模型，评分，修复网格策略市场状态监听

2026-06-22 10:48:40 +08:00
parent 2e3202968d
commit f938c453e1
42 changed files with 3803 additions and 108 deletions
@@ -0,0 +1,84 @@
+"""
+行业映射同步 — 从 QMT get_sector_list + get_stock_list_in_sector 获取
+"""
+from datetime import date
+from core.scoring.sync.base import BaseSync
+from core.scoring.models import IndustryMapping
+from core.database import db
+from core.logger import LogLevel, PrintLog
+
+
+class IndustrySync(BaseSync):
+    """行业映射同步 — QMT 行业板块 → IndustryMapping 表（全量替换）"""
+
+    def _fetch(self, **kwargs):
+        """从 QMT 拉取全部行业板块的成份股映射"""
+        from xtquant import xtdata
+
+        all_sectors = xtdata.get_sector_list()
+        PrintLog(LogLevel.INFO, f'[sync] Industry: 共 {len(all_sectors)} 个板块')
+
+        # 尝试使用 get_sector_info 过滤行业板块
+        industry_sectors = []
+        try:
+            sector_info = xtdata.get_sector_info()
+            if sector_info is not None and not sector_info.empty:
+                for _, row in sector_info.iterrows():
+                    cat = row.get('category', '')
+                    if '行业' in str(cat):
+                        industry_sectors.append(row['sector'])
+        except Exception:
+            pass
+
+        # 如果 get_sector_info 无效，回退到名称过滤
+        if not industry_sectors:
+            for s in all_sectors:
+                # 排除明显非行业的板块
+                skip_markers = ['概念', '风格', '地域', '地区', '指数', '自定义',
+                                'ETF', 'LOF', '债券', '基金', '期货', '期权']
+                if any(m in s for m in skip_markers):
+                    continue
+                industry_sectors.append(s)
+
+        PrintLog(LogLevel.INFO, f'[sync] Industry: 筛选出 {len(industry_sectors)} 个行业板块')
+
+        # 构建 code → {industry_name, classification} 映射
+        mapping = {}  # code → (industry_name, classification)
+        today = date.today()
+
+        for sector_name in industry_sectors:
+            try:
+                stocks = xtdata.get_stock_list_in_sector(sector_name)
+                for full_code in stocks:
+                    code = full_code.split('.')[0]
+                    if code not in mapping:
+                        mapping[code] = {
+                            'code': code,
+                            'industry_name': sector_name,
+                            'industry_classification': 'QMT',
+                            'update_date': today,
+                        }
+            except Exception:
+                self.stats['errors'] += 1
+
+        self.stats['inserted'] = len(mapping)
+        return list(mapping.values())
+
+    def _upsert(self, data: list):
+        """全量替换: 清空旧数据 → 批量插入新数据"""
+        if not data:
+            PrintLog(LogLevel.WARNING, '[sync] Industry: 无数据, 跳过')
+            return
+
+        with db.atomic():
+            IndustryMapping.delete().execute()
+            for batch in _chunked(data, 500):
+                IndustryMapping.insert_many(batch).execute()
+
+        PrintLog(LogLevel.INFO,
+                 f'[sync] Industry: 全量替换完成, {len(data)} 条映射')
+
+
+def _chunked(lst: list, n: int):
+    for i in range(0, len(lst), n):
+        yield lst[i:i + n]