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Commit ·
f908ead
1
Parent(s): fa90a2e
fix: Update sync script with latest AkShare interfaces and North Exchange support
Browse files- backend/scripts/sync_data.py +54 -70
backend/scripts/sync_data.py
CHANGED
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@@ -30,7 +30,7 @@ logger = logging.getLogger(__name__)
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# 配置
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YEARS_OF_DATA = 10 # 初始获取近10年数据
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MAX_WORKERS = 5 # 并发线程数
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SYNC_LIMIT =
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def get_stock_list() -> pd.DataFrame:
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@@ -42,66 +42,62 @@ def get_stock_list() -> pd.DataFrame:
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all_lists = []
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try:
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except Exception as e:
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logger.warning(f"Failed to fetch A-share list from AkShare: {e}")
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# 2. ETF 列表
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try:
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df_etf = ak.fund_etf_category_sina(symbol="ETF基金")[['代码', '名称']]
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df_etf.columns = ['code', 'name']
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df_etf['market'] = 'ETF'
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all_lists.append(df_etf)
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except Exception as e:
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logger.warning(f"Failed to fetch ETF list from AkShare: {e}")
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if not all_lists:
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logger.warning("AkShare list fetching failed
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try:
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db = get_db()
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df_db = db.conn.execute("SELECT code, name, market FROM stock_list").df()
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if not df_db.empty:
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return df_db
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except Exception as db_e:
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logger.error(f"Failed to recover from database: {db_e}")
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raise Exception("Failed to fetch target list from both AkShare and Database")
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df = pd.concat(all_lists).drop_duplicates(subset=['code'])
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@@ -145,7 +141,6 @@ def get_target_daily(code: str, start_date: str, market: str) -> Optional[pd.Dat
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df = df.rename(columns={'日期': 'trade_date', '开盘': 'open', '最高': 'high', '最低': 'low', '收盘': 'close', '成交量': 'volume', '成交额': 'amount', '涨跌幅': 'pct_chg', '换手率': 'turnover_rate'})
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df['trade_date'] = pd.to_datetime(df['trade_date'])
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else:
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# 股票接口 (后复权)
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df = ak.stock_zh_a_hist(symbol=code, period="daily", start_date=fetch_start, end_date=end_date, adjust="hfq")
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if df is not None and not df.empty:
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df = df.rename(columns={
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@@ -160,8 +155,10 @@ def get_target_daily(code: str, start_date: str, market: str) -> Optional[pd.Dat
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# 2. 尝试 Yahoo Finance (作为兜底)
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if df is None or df.empty:
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# 转换代码格式
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if code.startswith('6'
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yf_code = f"{code}.SS"
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else:
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yf_code = f"{code}.SZ"
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@@ -182,7 +179,6 @@ def get_target_daily(code: str, start_date: str, market: str) -> Optional[pd.Dat
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if df is None or df.empty: return None
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df['code'] = code
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# 确保列顺序一致
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cols = ['code', 'trade_date', 'open', 'high', 'low', 'close', 'volume', 'amount', 'pct_chg', 'turnover_rate']
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return df[[c for c in cols if c in df.columns]]
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@@ -210,7 +206,6 @@ def sync_stock_daily(targets: List[Dict[str, str]]) -> int:
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db = get_db()
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success_count = 0
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# 获取数据库中已有的最新日期映射
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logger.info("Checking existing data for incremental sync...")
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try:
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existing_latest = db.conn.execute("SELECT code, MAX(trade_date) FROM stock_daily GROUP BY code").fetchall()
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@@ -248,7 +243,6 @@ def sync_stock_daily(targets: List[Dict[str, str]]) -> int:
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if all_data:
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combined_df = pd.concat(all_data, ignore_index=True)
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# 确保列存在
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try:
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db.conn.execute("ALTER TABLE stock_daily ADD COLUMN turnover_rate DOUBLE")
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except: pass
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# 2. 同步日线数据
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limit = SYNC_LIMIT
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# 获取数据库中已有的标的代码 (排除指数)
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existing_codes = [row[0] for row in db.conn.execute("SELECT DISTINCT code FROM stock_daily WHERE code != '000300'").fetchall()]
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if limit > 0:
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# 将总表转为字典方便查找
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all_targets_dict = {t['code']: t for t in target_list.to_dict('records')}
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final_targets = []
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# A. 先把数据库里已有的标的加进来 (保证持续更新)
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for code in existing_codes:
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if code in all_targets_dict:
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final_targets.append(all_targets_dict[code])
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if len(final_targets) >= limit:
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break
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# B. 如果已有的不足 limit,从总表中取新的补齐
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if len(final_targets) < limit:
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for _, row in target_list.iterrows():
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if row['code'] not in existing_codes:
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final_targets.append(row.to_dict())
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if len(final_targets) >= limit:
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break
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targets = final_targets
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logger.info(f"Syncing {len(targets)} targets (Prioritized {len(existing_codes)} existing)")
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else:
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# 4. 上传
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db.upload_db()
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# 5. 刷新后端缓存
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try:
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from app.core import clear_eligible_stocks_cache
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clear_eligible_stocks_cache()
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except:
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pass
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logger.info("Data sync completed successfully!")
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# 配置
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YEARS_OF_DATA = 10 # 初始获取近10年数据
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MAX_WORKERS = 5 # 并发线程数
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SYNC_LIMIT = 10 # 同步数量限制 (设置为 -1 表示全量同步)
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def get_stock_list() -> pd.DataFrame:
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all_lists = []
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# 1. A 股列表
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try:
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df_a = ak.stock_zh_a_spot_em()[['代码', '名称']]
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df_a.columns = ['code', 'name']
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df_a['market'] = df_a['code'].apply(lambda x: '主板' if x.startswith(('60', '00')) else ('创业板' if x.startswith('30') else ('科创板' if x.startswith('68') else ('北交所' if x.startswith(('8', '4', '920')) else '其他'))))
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all_lists.append(df_a)
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except Exception as e:
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logger.warning(f"Failed to fetch A-share list: {e}")
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# 2. ETF 列表
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try:
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df_etf = ak.fund_etf_category_sina(symbol="ETF基金")[['代码', '名称']]
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df_etf.columns = ['code', 'name']
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df_etf['market'] = 'ETF'
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all_lists.append(df_etf)
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except Exception as e:
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logger.warning(f"Failed to fetch ETF list: {e}")
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# 3. LOF 列表
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try:
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df_lof = ak.fund_etf_category_sina(symbol="LOF基金")[['代码', '名称']]
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df_lof.columns = ['code', 'name']
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df_lof['market'] = 'LOF'
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all_lists.append(df_lof)
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except Exception as e:
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logger.warning(f"Failed to fetch LOF list: {e}")
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# 4. 可转债列表
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try:
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df_cb = ak.bond_zh_hs_cov_spot()
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if '代码' in df_cb.columns:
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df_cb = df_cb[['代码', '名称']]
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elif 'symbol' in df_cb.columns:
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df_cb = df_cb[['symbol', 'name']]
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df_cb.columns = ['code', 'name']
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df_cb['market'] = '可转债'
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all_lists.append(df_cb)
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except Exception as e:
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logger.warning(f"Failed to fetch Convertible Bond list: {e}")
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# 5. REITs 列表
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try:
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df_reits = ak.reit_real_time_em()[['代码', '名称']]
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df_reits.columns = ['code', 'name']
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df_reits['market'] = 'REITs'
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all_lists.append(df_reits)
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except Exception as e:
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logger.warning(f"Failed to fetch REITs list: {e}")
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if not all_lists:
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logger.warning("AkShare list fetching failed. Attempting to recover from database...")
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try:
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db = get_db()
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df_db = db.conn.execute("SELECT code, name, market FROM stock_list").df()
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if not df_db.empty: return df_db
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except: pass
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raise Exception("Failed to fetch target list from both AkShare and Database")
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df = pd.concat(all_lists).drop_duplicates(subset=['code'])
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df = df.rename(columns={'日期': 'trade_date', '开盘': 'open', '最高': 'high', '最低': 'low', '收盘': 'close', '成交量': 'volume', '成交额': 'amount', '涨跌幅': 'pct_chg', '换手率': 'turnover_rate'})
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df['trade_date'] = pd.to_datetime(df['trade_date'])
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else:
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df = ak.stock_zh_a_hist(symbol=code, period="daily", start_date=fetch_start, end_date=end_date, adjust="hfq")
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if df is not None and not df.empty:
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df = df.rename(columns={
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# 2. 尝试 Yahoo Finance (作为兜底)
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if df is None or df.empty:
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# 转换代码格式
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if code.startswith(('6', '9', '5', '11')):
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yf_code = f"{code}.SS"
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elif code.startswith(('8', '4', '920')):
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yf_code = f"{code}.BJ" # 北交所
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else:
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yf_code = f"{code}.SZ"
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if df is None or df.empty: return None
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df['code'] = code
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cols = ['code', 'trade_date', 'open', 'high', 'low', 'close', 'volume', 'amount', 'pct_chg', 'turnover_rate']
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return df[[c for c in cols if c in df.columns]]
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db = get_db()
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success_count = 0
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logger.info("Checking existing data for incremental sync...")
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try:
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existing_latest = db.conn.execute("SELECT code, MAX(trade_date) FROM stock_daily GROUP BY code").fetchall()
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if all_data:
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combined_df = pd.concat(all_data, ignore_index=True)
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try:
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db.conn.execute("ALTER TABLE stock_daily ADD COLUMN turnover_rate DOUBLE")
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except: pass
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# 2. 同步日线数据
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limit = SYNC_LIMIT
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existing_codes = [row[0] for row in db.conn.execute("SELECT DISTINCT code FROM stock_daily WHERE code != '000300'").fetchall()]
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if limit > 0:
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all_targets_dict = {t['code']: t for t in target_list.to_dict('records')}
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final_targets = []
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for code in existing_codes:
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if code in all_targets_dict:
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final_targets.append(all_targets_dict[code])
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if len(final_targets) >= limit: break
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if len(final_targets) < limit:
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for _, row in target_list.iterrows():
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if row['code'] not in existing_codes:
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final_targets.append(row.to_dict())
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if len(final_targets) >= limit: break
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targets = final_targets
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logger.info(f"Syncing {len(targets)} targets (Prioritized {len(existing_codes)} existing)")
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else:
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# 4. 上传
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db.upload_db()
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# 5. 刷新后端缓存
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try:
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from app.core import clear_eligible_stocks_cache
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clear_eligible_stocks_cache()
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except: pass
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logger.info("Data sync completed successfully!")
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