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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183
archive/single_files/fetch_159930.py
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183
archive/single_files/fetch_159930.py
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#!/usr/bin/env python3
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"""
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获取159930 ETF最新10天的收盘价、净值并计算溢价率
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"""
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import os
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import pandas as pd
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import tushare as ts
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from datetime import datetime, timedelta
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# 设置Tushare token
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def get_tushare_token():
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# 首先尝试从环境变量获取
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token = os.environ.get("TUSHARE_TOKEN")
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if token:
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return token
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# 尝试从.env文件获取
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try:
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from dotenv import load_dotenv
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load_dotenv()
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token = os.environ.get("TUSHARE_TOKEN")
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if token:
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return token
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except ImportError:
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pass
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# 手动读取.env文件
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env_path = os.path.join(os.path.dirname(__file__), '.env')
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if os.path.exists(env_path):
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with open(env_path, 'r') as f:
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for line in f:
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if line.startswith('TUSHARE_TOKEN='):
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token = line.strip().split('=', 1)[1].strip().strip('"').strip("'")
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if token:
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return token
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raise ValueError("请设置 TUSHARE_TOKEN 环境变量或在.env文件中配置")
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def fetch_etf_data(etf_code: str, days: int = 10):
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"""
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获取ETF最新N天的价格、净值数据
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Args:
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etf_code: ETF代码,如 "159930.SZ"
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days: 获取天数
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Returns:
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DataFrame: 包含日期、收盘价、净值、溢价率
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"""
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pro = ts.pro_api(get_tushare_token())
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# 计算日期范围(多取几天确保有足够数据)
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end_date = datetime.now()
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start_date = end_date - timedelta(days=days + 5)
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start_str = start_date.strftime('%Y%m%d')
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end_str = end_date.strftime('%Y%m%d')
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# 转换代码格式
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ts_code = etf_code.replace(".SS", ".SH")
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print(f"获取 {etf_code} 数据...")
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print(f"日期范围: {start_str} ~ {end_str}")
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# 1. 获取ETF价格数据(fund_daily接口)
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print("\n1. 获取ETF价格数据...")
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try:
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price_df = pro.fund_daily(
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ts_code=ts_code,
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start_date=start_str,
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end_date=end_str
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)
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if price_df is not None and len(price_df) > 0:
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price_df = price_df.sort_values('trade_date')
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print(f" 获取到 {len(price_df)} 条价格数据")
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print(f" 最新日期: {price_df['trade_date'].max()}")
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else:
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print(" 未获取到价格数据")
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price_df = None
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except Exception as e:
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print(f" 获取价格数据失败: {e}")
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price_df = None
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# 2. 获取ETF净值数据(fund_nav接口)
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print("\n2. 获取ETF净值数据...")
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try:
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# 净值通常滞后,多取一天
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nav_end_date = end_date + timedelta(days=1)
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nav_end_str = nav_end_date.strftime('%Y%m%d')
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nav_df = pro.fund_nav(
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ts_code=ts_code,
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start_date=start_str,
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end_date=nav_end_str
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)
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if nav_df is not None and len(nav_df) > 0:
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nav_df = nav_df.sort_values('nav_date')
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print(f" 获取到 {len(nav_df)} 条净值数据")
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print(f" 最新日期: {nav_df['nav_date'].max()}")
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else:
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print(" 未获取到净值数据")
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nav_df = None
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except Exception as e:
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print(f" 获取净值数据失败: {e}")
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nav_df = None
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# 3. 合并数据并计算溢价率
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print("\n3. 合并数据并计算溢价率...")
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if price_df is None:
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print("错误: 没有价格数据")
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return None
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# 准备价格数据
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price_df['date'] = pd.to_datetime(price_df['trade_date'])
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price_df = price_df.set_index('date')
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price_series = price_df['close']
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# 准备净值数据
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if nav_df is not None:
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nav_df['date'] = pd.to_datetime(nav_df['nav_date'])
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nav_df = nav_df.set_index('date')
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nav_series = nav_df['unit_nav']
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else:
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nav_series = pd.Series()
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# 创建结果DataFrame
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result = pd.DataFrame({
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'收盘价': price_series
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})
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# 对齐净值数据(按日期)
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result = result.join(nav_series.rename('净值'), how='left')
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# 计算溢价率
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result['溢价率'] = (result['收盘价'] - result['净值']) / result['净值'] * 100
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# 取最新N天
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result = result.tail(days)
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# 格式化输出
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result['收盘价'] = result['收盘价'].round(3)
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result['净值'] = result['净值'].round(3)
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result['溢价率'] = result['溢价率'].round(2)
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# 重置索引,将日期作为列
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result = result.reset_index()
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result['日期'] = result['date'].dt.strftime('%Y-%m-%d')
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result = result[['日期', '收盘价', '净值', '溢价率']]
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return result
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def main():
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"""主函数"""
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etf_code = "159930.SZ"
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days = 10
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print("=" * 60)
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print(f"ETF: {etf_code} (中证能源ETF)")
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print(f"获取最近 {days} 天数据")
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print("=" * 60)
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df = fetch_etf_data(etf_code, days)
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if df is not None and len(df) > 0:
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print("\n" + "=" * 60)
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print("结果表格:")
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print("=" * 60)
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print(df.to_string(index=False))
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# 保存到CSV
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output_file = f"{etf_code.replace('.', '_')}_latest_{days}days.csv"
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df.to_csv(output_file, index=False, encoding='utf-8-sig')
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print(f"\n数据已保存到: {output_file}")
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else:
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print("\n获取数据失败")
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if __name__ == "__main__":
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main()
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