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
This commit is contained in:
2026-07-07 22:19:11 +08:00
parent fc39b549cf
commit 1ed7b72aca
10 changed files with 366 additions and 43 deletions
+6 -1
View File
@@ -245,7 +245,12 @@ class SourceHealthMonitor:
# ======================== 数据源:BaoStock ========================
def fetch_baostock_daily(code: str, start_date: str, end_date: str) -> Optional[pd.DataFrame]:
"""BaoStock日线:全量历史,无反爬,amount真实,T+1延迟"""
"""BaoStock日线:全量历史,无反爬,amount真实,T+1延迟
注意:adjustflag="2"=qfq;但 Mac/容器无 baostockHAS_BAOSTOCK=False)时不调用,
实际走 akshare fallbackadjust=""=raw)→ daily_dir 可能 mixed adjusttask #79 根因)。
干净单一 raw 见 raw_redownload.py → raw_dir。
"""
if not HAS_BAOSTOCK:
return None
bs_code = code_to_baostock(code)