fix(data): dbbardata 日线双行根治(统一纯日期+helper,留ROWID max去重)

根因: dbbardata UNIQUE(symbol,exchange,interval,datetime) 按字符串字面比较,
多写入路径混用 'YYYY-MM-DD' 与 'YYYY-MM-DD 00:00:00' -> 同一交易日双行,
INSERT OR REPLACE 不去重 -> 回测交易日翻倍/pivot duplicate/信号异常。

方案A (统一纯日期, 详见 Main Agent 诊断):
- 新增 scripts/data_platform/dbbardata_utils.py: normalize_daily_dt(s)
  取前 10 字符, None/短串安全
- 4 个日线写入脚本写入前调 helper:
  - bs_eod.py (sanguo-bs-eod 个股日线 baostock)
  - migrate_daily_baostock.py (历史迁移)
  - xt_eod.py (sanguo-xt-eod ETF/基金 xtata)
  - import_vnpy_daily_fast.py (NAS 日线 parquet 导入, 加防御)
- TDD: tests/data_platform/test_dbbardata_utils.py 9 cases 全过
- 回归: tests/data_platform + tests/portfolio 199 passed 12 skipped

peewee DateTimeField formats 含 '%Y-%m-%d' (阶段0 VPS 实测确认),
读纯日期不崩, 方案A 前提成立。

15min 干净, 不动 (分钟必须带时分)。只改日线 interval='d'。

数据层根治, 不在 provider 适配兜底 (用户铁律)。

scripts/data_platform/bs_eod.py

@@ -31,6 +31,8 @@ except (AttributeError, ValueError):
 import baostock as bs
 import pandas as pd
 
+from dbbardata_utils import normalize_daily_dt
+
 BASE = Path(r"C:\sanguo_vnpy_v2")
 DB = BASE / "data" / "quant_trading.db"
 VAL_DIR = BASE / "data" / "valuation_baostock"
@@ -121,10 +123,10 @@ def upsert_daily(conn, code, prefix, rows):
               "turn", "pctChg", "peTTM", "psTTM", "pcfNcfTTM", "pbMRQ"]:
         df[c] = pd.to_numeric(df[c], errors="coerce")
     exc = EXC_MAP[prefix]
-    # OHLCV -> dbbardata('d')
+    # OHLCV -> dbbardata('d') — datetime 归一纯日期 (dbbardata 双行根治方案A)
     db = pd.DataFrame({
         "symbol": code, "exchange": exc,
-        "datetime": df["date"].astype(str) + " 00:00:00",
+        "datetime": df["date"].astype(str).map(normalize_daily_dt),
         "interval": "d", "volume": df["volume"], "turnover": df["amount"],
         "open_interest": 0.0,
         "open_price": df["open"], "high_price": df["high"],

scripts/data_platform/dbbardata_utils.py

@@ -0,0 +1,28 @@
+# -*- coding: utf-8 -*-
+"""dbbardata 日线 datetime 归一化 helper (双行根治方案A)。
+
+背景:
+    dbbardata (DbBarData) UNIQUE(symbol,exchange,interval,datetime) 按字符串字面比较。
+    历史多写入路径混用 "YYYY-MM-DD" 与 "YYYY-MM-DD 00:00:00" 两种格式,
+    同一交易日 INSERT OR REPLACE 不去重 -> 双行, 致回测翻倍/pivot duplicate。
+
+归一规则:
+    日线 (interval='d') 写入前必调 normalize_daily_dt, 统一为纯日期 'YYYY-MM-DD'。
+    分钟 (interval='15m' 等) 不要调 — 分钟必须带时分。
+
+入口: 所有写 dbbardata interval='d' 的脚本 import 并在 datetime 列写入前调用。
+"""
+from typing import Optional
+
+
+def normalize_daily_dt(s: Optional[str]) -> Optional[str]:
+    """日线 datetime 归一为纯日期 'YYYY-MM-DD' (取前 10 字符)。
+
+    - 纯日期 'YYYY-MM-DD' -> no-op
+    - 'YYYY-MM-DD 00:00:00' / 'YYYY-MM-DD HH:MM:SS' -> 截断为 'YYYY-MM-DD'
+    - None -> None (保留语义不崩溃)
+    - 短串/空串 -> 原样返回(前 10 字符)不崩溃
+    """
+    if s is None:
+        return None
+    return str(s)[:10]

scripts/data_platform/import_vnpy_daily_fast.py

@@ -12,6 +12,8 @@ import sys
 import time
 from pathlib import Path
 
+from dbbardata_utils import normalize_daily_dt
+
 DB_PATH = os.environ.get('VNPY_DB_PATH', '/tmp/quant_trading_import.db')
 DAILY_DIR = os.environ.get('DAILY_DIR', '/Volumes/stock/A股数据/日线数据/daily/')
 
@@ -57,8 +59,8 @@ def import_year(conn, year):
     
     combined = pd.concat(all_dfs, ignore_index=True)
     
-    # Vectorized conversion
+    # Vectorized conversion — datetime 归一纯日期 (dbbardata 双行根治方案A, 防御未来混入时分)
-    combined['datetime'] = combined['date'].astype(str)
+    combined['datetime'] = combined['date'].astype(str).map(normalize_daily_dt)
     combined['interval'] = 'd'
     combined['open_interest'] = 0.0
     combined = combined.rename(columns={

scripts/data_platform/migrate_daily_baostock.py

@@ -13,6 +13,8 @@ from pathlib import Path
 
 import pandas as pd
 
+from dbbardata_utils import normalize_daily_dt
+
 DB = Path(r"C:\sanguo_vnpy_v2\data\quant_trading.db")
 VAL_DIR = Path(r"C:\sanguo_vnpy_v2\data\valuation_baostock")
 EXC_MAP = {"SH": "SSE", "SZ": "SZSE"}
@@ -52,7 +54,8 @@ for chunk in pd.read_sql("SELECT * FROM daily_baostock_full", c, chunksize=20000
     odb = pd.DataFrame({
         "symbol": chunk["symbol"].values,
         "exchange": chunk["exchange"].map(EXC_MAP).values,
-        "datetime": (chunk["date"].astype(str) + " 00:00:00").values,
+        # datetime 归一纯日期 (dbbardata 双行根治方案A)
+        "datetime": chunk["date"].astype(str).map(normalize_daily_dt).values,
         "interval": "d",
         "volume": chunk["volume"].values,
         "turnover": chunk["amount"].values,

scripts/data_platform/xt_eod.py

@@ -21,6 +21,8 @@ import time
 from xtquant import xtdata as xd
 import pandas as pd
 
+from dbbardata_utils import normalize_daily_dt
+
 DB = r"C:\sanguo_vnpy_v2\data\quant_trading.db"
 LOOKBACK = int(__import__("os").environ.get("LOOKBACK_DAYS", "30"))
 T0 = time.time()
@@ -88,8 +90,10 @@ def main():
                 db = pd.DataFrame({
                     "symbol": sym,
                     "exchange": exc_of(sym),
-                    "datetime": [str(idx)[:4]+"-"+str(idx)[4:6]+"-"+str(idx)[6:8]+" 00:00:00"
+                    # datetime 归一纯日期 (dbbardata 双行根治方案A)
-                                 for idx in df.index],
+                    "datetime": [normalize_daily_dt(
+                        f"{str(idx)[:4]}-{str(idx)[4:6]}-{str(idx)[6:8]}")
+                        for idx in df.index],
                     "interval": "d",
                     "volume": (df["volume"].astype(float).values * 100),
                     "turnover": df["amount"].astype(float).values,

tests/data_platform/test_dbbardata_utils.py

@@ -0,0 +1,46 @@
+# -*- coding: utf-8 -*-
+"""TDD for dbbardata daily datetime normalizer (dbbardata 双行根治方案A)."""
+import pytest
+
+from scripts.data_platform.dbbardata_utils import normalize_daily_dt
+
+
+@pytest.mark.parametrize("s,expected", [
+    ("2026-07-20", "2026-07-20"),
+    ("2010-01-04", "2010-01-04"),
+])
+def test_pure_date_noop(s, expected):
+    # 纯日期应原样返回
+    assert normalize_daily_dt(s) == expected
+
+
+@pytest.mark.parametrize("s", [
+    "2026-07-20 00:00:00",
+    "2026-07-20 00:00:00.000000",
+])
+def test_truncate_midnight(s):
+    # 带时间(00:00:00 历史迁移路径) 截断为纯日期
+    assert normalize_daily_dt(s) == "2026-07-20"
+
+
+@pytest.mark.parametrize("s", [
+    "2026-07-20 15:00:00",
+    "2026-07-20 09:30:01",
+])
+def test_truncate_real_time(s):
+    # 带真实时分(异常情况) 也截断为纯日期 — 日线无时分语义
+    assert normalize_daily_dt(s) == "2026-07-20"
+
+
+def test_none_safe():
+    # None 不应崩溃 — 返回 None 保留语义
+    assert normalize_daily_dt(None) is None
+
+
+def test_empty_string_safe():
+    assert normalize_daily_dt("") == ""
+
+
+def test_short_string_safe():
+    # 短于 10 字符的异常输入不崩溃,返回本身(取前 10)
+    assert normalize_daily_dt("2026") == "2026"