#!/usr/bin/env python3 # -*- coding: utf-8 -*- """ K线服务模块 处理K线相关的业务逻辑：时效性检查、连续性检查、格式转换等 """ from datetime import datetime, timedelta from typing import List, Dict, Optional from ..store import KlineStore from ..models import KlineData class KlineService: """K线服务（处理业务逻辑）""" def __init__(self, store: KlineStore): self.store = store def process_kline_data(self, symbol: str, period: str, klines: List[Dict], is_full: bool = False) -> Dict: """ 处理K线数据（包含业务逻辑） Args: symbol: 交易品种 period: 周期 klines: K线数据列表 is_full: 是否为全量数据 Returns: 处理结果 """ period = period.upper() # 保存数据 result = self.store.save_klines(symbol, period, klines, is_full) return result def check_staleness(self, symbol: str, period: str, klines: List[Dict], timezone_offset_hours: float = 0) -> Dict: """ 检查K线时效性 Args: symbol: 交易品种 period: 周期 klines: K线数据 timezone_offset_hours: 时区偏移 Returns: { "is_stale": bool, "latest_kline_time": datetime, "kline_time_local": datetime, "time_diff_seconds": int } """ if not klines: return {"is_stale": False, "message": "无数据"} period_interval = self.store.get_period_interval(period) latest_kline = klines[-1] if klines else None if not latest_kline: return {"is_stale": False} ts = latest_kline.get('timestamp') or latest_kline.get('time') latest_kline_time = self._parse_timestamp(ts) if not latest_kline_time: return {"is_stale": False} now_local = datetime.now() kline_time_local = latest_kline_time - timedelta(hours=timezone_offset_hours) time_diff = (now_local - kline_time_local).total_seconds() return { "is_stale": time_diff > period_interval, "latest_kline_time": latest_kline_time, "kline_time_local": kline_time_local, "time_diff_seconds": int(time_diff), "period_interval": period_interval } def check_continuity(self, symbol: str, period: str, new_klines: List[Dict]) -> Dict: """ 检查增量K线数据是否连续 Args: symbol: 品种名称 period: 周期 new_klines: 新推送的K线数据列表 Returns: { "is_continuous": bool, "gap_count": int, "last_existing_time": datetime, "first_new_time": datetime } """ period = period.upper() if not new_klines: return {"is_continuous": True, "gap_count": 0} interval = self.store.get_period_interval(period) existing = self.store.get_all_klines(symbol, period) if not existing: return {"is_continuous": True, "gap_count": 0} # 获取现有数据最后时间 last_existing_time = self._parse_timestamp( existing[-1].get('timestamp') or existing[-1].get('time') ) if last_existing_time is None: return {"is_continuous": True, "gap_count": 0} # 获取新数据最早时间 first_new_time = None for k in new_klines: ts = self._parse_timestamp(k.get('timestamp') or k.get('time')) if ts: if first_new_time is None or ts < first_new_time: first_new_time = ts if first_new_time is None: return {"is_continuous": True, "gap_count": 0} # 计算时间差 time_diff = (first_new_time - last_existing_time).total_seconds() if time_diff <= 0: return { "is_continuous": True, "gap_count": 0, "last_existing_time": last_existing_time, "first_new_time": first_new_time } gap_periods = int(time_diff / interval) return { "is_continuous": gap_periods <= 1, "gap_count": max(0, gap_periods - 1), "last_existing_time": last_existing_time, "first_new_time": first_new_time, "expected_gap": gap_periods } def convert_to_kline_objects(self, klines: List[Dict], symbol: str, period: str) -> List[KlineData]: """ 将K线字典列表转换为KlineData对象列表 Args: klines: K线字典列表 symbol: 品种 period: 周期 Returns: KlineData对象列表 """ return [ 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)) ) for k in klines ] def get_klines(self, symbol: str, period: str, count: int = 100) -> List[Dict]: """获取K线数据""" return self.store.get_klines(symbol, period, count) def get_all_klines(self, symbol: str, period: str) -> List[Dict]: """获取所有K线数据""" return self.store.get_all_klines(symbol, period) def get_all_kline_objects(self, symbol: str, period: str) -> List[KlineData]: """获取所有K线数据并转换为KlineData对象""" klines = self.store.get_all_klines(symbol, period) return self.convert_to_kline_objects(klines, symbol, period) def get_latest_price(self, symbol: str) -> Optional[float]: """获取最新价格""" return self.store.get_latest_price(symbol) def is_initialized(self, symbol: str, period: str) -> bool: """检查是否已初始化""" return self.store.is_initialized(symbol, period) def get_symbols(self) -> List[str]: """获取所有品种""" return self.store.get_symbols() def get_status(self) -> Dict: """获取状态""" return self.store.get_status() def check_m1_updated_within(self, symbol: str, seconds: int = 180) -> Dict: """检查M1数据更新情况""" return self.store.check_m1_updated_within(symbol, seconds) def get_period_interval(self, period: str) -> int: """获取周期时间间隔""" return self.store.get_period_interval(period) def check_symbols_status(self, symbols: List[str], stale_threshold: int = 180) -> Dict[str, List[str]]: """ 检查多个品种的数据更新状态 Args: symbols: 品种列表 stale_threshold: 过期阈值（秒），默认180秒（3分钟） Returns: {"active": [...], "stale": [...], "closed": [...]} - active: 指定秒数内有数据更新 - stale: 超过指定秒数未更新 - closed: 无数据 """ result = {"active": [], "stale": [], "closed": []} for symbol in symbols: m1_status = self.store.check_m1_updated_within(symbol, stale_threshold) market_status = m1_status.get("market_status", "closed") if market_status == "active": result["active"].append(symbol) elif market_status == "stale": result["stale"].append(symbol) else: result["closed"].append(symbol) return result def _parse_timestamp(self, ts) -> Optional[datetime]: """解析时间戳""" if ts is None: return None if isinstance(ts, datetime): return ts ts_str = str(ts) for fmt in ["%Y-%m-%d %H:%M:%S", "%Y.%m.%d %H:%M", "%Y.%m.%d %H:%M:%S", "%Y-%m-%d %H:%M"]: try: return datetime.strptime(ts_str, fmt) except: continue return None