feat: 为 FlaskAPIDataSource 添加交易日历获取功能
- 新增 get_trading_calendar() 方法，支持 A股/美股/港股 - 新增 get_calendar_info() 方法，获取服务信息 - 支持自动重试、超时保护、详细错误提示 - 返回标准 DatetimeIndex 格式 - 添加端到端测试验证所有市场
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@@ -370,6 +370,109 @@ class FlaskAPIDataSource:
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except Exception as e:
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return {'status': 'error', 'message': str(e), 'available': False}
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def get_calendar_info(self) -> Dict:
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"""获取交易日历服务信息"""
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url = f"{self.base_url}/api/v1/calendar/info"
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try:
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response = requests.get(url, timeout=10)
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if response.status_code == 200:
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return response.json()
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else:
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return {"error": f"HTTP {response.status_code}"}
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except Exception as e:
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return {"error": str(e)}
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def get_trading_calendar(
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self,
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market: str,
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start_date: str,
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end_date: str
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) -> Optional[pd.DatetimeIndex]:
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"""
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获取交易日历
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Args:
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market: 市场代码
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- 'A' 或 'china': A股（上交所/深交所，交易日历一致）
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- 'US' 或 'us': 美股（NYSE）
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- 'HK' 或 'hk': 港股（HKEX）
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start_date: 开始日期 YYYY-MM-DD
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end_date: 结束日期 YYYY-MM-DD
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Returns:
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DatetimeIndex: 交易日日期序列，失败返回 None
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示例:
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# 获取 A 股 2024 年 1 月交易日历
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dates = source.get_trading_calendar('A', '2024-01-01', '2024-01-31')
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# 获取美股交易日历
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dates = source.get_trading_calendar('US', '2024-01-01', '2024-01-15')
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"""
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url = f"{self.base_url}/api/v1/trading-calendar"
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params = {
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'market': market,
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'start': start_date,
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'end': end_date
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}
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for attempt in range(self.retries):
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try:
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response = requests.get(
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url,
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params=params,
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timeout=self.timeout
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)
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if response.status_code != 200:
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if attempt < self.retries - 1:
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print(f"⚠ 交易日历请求失败 (HTTP {response.status_code})，重试 {attempt + 2}/{self.retries}")
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continue
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print(f"✗ 交易日历请求失败: HTTP {response.status_code} - {response.text[:100]}")
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return None
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data = response.json()
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# 检查错误
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if 'error' in data:
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print(f"✗ 交易日历获取失败: {data['error']}")
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return None
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# 解析交易日期
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trading_dates = data.get('trading_dates', [])
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if not trading_dates:
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print(f"⚠ 市场 {market} 在 {start_date} ~ {end_date} 期间无交易日")
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return pd.DatetimeIndex([])
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# 转换为 DatetimeIndex
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dates = pd.DatetimeIndex(trading_dates)
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count = data.get('count', len(dates))
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exchange = data.get('exchange', '')
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print(f"✓ {market} ({exchange}): {count} 个交易日 ({start_date} ~ {end_date})")
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return dates
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except requests.exceptions.Timeout:
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if attempt < self.retries - 1:
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print(f"⚠ 交易日历请求超时，重试 {attempt + 2}/{self.retries}")
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continue
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print(f"✗ 交易日历请求超时")
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return None
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except requests.exceptions.RequestException as e:
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if attempt < self.retries - 1:
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continue
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print(f"✗ 交易日历请求异常: {e}")
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return None
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except (json.JSONDecodeError, requests.exceptions.JSONDecodeError) as e:
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print(f"✗ 交易日历 JSON 解析失败: {e}")
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return None
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return None
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def get_service_info(self) -> Dict:
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"""获取服务信息"""
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url = f"{self.base_url}/"
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95
tests/test_flask_api_calendar.py
Normal file
95
tests/test_flask_api_calendar.py
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@@ -0,0 +1,95 @@
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"""
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测试 FlaskAPIDataSource 的交易日历获取功能
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"""
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import sys
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from pathlib import Path
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# 添加项目根目录到路径
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sys.path.insert(0, str(Path(__file__).parent.parent))
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from datasource.flask_api_source import get_flask_api_source
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def test_trading_calendar():
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"""测试交易日历获取"""
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print("=" * 60)
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print("测试 FlaskAPIDataSource 交易日历获取")
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print("=" * 60)
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source = get_flask_api_source()
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# 测试 1: 获取服务信息
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print("\n[测试 1] 获取服务信息")
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info = source.get_service_info()
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if 'error' not in info:
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print(f"✓ 服务名称: {info.get('name', 'N/A')}")
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print(f"✓ API 版本: {info.get('version', 'N/A')}")
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else:
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print(f"✗ 服务信息获取失败: {info['error']}")
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# 测试 2: 获取日历信息
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print("\n[测试 2] 获取日历信息")
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cal_info = source.get_calendar_info()
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if 'error' not in cal_info:
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print(f"✓ pandas_market_calendars 已安装: {cal_info.get('pandas_market_calendars_installed')}")
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print(f"✓ 支持的市场: {list(cal_info.get('supported_markets', {}).keys())}")
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else:
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print(f"✗ 日历信息获取失败: {cal_info['error']}")
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# 测试 3: A 股交易日历
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print("\n[测试 3] A 股交易日历 (2024-01)")
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dates_a = source.get_trading_calendar('A', '2024-01-01', '2024-01-31')
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if dates_a is not None:
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print(f"✓ 返回 {len(dates_a)} 个交易日")
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print(f" 首个交易日: {dates_a[0].strftime('%Y-%m-%d')}")
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print(f" 最后交易日: {dates_a[-1].strftime('%Y-%m-%d')}")
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else:
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print("✗ A 股交易日历获取失败")
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# 测试 4: 美股交易日历
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print("\n[测试 4] 美股交易日历 (2024-01)")
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dates_us = source.get_trading_calendar('US', '2024-01-01', '2024-01-15')
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if dates_us is not None:
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print(f"✓ 返回 {len(dates_us)} 个交易日")
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print(f" 首个交易日: {dates_us[0].strftime('%Y-%m-%d')}")
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print(f" 最后交易日: {dates_us[-1].strftime('%Y-%m-%d')}")
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# 验证马丁·路德·金日（1月15日）是否被排除
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mlk_day = '2024-01-15'
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if mlk_day not in [d.strftime('%Y-%m-%d') for d in dates_us]:
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print(f" ✓ 正确识别马丁·路德·金日休市")
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else:
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print("✗ 美股交易日历获取失败")
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# 测试 5: 港股交易日历
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print("\n[测试 5] 港股交易日历 (2024-01)")
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dates_hk = source.get_trading_calendar('HK', '2024-01-01', '2024-01-15')
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if dates_hk is not None:
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print(f"✓ 返回 {len(dates_hk)} 个交易日")
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print(f" 首个交易日: {dates_hk[0].strftime('%Y-%m-%d')}")
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print(f" 最后交易日: {dates_hk[-1].strftime('%Y-%m-%d')}")
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else:
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print("✗ 港股交易日历获取失败")
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# 测试 6: 验证 OHLCV 功能仍然正常
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print("\n[测试 6] 验证 OHLCV 数据获取")
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df = source.fetch('518880.SH', '2024-01-01', '2024-01-10')
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if df is not None and len(df) > 0:
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print(f"✓ 获取 {len(df)} 条 OHLCV 数据")
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else:
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print("✗ OHLCV 数据获取失败")
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# 总结
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print("\n" + "=" * 60)
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success_count = sum([
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dates_a is not None,
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dates_us is not None,
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dates_hk is not None,
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df is not None
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])
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print(f"测试完成: {success_count}/4 通过")
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print("=" * 60)
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if __name__ == '__main__':
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test_trading_calendar()
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