claude_dev
774170ec05
采集层(多源各下): - baostock: 日线全字段全量(baostock_daily_fullmarket) + 15min全市场 + 静态(基础/复权/分红/季频/三表) + 成份股 - akshare: 静态(估值/龙虎榜/大宗/融资融券/北向/指数成分/行业/股本/解禁/业绩预告) - xtdata(miniQMT): build_daily_from_xtdata + daily_update_xtdata 数据补全 P0: - ETF全市场: universe 扩展 沪深A股∪ETF∪基金(7414), dividend_type='front' 前复权 - 历史成份股(治幸存者偏差): index_const_hist_download 深证/国证 adjust_cni 4指数 + 中证1000/2000快照 + 新浪交叉校验 - 退市K线: baostock_delisted_download + import_delisted_to_db(实证 Day1 fetch_all_stocks 已含退市) 灌库: - import_baostock_to_db: daily_baostock_full(5537股/1826万行,18字段)+ bs_index_constituent + bs_adjust_factor - INSERT OR REPLACE 幂等, WAL+busy_timeout, dbbardata 不碰 每日增量 #7(用户决策A: VPS直跑): - daily_update_static: login探针防黑名单graceful skip + LOOKBACK7 + query_stock_basic含退市 + INSERT OR REPLACE + QUERY_COUNT守48000/天 设计文档: spec(13节三层融合) + P0 plan + 数据gap设计
58 lines
2.3 KiB
Python
58 lines
2.3 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""ETF 探针 v2: 先 download 再读,对比 dividend_type,确认 ETF 在 sector 中。"""
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import sys
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from xtquant import xtdata as xd
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def main():
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etf = xd.get_stock_list_in_sector("沪深ETF") or []
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fund = xd.get_stock_list_in_sector("沪深基金") or []
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a = xd.get_stock_list_in_sector("沪深A股") or []
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u = list(set(a + etf + fund))
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print(f"A={len(a)} ETF={len(etf)} fund={len(fund)} union={len(u)}")
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# 1) 检查目标 samples 是否在 universe
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for sym in ("510300.SH", "513050.SH", "159919.SZ"):
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print(f" {sym} in A={sym in a} in ETF={sym in etf} in fund={sym in fund}")
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# 2) 重叠分析: ETF 与 fund 是否相同
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overlap = set(etf) & set(fund)
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only_etf = set(etf) - set(fund)
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only_fund = set(fund) - set(etf)
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print(f"overlap(ETF&fund)={len(overlap)} only_etf={len(only_etf)} only_fund={len(only_fund)}")
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if only_etf:
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print(f" only_etf sample: {list(only_etf)[:5]}")
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if only_fund:
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print(f" only_fund sample: {list(only_fund)[:5]}")
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# 3) 先 download 再读
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samples = ["510300.SH", "513050.SH", "159919.SZ"]
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print(f"\n=== download_history_data(1d, 20240101~20260721) ===")
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for sym in samples:
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try:
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n = xd.download_history_data(sym, "1d", "20240101", "20260721")
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print(f" {sym} download returned: {n}")
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except Exception as e:
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print(f" {sym} download err: {e}")
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# 4) 读两种 dividend_type
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for dt in ("front", "none"):
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print(f"\n=== get_market_data_ex dividend_type={dt} ===")
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r = xd.get_market_data_ex([], samples, period="1d",
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start_time="20240101", end_time="20260721",
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dividend_type=dt)
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for sym in samples:
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df = r.get(sym) if r else None
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bars = 0 if df is None else len(df)
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tail_close = None if df is None or not len(df) else float(df["close"].iloc[-1])
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head_date = None if df is None or not len(df) else str(df.index[0])[:8]
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tail_date = None if df is None or not len(df) else str(df.index[-1])[:8]
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print(f" {sym}: bars={bars} date=[{head_date}~{tail_date}] tail_close={tail_close}")
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sys.stdout.flush()
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if __name__ == "__main__":
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main()
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