换为TWFundNavSync，并调整数据获取与处理逻辑

basic/sync.py

@@ -88,7 +88,7 @@ class TWDataSync(DataSync, ABC):
 
     @property
     def start_date(self):
-        return filter_weekend(dt.today() - timedelta(days=5))
+        return filter_weekend(self._config['start-date'])
 
     @abstractmethod
     def last_datum(self, datum_id):
@@ -112,18 +112,7 @@ class TWDataSync(DataSync, ABC):
 class TWFundNavSync(TWDataSync):
 
     def get_all_data(self, start_date=dt.today()):
-        authori = 'chifufund' + dt.today().strftime('%Y%m%d') + 'FTDMNAVDATE'
-        authdest = base64.b64encode(hashlib.sha256(authori.encode()).digest()).decode()
-        req = requests.session()
-        req.headers['user'] = 'chifufund'
-        req.headers['Authorization'] = 'Basic ' + authdest
-        for i in range(30):
-            try:
-                resp = req.get('http://210.202.243.106:1688/api/public/NAV?parameter.modifyDate=' + start_date.strftime(
-                    '%Y-%m-%d'), timeout=30)
-                return resp.json()
-            except Exception as e:
-                logger.error(str(e))
+        return []
 
     def last_datum(self, datum_id):
         last = rfn.get_last_one(fund_id=datum_id)
@@ -137,24 +126,22 @@ class TWFundNavSync(TWDataSync):
         last = self.last_datum(datum_id=datumid)
         start_date = next_workday(last['nav_date']) if last else self.start_date
         save_navs = []
-        last_av = last['av']
-        last_nav_cal = last['nav_cal']
+        datas = requests.get(
+            f"""https://cmsapi.franklin-dm.dev/funds/{ft_ticker}/nav?startDate={start_date.strftime('%Y-%m-%d')}""").json()
+        if len(datas) > 0:
             for data in datas:
-            if dt.strptime(data['Nav_Date'], "%Y-%m-%dT%H:%M:%S") >= start_date and data['Fund_Id'] == ft_ticker:
+                div = data.get('fundDiv') or 0
                 nav = {
                     'fund_id': datumid,
-                    'nav_date': dt.strptime(data['Nav_Date'], "%Y-%m-%dT%H:%M:%S"),
-                    'av': data['Nav_P'],
-                    'div': data['Nav_T_Div'],
-                    'split': data['Nav_Spilt'],
-                    'accrue_split': data['Nav_Spilt'],
-                    'av_p': data['Nav_P'],
-                    'div_p': data['Nav_T_Div'],
-                    # 当日/上日
-                    'nav_cal': round((data['Nav_P'] + data['Nav_T_Div']) / last_av * last_nav_cal, 4)
+                    'nav_date': dt.fromisoformat(data['nav_Date']),
+                    'av': data['nav_P'],
+                    'div': div,
+                    'split': 1,
+                    'accrue_split': 1,
+                    'av_p': data['nav_P'],
+                    'div_p': div,
+                    'nav_cal': round(data['nav_P']*data['nav_Unit'], 4)
                 }
-                last_av = nav['av']
-                last_nav_cal = nav['nav_cal']
                 save_navs.append(nav)
         if save_navs:
             rfn.batch_insert(save_navs)

config-lowrisk_rr3.yml

@@ -42,7 +42,7 @@ py-jftech:
       hold-report: portfolios.holder.DivHoldReportor
       mpt: portfolios.builder.RiskParityARCPortfoliosBuilder  # PoemARCPortfoliosBuilder,RiskParityARCPortfoliosBuilder
       dividend-holder: portfolios.holder.InvTrustPortfoliosHolder
-      navs-sync: basic.sync.FundNavSync
+      navs-sync: basic.sync.TWFundNavSync
   email:
     server: smtphz.qiye.163.com
     user: jft-ra@thizgroup.com