From 5e11b6b690f9cccc7b44665ffbcf275f4c3dd76f Mon Sep 17 00:00:00 2001
From: aszerW <aszer27937@gmail.com>
Date: Mon, 1 Jun 2026 23:56:18 +0800
Subject: [PATCH] =?UTF-8?q?fix(rotation):=20=E6=BA=A2=E4=BB=B7=E7=8E=87?=
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- preload_premium: 检查缓存日期范围，不足时增量拉取
- 新增 _fetch_premium_api: 拉取并合并新溢价率数据
- 调用时传入 end_date 触发增量检查

修复前: premium CSV存在即返回旧数据，明天9点运行时拿不到最新
修复后: 检测 latest_cached < end_date 时自动拉取增量
---
 rotation/simple_rotation.py | 54 ++++++++++++++++++++++++-------------
 1 file changed, 36 insertions(+), 18 deletions(-)

diff --git a/rotation/simple_rotation.py b/rotation/simple_rotation.py
index 11d11ef..d50a520 100644
--- a/rotation/simple_rotation.py
+++ b/rotation/simple_rotation.py
@@ -169,22 +169,40 @@ class DataCache:
         except Exception:
             pass
 
-    def preload_premium(self, code: str, start_date: str = '2000-01-01', end_date: str = None) -> Optional[Dict[str, float]]:
-        """Load premium data for an ETF code from cache, or fetch from API if not available"""
+    def preload_premium(self, code: str, end_date: str = None) -> Optional[Dict[str, float]]:
+        """Load premium data for an ETF code from cache, with incremental update.
+        If cache exists but doesn't cover end_date, fetches the gap."""
         if code in self.premium_data:
-            return self.premium_data[code]
+            # Already in memory - check if up-to-date
+            if end_date:
+                dates = sorted(self.premium_data[code].keys())
+                if dates and dates[-1] >= end_date:
+                    return self.premium_data[code]
+            else:
+                return self.premium_data[code]
         cache_path = self._premium_cache_path(code)
         if cache_path.exists():
             try:
                 df = pd.read_csv(cache_path)
                 if len(df) > 0 and 'date' in df.columns and 'premium' in df.columns:
                     self.premium_data[code] = dict(zip(df['date'].astype(str), df['premium']))
+                    # Check if cache covers end_date
+                    if end_date:
+                        latest_cached = max(self.premium_data[code].keys())
+                        if latest_cached >= end_date:
+                            return self.premium_data[code]
+                        # Cache is stale - fetch gap from latest_cached+1 to end_date
+                        fetch_start = (pd.Timestamp(latest_cached) + timedelta(days=1)).strftime('%Y-%m-%d')
+                        self._fetch_premium_api(code, fetch_start, end_date)
                     return self.premium_data[code]
             except Exception:
                 pass
-        # No cache: fetch premium_series directly from API (returns full history)
-        if end_date is None:
-            end_date = datetime.now().strftime('%Y-%m-%d')
+        # No cache: fetch full history from API
+        self._fetch_premium_api(code, '2000-01-01', end_date or datetime.now().strftime('%Y-%m-%d'))
+        return self.premium_data.get(code)
+
+    def _fetch_premium_api(self, code: str, start_date: str, end_date: str):
+        """Fetch premium_series from API and merge into cache"""
         url = f"{self.base_url}{self.api_path}"
         params = {'code': code, 'start': start_date, 'end': end_date, 'adj': 'raw'}
         for attempt in range(3):
@@ -194,25 +212,25 @@ class DataCache:
                     if attempt < 2:
                         time.sleep(1)
                         continue
-                    return None
+                    return
                 data = resp.json()
                 if 'error' in data:
-                    return None
+                    return
                 premium_series = data.get('premium_series', [])
                 if premium_series:
-                    premium_dict = {item['date']: item['premium'] for item in premium_series}
-                    self.premium_data[code] = premium_dict
-                    self._save_premium_cache(code, premium_dict)
-                    print(f"  + premium {code}: {len(premium_dict)} days")
-                    return premium_dict
-                return None
+                    new_data = {item['date']: item['premium'] for item in premium_series}
+                    if code not in self.premium_data:
+                        self.premium_data[code] = {}
+                    self.premium_data[code].update(new_data)
+                    self._save_premium_cache(code, self.premium_data[code])
+                    print(f"  + premium {code}: +{len(new_data)} days (total {len(self.premium_data[code])})")
+                return
             except requests.exceptions.Timeout:
                 if attempt < 2:
                     continue
-                return None
+                return
             except Exception:
-                return None
-        return None
+                return
 
     def get_trading_calendar(self, market: str, start_date: str, end_date: str) -> Optional[pd.DatetimeIndex]:
         """Fetch trading calendar from API"""
@@ -330,7 +348,7 @@ class SimpleRotationStrategy:
                 self.etf_data[code] = df
         # Load premium data cache for all ETF trade codes
         for code in trade_codes:
-            self.data_cache.preload_premium(code)
+            self.data_cache.preload_premium(code, end_date=end_date)
         print(f"\n  Trade: {len(self.etf_data)}/{len(trade_codes)} OK, premium: {len(self.data_cache.premium_data)} loaded")
 
     def _compute_momentum(self, signal_code: str, date: pd.Timestamp) -> Optional[float]: