initial-import: 2026-04-11 21:18:55

2026-04-11 21:18:55 +08:00
commit 5e6b2d73eb
264 changed files with 117047 additions and 0 deletions
@@ -0,0 +1,173 @@
+#!/usr/bin/env python3
+"""
+生成510300.SSE测试数据到vn.py数据库
+如果下载失败，手动生成测试数据用于回测测试
+"""
+
+import sys
+import os
+import sqlite3
+from datetime import datetime, timedelta
+import random
+
+def generate_test_data():
+    """生成测试数据"""
+    print("🚀 生成510300.SSE测试数据...")
+    print("="*60)
+    
+    # 配置
+    symbol = "510300.SSE"
+    db_path = "/Users/chufeng/.openclaw/workspace-zhaoyun/zhaoyun-data/data/database_test.db"
+    
+    # 从2020年1月1日开始，生成1000个交易日数据
+    start_date = datetime(2020, 1, 1)
+    days = 1000  # 约4年数据
+    
+    print(f"目标标的: {symbol}")
+    print(f"生成数据: {days} 个交易日 (从 {start_date.strftime('%Y-%m-%d')} 开始)")
+    print(f"数据库: {db_path}")
+    
+    # 创建数据库
+    if os.path.exists(db_path):
+        os.remove(db_path)
+        print(f"\n✅ 删除旧数据库")
+    
+    os.makedirs(os.path.dirname(db_path), exist_ok=True)
+    conn = sqlite3.connect(db_path)
+    cursor = conn.cursor()
+    
+    # 创建vn.py标准表结构
+    cursor.execute("""
+    CREATE TABLE dbbardata (
+        symbol TEXT NOT NULL,
+        exchange TEXT,
+        interval TEXT NOT NULL,
+        datetime INTEGER NOT NULL,
+        open REAL NOT NULL,
+        high REAL NOT NULL,
+        low REAL NOT NULL,
+        close REAL NOT NULL,
+        volume INTEGER NOT NULL,
+        open_interest REAL,
+        turnover REAL,
+        PRIMARY KEY (symbol, interval, datetime)
+    );
+    """)
+    
+    # 创建索引
+    cursor.execute("CREATE INDEX ix_dbbardata_symbol ON dbbardata(symbol);")
+    cursor.execute("CREATE INDEX ix_dbbardata_symbol_interval ON dbbardata(symbol, interval);")
+    
+    # 生成模拟数据（近似真实的走势）
+    print(f"\n📊 生成数据...")
+    
+    base_price = 3.0  # 510300沪深300ETF大致价格范围
+    current_price = base_price
+    imported = 0
+    
+    current_date = start_date
+    
+    # 随机游走模拟价格走势
+    for i in range(days):
+        # 跳过周末（周六周日）
+        if current_date.weekday() >= 5:
+            current_date += timedelta(days=1)
+            continue
+        
+        # 生成随机价格变动
+        daily_change = random.uniform(-0.02, 0.02)  # ±2%
+        current_price = current_price * (1 + daily_change)
+        
+        # 确保价格合理
+        current_price = max(2.0, min(5.0, current_price))
+        
+        # 生成OHLC
+        open_price = current_price * (1 + random.uniform(-0.005, 0.005))
+        high_price = max(open_price, current_price) * (1 + random.uniform(0, 0.01))
+        low_price = min(open_price, current_price) * (1 - random.uniform(0, 0.01))
+        close_price = current_price
+        
+        # 成交量（百万级）
+        volume = int(random.uniform(10000000, 500000000))
+        turnover = volume * close_price  # 成交额
+        
+        # 转换为时间戳
+        timestamp = int(current_date.timestamp())
+        
+        # 插入
+        cursor.execute("""
+        INSERT INTO dbbardata (
+            symbol, exchange, interval, datetime,
+            open, high, low, close, volume, turnover
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """, (
+            symbol,
+            'SSE',
+            '1d',
+            timestamp,
+            round(open_price, 4),
+            round(high_price, 4),
+            round(low_price, 4),
+            round(close_price, 4),
+            volume,
+            round(turnover, 2)
+        ))
+        
+        imported += 1
+        
+        # 下一个交易日
+        current_date += timedelta(days=1)
+        
+        # 进度
+        if imported % 100 == 0:
+            print(f"   已生成 {imported} 个交易日...")
+    
+    # 提交
+    conn.commit()
+    
+    # 验证
+    cursor.execute("SELECT COUNT(*) FROM dbbardata WHERE symbol = ?", (symbol,))
+    count = cursor.fetchone()[0]
+    
+    cursor.execute("SELECT MIN(datetime), MAX(datetime) FROM dbbardata WHERE symbol = ?", (symbol,))
+    min_ts, max_ts = cursor.fetchone()
+    
+    min_dt = datetime.fromtimestamp(min_ts).strftime('%Y-%m-%d') if min_ts else 'N/A'
+    max_dt = datetime.fromtimestamp(max_ts).strftime('%Y-%m-%d') if max_ts else 'N/A'
+    
+    cursor.execute("SELECT MIN(close), MAX(close) FROM dbbardata WHERE symbol = ?", (symbol,))
+    min_close, max_close = cursor.fetchone()
+    
+    conn.close()
+    
+    # 总结
+    print("\n" + "="*60)
+    print("✅ 测试数据生成完成！")
+    print(f"标的: {symbol}")
+    print(f"数据库: {db_path}")
+    print(f"总行数: {imported} (验证: {count})")
+    print(f"时间范围: {min_dt} -> {max_dt}")
+    print(f"价格范围: {min_close:.2f} ~ {max_close:.2f}")
+    print("="*60)
+    
+    print("\n💡 说明:")
+    print("这是模拟测试数据，用于验证回测API功能")
+    print("真实数据需要赵云将军通过AKShare下载")
+    print("但测试数据足够验证API回测功能正常")
+    
+    print("\n🎯 下一步:")
+    print("1. 确认API数据路径配置正确")
+    print(f"   数据库路径: {db_path}")
+    print("2. 重启API服务")
+    print("3. 关羽将军重新运行回测")
+    print("="*60)
+    
+    return True
+
+def main():
+    """主函数"""
+    success = generate_test_data()
+    sys.exit(0 if success else 1)
+
+if __name__ == "__main__":
+    main()