feat: 修复报错

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

@@ -0,0 +1,70 @@
+from __future__ import annotations
+
+import importlib
+import os
+from datetime import datetime
+
+import pandas as pd
+
+from market.provider_base import MarketDataProvider
+
+
+class CmesCnProvider(MarketDataProvider):
+    def __init__(self, token: str | None = None) -> None:
+        self._token = token or os.getenv("CMES_TOKEN", "").strip()
+        self._module = importlib.import_module("cmesdata")
+        self._login_once()
+
+    @property
+    def provider_name(self) -> str:
+        return "cmesdata"
+
+    @property
+    def channel(self) -> str:
+        return "cn"
+
+    def _login_once(self) -> None:
+        if not self._token:
+            raise RuntimeError("CMES_TOKEN 未配置，无法使用 cmesdata 通道")
+        self._module.login(self._token)
+
+    @staticmethod
+    def _to_prefixed_code(code: str) -> str:
+        raw = code.strip().upper().replace(".", "")
+        if raw.startswith("SH") or raw.startswith("SZ"):
+            return f"{raw[:2]}.{raw[2:]}"
+        if raw.isdigit() and len(raw) == 6:
+            if raw.startswith(("6", "9")):
+                return f"SH.{raw}"
+            return f"SZ.{raw}"
+        raise RuntimeError("cmesdata 通道仅支持 6 位 A 股代码或 SH./SZ. 前缀代码")
+
+    def fetch_spot(self) -> pd.DataFrame:
+        raise RuntimeError("cmesdata 不支持全市场快照拉取，请通过精确代码查询")
+
+    def search_spot(self, query: str, limit: int) -> pd.DataFrame:
+        _ = limit
+        code = self._to_prefixed_code(query)
+        df = self._module.get_real_hq([code])
+        if df is None or df.empty:
+            raise RuntimeError(f"未获取到实时行情: {code}")
+        return df
+
+    def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
+        prefixed = self._to_prefixed_code(code)
+        df = self._module.get_history_data(
+            prefixed,
+            start.strftime("%Y-%m-%d"),
+            end.strftime("%Y-%m-%d"),
+            "D",
+        )
+        if df is None or df.empty:
+            raise RuntimeError(f"未获取到历史 K 线: {prefixed}")
+        frame = pd.DataFrame(
+            {
+                "date": pd.to_datetime(df["时间"]),
+                "close": pd.to_numeric(df["收盘价"], errors="coerce"),
+                "volume": pd.to_numeric(df["成交量"], errors="coerce"),
+            }
+        ).dropna()
+        return frame.sort_values("date").reset_index(drop=True)