完成模型更新

core/scoring/sync/kline_sync.py

@@ -5,7 +5,7 @@ K线数据同步 — 个股日K + 指数日K
 线程锁: KlineStockSync / KlineIndexSync 各自内部锁
 """
 import pandas as pd
-from datetime import date, timedelta
+from datetime import date, datetime, timedelta
 from core.scoring.sync.base import BaseSync
 from core.scoring.models import KlineStock, KlineIndex
 from core.scoring.config import TRACKED_INDICES
@@ -111,7 +111,11 @@ class KlineStockSync(BaseSync):
         stock_code = full_code.split('.')[0]
         records = []
         for td in close_df.columns:
-            td_date = td.date() if hasattr(td, 'date') else td
+            # xtdata 返回的列名可能是字符串 'YYYYMMDD' 或 datetime，需统一转成 date
+            if isinstance(td, str):
+                td_date = datetime.strptime(td, '%Y%m%d').date()
+            else:
+                td_date = td.date() if hasattr(td, 'date') else td
             if start_date is not None and td_date <= start_date:
                 self.stats['skipped'] = self.stats.get('skipped', 0) + 1
                 continue
@@ -193,7 +197,10 @@ class KlineIndexSync(BaseSync):
         for full_code in close_df.index:
             index_code = full_code.split('.')[0]
             for td in close_df.columns:
-                td_date = td.date() if hasattr(td, 'date') else td
+                if isinstance(td, str):
+                    td_date = datetime.strptime(td, '%Y%m%d').date()
+                else:
+                    td_date = td.date() if hasattr(td, 'date') else td
                 if latest is not None and td_date <= latest:
                     self.stats['skipped'] = self.stats.get('skipped', 0) + 1
                     continue