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>
2026-06-02 10:58:59 +08:00
parent ef99fb6c2e
commit ba681c7a58
16 changed files with 1298 additions and 3 deletions
@@ -0,0 +1,97 @@
+"""中控 K 线库：15 天滚动与按需合并。"""
+from __future__ import annotations
+
+import sqlite3
+import tempfile
+import unittest
+from pathlib import Path
+
+from hub_kline_store import (
+    bar_limit_for_timeframe,
+    load_bars_range,
+    purge_retention,
+    resolve_chart_bars,
+    retention_days,
+    upsert_bars,
+    window_start_ms,
+)
+from hub_ohlcv_lib import TIMEFRAME_MS
+
+
+class TestHubKlineStore(unittest.TestCase):
+    def setUp(self):
+        self.tmp = tempfile.TemporaryDirectory()
+        self.db = Path(self.tmp.name) / "test_hub_kline.db"
+
+    def tearDown(self):
+        self.tmp.cleanup()
+
+    def test_bar_limits(self):
+        self.assertEqual(bar_limit_for_timeframe("5m"), 1000)
+        self.assertEqual(bar_limit_for_timeframe("1d"), 500)
+
+    def test_purge_retention(self):
+        import time
+
+        from hub_kline_store import init_db
+
+        init_db(self.db)
+        old_ms = int(time.time() * 1000) - 20 * 86400000
+        upsert_bars(
+            "okx",
+            "BTC/USDT",
+            "5m",
+            [
+                {
+                    "open_time_ms": old_ms,
+                    "open": 1,
+                    "high": 2,
+                    "low": 0.5,
+                    "close": 1.5,
+                    "volume": 10,
+                }
+            ],
+            self.db,
+        )
+        n = purge_retention(self.db, days=15)
+        self.assertGreaterEqual(n, 1)
+        rows = load_bars_range("okx", "BTC/USDT", "5m", old_ms - 1, old_ms + 1, self.db)
+        self.assertEqual(len(rows), 0)
+
+    def test_resolve_uses_cache_without_remote(self):
+        import time
+
+        from hub_kline_store import init_db
+
+        from hub_ohlcv_lib import last_closed_bar_open_ms
+
+        init_db(self.db)
+        now = int(time.time() * 1000)
+        tf = "5m"
+        period = TIMEFRAME_MS[tf]
+        last_closed = last_closed_bar_open_ms(tf, now)
+        bars = []
+        for i in range(1000):
+            oms = last_closed - (999 - i) * period
+            bars.append(
+                {
+                    "open_time_ms": oms,
+                    "open": 100 + i,
+                    "high": 101 + i,
+                    "low": 99 + i,
+                    "close": 100.5 + i,
+                    "volume": 1000 + i,
+                }
+            )
+        upsert_bars("okx", "ETH/USDT", tf, bars, self.db)
+
+        def remote_fetch(**kwargs):
+            self.fail("不应请求交易所")
+
+        out = resolve_chart_bars("okx", "ETH/USDT", tf, remote_fetch, db_path=self.db)
+        self.assertTrue(out.get("ok"))
+        self.assertGreaterEqual(len(out.get("candles") or []), 1000)
+
+
+if __name__ == "__main__":
+    unittest.main()