feat(data): raw真实价数据源(task#79)—raw_dir+dir_key路由+新浪源重下
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
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@@ -245,7 +245,12 @@ class SourceHealthMonitor:
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# ======================== 数据源:BaoStock ========================
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def fetch_baostock_daily(code: str, start_date: str, end_date: str) -> Optional[pd.DataFrame]:
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"""BaoStock日线:全量历史,无反爬,amount真实,T+1延迟"""
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"""BaoStock日线:全量历史,无反爬,amount真实,T+1延迟。
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注意:adjustflag="2"=qfq;但 Mac/容器无 baostock(HAS_BAOSTOCK=False)时不调用,
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实际走 akshare fallback(adjust=""=raw)→ daily_dir 可能 mixed adjust(task #79 根因)。
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干净单一 raw 见 raw_redownload.py → raw_dir。
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"""
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if not HAS_BAOSTOCK:
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return None
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bs_code = code_to_baostock(code)
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