feat: add Tushare Qlib data bridge

2026-07-26 13:41:24 +08:00
parent 48c5f64bbd
commit e5911ca454
15 changed files with 1804 additions and 8 deletions
@@ -0,0 +1,113 @@
+"""Inventory a local Tushare mirror and build/verify a frozen Qlib provider."""
+
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+import sys
+from typing import Any, Mapping, Optional
+
+from adapters.tushare_local import (
+    TushareMirrorError,
+    build_qlib_provider,
+    inventory_mirror,
+    verify_qlib_provider,
+)
+
+
+def _write_json(path: Optional[str], payload: Mapping[str, Any]) -> None:
+    if path is None:
+        return
+    destination = Path(path).expanduser().resolve()
+    if destination.exists() and destination.is_dir():
+        raise ValueError(f"output-json points to a directory: {destination}")
+    destination.parent.mkdir(parents=True, exist_ok=True)
+    destination.write_text(
+        json.dumps(
+            dict(payload),
+            ensure_ascii=False,
+            indent=2,
+            sort_keys=True,
+            allow_nan=False,
+        )
+        + "\n",
+        encoding="utf-8",
+    )
+
+
+def build_parser() -> argparse.ArgumentParser:
+    parser = argparse.ArgumentParser(description=__doc__)
+    subparsers = parser.add_subparsers(dest="command", required=True)
+
+    inventory = subparsers.add_parser("inventory")
+    inventory.add_argument("--mirror-root", required=True)
+    inventory.add_argument("--skip-file-verification", action="store_true")
+    inventory.add_argument("--output-json")
+
+    build = subparsers.add_parser("build")
+    build.add_argument("--mirror-root", required=True)
+    build.add_argument("--output-dir", required=True)
+    build.add_argument("--start", required=True)
+    build.add_argument("--end", required=True)
+    build.add_argument("--market-name", default="tushare_a")
+    build.add_argument("--benchmark-symbol", default="SH999999")
+    build.add_argument("--minimum-observations", type=int, default=60)
+    build.add_argument(
+        "--allow-unadjusted",
+        action="store_true",
+        help="required while adj_factor is absent; never grants investment credit",
+    )
+    build.add_argument(
+        "--ohlc-policy",
+        choices=("fail", "expand-range"),
+        default="fail",
+    )
+    build.add_argument("--output-json")
+
+    verify = subparsers.add_parser("verify")
+    verify.add_argument("provider_dir")
+    verify.add_argument("--output-json")
+    return parser
+
+
+def _main(argv: Optional[list[str]] = None) -> int:
+    parser = build_parser()
+    args = parser.parse_args(argv)
+    try:
+        if args.command == "inventory":
+            result = inventory_mirror(
+                args.mirror_root,
+                verify_files=not args.skip_file_verification,
+            )
+        elif args.command == "build":
+            result = build_qlib_provider(
+                args.mirror_root,
+                args.output_dir,
+                start=args.start,
+                end=args.end,
+                market_name=args.market_name,
+                benchmark_symbol=args.benchmark_symbol,
+                minimum_observations=args.minimum_observations,
+                allow_unadjusted=args.allow_unadjusted,
+                expand_range=args.ohlc_policy == "expand-range",
+            )
+        else:
+            result = verify_qlib_provider(args.provider_dir)
+        _write_json(args.output_json, result)
+    except (OSError, ValueError, TushareMirrorError) as exc:
+        parser.error(str(exc))
+    print(
+        json.dumps(
+            result,
+            ensure_ascii=False,
+            indent=2,
+            sort_keys=True,
+            allow_nan=False,
+        )
+    )
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(_main())