docs(reorg): futu 第二数据源接入探索 (Q5 参考) - #9
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探索 futu-api 作为第二数据 provider 的接入方案，回应 business_line_reorg
§8 Q5（provider 协议不应被 yfinance 形状绑架）。不含代码、不新增 ADR、
不改动已 Accepted 的 ADR 0011/0012 结论。
- 连通性：SDK + OpenD 均已安装，2026-03 实机验证过；OpenD 当前未运行、
需交互登录。US 实时行情需付费权限，期权元数据不受限。
- 字段清单：静态链 + subscribe 动态报价三段式；bid/ask 缺失、IV 为百分比、
inTheMoney 需自算；Greeks 是 futu 相对 yfinance 的增量。
- 映射：内部契约 {ticker, spot, expiries, chain{exp:{calls,puts DF}}}；
iv/100、itm 由 strike vs spot 推导、bid/ask 置 NaN；ticker 转换已有
utils/ticker_utils.py。
- 防竞争四道缝：provider 列作真判别键、独立限流器（不复用 yf_throttle）、
显式 provider 选择 + 按市场路由、实时期权数据不落库故按
(ticker, provider) 缓存。
- 部署：OpenD 是有状态、需鉴权、GUI 优先的本地常驻进程，是相对 yfinance
真正的运维成本；分 F0–F4 阶段。
- base.py 协议草图（对照 yfinance + futu 双方）。
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
…r-exploration # Conflicts: # docs/plans/business_line_reorg.md
CI's lint-and-test job runs ruff format --check over the whole repo, which includes Python fences inside markdown; the base.py protocol sketch had a missing space in a Literal and two over-aligned trailing comments. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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目的
探索 futu-api 作为第二数据 provider 的接入方案，回应
business_line_reorg.md§8 Q5：providers/base.py协议必须同时对照 yfinance 和 futu 两边设计，避免被 yfinance 形状绑架。不含代码、不新增 ADR、不改动已 Accepted 的 ADR 0011/0012 结论。 纯文档，
docs/plans/futu_provider_integration.md新增 +business_line_reorg.md§8/§9 加交叉引用。结论速览
futu-api 9.5.5508与Futu_OpenD.app均已安装，2026-03 实机验证过（AAPL 26 个到期日 / 158 合约）。当前 OpenD 未运行且需交互登录。{ticker, spot, expiries, chain{exp:{calls,puts DF}}}，列strike/bid/ask/lastPrice/impliedVolatility(小数)/openInterest/volume/inTheMoney。差异点：iv/100、itm由 strike vs spot 推导、bid/ask置NaN。ticker 转换utils/ticker_utils.py已就绪。provider列作真判别键；独立限流器（绝不复用yf_throttle()）；显式 provider 选择 + 按市场路由（HK/CN → futu，US → yfinance）；实时期权数据不落库（ADR 0004）故按(ticker, provider)缓存。内容
spot在 US 盘后不可用的处理链）+base.py协议草图检查
python scripts/doc_guard.py— clean（pre-commit 全绿）🤖 Generated with Claude Code