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"""Quickstart: 拉一只票近一年的前复权走势，打几个汇总指标。
跑这个脚本前确保：
1. `python python/bootstrap.py` 已经跑过（`data/market.duckdb` 存在并且有数据）
2. 当前目录是仓库根：`cd /path/to/Financial-API && python python/examples/01_quickstart.py`
它演示的是最常见的一种用法 —— 单股 + SDK + 前复权。
"""
from __future__ import annotations
from datetime import date, timedelta
from pathlib import Path
from marketdb import MarketDB
REPO_ROOT = Path(__file__).resolve().parents[2]
DB_PATH = REPO_ROOT / "data" / "market.duckdb"
THSCODE = "300033.SZ" # 同花顺 - 创业板
WINDOW_DAYS = 365
def main() -> None:
if not DB_PATH.exists():
raise SystemExit(
f"DB not found at {DB_PATH}. Run `python python/bootstrap.py` first."
)
end = date.today()
start = end - timedelta(days=WINDOW_DAYS)
print(f"[quickstart] fetching {THSCODE} from {start} to {end} (qfq) ...")
with MarketDB.open(DB_PATH) as db:
df = db.get_daily(
THSCODE,
start=str(start),
end=str(end),
adjust="forward",
)
if df.empty:
raise SystemExit(
f"No rows returned. Check that {THSCODE} exists and the window has data."
)
print(f"[quickstart] got {len(df)} trading days")
print()
print("first 3 rows:")
print(df.head(3).to_string(index=False))
print()
print("last 3 rows:")
print(df.tail(3).to_string(index=False))
print()
# 几个最基础的统计
daily_ret = df["close"].pct_change().dropna()
print("summary stats (qfq close):")
print(f" trading days : {len(df)}")
print(f" period : {df['date'].iloc[0]} → {df['date'].iloc[-1]}")
print(f" start close : {df['close'].iloc[0]:.2f}")
print(f" end close : {df['close'].iloc[-1]:.2f}")
print(f" total return : {(df['close'].iloc[-1] / df['close'].iloc[0] - 1):.2%}")
print(f" max drawdown : {((df['close'] / df['close'].cummax()) - 1).min():.2%}")
print(f" annualised vol : {daily_ret.std() * (252 ** 0.5):.2%}")
if __name__ == "__main__":
main()