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
This commit is contained in:
2026-02-23 16:23:53 +08:00
parent 9f95be56a0
commit 593ec99466
32 changed files with 4181 additions and 1395 deletions

View File

@@ -7,15 +7,21 @@ Available APIs:
- api_daily: Daily market data (日线行情)
- api_stock_basic: Stock basic information (股票基本信息)
- api_trade_cal: Trading calendar (交易日历)
- api_namechange: Stock name change history (股票曾用名)
- api_bak_basic: Stock historical list (股票历史列表)
Example:
>>> from src.data.api_wrappers import get_daily, get_stock_basic, get_trade_cal
>>> from src.data.api_wrappers import get_daily, get_stock_basic, get_trade_cal, get_bak_basic
>>> from src.data.api_wrappers import get_bak_basic, sync_bak_basic
>>> data = get_daily('000001.SZ', start_date='20240101', end_date='20240131')
>>> stocks = get_stock_basic()
>>> calendar = get_trade_cal('20240101', '20240131')
>>> bak_basic = get_bak_basic(trade_date='20240101')
"""
from src.data.api_wrappers.api_daily import get_daily
from src.data.api_wrappers.api_daily import get_daily, sync_daily, preview_daily_sync, DailySync
from src.data.api_wrappers.api_bak_basic import get_bak_basic, sync_bak_basic
from src.data.api_wrappers.api_namechange import get_namechange, sync_namechange
from src.data.api_wrappers.api_stock_basic import get_stock_basic, sync_all_stocks
from src.data.api_wrappers.api_trade_cal import (
get_trade_cal,
@@ -28,6 +34,15 @@ from src.data.api_wrappers.api_trade_cal import (
__all__ = [
# Daily market data
"get_daily",
"sync_daily",
"preview_daily_sync",
"DailySync",
# Historical stock list
"get_bak_basic",
"sync_bak_basic",
# Namechange
"get_namechange",
"sync_namechange",
# Stock basic information
"get_stock_basic",
"sync_all_stocks",