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 +1,162 @@
+#!/usr/bin/env python3
+"""
+诊断数据加载问题：检查510300.SSE数据是否正确加载
+修复方法签名
+"""
+
+import sys
+import types
+
+# 兼容性模块
+print("🔧 [DIAG] 加载vnpy.app兼容性模块...")
+vnpy_app_module = types.ModuleType('vnpy.app')
+sys.modules['vnpy.app'] = vnpy_app_module
+submodules = ['cta_strategy', 'cta_backtester', 'data_manager']
+for name in submodules:
+    full_name = f'vnpy.app.{name}'
+    submodule = types.ModuleType(full_name)
+    sys.modules[full_name] = submodule
+    setattr(vnpy_app_module, name, submodule)
+
+from vnpy_ctastrategy import CtaTemplate, CtaStrategyApp
+from vnpy_ctastrategy import (
+    CtaTemplate,
+    StopOrder,
+    TickData,
+    BarData,
+    TradeData,
+    OrderData,
+    BarGenerator,
+    ArrayManager,
+)
+from vnpy.trader.constant import Direction, Offset, Interval
+
+sys.modules['vnpy.app.cta_strategy'].CtaTemplate = CtaTemplate
+sys.modules['vnpy.app.cta_strategy'].CtaStrategyApp = CtaStrategyApp
+vnpy_app_module.CtaTemplate = CtaTemplate
+vnpy_app_module.CtaStrategyApp = CtaStrategyApp
+
+from vnpy_ctabacktester import BacktesterEngine
+sys.modules['vnpy.app.cta_backtester'].BacktesterEngine = BacktesterEngine
+vnpy_app_module.BacktesterEngine = BacktesterEngine
+
+print("✅ [DIAG] vnpy.app兼容性模块加载完成！")
+
+from vnpy.event import EventEngine
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.database import get_database
+from datetime import datetime
+import inspect
+import traceback
+
+def str_to_interval(interval_str: str):
+    """字符串转Interval枚举"""
+    mapping = {
+        "1m": Interval.MINUTE,
+        "min": Interval.MINUTE,
+        "hour": Interval.HOUR,
+        "1h": Interval.HOUR,
+        "d": Interval.DAILY,
+        "1d": Interval.DAILY,
+        "daily": Interval.DAILY,
+        "w": Interval.WEEKLY,
+        "1w": Interval.WEEKLY,
+        "weekly": Interval.WEEKLY,
+    }
+    return mapping.get(interval_str.lower(), Interval.DAILY)
+
+def parse_date(date_val):
+    """解析日期"""
+    print(f"🔍 [DIAG] 解析日期: date_val = {date_val}, type = {type(date_val)}")
+    
+    date_ts = float(date_val)
+    date_int = int(date_ts)
+    s = str(date_int)
+    
+    print(f"🔍 [DIAG] 处理: date_int = {date_int}, str = '{s}', length = {len(s)}")
+    
+    if len(s) == 8:
+        year = int(s[:4])
+        month = int(s[4:6])
+        day = int(s[6:8])
+        dt = datetime(year, month, day)
+        print(f"✅ [DIAG] YYYYMMDD解析: {dt}")
+        return dt
+    elif len(s) >= 10:
+        dt = datetime.fromtimestamp(date_int)
+        print(f"✅ [DIAG] Unix时间戳解析: {dt}")
+        return dt
+    else:
+        year = int(s[:4])
+        month = int(s[4:6])
+        day = int(s[6:8])
+        dt = datetime(year, month, day)
+        print(f"⚠️ [DIAG] 默认YYYYMMDD解析: {dt}")
+        return dt
+
+if __name__ == '__main__':
+    print("\n=== 开始诊断数据加载问题 ===")
+    
+    # 1. 测试日期解析
+    print("\n📅 [DIAG] 测试日期解析:")
+    start_ts = 1609459200
+    end_ts = 1772515200
+    
+    start_dt = parse_date(start_ts)
+    end_dt = parse_date(end_ts)
+    
+    print(f"\n📅 [DIAG] 日期解析结果:")
+    print(f"   start: {start_ts} -> {start_dt}")
+    print(f"   end: {end_ts} -> {end_dt}")
+    
+    # 2. 测试数据库连接
+    print("\n💾 [DIAG] 测试数据库连接:")
+    db = get_database()
+    print(f"✅ [DIAG] 获取数据库成功: {type(db)}")
+    
+    # 查看load_bar_data签名
+    print(f"\n🔍 [DIAG] 检查load_bar_data方法签名:")
+    sig = inspect.signature(db.load_bar_data)
+    print(f"   {sig}")
+    
+    # 3. 查询bar数据
+    symbol = "510300.SSE"
+    interval = str_to_interval("1d")
+    
+    print(f"\n🔍 [DIAG] 查询bar数据: {symbol}, {interval}")
+    print(f"   时间范围: {start_dt} ~ {end_dt}")
+    
+    try:
+        bars = db.load_bar_data(
+            symbol=symbol,
+            interval=interval,
+            start=start_dt,
+            end=end_dt
+        )
+        
+        print(f"✅ [DIAG] 查询完成:")
+        print(f"   标的: {symbol}")
+        print(f"   查询到bar数量: {len(bars)}")
+        
+        if len(bars) > 0:
+            print(f"   第一条: {bars[0].datetime}, close={bars[0].close_price}")
+            print(f"   最后一条: {bars[-1].datetime}, close={bars[-1].close_price}")
+            print(f"   间隔: {bars[0].interval}")
+        else:
+            print(f"❌ [DIAG] 没有查询到任何bar数据！")
+            
+            # 尝试获取所有symbol
+            print(f"\n🔍 [DIAG] 尝试获取所有标的:")
+            try:
+                symbols = db.get_all_symbols()
+                print(f"数据库中有 {len(symbols)} 个标的:")
+                for s in list(symbols)[:20]:
+                    print(f"   {s}")
+            except Exception as e:
+                print(f"❌ [DIAG] 获取所有标的失败: {e}")
+        
+    except Exception as e:
+        print(f"❌ [DIAG] 查询失败: {e}")
+        traceback.print_exc()
+    
+    print("\n=== 诊断完成 ===")