本地研究库覆盖stock_daily_full=股票全历史 Parquet;index_daily=指数全历史;SQLite 数据库不上传服务器。
| 资产 | 库范围 | 标的 | 行数 | 日期 |
|---|---|---|---|---|
| index | index_daily | 0 | 217,923 | — 至 2026-09-11 |
| stock | stock_daily_full | 0 | 16,232,146 | 1990-12-19 至 2026-09-11 |
服务器上传策略每类数据传不传、传多少的约定;上传前看这里,避免误传全历史 SQLite。
| 范围 | 正式服务器策略 |
|---|---|
index_daily | 已交付 |
stock_daily_full | 已交付(全历史) |
stock_adjustment_factors_full | 已交付(全历史) |
stock_daily_recent | 未交付 |
stock_adjustment_factors_recent | 未交付 |
sqlite_db | 服务器禁止上传 |
| 上传格式 | parquet |
|---|---|
| 上传策略 | — |
| manifest | data_store/kline/server_export/manifest.json |
服务器 Parquet 包正式上传服务器的是 Parquet 分片,不是 SQLite 数据库。「上传门禁」是导出后的自动体检:ok=true 才允许上传;warning 不拦上传,但要逐条跟进。
| 范围 | 分区 | 行数 | 文件 |
|---|---|---|---|
| five_dimension_close.json | — | 4 | five_dimension_close.json |
| group_site_summary.json | — | 2,831 | group_site_summary.json |
| index_daily | — | 128 | index_daily/source=sina_global/year=2023/part.parquet |
| index_daily | — | 262 | index_daily/source=sina_global/year=2024/part.parquet |
| index_daily | — | 261 | index_daily/source=sina_global/year=2025/part.parquet |
| index_daily | — | 181 | index_daily/source=sina_global/year=2026/part.parquet |
| index_daily | — | 1,790 | index_daily/source=tdx/year=2023/part.parquet |
| index_daily | — | 2,745 | index_daily/source=tdx/year=2024/part.parquet |
| index_daily | — | 78,741 | index_daily/source=tdx/year=2025/part.parquet |
| index_daily | — | 103,724 | index_daily/source=tdx/year=2026/part.parquet |
| index_daily | — | 2,721 | index_daily/source=tdx_ex/year=2023/part.parquet |
| index_daily | — | 9,042 | index_daily/source=tdx_ex/year=2024/part.parquet |
| index_daily | — | 9,058 | index_daily/source=tdx_ex/year=2025/part.parquet |
| index_daily | — | 7,612 | index_daily/source=tdx_ex/year=2026/part.parquet |
| index_daily | — | 314 | index_daily/source=tencent_global/year=2023/part.parquet |
| index_daily | — | 504 | index_daily/source=tencent_global/year=2024/part.parquet |
| index_daily | — | 500 | index_daily/source=tencent_global/year=2025/part.parquet |
| index_daily | — | 340 | index_daily/source=tencent_global/year=2026/part.parquet |
| index_valuation_shadow.json | — | 4 | index_valuation_shadow.json |
| security_metadata | — | 5,785 | metadata/security_metadata.parquet |
| stock_adjustment_factors_full | — | 26 | stock_adjustment_factors_full/source=tdx_xdxr/year=1990/part.parquet |
| stock_adjustment_factors_full | — | 2,043 | stock_adjustment_factors_full/source=tdx_xdxr/year=1991/part.parquet |
| stock_adjustment_factors_full | — | 5,700 | stock_adjustment_factors_full/source=tdx_xdxr/year=1992/part.parquet |
| stock_adjustment_factors_full | — | 19,878 | stock_adjustment_factors_full/source=tdx_xdxr/year=1993/part.parquet |
| stock_adjustment_factors_full | — | 51,663 | stock_adjustment_factors_full/source=tdx_xdxr/year=1994/part.parquet |
| stock_adjustment_factors_full | — | 58,098 | stock_adjustment_factors_full/source=tdx_xdxr/year=1995/part.parquet |
| stock_adjustment_factors_full | — | 74,886 | stock_adjustment_factors_full/source=tdx_xdxr/year=1996/part.parquet |
| stock_adjustment_factors_full | — | 122,452 | stock_adjustment_factors_full/source=tdx_xdxr/year=1997/part.parquet |
| stock_adjustment_factors_full | — | 152,785 | stock_adjustment_factors_full/source=tdx_xdxr/year=1998/part.parquet |
| stock_adjustment_factors_full | — | 168,514 | stock_adjustment_factors_full/source=tdx_xdxr/year=1999/part.parquet |
| stock_adjustment_factors_full | — | 188,548 | stock_adjustment_factors_full/source=tdx_xdxr/year=2000/part.parquet |
| stock_adjustment_factors_full | — | 215,040 | stock_adjustment_factors_full/source=tdx_xdxr/year=2001/part.parquet |
| stock_adjustment_factors_full | — | 225,338 | stock_adjustment_factors_full/source=tdx_xdxr/year=2002/part.parquet |
| stock_adjustment_factors_full | — | 244,615 | stock_adjustment_factors_full/source=tdx_xdxr/year=2003/part.parquet |
| stock_adjustment_factors_full | — | 267,245 | stock_adjustment_factors_full/source=tdx_xdxr/year=2004/part.parquet |
| stock_adjustment_factors_full | — | 270,874 | stock_adjustment_factors_full/source=tdx_xdxr/year=2005/part.parquet |
| stock_adjustment_factors_full | — | 252,549 | stock_adjustment_factors_full/source=tdx_xdxr/year=2006/part.parquet |
| stock_adjustment_factors_full | — | 288,027 | stock_adjustment_factors_full/source=tdx_xdxr/year=2007/part.parquet |
| stock_adjustment_factors_full | — | 323,088 | stock_adjustment_factors_full/source=tdx_xdxr/year=2008/part.parquet |
| stock_adjustment_factors_full | — | 337,377 | stock_adjustment_factors_full/source=tdx_xdxr/year=2009/part.parquet |
| stock_adjustment_factors_full | — | 342,764 | stock_adjustment_factors_full/source=tdx_xdxr/year=2010/part.parquet |
| stock_adjustment_factors_full | — | 395,094 | stock_adjustment_factors_full/source=tdx_xdxr/year=2011/part.parquet |
| stock_adjustment_factors_full | — | 447,351 | stock_adjustment_factors_full/source=tdx_xdxr/year=2012/part.parquet |
| stock_adjustment_factors_full | — | 447,736 | stock_adjustment_factors_full/source=tdx_xdxr/year=2013/part.parquet |
| stock_adjustment_factors_full | — | 407,375 | stock_adjustment_factors_full/source=tdx_xdxr/year=2014/part.parquet |
| stock_adjustment_factors_full | — | 370,083 | stock_adjustment_factors_full/source=tdx_xdxr/year=2015/part.parquet |
| stock_adjustment_factors_full | — | 483,178 | stock_adjustment_factors_full/source=tdx_xdxr/year=2016/part.parquet |
| stock_adjustment_factors_full | — | 632,095 | stock_adjustment_factors_full/source=tdx_xdxr/year=2017/part.parquet |
| stock_adjustment_factors_full | — | 676,951 | stock_adjustment_factors_full/source=tdx_xdxr/year=2018/part.parquet |
| stock_adjustment_factors_full | — | 724,608 | stock_adjustment_factors_full/source=tdx_xdxr/year=2019/part.parquet |
| stock_adjustment_factors_full | — | 748,198 | stock_adjustment_factors_full/source=tdx_xdxr/year=2020/part.parquet |
| stock_adjustment_factors_full | — | 800,948 | stock_adjustment_factors_full/source=tdx_xdxr/year=2021/part.parquet |
| stock_adjustment_factors_full | — | 1,074,986 | stock_adjustment_factors_full/source=tdx_xdxr/year=2022/part.parquet |
| stock_adjustment_factors_full | — | 1,242,029 | stock_adjustment_factors_full/source=tdx_xdxr/year=2023/part.parquet |
| stock_adjustment_factors_full | — | 1,287,679 | stock_adjustment_factors_full/source=tdx_xdxr/year=2024/part.parquet |
| stock_adjustment_factors_full | — | 1,302,023 | stock_adjustment_factors_full/source=tdx_xdxr/year=2025/part.parquet |
| stock_adjustment_factors_full | — | 911,588 | stock_adjustment_factors_full/source=tdx_xdxr/year=2026/part.parquet |
| stock_daily_full | — | 31 | stock_daily_full/year=1990/part.parquet |
| stock_daily_full | — | 2,585 | stock_daily_full/year=1991/part.parquet |
| stock_daily_full | — | 7,001 | stock_daily_full/year=1992/part.parquet |
| stock_daily_full | — | 23,933 | stock_daily_full/year=1993/part.parquet |
| stock_daily_full | — | 60,679 | stock_daily_full/year=1994/part.parquet |
| stock_daily_full | — | 68,275 | stock_daily_full/year=1995/part.parquet |
| stock_daily_full | — | 87,987 | stock_daily_full/year=1996/part.parquet |
| stock_daily_full | — | 143,694 | stock_daily_full/year=1997/part.parquet |
| stock_daily_full | — | 177,505 | stock_daily_full/year=1998/part.parquet |
| stock_daily_full | — | 194,180 | stock_daily_full/year=1999/part.parquet |
| stock_daily_full | — | 216,284 | stock_daily_full/year=2000/part.parquet |
| stock_daily_full | — | 243,195 | stock_daily_full/year=2001/part.parquet |
| stock_daily_full | — | 251,948 | stock_daily_full/year=2002/part.parquet |
| stock_daily_full | — | 271,389 | stock_daily_full/year=2003/part.parquet |
| stock_daily_full | — | 292,607 | stock_daily_full/year=2004/part.parquet |
| stock_daily_full | — | 293,940 | stock_daily_full/year=2005/part.parquet |
| stock_daily_full | — | 270,162 | stock_daily_full/year=2006/part.parquet |
| stock_daily_full | — | 305,083 | stock_daily_full/year=2007/part.parquet |
| stock_daily_full | — | 340,903 | stock_daily_full/year=2008/part.parquet |
| stock_daily_full | — | 355,191 | stock_daily_full/year=2009/part.parquet |
| stock_daily_full | — | 362,880 | stock_daily_full/year=2010/part.parquet |
| stock_daily_full | — | 419,420 | stock_daily_full/year=2011/part.parquet |
| stock_daily_full | — | 474,030 | stock_daily_full/year=2012/part.parquet |
| stock_daily_full | — | 474,236 | stock_daily_full/year=2013/part.parquet |
| stock_daily_full | — | 432,527 | stock_daily_full/year=2014/part.parquet |
| stock_daily_full | — | 392,167 | stock_daily_full/year=2015/part.parquet |
| stock_daily_full | — | 508,416 | stock_daily_full/year=2016/part.parquet |
| stock_daily_full | — | 655,955 | stock_daily_full/year=2017/part.parquet |
| stock_daily_full | — | 701,705 | stock_daily_full/year=2018/part.parquet |
| stock_daily_full | — | 751,899 | stock_daily_full/year=2019/part.parquet |
| stock_daily_full | — | 773,413 | stock_daily_full/year=2020/part.parquet |
| stock_daily_full | — | 824,897 | stock_daily_full/year=2021/part.parquet |
| stock_daily_full | — | 1,094,578 | stock_daily_full/year=2022/part.parquet |
| stock_daily_full | — | 1,254,533 | stock_daily_full/year=2023/part.parquet |
| stock_daily_full | — | 1,291,292 | stock_daily_full/year=2024/part.parquet |
| stock_daily_full | — | 1,302,023 | stock_daily_full/year=2025/part.parquet |
| stock_daily_full | — | 911,603 | stock_daily_full/year=2026/part.parquet |
| stock_factor_coverage.json | — | 179,089,105 | stock_factor_coverage.json |
| stock_factor_snapshots.json | — | 14 | stock_factor_snapshots.json |
| stock_factor_validation.json | — | 195 | stock_factor_validation.json |
股指期货日结归档用于 IF/IC 大盘期货方向策略历史回测;这里只读本地已归档中金所日结缓存。
来源: data/cache/dimensions/archive/index_futures
| 品种 | 交易日 | 行数 | 日期范围 | 合约样本 |
|---|---|---|---|---|
| IC | 2,749 / 应有 2,749 | 2,749 | 2015-04-16 至 2026-09-11 上市 2015-04-16 | IC1505, IC1506, IC1507, IC1508 |
| IF | 3,947 / 应有 3,947 | 3,947 | 2010-04-16 至 2026-09-11 上市 2010-04-16 | IF1005, IF1006, IF1007, IF1008 |
逐合约涨跌停价覆盖
覆盖口径: explicit_or_pre_settle_derived; standard 10pct from previous settlement; recognized last-trading/listing-day 20pct; holiday-postponed last days use archive trade calendar; historical notices still need official calibration
| 品种 | 合约行 | 完整行 | 缺字段行 | 显式行 | 派生行 | 覆盖率 | 日期范围 |
|---|---|---|---|---|---|---|---|
| IC | 2,749 | 2,749 | 0 | 0 | 2,749 | 100.00% | 2015-04-16 至 2026-09-11 |
| IF | 3,947 | 3,947 | 0 | 0 | 3,947 | 100.00% | 2010-04-16 至 2026-09-11 |
证券元数据每只股票的“身份档案”(在市/退市、上市日期);没有外部权威来源时按本地K线覆盖推断。
| 状态 | 股票数 | 缺失交易日 |
|---|---|---|
| 暂无证券元数据,先运行 daily_k_store.py refresh-metadata 或 maintain。 | ||
复权覆盖复权=把送股/分红造成的价格跳变修正掉,回测涨跌幅才真实。来源 tdx_xdxr(本机通达信除权除息事件);覆盖率按本地 raw 日K代码范围统计。
精确下一批: py src\daily_k_store.py refresh-xdxr --db data_store\kline\kline.db --codes all --gbbq <TDX_T0002\hq_cache\gbbq>
| 代码 | 状态 | 本地 raw 范围 | 复权因子范围 | 行数 |
|---|---|---|---|---|
| 暂无未覆盖样本。 | ||||
最近维护最近一次数据维护什么时候跑完,用于判断要不要继续跑 maintain。
| 最近来源 | server_export_manifest |
|---|---|
| 最近完成 | 2026-09-11T10:13:08+00:00 |
| 生成时间 | 2026-09-11 21:08:29 |