124 lines
4.2 KiB
Python
124 lines
4.2 KiB
Python
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#!/usr/bin/env python
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# -*- coding: utf-8 -*-
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import logging
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from datetime import datetime, timedelta
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from sqlalchemy import create_engine, text
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import pandas as pd
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from src.valuation_analysis.config import DB_URL
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logger = logging.getLogger(__name__)
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class IndexAnalyzer:
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"""指数数据分析工具类"""
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def __init__(self, db_url=None):
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# 初始化数据库连接
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self.db_url = db_url or DB_URL
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self.engine = create_engine(self.db_url)
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def get_indices_list(self):
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"""
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获取可用指数列表
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Returns:
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list: 包含指数信息的列表 [{"id": id, "name": name, "code": code}, ...]
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"""
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try:
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with self.engine.connect() as conn:
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query = text("""
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SELECT id, gp_name as name, gp_code as code
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FROM gp_code_zs
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ORDER BY gp_name
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""")
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result = conn.execute(query).fetchall()
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indices = []
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for row in result:
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indices.append({
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"id": row[0],
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"name": row[1],
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"code": row[2]
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})
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logger.info(f"获取到 {len(indices)} 个指数")
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return indices
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except Exception as e:
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logger.error(f"获取指数列表失败: {str(e)}")
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return []
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def get_index_data(self, index_code, start_date=None, end_date=None):
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"""
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获取指数历史数据
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Args:
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index_code: 指数代码
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start_date: 开始日期 (可选，默认为1年前)
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end_date: 结束日期 (可选，默认为今天)
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Returns:
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dict: 包含指数数据的字典 {"code": code, "dates": [...], "values": [...]}
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"""
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try:
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# 处理日期参数
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if end_date is None:
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end_date = datetime.now().strftime('%Y-%m-%d')
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if start_date is None:
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start_date = (datetime.now() - timedelta(days=365)).strftime('%Y-%m-%d')
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with self.engine.connect() as conn:
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query = text("""
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SELECT timestamp, close
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FROM gp_day_data
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WHERE symbol = :symbol
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AND timestamp BETWEEN :start_date AND :end_date
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ORDER BY timestamp
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""")
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result = conn.execute(query, {
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"symbol": index_code,
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"start_date": start_date,
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"end_date": end_date
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}).fetchall()
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dates = []
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values = []
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for row in result:
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dates.append(row[0].strftime('%Y-%m-%d'))
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# close可能是字符串类型，转换为浮点数
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values.append(float(row[1]) if row[1] else None)
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logger.info(f"获取指数 {index_code} 数据: {len(dates)} 条记录")
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return {
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"code": index_code,
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"dates": dates,
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"values": values
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}
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except Exception as e:
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logger.error(f"获取指数 {index_code} 数据失败: {str(e)}")
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return {
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"code": index_code,
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"dates": [],
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"values": []
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}
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# 测试代码
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if __name__ == "__main__":
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analyzer = IndexAnalyzer()
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# 测试获取指数列表
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indices = analyzer.get_indices_list()
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print(f"指数列表: {indices[:5]}...")
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# 测试获取指数数据
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if indices:
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# 测试第一个指数的数据
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first_index = indices[0]
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index_data = analyzer.get_index_data(first_index['code'])
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print(f"指数 {first_index['name']} 数据:")
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print(f"日期数量: {len(index_data['dates'])}")
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if index_data['dates']:
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print(f"第一个日期: {index_data['dates'][0]}, 值: {index_data['values'][0]}")
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