cfdaily
87 lines
2.7 KiB
Python
87 lines
2.7 KiB
Python
#!/usr/bin/env python3
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"""
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补充下载缺失的 510300.SSE 沪深300ETF 日线数据
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"""
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import akshare as ak
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import pandas as pd
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import os
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from pathlib import Path
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# 配置
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BASE_DIR = Path("/Users/chufeng/nas/stock-data/sanguo_quant_live/zhaoyun-data/data/raw/daily")
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BASE_DIR.mkdir(parents=True, exist_ok=True)
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# 下载沪深300ETF 510300 - 指数ETF，在上海交易所，代码格式: sh510300
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symbol = "sh510300"
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code = "510300"
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print(f"🚀 开始下载 {symbol} 日线数据...")
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try:
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# 尝试 fund_etf_hist_sina - 新浪ETF历史行情，不需要start_date/end_date，直接全部下载
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print("🔍 尝试 fund_etf_hist_sina 接口...")
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df = ak.fund_etf_hist_sina(symbol=symbol)
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print(f"✅ fund_etf_hist_sina: {len(df)} 行")
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print(f"📋 列名: {list(df.columns)}")
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if df.empty:
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# 如果不行，试试 fund_etf_hist_em
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print("\n🔍 尝试 fund_etf_hist_em 接口...")
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df = ak.fund_etf_hist_em(symbol=symbol, period="daily", start_date="20100101", end_date="20260330", adjust="hfq")
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print(f"✅ fund_etf_hist_em: {len(df)} 行")
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print(f"📋 列名: {list(df.columns)}")
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# 格式化日期
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if "日期" in df.columns:
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df["trade_date"] = pd.to_datetime(df["日期"])
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elif "date" in df.columns:
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df["trade_date"] = pd.to_datetime(df["date"])
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else:
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df["trade_date"] = pd.to_datetime(df.index)
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# 格式化列名符合vnpy要求
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column_mapping = {
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"开盘": "open",
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"最高": "high",
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"最低": "low",
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"收盘": "close",
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"成交量": "volume",
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"成交额": "amount",
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"open": "open",
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"high": "high",
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"low": "low",
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"close": "close",
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"volume": "volume",
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"amount": "amount",
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}
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df = df.rename(columns=column_mapping)
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# 过滤日期 >= 2010-01-01
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df = df[df["trade_date"] >= pd.to_datetime("2010-01-01")]
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# 检查列
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required_columns = ["trade_date", "open", "high", "low", "close", "volume", "amount"]
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for col in required_columns:
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if col not in df.columns:
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print(f"⚠️ 缺失列: {col}")
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# 保存
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output_file = BASE_DIR / f"{symbol}_daily.parquet"
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df.to_parquet(output_file, compression="snappy", index=False)
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if not df.empty:
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print(f"\n✅ {symbol}: 下载成功，{len(df)} 条记录")
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print(f"📦 保存到: {output_file}")
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print(f"📊 数据日期范围: {df['trade_date'].min()} → {df['trade_date'].max()}")
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else:
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print(f"\n❌ {symbol}: 数据仍然为空")
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except Exception as e:
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import traceback
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traceback.print_exc()
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print(f"\n❌ {symbol}: 下载失败 - {str(e)}")
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