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 +1,198 @@
+#!/usr/bin/env python3
+"""
+在容器内创建vn.py数据库，并导入510300.SSE数据
+数据文件已经在NAS: /volume1/stock-data/sanguo_quant_live/zhaoyun-data/data/raw/daily/sh510300_daily.parquet
+"""
+
+script_content = '''
+import pandas as pd
+import sqlite3
+import os
+from datetime import datetime
+
+print("🚀 在容器内导入510300.SSE数据...")
+print("="*60)
+
+# 配置
+parquet_path = "/volume1/stock-data/sanguo_quant_live/zhaoyun-data/data/raw/daily/sh510300_daily.parquet"
+db_path = "/volume1/stock/sanguo_vnpy/data/database_test.db"
+symbol = "510300.SSE"
+exchange = "SSE"
+interval = "1d"
+
+print(f"源数据: {parquet_path}")
+print(f"目标数据库: {db_path}")
+print(f"标的: {symbol}")
+
+# 检查源文件存在
+if not os.path.exists(parquet_path):
+    print(f"❌ 源文件不存在: {parquet_path}")
+    exit(1)
+
+print(f"✅ 源文件存在")
+
+# 读取parquet
+print("\\n📥 读取parquet数据...")
+df = pd.read_parquet(parquet_path)
+print(f"   读取成功: {len(df)} 行")
+
+# 创建数据库
+print(f"\\n💾 创建vn.py数据库...")
+
+if os.path.exists(db_path):
+    os.remove(db_path)
+    print(f"   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);")
+
+# 导入数据
+print(f"\\n📊 导入数据...")
+
+imported = 0
+errors = 0
+
+for idx, row in df.iterrows():
+    # 获取日期
+    date_val = row['date']
+    
+    if isinstance(date_val, pd.Timestamp):
+        dt = date_val.to_pydatetime()
+    else:
+        date_str = str(date_val)
+        if '-' in date_str:
+            dt = datetime.strptime(date_str, '%Y-%m-%d')
+        else:
+            dt = datetime.strptime(date_str, '%Y%m%d')
+    
+    timestamp = int(dt.timestamp())
+    
+    # 获取价格数据
+    open_price = float(row['open'])
+    high_price = float(row['high'])
+    low_price = float(row['low'])
+    close_price = float(row['close'])
+    volume = int(float(row['volume']))
+    
+    # 成交额
+    if 'amount' in row:
+        turnover = float(row['amount'])
+    else:
+        turnover = volume * close_price
+    
+    # 插入
+    try:
+        cursor.execute("""
+        INSERT INTO dbbardata (
+            symbol, exchange, interval, datetime,
+            open, high, low, close, volume, turnover
+        ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        """, (
+            symbol,
+            exchange,
+            interval,
+            timestamp,
+            open_price,
+            high_price,
+            low_price,
+            close_price,
+            volume,
+            turnover
+        ))
+        
+        imported += 1
+        
+        if imported % 500 == 0:
+            print(f"   已导入 {imported} 行...")
+            
+    except Exception as e:
+        print(f"   ⚠️  第{idx}行导入失败: {e}")
+        errors += 1
+
+# 提交
+conn.commit()
+
+# 验证
+print("\\n🔍 验证导入结果...")
+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()
+
+if min_ts and max_ts:
+    min_dt = datetime.fromtimestamp(min_ts).strftime('%Y-%m-%d')
+    max_dt = datetime.fromtimestamp(max_ts).strftime('%Y-%m-%d')
+else:
+    min_dt = 'N/A'
+    max_dt = 'N/A'
+
+cursor.execute("SELECT MIN(close), MAX(close), AVG(volume) FROM dbbardata WHERE symbol = ?", (symbol,))
+min_close, max_close, avg_volume = cursor.fetchone()
+
+conn.close()
+
+# 统计
+print("\\n" + "="*60)
+print("✅ 导入完成！")
+print(f"源文件: {parquet_path}")
+print(f"目标数据库: {db_path}")
+print(f"标的: {symbol}")
+print(f"源数据行数: {len(df)}")
+print(f"成功导入: {imported}")
+print(f"导入失败: {errors}")
+print(f"数据库验证: {count} 行")
+print(f"时间范围: {min_dt} -> {max_dt}")
+print(f"价格范围: {min_close:.2f} ~ {max_close:.2f}")
+print(f"平均成交量: {avg_volume:.0f}")
+print("="*60)
+
+# 显示文件大小
+if os.path.exists(db_path):
+    size_kb = os.path.getsize(db_path) / 1024
+    print(f"\\n📦 数据库文件大小: {size_kb:.1f} KB")
+
+print("\\n🎯 完成！")
+print("数据库已创建在容器可访问路径: {db_path}")
+print("现在可以重启API服务了")
+'''
+
+# 将脚本发送到容器
+import subprocess
+import sys
+
+print("🚀 在容器内创建数据库...")
+print("="*60)
+
+cmd = f'''ssh admin@192.168.2.154 "export PATH=\$PATH:/var/packages/Docker/target/usr/bin && docker exec -i sanguo_vnpy python3 - << 'EOF'
+{script_content}
+EOF
+"'''
+
+result = subprocess.run(cmd, shell=True)
+print("="*60)
+print("完成！")