补充已退市合约数据和数据库同步功能

- 拉取 FG2601-FG2607 已退市合约的完整日线行情
- 新增 SQLite 入库逻辑，支持 daily 和 contracts 两张表
- 更新 README 数据字典和数据库说明
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

update.py

@@ -1,5 +1,6 @@
 import csv
 import os
+import sqlite3
 import time
 from datetime import datetime
 
@@ -8,6 +9,7 @@ import requests
 TOKEN = "76efd8465f9f2591aa42a385268e06acf6b80b7a15be2267ad2281b7"
 API_URL = "https://api.tushare.pro"
 DATA_DIR = os.path.join(os.path.dirname(__file__), "data")
+DB_PATH = os.path.join(os.path.dirname(__file__), "db", "futures.db")
 
 FUT_DAILY_FIELDS = [
     "ts_code", "trade_date", "pre_close", "pre_settle",
@@ -46,6 +48,15 @@ def get_active_contracts(exchange, fut_code):
     return [c for c in contracts if not c.get("delist_date") or c["delist_date"] > today]
 
 
+def get_all_contracts(exchange, fut_code):
+    """获取指定交易所、品种的全部合约（含已退市）"""
+    return tushare_query(
+        "fut_basic",
+        params={"exchange": exchange, "fut_code": fut_code, "fut_type": "1"},
+        fields="ts_code,symbol,name,list_date,delist_date",
+    )
+
+
 def save_contract_csv(fut_code, contracts):
     """对每个活跃合约拉取日线行情并写入 data/{fut_code}/{code}.csv"""
     out_dir = os.path.join(DATA_DIR, fut_code)
@@ -77,9 +88,98 @@ def save_contract_csv(fut_code, contracts):
         time.sleep(0.3)  # tushare 频率限制
 
 
+def init_db():
+    conn = sqlite3.connect(DB_PATH)
+    conn.execute("""
+        CREATE TABLE IF NOT EXISTS daily (
+            ts_code     TEXT NOT NULL,
+            trade_date  TEXT NOT NULL,
+            pre_close   REAL,
+            pre_settle  REAL,
+            open        REAL,
+            high        REAL,
+            low         REAL,
+            close       REAL,
+            settle      REAL,
+            change1     REAL,
+            change2     REAL,
+            vol         REAL,
+            amount      REAL,
+            oi          REAL,
+            oi_chg      REAL,
+            delv_settle REAL,
+            PRIMARY KEY (ts_code, trade_date)
+        )
+    """)
+    conn.execute("""
+        CREATE TABLE IF NOT EXISTS contracts (
+            ts_code     TEXT PRIMARY KEY,
+            symbol      TEXT,
+            name        TEXT,
+            exchange    TEXT,
+            fut_code    TEXT,
+            list_date   TEXT,
+            delist_date TEXT
+        )
+    """)
+    conn.commit()
+    conn.close()
+
+
+def sync_contracts_to_db(fut_code, exchange, contracts):
+    conn = sqlite3.connect(DB_PATH)
+    cursor = conn.cursor()
+    for c in contracts:
+        cursor.execute(
+            "INSERT OR REPLACE INTO contracts (ts_code, symbol, name, exchange, fut_code, list_date, delist_date) "
+            "VALUES (?, ?, ?, ?, ?, ?, ?)",
+            (c["ts_code"], c["symbol"], c["name"], exchange, fut_code, c["list_date"], c.get("delist_date")),
+        )
+    conn.commit()
+    conn.close()
+    print(f"  contracts 表写入 {len(contracts)} 条")
+
+
+def sync_csv_to_db():
+    conn = sqlite3.connect(DB_PATH)
+    cursor = conn.cursor()
+
+    for root, _, files in os.walk(DATA_DIR):
+        for fname in sorted(files):
+            if not fname.endswith(".csv"):
+                continue
+
+            fpath = os.path.join(root, fname)
+            with open(fpath) as f:
+                reader = csv.DictReader(f)
+                rows = list(reader)
+
+            if not rows:
+                continue
+
+            placeholders = ",".join("?" for _ in FUT_DAILY_FIELDS)
+            cols = ",".join(FUT_DAILY_FIELDS)
+            sql = f"INSERT OR REPLACE INTO daily ({cols}) VALUES ({placeholders})"
+            vals = [[r.get(c) for c in FUT_DAILY_FIELDS] for r in rows]
+            cursor.executemany(sql, vals)
+
+            print(f"  {fname:12s}  {len(rows)} 条 -> daily 表")
+
+    conn.commit()
+    conn.close()
+
+
 if __name__ == "__main__":
-    contracts = get_active_contracts("CZCE", "FG")
-    print(f"活跃玻璃合约共 {len(contracts)} 个:")
+    # 活跃合约
+    active = get_active_contracts("CZCE", "FG")
+    # 已退市合约：FG2601-FG2607
+    extra_codes = {f"FG{suffix}.ZCE" for suffix in [f"26{i:02d}" for i in range(1, 8)]}
+    all_fg = get_all_contracts("CZCE", "FG")
+    active_codes = {c["ts_code"] for c in active}
+    extra = [c for c in all_fg if c["ts_code"] in extra_codes and c["ts_code"] not in active_codes]
+    contracts = active + extra
+
+    print(f"玻璃合约共 {len(contracts)} 个（含 {len(extra)} 个已退市）:")
 
     for c in contracts:
         code = c["ts_code"].split(".")[0]
@@ -87,4 +187,9 @@ if __name__ == "__main__":
 
     print("\n拉取日线行情...")
     save_contract_csv("FG", contracts)
+
+    print("\n写入数据库...")
+    init_db()
+    sync_contracts_to_db("FG", "CZCE", contracts)
+    sync_csv_to_db()
     print("完成")