feat(data): 添加每日筹码及胜率数据接口 (cyq_perf)
- 新增 api_cyq_perf 模块,支持筹码分布数据获取和同步 - 在 sync_registry 中注册 cyq_perf 同步器
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@@ -9,11 +9,12 @@ import pandas as pd
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from typing import Optional
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from src.data.client import TushareClient
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from src.data.api_wrappers.base_sync import StockBasedSync
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from src.data.api_wrappers.base_sync import DateBasedSync
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def get_cyq_perf(
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ts_code: str,
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trade_date: Optional[str] = None,
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ts_code: Optional[str] = None,
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start_date: Optional[str] = None,
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end_date: Optional[str] = None,
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client: Optional[TushareClient] = None,
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@@ -24,9 +25,10 @@ def get_cyq_perf(
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for A-share stocks. Data starts from 2018.
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Args:
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ts_code: Stock code (e.g., '000001.SZ', '600000.SH')
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start_date: Start date in YYYYMMDD format
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end_date: End date in YYYYMMDD format
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trade_date: Specific trade date in YYYYMMDD format
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ts_code: Stock code filter (optional, e.g., '000001.SZ')
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start_date: Start date for date range query (YYYYMMDD format)
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end_date: End date for date range query (YYYYMMDD format)
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client: Optional TushareClient instance for shared rate limiting.
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If None, creates a new client. For concurrent sync operations,
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pass a shared client to ensure proper rate limiting.
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@@ -46,19 +48,23 @@ def get_cyq_perf(
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- winner_rate: Win rate (percentage)
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Example:
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>>> # Get chip distribution data for a stock
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>>> data = get_cyq_perf('000001.SZ', start_date='20240101', end_date='20240131')
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>>> # Get all stocks' chip distribution for a single date
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>>> data = get_cyq_perf(trade_date='20240115')
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>>>
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>>> # Get data with shared client for rate limiting
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>>> from src.data.client import TushareClient
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>>> client = TushareClient()
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>>> data = get_cyq_perf('000001.SZ', start_date='20240101', end_date='20240131', client=client)
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>>> # Get date range data for a specific stock
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>>> data = get_cyq_perf(ts_code='000001.SZ', start_date='20240101', end_date='20240131')
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>>>
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>>> # Get specific stock on specific date
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>>> data = get_cyq_perf(ts_code='000001.SZ', trade_date='20240115')
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"""
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client = client or TushareClient()
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# Build parameters
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params = {"ts_code": ts_code}
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params = {}
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if trade_date:
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params["trade_date"] = trade_date
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if ts_code:
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params["ts_code"] = ts_code
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if start_date:
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params["start_date"] = start_date
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if end_date:
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@@ -74,10 +80,10 @@ def get_cyq_perf(
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return data
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class CyqPerfSync(StockBasedSync):
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class CyqPerfSync(DateBasedSync):
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"""筹码分布数据批量同步管理器,支持全量/增量同步。
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继承自 StockBasedSync,使用多线程按股票并发获取数据。
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继承自 DateBasedSync,使用按日期并发获取数据。
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Example:
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>>> sync = CyqPerfSync()
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@@ -87,6 +93,7 @@ class CyqPerfSync(StockBasedSync):
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"""
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table_name = "cyq_perf"
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default_start_date = "20180101"
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# 表结构定义
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TABLE_SCHEMA = {
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@@ -111,52 +118,36 @@ class CyqPerfSync(StockBasedSync):
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# 主键定义
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PRIMARY_KEY = ("ts_code", "trade_date")
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def fetch_single_stock(
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self,
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ts_code: str,
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start_date: str,
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end_date: str,
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) -> pd.DataFrame:
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"""获取单只股票的筹码分布数据。
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def fetch_single_date(self, trade_date: str) -> pd.DataFrame:
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"""获取单日所有股票的筹码分布数据。
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Args:
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ts_code: 股票代码
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start_date: 起始日期(YYYYMMDD)
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end_date: 结束日期(YYYYMMDD)
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trade_date: 交易日期(YYYYMMDD)
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Returns:
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包含筹码分布数据的 DataFrame
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包含当日所有股票筹码分布数据的 DataFrame
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"""
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# 使用 get_cyq_perf 获取数据(传递共享 client)
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data = get_cyq_perf(
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ts_code=ts_code,
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start_date=start_date,
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end_date=end_date,
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client=self.client, # 传递共享客户端以确保限流
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)
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return data
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return get_cyq_perf(trade_date=trade_date, client=self.client)
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def sync_cyq_perf(
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force_full: bool = False,
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start_date: Optional[str] = None,
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end_date: Optional[str] = None,
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max_workers: Optional[int] = None,
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dry_run: bool = False,
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) -> dict[str, pd.DataFrame]:
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"""同步所有股票的筹码分布数据。
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force_full: bool = False,
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) -> pd.DataFrame:
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"""同步筹码分布数据到 DuckDB,支持智能增量同步。
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这是筹码分布数据同步的主要入口点。
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逻辑:
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- 若表不存在:创建表 + 复合索引 (trade_date, ts_code) + 全量同步
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- 若表存在:从 last_date + 1 开始增量同步
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Args:
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start_date: 起始日期(YYYYMMDD 格式,默认全量从 20180101,增量从 last_date+1)
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end_date: 结束日期(YYYYMMDD 格式,默认为今天)
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force_full: 若为 True,强制从 20180101 完整重载
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start_date: 手动指定起始日期(YYYYMMDD)
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end_date: 手动指定结束日期(默认为今天)
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max_workers: 工作线程数(默认: 10)
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dry_run: 若为 True,仅预览将要同步的内容,不写入数据
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Returns:
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映射 ts_code 到 DataFrame 的字典
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包含同步数据的 pd.DataFrame
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Example:
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>>> # 首次同步(从 20180101 全量加载)
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@@ -170,49 +161,31 @@ def sync_cyq_perf(
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>>>
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>>> # 手动指定日期范围
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>>> result = sync_cyq_perf(start_date='20240101', end_date='20240131')
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>>>
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>>> # 自定义线程数
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>>> result = sync_cyq_perf(max_workers=20)
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>>>
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>>> # Dry run(仅预览)
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>>> result = sync_cyq_perf(dry_run=True)
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"""
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sync_manager = CyqPerfSync(max_workers=max_workers)
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sync_manager = CyqPerfSync()
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return sync_manager.sync_all(
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force_full=force_full,
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start_date=start_date,
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end_date=end_date,
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dry_run=dry_run,
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force_full=force_full,
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)
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def preview_cyq_perf_sync(
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force_full: bool = False,
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start_date: Optional[str] = None,
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end_date: Optional[str] = None,
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force_full: bool = False,
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sample_size: int = 3,
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) -> dict:
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"""预览筹码分布数据同步数据量和样本(不实际同步)。
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这是推荐的方式,可在实际同步前检查将要同步的内容。
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Args:
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force_full: 若为 True,预览全量同步(从 20180101)
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start_date: 手动指定起始日期(覆盖自动检测)
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end_date: 手动指定结束日期(默认为今天)
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sample_size: 预览用样本股票数量(默认: 3)
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force_full: 若为 True,预览全量同步(从 20180101)
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sample_size: 预览天数(默认: 3)
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Returns:
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包含预览信息的字典:
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{
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'sync_needed': bool,
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'stock_count': int,
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'start_date': str,
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'end_date': str,
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'estimated_records': int,
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'sample_data': pd.DataFrame,
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'mode': str, # 'full', 'incremental', 'partial', 或 'none'
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}
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包含预览信息的字典
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Example:
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>>> # 预览将要同步的内容
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@@ -220,14 +193,11 @@ def preview_cyq_perf_sync(
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>>>
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>>> # 预览全量同步
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>>> preview = preview_cyq_perf_sync(force_full=True)
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>>>
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>>> # 预览更多样本
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>>> preview = preview_cyq_perf_sync(sample_size=5)
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"""
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sync_manager = CyqPerfSync()
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return sync_manager.preview_sync(
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force_full=force_full,
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start_date=start_date,
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end_date=end_date,
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force_full=force_full,
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sample_size=sample_size,
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)
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