feat(data): 脚手架 + YAML 配置加载

2026-07-05 11:41:57 +08:00
parent 9595879655
commit 90f0b68ce2
7 changed files with 85 additions and 0 deletions
@@ -0,0 +1,34 @@
+# config/data_platform.yaml
+data_paths:
+  daily_dir: /volume1/stock/A股数据/日线数据/daily
+  minute_15_dir: /volume1/stock/minute_kline/15min
+  vnpy_db: /volume1/stock/sanguo_vnpy/data/quant_trading.db
+  stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv
+
+data_sources:
+  daily:
+    - name: eastmoney
+      enabled: true
+      interval: 4.0
+    - name: baostock
+      enabled: true
+      interval: 0.0
+      timeout: 30
+    - name: tencent
+      enabled: true
+      interval: 0.0
+  minute_15:
+    - name: eastmoney
+      enabled: true
+      interval: 4.0
+
+validation:
+  price_positive: true
+  ohlc_consistency: true
+  no_future_dates: true
+
+performance:
+  request_interval: 0.3
+  max_retries: 3
+  fail_window: 100
+  fail_threshold: 0.8