构建期货数据采集与三层打分系统

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

tushare/src/fetcher.py

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+import os
+from typing import Optional
+
+import pandas as pd
+import tushare as ts
+
+
+def _init_api():
+    token = os.environ.get("TUSHARE_TOKEN")
+    if not token:
+        raise RuntimeError("TUSHARE_TOKEN 环境变量未设置")
+    ts.set_token(token)
+    return ts.pro_api()
+
+
+def fetch_contract(ts_code: str, limit: int = 100) -> pd.DataFrame:
+    """拉取指定期货合约的日线数据,返回按 trade_date 升序排列的 DataFrame。"""
+    pro = _init_api()
+    df = pro.fut_daily(ts_code=ts_code)
+
+    if df.empty:
+        raise RuntimeError(f"未返回 {ts_code} 的任何数据,可能合约代码错误或 token 积分不足")
+
+    cols = [
+        "ts_code", "trade_date", "open", "high", "low",
+        "close", "vol", "amount", "oi", "oi_chg", "pre_close",
+    ]
+    df = df[[c for c in cols if c in df.columns]].copy()
+
+    numeric = ["open", "high", "low", "close", "vol", "amount", "oi", "oi_chg", "pre_close"]
+    for c in numeric:
+        if c in df.columns:
+            df[c] = pd.to_numeric(df[c], errors="coerce")
+
+    df = df.sort_values("trade_date").reset_index(drop=True)
+    return df