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@@ -4,8 +4,8 @@ Candle 表设计与 TimescaleDB hypertable 完全兼容:将来在目标 PG 库
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SELECT create_hypertable('candles', 'ts');
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即可升级为时序表 + Continuous Aggregates 多周期预聚合,无需改表结构。
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智能选股三表(stock_basic / market_daily / daily_snapshot)与回测 candles(qfq)
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完全隔离:选股用未复权日线按 trade_date 全市场批量落地,避免污染回测复权缓存。
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智能选股直接读 candles 不复权底座(market_daily 已退役);
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daily_snapshot 存每日指标快照(估值/市值,选股过滤用)。
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"""
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from datetime import date, datetime
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@@ -236,29 +236,8 @@ class StockReference(Base):
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)
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class MarketDaily(Base):
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"""全市场未复权日线(选股专用,与回测 candles(qfq) 隔离)。
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单位沿用 Tushare 原始:vol 手、amount 千元。
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"""
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__tablename__ = "market_daily"
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id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
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trade_date: Mapped[datetime] = mapped_column(DateTime, index=True)
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ts_code: Mapped[str] = mapped_column(String(12), index=True)
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open: Mapped[float] = mapped_column(Float)
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high: Mapped[float] = mapped_column(Float)
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low: Mapped[float] = mapped_column(Float)
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close: Mapped[float] = mapped_column(Float)
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pre_close: Mapped[float] = mapped_column(Float)
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change: Mapped[float | None] = mapped_column(Float)
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pct_chg: Mapped[float | None] = mapped_column(Float) # 日涨跌幅 %
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vol: Mapped[float] = mapped_column(Float) # 手
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amount: Mapped[float] = mapped_column(Float) # 千元
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__table_args__ = (
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UniqueConstraint("ts_code", "trade_date", name="uq_mkt_code_date"),
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)
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# market_daily(全市场未复权日线)已于选股改读 candles 后退役:
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# ORM 模型已删,物理表暂留库中作冷备,确认无用后可手动 DROP TABLE market_daily。
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class DailySnapshot(Base):
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