Fix discontinuous hub chart candles from orphaned DB bars.

Keep only the latest contiguous K-line segment, purge isolated stale rows, and backfill when the tail is still shorter than the initial limit.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-08 11:21:01 +08:00
parent cfa28e7f4e
commit 440d1ecbc9
3 changed files with 173 additions and 1 deletions
+87
View File
@@ -14,6 +14,7 @@ from hub_kline_store import (
purge_timeframe_by_days,
resolve_chart_bars,
retention_days,
trim_contiguous_tail,
upsert_bars,
)
from hub_ohlcv_lib import (
@@ -190,6 +191,92 @@ class TestHubKlineStore(unittest.TestCase):
self.assertEqual(len(got), 2)
self.assertEqual(got[-1]["open_time_ms"], base + 2 * period)
def test_trim_contiguous_tail_drops_orphan_prefix(self):
period = TIMEFRAME_MS["15m"]
base_old = 1_700_000_000_000
base_new = base_old + period * 500
bars = []
for i in range(3):
bars.append(
{
"open_time_ms": base_old + i * period,
"open": 1,
"high": 2,
"low": 0.5,
"close": 1.5,
"volume": 1,
}
)
for i in range(5):
bars.append(
{
"open_time_ms": base_new + i * period,
"open": 2,
"high": 3,
"low": 1.5,
"close": 2.5,
"volume": 2,
}
)
trimmed, split = trim_contiguous_tail(bars, period)
self.assertEqual(split, 3)
self.assertEqual(len(trimmed), 5)
self.assertEqual(trimmed[0]["open_time_ms"], base_new)
def test_resolve_drops_discontinuous_orphans(self):
init_db(self.db)
period = TIMEFRAME_MS["15m"]
now = int(time.time() * 1000)
old_ms = now - period * 800
upsert_bars(
"okx",
"ONDO/USDT",
"15m",
[
{
"open_time_ms": old_ms,
"open": 0.33,
"high": 0.34,
"low": 0.32,
"close": 0.335,
"volume": 100,
}
],
self.db,
)
recent = []
start = now - period * 20
for i in range(20):
recent.append(
{
"open_time_ms": start + i * period,
"open": 0.35,
"high": 0.36,
"low": 0.34,
"close": 0.355,
"volume": 50,
}
)
def remote_fetch(**kwargs):
return {"ok": True, "bars": recent, "price_tick": 0.0001}
out = resolve_chart_bars(
"okx",
"ONDO/USDT",
"15m",
remote_fetch,
db_path=self.db,
limit=50,
)
self.assertTrue(out.get("ok"))
candles = out.get("candles") or []
self.assertGreaterEqual(len(candles), 19)
if len(candles) >= 2:
for i in range(1, len(candles)):
gap = candles[i]["time"] - candles[i - 1]["time"]
self.assertLessEqual(gap, int(period / 1000 * 1.5))
def test_resolve_before_ms_exhausted(self):
init_db(self.db)