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