中控行情区与 K 线本地库（15 天滚动、按需拉取）
新增行情区单图与周期切换，K 线优先读 hub_kline.db，不足时经各实例 /api/hub/ohlcv 补齐；无后台定时更新。含回滚标签说明与单元测试。 Co-authored-by: Cursor <cursoragent@cursor.com>
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dekun
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"""中控行情区：各实例 ccxt OHLCV 拉取（hub_bridge /api/hub/ohlcv 共用）。"""
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from __future__ import annotations
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import math
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import time
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from typing import Any, Callable, Optional
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CHART_TIMEFRAMES = frozenset({"1m", "5m", "15m", "1h", "4h", "1d", "1w"})
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DAILY_PLUS_TIMEFRAMES = frozenset({"1d", "1w"})
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TIMEFRAME_MS: dict[str, int] = {
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"1m": 60_000,
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"5m": 5 * 60_000,
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"15m": 15 * 60_000,
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"1h": 60 * 60_000,
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"4h": 4 * 60 * 60_000,
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"1d": 24 * 60 * 60_000,
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"1w": 7 * 24 * 60 * 60_000,
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}
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def normalize_chart_timeframe(raw: str | None, default: str = "5m") -> str:
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tf = (raw or default).strip().lower()
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return tf if tf in CHART_TIMEFRAMES else default
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def bar_limit_for_timeframe(timeframe: str) -> int:
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tf = normalize_chart_timeframe(timeframe)
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return 500 if tf in DAILY_PLUS_TIMEFRAMES else 1000
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def last_closed_bar_open_ms(timeframe: str, now_ms: int | None = None) -> int:
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"""上一根已收盘 K 的 open_time（毫秒 UTC）。"""
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tf = normalize_chart_timeframe(timeframe)
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period = TIMEFRAME_MS[tf]
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now = int(now_ms if now_ms is not None else time.time() * 1000)
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current_open = (now // period) * period
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return int(current_open - period)
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def window_start_ms(timeframe: str, need: int, retention_days: int, now_ms: int | None = None) -> int:
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now = int(now_ms if now_ms is not None else time.time() * 1000)
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period = TIMEFRAME_MS[normalize_chart_timeframe(timeframe)]
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retention_cutoff = now - max(1, int(retention_days)) * 86400000
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want = now - max(1, int(need)) * period
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return max(retention_cutoff, want)
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def price_tick_from_market(exchange, exchange_symbol: str) -> Optional[float]:
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try:
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markets = getattr(exchange, "markets", None) or {}
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m = markets.get(exchange_symbol) or {}
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prec = m.get("precision") or {}
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p = prec.get("price")
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if p is not None:
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p = float(p)
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if p > 0:
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return p
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info = m.get("info") or {}
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for key in ("tickSize", "price_increment", "order_price_round"):
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if info.get(key) not in (None, ""):
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try:
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v = float(info[key])
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if v > 0:
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return v
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except (TypeError, ValueError):
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pass
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except Exception:
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pass
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return None
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def format_price_by_tick(value: Any, tick: Optional[float]) -> str:
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if value in (None, ""):
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return "-"
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try:
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v = float(value)
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except (TypeError, ValueError):
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return str(value)
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if v == 0:
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return "0"
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if tick and tick > 0:
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decimals = max(0, min(12, int(round(-math.log10(tick))) if tick < 1 else 0))
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if tick >= 1:
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decimals = 0
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text = f"{v:.{decimals}f}"
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return text.rstrip("0").rstrip(".") if "." in text else text
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av = abs(v)
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if av >= 10000:
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d = 2
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elif av >= 100:
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d = 3
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elif av >= 1:
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d = 4
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elif av >= 0.01:
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d = 6
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else:
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d = 8
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text = f"{v:.{d}f}"
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return text.rstrip("0").rstrip(".") if "." in text else text
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def _bars_to_dicts(ohlcv: list) -> list[dict[str, Any]]:
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out: list[dict[str, Any]] = []
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for bar in ohlcv or []:
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if not bar or len(bar) < 6:
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continue
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try:
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out.append(
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{
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"open_time_ms": int(bar[0]),
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"open": float(bar[1]),
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"high": float(bar[2]),
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"low": float(bar[3]),
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"close": float(bar[4]),
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"volume": float(bar[5]),
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}
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)
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except (TypeError, ValueError):
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continue
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return out
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def fetch_ohlcv_for_hub(
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*,
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symbol: str,
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timeframe: str,
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since_ms: int | None = None,
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limit: int = 500,
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normalize_symbol_input: Callable[[Any], str],
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normalize_exchange_symbol: Callable[[str], str],
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ensure_markets_loaded: Callable[[], None],
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exchange,
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friendly_error: Callable[[Exception], str] | None = None,
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) -> dict[str, Any]:
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"""从 ccxt 拉 OHLCV，供 hub_bridge /api/hub/ohlcv 返回。"""
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tf = normalize_chart_timeframe(timeframe)
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sym = normalize_symbol_input(symbol)
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if not sym:
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return {"ok": False, "msg": "symbol 不能为空"}
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try:
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ensure_markets_loaded()
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ex_sym = normalize_exchange_symbol(sym)
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want = max(1, min(int(limit or bar_limit_for_timeframe(tf)), 1500))
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chunk_max = 300
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collected: list = []
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if since_ms is not None and int(since_ms) > 0:
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since = int(since_ms)
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guard = 0
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while len(collected) < want and guard < 20:
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guard += 1
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batch = exchange.fetch_ohlcv(
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ex_sym, timeframe=tf, since=since, limit=min(chunk_max, want - len(collected))
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)
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if not batch:
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break
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collected.extend(batch)
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since = int(batch[-1][0]) + 1
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if len(batch) < min(chunk_max, want - len(collected)):
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break
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else:
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batch = exchange.fetch_ohlcv(ex_sym, timeframe=tf, limit=want)
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collected = list(batch or [])
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bars = _bars_to_dicts(collected)
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if not bars:
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return {"ok": False, "msg": "交易所未返回 K 线"}
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tick = price_tick_from_market(exchange, ex_sym)
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uniq: dict[int, dict] = {}
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for b in bars:
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uniq[int(b["open_time_ms"])] = b
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merged = [uniq[k] for k in sorted(uniq.keys())]
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if len(merged) > want:
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merged = merged[-want:]
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return {
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"ok": True,
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"symbol": sym,
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"exchange_symbol": ex_sym,
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"timeframe": tf,
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"price_tick": tick,
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"bars": merged,
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}
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except Exception as e:
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msg = friendly_error(e) if friendly_error else str(e)
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return {"ok": False, "msg": f"K线加载失败：{msg}"}
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