Initial commit: cc-cursor 全链路量化研究平台

7 Sprints 全部完成: Sprint 0: 基础设施 (DataManager + MariaDB) Sprint 1: 因子引擎 (34因子/12分类) Sprint 2: VectorBT 回测 (5策略+截面) Sprint 3: Optuna 优化 (+Walk-Forward) Sprint 4: ML 模型 (LightGBM+CatBoost) Sprint 5: Qwen 情绪因子 (三源新闻+日期对齐) Sprint 6: Agent 系统 (4Agent+日报.md/.html) 生产加固 (15项): Tushare双源fallback, SSH自动恢复, pool_pre_ping, save_daily先删后插, load_dotenv绝对路径, 日报5d/20d修复, RiskAgent改上证指数, 昨日对比+数据截止, mac_report utf8mb4, CLAUDE-*.md 9条已知Bug, demo全参数化, djapi数据源归一化, indexDatas API修正 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-06-07 15:59:05 +08:00
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+"""
+统一数据源模块 — djapi/api/stock/ 的单一数据入口。
+
+归一化 Tushare / AkShare / MySQL 三种数据源。
+所有模块通过此入口获取数据连接，不再各自创建 pro 实例。
+
+用法:
+    from .data_source import get_tushare_pro, get_mysql_db
+
+    pro = get_tushare_pro()
+    df = pro.daily(ts_code='000001.SZ', ...)
+
+    db = get_mysql_db()
+    rows = db.query("SELECT * FROM xwlb_daily WHERE ...")
+
+扩展新数据源:
+    class NewSource: ...
+    _sources['new'] = NewSource()
+    def get_new_source(): return _sources['new']
+"""
+
+import os
+import threading
+
+import tushare as ts
+
+# 延迟加载 AkShare（避免不必要的导入开销）
+_akshare = None
+
+
+def _get_akshare():
+    global _akshare
+    if _akshare is None:
+        import akshare as ak
+        _akshare = ak
+    return _akshare
+
+
+# ═══════════════════════════════════════════════════════════
+# Token 加载
+# ═══════════════════════════════════════════════════════════
+
+def get_ts_token() -> str:
+    """获取 Tushare Token，优先级：环境变量 TUSHARE_TS_TOKEN > TUSHARE_TOKEN > config.py"""
+    token = os.getenv("TUSHARE_TS_TOKEN", "") or os.getenv("TUSHARE_TOKEN", "")
+    if not token:
+        try:
+            from .config import TS_TOKEN
+            token = TS_TOKEN
+        except ImportError:
+            try:
+                from config import TS_TOKEN
+                token = TS_TOKEN
+            except ImportError:
+                pass
+    return token
+
+
+# ═══════════════════════════════════════════════════════════
+# Tushare Pro 连接池（线程安全单例）
+# ═══════════════════════════════════════════════════════════
+
+_pro_lock = threading.Lock()
+_pro = None
+
+
+def get_tushare_pro():
+    """获取 Tushare pro_api 实例（全局单例，线程安全）。"""
+    global _pro
+    if _pro is not None:
+        return _pro
+    with _pro_lock:
+        if _pro is not None:
+            return _pro
+        token = get_ts_token()
+        ts.set_token(token)
+        _pro = ts.pro_api()
+    return _pro
+
+
+def reset_tushare_pro():
+    """重置 Tushare 连接（token 变更时调用）。"""
+    global _pro
+    with _pro_lock:
+        _pro = None
+
+
+# ═══════════════════════════════════════════════════════════
+# MySQL 连接
+# ═══════════════════════════════════════════════════════════
+
+_mysql_db = None
+
+
+def get_mysql_db():
+    """获取 MySQLDB 实例（全局单例）。"""
+    global _mysql_db
+    if _mysql_db is not None:
+        return _mysql_db
+    try:
+        from ..utils.mysql_handler import MySQLDB
+    except (ImportError, ValueError):
+        try:
+            from utils.mysql_handler import MySQLDB
+        except ImportError:
+            return None
+    _mysql_db = MySQLDB()
+    return _mysql_db
+
+
+# ═══════════════════════════════════════════════════════════
+# 日线行情 — 双源 fallback（Tushare → AkShare）
+# ═══════════════════════════════════════════════════════════
+
+def get_daily(ts_code: str, start_date: str, end_date: str, source: str = "tushare"):
+    """
+    获取个股日线行情。
+
+    参数:
+        ts_code: 如 '000001.SZ'
+        start_date: YYYYMMDD
+        end_date: YYYYMMDD
+        source: 'tushare' | 'akshare' | 'auto' (tushare优先)
+
+    返回:
+        pd.DataFrame (trade_date, open, high, low, close, vol, amount, ...)
+    """
+    import pandas as pd
+
+    if source == "auto":
+        # Tushare 优先
+        try:
+            df = get_daily(ts_code, start_date, end_date, source="tushare")
+            if df is not None and not df.empty:
+                return df
+        except Exception:
+            pass
+        return get_daily(ts_code, start_date, end_date, source="akshare")
+
+    if source == "tushare":
+        pro = get_tushare_pro()
+        df = pro.daily(
+            ts_code=ts_code, start_date=start_date, end_date=end_date,
+            fields="ts_code,trade_date,open,high,low,close,pre_close,change,pct_chg,vol,amount"
+        )
+        if df is not None and not df.empty:
+            df["trade_date"] = df["trade_date"].astype(str)
+        return df
+
+    if source == "akshare":
+        symbol = ts_code.replace(".SZ", "").replace(".SH", "").replace(".BJ", "")
+        ak = _get_akshare()
+        df = ak.stock_zh_a_hist(
+            symbol=symbol, period="daily",
+            start_date=start_date, end_date=end_date, adjust="qfq"
+        )
+        if df is not None and not df.empty:
+            df = df.rename(columns={
+                "日期": "trade_date", "开盘": "open", "收盘": "close",
+                "最高": "high", "最低": "low", "成交量": "vol", "成交额": "amount",
+                "涨跌幅": "pct_chg", "涨跌额": "change",
+            })
+            df["ts_code"] = ts_code
+            df["trade_date"] = df["trade_date"].astype(str)
+        return df if df is not None else pd.DataFrame()
+
+    raise ValueError("Unknown source: {}".format(source))
+
+
+# ═══════════════════════════════════════════════════════════
+# 扩展点：未来新增数据源
+# ═══════════════════════════════════════════════════════════
+#
+# 1. 在 _sources dict 中注册新源
+# 2. 实现与 get_daily() 相同签名的函数
+# 3. 在 get_daily(source=...) 中添加路由
+#
+# _sources = {
+#     "tushare": TushareDailySource(),
+#     "akshare": AkShareDailySource(),
+#     "wind": WindDailySource(),       # 未来
+#     "joinquant": JoinQuantSource(),  # 未来
+# }