auto-sync: 2026-05-02 21:32:40

data_platform/download_minute.py

@@ -98,7 +98,7 @@ def try_mkline(symbol: str, count: int = 800) -> Optional[pd.DataFrame]:
                     "low": float(parts[3]),
                     "close": float(parts[4]),
                     "volume": str(int(float(parts[5]))),
-                    "amount": str(0.0),  # mkline不返回amount
+                    "amount": str(round(float(parts[4]) * int(float(parts[5])), 2)),  # close*volume估算
                 })
         
         if not rows:
@@ -147,14 +147,15 @@ def try_minute_query_aggregate(symbol: str, date: str) -> Optional[pd.DataFrame]
         return _aggregate_1m_to_15m(df)
     except Exception as e:
         logger.debug("minute_query failed for %s: %s", symbol, e)
-        None
+        return None
 
 
 def _aggregate_1m_to_15m(df: pd.DataFrame) -> pd.DataFrame:
     """将1分钟线聚合为15分钟线"""
     df["time"] = pd.to_datetime(df["time"])
     # 15分钟分组：按时间段切分（9:30-9:45, 9:45-10:00, ...）
-    df["group"] = df["time"].dt.floor("15min")
+    # end-of-bar对齐：已有84只数据用K线结束时间（09:45, 10:00...）
+    df["group"] = df["time"].dt.floor("15min") + pd.Timedelta(minutes=15)
     
     agg = df.groupby("group").agg(
         open=("price", "first"),