aszerW
1fca536c95
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
110 lines
3.0 KiB
Python
110 lines
3.0 KiB
Python
#!/usr/bin/env python3
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"""
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获取159516 ETF净值数据
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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_nav(etf_code="159516.SZ", days=30):
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"""
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获取ETF净值数据
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Args:
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etf_code: ETF代码，如 "159516.SZ"
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days: 获取天数
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Returns:
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DataFrame: 包含日期和净值
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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
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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 (tushare使用.SH而不是.SS)
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ts_code = etf_code.replace(".SS", ".SH")
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print(f"获取 {etf_code} 净值数据...")
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print(f"日期范围: {start_str} ~ {end_str}")
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try:
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# 获取ETF净值数据
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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=end_str
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)
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if nav_df is None or len(nav_df) == 0:
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print("未获取到净值数据")
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return None
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# 排序并处理数据
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nav_df = nav_df.sort_values('nav_date')
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# 转换日期格式
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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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print(f"\n获取到 {len(nav_df)} 条净值数据")
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print(f"最新净值日期: {nav_df.index.max().strftime('%Y-%m-%d')}")
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print(f"最新净值: {nav_df['unit_nav'].iloc[-1]}")
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# 显示最近10条数据
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print(f"\n最近10条净值数据:")
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print(nav_df[['unit_nav']].tail(10).to_string())
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return nav_df
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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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return None
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if __name__ == "__main__":
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# 获取159516的净值数据
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result = fetch_etf_nav("159516.SZ", days=30)
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if result is not None:
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# 保存到CSV文件
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output_file = "159516_nav_data.csv"
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result[['unit_nav']].to_csv(output_file)
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print(f"\n数据已保存到: {output_file}")
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