feat(data): DataReader SQLite + 交易所判断 + vnpy 4.4.0 spike 点

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,
+    )