feat: 修复报错

python-app/app/market/providers/akshare_provider.py

@@ -0,0 +1,63 @@
+from __future__ import annotations
+
+from datetime import datetime
+
+import akshare as ak
+import pandas as pd
+
+from market.provider_base import MarketDataProvider
+
+
+class AkshareCnProvider(MarketDataProvider):
+    @property
+    def provider_name(self) -> str:
+        return "akshare"
+
+    @property
+    def channel(self) -> str:
+        return "cn"
+
+    def fetch_spot(self) -> pd.DataFrame:
+        df = ak.stock_zh_a_spot_em()
+        if df.empty:
+            raise RuntimeError("未获取到 A 股实时行情数据")
+        return df
+
+    def search_spot(self, query: str, limit: int) -> pd.DataFrame:
+        q = query.strip().lower()
+        if not q:
+            return pd.DataFrame()
+
+        df = self.fetch_spot()
+        code = df["代码"].astype(str).str.lower()
+        name = df["名称"].astype(str).str.lower()
+
+        exact = df[(code == q) | (name == q)]
+        if not exact.empty:
+            return exact.head(limit)
+
+        starts = df[code.str.startswith(q) | name.str.startswith(q)]
+        if not starts.empty:
+            return starts.head(limit)
+
+        return df[code.str.contains(q, na=False) | name.str.contains(q, na=False)].head(limit)
+
+    def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
+        hist = ak.stock_zh_a_hist(
+            symbol=code,
+            period="daily",
+            start_date=start.strftime("%Y%m%d"),
+            end_date=end.strftime("%Y%m%d"),
+            adjust="qfq",
+        )
+        if hist.empty:
+            raise RuntimeError(f"未获取到 K 线数据: {code}")
+
+        frame = pd.DataFrame(
+            {
+                "date": pd.to_datetime(hist["日期"]),
+                "close": pd.to_numeric(hist["收盘"], errors="coerce"),
+                "volume": pd.to_numeric(hist["成交量"], errors="coerce"),
+            }
+        ).dropna()
+        return frame.sort_values("date").reset_index(drop=True)