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| """ | |
| GitHub Actions 用: 从 CFTC 下载 COT 持仓报告 | |
| """ | |
| import pandas as pd | |
| import os, io, zipfile, requests | |
| OUTPUT = 'data/cloud' | |
| os.makedirs(OUTPUT, exist_ok=True) | |
| print("Fetching CFTC COT reports...") | |
| # 当年 + 去年数据 | |
| years = [2025, 2026] | |
| all_data = [] | |
| for year in years: | |
| url = f"https://www.cftc.gov/files/dea/history/fut_disagg_xls_{year}.zip" | |
| try: | |
| resp = requests.get(url, timeout=60) | |
| if resp.status_code == 200: | |
| z = zipfile.ZipFile(io.BytesIO(resp.content)) | |
| for fname in z.namelist(): | |
| if fname.endswith('.xls') or fname.endswith('.xlsx'): | |
| df = pd.read_excel(z.open(fname)) | |
| # 筛选原油相关 | |
| oil = df[df['Market_and_Exchange_Names'].str.contains( | |
| 'CRUDE OIL|PETROLEUM|BRENT|WTI', case=False, na=False)] | |
| if len(oil) > 0: | |
| all_data.append(oil) | |
| print(f" ✓ {year}: {len(oil)} rows from {fname}") | |
| except Exception as e: | |
| print(f" ✗ {year}: {str(e)[:50]}") | |
| if all_data: | |
| df_all = pd.concat(all_data, ignore_index=True) | |
| outpath = os.path.join(OUTPUT, 'cftc_positioning.csv') | |
| df_all.to_csv(outpath, index=False) | |
| print(f"✓ Saved {len(df_all)} rows to {outpath}") | |
| else: | |
| print("✗ No CFTC data fetched") | |