Restructure into modules/ with single-process CTP and config/ layout.

Move business code under modules/, env template to config/, PM2 single qihuo process, and _legacy shims for old imports. Co-authored-by: Cursor <cursoragent@cursor.com>
2026-07-01 14:42:16 +08:00
parent b354d6c701
commit e5a586f903
209 changed files with 21962 additions and 20963 deletions
@@ -0,0 +1,175 @@
+# Copyright (c) 2025-2026 马建军. All rights reserved.
+# 专有软件 — 未经授权禁止复制、传播、转售。
+# 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。
+# 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md
+
+"""K 线本地 SQLite 缓存。"""
+from __future__ import annotations
+
+import sqlite3
+from datetime import datetime, timedelta
+from typing import Optional
+from zoneinfo import ZoneInfo
+
+TZ = ZoneInfo("Asia/Shanghai")
+
+REFRESH_SECONDS = {
+    "timeshare": 30,
+    "1m": 30,
+    "2m": 30,
+    "5m": 60,
+    "15m": 60,
+    "1h": 120,
+    "2h": 120,
+    "4h": 180,
+    "d": 300,
+    "w": 600,
+}
+
+
+def ensure_kline_tables(conn: sqlite3.Connection) -> None:
+    conn.execute(
+        """CREATE TABLE IF NOT EXISTS kline_bars (
+            chart_symbol TEXT NOT NULL,
+            period TEXT NOT NULL,
+            bar_time TEXT NOT NULL,
+            open REAL NOT NULL,
+            high REAL NOT NULL,
+            low REAL NOT NULL,
+            close REAL NOT NULL,
+            volume REAL DEFAULT 0,
+            updated_at TEXT NOT NULL,
+            PRIMARY KEY (chart_symbol, period, bar_time)
+        )"""
+    )
+    conn.execute(
+        """CREATE TABLE IF NOT EXISTS kline_meta (
+            chart_symbol TEXT NOT NULL,
+            period TEXT NOT NULL,
+            bar_count INTEGER DEFAULT 0,
+            last_bar_time TEXT,
+            updated_at TEXT NOT NULL,
+            PRIMARY KEY (chart_symbol, period)
+        )"""
+    )
+    conn.execute(
+        "CREATE INDEX IF NOT EXISTS idx_kline_bars_sym_period "
+        "ON kline_bars(chart_symbol, period, bar_time)"
+    )
+    conn.commit()
+
+
+def _parse_updated_at(value: str) -> Optional[datetime]:
+    if not value:
+        return None
+    try:
+        return datetime.fromisoformat(value.strip()).replace(tzinfo=TZ)
+    except ValueError:
+        return None
+
+
+def is_cache_fresh(period: str, updated_at: str) -> bool:
+    dt = _parse_updated_at(updated_at)
+    if not dt:
+        return False
+    ttl = REFRESH_SECONDS.get((period or "").lower(), 60)
+    return datetime.now(TZ) - dt < timedelta(seconds=ttl)
+
+
+def load_bars(conn: sqlite3.Connection, chart_symbol: str, period: str) -> list[dict]:
+    rows = conn.execute(
+        """SELECT bar_time, open, high, low, close, volume
+           FROM kline_bars
+           WHERE chart_symbol=? AND period=?
+           ORDER BY bar_time ASC""",
+        (chart_symbol, period),
+    ).fetchall()
+    return [
+        {
+            "d": row[0],
+            "o": float(row[1]),
+            "h": float(row[2]),
+            "l": float(row[3]),
+            "c": float(row[4]),
+            "v": float(row[5] or 0),
+        }
+        for row in rows
+    ]
+
+
+def load_meta(conn: sqlite3.Connection, chart_symbol: str, period: str) -> Optional[dict]:
+    row = conn.execute(
+        "SELECT bar_count, last_bar_time, updated_at FROM kline_meta "
+        "WHERE chart_symbol=? AND period=?",
+        (chart_symbol, period),
+    ).fetchone()
+    if not row:
+        return None
+    return {
+        "bar_count": row[0],
+        "last_bar_time": row[1],
+        "updated_at": row[2],
+    }
+
+
+def save_bars(conn: sqlite3.Connection, chart_symbol: str, period: str, bars: list[dict]) -> int:
+    if not bars:
+        return 0
+    ensure_kline_tables(conn)
+    now = datetime.now(TZ).isoformat(timespec="seconds")
+    for bar in bars:
+        conn.execute(
+            """INSERT INTO kline_bars
+               (chart_symbol, period, bar_time, open, high, low, close, volume, updated_at)
+               VALUES (?,?,?,?,?,?,?,?,?)
+               ON CONFLICT(chart_symbol, period, bar_time) DO UPDATE SET
+                 open=excluded.open,
+                 high=excluded.high,
+                 low=excluded.low,
+                 close=excluded.close,
+                 volume=excluded.volume,
+                 updated_at=excluded.updated_at""",
+            (
+                chart_symbol,
+                period,
+                str(bar["d"]),
+                float(bar["o"]),
+                float(bar["h"]),
+                float(bar["l"]),
+                float(bar["c"]),
+                float(bar.get("v") or 0),
+                now,
+            ),
+        )
+    last_time = str(bars[-1]["d"])
+    conn.execute(
+        """INSERT INTO kline_meta (chart_symbol, period, bar_count, last_bar_time, updated_at)
+           VALUES (?,?,?,?,?)
+           ON CONFLICT(chart_symbol, period) DO UPDATE SET
+             bar_count=excluded.bar_count,
+             last_bar_time=excluded.last_bar_time,
+             updated_at=excluded.updated_at""",
+        (chart_symbol, period, len(bars), last_time, now),
+    )
+    conn.commit()
+    return len(bars)
+
+
+def get_cached_entry(
+    conn: sqlite3.Connection,
+    chart_symbol: str,
+    period: str,
+) -> Optional[dict]:
+    if not chart_symbol:
+        return None
+    ensure_kline_tables(conn)
+    meta = load_meta(conn, chart_symbol, period)
+    bars = load_bars(conn, chart_symbol, period)
+    if not bars:
+        return None
+    updated_at = meta["updated_at"] if meta else ""
+    return {
+        "bars": bars,
+        "updated_at": updated_at,
+        "fresh": is_cache_fresh(period, updated_at),
+    }