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51
backend/app/data/tushare_provider.py
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51
backend/app/data/tushare_provider.py
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"""Tushare 数据源(主)。日线 + 前复权。
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token 从 settings.tushare_token 读取(.env)。免费版 pro.daily 与 ts.pro_bar 实测可用。
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"""
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from __future__ import annotations
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from datetime import datetime
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from ..config import settings
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from ..domain import Bar
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from .symbols import to_ts_code
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def _parse(date_str: str) -> datetime:
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return datetime.strptime(str(date_str), "%Y%m%d")
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def fetch_daily(code: str, start: str = "20200101", end: str | None = None,
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adjust: str = "qfq") -> list[Bar]:
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import tushare as ts # 延迟导入:未装/无 token 时 DEMO 仍可用
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if not settings.tushare_token:
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raise RuntimeError("未配置 TUSHARE_TOKEN")
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ts.set_token(settings.tushare_token)
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pro = ts.pro_api()
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ts_code = to_ts_code(code)
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end = end or datetime.now().strftime("%Y%m%d")
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# 优先 pro_bar(含复权);积分不足则退化为 pro.daily(不复权)
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df = None
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try:
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df = ts.pro_bar(ts_code=ts_code, adj=adjust, start_date=start, end_date=end, freq="D")
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except Exception:
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df = None
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if df is None or df.empty:
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df = pro.daily(ts_code=ts_code, start_date=start, end_date=end)
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if df is None or df.empty:
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raise RuntimeError(f"Tushare 无数据: {ts_code}")
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df = df.sort_values("trade_date")
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bars: list[Bar] = []
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for _, r in df.iterrows():
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bars.append(
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Bar(
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ts=_parse(r["trade_date"]),
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open=float(r["open"]), high=float(r["high"]),
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low=float(r["low"]), close=float(r["close"]),
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volume=float(r["vol"]) * 100.0, # Tushare vol 单位为手 -> 股
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)
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)
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return bars
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