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"""
DataCatalog - 统一数据访问接口
策略开发者只需通过 DataCatalog 获取数据,
无需关心底层文件路径和存储格式。
4个核心API
- get_daily() 获取单只股票日线行情
- get_stock_list() 获取股票基础信息/指数成分股
- get_test_data() 获取标准测试数据集
- list_available() 查看可用的数据资产
"""
import os
import logging
from pathlib import Path
from typing import Optional, List
import pandas as pd
from data_platform.config import DataPlatformConfig
logger = logging.getLogger(__name__)
class DataCatalog:
"""
统一数据目录 —— 项目唯一数据入口
Usage:
from data_platform import DataCatalog
cat = DataCatalog()
df = cat.get_daily("600519", start="20250101", end="20260101")
stocks = cat.get_stock_list()
"""
def __init__(self, project_root: Optional[str] = None):
self.config = DataPlatformConfig(project_root)
# ------------------------------------------------------------------
# F1: get_daily — 单只股票日线行情
# ------------------------------------------------------------------
def get_daily(
self,
code: str,
start: Optional[str] = None,
end: Optional[str] = None,
years: Optional[List[int]] = None,
) -> pd.DataFrame:
"""
获取单只股票日线行情(从本地 Parquet 读取)
Args:
code: 6位股票代码,如 "600519"
start: 起始日期 "YYYYMMDD"
end: 结束日期 "YYYYMMDD"
years: 指定年份列表,如 [2024, 2025];默认自动推断
Returns:
DataFrame,列: date, open, high, low, close, volume, amount, ...
"""
code = str(code).strip().zfill(6)
prefix = "sh" if code.startswith("6") else "sz"
pattern = f"{prefix}{code}_daily.parquet"
# 确定要扫描的年份
if years is None:
scan_years = self._detect_years()
else:
scan_years = years
frames = []
for year in sorted(scan_years):
fp = self.config.daily_parquet_dir / str(year) / pattern
if fp.exists():
frames.append(pd.read_parquet(fp))
if not frames:
raise FileNotFoundError(
f"未找到股票 {code} 的日线数据,扫描年份: {scan_years}"
)
df = pd.concat(frames, ignore_index=True)
df["date"] = pd.to_datetime(df["date"])
df = df.sort_values("date").reset_index(drop=True)
# 日期过滤
if start:
df = df[df["date"] >= pd.Timestamp(start)]
if end:
df = df[df["date"] <= pd.Timestamp(end)]
return df
# ------------------------------------------------------------------
# F1: get_stock_list — 股票列表 / 指数成分股
# ------------------------------------------------------------------
def get_stock_list(self, index: Optional[str] = None) -> pd.DataFrame:
"""
获取股票基础信息或指数成分股
Args:
index: 指数代码,如 "hs300"None 返回全部 A 股基础信息
Returns:
DataFrame
"""
if index == "hs300":
fp = self.config.stock_info_dir / "hs300_constituents_latest.csv"
if not fp.exists():
raise FileNotFoundError(f"沪深300成分股文件不存在: {fp}")
return pd.read_csv(fp)
# 全部 A 股基础信息 —— 找最新的 stock_basic_info 文件
info_dir = self.config.stock_info_dir
candidates = sorted(info_dir.glob("stock_basic_info_raw_*.csv"))
if not candidates:
raise FileNotFoundError(f"未找到股票基础信息文件: {info_dir}")
return pd.read_csv(candidates[-1])
# ------------------------------------------------------------------
# F1: get_test_data — 标准测试数据集
# ------------------------------------------------------------------
def get_test_data(self, name: str) -> pd.DataFrame:
"""
获取标准测试数据集
Args:
name: 数据集名称,如 "600519""贵州茅台"
Returns:
DataFrame
Example:
cat.get_test_data("600519") # 茅台252日数据
"""
test_dir = self.config.test_datasets_dir
if not test_dir.exists():
raise FileNotFoundError(f"测试数据集目录不存在: {test_dir}")
# 模糊匹配:文件名包含 code 或 名称
for fp in test_dir.glob("*.csv"):
if name in fp.stem:
return pd.read_csv(fp, parse_dates=["date"])
raise FileNotFoundError(
f"未找到测试数据集 '{name}',可用: "
f"{[f.stem for f in test_dir.glob('*.csv')]}"
)
# ------------------------------------------------------------------
# F2: list_available — 查看可用数据资产
# ------------------------------------------------------------------
def list_available(self) -> dict:
"""
列出所有可用数据资产
Returns:
dict,按类别列出数据概况
"""
result = {}
# 日线行情
daily_dir = self.config.daily_parquet_dir
if daily_dir.exists():
years = sorted(
[d.name for d in daily_dir.iterdir() if d.is_dir() and d.name.isdigit()]
)
result["daily_parquet"] = {
"years": years,
"path": str(daily_dir),
}
# 股票信息
info_dir = self.config.stock_info_dir
if info_dir.exists():
files = [f.name for f in info_dir.iterdir() if f.is_file()]
result["stock_info"] = {"files": files, "path": str(info_dir)}
# 测试数据
test_dir = self.config.test_datasets_dir
if test_dir.exists():
datasets = [f.stem for f in test_dir.glob("*.csv")]
result["test_datasets"] = {"datasets": datasets, "path": str(test_dir)}
return result
# ------------------------------------------------------------------
# 内部工具
# ------------------------------------------------------------------
def _detect_years(self) -> List[int]:
"""自动检测可用的年份目录"""
daily_dir = self.config.daily_parquet_dir
if not daily_dir.exists():
return [2024, 2025] # 合理兜底
return sorted(
int(d.name)
for d in daily_dir.iterdir()
if d.is_dir() and d.name.isdigit()
)