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feat(data): raw真实价数据源(task#79)—raw_dir+dir_key路由+新浪源重下

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根因: daily_dir mixed-adjust(hfq bulk+akshare raw tail)致3-30 -94%假跌。
方案(Linus三问简化单raw, 除权留分期项#3):
- datareader read_parquet_daily/15min 加 dir_key 参数
- data_source iter_bars/fetch_day: adjust=raw→raw_dir(缺配置报错防混源), qfq→daily_dir
- engine PaperEngine 默认 adjust=raw
- config 加 raw_dir; scripts/raw_redownload.py 新浪源adjust='' 直连+单线程限速
- 验证: 浦发606行close 6.5/14.6 mean10.08 0跳变, 撮合成交价9.71-10.25真实
- 测试9/9+trader全量108/108通过
This commit is contained in:
Claude Dev
2026-07-07 22:19:11 +08:00
parent fc39b549cf
commit 1ed7b72aca
10 changed files with 366 additions and 43 deletions
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config/data_platform.yaml
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@@ -1,6 +1,7 @@
# config/data_platform.yaml
data_paths:
daily_dir: /volume1/stock/A股数据/日线数据/daily
raw_dir: /volume1/stock/A股数据/日线数据/raw
minute_15_dir: /volume1/stock/minute_kline/15min
vnpy_db: /volume1/stock/sanguo_vnpy/data/quant_trading.db
stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv