同步本地回测与tqsdk回测

data/tqsdk/tq_copy_data.py

@@ -109,6 +109,7 @@ def collect_and_save_tqsdk_data_stream(
         )
 
         last_kline_datetime = None  # 用于跟踪上一根已完成K线的时间
+        swap_month_dt = None
 
         while api.wait_update():
             if underlying_symbol is None:
@@ -117,7 +118,11 @@ def collect_and_save_tqsdk_data_stream(
             # 检查是否有新的完整K线生成，或者当前K线是最后一次更新 (在回测结束时)
             # TqSdk会在K线完成时发送最后一次更新，或者在回测结束时强制更新
             if api.is_changing(quote, "underlying_symbol"):
-                underlying_symbol = quote.underlying_symbol
+                swap_month_dt = pd.to_datetime(
+                        quote.datetime, unit="ns", utc=True
+                    )
+                
+
             if api.is_changing(klines):
                 # 只有当K线序列发生变化时才处理
                 # 关注最新一根 K 线（即 klines.iloc[-1]）
@@ -141,10 +146,15 @@ def collect_and_save_tqsdk_data_stream(
 
                     kline_dt = pd.to_datetime(
                         current_kline["datetime"], unit="ns", utc=True
-                    )
-                    kline_dt = kline_dt.tz_convert(BEIJING_TZ).strftime(
+                    ).tz_convert(BEIJING_TZ)
+
+                    if swap_month_dt is not None and kline_dt.hour == swap_month_dt.hour:
+                        underlying_symbol = quote.underlying_symbol
+
+                    kline_dt = kline_dt.strftime(
                         "%Y-%m-%d %H:%M:%S"
                     )
+
                     kline_data_to_save = {
                         "datetime": kline_dt,
                         "open": current_kline["open"],