qihuo/kline_stream.py

# 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 SSE 推送与后台刷新。"""
from __future__ import annotations

import json
import logging
import queue
import threading
import time
from dataclasses import dataclass, field
from datetime import datetime
from typing import Callable, Optional
from zoneinfo import ZoneInfo

from kline_chart import fetch_market_klines, ths_to_sina_chart_symbol
from kline_store import is_cache_fresh, load_meta, ensure_kline_tables

logger = logging.getLogger(__name__)
TZ = ZoneInfo("Asia/Shanghai")

FAST_PERIODS = frozenset({
    "timeshare", "1m", "2m", "5m", "15m", "1h", "2h", "4h",
})


def is_trading_session() -> bool:
    d = datetime.now(TZ)
    wd = d.weekday()
    if wd == 6:
        return False
    if wd == 5 and d.hour < 21:
        return False
    t = d.hour * 60 + d.minute
    def in_range(sh: int, sm: int, eh: int, em: int) -> bool:
        return t >= sh * 60 + sm and t < eh * 60 + em
    if in_range(9, 0, 11, 30):
        return True
    if in_range(13, 30, 15, 0):
        return True
    if in_range(21, 0, 24, 0):
        return True
    if in_range(0, 0, 2, 30):
        return True
    return False


def sse_format(event: str, data: dict) -> str:
    return f"event: {event}\ndata: {json.dumps(data, ensure_ascii=False)}\n\n"


@dataclass
class KlineSubscription:
    symbol: str
    period: str
    market_code: str = ""
    sina_code: str = ""
    queue: queue.Queue = field(default_factory=queue.Queue)


class KlineStreamHub:
    def __init__(self):
        self._lock = threading.Lock()
        self._subs: list[KlineSubscription] = []

    def subscribe(
        self,
        symbol: str,
        period: str,
        market_code: str = "",
        sina_code: str = "",
    ) -> KlineSubscription:
        sub = KlineSubscription(
            symbol=symbol.strip(),
            period=(period or "15m").strip().lower(),
            market_code=market_code.strip(),
            sina_code=sina_code.strip(),
        )
        with self._lock:
            self._subs.append(sub)
        return sub

    def unsubscribe(self, sub: KlineSubscription) -> None:
        with self._lock:
            try:
                self._subs.remove(sub)
            except ValueError:
                pass

    def _snapshot_subs(self) -> list[KlineSubscription]:
        with self._lock:
            return list(self._subs)

    def publish(self, sub: KlineSubscription, event: str, data: dict) -> None:
        try:
            sub.queue.put_nowait({"event": event, "data": data})
        except queue.Full:
            pass

    def _should_refresh(self, sub: KlineSubscription, db_path: str) -> bool:
        chart_sym = ths_to_sina_chart_symbol(sub.symbol)
        if not chart_sym:
            return False
        if is_trading_session() and sub.period in FAST_PERIODS:
            return True
        try:
            from db_conn import connect_db
            conn = connect_db(db_path)
            ensure_kline_tables(conn)
            meta = load_meta(conn, chart_sym, sub.period)
            conn.close()
            if not meta:
                return True
            return not is_cache_fresh(sub.period, meta.get("updated_at", ""))
        except Exception as exc:
            logger.warning("kline refresh check failed: %s", exc)
            return True

    def worker_loop(
        self,
        db_path: str,
        quote_fn: Callable[..., dict],
        get_mode_fn: Optional[Callable[[], str]] = None,
    ) -> None:
        while True:
            try:
                subs = self._snapshot_subs()
                for sub in subs:
                    if not self._should_refresh(sub, db_path):
                        continue
                    try:
                        kline_data = fetch_market_klines(
                            sub.symbol,
                            sub.period,
                            db_path,
                            force_remote=True,
                            prefer_ctp=False,
                        )
                        if kline_data.get("bars"):
                            self.publish(sub, "kline", kline_data)
                        quote_data = quote_fn(
                            sub.symbol, sub.market_code, sub.sina_code,
                        )
                        if quote_data:
                            self.publish(sub, "quote", quote_data)
                    except Exception as exc:
                        logger.warning(
                            "kline stream refresh %s %s: %s",
                            sub.symbol, sub.period, exc,
                        )
            except Exception as exc:
                logger.warning("kline stream worker: %s", exc)
            time.sleep(1)


kline_hub = KlineStreamHub()