修复 NDX 日期解析和网络重试

This commit is contained in:
2026-06-06 13:04:47 +08:00
parent 792922e06f
commit e2af2eff79
3 changed files with 88 additions and 3 deletions
+30 -3
View File
@@ -363,16 +363,29 @@ def parse_trade_date(timestamp: str, timezone_name: str) -> str:
def parse_trade_datetime(timestamp: str, timezone_name: str) -> datetime:
cleaned = timestamp.replace("ET", "").strip()
formats = ["%b %d, %Y %I:%M %p", "%m/%d/%Y %I:%M %p", "%Y-%m-%d %H:%M:%S", "%Y-%m-%d"]
tz = get_timezone(timezone_name)
for fmt in formats:
formats = [
("%b %d, %Y %I:%M %p", False),
("%m/%d/%Y %I:%M %p", False),
("%Y-%m-%d %H:%M:%S", False),
("%b %d, %Y", True),
("%m/%d/%Y", True),
("%Y-%m-%d", True),
]
for fmt, date_only in formats:
try:
dt = datetime.strptime(cleaned, fmt)
if date_only:
# Nasdaq occasionally returns only the date for an index close.
dt = datetime.combine(dt.date(), datetime_time(16, 0))
return dt.replace(tzinfo=tz)
except ValueError:
continue
try:
return datetime.fromisoformat(cleaned).astimezone(tz)
dt = datetime.fromisoformat(cleaned)
if dt.tzinfo is None:
return dt.replace(tzinfo=tz)
return dt.astimezone(tz)
except ValueError as exc:
raise ValueError(f"无法解析 lastTradeTimestamp: {timestamp}") from exc
@@ -614,6 +627,20 @@ def curl_request(
"--request",
method,
]
if bool(proxy_config.get("curl_http1_1", True)):
# Some HTTPS proxies intermittently fail while tunnelling HTTP/2.
command.append("--http1.1")
retry_count = max(0, int(proxy_config.get("curl_retry_count", 2)))
if retry_count and method.upper() in {"GET", "HEAD"}:
command.extend(
[
"--retry",
str(retry_count),
"--retry-delay",
str(max(0, int(proxy_config.get("curl_retry_delay_seconds", 1)))),
"--retry-all-errors",
]
)
proxy_url = str(proxy_config.get("proxy_url", "")).strip()
if proxy_url:
command.extend(["--proxy", proxy_url])