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 +1,58 @@
+#!/usr/bin/env python3
+"""
+生成导入数据的SQL脚本
+因为scp网络有问题，直接生成SQL文本传到容器执行
+"""
+
+import pandas as pd
+from vnpy.trader.constant import Exchange, Interval
+
+parquet_path = "/Users/chufeng/nas/stock-data/sanguo_quant_live/zhaoyun-data/data/raw/daily/sh510300_daily.parquet"
+symbol = "510300"
+exchange = Exchange.SSE
+exchange_code = exchange.value
+interval = Interval.DAILY
+interval_code = interval.value
+
+df = pd.read_parquet(parquet_path)
+print(f"读取数据: {len(df)} 行")
+
+output_file = "/Users/chufeng/.openclaw/workspace-jiangwei/import_data.sql"
+
+with open(output_file, 'w') as f:
+    f.write("BEGIN TRANSACTION;\n")
+    f.write("DELETE FROM dbbardata WHERE symbol = ? AND exchange = ?;\n")
+    f.write(f"-- 准备插入 {len(df)} 条数据\n")
+    
+    for idx, row in df.iterrows():
+        dt = row['trade_date']
+        # 转换为Unix时间戳？不，vnpy存datetime
+        dt_str = dt.strftime('%Y-%m-%d %H:%M:%S')
+        open_price = row['open']
+        high_price = row['high']
+        low_price = row['low']
+        close_price = row['close']
+        volume = row['volume']
+        turnover = row['amount']
+        
+        # vnpy_sqlite表结构dbbardata:
+        # id (INTEGER PRIMARY KEY AUTOINCREMENT)
+        # symbol (TEXT)
+        # exchange (TEXT)
+        # interval (TEXT)
+        # datetime (datetime)
+        # open_price (float)
+        # high_price (float)
+        # low_price (float)
+        # close_price (float)
+        # volume (int)
+        # turnover (float)
+        
+        sql = f"""INSERT INTO dbbardata (symbol, exchange, interval, datetime, open_price, high_price, low_price, close_price, volume, turnover) VALUES ('{symbol}', '{exchange_code}', '{interval_code}', '{dt_str}', {open_price}, {high_price}, {low_price}, {close_price}, {volume}, {turnover});\n"""
+        f.write(sql)
+    
+    f.write("COMMIT;\n")
+    f.write("-- 导入完成\n")
+
+print(f"SQL脚本生成完成: {output_file}")
+print(f"文件大小: {open(output_file).read().__len__()} bytes")