feat(data): DataReader parquet 读取 → BarData

2026-07-05 12:04:50 +08:00
parent 56fbde6492
commit 10bdc65ac5
4 changed files with 103 additions and 0 deletions
@@ -0,0 +1,24 @@
+import pandas as pd
+from vnpy_mock import Exchange, Interval
+from sanguo_data.config import DataConfig
+from sanguo_data.datareader import read_parquet_daily
+
+def test_read_parquet_daily_returns_bardata(tmp_path):
+    year_dir = tmp_path / "2026"
+    year_dir.mkdir()
+    df = pd.DataFrame({
+        "date": ["2026-01-05", "2026-01-06"],
+        "open": [10.0, 11.0], "high": [10.5, 11.5],
+        "low": [9.8, 10.8], "close": [10.2, 11.2],
+        "volume": [10000, 12000],
+    })
+    df.to_parquet(year_dir / "600000.parquet")
+
+    cfg = DataConfig(
+        data_paths={"daily_dir": str(tmp_path)},
+        data_sources={}, validation={}, performance={},
+    )
+    bars = read_parquet_daily("600000", "2026-01-01", "2026-12-31", cfg)
+    assert len(bars) == 2
+    assert bars[0].symbol == "600000"
+    assert bars[0].open_price == 10.0