复制 local 代码到 serve

2026-07-04 16:59:25 +08:00
parent cee04c1b46
commit 0474e5fb46
302 changed files with 78290 additions and 0 deletions
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+"""Provider contracts for external market data sources.
+
+The first implementation wraps TickFlow. Other providers (Tushare/AkShare/etc.)
+should return the same normalized Polars schemas so storage, indicators and
+backtests stay data-source agnostic.
+"""
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import datetime
+from typing import Literal, Protocol
+
+import polars as pl
+
+AssetType = Literal["stock", "index", "etf"]
+
+
+@dataclass(frozen=True)
+class ProviderCapabilities:
+    instruments: bool = False
+    daily: bool = False
+    adj_factor: bool = False
+    minute: bool = False
+    realtime: bool = False
+    financial: bool = False
+
+
+class MarketDataProvider(Protocol):
+    name: str
+    capabilities: ProviderCapabilities
+
+    def get_instruments(self, asset_type: AssetType) -> pl.DataFrame:
+        """Return normalized instruments: symbol/name/code/exchange/asset_type/source."""
+
+    def get_daily(
+        self,
+        symbols: list[str],
+        start_time: datetime | None,
+        end_time: datetime | None,
+        asset_type: AssetType,
+    ) -> pl.DataFrame:
+        """Return normalized daily K rows."""
+
+    def get_adj_factors(
+        self,
+        symbols: list[str],
+        start_time: datetime | None,
+        end_time: datetime | None,
+        asset_type: AssetType,
+    ) -> pl.DataFrame:
+        """Return normalized adjustment factors: symbol/trade_date/ex_factor."""
+
+    def get_minute(
+        self,
+        symbols: list[str],
+        start_time: datetime | None,
+        end_time: datetime | None,
+        asset_type: AssetType,
+        freq: str = "1m",
+    ) -> pl.DataFrame:
+        """Return normalized minute K rows. Implementations may return empty."""
+
+    def get_realtime(
+        self,
+        universes: list[str] | None = None,
+        symbols: list[str] | None = None,
+    ) -> pl.DataFrame:
+        """Return normalized realtime quotes. Implementations may return empty."""