增加K线

2026-05-30 10:35:25 +08:00
parent 74bd241579
commit 53959a9008
8 changed files with 683 additions and 134 deletions
@@ -47,6 +47,23 @@ def init_db() -> None:
                message TEXT
            );

+            CREATE TABLE IF NOT EXISTS klines (
+                symbol TEXT NOT NULL,
+                interval TEXT NOT NULL,
+                open_time INTEGER NOT NULL,
+                open REAL NOT NULL,
+                high REAL NOT NULL,
+                low REAL NOT NULL,
+                close REAL NOT NULL,
+                volume REAL NOT NULL,
+                quote_volume REAL NOT NULL DEFAULT 0,
+                updated_at TEXT NOT NULL,
+                PRIMARY KEY (symbol, interval, open_time)
+            );
+
+            CREATE INDEX IF NOT EXISTS idx_klines_symbol_interval
+                ON klines(symbol, interval, open_time);
+
            CREATE TABLE IF NOT EXISTS daily_klines (
                symbol TEXT NOT NULL,
                open_time INTEGER NOT NULL,
@@ -64,9 +81,11 @@ def init_db() -> None:
                ON daily_klines(symbol, open_time);

            CREATE TABLE IF NOT EXISTS kline_meta (
-                symbol TEXT PRIMARY KEY,
+                symbol TEXT NOT NULL,
+                interval TEXT NOT NULL DEFAULT '1d',
                last_fetch_at TEXT NOT NULL,
-                bar_count INTEGER NOT NULL
+                bar_count INTEGER NOT NULL,
+                PRIMARY KEY (symbol, interval)
            );

            CREATE TABLE IF NOT EXISTS funding_history (
@@ -99,6 +118,57 @@ def init_db() -> None:

            """
        )
+        _migrate_klines_if_needed(conn)
+
+
+def _migrate_klines_if_needed(conn: sqlite3.Connection) -> None:
+    """从旧版 daily_klines / 单 symbol kline_meta 迁移到多周期表。"""
+    cols = conn.execute("PRAGMA table_info(kline_meta)").fetchall()
+    col_names = {c[1] for c in cols}
+    if "interval" not in col_names and cols:
+        rows = conn.execute(
+            "SELECT symbol, last_fetch_at, bar_count FROM kline_meta"
+        ).fetchall()
+        conn.execute("DROP TABLE kline_meta")
+        conn.execute(
+            """
+            CREATE TABLE kline_meta (
+                symbol TEXT NOT NULL,
+                interval TEXT NOT NULL DEFAULT '1d',
+                last_fetch_at TEXT NOT NULL,
+                bar_count INTEGER NOT NULL,
+                PRIMARY KEY (symbol, interval)
+            )
+            """
+        )
+        for r in rows:
+            conn.execute(
+                """
+                INSERT INTO kline_meta (symbol, interval, last_fetch_at, bar_count)
+                VALUES (?, '1d', ?, ?)
+                """,
+                (r[0], r[1], r[2]),
+            )
+
+    has_klines = conn.execute(
+        "SELECT 1 FROM klines LIMIT 1"
+    ).fetchone()
+    if has_klines:
+        return
+
+    daily_count = conn.execute("SELECT COUNT(*) FROM daily_klines").fetchone()[0]
+    if not daily_count:
+        return
+
+    conn.execute(
+        """
+        INSERT OR IGNORE INTO klines (
+            symbol, interval, open_time, open, high, low, close, volume, quote_volume, updated_at
+        )
+        SELECT symbol, '1d', open_time, open, high, low, close, volume, quote_volume, updated_at
+        FROM daily_klines
+        """
+    )


 def save_snapshot(
@@ -159,7 +229,82 @@ def log_push(period_start: str, period_end: str, success: bool, message: str = "
        )


+def save_klines(symbol: str, interval: str, candles: list[dict[str, Any]]) -> None:
+    sym = symbol.upper()
+    iv = interval.lower()
+    now = datetime.now().isoformat()
+    with get_conn() as conn:
+        for c in candles:
+            conn.execute(
+                """
+                INSERT INTO klines (
+                    symbol, interval, open_time, open, high, low, close, volume, quote_volume, updated_at
+                ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+                ON CONFLICT(symbol, interval, open_time) DO UPDATE SET
+                    open = excluded.open,
+                    high = excluded.high,
+                    low = excluded.low,
+                    close = excluded.close,
+                    volume = excluded.volume,
+                    quote_volume = excluded.quote_volume,
+                    updated_at = excluded.updated_at
+                """,
+                (
+                    sym,
+                    iv,
+                    int(c["time"]),
+                    float(c["open"]),
+                    float(c["high"]),
+                    float(c["low"]),
+                    float(c["close"]),
+                    float(c.get("volume", 0)),
+                    float(c.get("quote_volume", 0)),
+                    now,
+                ),
+            )
+        conn.execute(
+            """
+            INSERT INTO kline_meta (symbol, interval, last_fetch_at, bar_count)
+            VALUES (?, ?, ?, ?)
+            ON CONFLICT(symbol, interval) DO UPDATE SET
+                last_fetch_at = excluded.last_fetch_at,
+                bar_count = excluded.bar_count
+            """,
+            (sym, iv, now, len(candles)),
+        )
+
+
+def get_klines_from_db(symbol: str, interval: str, limit: int) -> list[dict[str, Any]]:
+    sym = symbol.upper()
+    iv = interval.lower()
+    with get_conn() as conn:
+        rows = conn.execute(
+            """
+            SELECT open_time, open, high, low, close, volume, quote_volume
+            FROM klines
+            WHERE symbol = ? AND interval = ?
+            ORDER BY open_time DESC
+            LIMIT ?
+            """,
+            (sym, iv, limit),
+        ).fetchall()
+    rows = list(reversed(rows))
+    return [
+        {
+            "time": int(r["open_time"]),
+            "open": float(r["open"]),
+            "high": float(r["high"]),
+            "low": float(r["low"]),
+            "close": float(r["close"]),
+            "volume": float(r["volume"]),
+            "quote_volume": float(r["quote_volume"]),
+        }
+        for r in rows
+    ]
+
+
 def save_daily_klines(symbol: str, candles: list[dict[str, Any]]) -> None:
+    save_klines(symbol, "1d", candles)
    sym = symbol.upper()
    now = datetime.now().isoformat()
    with get_conn() as conn:
@@ -190,19 +335,12 @@ def save_daily_klines(symbol: str, candles: list[dict[str, Any]]) -> None:
                    now,
                ),
            )
-        conn.execute(
-            """
-            INSERT INTO kline_meta (symbol, last_fetch_at, bar_count)
-            VALUES (?, ?, ?)
-            ON CONFLICT(symbol) DO UPDATE SET
-                last_fetch_at = excluded.last_fetch_at,
-                bar_count = excluded.bar_count
-            """,
-            (sym, now, len(candles)),
-        )


 def get_daily_klines_from_db(symbol: str, limit: int) -> list[dict[str, Any]]:
+    stored = get_klines_from_db(symbol, "1d", limit)
+    if stored:
+        return stored
    sym = symbol.upper()
    with get_conn() as conn:
        rows = conn.execute(
@@ -230,12 +368,33 @@ def get_daily_klines_from_db(symbol: str, limit: int) -> list[dict[str, Any]]:
    ]


-def get_kline_meta(symbol: str) -> dict[str, Any] | None:
+def get_kline_meta(symbol: str, interval: str = "1d") -> dict[str, Any] | None:
    sym = symbol.upper()
+    iv = interval.lower()
    with get_conn() as conn:
+        row = conn.execute(
+            "SELECT last_fetch_at, bar_count FROM kline_meta WHERE symbol = ? AND interval = ?",
+            (sym, iv),
+        ).fetchone()
+    if not row:
+        if iv == "1d":
+            return _legacy_kline_meta(sym)
+        return None
+    return {
+        "last_fetch_at": row["last_fetch_at"],
+        "bar_count": row["bar_count"],
+    }
+
+
+def _legacy_kline_meta(symbol: str) -> dict[str, Any] | None:
+    """兼容旧库仅有 symbol 维度的 meta（迁移前）。"""
+    with get_conn() as conn:
+        cols = {c[1] for c in conn.execute("PRAGMA table_info(kline_meta)").fetchall()}
+        if "interval" in cols:
+            return None
        row = conn.execute(
            "SELECT last_fetch_at, bar_count FROM kline_meta WHERE symbol = ?",
-            (sym,),
+            (symbol,),
        ).fetchone()
    if not row:
        return None