修复 6h/8h/12h K 线间隔异常与 Gate 无原生 6h 问题

- 校验 K 线中位间隔，异常时从 1h 聚合

- 分页按实际 K 线步进 since；补充聚合单元测试

Co-authored-by: Cursor <cursoragent@cursor.com>

tests/test_hub_ohlcv_lib.py

@@ -3,17 +3,24 @@ from __future__ import annotations
 
 import unittest
 
-from hub_ohlcv_lib import fetch_ohlcv_for_hub
+from hub_ohlcv_lib import (
+    aggregate_ohlcv_bars,
+    bars_spacing_matches_timeframe,
+    fetch_ohlcv_for_hub,
+)
 
 
 class _FakeExchange:
-    def __init__(self, pages):
+    def __init__(self, pages, *, timeframes=None):
         self.pages = list(pages)
         self.calls = []
         self.markets = {}
+        self.timeframes = timeframes if timeframes is not None else {}
 
     def fetch_ohlcv(self, symbol, timeframe=None, since=None, limit=None):
-        self.calls.append({"symbol": symbol, "since": since, "limit": limit})
+        self.calls.append(
+            {"symbol": symbol, "since": since, "limit": limit, "timeframe": timeframe}
+        )
         if not self.pages:
             return []
         page = self.pages.pop(0)
@@ -125,6 +132,61 @@ class TestHubOhlcvLib(unittest.TestCase):
         self.assertGreaterEqual(len(ex.calls), 3)
         self.assertAlmostEqual(out["bars"][-1]["close"], 3.05)
 
+    def test_aggregate_6h_from_1h_when_exchange_lacks_native(self):
+        """Gate 等无 6h 时应从 1h 聚合。"""
+        from hub_ohlcv_lib import TIMEFRAME_MS
+
+        h1 = TIMEFRAME_MS["1h"]
+        h6 = TIMEFRAME_MS["6h"]
+        base = 1_700_000_000_000
+        base = (base // h6) * h6
+        one_h = [
+            [base + i * h1, 100.0 + i, 101.0 + i, 99.0 + i, 100.5 + i, 10.0]
+            for i in range(24)
+        ]
+        ex = _FakeExchange(
+            [one_h],
+            timeframes={"1h": "1h", "4h": "4h", "8h": "8h"},
+        )
+        out = fetch_ohlcv_for_hub(
+            symbol="BTC/USDT",
+            timeframe="6h",
+            since_ms=base,
+            limit=4,
+            normalize_symbol_input=lambda s: str(s).strip().upper(),
+            normalize_exchange_symbol=lambda s: f"{s}:USDT" if ":" not in s else s,
+            ensure_markets_loaded=lambda: None,
+            exchange=ex,
+        )
+        self.assertTrue(out.get("ok"))
+        bars = out.get("bars") or []
+        self.assertEqual(len(bars), 4)
+        self.assertTrue(bars_spacing_matches_timeframe(bars, "6h"))
+        self.assertEqual(ex.calls[0]["timeframe"], "1h")
+
+    def test_aggregate_ohlcv_bars_buckets(self):
+        from hub_ohlcv_lib import TIMEFRAME_MS
+
+        h1 = TIMEFRAME_MS["1h"]
+        h6 = TIMEFRAME_MS["6h"]
+        base = (1_700_000_000_000 // h6) * h6
+        src = [
+            {
+                "open_time_ms": base + i * h1,
+                "open": 1.0,
+                "high": 2.0,
+                "low": 0.5,
+                "close": 1.5,
+                "volume": 1.0,
+            }
+            for i in range(6)
+        ]
+        out = aggregate_ohlcv_bars(src, "6h")
+        self.assertEqual(len(out), 1)
+        self.assertEqual(out[0]["volume"], 6.0)
+        self.assertEqual(out[0]["high"], 2.0)
+        self.assertEqual(out[0]["low"], 0.5)
+
 
 if __name__ == "__main__":
     unittest.main()