feat etf

labs/analysis/etf/check_candidates.py

@@ -0,0 +1,80 @@
+"""校验候选 ETF 在策略数据源上有足够日线（策略要求 >=61 根，这里按最新 120 根缓存）。
+
+用法： py -3.14 -B labs/analysis/etf/check_candidates.py
+"""
+
+import json
+import sys
+import urllib.request
+from datetime import datetime, date
+from pathlib import Path
+
+HERE = Path(__file__).resolve().parent
+sys.path.insert(0, str(HERE))
+try:
+    sys.stdout.reconfigure(encoding="utf-8", errors="replace")
+except Exception:
+    pass
+
+from backtest import DAILY_URL, CACHE  # noqa: E402
+
+CANDIDATES = {
+    "AI": "159819.SZ",
+    "CPO": "515880.SH",
+    "PCB": "159732.SZ",
+    "人形机器人": "562500.SH",
+    "光": "515790.SH",
+    "创新药": "159992.SZ",
+    "半导体": "588200.SH",
+    "存储": "588750.SH",
+    "半导体材料": "588160.SH",
+    "玻璃基板": "159745.SZ",
+    "电力": "159326.SZ",
+    "航空航天": "159227.SZ",
+    "金属": "518880.SH",
+    "金融": "512880.SH",
+    "能源": "515220.SH",
+    "宽基（保留）": "510300.SH",
+}
+
+
+def probe(code: str) -> dict:
+    request = urllib.request.Request(
+        f"{DAILY_URL}?code={code}",
+        headers={"User-Agent": "Mozilla/5.0"},
+    )
+    with urllib.request.urlopen(request, timeout=30) as response:
+        rows = json.load(response)
+    if not isinstance(rows, list) or not rows:
+        return {"bars": 0}
+    CACHE.mkdir(parents=True, exist_ok=True)
+    (CACHE / f"{code}.json").write_text(json.dumps(rows), encoding="utf-8")
+    bars = sorted(rows, key=lambda r: str(r["trade_date"]))
+    closes = [float(b["close"]) for b in bars]
+    return {
+        "bars": len(bars),
+        "first": str(bars[0]["trade_date"]),
+        "last": str(bars[-1]["trade_date"]),
+        "close": closes[-1],
+        "min": min(closes),
+        "max": max(closes),
+    }
+
+
+print(f"{'板块':12} {'代码':11} {'根数':>5} {'首日':>9} {'末日':>9} {'最新价':>8} {'区间低':>8} {'区间高':>8} 判定")
+ok = True
+for sector, code in CANDIDATES.items():
+    try:
+        info = probe(code)
+    except Exception as exc:
+        print(f"{sector:12} {code:11} 抓取失败：{exc}")
+        ok = False
+        continue
+    bars = info.get("bars", 0)
+    verdict = "OK" if bars >= 61 else ("不足 61 根 → 策略会跳过" if bars else "无数据 → 策略会跳过")
+    if bars < 61:
+        ok = False
+    print(f"{sector:12} {code:11} {bars:5} {str(info.get('first','-')):>9} {str(info.get('last','-')):>9} "
+          f"{info.get('close', 0):8.3f} {info.get('min', 0):8.3f} {info.get('max', 0):8.3f} {verdict}")
+print()
+print("全部可用" if ok else "存在数据不足的标的，需替换或接受其被跳过")