fix(datasource): 修正混合数据源导入路径错误

- 修正 strategies.rotation.engine 中 hybrid_source 模块导入路径错误 - 新增 core.datasource 目录下多个数据源实现模块 - 增加 Akshare 数据源支持 A股指数数据拉取 - 实现数据缓存管理机制，支持本地数据缓存读写 - 新增 YFinance 数据源，支持通过 SSH 隧道访问美股和港股数据 - 实现混合数据源支持 A股/Tushare、港美股/YFinance、加密货币/CCXT 的统一访问 - 集成 SSH 隧道管理，支持 SOCKS5 转 HTTP 代理转发 - 新增 socks2http.py 代理转发工具，解决 CCXT 仅支持 HTTP 代理问题 - 修改 rotation.yaml 加密货币注释，明确使用 OKX 现货和 SSH->HTTP 代理访问 - 删除.gitignore中无用的 data/ 忽略规则，保留 test/ 文件夹忽略规则
2026-03-25 01:32:33 +08:00
parent c104fca693
commit 6454e6823f
10 changed files with 1083 additions and 4 deletions
--- a/core/datasource/akshare_source.py
+++ b/core/datasource/akshare_source.py
@@ -0,0 +1,128 @@
+"""
+akshare数据源实现（用于CCI筛选等场景）
+"""
+
+import time
+import pandas as pd
+import akshare as ak
+from typing import Optional
+
+from .base import DataSource
+
+
+class AkshareDataSource(DataSource):
+    """基于akshare的数据源"""
+
+    def __init__(self, delay: float = 3.0):
+        """
+        初始化akshare数据源
+
+        Args:
+            delay: 每次请求间隔秒数（避免触发限流）
+        """
+        self.delay = delay
+
+    def fetch_ohlcv(
+        self,
+        code: str,
+        start_date: str,
+        end_date: str,
+        fields: Optional[list] = None,
+    ) -> pd.DataFrame:
+        """
+        获取指数历史数据（使用akshare的东方财富接口）
+
+        Args:
+            code: 指数代码，如 '000300'（不带后缀）
+            start_date: 起始日期 'YYYY-MM-DD'
+            end_date: 结束日期 'YYYY-MM-DD'
+
+        Returns:
+            DataFrame，包含 date, open, high, low, close, volume
+        """
+        # 转换日期格式
+        sd = start_date.replace("-", "")
+        ed = end_date.replace("-", "")
+
+        # 去除后缀
+        symbol = code.replace(".SH", "").replace(".SZ", "")
+
+        time.sleep(self.delay)
+
+        try:
+            df = ak.index_zh_a_hist(
+                symbol=symbol,
+                period="daily",
+                start_date=sd,
+                end_date=ed,
+            )
+        except Exception as e:
+            raise RuntimeError(f"akshare查询失败 [{code}]: {e}")
+
+        if df is None or df.empty:
+            raise ValueError(f"akshare返回空数据: {code}")
+
+        # 统一列名
+        df = df.rename(
+            columns={
+                "日期": "date",
+                "开盘": "open",
+                "最高": "high",
+                "最低": "low",
+                "收盘": "close",
+                "成交量": "volume",
+            }
+        )
+        df["date"] = pd.to_datetime(df["date"])
+        df["code"] = code
+        df = df[["date", "code", "open", "high", "low", "close", "volume"]]
+        df = df.sort_values("date").reset_index(drop=True)
+
+        return df
+
+    def fetch_multiple(
+        self,
+        codes: list,
+        start_date: str,
+        end_date: str,
+    ) -> tuple[pd.DataFrame, list]:
+        """批量获取数据"""
+        df_list = []
+        failed = []
+
+        for code in codes:
+            try:
+                df = self.fetch_ohlcv(code, start_date, end_date)
+                df_list.append(df[["date", "code", "close"]].copy())
+            except Exception as e:
+                print(f"  ⚠ 跳过 {code}: {e}")
+                failed.append(code)
+
+        if not df_list:
+            raise RuntimeError("所有数据获取失败")
+
+        all_df = pd.concat(df_list, ignore_index=True)
+        data = all_df.pivot(index="date", columns="code", values="close")
+        data = data.sort_index()
+
+        return data, failed
+
+    def fetch_index_list(self) -> pd.DataFrame:
+        """
+        获取所有A股指数列表
+
+        Returns:
+            DataFrame with index info
+        """
+        sources = ["沪深重要指数", "上证系列指数", "深证系列指数", "中证系列指数"]
+        df_list = []
+
+        for source in sources:
+            try:
+                df = ak.stock_zh_index_spot_em(symbol=source)
+                df["source"] = source
+                df_list.append(df)
+            except Exception as e:
+                print(f"  ⚠ 获取 {source} 失败: {e}")
+
+        return pd.concat(df_list, ignore_index=True) if df_list else pd.DataFrame()