mirror of
https://github.com/HKUDS/AI-Trader
synced 2026-04-21 21:47:54 +00:00
156 lines
3.4 KiB
Python
156 lines
3.4 KiB
Python
import glob
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import json
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import os
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all_nasdaq_100_symbols = [
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"NVDA",
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"MSFT",
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"AAPL",
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"GOOG",
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"GOOGL",
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"AMZN",
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"META",
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"AVGO",
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"TSLA",
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"NFLX",
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"PLTR",
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"COST",
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"ASML",
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"AMD",
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"CSCO",
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"AZN",
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"TMUS",
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"MU",
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"LIN",
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"PEP",
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"SHOP",
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"APP",
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"INTU",
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"AMAT",
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"LRCX",
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"PDD",
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"QCOM",
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"ARM",
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"INTC",
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"BKNG",
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"AMGN",
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"TXN",
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"ISRG",
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"GILD",
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"KLAC",
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"PANW",
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"ADBE",
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"HON",
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"CRWD",
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"CEG",
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"ADI",
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"ADP",
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"DASH",
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"CMCSA",
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"VRTX",
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"MELI",
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"SBUX",
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"CDNS",
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"ORLY",
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"SNPS",
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"MSTR",
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"MDLZ",
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"ABNB",
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"MRVL",
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"CTAS",
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"TRI",
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"MAR",
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"MNST",
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"CSX",
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"ADSK",
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"PYPL",
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"FTNT",
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"AEP",
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"WDAY",
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"REGN",
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"ROP",
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"NXPI",
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"DDOG",
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"AXON",
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"ROST",
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"IDXX",
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"EA",
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"PCAR",
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"FAST",
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"EXC",
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"TTWO",
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"XEL",
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"ZS",
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"PAYX",
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"WBD",
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"BKR",
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"CPRT",
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"CCEP",
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"FANG",
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"TEAM",
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"CHTR",
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"KDP",
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"MCHP",
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"GEHC",
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"VRSK",
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"CTSH",
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"CSGP",
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"KHC",
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"ODFL",
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"DXCM",
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"TTD",
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"ON",
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"BIIB",
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"LULU",
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"CDW",
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"GFS",
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]
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# 合并所有以 daily_price 开头的 json，逐文件一行写入 merged.jsonl
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current_dir = os.path.dirname(__file__)
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pattern = os.path.join(current_dir, "daily_price*.json")
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files = sorted(glob.glob(pattern))
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output_file = os.path.join(current_dir, "merged.jsonl")
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with open(output_file, "w", encoding="utf-8") as fout:
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for fp in files:
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basename = os.path.basename(fp)
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# 仅当文件名包含任一纳指100成分符号时才写入
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if not any(symbol in basename for symbol in all_nasdaq_100_symbols):
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continue
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with open(fp, "r", encoding="utf-8") as f:
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data = json.load(f)
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# 统一重命名："1. open" -> "1. buy price"；"4. close" -> "4. sell price"
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# 对于最新的一天，只保留并写入 "1. buy price"
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try:
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# 查找所有以 "Time Series" 开头的键
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series = None
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for key, value in data.items():
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if key.startswith("Time Series"):
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series = value
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break
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if isinstance(series, dict) and series:
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# 先对所有日期做键名重命名
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for d, bar in list(series.items()):
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if not isinstance(bar, dict):
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continue
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if "1. open" in bar:
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bar["1. buy price"] = bar.pop("1. open")
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if "4. close" in bar:
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bar["4. sell price"] = bar.pop("4. close")
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# 再处理最新日期，仅保留买入价
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latest_date = max(series.keys())
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latest_bar = series.get(latest_date, {})
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if isinstance(latest_bar, dict):
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buy_val = latest_bar.get("1. buy price")
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series[latest_date] = {"1. buy price": buy_val} if buy_val is not None else {}
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# 更新 Meta Data 描述
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meta = data.get("Meta Data", {})
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if isinstance(meta, dict):
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meta["1. Information"] = "Daily Prices (buy price, high, low, sell price) and Volumes"
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except Exception:
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# 若结构异常则原样写入
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pass
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fout.write(json.dumps(data, ensure_ascii=False) + "\n")
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