aszerW
80c7fe0ba8
- strategy.py: 在数据获取前打印回测配置区间说明 - flask_api_source.py: 使用API返回的实际数据范围(date_range) - 原问题: 日志显示请求参数的start_date,而非实际数据范围 - 修改后: 各标的显示实际数据时间周期(如创业板2010年开始)
341 lines
11 KiB
Python
341 lines
11 KiB
Python
"""
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Flask API 数据源
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通过部署后的 Flask API 服务获取 OHLCV 数据
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支持远程调用，无需本地 SSH 隧道
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"""
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import os
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import json
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import requests
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import pandas as pd
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from typing import Optional, Dict, List
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from datetime import datetime
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from pathlib import Path
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from dotenv import load_dotenv
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load_dotenv()
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class FlaskAPIDataSource:
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"""
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Flask API 数据源
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通过 HTTP API 获取数据，无需本地配置 SSH 隧道
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适用于远程调用或生产环境
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用法:
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source = FlaskAPIDataSource(base_url="https://k3s.tokenpluse.xyz")
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df = source.fetch("000300.SH", "2024-01-01", "2024-12-31")
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"""
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def __init__(
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self,
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base_url: str = None,
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api_path: str = "/api/v1/ohlcv",
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timeout: int = 120,
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retries: int = 3
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):
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"""
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初始化
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Args:
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base_url: API 服务基础地址，默认从环境变量读取
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api_path: API 路径
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timeout: 请求超时时间（秒）
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retries: 重试次数
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"""
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self.base_url = base_url or os.getenv(
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'FLASK_API_URL',
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'https://k3s.tokenpluse.xyz'
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)
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self.api_path = api_path
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self.timeout = timeout
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self.retries = retries
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# 确保 base_url 不以 / 结尾
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self.base_url = self.base_url.rstrip('/')
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def fetch(
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self,
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code: str,
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start_date: str,
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end_date: str,
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asset_type: str = None,
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timeframe: str = '1d'
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) -> Optional[pd.DataFrame]:
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"""
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获取单只标的 OHLCV 数据
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Args:
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code: 标的代码
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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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asset_type: 资产类型（可选，用于覆盖自动检测）
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timeframe: K线周期（加密货币需要）
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Returns:
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DataFrame with columns: date, open, high, low, close, volume
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"""
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# 构建请求 URL
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url = f"{self.base_url}{self.api_path}"
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# 构建请求参数
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params = {
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'code': code,
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'start': start_date,
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'end': end_date,
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}
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# 加密货币需要 timeframe 参数
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if asset_type == 'crypto' or code.upper() in ['BTC', 'ETH']:
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params['timeframe'] = timeframe
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# 可选：强制指定 asset_type
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if asset_type:
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params['asset_type'] = asset_type
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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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continue
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print(f"✗ API请求失败: {response.status_code} - {response.text[:100]}")
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return None
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# 尝试解析 JSON（支持 zstd 响应）
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try:
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data = response.json()
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except (json.JSONDecodeError, requests.exceptions.JSONDecodeError):
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# 如果 response.json() 失败，手动解析
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data = json.loads(response.text)
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# 检查错误
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if 'error' in data:
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print(f"✗ API返回错误: {data['error']}")
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return None
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# 解析数据
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records = data.get('data', [])
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if not records:
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print(f"⚠ {code}: 无数据返回")
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return None
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# 转换为 DataFrame
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df = pd.DataFrame(records)
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# 处理日期列
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if 'date' in df.columns:
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df['date'] = pd.to_datetime(df['date'])
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df = df.set_index('date')
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# 确保列名标准化
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df = df[['open', 'high', 'low', 'close', 'volume']]
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# 使用 API 返回的实际数据范围（而非请求参数）
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actual_start = data.get('date_range', {}).get('start', start_date)
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actual_end = data.get('date_range', {}).get('end', end_date)
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actual_count = data.get('count', len(df))
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# 缓存 info 信息（如果有）
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if 'info' in data:
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df.attrs['info'] = data['info']
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# ETF 数据自动附加净值和溢价率信息
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if data.get('asset_type') == 'china_etf':
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# 净值数据
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nav_section = data.get('nav', {})
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if nav_section.get('data'):
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nav_df = pd.DataFrame(nav_section['data'])
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if 'date' in nav_df.columns:
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nav_df['date'] = pd.to_datetime(nav_df['date'])
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nav_df = nav_df.set_index('date')
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df.attrs['nav'] = nav_df
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# 溢价率序列
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if 'premium_series' in data:
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df.attrs['premium_series'] = data['premium_series']
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# 最新溢价率
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if 'latest_premium' in data:
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df.attrs['latest_premium'] = data['latest_premium']
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df.attrs['premium_date'] = data.get('premium_date')
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# 溢价率统计
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if 'premium_stats' in data:
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df.attrs['premium_stats'] = data['premium_stats']
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print(f"✓ {code}: {actual_count} 条数据 ({actual_start} ~ {actual_end})")
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return df
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except requests.exceptions.Timeout:
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if attempt < self.retries - 1:
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print(f"⚠ {code}: 请求超时，重试 {attempt + 2}/{self.retries}")
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continue
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print(f"✗ {code}: 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"✗ {code}: 请求异常 - {e}")
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return None
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except json.JSONDecodeError as e:
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print(f"✗ {code}: JSON解析失败 - {e}")
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return None
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return None
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def fetch_batch(
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self,
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codes: List[str],
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start_date: str,
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end_date: str,
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asset_types: Dict[str, str] = None
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) -> Dict[str, Optional[pd.DataFrame]]:
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"""
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批量获取多只标的数据
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Args:
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codes: 标的代码列表
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start_date: 开始日期
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end_date: 结束日期
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asset_types: 资产类型映射 {code: asset_type}
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Returns:
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{code: DataFrame}
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"""
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results = {}
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asset_types = asset_types or {}
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print(f"从 Flask API 获取 {len(codes)} 只标的...")
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for i, code in enumerate(codes, 1):
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asset_type = asset_types.get(code)
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df = self.fetch(code, start_date, end_date, asset_type)
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results[code] = df
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# 显示进度
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if i % 5 == 0 or i == len(codes):
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success = sum(1 for v in results.values() if v is not None)
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print(f" 进度: {i}/{len(codes)} (成功: {success})")
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return results
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def fetch_etf_nav(
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self,
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code: str,
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start_date: str,
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end_date: str
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) -> Optional[pd.DataFrame]:
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"""
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获取 ETF 净值数据
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Args:
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code: ETF代码
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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DataFrame with nav column
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"""
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url = f"{self.base_url}/api/v1/etf/nav"
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params = {
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'code': code,
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'start': start_date,
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'end': end_date
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}
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try:
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response = requests.get(url, params=params, timeout=self.timeout)
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if response.status_code != 200:
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return None
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# 处理 zstd 响应
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try:
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data = response.json()
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except (json.JSONDecodeError, requests.exceptions.JSONDecodeError):
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data = json.loads(response.text)
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if 'error' in data:
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return None
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# 解析净值数据
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# Flask server 返回格式: {'nav': {'data': [...], 'count': N}, 'premium_series': [...]}
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nav_section = data.get('nav', {})
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records = nav_section.get('data', [])
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if not records:
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return None
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df = pd.DataFrame(records)
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if 'date' in df.columns:
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df['date'] = pd.to_datetime(df['date'])
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df = df.set_index('date')
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# 添加溢价率信息（如果有）
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if 'premium_series' in data:
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df.attrs['premium_series'] = data['premium_series']
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if 'latest_premium' in data:
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df.attrs['latest_premium'] = data['latest_premium']
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if 'premium_stats' in data:
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df.attrs['premium_stats'] = data['premium_stats']
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return df
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except Exception as e:
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print(f"✗ {code} 净值获取失败: {e}")
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return None
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def get_health(self) -> Dict:
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"""获取服务健康状态"""
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# 先尝试 ohlcv 端点检查服务是否可用
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url = f"{self.base_url}{self.api_path}"
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params = {'code': '000300.SH', 'start': '2024-01-01', 'end': '2024-01-05'}
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try:
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response = requests.get(url, params=params, timeout=self.timeout)
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if response.status_code == 200:
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data = response.json()
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return {
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'status': 'healthy',
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'ssh_configured': True,
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'available': True
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}
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else:
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return {'status': 'error', 'available': False}
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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_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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try:
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response = requests.get(url, timeout=10)
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return response.json()
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except Exception as e:
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return {"error": str(e)}
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# 全局实例
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_flask_api_source: Optional[FlaskAPIDataSource] = None
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def get_flask_api_source(base_url: str = None) -> FlaskAPIDataSource:
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"""获取 Flask API 数据源实例"""
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global _flask_api_source
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if _flask_api_source is None:
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_flask_api_source = FlaskAPIDataSource(base_url=base_url)
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return _flask_api_source |