新增行情查询、价差图表和 spread 分析表

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-07-18 17:35:05 +08:00
parent 1b39ad6887
commit ecf4d28961
4 changed files with 434 additions and 49 deletions
@@ -0,0 +1,87 @@
+"""
+查询指定交易日玻璃期货主力合约行情。
+用法: python3 quote.py 20260717
+"""
+import sqlite3
+import sys
+from datetime import datetime
+
+DB_PATH = "/Users/vipg/Documents/futures-data-warehouse/db/futures.db"
+
+def main():
+    if len(sys.argv) < 2:
+        print("用法: python3 quote.py YYYYMMDD")
+        sys.exit(1)
+
+    date_str = sys.argv[1]
+    try:
+        datetime.strptime(date_str, "%Y%m%d")
+    except ValueError:
+        print(f"日期格式错误: {date_str}，应为 YYYYMMDD")
+        sys.exit(1)
+
+    conn = sqlite3.connect(DB_PATH)
+
+    count = conn.execute(
+        "SELECT COUNT(*) FROM daily WHERE trade_date=?", (date_str,)
+    ).fetchone()[0]
+    if count == 0:
+        import urllib.request, json
+        req_data = json.dumps({
+            "api_name": "trade_cal",
+            "token": "76efd8465f9f2591aa42a385268e06acf6b80b7a15be2267ad2281b7",
+            "params": {"exchange": "CZCE", "start_date": date_str, "end_date": date_str},
+            "fields": "cal_date,is_open",
+        }).encode()
+        resp = json.loads(urllib.request.urlopen(
+            urllib.request.Request("https://api.tushare.pro", data=req_data,
+                                   headers={"Content-Type": "application/json"})
+        ).read())
+        is_open = resp.get("data", {}).get("items", [[None, None]])[0][1]
+        if is_open == 1:
+            print(f"{date_str} 是交易日，但数据库尚无数据（需先运行 update.py 拉取）")
+        elif is_open == 0:
+            print(f"{date_str} 非交易日")
+        else:
+            print(f"{date_str} 无数据")
+        conn.close()
+        sys.exit(1)
+
+    rows = conn.execute("""
+        SELECT d.ts_code, d.open, d.high, d.low, d.close
+        FROM daily d
+        JOIN contracts c ON d.ts_code = c.ts_code
+        WHERE d.trade_date = ?
+          AND c.delist_date > ?
+          AND d.oi > 0
+        ORDER BY c.delist_date
+    """, (date_str, date_str)).fetchall()
+
+    if not rows:
+        print(f"{date_str} 无活跃合约数据")
+        conn.close()
+        sys.exit(1)
+
+    print(f"\n{date_str}  玻璃期货")
+    print(f"{'合约':>12}  收盘价  差价")
+    print("-" * 34)
+    prev = None
+    total_diff = 0.0
+    for r in rows:
+        close = float(r[4]) if r[4] is not None and r[4] != "" else None
+        close_str = f"{close:.1f}" if close else "-"
+        diff = ""
+        if close is not None and prev is not None:
+            d = close - prev
+            diff = f"{d:+.1f}"
+            total_diff += d
+        print(f"{r[0]:>12}  {close_str:>7}  {diff:>6}")
+        if close is not None:
+            prev = close
+    print("-" * 34)
+    print(f"{'差价合计':>20}  {total_diff:+.1f}")
+
+    conn.close()
+
+if __name__ == "__main__":
+    main()