aszerW
6454e6823f
- 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
129 lines
3.5 KiB
Python
129 lines
3.5 KiB
Python
"""
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akshare数据源实现（用于CCI筛选等场景）
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"""
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import time
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import pandas as pd
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import akshare as ak
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from typing import Optional
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from .base import DataSource
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class AkshareDataSource(DataSource):
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"""基于akshare的数据源"""
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def __init__(self, delay: float = 3.0):
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"""
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初始化akshare数据源
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Args:
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delay: 每次请求间隔秒数（避免触发限流）
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"""
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self.delay = delay
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def fetch_ohlcv(
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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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fields: Optional[list] = None,
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) -> pd.DataFrame:
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"""
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获取指数历史数据（使用akshare的东方财富接口）
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Args:
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code: 指数代码，如 '000300'（不带后缀）
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start_date: 起始日期 '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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DataFrame，包含 date, open, high, low, close, volume
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"""
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# 转换日期格式
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sd = start_date.replace("-", "")
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ed = end_date.replace("-", "")
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# 去除后缀
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symbol = code.replace(".SH", "").replace(".SZ", "")
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time.sleep(self.delay)
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try:
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df = ak.index_zh_a_hist(
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symbol=symbol,
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period="daily",
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start_date=sd,
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end_date=ed,
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)
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except Exception as e:
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raise RuntimeError(f"akshare查询失败 [{code}]: {e}")
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if df is None or df.empty:
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raise ValueError(f"akshare返回空数据: {code}")
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# 统一列名
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df = df.rename(
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columns={
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"日期": "date",
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"开盘": "open",
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"最高": "high",
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"最低": "low",
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"收盘": "close",
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"成交量": "volume",
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}
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)
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df["date"] = pd.to_datetime(df["date"])
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df["code"] = code
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df = df[["date", "code", "open", "high", "low", "close", "volume"]]
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df = df.sort_values("date").reset_index(drop=True)
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return df
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def fetch_multiple(
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self,
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codes: list,
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start_date: str,
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end_date: str,
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) -> tuple[pd.DataFrame, list]:
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"""批量获取数据"""
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df_list = []
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failed = []
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for code in codes:
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try:
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df = self.fetch_ohlcv(code, start_date, end_date)
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df_list.append(df[["date", "code", "close"]].copy())
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except Exception as e:
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print(f" ⚠ 跳过 {code}: {e}")
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failed.append(code)
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if not df_list:
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raise RuntimeError("所有数据获取失败")
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all_df = pd.concat(df_list, ignore_index=True)
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data = all_df.pivot(index="date", columns="code", values="close")
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data = data.sort_index()
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return data, failed
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def fetch_index_list(self) -> pd.DataFrame:
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"""
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获取所有A股指数列表
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Returns:
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DataFrame with index info
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"""
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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"]
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df_list = []
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for source in sources:
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try:
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df = ak.stock_zh_index_spot_em(symbol=source)
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df["source"] = source
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df_list.append(df)
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except Exception as e:
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print(f" ⚠ 获取 {source} 失败: {e}")
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return pd.concat(df_list, ignore_index=True) if df_list else pd.DataFrame()
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