commit e0b830540648755316577ec90116619169637ad8 Author: Lxy Date: Sat May 9 00:54:38 2026 +0800 feat: 初始化代码 diff --git a/.env.example b/.env.example new file mode 100644 index 0000000..f976b4a --- /dev/null +++ b/.env.example @@ -0,0 +1,13 @@ +# Tushare API Token (必填，到 https://tushare.pro 注册获取) +TUSHARE_TOKEN=your_tushare_token_here + +# 数据库配置（默认值即可） +DB_HOST=postgres +DB_PORT=5432 +DB_NAME=futures_data +DB_USER=futures +DB_PASSWORD=futures123 + +# Redis 配置 +REDIS_HOST=redis +REDIS_PORT=6379 diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..cd1a6cd --- /dev/null +++ b/.gitignore @@ -0,0 +1,63 @@ +# Python +__pycache__/ +*.py[cod] +*$py.class +*.so +.Python +env/ +venv/ +ENV/ +build/ +develop-eggs/ +dist/ +downloads/ +eggs/ +.eggs/ +lib/ +lib64/ +parts/ +sdist/ +var/ +wheels/ +*.egg-info/ +.installed.cfg +*.egg + +# Virtual Environment +venv/ +env/ +ENV/ + +# IDE +.idea/ +.vscode/ +*.swp +*.swo +*~ + +# Environment variables +.env +.env.local +.env.*.local + +# Database +*.db +*.sqlite3 + +# Logs +*.log +logs/ + +# Frontend +node_modules/ +dist/ +build/ +.npm +.yarn + +# Docker +.dockerignore + +# Misc +.DS_Store +Thumbs.db diff --git a/Dockerfile.backend b/Dockerfile.backend new file mode 100644 index 0000000..3a78773 --- /dev/null +++ b/Dockerfile.backend @@ -0,0 +1,16 @@ +FROM python:3.11-slim + +WORKDIR /app + +RUN apt-get update && apt-get install -y --no-install-recommends \ + gcc libpq-dev \ + && rm -rf /var/lib/apt/lists/* + +COPY requirements.txt . +RUN pip install --no-cache-dir -r requirements.txt -i https://pypi.tuna.tsinghua.edu.cn/simple + +COPY app/ ./app/ + +EXPOSE 8000 + +CMD ["uvicorn", "app.main:app", "--host", "0.0.0.0", "--port", "8000", "--reload"] diff --git a/Dockerfile.frontend b/Dockerfile.frontend new file mode 100644 index 0000000..df90705 --- /dev/null +++ b/Dockerfile.frontend @@ -0,0 +1,12 @@ +FROM node:20-alpine + +WORKDIR /app + +COPY package.json ./ +RUN npm install --registry=https://registry.npmmirror.com + +COPY . . + +EXPOSE 3000 + +CMD ["npm", "run", "dev"] diff --git a/README.md b/README.md new file mode 100644 index 0000000..dc76af4 --- /dev/null +++ b/README.md @@ -0,0 +1,90 @@ +# 期货统一数据平台 + +期货行情统一数据平台，对接多个数据源（Tushare/CTP等），提供统一的数据出口。 + +## 功能 + +- **数据源管理**: 可配置启用/禁用的数据源，优先级管理 +- **历史K线**: 日K/周K/60m/30m/15m/5m 数据存储与查询 +- **合约管理**: 合约信息同步与查询 +- **管理后台**: 数据源监控、接口测试、K线展示 +- **RESTful API**: 统一的数据接口供其他系统调用 + +## 快速开始 + +### 1. 配置环境变量 + +```bash +cp .env.example .env +# 编辑 .env，填入你的 Tushare Token +``` + +### 2. Docker 启动 + +```bash +docker compose up -d --build +``` + +启动后访问： +- 管理后台: http://localhost:3000 +- 后端API: http://localhost:8000 +- API文档: http://localhost:8000/docs + +### 3. 初始配置 + +1. 打开 http://localhost:3000 +2. 进入"数据源监控"页面 +3. 点击 tushare 行的"配置"按钮，填入你的 Tushare Token +4. 点击"测试连接"确认 +5. 开启"启用"开关 + +## 项目结构 + +``` +├── backend/ # 后端 (FastAPI + SQLAlchemy) +│ ├── app/ +│ │ ├── main.py # 入口 & API路由 +│ │ ├── config.py # 配置 +│ │ ├── database.py # 数据库连接 +│ │ ├── models/ # 数据库模型 +│ │ ├── schemas/ # Pydantic 模型 +│ │ ├── services/ # 业务逻辑 +│ │ │ ├── datasource/ # 数据源适配器 +│ │ │ ├── kline_service.py +│ │ │ └── contract_service.py +│ │ └── api/ +│ └── requirements.txt +├── frontend/ # 前端 (Vue3 + Element Plus) +│ ├── src/ +│ │ ├── views/ # 页面 +│ │ └── api/ # API调用 +│ └── package.json +├── docker-compose.yml +└── .env +``` + +## API 接口 + +### 合约 +- `GET /api/v1/contracts` - 合约列表 +- `GET /api/v1/contracts/{symbol}` - 合约详情 +- `POST /api/v1/contracts/sync` - 同步合约 + +### K线 +- `GET /api/v1/kline?symbol=rb2401&period=daily&limit=100` - 查询K线 +- `POST /api/v1/kline/sync` - 同步K线数据 + +### 数据源 +- `GET /api/v1/datasources` - 数据源列表 +- `PUT /api/v1/datasources/{name}` - 更新配置 +- `POST /api/v1/datasources/{name}/test` - 测试连接 + +## 技术栈 + +| 层次 | 技术 | +|------|------| +| 后端 | Python / FastAPI / SQLAlchemy | +| 数据库 | PostgreSQL + TimescaleDB | +| 缓存 | Redis | +| 前端 | Vue3 / Element Plus / ECharts | +| 部署 | Docker Compose | diff --git a/backend/app/config.py b/backend/app/config.py new file mode 100644 index 0000000..152414b --- /dev/null +++ b/backend/app/config.py @@ -0,0 +1,50 @@ +from pydantic_settings import BaseSettings +from typing import Optional + + +class Settings(BaseSettings): + # 项目信息 + PROJECT_NAME: str = "期货统一数据平台" + VERSION: str = "0.1.0" + API_PREFIX: str = "/api/v1" + + # 数据库配置 + DB_HOST: str = "postgres" + DB_PORT: int = 5432 + DB_NAME: str = "futures_data" + DB_USER: str = "futures" + DB_PASSWORD: str = "futures123" + DATABASE_URL: str = "" # 直接指定完整 URL，支持 sqlite:/// + + @property + def database_url(self) -> str: + if self.DATABASE_URL: + return self.DATABASE_URL + return f"postgresql://{self.DB_USER}:{self.DB_PASSWORD}@{self.DB_HOST}:{self.DB_PORT}/{self.DB_NAME}" + + # Redis 配置 + REDIS_HOST: str = "redis" + REDIS_PORT: int = 6379 + REDIS_DB: int = 0 + REDIS_PASSWORD: Optional[str] = None + + @property + def REDIS_URL(self) -> str: + if self.REDIS_PASSWORD: + return f"redis://:{self.REDIS_PASSWORD}@{self.REDIS_HOST}:{self.REDIS_PORT}/{self.REDIS_DB}" + return f"redis://{self.REDIS_HOST}:{self.REDIS_PORT}/{self.REDIS_DB}" + + # Tushare 配置 + TUSHARE_TOKEN: str = "" + + # 服务配置 + HOST: str = "0.0.0.0" + PORT: int = 8000 + DEBUG: bool = True + + class Config: + env_file = ".env" + case_sensitive = True + + +settings = Settings() diff --git a/backend/app/database.py b/backend/app/database.py new file mode 100644 index 0000000..a7278ff --- /dev/null +++ b/backend/app/database.py @@ -0,0 +1,23 @@ +from sqlalchemy import create_engine +from sqlalchemy.orm import sessionmaker, DeclarativeBase +from app.config import settings + +db_url = settings.database_url +connect_args = {} +if db_url.startswith("sqlite"): + connect_args["check_same_thread"] = False + +engine = create_engine(db_url, connect_args=connect_args, pool_pre_ping=True) +SessionLocal = sessionmaker(autocommit=False, autoflush=False, bind=engine) + + +class Base(DeclarativeBase): + pass + + +def get_db(): + db = SessionLocal() + try: + yield db + finally: + db.close() diff --git a/backend/app/main.py b/backend/app/main.py new file mode 100644 index 0000000..09ef25b --- /dev/null +++ b/backend/app/main.py @@ -0,0 +1,339 @@ +from fastapi import FastAPI, Depends, HTTPException, Query +from fastapi.middleware.cors import CORSMiddleware +from typing import Optional +from datetime import datetime +import logging + +# 配置日志 +logging.basicConfig( + level=logging.INFO, + format='%(asctime)s - %(name)s - %(levelname)s - %(message)s' +) + +from app.config import settings +from app.database import get_db, engine, Base +from app.schemas import ( + KlineRequest, KlineResponse, KlineItem, + ContractInfo as ContractSchema, ContractListResponse, + DataSourceConfigItem, DataSourceConfigUpdate, DataSourceCreate, + ApiResponse, HealthResponse, DataSourceStatus, +) +from app.services.kline_service import kline_service +from app.services.contract_service import contract_service +from app.services.datasource.manager import DataSourceManager +from app.models import DataSourceConfig + +logger = logging.getLogger(__name__) + + +app = FastAPI( + title=settings.PROJECT_NAME, + version=settings.VERSION, + docs_url="/docs", + redoc_url="/redoc", +) + +# CORS +app.add_middleware( + CORSMiddleware, + allow_origins=["*"], + allow_credentials=True, + allow_methods=["*"], + allow_headers=["*"], +) + + +# ========== 启动事件 ========== +@app.on_event("startup") +async def startup(): + # 创建数据库表 + Base.metadata.create_all(bind=engine) + # 加载数据源配置 + DataSourceManager.load_enabled_sources() + # 初始化默认数据源配置（如果不存在） + _init_default_datasource() + + +def _init_default_datasource(): + """初始化默认的数据源配置（如果不存在）""" + from app.database import SessionLocal + db = SessionLocal() + try: + # 初始化 Tushare + existing = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == "tushare" + ).first() + if not existing: + import json + cfg = DataSourceConfig( + source_name="tushare", + display_name="Tushare", + is_enabled=False, + config_json=json.dumps({"token": ""}), + priority=1, + status="unknown", + ) + db.add(cfg) + + # 初始化 Akshare + existing_ak = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == "akshare" + ).first() + if not existing_ak: + import json + cfg_ak = DataSourceConfig( + source_name="akshare", + display_name="AKShare", + is_enabled=False, + config_json=json.dumps({"max_retries": 3}), + priority=2, + status="unknown", + ) + db.add(cfg_ak) + + db.commit() + finally: + db.close() + + +# ========== 健康检查 ========== +@app.get("/api/health", response_model=HealthResponse) +async def health_check(): + services = {} + try: + from sqlalchemy import text + from app.database import engine + with engine.connect() as conn: + conn.execute(text("SELECT 1")) + services["database"] = "ok" + except Exception as e: + services["database"] = f"error: {str(e)}" + + try: + import redis + r = redis.from_url(settings.REDIS_URL) + r.ping() + services["redis"] = "ok" + except Exception as e: + services["redis"] = "not configured" # Redis 非必须 + + status = "healthy" if all(v == "ok" for v in services.values()) else "degraded" + + return HealthResponse( + status=status, + services=services, + version=settings.VERSION, + ) + + +# ========== 合约接口 ========== +@app.get("/api/v1/contracts", response_model=ContractListResponse) +async def list_contracts( + exchange: Optional[str] = Query(None, description="交易所代码"), + product: Optional[str] = Query(None, description="品种代码"), + is_active: Optional[bool] = Query(None, description="是否活跃"), +): + contracts = contract_service.get_contracts( + exchange=exchange, product=product, is_active=is_active + ) + return ContractListResponse( + total=len(contracts), + items=[ContractSchema.model_validate(c) for c in contracts], + ) + + +@app.get("/api/v1/contracts/{symbol}", response_model=ContractSchema) +async def get_contract(symbol: str): + contract = contract_service.get_contract(symbol) + if not contract: + raise HTTPException(status_code=404, detail="合约不存在") + return ContractSchema.model_validate(contract) + + +@app.post("/api/v1/contracts/sync") +async def sync_contracts(): + """从数据源同步合约列表""" + try: + count = contract_service.sync_contracts() + return {"code": 0, "message": "同步成功", "data": {"synced": count}} + except Exception as e: + return {"code": 1, "message": f"同步失败: {str(e)}", "data": None} + + +# ========== K线接口 ========== +@app.get("/api/v1/kline", response_model=KlineResponse) +async def get_kline( + symbol: str = Query(..., description="合约代码"), + period: str = Query("daily", description="周期: daily/weekly/5m/15m/30m/60m"), + start_date: Optional[str] = Query(None, description="开始日期 YYYY-MM-DD"), + end_date: Optional[str] = Query(None, description="结束日期 YYYY-MM-DD"), + limit: int = Query(500, ge=1, le=5000, description="返回条数"), +): + logger.info(f"[API-查询K线] 请求参数: symbol={symbol}, period={period}, start_date={start_date}, end_date={end_date}, limit={limit}") + items = kline_service.get_kline( + symbol=symbol, + period=period, + start_date=start_date, + end_date=end_date, + limit=limit, + ) + logger.info(f"[API-查询K线] 返回 {len(items)} 条记录") + return KlineResponse( + symbol=symbol, + period=period, + total=len(items), + items=[KlineItem(**item) for item in items], + ) + + +@app.post("/api/v1/kline/sync") +async def sync_kline(req: KlineRequest): + """从数据源同步K线数据""" + logger.info(f"[API-同步K线] 请求参数: symbol={req.symbol}, period={req.period}, start_date={req.start_date}, end_date={req.end_date}") + try: + start = req.start_date or "2020-01-01" + end = req.end_date or datetime.now().strftime("%Y-%m-%d") + logger.info(f"[API-同步K线] 使用日期范围: {start} ~ {end}") + + if req.period == "daily": + count = kline_service.sync_daily(req.symbol, start, end) + elif req.period == "weekly": + count = kline_service.sync_weekly(req.symbol, start, end) + else: + count = kline_service.sync_intraday(req.symbol, req.period, start, end) + + logger.info(f"[API-同步K线] 同步成功，共同步 {count} 条记录") + return {"code": 0, "message": "同步成功", "data": {"synced": count}} + except Exception as e: + logger.error(f"[API-同步K线] 同步失败: {e}", exc_info=True) + return {"code": 1, "message": f"同步失败: {str(e)}", "data": None} + + +# ========== 数据源管理接口 ========== +@app.get("/api/v1/datasources") +async def list_datasources(): + """获取所有数据源状态""" + sources = DataSourceManager.get_all_sources_status() + return {"code": 0, "data": sources} + + +@app.post("/api/v1/datasources") +async def create_datasource(req: DataSourceCreate): + """创建数据源配置""" + from app.database import SessionLocal + db = SessionLocal() + try: + existing = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == req.source_name + ).first() + if existing: + return {"code": 1, "message": "数据源已存在"} + + cfg = DataSourceConfig( + source_name=req.source_name, + display_name=req.display_name or req.source_name, + is_enabled=False, + config_json=req.config_json or {}, + priority=req.priority, + status="unknown", + ) + db.add(cfg) + db.commit() + return {"code": 0, "message": "创建成功", "data": {"id": cfg.id}} + except Exception as e: + db.rollback() + return {"code": 1, "message": f"创建失败: {str(e)}"} + finally: + db.close() + + +@app.put("/api/v1/datasources/{source_name}") +async def update_datasource(source_name: str, req: DataSourceConfigUpdate): + """更新数据源配置""" + from app.database import SessionLocal + db = SessionLocal() + try: + cfg = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == source_name + ).first() + if not cfg: + return {"code": 1, "message": "数据源不存在"} + + if req.is_enabled is not None: + cfg.is_enabled = req.is_enabled + if req.config_json is not None: + import json + cfg.config_json = json.dumps(req.config_json) + if req.priority is not None: + cfg.priority = req.priority + + db.commit() + + # 重新加载数据源 + DataSourceManager.load_enabled_sources() + + return {"code": 0, "message": "更新成功"} + except Exception as e: + db.rollback() + return {"code": 1, "message": f"更新失败: {str(e)}"} + finally: + db.close() + + +@app.post("/api/v1/datasources/{source_name}/test") +async def test_datasource(source_name: str): + """测试数据源连接""" + source = DataSourceManager.get_source(source_name) + if not source: + # 尝试创建临时实例测试 + from app.database import SessionLocal + import json + db = SessionLocal() + try: + cfg = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == source_name + ).first() + if not cfg: + return {"code": 1, "message": "数据源不存在"} + + config = json.loads(cfg.config_json) if cfg.config_json else {} + + # 动态获取数据源类 + source_class = DataSourceManager._source_map.get(source_name) + if not source_class: + return {"code": 1, "message": "不支持的数据源类型"} + + source = source_class(config) + finally: + db.close() + + ok, msg = source.health_check() + if ok: + # 更新状态 + from app.database import SessionLocal + db = SessionLocal() + try: + cfg = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == source_name + ).first() + if cfg: + cfg.status = "ok" + cfg.error_msg = None + db.commit() + finally: + db.close() + return {"code": 0, "message": "连接成功", "data": {"status": "ok"}} + else: + from app.database import SessionLocal + db = SessionLocal() + try: + cfg = db.query(DataSourceConfig).filter( + DataSourceConfig.source_name == source_name + ).first() + if cfg: + cfg.status = "error" + cfg.error_msg = msg + db.commit() + finally: + db.close() + return {"code": 1, "message": f"连接失败: {msg}", "data": {"status": "error"}} diff --git a/backend/app/models/__init__.py b/backend/app/models/__init__.py new file mode 100644 index 0000000..ea736d8 --- /dev/null +++ b/backend/app/models/__init__.py @@ -0,0 +1,113 @@ +from app.database import Base +from sqlalchemy import Column, Integer, String, Float, DateTime, BigInteger, Boolean, Text, Index +from datetime import datetime + + +class ContractInfo(Base): + """期货合约信息表""" + __tablename__ = "contract_info" + + id = Column(Integer, primary_key=True, autoincrement=True) + symbol = Column(String(20), unique=True, nullable=False, comment="合约代码，如 rb2401") + exchange = Column(String(10), nullable=False, comment="交易所代码: SHFE/DCE/CZCE/INE/CFFEX") + name = Column(String(50), comment="合约名称") + product = Column(String(20), comment="品种代码，如 rb") + multiplier = Column(Integer, default=10, comment="合约乘数") + price_tick = Column(Float, comment="最小变动价位") + limit_up_ratio = Column(Float, comment="涨停板比例") + limit_down_ratio = Column(Float, comment="跌停板比例") + expire_date = Column(DateTime, comment="到期日") + is_active = Column(Boolean, default=True, comment="是否活跃") + created_at = Column(DateTime, default=datetime.utcnow) + updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow) + + __table_args__ = ( + Index("idx_contract_product", "product"), + Index("idx_contract_exchange", "exchange"), + ) + + +class KlineDaily(Base): + """日K线表""" + __tablename__ = "kline_daily" + + id = Column(Integer, primary_key=True, autoincrement=True) + symbol = Column(String(20), nullable=False) + trade_date = Column(DateTime, nullable=False) + open = Column(Float) + high = Column(Float) + low = Column(Float) + close = Column(Float) + volume = Column(BigInteger, comment="成交量") + turnover = Column(Float, comment="成交额") + open_interest = Column(BigInteger, comment="持仓量") + settle = Column(Float, comment="结算价") + pre_settle = Column(Float, comment="昨结算") + created_at = Column(DateTime, default=datetime.utcnow) + updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow) + + __table_args__ = ( + Index("idx_kline_daily_symbol_date", "symbol", "trade_date", unique=True), + ) + + +class KlineWeekly(Base): + """周K线表""" + __tablename__ = "kline_weekly" + + id = Column(Integer, primary_key=True, autoincrement=True) + symbol = Column(String(20), nullable=False) + trade_date = Column(DateTime, nullable=False, comment="周最后一天") + open = Column(Float) + high = Column(Float) + low = Column(Float) + close = Column(Float) + volume = Column(BigInteger) + turnover = Column(Float) + open_interest = Column(BigInteger) + created_at = Column(DateTime, default=datetime.utcnow) + updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow) + + __table_args__ = ( + Index("idx_kline_weekly_symbol_date", "symbol", "trade_date", unique=True), + ) + + +class KlineIntraday(Base): + """分钟级K线表（5m/15m/30m/60m共用，通过period区分）""" + __tablename__ = "kline_intraday" + + id = Column(Integer, primary_key=True, autoincrement=True) + symbol = Column(String(20), nullable=False) + period = Column(String(10), nullable=False, comment="周期: 5m/15m/30m/60m") + trade_time = Column(DateTime, nullable=False) + open = Column(Float) + high = Column(Float) + low = Column(Float) + close = Column(Float) + volume = Column(BigInteger) + turnover = Column(Float) + open_interest = Column(BigInteger) + created_at = Column(DateTime, default=datetime.utcnow) + updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow) + + __table_args__ = ( + Index("idx_kline_intraday_symbol_period_time", "symbol", "period", "trade_time", unique=True), + ) + + +class DataSourceConfig(Base): + """数据源配置表""" + __tablename__ = "data_source_config" + + id = Column(Integer, primary_key=True, autoincrement=True) + source_name = Column(String(30), unique=True, nullable=False, comment="数据源名称: tushare/ctp") + display_name = Column(String(50), comment="显示名称") + is_enabled = Column(Boolean, default=False, comment="是否启用") + config_json = Column(Text, comment="JSON格式的配置信息") + priority = Column(Integer, default=0, comment="优先级，数字越小优先级越高") + last_sync_time = Column(DateTime, comment="最后同步时间") + status = Column(String(20), default="unknown", comment="状态: ok/error/unknown") + error_msg = Column(Text, comment="错误信息") + created_at = Column(DateTime, default=datetime.utcnow) + updated_at = Column(DateTime, default=datetime.utcnow, onupdate=datetime.utcnow) diff --git a/backend/app/schemas/__init__.py b/backend/app/schemas/__init__.py new file mode 100644 index 0000000..06bfb50 --- /dev/null +++ b/backend/app/schemas/__init__.py @@ -0,0 +1,102 @@ +from pydantic import BaseModel +from typing import Optional, List +from datetime import datetime + + +# ========== 合约相关 ========== +class ContractInfo(BaseModel): + id: int + symbol: str + exchange: str + name: Optional[str] = None + product: Optional[str] = None + multiplier: Optional[int] = None + price_tick: Optional[float] = None + is_active: Optional[bool] = None + + class Config: + from_attributes = True + + +class ContractListResponse(BaseModel): + total: int + items: List[ContractInfo] + + +# ========== K线相关 ========== +class KlineItem(BaseModel): + trade_time: datetime + open: Optional[float] = None + high: Optional[float] = None + low: Optional[float] = None + close: Optional[float] = None + volume: Optional[int] = None + turnover: Optional[float] = None + open_interest: Optional[int] = None + + class Config: + from_attributes = True + + +class KlineRequest(BaseModel): + symbol: str + period: str = "daily" # daily/weekly/5m/15m/30m/60m + start_date: Optional[str] = None # YYYY-MM-DD or YYYY-MM-DD HH:MM:SS + end_date: Optional[str] = None + limit: int = 500 # 默认返回最近500条 + + +class KlineResponse(BaseModel): + symbol: str + period: str + total: int + items: List[KlineItem] + + +# ========== 数据源相关 ========== +class DataSourceConfigItem(BaseModel): + id: int + source_name: str + display_name: Optional[str] = None + is_enabled: bool + priority: int + status: str + error_msg: Optional[str] = None + last_sync_time: Optional[datetime] = None + + class Config: + from_attributes = True + + +class DataSourceConfigUpdate(BaseModel): + is_enabled: Optional[bool] = None + config_json: Optional[dict] = None + priority: Optional[int] = None + + +class DataSourceCreate(BaseModel): + source_name: str + display_name: Optional[str] = None + config_json: Optional[dict] = None + priority: int = 0 + + +class DataSourceStatus(BaseModel): + source_name: str + is_enabled: bool + status: str + error_msg: Optional[str] = None + last_sync_time: Optional[datetime] = None + + +# ========== 通用 ========== +class ApiResponse(BaseModel): + code: int = 0 + message: str = "ok" + data: Optional[dict] = None + + +class HealthResponse(BaseModel): + status: str + services: dict + version: str diff --git a/backend/app/services/__init__.py b/backend/app/services/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/backend/app/services/contract_service.py b/backend/app/services/contract_service.py new file mode 100644 index 0000000..cf02a7d --- /dev/null +++ b/backend/app/services/contract_service.py @@ -0,0 +1,110 @@ +from typing import List, Optional +from sqlalchemy.orm import Session +from app.models import ContractInfo +from app.services.datasource.manager import DataSourceManager +from app.database import SessionLocal + + +class ContractService: + """合约信息服务""" + + def __init__(self): + self.manager = DataSourceManager() + + def sync_contracts(self) -> int: + """从数据源同步合约列表到数据库""" + source = self.manager.get_primary_source() + if not source: + raise Exception("没有可用的数据源") + + # Tushare 需要遍历所有交易所 + exchanges = ["CFFEX", "SHFE", "DCE", "CZCE", "INE", "GFEX"] + all_contracts = [] + + for ex in exchanges: + try: + contracts = source.get_contract_list(exchange=ex) + all_contracts.extend(contracts) + except Exception: + continue # 某个交易所失败不影响其他 + + # 去重：基于 symbol + seen_symbols = set() + unique_contracts = [] + for c in all_contracts: + if c["symbol"] not in seen_symbols: + seen_symbols.add(c["symbol"]) + unique_contracts.append(c) + all_contracts = unique_contracts + + db = SessionLocal() + count = 0 + try: + for c in all_contracts: + contract = db.query(ContractInfo).filter( + ContractInfo.symbol == c["symbol"] + ).first() + + if contract: + contract.exchange = c["exchange"] + contract.name = c["name"] + contract.product = c["product"] + contract.multiplier = c["multiplier"] + contract.price_tick = c["price_tick"] + contract.expire_date = c["expire_date"] + contract.is_active = c["is_active"] + else: + contract = ContractInfo( + symbol=c["symbol"], + exchange=c["exchange"], + name=c["name"], + product=c["product"], + multiplier=c["multiplier"], + price_tick=c["price_tick"], + expire_date=c["expire_date"], + is_active=c["is_active"], + ) + db.add(contract) + count += 1 + + db.commit() + except Exception: + db.rollback() + raise + finally: + db.close() + + return count + + def get_contracts( + self, + exchange: Optional[str] = None, + product: Optional[str] = None, + is_active: Optional[bool] = None + ) -> List[ContractInfo]: + """查询合约列表""" + db = SessionLocal() + try: + query = db.query(ContractInfo) + if exchange: + query = query.filter(ContractInfo.exchange == exchange) + if product: + query = query.filter(ContractInfo.product == product) + if is_active is not None: + query = query.filter(ContractInfo.is_active == is_active) + + query = query.order_by(ContractInfo.symbol) + return query.all() + finally: + db.close() + + def get_contract(self, symbol: str) -> Optional[ContractInfo]: + """查询单个合约""" + db = SessionLocal() + try: + return db.query(ContractInfo).filter(ContractInfo.symbol == symbol).first() + finally: + db.close() + + +contract_service = ContractService() diff --git a/backend/app/services/datasource/__init__.py b/backend/app/services/datasource/__init__.py new file mode 100644 index 0000000..e69de29 diff --git a/backend/app/services/datasource/akshare.py b/backend/app/services/datasource/akshare.py new file mode 100644 index 0000000..b754590 --- /dev/null +++ b/backend/app/services/datasource/akshare.py @@ -0,0 +1,318 @@ +import akshare as ak +import pandas as pd +import random +import time +import logging +import requests +from typing import List, Optional, Dict +from datetime import datetime +from app.services.datasource.base import DataSourceBase + +logger = logging.getLogger(__name__) + + +class SmartRequester: + """ + 反爬综合管理器：集成 Headers 伪装、拟人化延时、重试机制 + (IP 代理部分暂按文档要求空缺，后续扩展) + """ + + def __init__(self, max_retries: int = 3): + self.max_retries = max_retries + self.session = requests.Session() + + # User-Agent 池 + self.user_agents = [ + "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/115.0.0.0 Safari/537.36", + "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/114.0.0.0 Safari/537.36", + "Mozilla/5.0 (Windows NT 10.0; Win64; x64; rv:109.0) Gecko/20100101 Firefox/115.0", + "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/113.0.0.0 Safari/537.36 Edg/113.0.1774.42", + ] + + def get_random_headers(self, referer: str = "https://finance.sina.com.cn/") -> Dict[str, str]: + """生成随机请求头，模拟真实浏览器""" + return { + "User-Agent": random.choice(self.user_agents), + "Referer": referer, + "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,*/*;q=0.8", + "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8", + "Accept-Encoding": "gzip, deflate, br", + "Connection": "keep-alive", + "Upgrade-Insecure-Requests": "1", + } + + def request(self, url, referer="https://finance.sina.com.cn/", method="GET", **kwargs) -> Optional[requests.Response]: + """执行智能请求""" + last_error = None + + for attempt in range(self.max_retries): + try: + # 1. 拟人化延时 + if attempt == 0: + time.sleep(random.uniform(0.5, 1.5)) + else: + delay = (2 ** attempt) + random.uniform(1, 3) + logging.warning(f"第 {attempt+1} 次重试，等待 {delay:.1f} 秒...") + time.sleep(delay) + + # 2. 轮换 Headers + headers = kwargs.pop("headers", {}) + random_headers = self.get_random_headers(referer=referer) + headers.update(random_headers) + kwargs["headers"] = headers + + # 3. 发送请求 + logging.debug(f"请求: {method} {url}") + response = self.session.request(method, url, timeout=10, **kwargs) + + # 4. 检查状态 + if response.status_code == 200: + logging.info("✅ 请求成功") + return response + elif response.status_code == 403: + logging.warning("⚠️ 收到 403 Forbidden，将尝试重试") + raise requests.exceptions.HTTPError("403 Forbidden") + else: + response.raise_for_status() + + except Exception as e: + last_error = e + logging.warning(f"❌ 请求失败: {str(e)}") + + logging.error(f"🚫 所有 {self.max_retries} 次尝试均失败") + return None + + +class AkshareSource(DataSourceBase): + """AKShare 数据源适配器""" + + def __init__(self, config: dict): + super().__init__(config) + self.name = "akshare" + self.requester = SmartRequester(max_retries=config.get("max_retries", 3)) + + def initialize(self) -> bool: + """初始化检查""" + try: + ak.__version__ + self._initialized = True + return True + except Exception as e: + self._initialized = False + logging.error(f"AkshareSource 初始化失败: {e}") + return False + + def get_contract_list(self, exchange: Optional[str] = None) -> List[dict]: + """获取期货合约列表""" + if not self._initialized: + self.initialize() + + results = [] + try: + exchanges_to_fetch = ["CZCE", "DCE", "SHFE", "INE", "CFFEX", "GFEX"] + if exchange: + exchanges_to_fetch = [exchange] + + for ex in exchanges_to_fetch: + try: + func_name = f"futures_contract_info_{ex.lower()}" + if hasattr(ak, func_name): + df = getattr(ak, func_name)() + else: + continue + + if df is not None and not df.empty: + # 统一列名映射 + col_map = {} + if '合约代码' in df.columns: + col_map['合约代码'] = 'symbol' + if '产品代码' in df.columns: + col_map['产品代码'] = 'product' + if '品种' in df.columns: + col_map['品种'] = 'product' + if '交易单位' in df.columns: + col_map['交易单位'] = 'multiplier' + if '最小变动价位' in df.columns: + col_map['最小变动价位'] = 'price_tick' + if '上市日' in df.columns: + col_map['上市日'] = 'list_date' + if '到期日' in df.columns: + col_map['到期日'] = 'expire_date' + + df = df.rename(columns=col_map) + + for _, row in df.iterrows(): + symbol = row.get("symbol") + if not symbol: + continue + + # 提取品种代码 (通常 symbol 最后两位是年月，前面是品种，如 rb2401 -> rb) + product = row.get("product", "") + if not product and len(symbol) > 2: + # 简单提取字母部分 + import re + match = re.match(r"([a-zA-Z]+)", symbol) + if match: + product = match.group(1).lower() + + multiplier = row.get("multiplier") + if multiplier: + try: + multiplier = int(float(str(multiplier).replace(',', ''))) + except: + multiplier = 10 + else: + multiplier = 10 # 默认值 + + price_tick = row.get("price_tick") + if price_tick: + try: + price_tick = float(str(price_tick).replace(',', '')) + except: + price_tick = None + + results.append({ + "symbol": symbol, + "exchange": ex, + "name": symbol, # AKShare 通常不返回中文名称，用代码代替 + "product": product, + "multiplier": multiplier, + "price_tick": price_tick, + "expire_date": self._parse_date(row.get("expire_date")), + "is_active": True, + }) + except Exception as e: + logging.warning(f"获取 {ex} 合约列表失败: {e}") + continue + + except Exception as e: + logging.error(f"获取合约列表异常: {e}") + + return results + + def _parse_date(self, date_str) -> Optional[datetime]: + """解析日期""" + if not date_str: + return None + try: + if isinstance(date_str, str): + return datetime.strptime(date_str, "%Y-%m-%d") + elif isinstance(date_str, pd.Timestamp): + return date_str.to_pydatetime() + return None + except: + return None + + def get_kline_daily(self, symbol: str, start_date: str, end_date: str) -> pd.DataFrame: + """获取日 K 线数据""" + logger.info(f"[AKShare-日K线] 开始获取 symbol={symbol}, start_date={start_date}, end_date={end_date}") + + if not self._initialized: + logger.info(f"[AKShare-日K线] 初始化 AKShare") + self.initialize() + + try: + # AKShare 期货日 K 线接口：futures_zh_daily_sina + logger.info(f"[AKShare-日K线] 调用 ak.futures_zh_daily_sina(symbol='{symbol}')") + df = ak.futures_zh_daily_sina(symbol=symbol) + + if df is None or df.empty: + logger.warning(f"[AKShare-日K线] AKShare 返回空数据，symbol={symbol}") + return pd.DataFrame() + + logger.info(f"[AKShare-日K线] AKShare 返回 {len(df)} 条原始数据") + logger.debug(f"[AKShare-日K线] 原始数据列: {df.columns.tolist()}") + logger.debug(f"[AKShare-日K线] 原始数据样例:\n{df.head()}") + + # 过滤日期范围 + df['date'] = pd.to_datetime(df['date']) + logger.debug(f"[AKShare-日K线] 日期范围: {df['date'].min()} ~ {df['date'].max()}") + + mask = (df['date'] >= start_date) & (df['date'] <= end_date) + df_filtered = df.loc[mask].copy() + logger.info(f"[AKShare-日K线] 日期过滤后剩余 {len(df_filtered)} 条记录") + + # 统一列名 + df_filtered = df_filtered.rename(columns={ + "date": "trade_date", + "open": "open", + "high": "high", + "low": "low", + "close": "close", + "volume": "volume", + "hold": "open_interest", + "settle": "settle", + }) + + # AKShare 日线通常没有 turnover 和 pre_settle，置空 + df_filtered["turnover"] = None + df_filtered["pre_settle"] = None + + df_filtered["trade_date"] = pd.to_datetime(df_filtered["trade_date"]) + logger.info(f"[AKShare-日K线] 最终返回 {len(df_filtered)} 条记录") + + return df_filtered[["trade_date", "open", "high", "low", "close", "volume", "turnover", "open_interest", "settle", "pre_settle"]] + + except Exception as e: + logger.error(f"[AKShare-日K线] 获取 {symbol} 日 K 线失败: {e}", exc_info=True) + return pd.DataFrame() + + def get_kline_weekly(self, symbol: str, start_date: str, end_date: str) -> pd.DataFrame: + """获取周 K 线数据 (通过日 K 聚合)""" + daily_df = self.get_kline_daily(symbol, start_date, end_date) + if daily_df.empty: + return pd.DataFrame() + + daily_df = daily_df.set_index("trade_date") + weekly = daily_df.resample("W-FRI").agg({ + "open": "first", + "high": "max", + "low": "min", + "close": "last", + "volume": "sum", + "turnover": "sum", + "open_interest": "last", + }).dropna() + + weekly = weekly.reset_index() + weekly = weekly.rename(columns={"trade_date": "trade_date"}) + return weekly + + def get_kline_intraday(self, symbol: str, period: str, start_date: str, end_date: str) -> pd.DataFrame: + """获取分钟级 K 线数据""" + if not self._initialized: + self.initialize() + + try: + # AKShare 期货分钟 K 线接口：futures_zh_minute_sina + period_map = {"5m": "5", "15m": "15", "30m": "30", "60m": "60"} + freq = period_map.get(period, "5") + + df = ak.futures_zh_minute_sina(symbol=symbol, period=freq) + + if df is None or df.empty: + return pd.DataFrame() + + # 过滤日期 + df['datetime'] = pd.to_datetime(df['datetime']) + mask = (df['datetime'] >= start_date) & (df['datetime'] <= end_date) + df = df.loc[mask].copy() + + # 统一列名 + df = df.rename(columns={ + "datetime": "trade_time", + "open": "open", + "high": "high", + "low": "low", + "close": "close", + "volume": "volume", + "hold": "open_interest", + }) + + df["turnover"] = None + + return df[["trade_time", "open", "high", "low", "close", "volume", "turnover", "open_interest"]] + + except Exception as e: + logging.error(f"获取 {symbol} 分钟 K 线失败: {e}") + return pd.DataFrame() diff --git a/backend/app/services/datasource/base.py b/backend/app/services/datasource/base.py new file mode 100644 index 0000000..b90ef26 --- /dev/null +++ b/backend/app/services/datasource/base.py @@ -0,0 +1,76 @@ +from abc import ABC, abstractmethod +from typing import List, Optional +from datetime import datetime +import pandas as pd + + +class DataSourceBase(ABC): + """数据源基类，所有数据源适配器必须实现这些接口""" + + def __init__(self, config: dict): + self.config = config + self.name = self.__class__.__name__ + self._initialized = False + + @abstractmethod + def initialize(self) -> bool: + """初始化数据源连接，返回是否成功""" + pass + + @abstractmethod + def get_contract_list(self, exchange: Optional[str] = None) -> List[dict]: + """ + 获取合约列表 + 返回: [{"symbol": "rb2401", "exchange": "SHFE", "name": "螺纹钢2401", ...}] + """ + pass + + @abstractmethod + def get_kline_daily( + self, + symbol: str, + start_date: str, + end_date: str + ) -> pd.DataFrame: + """ + 获取日K线数据 + 返回 DataFrame 包含: trade_date, open, high, low, close, volume, turnover, open_interest, settle, pre_settle + """ + pass + + @abstractmethod + def get_kline_weekly( + self, + symbol: str, + start_date: str, + end_date: str + ) -> pd.DataFrame: + """ + 获取周K线数据 + 返回 DataFrame 包含: trade_date, open, high, low, close, volume, turnover, open_interest + """ + pass + + @abstractmethod + def get_kline_intraday( + self, + symbol: str, + period: str, # 5m/15m/30m/60m + start_date: str, + end_date: str + ) -> pd.DataFrame: + """ + 获取分钟级K线数据 + 返回 DataFrame 包含: trade_time, open, high, low, close, volume, turnover, open_interest + """ + pass + + def health_check(self) -> tuple[bool, str]: + """健康检查，返回 (是否健康, 错误信息)""" + try: + ok = self.initialize() + if ok: + return True, "" + return False, "初始化失败" + except Exception as e: + return False, str(e) diff --git a/backend/app/services/datasource/manager.py b/backend/app/services/datasource/manager.py new file mode 100644 index 0000000..893f4fd --- /dev/null +++ b/backend/app/services/datasource/manager.py @@ -0,0 +1,97 @@ +from typing import Dict, Optional, List +import json +from app.services.datasource.base import DataSourceBase +from app.services.datasource.tushare import TushareSource +from app.services.datasource.akshare import AkshareSource +from app.database import SessionLocal +from app.models import DataSourceConfig + + +class DataSourceManager: + """数据源管理器：管理多个数据源的注册、切换和调用""" + + _sources: Dict[str, DataSourceBase] = {} + _source_map = { + "tushare": TushareSource, + "akshare": AkshareSource, + # "ctp": CtpSource, # 后续扩展 + } + + @classmethod + def register(cls, name: str, source_class): + """注册新的数据源类型""" + cls._source_map[name] = source_class + + @classmethod + def get_source(cls, name: str) -> Optional[DataSourceBase]: + """获取已初始化的数据源实例""" + return cls._sources.get(name) + + @classmethod + def load_enabled_sources(cls): + """从数据库加载启用的数据源""" + db = SessionLocal() + try: + configs = db.query(DataSourceConfig).filter( + DataSourceConfig.is_enabled == True + ).order_by(DataSourceConfig.priority).all() + + for cfg in configs: + if cfg.source_name in cls._source_map: + source_class = cls._source_map[cfg.source_name] + try: + config = json.loads(cfg.config_json) if cfg.config_json else {} + except json.JSONDecodeError: + config = {} + source = source_class(config) + cls._sources[cfg.source_name] = source + finally: + db.close() + + @classmethod + def get_primary_source(cls) -> Optional[DataSourceBase]: + """获取优先级最高的已启用数据源""" + if not cls._sources: + cls.load_enabled_sources() + + # 按优先级排序 + db = SessionLocal() + try: + primary_cfg = db.query(DataSourceConfig).filter( + DataSourceConfig.is_enabled == True + ).order_by(DataSourceConfig.priority).first() + + if primary_cfg and primary_cfg.source_name in cls._sources: + return cls._sources[primary_cfg.source_name] + return None + finally: + db.close() + + @classmethod + def get_all_sources_status(cls) -> List[dict]: + """获取所有数据源状态""" + db = SessionLocal() + try: + configs = db.query(DataSourceConfig).all() + result = [] + for cfg in configs: + # 解析 config_json + try: + config_json = json.loads(cfg.config_json) if cfg.config_json else {} + except json.JSONDecodeError: + config_json = {} + + status = { + "source_name": cfg.source_name, + "display_name": cfg.display_name, + "is_enabled": cfg.is_enabled, + "priority": cfg.priority, + "status": cfg.status, + "error_msg": cfg.error_msg, + "last_sync_time": cfg.last_sync_time, + "config_json": config_json, + } + result.append(status) + return result + finally: + db.close() diff --git a/backend/app/services/datasource/tushare.py b/backend/app/services/datasource/tushare.py new file mode 100644 index 0000000..364cd2c --- /dev/null +++ b/backend/app/services/datasource/tushare.py @@ -0,0 +1,201 @@ +import tushare as ts +import pandas as pd +from typing import List, Optional +from datetime import datetime +from app.services.datasource.base import DataSourceBase +from app.config import settings + + +class TushareSource(DataSourceBase): + """Tushare 数据源适配器""" + + def __init__(self, config: dict): + super().__init__(config) + self.name = "tushare" + self.pro = None + self._token = config.get("token", settings.TUSHARE_TOKEN) + + def initialize(self) -> bool: + """初始化 Tushare 连接""" + try: + ts.set_token(self._token) + self.pro = ts.pro_api() + # 简单测试连接 + self.pro.trade_cal(exchange="DCE", start_date="20240101", end_date="20240105") + self._initialized = True + return True + except Exception as e: + self._initialized = False + raise e + + def _format_date(self, date_str: str) -> str: + """将 YYYY-MM-DD 转换为 YYYYMMDD""" + return date_str.replace("-", "") + + def get_contract_list(self, exchange: Optional[str] = None) -> List[dict]: + """获取期货合约列表""" + if not self._initialized: + self.initialize() + + # Tushare 获取合约信息 + df = self.pro.fut_basic( + exchange=exchange or "CFFEX", # 需要分别查询每个交易所 + fut_type="1", # 1=标准合约 + fut_series="" + ) + + results = [] + if df is not None and not df.empty: + for _, row in df.iterrows(): + results.append({ + "symbol": row.get("symbol", ""), + "exchange": self._map_exchange(row.get("exchange", "")), + "name": row.get("name", ""), + "product": row.get("underlying_symbol", ""), + "multiplier": int(row.get("contract_multiplier", 10)) if row.get("contract_multiplier") else 10, + "price_tick": float(row.get("price_tick", 0)) if row.get("price_tick") else None, + "expire_date": self._parse_date(row.get("delist_date", "")), + "is_active": row.get("list_status", "") == "L", + }) + + return results + + def _map_exchange(self, exchange: str) -> str: + """交易所代码映射""" + mapping = { + "CFFEX": "CFFEX", + "SHFE": "SHFE", + "DCE": "DCE", + "CZCE": "ZCE", # Tushare 用 CZCE，我们统一用 ZCE + "INE": "INE", + "GFEX": "GFEX", + } + return mapping.get(exchange, exchange) + + def _parse_date(self, date_str: str) -> Optional[datetime]: + """解析日期字符串""" + if not date_str: + return None + try: + return datetime.strptime(str(date_str), "%Y%m%d") + except Exception: + return None + + def get_kline_daily( + self, + symbol: str, + start_date: str, + end_date: str + ) -> pd.DataFrame: + """获取日K线数据""" + if not self._initialized: + self.initialize() + + start = self._format_date(start_date) + end = self._format_date(end_date) + + df = self.pro.fut_daily( + ts_code=symbol, + start_date=start, + end_date=end + ) + + if df is None or df.empty: + return pd.DataFrame() + + # 统一列名 + df = df.rename(columns={ + "trade_date": "trade_date", + "open": "open", + "high": "high", + "low": "low", + "close": "close", + "vol": "volume", + "amount": "turnover", + "oi": "open_interest", + "settle": "settle", + "pre_settle": "pre_settle", + }) + + df["trade_date"] = pd.to_datetime(df["trade_date"]) + return df[["trade_date", "open", "high", "low", "close", "volume", "turnover", "open_interest", "settle", "pre_settle"]] + + def get_kline_weekly( + self, + symbol: str, + start_date: str, + end_date: str + ) -> pd.DataFrame: + """ + 获取周K线数据 + Tushare 没有直接的周K接口，通过日K聚合 + """ + daily_df = self.get_kline_daily(symbol, start_date, end_date) + if daily_df.empty: + return pd.DataFrame() + + # 按周聚合 + daily_df = daily_df.set_index("trade_date") + weekly = daily_df.resample("W-FRI").agg({ + "open": "first", + "high": "max", + "low": "min", + "close": "last", + "volume": "sum", + "turnover": "sum", + "open_interest": "last", + }).dropna() + + weekly = weekly.reset_index() + weekly = weekly.rename(columns={"trade_date": "trade_date"}) + return weekly + + def get_kline_intraday( + self, + symbol: str, + period: str, + start_date: str, + end_date: str + ) -> pd.DataFrame: + """ + 获取分钟级K线数据 + Tushare 的 fut_mins 接口 + """ + if not self._initialized: + self.initialize() + + # Tushare fut_mins 接口 + start = self._format_date(start_date) + end = self._format_date(end_date) + + # 分钟数映射 + freq_map = {"5m": "5", "15m": "15", "30m": "30", "60m": "60"} + freq = freq_map.get(period, "5") + + try: + df = self.pro.fut_mins( + ts_code=symbol, + freq=freq, + start_date=start, + end_date=end + ) + except Exception: + # 部分交易所可能不支持分钟数据 + return pd.DataFrame() + + if df is None or df.empty: + return pd.DataFrame() + + df = df.rename(columns={ + "trade_time": "trade_time", + "open": "open", + "high": "high", + "low": "low", + "close": "close", + "vol": "volume", + "amount": "turnover", + "oi": "open_interest", + }) + + df["trade_time"] = pd.to_datetime(df["trade_time"]) + return df[["trade_time", "open", "high", "low", "close", "volume", "turnover", "open_interest"]] diff --git a/backend/app/services/kline_service.py b/backend/app/services/kline_service.py new file mode 100644 index 0000000..8b1c585 --- /dev/null +++ b/backend/app/services/kline_service.py @@ -0,0 +1,346 @@ +from typing import List, Optional +from datetime import datetime, timedelta +from sqlalchemy.orm import Session +from sqlalchemy import and_ +import pandas as pd +import logging + +from app.models import KlineDaily, KlineWeekly, KlineIntraday, ContractInfo +from app.services.datasource.manager import DataSourceManager +from app.database import SessionLocal + +logger = logging.getLogger(__name__) + + +class KlineService: + """K线数据服务：负责从数据源拉取数据、存储到数据库、查询缓存""" + + def __init__(self): + self.manager = DataSourceManager() + + def _ensure_source(self): + """确保数据源已加载""" + source = self.manager.get_primary_source() + if not source: + raise Exception("没有可用的数据源，请先在管理后台配置并启用数据源") + return source + + # ========== 同步数据 ========== + + def sync_daily( + self, + symbol: str, + start_date: str, + end_date: str + ) -> int: + """同步日K线数据到数据库""" + logger.info(f"[同步日K线] 开始同步 symbol={symbol}, start_date={start_date}, end_date={end_date}") + source = self._ensure_source() + logger.info(f"[同步日K线] 使用数据源: {source.name}") + + df = source.get_kline_daily(symbol, start_date, end_date) + logger.info(f"[同步日K线] 从数据源获取到 {len(df)} 条记录") + + if df.empty: + logger.warning(f"[同步日K线] 数据源返回空数据，symbol={symbol}") + return 0 + + db = SessionLocal() + count = 0 + try: + for _, row in df.iterrows(): + kline = db.query(KlineDaily).filter( + and_( + KlineDaily.symbol == symbol, + KlineDaily.trade_date == row["trade_date"] + ) + ).first() + + if kline: + kline.open = row.get("open") + kline.high = row.get("high") + kline.low = row.get("low") + kline.close = row.get("close") + kline.volume = row.get("volume") + kline.turnover = row.get("turnover") + kline.open_interest = row.get("open_interest") + kline.settle = row.get("settle") + kline.pre_settle = row.get("pre_settle") + kline.updated_at = datetime.utcnow() + else: + kline = KlineDaily( + symbol=symbol, + trade_date=row["trade_date"], + open=row.get("open"), + high=row.get("high"), + low=row.get("low"), + close=row.get("close"), + volume=row.get("volume"), + turnover=row.get("turnover"), + open_interest=row.get("open_interest"), + settle=row.get("settle"), + pre_settle=row.get("pre_settle"), + ) + db.add(kline) + count += 1 + + db.commit() + logger.info(f"[同步日K线] 成功同步 {count} 条记录到数据库") + except Exception as e: + db.rollback() + logger.error(f"[同步日K线] 同步失败: {e}", exc_info=True) + raise + finally: + db.close() + + return count + + def sync_weekly( + self, + symbol: str, + start_date: str, + end_date: str + ) -> int: + """同步周K线数据""" + source = self._ensure_source() + df = source.get_kline_weekly(symbol, start_date, end_date) + if df.empty: + return 0 + + db = SessionLocal() + count = 0 + try: + for _, row in df.iterrows(): + kline = db.query(KlineWeekly).filter( + and_( + KlineWeekly.symbol == symbol, + KlineWeekly.trade_date == row["trade_date"] + ) + ).first() + + if kline: + kline.open = row.get("open") + kline.high = row.get("high") + kline.low = row.get("low") + kline.close = row.get("close") + kline.volume = row.get("volume") + kline.turnover = row.get("turnover") + kline.open_interest = row.get("open_interest") + kline.updated_at = datetime.utcnow() + else: + kline = KlineWeekly( + symbol=symbol, + trade_date=row["trade_date"], + open=row.get("open"), + high=row.get("high"), + low=row.get("low"), + close=row.get("close"), + volume=row.get("volume"), + turnover=row.get("turnover"), + open_interest=row.get("open_interest"), + ) + db.add(kline) + count += 1 + + db.commit() + except Exception: + db.rollback() + raise + finally: + db.close() + + return count + + def sync_intraday( + self, + symbol: str, + period: str, + start_date: str, + end_date: str + ) -> int: + """同步分钟级K线数据""" + source = self._ensure_source() + df = source.get_kline_intraday(symbol, period, start_date, end_date) + if df.empty: + return 0 + + db = SessionLocal() + count = 0 + try: + for _, row in df.iterrows(): + kline = db.query(KlineIntraday).filter( + and_( + KlineIntraday.symbol == symbol, + KlineIntraday.period == period, + KlineIntraday.trade_time == row["trade_time"] + ) + ).first() + + if kline: + kline.open = row.get("open") + kline.high = row.get("high") + kline.low = row.get("low") + kline.close = row.get("close") + kline.volume = row.get("volume") + kline.turnover = row.get("turnover") + kline.open_interest = row.get("open_interest") + kline.updated_at = datetime.utcnow() + else: + kline = KlineIntraday( + symbol=symbol, + period=period, + trade_time=row["trade_time"], + open=row.get("open"), + high=row.get("high"), + low=row.get("low"), + close=row.get("close"), + volume=row.get("volume"), + turnover=row.get("turnover"), + open_interest=row.get("open_interest"), + ) + db.add(kline) + count += 1 + + db.commit() + except Exception: + db.rollback() + raise + finally: + db.close() + + return count + + # ========== 查询数据 ========== + + def get_kline( + self, + symbol: str, + period: str, + start_date: Optional[str] = None, + end_date: Optional[str] = None, + limit: int = 500 + ) -> List[dict]: + """查询K线数据（优先查库，如果数据库没有数据则自动同步）""" + logger.info(f"[查询K线] 开始查询 symbol={symbol}, period={period}, start_date={start_date}, end_date={end_date}, limit={limit}") + db = SessionLocal() + try: + if period == "daily": + items = self._query_daily(db, symbol, start_date, end_date, limit) + elif period == "weekly": + items = self._query_weekly(db, symbol, start_date, end_date, limit) + else: + items = self._query_intraday(db, symbol, period, start_date, end_date, limit) + + # 如果数据库中没有数据，自动同步 + if len(items) == 0: + logger.info(f"[查询K线] 数据库中没有 {symbol} 的 {period} K线数据，开始自动同步") + try: + sync_start = start_date or "2020-01-01" + sync_end = end_date or datetime.now().strftime("%Y-%m-%d") + logger.info(f"[查询K线] 自动同步日期范围: {sync_start} ~ {sync_end}") + + if period == "daily": + count = self.sync_daily(symbol, sync_start, sync_end) + elif period == "weekly": + count = self.sync_weekly(symbol, sync_start, sync_end) + else: + count = self.sync_intraday(symbol, period, sync_start, sync_end) + + if count > 0: + logger.info(f"[查询K线] 自动同步成功，共同步 {count} 条记录，重新查询数据库") + # 重新查询数据库获取同步后的数据 + if period == "daily": + items = self._query_daily(db, symbol, start_date, end_date, limit) + elif period == "weekly": + items = self._query_weekly(db, symbol, start_date, end_date, limit) + else: + items = self._query_intraday(db, symbol, period, start_date, end_date, limit) + else: + logger.warning(f"[查询K线] 自动同步完成，但数据源返回空数据") + except Exception as e: + logger.error(f"[查询K线] 自动同步失败: {e}", exc_info=True) + # 同步失败不影响查询，继续返回空结果 + + return items + finally: + db.close() + + def _query_daily(self, db: Session, symbol: str, start_date: str, end_date: str, limit: int) -> List[dict]: + logger.info(f"[查询日K线] symbol={symbol}, start_date={start_date}, end_date={end_date}, limit={limit}") + query = db.query(KlineDaily).filter(KlineDaily.symbol == symbol) + if start_date: + query = query.filter(KlineDaily.trade_date >= start_date) + if end_date: + query = query.filter(KlineDaily.trade_date <= end_date) + query = query.order_by(KlineDaily.trade_date.desc()).limit(limit) + + items = query.all() + logger.info(f"[查询日K线] 从数据库查询到 {len(items)} 条记录") + + return [ + { + "trade_time": item.trade_date, + "open": item.open, + "high": item.high, + "low": item.low, + "close": item.close, + "volume": item.volume, + "turnover": item.turnover, + "open_interest": item.open_interest, + } + for item in items + ] + + def _query_weekly(self, db: Session, symbol: str, start_date: str, end_date: str, limit: int) -> List[dict]: + query = db.query(KlineWeekly).filter(KlineWeekly.symbol == symbol) + if start_date: + query = query.filter(KlineWeekly.trade_date >= start_date) + if end_date: + query = query.filter(KlineWeekly.trade_date <= end_date) + query = query.order_by(KlineWeekly.trade_date.desc()).limit(limit) + + items = query.all() + return [ + { + "trade_time": item.trade_date, + "open": item.open, + "high": item.high, + "low": item.low, + "close": item.close, + "volume": item.volume, + "turnover": item.turnover, + "open_interest": item.open_interest, + } + for item in items + ] + + def _query_intraday(self, db: Session, symbol: str, period: str, start_date: str, end_date: str, limit: int) -> List[dict]: + query = db.query(KlineIntraday).filter( + and_( + KlineIntraday.symbol == symbol, + KlineIntraday.period == period + ) + ) + if start_date: + query = query.filter(KlineIntraday.trade_time >= start_date) + if end_date: + query = query.filter(KlineIntraday.trade_time <= end_date) + query = query.order_by(KlineIntraday.trade_time.desc()).limit(limit) + + items = query.all() + return [ + { + "trade_time": item.trade_time, + "open": item.open, + "high": item.high, + "low": item.low, + "close": item.close, + "volume": item.volume, + "turnover": item.turnover, + "open_interest": item.open_interest, + } + for item in items + ] + + +kline_service = KlineService() diff --git a/backend/requirements.txt b/backend/requirements.txt new file mode 100644 index 0000000..5260482 --- /dev/null +++ b/backend/requirements.txt @@ -0,0 +1,14 @@ +fastapi==0.115.6 +uvicorn[standard]==0.34.0 +sqlalchemy==2.0.36 +psycopg2-binary==2.9.10 +alembic==1.14.0 +pydantic==2.10.3 +pydantic-settings==2.7.0 +tushare==1.4.21 +akshare +redis==5.2.1 +httpx==0.28.1 +python-dotenv==1.0.1 +pandas==2.2.3 +apscheduler==3.10.4 diff --git a/docker-compose.yml b/docker-compose.yml new file mode 100644 index 0000000..259987d --- /dev/null +++ b/docker-compose.yml @@ -0,0 +1,66 @@ +version: '3.8' + +services: + postgres: + image: timescale/timescaledb:latest-pg16 + environment: + POSTGRES_DB: futures_data + POSTGRES_USER: futures + POSTGRES_PASSWORD: futures123 + ports: + - "5432:5432" + volumes: + - pg_data:/var/lib/postgresql/data + healthcheck: + test: ["CMD-SHELL", "pg_isready -U futures -d futures_data"] + interval: 5s + timeout: 5s + retries: 5 + + redis: + image: redis:7-alpine + ports: + - "6379:6379" + healthcheck: + test: ["CMD", "redis-cli", "ping"] + interval: 5s + timeout: 3s + retries: 5 + + backend: + build: + context: ./backend + dockerfile: ../Dockerfile.backend + ports: + - "8000:8000" + environment: + DB_HOST: postgres + DB_PORT: 5432 + DB_NAME: futures_data + DB_USER: futures + DB_PASSWORD: futures123 + REDIS_HOST: redis + REDIS_PORT: 6379 + TUSHARE_TOKEN: ${TUSHARE_TOKEN:-} + volumes: + - ./backend/app:/app/app + depends_on: + postgres: + condition: service_healthy + redis: + condition: service_healthy + + frontend: + build: + context: ./frontend + dockerfile: ../Dockerfile.frontend + ports: + - "3000:3000" + volumes: + - ./frontend:/app + - /app/node_modules + depends_on: + - backend + +volumes: + pg_data: diff --git a/docs/PROJECT_GUIDE.md b/docs/PROJECT_GUIDE.md new file mode 100644 index 0000000..7b2b8c9 --- /dev/null +++ b/docs/PROJECT_GUIDE.md @@ -0,0 +1,202 @@ +# 期货统一数据平台 - 项目文档 + +> **版本**: 0.1.0 +> **状态**: 开发中 (Dev) +> **维护者**: 小马哥 + +--- + +## 1. 项目概述 + +本项目是一个**期货统一数据平台**，旨在解决多数据源接入、数据格式不统一、历史行情查询困难等问题。平台提供标准化的 RESTful API 供外部系统或 AI 调用，并配备管理后台进行数据源配置、合约管理及行情可视化。 + +### 核心目标 +- **统一出口**：无论底层是 Tushare、CTP 还是其他数据源，对外提供统一的数据格式。 +- **灵活配置**：支持多数据源切换、优先级管理。 +- **高效缓存**：针对历史 K 线数据（日 K/周 K/分钟级）进行分级存储。 +- **易于扩展**：基于适配器模式，新增数据源只需实现标准接口。 + +--- + +## 2. 技术架构 + +### 2.1 技术栈 + +| 层次 | 技术选型 | 说明 | +|------|----------|------| +| **前端** | Vue3 + Vite + Element Plus | 现代化 SPA，响应式布局 | +| **图表** | Apache ECharts 5 | 专业金融 K 线图表渲染 | +| **后端** | Python 3.11 + FastAPI | 高性能异步 Web 框架 | +| **数据库** | PostgreSQL + TimescaleDB | 专为时序数据优化，支持高效压缩与查询 | +| **本地开发** | SQLite | 无需外部依赖，快速验证 | +| **缓存/消息** | Redis | 实时行情缓存与发布订阅 | +| **数据源** | Tushare / AKShare / CTP (规划) | 外部数据接入 | +| **部署** | Docker Compose | 一键环境搭建 | + +### 2.2 数据源架构 + +```text +[外部系统/AI] <--> [统一 API 网关] <--> [业务逻辑层] <--> [数据源适配器] + | + [缓存层 (Redis)] + | + [持久层 (PostgreSQL)] +``` + +- **适配器模式**：`DataSourceBase` 定义了 `get_kline_daily`、`get_contract_list` 等标准方法。 +- **管理器模式**：`DataSourceManager` 负责加载配置、优先级排序和实例管理。 + +--- + +## 3. 部署与启动指南 + +### 3.1 环境准备 +- Docker & Docker Compose（生产/测试环境） +- Python 3.11+（本地开发环境） +- Node.js 20+（前端开发） + +### 3.2 Docker Compose 部署（推荐） + +适用于拥有完整基础设施（PostgreSQL, Redis）的环境。 + +```bash +cd share_data/project/futures-data-platform + +# 1. 配置环境变量 +cp .env.example .env +# 编辑 .env，填入你的 Tushare Token: TUSHARE_TOKEN=xxxxxx + +# 2. 启动服务 +docker compose up -d --build + +# 3. 查看日志 +docker compose logs -f backend +``` + +**服务地址：** +- 管理后台：http://localhost:3000 +- 后端 API：http://localhost:8000 +- Swagger 文档：http://localhost:8000/docs + +### 3.3 本地开发模式（SQLite） + +适用于快速调试，无需启动数据库容器。 + +```bash +cd backend + +# 1. 安装依赖 +pip install -r requirements.txt + +# 2. 使用 SQLite 启动后端 +export DATABASE_URL="sqlite:///./futures.db" +uvicorn app.main:app --reload --host 0.0.0.0 --port 8000 + +# 3. 启动前端 (新终端) +cd frontend +npm install +npm run dev +``` + +--- + +## 4. 操作指南 + +### 4.1 配置数据源 +1. 进入**"数据源监控"**页面。 +2. 点击 `tushare` 或 `akshare` 行的**"配置"**按钮。 +3. 在弹出的配置对话框中： + - **启用状态**：使用开关快速启用/禁用该数据源 + - **显示名称**：自定义数据源在界面上的显示名称 + - **Token** (Tushare)：填入你的 Tushare API Token + - **最大重试次数** (AKShare)：设置反爬重试策略 + - **优先级**：数字越小优先级越高，系统将优先使用高优先级数据源 +4. 点击**"测试连接"**，确认状态为 `ok`。 +5. 点击**"保存"**完成配置。 + +> **提示**：也可在表格的"启用"列直接点击开关快速切换启用/禁用状态，无需打开配置对话框。 + +### 4.2 同步合约信息 +1. 进入**"合约管理"**页面。 +2. 点击右上角**"同步合约"**按钮。 +3. 系统将遍历所有交易所（CFFEX, SHFE, DCE 等）拉取合约信息并入库。 +4. 同步完成后，列表将显示所有活跃合约。 + +### 4.3 查询与展示 K 线 +1. 进入**"K 线查询"**页面。 +2. 选择合约（如 `rb2401`）和周期（如 `日 K`）。 +3. 点击**"同步数据"**（首次查询建议同步，后续直接查询数据库）。 +4. 点击**"查询"**，下方将渲染 ECharts K 线图和详细数据表格。 + +--- + +## 5. 注意事项 + +### 5.1 Tushare 积分限制 +- 不同积分等级对数据调用的频率和数据范围有限制。 +- 高频调用分钟级数据或全量历史数据可能需要较高级别的积分（如 2000 分以上）。 +- **建议**：在"接口测试"中先测试单个合约的同步，确认返回数据正常后再批量同步。 + +### 5.2 AKShare 反爬策略 +AKShare 数据源内置了 `SmartRequester` 反爬管理器，包含以下策略： +- **随机 User-Agent**：每次请求轮换浏览器指纹。 +- **拟人化延时**：首次请求随机延迟 0.5~1.5s，重试时指数级增加。 +- **智能重试**：遇到 403 或网络错误自动重试（默认 3 次）。 +- **Referer 伪装**：自动匹配目标网站的 Referer。 +> 注：IP 代理功能预留接口，当前版本主要依赖频率控制和头部伪装。 + +### 5.3 数据一致性 +- 平台默认**"优先读库"**策略。如果数据库中已有缓存数据，直接返回；若无，则调用数据源。 +- `sync_kline` 接口采用 `upsert` 逻辑（插入或更新），支持增量同步，不会破坏已有数据。 + +### 5.4 生产环境配置 +- **数据库**：务必使用 Docker Compose 中的 PostgreSQL + TimescaleDB，SQLite 仅用于本地开发。 +- **安全性**：生产环境应移除 `cors.allow_origins=["*"]` 的宽泛策略，改为白名单；数据库密码应通过 Secret 管理。 + +--- + +## 6. 后续规划与改进 + +### Phase 1: 基础完善 (当前阶段) +- [x] 历史 K 线数据同步与查询（日 K/周 K/分钟） +- [x] 合约信息管理 +- [x] Tushare 数据源接入 +- [x] AKShare 数据源接入 (含反爬策略) +- [x] 管理后台基础功能 + +### Phase 2: 实时行情与推送 +- [ ] **实时行情引擎**：开发 CTP 适配器，接入实时 Tick 和 K 线。 +- [ ] **WebSocket 订阅**：实现实时数据推送服务，支持客户端按合约订阅。 +- [ ] **行情快照缓存**：利用 Redis 实现最新行情快照的快速读取。 + +### Phase 3: 性能与高可用 +- [ ] **TimescaleDB 优化**：配置超表（Hypertables）和自动压缩策略。 +- [ ] **定时任务调度**：使用 APScheduler 实现每日收盘后的自动数据同步。 +- [ ] **多数据源回退**：主数据源异常时，自动切换到备用数据源。 + +### Phase 4: 高级功能 +- [ ] **数据清洗与校验**：增加数据质量监控，自动识别异常跳空或缺失数据。 +- [ ] **AI 辅助接口**：提供专为大模型优化的自然语言转 SQL 接口。 + +--- + +## 7. 开发规范 + +- **代码风格**：后端遵循 PEP 8，使用 `black` 格式化；前端遵循 ESLint + Prettier。 +- **提交规范**： + - `feat`: 新功能 + - `fix`: 修复 + - `docs`: 文档更新 + - `refactor`: 重构 +- **API 响应格式**： + ```json + { + "code": 0, + "message": "ok", + "data": { ... } + } + ``` + +--- + +> 文档最后更新：2026-05-07 diff --git a/frontend/index.html b/frontend/index.html new file mode 100644 index 0000000..70c0b5b --- /dev/null +++ b/frontend/index.html @@ -0,0 +1,12 @@ + + + + + + 期货统一数据平台 + + +
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+ + + + + diff --git a/frontend/src/api/index.js b/frontend/src/api/index.js new file mode 100644 index 0000000..ec71904 --- /dev/null +++ b/frontend/src/api/index.js @@ -0,0 +1,26 @@ +import axios from 'axios' + +const api = axios.create({ + baseURL: '/api/v1', + timeout: 30000, +}) + +// 健康检查 +export const getHealth = () => axios.get('/api/health') + +// 合约 +export const getContracts = (params) => api.get('/contracts', { params }) +export const getContract = (symbol) => api.get(`/contracts/${symbol}`) +export const syncContracts = () => api.post('/contracts/sync') + +// K线 +export const getKline = (params) => api.get('/kline', { params }) +export const syncKline = (data) => api.post('/kline/sync', data) + +// 数据源 +export const getDatasources = () => api.get('/datasources') +export const createDatasource = (data) => api.post('/datasources', data) +export const updateDatasource = (name, data) => api.put(`/datasources/${name}`, data) +export const testDatasource = (name) => api.post(`/datasources/${name}/test`) + +export default api diff --git a/frontend/src/main.js b/frontend/src/main.js new file mode 100644 index 0000000..18548be --- /dev/null +++ b/frontend/src/main.js @@ -0,0 +1,29 @@ +import { createApp } from 'vue' +import { createRouter, createWebHistory } from 'vue-router' +import ElementPlus from 'element-plus' +import 'element-plus/dist/index.css' +import zhCn from 'element-plus/dist/locale/zh-cn.mjs' +import App from './App.vue' + +import DataSourceView from './views/DataSourceView.vue' +import ContractView from './views/ContractView.vue' +import KlineView from './views/KlineView.vue' +import ApiTestView from './views/ApiTestView.vue' + +const routes = [ + { path: '/', redirect: '/datasource' }, + { path: '/datasource', name: 'datasource', component: DataSourceView }, + { path: '/contracts', name: 'contracts', component: ContractView }, + { path: '/kline', name: 'kline', component: KlineView }, + { path: '/api-test', name: 'api-test', component: ApiTestView }, +] + +const router = createRouter({ + history: createWebHistory(), + routes, +}) + +const app = createApp(App) +app.use(ElementPlus, { locale: zhCn }) +app.use(router) +app.mount('#app') diff --git a/frontend/src/views/ApiTestView.vue b/frontend/src/views/ApiTestView.vue new file mode 100644 index 0000000..5b4a348 --- /dev/null +++ b/frontend/src/views/ApiTestView.vue @@ -0,0 +1,193 @@ + + + + + diff --git a/frontend/src/views/ContractView.vue b/frontend/src/views/ContractView.vue new file mode 100644 index 0000000..8e47a71 --- /dev/null +++ b/frontend/src/views/ContractView.vue @@ -0,0 +1,103 @@ + + + diff --git a/frontend/src/views/DataSourceView.vue b/frontend/src/views/DataSourceView.vue new file mode 100644 index 0000000..f69b9f0 --- /dev/null +++ b/frontend/src/views/DataSourceView.vue @@ -0,0 +1,173 @@ + + + diff --git a/frontend/src/views/KlineView.vue b/frontend/src/views/KlineView.vue new file mode 100644 index 0000000..683a552 --- /dev/null +++ b/frontend/src/views/KlineView.vue @@ -0,0 +1,238 @@ + + + diff --git a/frontend/vite.config.js b/frontend/vite.config.js new file mode 100644 index 0000000..1660d5b --- /dev/null +++ b/frontend/vite.config.js @@ -0,0 +1,16 @@ +import { defineConfig } from 'vite' +import vue from '@vitejs/plugin-vue' + +export default defineConfig({ + plugins: [vue()], + server: { + host: '0.0.0.0', + port: 3000, + proxy: { + '/api': { + target: 'http://localhost:8000', + changeOrigin: true, + }, + }, + }, +}) diff --git a/screenshots/01-datasource.png b/screenshots/01-datasource.png new file mode 100644 index 0000000..a0d5ea6 Binary files /dev/null and b/screenshots/01-datasource.png differ diff --git a/screenshots/02-contracts.png b/screenshots/02-contracts.png new file mode 100644 index 0000000..05ddddf Binary files /dev/null and b/screenshots/02-contracts.png differ diff --git a/screenshots/03-kline.png b/screenshots/03-kline.png new file mode 100644 index 0000000..61a87f1 Binary files /dev/null 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