81 lines
2.6 KiB
Python
81 lines
2.6 KiB
Python
"""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）。
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用法： py -3.14 -B labs/analysis/etf/check_candidates.py
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"""
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import json
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import sys
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import urllib.request
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from datetime import datetime, date
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from pathlib import Path
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HERE = Path(__file__).resolve().parent
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sys.path.insert(0, str(HERE))
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try:
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sys.stdout.reconfigure(encoding="utf-8", errors="replace")
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except Exception:
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pass
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from backtest import DAILY_URL, CACHE # noqa: E402
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CANDIDATES = {
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"AI": "159819.SZ",
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"CPO": "515880.SH",
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"PCB": "159732.SZ",
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"人形机器人": "562500.SH",
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"光": "515790.SH",
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"创新药": "159992.SZ",
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"半导体": "588200.SH",
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"存储": "588750.SH",
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"半导体材料": "588160.SH",
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"玻璃基板": "159745.SZ",
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"电力": "159326.SZ",
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"航空航天": "159227.SZ",
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"金属": "518880.SH",
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"金融": "512880.SH",
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"能源": "515220.SH",
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"宽基（保留）": "510300.SH",
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}
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def probe(code: str) -> dict:
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request = urllib.request.Request(
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f"{DAILY_URL}?code={code}",
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headers={"User-Agent": "Mozilla/5.0"},
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)
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with urllib.request.urlopen(request, timeout=30) as response:
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rows = json.load(response)
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if not isinstance(rows, list) or not rows:
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return {"bars": 0}
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CACHE.mkdir(parents=True, exist_ok=True)
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(CACHE / f"{code}.json").write_text(json.dumps(rows), encoding="utf-8")
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bars = sorted(rows, key=lambda r: str(r["trade_date"]))
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closes = [float(b["close"]) for b in bars]
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return {
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"bars": len(bars),
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"first": str(bars[0]["trade_date"]),
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"last": str(bars[-1]["trade_date"]),
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"close": closes[-1],
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"min": min(closes),
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"max": max(closes),
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}
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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")
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ok = True
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for sector, code in CANDIDATES.items():
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try:
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info = probe(code)
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except Exception as exc:
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print(f"{sector:12} {code:11} 抓取失败：{exc}")
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ok = False
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continue
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bars = info.get("bars", 0)
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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")
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if bars < 61:
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ok = False
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print(f"{sector:12} {code:11} {bars:5} {str(info.get('first','-')):>9} {str(info.get('last','-')):>9} "
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f"{info.get('close', 0):8.3f} {info.get('min', 0):8.3f} {info.get('max', 0):8.3f} {verdict}")
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print()
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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")
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