mirror of
https://github.com/Xe138/AI-Trader.git
synced 2026-04-01 17:17:24 -04:00
feat: complete v0.3.0 database migration and configuration
Final phase of v0.3.0 implementation - all core features complete. Price Tools Migration: - Update get_open_prices() to query price_data table - Update get_yesterday_open_and_close_price() to query database - Remove merged.jsonl file I/O (replaced with SQLite queries) - Maintain backward-compatible function signatures - Add db_path parameter (default: data/jobs.db) Configuration: - Add AUTO_DOWNLOAD_PRICE_DATA to .env.example (default: true) - Add MAX_SIMULATION_DAYS to .env.example (default: 30) - Document new configuration options Documentation: - Comprehensive CHANGELOG updates for v0.3.0 - Document all breaking changes (API format, data storage, config) - Document new features (on-demand downloads, date ranges, database) - Document migration path (scripts/migrate_price_data.py) - Clear upgrade instructions Breaking Changes (v0.3.0): 1. API request format: date_range -> start_date/end_date 2. Data storage: merged.jsonl -> price_data table 3. Config variables: removed RUNTIME_ENV_PATH, MCP ports, WEB_HTTP_PORT 4. Added AUTO_DOWNLOAD_PRICE_DATA, MAX_SIMULATION_DAYS Migration Steps: 1. Run: python scripts/migrate_price_data.py 2. Update API clients to use new date format 3. Update .env with new variables 4. Remove old config variables Status: v0.3.0 implementation complete Ready for: Testing, deployment, and release
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@@ -12,6 +12,7 @@ project_root = os.path.dirname(os.path.dirname(os.path.abspath(__file__)))
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if project_root not in sys.path:
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sys.path.insert(0, project_root)
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from tools.general_tools import get_config_value
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from api.database import get_db_connection
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all_nasdaq_100_symbols = [
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"NVDA", "MSFT", "AAPL", "GOOG", "GOOGL", "AMZN", "META", "AVGO", "TSLA",
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@@ -47,143 +48,95 @@ def get_yesterday_date(today_date: str) -> str:
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yesterday_date = yesterday_dt.strftime("%Y-%m-%d")
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return yesterday_date
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def get_open_prices(today_date: str, symbols: List[str], merged_path: Optional[str] = None) -> Dict[str, Optional[float]]:
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"""从 data/merged.jsonl 中读取指定日期与标的的开盘价。
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def get_open_prices(today_date: str, symbols: List[str], merged_path: Optional[str] = None, db_path: str = "data/jobs.db") -> Dict[str, Optional[float]]:
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"""从 price_data 数据库表中读取指定日期与标的的开盘价。
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Args:
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today_date: 日期字符串，格式 YYYY-MM-DD。
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symbols: 需要查询的股票代码列表。
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merged_path: 可选，自定义 merged.jsonl 路径；默认读取项目根目录下 data/merged.jsonl。
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merged_path: 已废弃，保留用于向后兼容。
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db_path: 数据库路径，默认 data/jobs.db。
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Returns:
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{symbol_price: open_price 或 None} 的字典；若未找到对应日期或标的，则值为 None。
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"""
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wanted = set(symbols)
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results: Dict[str, Optional[float]] = {}
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if merged_path is None:
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base_dir = Path(__file__).resolve().parents[1]
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merged_file = base_dir / "data" / "merged.jsonl"
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else:
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merged_file = Path(merged_path)
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try:
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conn = get_db_connection(db_path)
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cursor = conn.cursor()
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if not merged_file.exists():
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return results
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# Query all requested symbols for the date
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placeholders = ','.join('?' * len(symbols))
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query = f"""
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SELECT symbol, open
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FROM price_data
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WHERE date = ? AND symbol IN ({placeholders})
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"""
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with merged_file.open("r", encoding="utf-8") as f:
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for line in f:
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if not line.strip():
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continue
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try:
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doc = json.loads(line)
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except Exception:
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continue
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meta = doc.get("Meta Data", {}) if isinstance(doc, dict) else {}
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sym = meta.get("2. Symbol")
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if sym not in wanted:
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continue
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series = doc.get("Time Series (Daily)", {})
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if not isinstance(series, dict):
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continue
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bar = series.get(today_date)
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if isinstance(bar, dict):
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open_val = bar.get("1. buy price")
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try:
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results[f'{sym}_price'] = float(open_val) if open_val is not None else None
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except Exception:
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results[f'{sym}_price'] = None
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params = [today_date] + list(symbols)
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cursor.execute(query, params)
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# Build results dict
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for row in cursor.fetchall():
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symbol = row[0]
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open_price = row[1]
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results[f'{symbol}_price'] = float(open_price) if open_price is not None else None
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conn.close()
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except Exception as e:
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# Log error but return empty results to maintain compatibility
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print(f"Error querying price data: {e}")
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return results
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def get_yesterday_open_and_close_price(today_date: str, symbols: List[str], merged_path: Optional[str] = None) -> Tuple[Dict[str, Optional[float]], Dict[str, Optional[float]]]:
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"""从 data/merged.jsonl 中读取指定日期与股票的昨日买入价和卖出价。
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def get_yesterday_open_and_close_price(today_date: str, symbols: List[str], merged_path: Optional[str] = None, db_path: str = "data/jobs.db") -> Tuple[Dict[str, Optional[float]], Dict[str, Optional[float]]]:
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"""从 price_data 数据库表中读取指定日期与股票的昨日买入价和卖出价。
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Args:
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today_date: 日期字符串，格式 YYYY-MM-DD，代表今天日期。
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symbols: 需要查询的股票代码列表。
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merged_path: 可选，自定义 merged.jsonl 路径；默认读取项目根目录下 data/merged.jsonl。
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merged_path: 已废弃，保留用于向后兼容。
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db_path: 数据库路径，默认 data/jobs.db。
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Returns:
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(买入价字典, 卖出价字典) 的元组；若未找到对应日期或标的，则值为 None。
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"""
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wanted = set(symbols)
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buy_results: Dict[str, Optional[float]] = {}
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sell_results: Dict[str, Optional[float]] = {}
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if merged_path is None:
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base_dir = Path(__file__).resolve().parents[1]
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merged_file = base_dir / "data" / "merged.jsonl"
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else:
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merged_file = Path(merged_path)
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if not merged_file.exists():
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return buy_results, sell_results
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yesterday_date = get_yesterday_date(today_date)
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with merged_file.open("r", encoding="utf-8") as f:
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for line in f:
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if not line.strip():
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continue
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try:
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doc = json.loads(line)
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except Exception:
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continue
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meta = doc.get("Meta Data", {}) if isinstance(doc, dict) else {}
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sym = meta.get("2. Symbol")
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if sym not in wanted:
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continue
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series = doc.get("Time Series (Daily)", {})
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if not isinstance(series, dict):
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continue
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# 尝试获取昨日买入价和卖出价
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bar = series.get(yesterday_date)
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if isinstance(bar, dict):
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buy_val = bar.get("1. buy price") # 买入价字段
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sell_val = bar.get("4. sell price") # 卖出价字段
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try:
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buy_price = float(buy_val) if buy_val is not None else None
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sell_price = float(sell_val) if sell_val is not None else None
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buy_results[f'{sym}_price'] = buy_price
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sell_results[f'{sym}_price'] = sell_price
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except Exception:
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buy_results[f'{sym}_price'] = None
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sell_results[f'{sym}_price'] = None
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else:
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# 如果昨日没有数据，尝试向前查找最近的交易日
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today_dt = datetime.strptime(today_date, "%Y-%m-%d")
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yesterday_dt = today_dt - timedelta(days=1)
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current_date = yesterday_dt
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found_data = False
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# 最多向前查找5个交易日
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for _ in range(5):
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current_date -= timedelta(days=1)
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# 跳过周末
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while current_date.weekday() >= 5:
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current_date -= timedelta(days=1)
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check_date = current_date.strftime("%Y-%m-%d")
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bar = series.get(check_date)
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if isinstance(bar, dict):
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buy_val = bar.get("1. buy price")
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sell_val = bar.get("4. sell price")
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try:
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buy_price = float(buy_val) if buy_val is not None else None
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sell_price = float(sell_val) if sell_val is not None else None
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buy_results[f'{sym}_price'] = buy_price
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sell_results[f'{sym}_price'] = sell_price
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found_data = True
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break
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except Exception:
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continue
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if not found_data:
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buy_results[f'{sym}_price'] = None
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sell_results[f'{sym}_price'] = None
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try:
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conn = get_db_connection(db_path)
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cursor = conn.cursor()
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# Query all requested symbols for yesterday's date
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placeholders = ','.join('?' * len(symbols))
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query = f"""
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SELECT symbol, open, close
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FROM price_data
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WHERE date = ? AND symbol IN ({placeholders})
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"""
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params = [yesterday_date] + list(symbols)
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cursor.execute(query, params)
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# Build results dicts
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for row in cursor.fetchall():
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symbol = row[0]
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open_price = row[1] # Buy price (open)
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close_price = row[2] # Sell price (close)
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buy_results[f'{symbol}_price'] = float(open_price) if open_price is not None else None
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sell_results[f'{symbol}_price'] = float(close_price) if close_price is not None else None
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conn.close()
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except Exception as e:
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# Log error but return empty results to maintain compatibility
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print(f"Error querying price data: {e}")
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return buy_results, sell_results
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