mirror of
https://github.com/Xe138/AI-Trader.git
synced 2026-04-02 17:37:24 -04:00
68 lines
3.1 KiB
Python
68 lines
3.1 KiB
Python
import json
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import os
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import glob
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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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"NFLX", "PLTR", "COST", "ASML", "AMD", "CSCO", "AZN", "TMUS", "MU", "LIN",
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"PEP", "SHOP", "APP", "INTU", "AMAT", "LRCX", "PDD", "QCOM", "ARM", "INTC",
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"BKNG", "AMGN", "TXN", "ISRG", "GILD", "KLAC", "PANW", "ADBE", "HON",
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"CRWD", "CEG", "ADI", "ADP", "DASH", "CMCSA", "VRTX", "MELI", "SBUX",
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"CDNS", "ORLY", "SNPS", "MSTR", "MDLZ", "ABNB", "MRVL", "CTAS", "TRI",
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"MAR", "MNST", "CSX", "ADSK", "PYPL", "FTNT", "AEP", "WDAY", "REGN", "ROP",
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"NXPI", "DDOG", "AXON", "ROST", "IDXX", "EA", "PCAR", "FAST", "EXC", "TTWO",
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"XEL", "ZS", "PAYX", "WBD", "BKR", "CPRT", "CCEP", "FANG", "TEAM", "CHTR",
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"KDP", "MCHP", "GEHC", "VRSK", "CTSH", "CSGP", "KHC", "ODFL", "DXCM", "TTD",
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"ON", "BIIB", "LULU", "CDW", "GFS"
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]
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# 合并所有以 daily_price 开头的 json，逐文件一行写入 merged.jsonl
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current_dir = os.path.dirname(__file__)
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pattern = os.path.join(current_dir, 'daily_price*.json')
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files = sorted(glob.glob(pattern))
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output_file = os.path.join(current_dir, 'merged.jsonl')
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with open(output_file, 'w', encoding='utf-8') as fout:
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for fp in files:
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basename = os.path.basename(fp)
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# 仅当文件名包含任一纳指100成分符号时才写入
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if not any(symbol in basename for symbol in all_nasdaq_100_symbols):
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continue
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with open(fp, 'r', encoding='utf-8') as f:
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data = json.load(f)
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# 统一重命名："1. open" -> "1. buy price"；"4. close" -> "4. sell price"
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# 对于最新的一天，只保留并写入 "1. buy price"
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try:
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# 查找所有以 "Time Series" 开头的键
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series = None
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for key, value in data.items():
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if key.startswith("Time Series"):
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series = value
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break
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if isinstance(series, dict) and series:
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# 先对所有日期做键名重命名
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for d, bar in list(series.items()):
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if not isinstance(bar, dict):
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continue
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if "1. open" in bar:
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bar["1. buy price"] = bar.pop("1. open")
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if "4. close" in bar:
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bar["4. sell price"] = bar.pop("4. close")
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# 再处理最新日期，仅保留买入价
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latest_date = max(series.keys())
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latest_bar = series.get(latest_date, {})
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if isinstance(latest_bar, dict):
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buy_val = latest_bar.get("1. buy price")
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series[latest_date] = {"1. buy price": buy_val} if buy_val is not None else {}
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# 更新 Meta Data 描述
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meta = data.get("Meta Data", {})
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if isinstance(meta, dict):
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meta["1. Information"] = "Daily Prices (buy price, high, low, sell price) and Volumes"
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except Exception:
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# 若结构异常则原样写入
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pass
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fout.write(json.dumps(data, ensure_ascii=False) + "\n")
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