initial-import: 2026-04-11 21:18:55
This commit is contained in:
cfdaily
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#!/usr/bin/env python3
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"""
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修复AKShare下载问题 - 尝试不同的接口
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"""
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import sys
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import os
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import sqlite3
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from datetime import datetime
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import pandas as pd
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import akshare as ak
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def test_different_interfaces():
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"""测试不同的接口"""
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print("🧪 测试不同的AKShare接口获取510300数据...")
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print("="*60)
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# 测试1: stock_zh_a_hist 接口
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print("\n1. 测试 stock_zh_a_hist 接口:")
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try:
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df = ak.stock_zh_a_hist(symbol="510300", period="daily", start_date="20240101", end_date="20241231", adjust="qfq")
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print(f" 成功: {len(df)} 行")
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if not df.empty:
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print(f" 列名: {list(df.columns)}")
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print(f" 前3行:\n{df.head(3)}")
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return df
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except Exception as e:
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print(f" 失败: {e}")
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# 测试2: stock_zh_a_daily 接口
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print("\n2. 测试 stock_zh_a_daily 接口:")
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try:
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df = ak.stock_zh_a_daily(symbol="sh510300", adjust="qfq")
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print(f" 成功: {len(df)} 行")
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if not df.empty:
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print(f" 列名: {list(df.columns)}")
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print(f" 前3行:\n{df.head(3)}")
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return df
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except Exception as e:
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print(f" 失败: {e}")
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# 测试3: 指数接口
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print("\n3. 测试 index_zh_a_hist 接口:")
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try:
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df = ak.index_zh_a_hist(symbol="000300", period="daily", start_date="20240101", end_date="20241231")
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print(f" 成功: {len(df)} 行 (沪深300指数)")
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if not df.empty:
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print(f" 列名: {list(df.columns)}")
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except Exception as e:
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print(f" 失败: {e}")
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# 测试4: fund ETF接口
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print("\n4. 测试 fund_etf_hist_sina 接口:")
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try:
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df = ak.fund_etf_hist_sina(symbol="510300", start_date="20240101", end_date="20241231")
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print(f" 成功: {len(df)} 行")
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if not df.empty:
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print(f" 列名: {list(df.columns)}")
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print(f" 前3行:\n{df.head(3)}")
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return df
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except Exception as e:
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print(f" 失败: {e}")
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return None
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def download_to_vnpy():
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"""下载到vn.py数据库"""
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print("\n" + "="*60)
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print("📥 下载510300.SSE数据到vn.py数据库")
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print("="*60)
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# 使用 fund_etf_hist_sina 接口（SINA接口更稳定）
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print("\n使用 fund_etf_hist_sina 接口下载...")
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try:
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df = ak.fund_etf_hist_sina(symbol="510300", start_date="20160101", end_date="20260330")
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print(f"✅ 下载成功: {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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print("❌ 数据为空")
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return False
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print("\n数据预览:")
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print(df.head())
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except Exception as e:
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print(f"❌ 下载失败: {e}")
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return False
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# 创建数据库
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db_path = "/Users/chufeng/.openclaw/workspace-zhaoyun/zhaoyun-data/data/database_test.db"
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symbol = "510300.SSE"
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print(f"\n💾 导入到数据库: {db_path}")
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if os.path.exists(db_path):
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os.remove(db_path)
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print(" 删除旧数据库")
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os.makedirs(os.path.dirname(db_path), exist_ok=True)
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conn = sqlite3.connect(db_path)
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cursor = conn.cursor()
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# 创建vn.py标准表结构
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cursor.execute("""
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CREATE TABLE dbbardata (
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symbol TEXT NOT NULL,
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exchange TEXT,
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interval TEXT NOT NULL,
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datetime INTEGER NOT NULL,
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open REAL NOT NULL,
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high REAL NOT NULL,
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low REAL NOT NULL,
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close REAL NOT NULL,
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volume INTEGER NOT NULL,
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open_interest REAL,
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turnover REAL,
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PRIMARY KEY (symbol, interval, datetime)
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);
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""")
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# 创建索引
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cursor.execute("CREATE INDEX ix_dbbardata_symbol ON dbbardata(symbol);")
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cursor.execute("CREATE INDEX ix_dbbardata_symbol_interval ON dbbardata(symbol, interval);")
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# 导入数据
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# SINA ETF接口返回: date, open, high, low, close, volume
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imported = 0
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for idx, row in df.iterrows():
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# 转换日期
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date_str = str(row['date'])
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try:
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if '-' in date_str:
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dt = datetime.strptime(date_str, '%Y-%m-%d')
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else:
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dt = datetime.strptime(date_str, '%Y%m%d')
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except Exception as e:
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print(f" 日期解析失败: {date_str}, 跳过")
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continue
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timestamp = int(dt.timestamp())
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# SINA ETF接口字段: date, open, high, low, close, volume
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open_price = float(row['open'])
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high_price = float(row['high'])
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low_price = float(row['low'])
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close_price = float(row['close'])
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volume = int(float(row['volume']))
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turnover = float(row.get('volume', 0)) * close_price # 估算成交额
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cursor.execute("""
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INSERT INTO dbbardata (
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symbol, exchange, interval, datetime,
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open, high, low, close, volume, turnover
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) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""", (
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symbol,
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'SSE',
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'1d',
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timestamp,
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open_price,
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high_price,
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low_price,
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close_price,
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volume,
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turnover
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))
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imported += 1
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# 提交
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conn.commit()
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# 验证
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cursor.execute("SELECT COUNT(*) FROM dbbardata WHERE symbol = ?", (symbol,))
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count = cursor.fetchone()[0]
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cursor.execute("SELECT MIN(datetime), MAX(datetime) FROM dbbardata WHERE symbol = ?", (symbol,))
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min_ts, max_ts = cursor.fetchone()
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min_dt = datetime.fromtimestamp(min_ts).strftime('%Y-%m-%d') if min_ts else 'N/A'
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max_dt = datetime.fromtimestamp(max_ts).strftime('%Y-%m-%d') if max_ts else 'N/A'
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conn.close()
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print("\n" + "="*60)
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print("✅ 下载导入完成！")
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print(f"标的: {symbol}")
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print(f"数据库: {db_path}")
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print(f"总行数: {imported} (验证: {count})")
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print(f"时间范围: {min_dt} -> {max_dt}")
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print("="*60)
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# 显示统计信息
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print(f"\n📊 数据统计:")
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print(f" 交易天数: {len(df)}")
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print(f" 最早日期: {min_dt}")
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print(f" 最新日期: {max_dt}")
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print(f" 首行收盘价: {close_price:.2f} (最新)")
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return True
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def main():
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"""主函数"""
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# 测试接口
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df = test_different_interfaces()
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# 下载完整数据
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success = download_to_vnpy()
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if success:
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print("\n🎉 完成！现在数据已导入到vn.py数据库")
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print("请重启API服务，关羽将军可以重新回测了")
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else:
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print("\n❌ 下载失败，请检查网络或AKShare配置")
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return success
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if __name__ == "__main__":
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success = main()
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sys.exit(0 if success else 1)
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