From 4e541040f1e79fe0b8818fb6b9af4a0bd98babb2 Mon Sep 17 00:00:00 2001
From: claude_dev <claude-dev@sanguo.local>
Date: Sun, 5 Jul 2026 12:36:34 +0800
Subject: [PATCH] =?UTF-8?q?feat(data):=20DataReader=20SQLite=20+=20?=
 =?UTF-8?q?=E4=BA=A4=E6=98=93=E6=89=80=E5=88=A4=E6=96=AD=20+=20vnpy=204.4.?=
 =?UTF-8?q?0=20spike=20=E7=82=B9?=
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---
 sanguo_data/datareader.py     | 25 ++++++++++++++++++++++++-
 tests/data/test_datareader.py | 10 +++++++++-
 2 files changed, 33 insertions(+), 2 deletions(-)

diff --git a/sanguo_data/datareader.py b/sanguo_data/datareader.py
index 4dba286..bdb4718 100644
--- a/sanguo_data/datareader.py
+++ b/sanguo_data/datareader.py
@@ -12,6 +12,7 @@ import pandas as pd
 from datetime import datetime
 from vnpy.trader.object import BarData
 from vnpy.trader.constant import Exchange, Interval
+from vnpy.trader.database import get_database
 
 def read_parquet_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
     daily_dir = Path(cfg.data_paths["daily_dir"])
@@ -32,7 +33,7 @@ def read_parquet_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
 def _row_to_bar(symbol: str, row, interval: Interval) -> BarData:
     return BarData(
         symbol=symbol,
-        exchange=Exchange.SSE,  # Task 4 改为 guess_exchange
+        exchange=guess_exchange(symbol),  # Task 4 已改为 guess_exchange
         datetime=pd.to_datetime(row["date"]).to_pydatetime(),
         interval=interval,
         open_price=float(row["open"]),
@@ -42,3 +43,25 @@ def _row_to_bar(symbol: str, row, interval: Interval) -> BarData:
         volume=float(row["volume"]),
         gateway_name="DATA",
     )
+
+
+def guess_exchange(symbol: str) -> Exchange:
+    """按代码前缀判断交易所：6/68/5x→SSE，0/3/15x→SZSE"""
+    if symbol.startswith(("60", "68", "51", "56", "58")):
+        return Exchange.SSE
+    if symbol.startswith(("00", "30", "15")):
+        return Exchange.SZSE
+    return Exchange.SSE
+
+
+def read_db_daily(symbol: str, start: str, end: str, cfg) -> list[BarData]:
+    db = get_database()
+    start_dt = datetime.strptime(start, "%Y-%m-%d")
+    end_dt = datetime.strptime(end, "%Y-%m-%d")
+    return db.load_bar_data(
+        symbol=symbol,
+        exchange=guess_exchange(symbol),
+        interval=Interval.DAILY,
+        start=start_dt,
+        end=end_dt,
+    )
diff --git a/tests/data/test_datareader.py b/tests/data/test_datareader.py
index 3828aa1..186baa2 100644
--- a/tests/data/test_datareader.py
+++ b/tests/data/test_datareader.py
@@ -1,7 +1,7 @@
 import pandas as pd
 from vnpy.trader.constant import Exchange, Interval
 from sanguo_data.config import DataConfig
-from sanguo_data.datareader import read_parquet_daily
+from sanguo_data.datareader import read_parquet_daily, guess_exchange
 
 def test_read_parquet_daily_returns_bardata(tmp_path):
     year_dir = tmp_path / "2026"
@@ -22,3 +22,11 @@ def test_read_parquet_daily_returns_bardata(tmp_path):
     assert len(bars) == 2
     assert bars[0].symbol == "600000"
     assert bars[0].open_price == 10.0
+
+
+def test_guess_exchange_sh():
+    assert guess_exchange("600000").value == "SSE"
+
+
+def test_guess_exchange_sz():
+    assert guess_exchange("000001").value == "SZSE"