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import math
import datetime
import numpy as np
import pandas as pd
import sqlalchemy
import decimal
from sqlalchemy import text
from sqlalchemy.orm import sessionmaker
from contextlib import contextmanager
'''
engine: SQLAlchemy Engine
buffer_size: 缓存条目数，当缓存满时自动flush
update_on_duplicate: 当唯一键重复时的行为，默认是update，设置为False表示不更新，即忽略插入失败。
'''
def create_upserter(engine, buffer_size=5000, update_on_duplicate=True, dummy=False):
if dummy:
return DummyUpserter(engine)
if engine.dialect.name.lower().find("mysql") != -1:
return MySQLUpserter(engine, buffer_size, update_on_duplicate)
elif engine.dialect.name.lower().find("postgresql") != -1:
return PSQLUpserter(engine, buffer_size, update_on_duplicate)
else:
print(f"没有为{engine.dialect.name}实现特殊的Upsert，使用默认版本，请确认可以正常工作，建议特化一个专门版本")
return UpserterBase(engine, buffer_size, update_on_duplicate)
def is_duplicate_key(e):
for T in UpserterBase.__subclasses__():
if T.is_duplicate_key(e):
return True
return UpserterBase.is_duplicate_key(e)
'''
class Upserter:
# 传入的engine类型应该和使用的Upserter支持的数据库类型相匹配
# buffer_size表示插入或更新数据缓存到多少才flush(即向数据库插入或更新)，None表示在析构时flush，0表示不缓存
# update_on_duplicate当唯一键重复时的行为，默认是update，设置为False表示不更新，即忽略插入失败。
def __init__(self, engine, buffer_size=None, update_on_duplicate=True):
pass
# tablename为数据库表名
# pk为主键的元组，可以不是真正的表主键，但是可以用来判重决定insert还是update，例如('exchange_id', 'trade_id')
# data为单条数据，dict的形式，例如{'exchange_id': 'DCE', 'trade_id': ' 1', 'price': 1.2, 'volume': 1}
def upsert(self, tablename, pk, data):
pass
# 立即把缓冲器的数据推到数据库，会在buffer_size满了或者析构时自动调用，也可以手动调用
def flush(self):
pass
'''
class UpserterBase:
def __init__(self, engine, buffer_size=None, update_on_duplicate=True, field_quote_mark=''):
self.engine = engine
self.session_maker = sessionmaker(expire_on_commit=False)
self.session_maker.configure(bind=engine)
self.tablename2pk = {}
self.tablename2datas = {}
self.buffer_size = buffer_size
self.update_on_duplicate = update_on_duplicate
self.field_quote_mark = field_quote_mark
def __del__(self):
self.flush()
@contextmanager
def session_scope(self):
session = self.session_maker()
try:
yield session
session.commit()
except Exception:
session.rollback()
raise
finally:
session.close()
def flush(self):
for (tablename, pk) in self.tablename2pk.items():
datas = self.tablename2datas[tablename]
if len(datas) > 0:
with self.session_scope() as session:
self._flush(session, tablename, pk, datas)
self.tablename2datas[tablename] = []
def _gen_batch_insert_sql(self, tablename, datas):
quote_mark = self.field_quote_mark
columns = datas[0].keys()
sql = f"""INSERT INTO {tablename}({quote_mark}{f"{quote_mark}, {quote_mark}".join(columns)}{quote_mark}) VALUES\n"""
for i, data in enumerate(datas):
if i != len(datas) - 1:
sql += f""" ({self._format_values(data.values())}),\n"""
else:
sql += f""" ({self._format_values(data.values())});\n"""
return sql
def _flush(self, session, tablename, pk, datas):
sql = self._gen_batch_insert_sql(tablename, datas)
try:
session.execute(text(sql))
except sqlalchemy.exc.IntegrityError as e:
if self.is_duplicate_key(e):
if len(datas) <= 500:
for data in datas:
self.upsert_one(session, tablename, pk, data)
else:
l = len(datas)
p = int(l // 2)
self._flush(session, tablename, pk, datas[:p])
self._flush(session, tablename, pk, datas[p:])
else:
raise e
def upsert_one(self, session, tablename, pk, data):
quote_mark = self.field_quote_mark
r = None
if self.update_on_duplicate:
update_str = self._format_update_values(pk, data)
if self.update_on_duplicate and update_str.strip():
r = session.execute(text(f"UPDATE {tablename} SET {update_str} WHERE {self._format_update_conditions(pk, data)}"))
if not r or r.rowcount == 0:
try:
r = session.execute(text(
f"INSERT INTO {tablename}({quote_mark}{f'{quote_mark}, {quote_mark}'.join(data.keys())}{quote_mark}) VALUES ({self._format_values(data.values())})"
))
except sqlalchemy.exc.IntegrityError as e:
if self.is_duplicate_key(e):
pass
else:
raise e
@staticmethod
def is_duplicate_key(e):
if type(e) != sqlalchemy.exc.IntegrityError:
return False
return (str(e.orig).lower().find("duplicate") != -1)
def _isinf(self, x):
return x>=9223372036854775807 or x<=-9223372036854775808
def _format_value(self, v):
if v is None:
return "null"
elif type(v) == float or type(v) == decimal.Decimal:
if math.isnan(v) or math.isinf(v) or self._isinf(v):
return "null"
else:
return f"{v}"
elif type(v) == int:
if self._isinf(v):
return "null"
else:
return f"{v}"
elif type(v) == datetime.datetime:
return "'"+v.strftime("%Y-%m-%d %H:%M:%S")+"'"
elif type(v) == datetime.date:
return "'"+v.strftime("%Y-%m-%d")+"'"
elif type(v) == pd.Timestamp:
return "'"+v.strftime("%Y-%m-%d %H:%M:%S")+"'"
elif type(v) == str:
return repr(v).replace(r'%',r"%%")
else:
return repr(f'{v}').replace(r'%',r"%%")
def _format_values(self, data):
s = ''
for i, e in enumerate(data):
s += self._format_value(e)
s += ', '
return s[:-2]
def _format_update_values(self, pk, data):
s = ''
for i, (k, v) in enumerate(data.items()):
if k not in pk:
s += f"{self.field_quote_mark}{k}{self.field_quote_mark}={self._format_value(v)}, "
return s[:-2]
def _format_update_conditions(self, pk, data):
s = ''
for i, (k, v) in enumerate(data.items()):
if k in pk:
s += f"{self.field_quote_mark}{k}{self.field_quote_mark}={self._format_value(v)} and "
return s[:-4]
def upsert(self, tablename, pk, data):
if self.buffer_size is not None and self.buffer_size == 0:
with self.session_scope() as session:
self.upsert_one(session, tablename, pk, data)
else:
if pk:
self.tablename2pk[tablename] = pk
if tablename not in self.tablename2datas:
self.tablename2datas[tablename] = []
self.tablename2datas[tablename].append(data)
if self.buffer_size is not None and len(self.tablename2datas[tablename]) >= self.buffer_size:
with self.session_scope() as session:
self._flush(session, tablename, self.tablename2pk[tablename], self.tablename2datas[tablename])
self.tablename2datas[tablename] = []
def upsert_dataframe(self, tablename, pk, df):
for index, row in df.iterrows():
self.upsert(tablename, pk, row.to_dict())
class MySQLUpserter(UpserterBase):
def __init__(self, engine, buffer_size=None, update_on_duplicate=True):
super().__init__(engine, buffer_size, update_on_duplicate, field_quote_mark='`')
def __del__(self):
super().__del__()
@staticmethod
def is_duplicate_key(e):
if type(e) != sqlalchemy.exc.IntegrityError:
return False
if len(e.orig.args) > 1 and str(e.orig.args[1]).startswith("Duplicate entry"):
return True
return False
def upsert_one(self, session, tablename, pk, data):
if self.update_on_duplicate:
update_str = self._format_update_values(pk, data)
if self.update_on_duplicate and update_str.strip():
sql = f"""INSERT INTO {tablename}(`{"`, `".join(data.keys())}`) VALUES
({self._format_values(data.values())})
ON DUPLICATE KEY UPDATE {update_str}\n"""
else:
sql = f"""INSERT INTO {tablename}(`{"`, `".join(data.keys())}`) VALUES
({self._format_values(data.values())})
ON DUPLICATE KEY UPDATE `{pk[0]}`=VALUES(`{pk[0]}`)\n"""
session.execute(text(sql))
class PSQLUpserter(UpserterBase):
def __init__(self, engine, buffer_size=None, update_on_duplicate=True):
super().__init__(engine, buffer_size, update_on_duplicate, field_quote_mark='"')
def __del__(self):
super().__del__()
@staticmethod
def is_duplicate_key(e):
if type(e) != sqlalchemy.exc.IntegrityError:
return False
if str(e.orig).startswith("duplicate key"):
return True
return False
def upsert_one(self, session, tablename, pk, data):
if self.update_on_duplicate:
update_str = self._format_update_values(pk, data)
if self.update_on_duplicate and update_str.strip():
sql = f"""INSERT INTO {tablename}("{'", "'.join(data.keys())}") VALUES
({self._format_values(data.values())})
on conflict ("{'", "'.join(pk)}")
do update set {update_str}\n"""
else:
sql = f"""INSERT INTO {tablename}("{'", "'.join(data.keys())}") VALUES
({self._format_values(data.values())})
on conflict ("{'", "'.join(pk)}")
do nothing\n"""
session.execute(text(sql))
class DummyUpserter(UpserterBase):
def __init__(self, engine):
super().__init__(engine)
def upsert(self, tablename, pk, data):
pass
def upsert_one(self, session, tablename, pk, data):
pass
def upsert_dataframe(self, tablename, pk, df):
pass
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