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。
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@@ -13,6 +13,7 @@ from datetime import datetime
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from vnpy.trader.object import BarData
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from vnpy.trader.constant import Exchange, Interval
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from vnpy.trader.database import get_database
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from vnpy.trader.setting import SETTINGS
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def read_parquet_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
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daily_dir = Path(cfg.data_paths["daily_dir"])
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@@ -55,6 +56,10 @@ def guess_exchange(symbol: str) -> Exchange:
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def read_db_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
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# Configure vnpy database SETTINGS before calling get_database()
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SETTINGS["database.name"] = "sqlite"
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SETTINGS["database.database"] = cfg.data_paths["vnpy_db"]
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db = get_database()
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start_dt = datetime.strptime(start, "%Y-%m-%d")
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end_dt = datetime.strptime(end, "%Y-%m-%d")
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