|
|
@@ -67,123 +67,64 @@ def send_email(subject, html_content, text_content=""):
|
|
|
|
|
|
# ==================== 数据获取 ====================
|
|
|
class DataFetcher:
|
|
|
- """数据获取类"""
|
|
|
+ """数据获取类 - 使用实时在线数据"""
|
|
|
|
|
|
@staticmethod
|
|
|
def fetch_recent_2months():
|
|
|
- """获取近2个月数据 - 优先在线获取，失败则使用本地数据"""
|
|
|
+ """获取近2个月数据 - 使用实时在线数据"""
|
|
|
end_date = datetime.now()
|
|
|
start_date = end_date - timedelta(days=70) # 2个月+10天缓冲
|
|
|
|
|
|
print(f"获取数据: {start_date.strftime('%Y-%m-%d')} 至 {end_date.strftime('%Y-%m-%d')}")
|
|
|
|
|
|
- # 首先尝试在线获取
|
|
|
- try:
|
|
|
- df = ak.index_zh_a_hist_min_em(
|
|
|
- symbol="399673",
|
|
|
- period="30",
|
|
|
- start_date=start_date.strftime('%Y%m%d%H%M%S'),
|
|
|
- end_date=end_date.strftime('%Y%m%d%H%M%S')
|
|
|
- )
|
|
|
-
|
|
|
- if df is not None and len(df) > 0:
|
|
|
- df = df.rename(columns={
|
|
|
- '时间': 'datetime',
|
|
|
- '开盘': 'open',
|
|
|
- '收盘': 'close',
|
|
|
- '最高': 'high',
|
|
|
- '最低': 'low',
|
|
|
- '成交量': 'volume'
|
|
|
- })
|
|
|
+ # 尝试在线获取（带重试机制）
|
|
|
+ max_retries = 3
|
|
|
+ for attempt in range(max_retries):
|
|
|
+ try:
|
|
|
+ print(f"[尝试 {attempt + 1}/{max_retries}] 正在使用东方财富30分钟K线接口...")
|
|
|
|
|
|
- df['datetime'] = pd.to_datetime(df['datetime'])
|
|
|
- df = df.set_index('datetime').sort_index()
|
|
|
+ # 使用东方财富接口获取30分钟K线
|
|
|
+ df = ak.index_zh_a_hist_min_em(symbol="399673", period="30")
|
|
|
|
|
|
- backtest_start = end_date - timedelta(days=60)
|
|
|
- df_backtest = df[df.index >= backtest_start]
|
|
|
-
|
|
|
- print(f"✅ 在线数据获取成功: 共{len(df_backtest)}条30分钟K线")
|
|
|
- print(f" 数据区间: {df_backtest.index[0]} 至 {df_backtest.index[-1]}")
|
|
|
- return df_backtest
|
|
|
- except Exception as e:
|
|
|
- print(f"⚠️ 在线数据获取失败: {e}")
|
|
|
- print(" 尝试使用本地数据...")
|
|
|
-
|
|
|
- # 在线获取失败，使用本地数据
|
|
|
- return DataFetcher._load_local_data(start_date, end_date)
|
|
|
-
|
|
|
- @staticmethod
|
|
|
- def _load_local_data(start_date, end_date):
|
|
|
- """从本地文件加载数据"""
|
|
|
- local_file = 'SZ#399673.txt'
|
|
|
-
|
|
|
- try:
|
|
|
- if not os.path.exists(local_file):
|
|
|
- print(f"❌ 本地文件不存在: {local_file}")
|
|
|
- return None
|
|
|
-
|
|
|
- print(f"正在从本地文件读取数据: {local_file}")
|
|
|
-
|
|
|
- # 读取文本格式数据
|
|
|
- data_list = []
|
|
|
- encodings = ['gbk', 'gb2312', 'utf-8', 'latin-1']
|
|
|
- lines = None
|
|
|
-
|
|
|
- for encoding in encodings:
|
|
|
- try:
|
|
|
- with open(local_file, 'r', encoding=encoding) as f:
|
|
|
- lines = f.readlines()
|
|
|
- print(f"✅ 成功使用编码: {encoding}")
|
|
|
- break
|
|
|
- except UnicodeDecodeError:
|
|
|
- continue
|
|
|
-
|
|
|
- if lines is None:
|
|
|
- raise ValueError("无法读取文件，尝试了多种编码格式都失败")
|
|
|
-
|
|
|
- # 跳过前两行（标题行）
|
|
|
- for line in lines[2:]:
|
|
|
- line = line.strip()
|
|
|
- if not line:
|
|
|
- continue
|
|
|
+ if df is not None and not df.empty and len(df) >= 50:
|
|
|
+ # 标准化列名
|
|
|
+ df = df.rename(columns={
|
|
|
+ '时间': 'datetime',
|
|
|
+ '开盘': 'open',
|
|
|
+ '收盘': 'close',
|
|
|
+ '最高': 'high',
|
|
|
+ '最低': 'low',
|
|
|
+ '成交量': 'volume'
|
|
|
+ })
|
|
|
|
|
|
- parts = line.split()
|
|
|
- if len(parts) >= 7:
|
|
|
- try:
|
|
|
- # 格式: 日期 时间 开盘 最高 最低 收盘 成交量 成交额
|
|
|
- date_time_str = f"{parts[0]} {parts[1]}"
|
|
|
- datetime_obj = pd.to_datetime(date_time_str, format='%Y/%m/%d %H%M')
|
|
|
-
|
|
|
- data_list.append({
|
|
|
- 'datetime': datetime_obj,
|
|
|
- 'open': float(parts[2]),
|
|
|
- 'high': float(parts[3]),
|
|
|
- 'low': float(parts[4]),
|
|
|
- 'close': float(parts[5]),
|
|
|
- 'volume': float(parts[6])
|
|
|
- })
|
|
|
- except (ValueError, IndexError) as e:
|
|
|
- continue
|
|
|
-
|
|
|
- if not data_list:
|
|
|
- raise ValueError("文本文件中没有解析到有效数据")
|
|
|
-
|
|
|
- df = pd.DataFrame(data_list)
|
|
|
- df = df.set_index('datetime').sort_index()
|
|
|
-
|
|
|
- # 只保留最近2个月的数据
|
|
|
- backtest_start = end_date - timedelta(days=60)
|
|
|
- df_backtest = df[df.index >= backtest_start]
|
|
|
-
|
|
|
- print(f"✅ 本地数据加载成功: 共{len(df_backtest)}条30分钟K线")
|
|
|
- if len(df_backtest) > 0:
|
|
|
- print(f" 数据区间: {df_backtest.index[0]} 至 {df_backtest.index[-1]}")
|
|
|
-
|
|
|
- return df_backtest
|
|
|
-
|
|
|
- except Exception as e:
|
|
|
- print(f"❌ 本地数据加载失败: {e}")
|
|
|
- return None
|
|
|
+ df['datetime'] = pd.to_datetime(df['datetime'])
|
|
|
+ df = df.set_index('datetime').sort_index()
|
|
|
+
|
|
|
+ # 只保留最近2个月的数据用于回测
|
|
|
+ backtest_start = end_date - timedelta(days=60)
|
|
|
+ df_backtest = df[df.index >= backtest_start]
|
|
|
+
|
|
|
+ print(f"✅ 数据获取成功: 共{len(df_backtest)}条30分钟K线")
|
|
|
+ print(f" 数据区间: {df_backtest.index[0]} 至 {df_backtest.index[-1]}")
|
|
|
+
|
|
|
+ # 检查数据时效性
|
|
|
+ latest_time = df_backtest.index[-1]
|
|
|
+ time_delay = end_date - latest_time
|
|
|
+ print(f" 数据延迟: {time_delay}")
|
|
|
+
|
|
|
+ return df_backtest
|
|
|
+ else:
|
|
|
+ print(f"⚠️ 获取到的数据不足: {len(df) if df is not None else 0}条")
|
|
|
+
|
|
|
+ except Exception as e:
|
|
|
+ print(f"❌ 尝试 {attempt + 1} 失败: {e}")
|
|
|
+ if attempt < max_retries - 1:
|
|
|
+ import time
|
|
|
+ print(f" 等待3秒后重试...")
|
|
|
+ time.sleep(3)
|
|
|
+
|
|
|
+ # 所有尝试都失败
|
|
|
+ raise Exception("无法获取实时数据，所有数据源均失败。请检查网络连接或稍后重试。")
|
|
|
|
|
|
|
|
|
# ==================== 策略类 ====================
|
openclaw