63 lines
2.6 KiB
Python
63 lines
2.6 KiB
Python
"""NAS 端：把增量 sqlite 合并进本地 dbbardata 副本。
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设计要点：
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- 纯 sqlite3 标准库，零第三方依赖（NAS 宿主 Python 3.8 也能跑）。
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- INSERT OR IGNORE ... SELECT：靠 UNIQUE(symbol,exchange,interval,datetime)
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去重，重复行安全跳过（增量重跑、首全量分片重叠都不怕）。
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- 首次合并自动建表+建唯一索引（与 VPS schema 对齐，id AUTOINCREMENT）。
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用法：
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python merge_increment.py --db /volume1/.../quant_trading.db --inc /tmp/inc.db
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"""
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import argparse
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import sqlite3
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SCHEMA = """CREATE TABLE IF NOT EXISTS dbbardata(
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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symbol TEXT, exchange TEXT, datetime TEXT, interval TEXT,
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volume REAL, turnover REAL, open_interest REAL,
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open_price REAL, high_price REAL, low_price REAL, close_price REAL)"""
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COLS = ("symbol,exchange,datetime,interval,volume,turnover,open_interest,"
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"open_price,high_price,low_price,close_price")
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def main():
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ap = argparse.ArgumentParser(description="合并增量 sqlite 进本地 dbbardata 副本")
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ap.add_argument("--db", required=True, help="NAS 本地 quant_trading.db 路径")
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ap.add_argument("--inc", required=True, help="增量 sqlite 路径")
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args = ap.parse_args()
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conn = sqlite3.connect(args.db)
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cur = conn.cursor()
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# 大表(1.8亿行+)merge 提速: 默认2MB cache 致 UNIQUE索引(数GB)全磁盘IO, merge>120s超时
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# busy_timeout(2026-08-20): NAS 副本从此有第二个写者(bs_5m_eod 5分钟线),
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# 无 busy_timeout 撞写锁会当场 "database is locked" 失败; 60s 与 5m 侧对齐。
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for _p in ("PRAGMA journal_mode=WAL", "PRAGMA synchronous=NORMAL",
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"PRAGMA busy_timeout=60000",
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"PRAGMA cache_size=-500000", "PRAGMA temp_store=MEMORY"):
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cur.execute(_p)
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cur.execute(SCHEMA)
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cur.execute(
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"CREATE UNIQUE INDEX IF NOT EXISTS uq_dbbardata "
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"ON dbbardata(symbol,exchange,interval,datetime)")
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cur.execute("ATTACH DATABASE ? AS inc", (args.inc,))
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inc_count = cur.execute("SELECT COUNT(*) FROM inc.dbbardata").fetchone()[0]
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before = cur.execute("SELECT COUNT(*) FROM main.dbbardata").fetchone()[0]
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cur.execute(
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"INSERT OR IGNORE INTO main.dbbardata(%s) SELECT %s FROM inc.dbbardata"
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% (COLS, COLS))
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conn.commit()
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after = cur.execute("SELECT COUNT(*) FROM main.dbbardata").fetchone()[0]
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conn.close()
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inserted = after - before
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skipped = inc_count - inserted
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print("MERGED inc=%d inserted=%d skipped(dup)=%d before=%d after=%d"
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% (inc_count, inserted, skipped, before, after))
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if __name__ == "__main__":
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main()
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