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"""数据同步工具 - 对应Go的cmd/sync/main.go"""
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import asyncio
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import os
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import sys
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from datetime import datetime, timedelta
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from argparse import ArgumentParser
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# 添加项目根目录到路径
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sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from app.adapters import AKShareAdapter
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from app.repositories import SessionLocal
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from app.repositories.stock_repository import StockRepository
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from app.repositories.futures_repository import FuturesRepository
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from app.models import Symbol, SymbolType, TradeCalData
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from app.core.logger import info, error
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def parse_date(date_str: str) -> datetime:
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"""解析日期字符串"""
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return datetime.strptime(date_str, "%Y%m%d")
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def format_date(date: datetime) -> str:
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"""格式化日期为字符串"""
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return date.strftime("%Y%m%d")
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def is_stock(symbol: str) -> bool:
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"""判断是否为股票代码"""
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return symbol.endswith(".SH") or symbol.endswith(".SZ") or symbol.endswith(".BJ")
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async def sync_stocks(adapter: AKShareAdapter, db):
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"""同步股票基础信息"""
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info("Syncing stock basic info...")
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try:
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symbols_data = await adapter.fetch_symbols("stock")
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repo = StockRepository(db)
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symbols = []
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for d in symbols_data:
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list_date = None
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if d.list_date:
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try:
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list_date = datetime.strptime(d.list_date, "%Y%m%d")
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except:
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pass
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symbols.append(Symbol(
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symbol_id=d.symbol_id,
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symbol_type=SymbolType.STOCK,
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exchange=d.exchange,
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name=d.name,
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list_date=list_date,
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status="active"
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))
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repo.save_symbols(symbols)
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info(f"Synced {len(symbols)} stocks")
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except Exception as e:
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error(f"Failed to sync stocks: {e}")
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raise
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async def sync_futures(adapter: AKShareAdapter, db):
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"""同步期货基础信息"""
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info("Syncing futures basic info...")
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try:
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symbols_data = await adapter.fetch_symbols("futures")
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repo = FuturesRepository(db)
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symbols = []
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for d in symbols_data:
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list_date = None
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delist_date = None
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if d.list_date:
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try:
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list_date = datetime.strptime(d.list_date, "%Y%m%d")
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except:
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pass
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if d.delist_date:
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try:
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delist_date = datetime.strptime(d.delist_date, "%Y%m%d")
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except:
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pass
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status = "active"
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if delist_date and datetime.now() > delist_date:
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status = "expired"
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symbols.append(Symbol(
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symbol_id=d.symbol_id,
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symbol_type=SymbolType.FUTURES,
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exchange=d.exchange,
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name=d.name,
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underlying=d.underlying,
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contract_month=d.contract_month,
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list_date=list_date,
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delist_date=delist_date,
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status=status
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))
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repo.save_symbols(symbols)
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info(f"Synced {len(symbols)} futures")
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except Exception as e:
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error(f"Failed to sync futures: {e}")
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raise
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async def sync_calendar(adapter: AKShareAdapter, db, start: str, end: str):
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"""同步交易日历"""
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info(f"Syncing trading calendar from {start} to {end}...")
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try:
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# 同步股票交易日历（上交所）
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stock_data = await adapter.fetch_trading_calendar("SH", start, end)
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stock_repo = StockRepository(db)
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stock_dates = [
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TradeCalData(date=d.date, is_trading_day=d.is_trading_day)
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for d in stock_data
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]
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stock_repo.save_trading_calendar(stock_dates)
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# 同步期货交易日历
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futures_repo = FuturesRepository(db)
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futures_repo.save_trading_calendar(stock_dates)
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info(f"Synced {len(stock_dates)} calendar days")
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except Exception as e:
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error(f"Failed to sync calendar: {e}")
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raise
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async def sync_klines(adapter: AKShareAdapter, db, symbol: str, start: str, end: str, freq: str):
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"""同步K线数据"""
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info(f"Syncing {freq} klines for {symbol} from {start} to {end}...")
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try:
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# 获取K线数据
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klines_data = await adapter.fetch_klines(symbol, start, end, freq)
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# 转换为KLineItem并保存
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from app.models import KLineItem
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items = [
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KLineItem(
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time=datetime.fromtimestamp(d.time),
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open=d.open,
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high=d.high,
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low=d.low,
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close=d.close,
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volume=d.volume,
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amount=d.amount,
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open_interest=d.open_interest if d.open_interest > 0 else None
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)
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for d in klines_data
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]
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# 判断股票还是期货并保存
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from app.models import Frequency
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if is_stock(symbol):
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repo = StockRepository(db)
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# 为每个item设置symbol
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for item in items:
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item.symbol = symbol
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repo.save_klines(Frequency(freq), items)
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else:
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repo = FuturesRepository(db)
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repo.save_klines(Frequency(freq), symbol, items)
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info(f"Synced {len(items)} klines")
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except Exception as e:
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error(f"Failed to sync klines: {e}")
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raise
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async def main():
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"""主函数"""
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parser = ArgumentParser(description="Market Data Sync Tool")
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parser.add_argument(
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"--type", "-t",
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required=True,
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choices=["stocks", "futures", "calendar", "klines"],
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help="同步类型"
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)
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parser.add_argument("--start", "-s", help="开始日期 YYYYMMDD")
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parser.add_argument("--end", "-e", help="结束日期 YYYYMMDD")
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parser.add_argument("--symbol", help="标的代码（klines类型需要）")
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parser.add_argument("--freq", "-f", default="1d", help="K线周期")
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args = parser.parse_args()
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# 初始化适配器（AKShare 无需 token）
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adapter = AKShareAdapter()
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await adapter.connect({"timeout": 30})
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# 创建数据库会话
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db = SessionLocal()
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try:
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if args.type == "stocks":
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await sync_stocks(adapter, db)
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elif args.type == "futures":
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await sync_futures(adapter, db)
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elif args.type == "calendar":
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# 设置默认日期范围
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start = args.start or (datetime.now() - timedelta(days=30)).strftime("%Y%m%d")
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end = args.end or (datetime.now() + timedelta(days=180)).strftime("%Y%m%d")
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await sync_calendar(adapter, db, start, end)
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elif args.type == "klines":
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if not args.symbol:
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error("symbol is required for klines sync")
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sys.exit(1)
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start = args.start or (datetime.now() - timedelta(days=7)).strftime("%Y%m%d")
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end = args.end or datetime.now().strftime("%Y%m%d")
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await sync_klines(adapter, db, args.symbol, start, end, args.freq)
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finally:
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db.close()
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await adapter.close()
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if __name__ == "__main__":
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asyncio.run(main())
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