feat(data): 添加每日指标接口并优化因子引擎
- 新增 api_daily_basic.py 封装 Tushare 每日指标接口 - 因子引擎移除 lookback_days,支持 daily_basic 表字段路由 - 将每日指标纳入自动同步流程 - 删除废弃的 training/main.py
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@@ -69,16 +69,11 @@ class DataRouter:
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# 收集所有需要的表和字段
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required_tables: Dict[str, Set[str]] = {}
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max_lookback = 0
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for spec in data_specs:
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if spec.table not in required_tables:
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required_tables[spec.table] = set()
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required_tables[spec.table].update(spec.columns)
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max_lookback = max(max_lookback, spec.lookback_days)
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# 调整日期范围以包含回看期
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adjusted_start = self._adjust_start_date(start_date, max_lookback)
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# 从数据源获取各表数据
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table_data = {}
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@@ -86,7 +81,7 @@ class DataRouter:
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df = self._load_table(
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table_name=table_name,
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columns=list(columns),
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start_date=adjusted_start,
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start_date=start_date,
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end_date=end_date,
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stock_codes=stock_codes,
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)
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@@ -95,11 +90,6 @@ class DataRouter:
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# 组装核心宽表
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core_table = self._assemble_wide_table(table_data, required_tables)
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# 过滤到实际请求日期范围
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core_table = core_table.filter(
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(pl.col("trade_date") >= start_date) & (pl.col("trade_date") <= end_date)
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)
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return core_table
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def _load_table(
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@@ -265,34 +255,6 @@ class DataRouter:
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return result
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def _adjust_start_date(self, start_date: str, lookback_days: int) -> str:
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"""根据回看天数调整开始日期。
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Args:
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start_date: 原始开始日期 (YYYYMMDD)
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lookback_days: 需要回看的交易日数
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Returns:
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调整后的开始日期
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"""
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# 简化的日期调整:假设每月30天,向前推移
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# 实际应用中应该使用交易日历
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year = int(start_date[:4])
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month = int(start_date[4:6])
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day = int(start_date[6:8])
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total_days = lookback_days + 30 # 额外缓冲
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day -= total_days
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while day <= 0:
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month -= 1
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if month <= 0:
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month = 12
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year -= 1
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day += 30
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return f"{year:04d}{month:02d}{day:02d}"
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def clear_cache(self) -> None:
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"""清除数据缓存。"""
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with self._lock:
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