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 +1,100 @@
+"""
+股票基础信息同步 — 从 QMT get_instrument_detail 获取
+"""
+from datetime import date
+from core.scoring.sync.base import BaseSync
+from core.scoring.models import StockInfo
+from core.database import db
+from core.logger import LogLevel, PrintLog
+
+BATCH_SIZE = 200
+
+
+class StocksSync(BaseSync):
+    """股票基础信息同步 — QMT get_instrument_detail_list"""
+
+    def _fetch(self, **kwargs):
+        """从 QMT 拉取全部A股基础信息"""
+        from xtquant import xtdata
+
+        all_stocks = xtdata.get_stock_list_in_sector("沪深A股")
+        PrintLog(LogLevel.INFO, f'[sync] Stocks: 获取到 {len(all_stocks)} 只A股')
+
+        result = {}
+        total = len(all_stocks)
+        for i in range(0, total, BATCH_SIZE):
+            batch = all_stocks[i:i + BATCH_SIZE]
+            try:
+                details = xtdata.get_instrument_detail_list(batch)
+                result.update(details)
+            except Exception as e:
+                PrintLog(LogLevel.ERROR,
+                         f'[sync] Stocks batch {i}-{min(i + BATCH_SIZE, total)} failed: {e}')
+                self.stats['errors'] += len(batch)
+
+        return result
+
+    def _upsert(self, data: dict):
+        """写入 StockInfo 表"""
+        records = []
+        today = date.today()
+
+        for full_code, inst in data.items():
+            if not inst:
+                self.stats['skipped'] += 1
+                continue
+
+            code_num = full_code.split('.')[0]
+
+            # 判断交易所
+            exchange = inst.get('ExchangeID', '')
+            if not exchange:
+                if '.SH' in full_code:
+                    exchange = 'SH'
+                elif '.SZ' in full_code:
+                    exchange = 'SZ'
+                elif '.BJ' in full_code:
+                    exchange = 'BJ'
+
+            # OpenDate 格式: 'YYYYMMDD' 或 int
+            open_date = inst.get('OpenDate', '')
+            if open_date and len(str(open_date)) == 8:
+                list_date_val = f'{str(open_date)[:4]}-{str(open_date)[4:6]}-{str(open_date)[6:8]}'
+            else:
+                list_date_val = None
+
+            # InstrumentStatus 含义:
+            #   0/1   = 正常股票（含已退市但仍在QMT列表的）
+            #  -1    = ST / *ST
+            #  30/31 = *ST
+            # 已退市股（名字含XD/退）K线不足120日，会在候选股过滤时被排除
+            status = inst.get('InstrumentStatus', -1)
+            if status in (-1, 30, 31):
+                listing_status = 'ST'
+            else:
+                listing_status = 'normal'
+
+            total_share = inst.get('TotalVolume', None)
+            float_share = inst.get('FloatVolume', None)
+
+            records.append({
+                'code': full_code,
+                'name': str(inst.get('InstrumentName', '')),
+                'exchange': exchange,
+                'list_date': list_date_val,
+                'listing_status': listing_status,
+                'total_share': float(total_share) if total_share else None,
+                'float_share': float(float_share) if float_share else None,
+                'share_updated_at': today,
+            })
+
+        if records:
+            with db.atomic():
+                for batch in _chunked(records, 500):
+                    StockInfo.insert_many(batch).on_conflict_replace().execute()
+            self.stats['inserted'] += len(records)
+
+
+def _chunked(lst: list, n: int):
+    for i in range(0, len(lst), n):
+        yield lst[i:i + n]