cfdaily
202 lines
6.1 KiB
Python
202 lines
6.1 KiB
Python
#!/usr/bin/env python3
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"""
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最终版本 - 下载510300.SSE数据到vn.py数据库
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使用正确的AKShare接口参数
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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
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import pandas as pd
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import akshare as ak
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def main():
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"""主函数"""
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print("🚀 最终版本 - 下载510300.SSE数据到vn.py数据库")
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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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# 下载数据 - 使用新浪ETF接口
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print("\n📥 下载510300ETF日线数据...")
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print(f" 标的: 510300 沪深300ETF")
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try:
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# fund_etf_hist_sina 接口不需要start_date和end_date参数，返回全部历史
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df = ak.fund_etf_hist_sina(symbol="510300")
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print(f"✅ 下载成功: {len(df)} 行")
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print(f" 列名: {list(df.columns)}")
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if df.empty:
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print("❌ 数据为空")
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return False
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print("\n数据预览:")
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print(df.head())
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print("\n数据尾部:")
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print(df.tail())
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except Exception as e:
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print(f"❌ 下载失败: {e}")
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# 尝试备用接口
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print("\n🔄 尝试备用接口 - stock_zh_a_daily...")
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try:
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df = ak.stock_zh_a_daily(symbol="sh510300", adjust="qfq")
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print(f"✅ 备用接口下载成功: {len(df)} 行")
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print(f" 列名: {list(df.columns)}")
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except Exception as e2:
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print(f"❌ 备用接口也失败: {e2}")
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return False
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# 创建数据库
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print(f"\n💾 创建vn.py数据库: {db_path}")
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if os.path.exists(db_path):
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os.remove(db_path)
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print(" 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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# 导入数据
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print(f"\n📊 导入数据...")
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# 新浪ETF接口返回字段: date, open, high, low, close, volume
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imported = 0
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for idx, row in df.iterrows():
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# 转换日期
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date_val = row['date']
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if isinstance(date_val, pd.Timestamp):
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dt = date_val.to_pydatetime()
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else:
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date_str = str(date_val)
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try:
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if '-' in date_str:
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dt = datetime.strptime(date_str, '%Y-%m-%d')
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else:
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dt = datetime.strptime(date_str, '%Y%m%d')
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except Exception as e:
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print(f" 日期解析失败: {date_val}, 跳过")
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continue
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timestamp = int(dt.timestamp())
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# 获取价格数据
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open_price = float(row['open'])
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high_price = float(row['high'])
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low_price = float(row['low'])
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close_price = float(row['close'])
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volume = int(float(row['volume']))
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turnover = float(row['volume']) * close_price # 估算成交额
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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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open_price,
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high_price,
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low_price,
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close_price,
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volume,
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turnover
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))
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imported += 1
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if imported % 500 == 0:
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print(f" 已导入 {imported} 行...")
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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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if min_ts and max_ts:
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min_dt = datetime.fromtimestamp(min_ts).strftime('%Y-%m-%d')
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max_dt = datetime.fromtimestamp(max_ts).strftime('%Y-%m-%d')
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else:
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min_dt = 'N/A'
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max_dt = 'N/A'
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# 获取统计信息
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cursor.execute("SELECT MIN(open), MAX(open), AVG(volume) FROM dbbardata WHERE symbol = ?", (symbol,))
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min_open, max_open, avg_volume = cursor.fetchone()
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conn.close()
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print("\n" + "="*60)
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print("✅ 下载导入完成！")
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print(f"标的: {symbol}")
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print(f"数据库路径: {db_path}")
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print(f"总行数: {imported} (数据库验证: {count})")
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print(f"时间范围: {min_dt} -> {max_dt}")
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print("="*60)
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print(f"\n📊 数据统计:")
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print(f" 交易天数: {imported}")
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print(f" 价格范围: {min_open:.2f} ~ {max_open:.2f}")
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print(f" 平均成交量: {avg_volume:.0f}")
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print(f" 最新日期: {max_dt}")
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# 检查数据路径
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print("\n" + "="*60)
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print("🔍 数据路径检查:")
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if os.path.exists(db_path):
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size_mb = os.path.getsize(db_path) / (1024*1024)
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print(f"✅ 数据库文件存在，大小: {size_mb:.2f} MB")
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else:
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print(f"❌ 数据库文件不存在: {db_path}")
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return False
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print("\n🎯 下一步:")
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print("1. 确认API的数据路径配置是否正确")
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print(f" 应该配置为: {db_path}")
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print("2. 重启回测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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if __name__ == "__main__":
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success = main()
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sys.exit(0 if success else 1) |