crypto_quant/market_data_from_itick_main.py

import requests
import core.logger as logging

from datetime import datetime, timedelta
from core.utils import get_current_date_time

logger = logging.logger


def main():
    # 配置参数
    symbol = "QQQ"
    start_date = "2025-08-01 00:00:00"
    end_date = "2025-08-20 00:00:00"
    interval = "5m"
    segment_days = 5  # 减少每段天数，降低单次请求的数据量
    
    print(f"开始下载 {symbol} 数据")
    print(f"时间范围: {start_date} 到 {end_date}")
    print(f"数据间隔: {interval}")
    print(f"分段天数: {segment_days}")
    print("-" * 50)
    
    try:
        market_data_from_futu = MarketDataFromAlphaVantage(
            symbol=symbol,
            start_date=start_date,
            end_date=end_date,
            interval=interval,
            segment_days=segment_days,    
        )
        
        # 下载数据
        market_data_from_futu.download_all()
        
        # 处理数据
        processed_data = market_data_from_futu.process_data()
        
        if not processed_data.empty:
            logger.info(f"成功下载 {len(processed_data)} 条数据")
            
            # 保存数据
            filename = f"{symbol}_{interval}_{get_current_date_time()}.csv"
            market_data_from_futu.save_to_csv(filename)
            
            # 显示数据统计
            market_data_from_futu.show_head()
            market_data_from_futu.show_stats()
            
        else:
            logger.warning("未获取到任何数据")
            
    except Exception as e:
        logger.error(f"下载过程中发生错误: {e}")
        print(f"错误详情: {e}")


if __name__ == "__main__":
    main()