claude_dev
1ed7b72aca
根因: daily_dir mixed-adjust(hfq bulk+akshare raw tail)致3-30 -94%假跌。 方案(Linus三问简化单raw, 除权留分期项#3): - datareader read_parquet_daily/15min 加 dir_key 参数 - data_source iter_bars/fetch_day: adjust=raw→raw_dir(缺配置报错防混源), qfq→daily_dir - engine PaperEngine 默认 adjust=raw - config 加 raw_dir; scripts/raw_redownload.py 新浪源adjust='' 直连+单线程限速 - 验证: 浦发606行close 6.5/14.6 mean10.08 0跳变, 撮合成交价9.71-10.25真实 - 测试9/9+trader全量108/108通过
36 lines
836 B
YAML
36 lines
836 B
YAML
# config/data_platform.yaml
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data_paths:
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daily_dir: /volume1/stock/A股数据/日线数据/daily
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raw_dir: /volume1/stock/A股数据/日线数据/raw
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minute_15_dir: /volume1/stock/minute_kline/15min
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vnpy_db: /volume1/stock/sanguo_vnpy/data/quant_trading.db
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stock_list: /volume1/stock/A股数据/stock_info/stock_basic_info_raw_20260326_113530.csv
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data_sources:
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daily:
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- name: eastmoney
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enabled: true
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interval: 4.0
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- name: baostock
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enabled: true
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interval: 0.0
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timeout: 30
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- name: tencent
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enabled: true
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interval: 0.0
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minute_15:
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- name: eastmoney
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enabled: true
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interval: 4.0
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validation:
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price_positive: true
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ohlc_consistency: true
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no_future_dates: true
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performance:
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request_interval: 0.3
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max_retries: 3
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fail_window: 100
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fail_threshold: 0.8
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