dekun
219 lines
6.4 KiB
Python
219 lines
6.4 KiB
Python
"""币种档案库：5m 聚合与视窗计算。"""
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from __future__ import annotations
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import tempfile
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from pathlib import Path
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from hub_ohlcv_lib import aggregate_ohlcv_bars
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from datetime import datetime, timezone
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from zoneinfo import ZoneInfo
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from hub_symbol_archive_lib import (
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CHART_DISPLAY_TZ,
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_fill_missing_bars,
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init_db,
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load_symbol_trades,
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ms_to_wall_clock_str,
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parse_wall_clock_ms,
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resolve_archive_chart,
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upsert_bars_5m,
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upsert_trade_overlay,
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list_symbol_rows,
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upsert_trades_cache,
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)
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def _seed_5m_bars(
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db: Path,
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start_ms: int,
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count: int,
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step: int = 300_000,
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*,
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ex: str = "gate",
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sym: str = "ONDO",
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) -> None:
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bars = []
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price = 1.0
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for i in range(count):
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o = start_ms + i * step
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price += 0.001
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bars.append(
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{
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"open_time_ms": o,
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"open": price,
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"high": price + 0.002,
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"low": price - 0.001,
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"close": price + 0.001,
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"volume": 100 + i,
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}
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)
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upsert_bars_5m(ex, sym, bars, db_path=db)
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def test_aggregate_15m_from_5m():
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start = 1_700_000_000_000
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bars = []
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for i in range(6):
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t = start + i * 300_000
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bars.append(
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{
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"open_time_ms": t,
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"open": 1.0,
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"high": 1.1,
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"low": 0.9,
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"close": 1.05,
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"volume": 10,
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}
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)
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agg = aggregate_ohlcv_bars(bars, "15m")
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assert len(agg) >= 1
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assert agg[-1]["close"] == bars[-1]["close"]
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assert agg[0]["open_time_ms"] <= agg[1]["open_time_ms"]
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def test_resolve_archive_chart_15m():
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with tempfile.TemporaryDirectory() as td:
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db = Path(td) / "archive.db"
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init_db(db)
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anchor = 1_700_000_000_000
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_seed_5m_bars(db, anchor - 50 * 300_000, 120)
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out = resolve_archive_chart(
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"gate",
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"ONDO",
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"15m",
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anchor_ms=anchor,
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mode="hold",
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bars=40,
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db_path=db,
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)
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assert out["ok"] is True
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assert out["timeframe"] == "15m"
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assert len(out["candles"]) >= 10
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def test_fill_missing_bars_continuity():
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period = 300_000
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start = (1_700_000_000_000 // period) * period
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bars = [
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{
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"open_time_ms": start,
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"open": 1.0,
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"high": 1.1,
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"low": 0.9,
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"close": 1.05,
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"volume": 10,
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},
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{
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"open_time_ms": start + period * 2,
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"open": 1.05,
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"high": 1.15,
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"low": 1.0,
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"close": 1.1,
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"volume": 8,
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},
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]
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filled = _fill_missing_bars(bars, period, start, start + period * 2)
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assert len(filled) >= 3
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assert any(b.get("filled") for b in filled)
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def test_resolve_archive_chart_history_range():
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with tempfile.TemporaryDirectory() as td:
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db = Path(td) / "archive.db"
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init_db(db)
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open_ms = 1_700_000_000_000
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close_ms = open_ms + 6 * 3600_000
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_seed_5m_bars(db, open_ms - 20 * 300_000, 200, ex="gate", sym="BNB/USDT")
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out = resolve_archive_chart(
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"gate",
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"BNB/USDT",
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"15m",
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opened_ms=open_ms,
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closed_ms=close_ms,
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mode="hold",
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range_mode="history",
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db_path=db,
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)
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assert out["ok"] is True
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assert out.get("range_mode") == "history"
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assert out.get("window_end_ms") <= close_ms + 4 * 3600_000
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assert len(out["candles"]) >= 40
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def test_sync_prunes_missing_trades():
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with tempfile.TemporaryDirectory() as td:
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db = Path(td) / "archive.db"
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init_db(db)
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upsert_trades_cache(
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"gate",
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[
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{"id": 1, "symbol": "BNB/USDT", "result": "止损", "pnl_amount": -1},
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{"id": 2, "symbol": "BNB/USDT", "result": "止盈", "pnl_amount": 1},
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],
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db_path=db,
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prune_missing=False,
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)
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stats = upsert_trades_cache(
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"gate",
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[{"id": 1, "symbol": "BNB/USDT", "result": "止损", "pnl_amount": -1}],
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db_path=db,
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prune_missing=True,
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)
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rows = load_symbol_trades("gate", "BNB/USDT", db_path=db)
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assert len(rows) == 1
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assert rows[0]["trade_id"] == 1
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assert stats["removed"] == 1
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def test_list_with_overlay_filters():
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with tempfile.TemporaryDirectory() as td:
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db = Path(td) / "archive.db"
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init_db(db)
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upsert_trades_cache(
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"gate",
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[
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{
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"id": 1,
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"symbol": "ONDO",
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"direction": "long",
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"result": "止盈",
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"pnl_amount": 12.5,
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"opened_at": "2026-01-01 10:00:00",
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"closed_at": "2026-01-01 12:00:00",
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"opened_at_ms": 1_700_000_000_000,
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"closed_at_ms": 1_700_007_200_000,
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},
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{
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"id": 2,
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"symbol": "ONDO",
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"direction": "short",
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"result": "止损",
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"pnl_amount": -3.2,
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"opened_at": "2026-01-02 10:00:00",
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"closed_at": "2026-01-02 11:00:00",
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"opened_at_ms": 1_700_086_400_000,
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"closed_at_ms": 1_700_090_000_000,
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},
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],
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db_path=db,
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)
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upsert_trade_overlay("gate", 2, behavior_tag="sick", note="追高", db_path=db)
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rows = list_symbol_rows(db_path=db)
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assert len(rows) == 1
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assert rows[0]["trade_count"] == 2
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sick_only = list_symbol_rows(filter_sick=True, db_path=db)
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assert len(sick_only) == 1
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profit_only = list_symbol_rows(filter_profit=True, db_path=db)
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assert len(profit_only) == 1
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def test_parse_wall_clock_ms_uses_utc_plus_8():
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ms = parse_wall_clock_ms("2026-06-07 20:30:00")
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assert ms is not None
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dt_utc = datetime.fromtimestamp(ms / 1000.0, tz=timezone.utc)
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dt_bj = dt_utc.astimezone(CHART_DISPLAY_TZ)
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assert dt_bj.strftime("%Y-%m-%d %H:%M:%S") == "2026-06-07 20:30:00"
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assert ms_to_wall_clock_str(ms) == "2026-06-07 20:30:00"
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assert parse_wall_clock_ms("2026-06-07 20:30") == ms
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