refactor: 归档旧代码，保留新框架结构
归档内容： - core/ (数据源、因子计算、通用工具) → archive/legacy_core/ - strategies/rotation/engine.py, portfolio.py, report.py → archive/legacy_core/ - scripts/ (run_rotation, daily_scheduler) → archive/legacy_scripts/ - examples/ → archive/legacy_examples/ - tests/ (实验、对比测试) → archive/legacy_tests/ - 单独文件 (fetch_*.py, 动量.py, 全球市场.py等) → archive/single_files/ 保留新结构： - framework/ (抽象接口) - strategies/shared/ (定制组件) - strategies/rotation/strategy.py (新策略) - 外层配置: .env, .dockerignore, build-and-push.sh, hk_ecs.pem, README.md, requirements.txt - Docker相关: Dockerfile, Dockerfile_base, docker-compose.yml 更新README反映新框架架构
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298
archive/legacy_examples/examples/flask_api_client.py
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298
archive/legacy_examples/examples/flask_api_client.py
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"""
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Flask API 客户端示例
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====================
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演示如何调用 Universal Data Fetcher API
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"""
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import requests
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import json
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from typing import Dict, List, Optional
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class DataFetcherClient:
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"""
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Universal Data Fetcher API 客户端
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使用示例:
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client = DataFetcherClient("http://localhost:5000")
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# 获取单只标的
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data = client.get_ohlcv("000300.SH", "2024-01-01", "2024-03-31")
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# 批量获取
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results = client.batch_ohlcv(
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["000300.SH", "NDX", "HSI"],
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"2024-01-01",
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"2024-03-31"
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)
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"""
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def __init__(self, base_url: str = "http://localhost:5000"):
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self.base_url = base_url.rstrip('/')
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def health_check(self) -> Dict:
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"""健康检查"""
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response = requests.get(f"{self.base_url}/health")
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return response.json()
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def detect_asset_type(self, code: str) -> Dict:
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"""检测资产类型"""
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response = requests.get(
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f"{self.base_url}/api/v1/asset-type",
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params={"code": code}
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)
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return response.json()
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def get_ohlcv(
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self,
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code: str,
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start: Optional[str] = None,
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end: Optional[str] = None,
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retry: int = 3
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) -> Dict:
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"""
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获取单只标的的 OHLCV 数据
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Args:
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code: 标的代码
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start: 开始日期 (YYYY-MM-DD)
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end: 结束日期 (YYYY-MM-DD)
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retry: 重试次数
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Returns:
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{
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"code": "000300.SH",
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"asset_type": "china_index",
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"data": [...],
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"count": 58,
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"date_range": {...}
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}
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"""
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params = {"code": code, "retry": retry}
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if start:
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params["start"] = start
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if end:
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params["end"] = end
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response = requests.get(
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f"{self.base_url}/api/v1/ohlcv",
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params=params
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)
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return response.json()
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def batch_ohlcv(
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self,
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codes: List[str],
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start: Optional[str] = None,
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end: Optional[str] = None,
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retry: int = 3
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) -> Dict:
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"""
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批量获取多只标的的 OHLCV 数据
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Args:
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codes: 标的代码列表
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start: 开始日期
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end: 结束日期
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retry: 重试次数
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Returns:
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{
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"results": {...},
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"success_count": 2,
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"failed_count": 1,
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"total": 3
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}
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"""
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payload = {
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"codes": codes,
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"retry": retry
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}
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if start:
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payload["start"] = start
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if end:
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payload["end"] = end
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response = requests.post(
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f"{self.base_url}/api/v1/ohlcv/batch",
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json=payload
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)
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return response.json()
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def get_supported_codes(self) -> Dict:
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"""获取支持的代码示例"""
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response = requests.get(f"{self.base_url}/api/v1/supported-codes")
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return response.json()
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# ============================================================
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# 使用示例
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# ============================================================
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def example_basic():
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"""基础使用示例"""
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print("\n" + "="*60)
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print("示例1: 基础使用")
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print("="*60)
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client = DataFetcherClient("http://localhost:5000")
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# 健康检查
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print("\n1. 健康检查:")
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health = client.health_check()
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print(f" 状态: {health.get('status')}")
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print(f" SSH配置: {health.get('ssh_configured')}")
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# 检测资产类型
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print("\n2. 检测资产类型:")
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for code in ["000300.SH", "NDX", "BTC", "AAPL"]:
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result = client.detect_asset_type(code)
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print(f" {code:15s} -> {result.get('asset_type'):15s} ({result.get('description')})")
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def example_single_fetch():
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"""获取单只标的"""
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print("\n" + "="*60)
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print("示例2: 获取单只标的")
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print("="*60)
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client = DataFetcherClient("http://localhost:5000")
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# 获取A股指数
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print("\n1. 沪深300指数 (000300.SH):")
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result = client.get_ohlcv("000300.SH", "2024-01-01", "2024-03-31")
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if "error" in result:
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print(f" ✗ 错误: {result['error']}")
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else:
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print(f" ✓ 获取成功: {result['count']} 条")
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print(f" 资产类型: {result['asset_type']}")
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print(f" 日期范围: {result['date_range']['start']} ~ {result['date_range']['end']}")
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if result['data']:
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latest = result['data'][-1]
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print(f" 最新数据: {latest['date']} 收盘 {latest['close']}")
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def example_batch_fetch():
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"""批量获取"""
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print("\n" + "="*60)
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print("示例3: 批量获取")
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print("="*60)
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client = DataFetcherClient("http://localhost:5000")
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codes = [
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"000300.SH", # A股指数
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"510300.SH", # A股ETF
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"NDX", # 美股指数
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"HSI", # 港股指数
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]
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print(f"\n批量获取 {len(codes)} 只标的...")
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result = client.batch_ohlcv(codes, "2024-01-01", "2024-03-31")
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print(f"\n结果统计:")
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print(f" 成功: {result['success_count']}/{result['total']}")
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print(f" 失败: {result['failed_count']}/{result['total']}")
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print(f"\n详细结果:")
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for code, data in result['results'].items():
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if 'error' in data:
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print(f" ✗ {code:15s} 错误: {data['error']}")
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else:
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print(f" ✓ {code:15s} {data['count']:4d} 条 "
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f"({data['date_range']['start']} ~ {data['date_range']['end']})")
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def example_cli():
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"""命令行接口示例"""
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print("\n" + "="*60)
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print("示例4: 命令行调用")
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print("="*60)
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import subprocess
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# 使用 curl 调用 API
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commands = [
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("健康检查", "curl -s http://localhost:5000/health | python -m json.tool"),
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("检测资产类型", "curl -s 'http://localhost:5000/api/v1/asset-type?code=000300.SH' | python -m json.tool"),
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("获取K线数据", "curl -s 'http://localhost:5000/api/v1/ohlcv?code=000300.SH&start=2024-01-01&end=2024-01-31' | python -m json.tool"),
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]
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for name, cmd in commands:
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print(f"\n{name}:")
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print(f" 命令: {cmd}")
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print(" 输出:")
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try:
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result = subprocess.run(cmd, shell=True, capture_output=True, text=True, timeout=10)
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if result.returncode == 0:
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print(result.stdout[:500] + "..." if len(result.stdout) > 500 else result.stdout)
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else:
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print(f" 错误: {result.stderr}")
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except Exception as e:
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print(f" 执行失败: {e}")
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def example_dataframe():
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"""转换为 DataFrame"""
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print("\n" + "="*60)
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print("示例5: 转换为 DataFrame")
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print("="*60)
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import pandas as pd
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client = DataFetcherClient("http://localhost:5000")
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# 获取数据
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result = client.get_ohlcv("000300.SH", "2024-01-01", "2024-01-31")
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if "error" not in result and result['data']:
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# 转换为 DataFrame
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df = pd.DataFrame(result['data'])
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df['date'] = pd.to_datetime(df['date'])
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df = df.set_index('date')
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print(f"\n转换为 DataFrame:")
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print(f" 形状: {df.shape}")
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print(f" 列: {list(df.columns)}")
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print(f"\n数据预览:")
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print(df.head())
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# 计算收益率
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df['return'] = df['close'].pct_change()
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print(f"\n收益率统计:")
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print(df['return'].describe())
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# ============================================================
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# 运行示例
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# ============================================================
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if __name__ == "__main__":
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print("\n" + "="*60)
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print("Universal Data Fetcher API 客户端示例")
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print("="*60)
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print("\n确保 API 服务器已启动:")
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print(" python core/datasource/flask_server.py")
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print("\n")
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# 运行示例
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examples = [
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("基础使用", example_basic),
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("单只标的", example_single_fetch),
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("批量获取", example_batch_fetch),
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("命令行调用", example_cli),
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("DataFrame转换", example_dataframe),
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]
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for name, func in examples:
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try:
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func()
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except Exception as e:
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print(f"\n示例 '{name}' 失败: {e}")
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import traceback
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traceback.print_exc()
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print("\n" + "="*60)
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print("示例完成")
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print("="*60)
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