claude_dev
b2c5d8fd79
- datareader: +read_parquet_15min(sh/sz前缀+15min.parquet), get_database lazy(去tzlocal等依赖)
- data_source: iter_bars cross-section yield(date,{symbol:Bar}), raw首版fallback qfq+warning(spec§17)
- 本机 mock _read_fn 测调度逻辑, read_parquet_15min 容器冒烟 4 tests passed.
58 lines
1.9 KiB
Python
58 lines
1.9 KiB
Python
"""模拟盘行情统一接口（qfq/raw 双源，spec §3.3 / §5）。
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_read_fn 内 lazy import datareader，避免模块级依赖 vnpy 链（tzlocal 等），
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本机无 vnpy 完整依赖时仍可 import + 单测（mock _read_fn）。
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"""
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import logging
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from collections.abc import Iterator
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logger = logging.getLogger(__name__)
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def _read_fn(interval: str):
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"""按 interval 返回读取函数（lazy import）。"""
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if interval == "d":
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from sanguo_data.datareader import read_parquet_daily
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return read_parquet_daily
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if interval == "15m":
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from sanguo_data.datareader import read_parquet_15min
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return read_parquet_15min
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raise ValueError(f"不支持的 interval: {interval}（首版仅 d / 15m）")
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def iter_bars(
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symbols: list[str],
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start: str,
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end: str,
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interval: str,
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adjust: str = "qfq",
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cfg=None,
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) -> Iterator[tuple]:
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"""按日期 cross-section yield (date, {symbol: BarData})。
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raw 首版 fallback qfq + warning（NAS 暂无 raw parquet，spec §17 开放项）。
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"""
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if adjust == "raw":
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logger.warning(
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"raw 模式首版 fallback qfq（NAS 暂无 raw parquet，spec §17 开放项）"
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)
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read_fn = _read_fn(interval)
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by_date: dict = {}
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for sym in symbols:
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for bar in read_fn(sym, start, end, cfg):
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dt = bar.datetime
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key = dt.date() if hasattr(dt, "date") else dt
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by_date.setdefault(key, {})[sym] = bar
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for date in sorted(by_date.keys()):
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yield date, by_date[date]
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def fetch_day(symbol: str, date: str, interval: str,
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adjust: str = "qfq", cfg=None):
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"""实走模式拉当日 bar（C-S3 用）。"""
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if adjust == "raw":
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logger.warning("raw fallback qfq（spec §17）")
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read_fn = _read_fn(interval)
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bars = read_fn(symbol, date, date, cfg)
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return bars[-1] if bars else None
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