refactor: 存储层迁移DuckDB + 模块重构
- 存储层重构: HDF5 → DuckDB(UPSERT模式、线程安全存储) - Sync类迁移: DataSync从sync.py迁移到api_daily.py(职责分离) - 模型模块重构: src/models → src/pipeline(更清晰的命名) - 新增因子模块: factors/momentum (MA、收益率排名)、factors/financial - 新增API接口: api_namechange、api_bak_basic - 新增训练入口: training模块(main.py、pipeline配置) - 工具函数统一: get_today_date等移至utils.py - 文档更新: AGENTS.md添加架构变更历史
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@@ -7,15 +7,21 @@ Available APIs:
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- api_daily: Daily market data (日线行情)
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- api_stock_basic: Stock basic information (股票基本信息)
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- api_trade_cal: Trading calendar (交易日历)
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- api_namechange: Stock name change history (股票曾用名)
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- api_bak_basic: Stock historical list (股票历史列表)
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Example:
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>>> from src.data.api_wrappers import get_daily, get_stock_basic, get_trade_cal
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>>> from src.data.api_wrappers import get_daily, get_stock_basic, get_trade_cal, get_bak_basic
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>>> from src.data.api_wrappers import get_bak_basic, sync_bak_basic
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>>> data = get_daily('000001.SZ', start_date='20240101', end_date='20240131')
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>>> stocks = get_stock_basic()
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>>> calendar = get_trade_cal('20240101', '20240131')
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>>> bak_basic = get_bak_basic(trade_date='20240101')
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"""
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from src.data.api_wrappers.api_daily import get_daily
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from src.data.api_wrappers.api_daily import get_daily, sync_daily, preview_daily_sync, DailySync
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from src.data.api_wrappers.api_bak_basic import get_bak_basic, sync_bak_basic
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from src.data.api_wrappers.api_namechange import get_namechange, sync_namechange
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from src.data.api_wrappers.api_stock_basic import get_stock_basic, sync_all_stocks
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from src.data.api_wrappers.api_trade_cal import (
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get_trade_cal,
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@@ -28,6 +34,15 @@ from src.data.api_wrappers.api_trade_cal import (
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__all__ = [
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# Daily market data
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"get_daily",
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"sync_daily",
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"preview_daily_sync",
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"DailySync",
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# Historical stock list
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"get_bak_basic",
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"sync_bak_basic",
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# Namechange
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"get_namechange",
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"sync_namechange",
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# Stock basic information
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"get_stock_basic",
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"sync_all_stocks",
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