backtrader/database_manager.py

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import os
import pandas as pd
from sqlalchemy import create_engine, text
from utils import load_config
class DatabaseManager:
"""
数据库管理类负责数据的存储查询和管理
"""
def __init__(self):
self.config = load_config()
self._engine = None
def get_engine(self):
"""获取SQLite数据库引擎如果不存在则创建"""
if self._engine is not None:
return self._engine
db_path = self.config['sqlite']['path']
# 确保数据库目录存在
os.makedirs(os.path.dirname(db_path), exist_ok=True)
# 创建SQLite数据库引擎
self._engine = create_engine(f'sqlite:///{db_path}', echo=False)
return self._engine
def get_table_name(self, key):
"""根据表键名获取实际表名"""
return self.config['sqlite']['table_name'].get(key, key)
def get_existing_trade_dates(self, table_key):
"""
从数据库中获取已有的交易日期
参数:
table_key (str): 数据表键名
返回:
set: 已存在于数据库中的交易日期集合
"""
table_name = self.get_table_name(table_key)
engine = self.get_engine()
query = f"SELECT DISTINCT trade_date FROM {table_name}"
try:
with engine.connect() as connection:
result = connection.execute(text(query))
return {row[0] for row in result}
except Exception as e:
print(f"获取已存在交易日期时出错: {e}")
return set()
def load_df_from_db(self, table_key, conditions=None):
"""
从数据库中加载数据
参数:
table_key (str): 表键名
conditions (str): 过滤条件 "trade_date > '20230101'"
返回:
pandas.DataFrame: 查询结果
"""
table_name = self.get_table_name(table_key)
engine = self.get_engine()
query = f"SELECT * FROM {table_name}"
if conditions:
query += f" WHERE {conditions}"
try:
return pd.read_sql(query, engine)
except Exception as e:
print(f"从数据库加载数据时出错: {e}")
return pd.DataFrame()
def save_df_to_db(self, df, table_key, if_exists='append'):
"""
保存DataFrame到数据库
参数:
df (pandas.DataFrame): 要保存的数据
table_key (str): 表键名
if_exists (str): 如果表存在时的操作: 'fail', 'replace', 'append'
返回:
bool: 操作是否成功
"""
if df.empty:
print("警告: 尝试保存空的DataFrame到数据库")
return False
table_name = self.get_table_name(table_key)
engine = self.get_engine()
try:
df.to_sql(table_name, engine, if_exists=if_exists, index=False)
return True
except Exception as e:
print(f"保存数据到数据库时出错: {e}")
return False