Initial commit: A-Share Data Platform v0.1.0

Parquet + DuckDB storage with REST/WebSocket APIs for Chinese A-share
market data. Supports 9 K-line frequencies with dual backend
(East Money / Sina) and auto-fallback.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
jackyu66git
2026-05-18 16:50:17 +08:00
co-authored by Claude Opus 4.6
parent a11e1ceee1
commit 21378c4f6d
40 changed files with 3737 additions and 213 deletions
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"""Parquet partition path management.
Handles Hive-style partitioning paths: kline_{freq}/year=YYYY/month=MM/day=DD/
"""
from __future__ import annotations
from datetime import date
from pathlib import Path
from ashare_dp.config import Settings
from ashare_dp.core.models import Freq
settings = Settings()
def partition_path(freq: Freq, d: date) -> Path:
"""Build the Hive-partitioned directory path for a given frequency and date.
Returns: data/parquet/kline_{freq}/year=YYYY/month=MM/day=DD/
"""
return (
Path(settings.parquet_dir)
/ f"kline_{freq.storage_dir}"
/ f"year={d.year}"
/ f"month={d.month:02d}"
/ f"day={d.day:02d}"
)
def partition_glob(freq: Freq) -> str:
"""Glob pattern to match all Parquet files for a given frequency.
Returns: data/parquet/kline_{freq}/**/*.parquet
"""
return f"{settings.parquet_dir}/kline_{freq.storage_dir}/**/*.parquet"
def ensure_partition_dir(freq: Freq, d: date) -> Path:
"""Create the partition directory if it doesn't exist and return the path."""
p = partition_path(freq, d)
p.mkdir(parents=True, exist_ok=True)
return p
def parse_partition_from_path(path: str) -> dict:
"""Parse Hive partition keys from a file path.
E.g., 'data/parquet/kline_1d/year=2025/month=01/day=15/data.parquet'
returns {'year': 2025, 'month': 1, 'day': 15}
"""
parts = Path(path).parts
result = {}
for part in parts:
if "=" in part:
key, val = part.split("=", 1)
result[key] = int(val)
return result