fix(data): read_db_daily 配置 vnpy database 路径(修端到端读取 gap)

Fix: read_db_daily 现在在调用 get_database() 前配置 vnpy SETTINGS,
指向 cfg.data_paths["vnpy_db"](NAS quant_trading.db),修复端到端冒烟发现的读取 gap。
This commit is contained in:
2026-07-05 21:03:03 +08:00
parent 20e2437326
commit 339d85a927
2 changed files with 28 additions and 1 deletions
+5
View File
@@ -13,6 +13,7 @@ from datetime import datetime
from vnpy.trader.object import BarData
from vnpy.trader.constant import Exchange, Interval
from vnpy.trader.database import get_database
from vnpy.trader.setting import SETTINGS
def read_parquet_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
daily_dir = Path(cfg.data_paths["daily_dir"])
@@ -55,6 +56,10 @@ def guess_exchange(symbol: str) -> Exchange:
def read_db_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
# Configure vnpy database SETTINGS before calling get_database()
SETTINGS["database.name"] = "sqlite"
SETTINGS["database.database"] = cfg.data_paths["vnpy_db"]
db = get_database()
start_dt = datetime.strptime(start, "%Y-%m-%d")
end_dt = datetime.strptime(end, "%Y-%m-%d")