feat: 添加前端界面和市场分析模块

- 新增 Vue 3 + Vuetify 前端界面 - 新增市场分析模块 (market/) - 更新主服务器和路由 - 更新 MT5 EA 文件 - 添加 .gitignore 排除临时文件
2026-03-10 17:38:13 +08:00
parent 0c9cf048d2
commit 51b2f30748
40 changed files with 8576 additions and 151 deletions
@@ -0,0 +1,259 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+K线数据存储模块
+按周期和Symbol存储K线数据
+"""
+
+from collections import defaultdict
+from datetime import datetime
+from typing import List, Dict, Optional
+import threading
+
+
+def normalize_symbol(symbol: str) -> str:
+    """
+    标准化品种名称（保持原样）
+    """
+    return symbol if symbol else ""
+
+
+class KlineData:
+    """K线数据结构"""
+
+    def __init__(self, symbol: str, period: str, timestamp, open_price: float,
+                 high: float, low: float, close: float, volume: float = 0):
+        self.symbol = normalize_symbol(symbol)
+        self.period = period  # H4, H1, M15, M5, M1
+        self.timestamp = timestamp
+        self.open = open_price
+        self.high = high
+        self.low = low
+        self.close = close
+        self.volume = volume
+
+    def to_dict(self) -> Dict:
+        """转换为字典"""
+        ts = self.timestamp
+        if isinstance(ts, datetime):
+            ts_str = ts.strftime("%Y-%m-%d %H:%M:%S")
+        else:
+            ts_str = str(ts)
+
+        return {
+            "symbol": self.symbol,
+            "period": self.period,
+            "timestamp": ts_str,
+            "open": self.open,
+            "high": self.high,
+            "low": self.low,
+            "close": self.close,
+            "volume": self.volume
+        }
+
+
+class MarketStore:
+    """K线数据存储"""
+
+    # 支持的周期
+    PERIODS = ['H4', 'H1', 'M15', 'M5', 'M1']
+
+    # 各周期最大存储条数
+    MAX_KLINES = {
+        'H4': 1500,   # 4小时，6个月约1100根，留余量
+        'H1': 1000,   # 1小时，1个月约720根
+        'M15': 500,   # 15分钟，3天约288根
+        'M5': 400,    # 5分钟，24小时288根
+        'M1': 100     # 1分钟，1小时60根
+    }
+
+    def __init__(self):
+        # 存储结构: {SYMBOL: {PERIOD: [KlineData, ...]}}
+        self._klines = defaultdict(lambda: defaultdict(list))
+        self._lock = threading.RLock()
+
+        # 标记每个symbol每个周期是否已收到全量数据
+        # 结构: {SYMBOL: {PERIOD: True/False}}
+        self._initialized = defaultdict(lambda: defaultdict(bool))
+
+        print("[MarketStore] K线存储已初始化")
+
+    def save_klines(self, symbol: str, period: str, klines: List[Dict],
+                    is_full: bool = False) -> Dict:
+        """
+        保存K线数据
+
+        Args:
+            symbol: 交易品种
+            period: 周期 (H4/H1/M15/M5/M1)
+            klines: K线数据列表
+            is_full: 是否为全量数据
+
+        Returns:
+            {"status": "ok", "count": N, "is_full": bool}
+        """
+        symbol = normalize_symbol(symbol)
+        period = period.upper()
+
+        if period not in self.PERIODS:
+            return {"status": "error", "message": f"不支持的周期: {period}"}
+
+        with self._lock:
+            if is_full:
+                # 全量数据，直接覆盖
+                self._klines[symbol][period] = []
+
+            # 解析并存储K线数据
+            new_count = 0
+            for k in klines:
+                kline = KlineData(
+                    symbol=symbol,
+                    period=period,
+                    timestamp=k.get('timestamp') or k.get('time'),
+                    open_price=float(k.get('open', 0)),
+                    high=float(k.get('high', 0)),
+                    low=float(k.get('low', 0)),
+                    close=float(k.get('close', 0)),
+                    volume=float(k.get('volume', 0))
+                )
+
+                # 检查是否已存在相同时间戳的数据
+                existing = self._klines[symbol][period]
+                ts = kline.timestamp
+
+                # 查找是否已存在
+                found_idx = -1
+                for i, existing_kline in enumerate(existing):
+                    if self._normalize_timestamp(existing_kline.timestamp) == self._normalize_timestamp(ts):
+                        found_idx = i
+                        break
+
+                if found_idx >= 0:
+                    # 更新已有数据
+                    existing[found_idx] = kline
+                else:
+                    # 添加新数据
+                    existing.append(kline)
+                    new_count += 1
+
+            # 按时间排序
+            self._klines[symbol][period].sort(
+                key=lambda x: self._normalize_timestamp(x.timestamp)
+            )
+
+            # 限制最大条数，保留最新的
+            max_count = self.MAX_KLINES.get(period, 500)
+            if len(self._klines[symbol][period]) > max_count:
+                self._klines[symbol][period] = self._klines[symbol][period][-max_count:]
+
+            # 标记已初始化
+            self._initialized[symbol][period] = True
+
+            total = len(self._klines[symbol][period])
+            print(f"[MarketStore] {symbol} {period} 保存了 {new_count} 条新数据, 当前共 {total} 条")
+
+            return {
+                "status": "ok",
+                "count": new_count,
+                "total": total,
+                "is_full": is_full
+            }
+
+    def get_klines(self, symbol: str, period: str, count: int = 100) -> List[Dict]:
+        """获取K线数据"""
+        symbol = normalize_symbol(symbol)
+        period = period.upper()
+
+        with self._lock:
+            klines = self._klines[symbol][period][-count:]
+            return [k.to_dict() for k in klines]
+
+    def get_all_klines(self, symbol: str, period: str) -> List[Dict]:
+        """获取所有K线数据"""
+        symbol = normalize_symbol(symbol)
+        period = period.upper()
+
+        with self._lock:
+            return [k.to_dict() for k in self._klines[symbol][period]]
+
+    def get_latest_price(self, symbol: str) -> Optional[float]:
+        """获取最新价格（从K线的最新close，优先M1，依次尝试其他周期）"""
+        symbol = normalize_symbol(symbol)
+
+        with self._lock:
+            # 尝试找到匹配的symbol（支持带#后缀的symbol）
+            actual_symbol = None
+            if symbol in self._klines:
+                actual_symbol = symbol
+            else:
+                # 尝试添加#后缀
+                for s in self._klines:
+                    if s.upper().startswith(symbol.upper()):
+                        actual_symbol = s
+                        break
+
+            if not actual_symbol:
+                return None
+
+            # 按优先级尝试各周期（M1优先，然后更短周期）
+            for period in ['M1', 'M5', 'M15', 'H1', 'H4']:
+                klines = self._klines[actual_symbol][period]
+                if klines:
+                    return klines[-1].close
+            return None
+
+    def is_initialized(self, symbol: str, period: str) -> bool:
+        """检查某个周期的数据是否已初始化"""
+        symbol = normalize_symbol(symbol)
+        period = period.upper()
+        return self._initialized[symbol][period]
+
+    def check_all_initialized(self, symbol: str) -> bool:
+        """检查所有周期是否都已初始化"""
+        symbol = normalize_symbol(symbol)
+        return all(self._initialized[symbol][p] for p in self.PERIODS)
+
+    def clear_symbol(self, symbol: str):
+        """清除某个Symbol的数据"""
+        symbol = normalize_symbol(symbol)
+        with self._lock:
+            if symbol in self._klines:
+                del self._klines[symbol]
+            if symbol in self._initialized:
+                del self._initialized[symbol]
+
+    def get_status(self) -> Dict:
+        """获取存储状态"""
+        with self._lock:
+            status = {}
+            for symbol in self._klines:
+                status[symbol] = {}
+                for period in self.PERIODS:
+                    count = len(self._klines[symbol][period])
+                    initialized = self._initialized[symbol][period]
+                    status[symbol][period] = {
+                        "count": count,
+                        "initialized": initialized
+                    }
+            return status
+
+    def get_symbols(self) -> List[str]:
+        """获取所有有实际数据的symbol列表"""
+        with self._lock:
+            symbols = []
+            for symbol in self._klines:
+                # 检查是否有实际数据（任一周期有K线数据）
+                has_data = False
+                for period in self.PERIODS:
+                    if len(self._klines[symbol][period]) > 0:
+                        has_data = True
+                        break
+                if has_data:
+                    symbols.append(symbol)
+            return symbols
+
+    def _normalize_timestamp(self, ts) -> str:
+        """标准化时间戳为字符串"""
+        if isinstance(ts, datetime):
+            return ts.strftime("%Y-%m-%d %H:%M:%S")
+        return str(ts)