增加数据同步功能,支持从 akshare 拉取合约日线并自动计算振幅

This commit is contained in:
2026-07-24 21:41:38 +08:00
parent 1ff2aa17e8
commit a53b0fcc4c
3 changed files with 167 additions and 1 deletions
+135
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@@ -0,0 +1,135 @@
"""Data collector — fetch OHLCV from akshare and upsert into daily_bars."""
from datetime import date
from app.database import SessionLocal
from app.models import DailyBar, Contract
from app.engine.lock_strategy import compute_amp_5d
def fetch_contract_bars(contract_code: str, start_date: str | None = None) -> list[dict]:
"""Fetch daily OHLCV for a single contract from akshare.
Returns list of {date, open, close, high, low} dicts.
"""
import akshare as ak
try:
df = ak.futures_zh_daily_sina(symbol=contract_code.upper())
except Exception as e:
print(f"[collector] akshare error for {contract_code}: {e}")
return []
if df is None or df.empty:
print(f"[collector] No data returned for {contract_code}")
return []
bars = []
for _, row in df.iterrows():
try:
val = row["date"]
if hasattr(val, "strftime"):
d = val.date() if hasattr(val, "date") else val
else:
d = date.fromisoformat(str(val)[:10])
if start_date and d <= date.fromisoformat(start_date):
continue
bars.append({
"date": d,
"open": float(row["open"]),
"close": float(row["close"]),
"high": float(row["high"]),
"low": float(row["low"]),
})
except (KeyError, ValueError, TypeError) as e:
print(f"[collector] skip row: {e}")
continue
return bars
def sync_active_contracts() -> dict:
"""Sync all active contracts. Returns {contract_code: new_bars_count}."""
db = SessionLocal()
results = {}
try:
active_contracts = (
db.query(Contract).filter(Contract.is_active == True).all()
)
for c in active_contracts:
count = _sync_one(db, c.code)
results[c.code] = count
db.commit()
finally:
db.close()
return results
def sync_one_contract(contract_code: str) -> int:
"""Sync a single contract. Returns number of new bars inserted."""
db = SessionLocal()
try:
count = _sync_one(db, contract_code.upper())
db.commit()
return count
finally:
db.close()
def _sync_one(db, contract_code: str) -> int:
"""Internal: sync one contract using existing session."""
latest = (
db.query(DailyBar.date)
.filter(DailyBar.contract == contract_code)
.order_by(DailyBar.date.desc())
.first()
)
start_date = latest[0].isoformat() if latest else None
bars = fetch_contract_bars(contract_code, start_date)
if not bars:
return 0
inserted = 0
for bar in bars:
existing = (
db.query(DailyBar)
.filter(
DailyBar.contract == contract_code,
DailyBar.date == bar["date"],
)
.first()
)
if not existing:
db.add(DailyBar(
contract=contract_code,
date=bar["date"],
open=bar["open"],
close=bar["close"],
high=bar["high"],
low=bar["low"],
))
inserted += 1
if inserted > 0:
db.flush()
_recompute_amp(db, contract_code)
return inserted
def _recompute_amp(db, contract_code: str):
"""Recompute amp_5d for all bars of a contract."""
bars = (
db.query(DailyBar)
.filter(DailyBar.contract == contract_code)
.order_by(DailyBar.date)
.all()
)
for i, bar in enumerate(bars):
if i >= 5:
bar.amp_5d = compute_amp_5d([b.diff for b in bars[i - 5 : i]])
+15
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@@ -3,6 +3,7 @@ from fastapi.responses import HTMLResponse, RedirectResponse
from sqlalchemy.orm import Session
from app.database import get_db
from app.models import Product, Contract
from app.collector import sync_active_contracts, sync_one_contract
router = APIRouter(prefix="/admin", tags=["admin"])
@@ -105,3 +106,17 @@ def delete_product(product_id: int, db: Session = Depends(get_db)):
db.delete(p)
db.commit()
return RedirectResponse("/admin/", status_code=303)
@router.post("/sync")
def sync_all(request: Request):
results = sync_active_contracts()
total = sum(results.values())
print(f"[sync] Synced {total} bars across {len(results)} contracts: {results}")
return RedirectResponse("/admin/?synced=" + str(total), status_code=303)
@router.post("/sync/{contract_code}")
def sync_single(contract_code: str):
count = sync_one_contract(contract_code.upper())
return RedirectResponse(f"/admin/?synced={count}", status_code=303)
+17 -1
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@@ -5,6 +5,17 @@
{% block content %}
{# ── Sync Bar ── #}
<div style="display:flex;align-items:center;gap:12px;margin-bottom:20px;padding:14px 18px;background:var(--surface);border:1px solid var(--border);border-radius:10px;">
<span style="font-size:0.85rem;color:var(--sub);">数据同步</span>
<form method="post" action="/admin/sync" style="display:inline;">
<button type="submit" class="btn btn-primary" style="font-size:0.82rem;padding:6px 16px;">同步全部合约</button>
</form>
{% if request.query_params.get('synced') %}
<span style="font-size:0.82rem;color:var(--success-fg);">✓ 已同步 {{ request.query_params.synced }} 条</span>
{% endif %}
</div>
{# ── New Product ── #}
<div class="section-title">新建品种</div>
<div class="form-card" style="margin-bottom:24px;">
@@ -65,7 +76,12 @@
<span class="badge badge-down">停用</span>
{% endif %}
</td>
<td><a href="/contracts/{{ c.code }}" style="color:var(--accent);text-decoration:none;">查看 →</a></td>
<td>
<a href="/contracts/{{ c.code }}" style="color:var(--accent);text-decoration:none;">查看</a>
<form method="post" action="/admin/sync/{{ c.code }}" style="display:inline;margin-left:8px;">
<button style="background:none;border:none;color:var(--accent);cursor:pointer;font-size:0.78rem;">↻ 同步</button>
</form>
</td>
<td>
<form method="post" action="/admin/contract/{{ c.id }}/toggle" style="display:inline;">
<button style="background:none;border:none;color:var(--sub);cursor:pointer;font-size:0.82rem;">