auto-sync: 2026-05-02 21:33:03

data_platform/import_vnpy_minute.py

@@ -79,7 +79,14 @@ def import_file(conn, filepath: Path) -> int:
 
     # 类型转换（volume/amount可能是object）
     for col in ["volume", "turnover", "open_price", "high_price", "low_price", "close_price"]:
-        df[col] = pd.to_numeric(df[col], errors="coerce").fillna(0.0)
+        df[col] = pd.to_numeric(df[col], errors="coerce")
+    # 丢弃NaN行（价格/成交量为NaN说明原始数据异常）
+    na_before = len(df)
+    df = df.dropna(subset=["open_price", "close_price"])
+    if len(df) < na_before:
+        logger.warning("%s 丢弃 %d 条NaN行", filepath.name, na_before - len(df))
+    df["volume"] = df["volume"].fillna(0.0)
+    df["turnover"] = df["turnover"].fillna(0.0)
 
     values = df[[
         "symbol", "exchange", "datetime", "interval", "volume", "turnover",