claude_dev 981b501bdd docs(data): get_security_info_batch docstring同步双seek终态——删'IN+GROUP BY走索引'旧描述(该假设恰为生产劣化计划根源) [vps]

2026-08-24 14:16:21 +08:00

..

fetchers

refactor(provider): TET Phase3老接口内部委托Fetcher——①四老方法(get_price/get_closes_panel/get_index_stocks/get_fundamentals_df)旧体删除,改调同款Fetcher(与_ex两张皮,strict契约自此对老接口生效:非法frequency/fq/count/日期/空列表→ValueError,查询失败raise;Phase2副本对照4/4语义等值已验issue#19)②qfq因子二次读库归一:_build_qfq_factor/_apply_qfq_batch拆为_read_qfq_rows+_qfq_factor_from_rows与_read_qfq_events+_apply_qfq_events(IO/纯计算),因子读全挪进extract_data,transform零IO③all_weather四处get_fundamentals_df(choice)补空守卫(空候选集=调用方业务态)④3个宽松断言回归测试改strict(1m频率/空stocks/空symbols);938绿 [vps]

2026-08-17 09:12:47 +08:00

__init__.py

feat(portfolio): 接线 LocalUnifiedProvider 到 runner(Task5)

2026-07-23 08:13:32 +08:00

baostock_provider.py

feat(portfolio): 本地数据 provider 层(baostock/local_parquet)

2026-07-22 10:35:23 +08:00

local_parquet_provider.py

feat(portfolio): get_fundamentals_df 批量提速(fields= 按需短路 + ThreadPool 并发)

2026-07-28 23:31:13 +08:00

local_unified_provider.py

docs(data): get_security_info_batch docstring同步双seek终态——删'IN+GROUP BY走索引'旧描述(该假设恰为生产劣化计划根源) [vps]

2026-08-24 14:16:21 +08:00

sanguo_fundamentals.py

fix(live): 市值改本地估值委托——开盘不再依赖盘中Capital下载(策略session 08-24移交P0)——实锤:开盘miniQMT Capital表下载常超时(代码注释自曝trading hours常超时)→close×total_capital=NaN→策略sort_values无操作保持代码序,平安银行(≈3800亿)混进small_cap买入清单。修=get_fundamentals_df组装后增Step3.5:_apply_local_market_caps把market_cap/circulating_market_cap优先委托self._unified.get_fundamentals_df(fields=两列,估值parquet EOD,亿元同单位,全池同一时点口径);单股本地缺(NaN/新股)保留xt Capital已算值,unified整体异常静默回退开盘永不挂;date=None传今天(EOD取最新≤今天);_fetch_close本就读xtdata本地缓存不动。+6测试(本地优先/补NaN/空回退/异常回退/NaN不清值/date=None传today);628绿。验收=部署后首个9:30 small_cap买入清单不再0000xx连号不含超大盘 [vps]

2026-08-24 13:49:24 +08:00