claude_dev
28aea67232
- 修 submit_cta/optimize 策略字符串→类解析（get_strategy_class） - cta_engine: worker 进程设 vnpy DB→quant_trading.db（修 0 根数据） - equity_curve 取自 calculate_result 的 daily_df（修 get_all_daily_results 对象问题） - kline 补 cfg（find_config_path 共享） - 端到端冒烟通过：DoubleMaStrategy 600000 → equity111/pnl111/trades1/kline117
36 lines
1.2 KiB
Python
36 lines
1.2 KiB
Python
"""Historical K-line loader for the backtest result chart.
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Reads daily bars from the A-share DB via sanguo_data.datareader.read_db_daily
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and returns plain dicts for the frontend candlestick chart. Task S1.5.
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"""
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from __future__ import annotations
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def load_kline(symbol: str, start: str, end: str, cfg=None) -> list[dict]:
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"""Return [{datetime, open, high, low, close, volume, vt_symbol}, ...].
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Args:
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symbol: Bare symbol e.g. "600000" (DB stores without exchange suffix).
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start: Start date YYYY-MM-DD.
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end: End date YYYY-MM-DD.
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cfg: Optional data config; None uses default data_platform.yaml.
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"""
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from sanguo_data.datareader import read_db_daily
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from sanguo_data.config import load_config, find_config_path
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if cfg is None:
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cfg = load_config(find_config_path())
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bars = read_db_daily(symbol, start, end, cfg)
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return [
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{
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"datetime": str(b.datetime),
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"open": b.open_price,
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"high": b.high_price,
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"low": b.low_price,
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"close": b.close_price,
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"volume": getattr(b, "volume", 0),
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"vt_symbol": getattr(b, "vt_symbol", symbol),
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}
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for b in bars
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]
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