fix: Forex data source improvements and Tiingo subscription hints

This commit is contained in:
TIANHE
2026-01-12 04:28:42 +08:00
parent bd5db753df
commit 43523d4796
7 changed files with 157 additions and 17 deletions
+133 -10
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@@ -20,17 +20,18 @@ class ForexDataSource(BaseDataSource):
name = "Forex/Tiingo" name = "Forex/Tiingo"
# Tiingo resampleFreq 映射 # Tiingo resampleFreq 映射
# Tiingo 支持: 1min, 5min, 15min, 30min, 1hour, 4hour, 1day # Tiingo 免费账户支持: 5min, 15min, 30min, 1hour, 4hour, 1day
# 注意: 1min 需要付费订阅, 1week/1month 不被 Tiingo FX API 支持
TIMEFRAME_MAP = { TIMEFRAME_MAP = {
'1m': '1min', '1m': '1min', # 需要付费订阅
'5m': '5min', '5m': '5min',
'15m': '15min', '15m': '15min',
'30m': '30min', '30m': '30min',
'1H': '1hour', '1H': '1hour',
'4H': '4hour', '4H': '4hour',
'1D': '1day', '1D': '1day',
'1W': '1week', '1W': None, # Tiingo 不支持,需要聚合
'1M': '1month' '1M': None # Tiingo 不支持,需要聚合
} }
# 外汇对映射 (Tiingo 使用标准 ticker,如 eurusd, audusd) # 外汇对映射 (Tiingo 使用标准 ticker,如 eurusd, audusd)
@@ -89,10 +90,31 @@ class ForexDataSource(BaseDataSource):
# 2. 解析 Resolution (resampleFreq) # 2. 解析 Resolution (resampleFreq)
resample_freq = self.TIMEFRAME_MAP.get(timeframe) resample_freq = self.TIMEFRAME_MAP.get(timeframe)
# 特殊处理:1W/1M 需要用日线聚合
aggregate_to_weekly = (timeframe == '1W')
aggregate_to_monthly = (timeframe == '1M')
original_limit = limit # 保存原始请求数量
if aggregate_to_weekly or aggregate_to_monthly:
# 用日线数据聚合
resample_freq = '1day'
# 限制周线/月线的最大请求数量(Tiingo 免费 API 有数据量限制)
# 周线最多请求 100 周 = 700 天 ≈ 2年
# 月线最多请求 36 月 = 1080 天 ≈ 3年
max_limit = 100 if aggregate_to_weekly else 36
original_limit = min(original_limit, max_limit)
# 需要更多日线数据来聚合(周线需要7天,月线需要30天)
limit = original_limit * (7 if aggregate_to_weekly else 30)
if not resample_freq: if not resample_freq:
logger.warning(f"Tiingo does not support timeframe: {timeframe}") logger.warning(f"Tiingo does not support timeframe: {timeframe}")
return [] return []
# 1分钟数据需要付费订阅提示
if timeframe == '1m':
logger.info(f"Note: Tiingo 1-minute forex data requires a paid subscription")
# 3. 计算时间范围 # 3. 计算时间范围
if before_time: if before_time:
end_dt = datetime.fromtimestamp(before_time) end_dt = datetime.fromtimestamp(before_time)
@@ -100,9 +122,19 @@ class ForexDataSource(BaseDataSource):
end_dt = datetime.now() end_dt = datetime.now()
# 根据周期和数量计算开始时间 # 根据周期和数量计算开始时间
tf_seconds = self._get_timeframe_seconds(timeframe) # 注意:聚合模式下使用日线秒数计算
# 多取一些缓冲时间 if aggregate_to_weekly or aggregate_to_monthly:
start_dt = end_dt - timedelta(seconds=limit * tf_seconds * 2) tf_seconds = 86400 # 日线秒数
else:
tf_seconds = self._get_timeframe_seconds(timeframe)
# 多取一些缓冲时间(1.5倍,外汇周末不交易)
start_dt = end_dt - timedelta(seconds=limit * tf_seconds * 1.5)
# Tiingo 免费 API 最多支持约 5 年数据,限制最大时间范围
max_days = 365 * 3 # 最多 3 年
if (end_dt - start_dt).days > max_days:
start_dt = end_dt - timedelta(days=max_days)
logger.info(f"Tiingo: Limited date range to {max_days} days")
# 格式化日期为 YYYY-MM-DD (Tiingo 支持该格式) # 格式化日期为 YYYY-MM-DD (Tiingo 支持该格式)
start_date_str = start_dt.strftime('%Y-%m-%d') start_date_str = start_dt.strftime('%Y-%m-%d')
@@ -175,9 +207,17 @@ class ForexDataSource(BaseDataSource):
# 按时间排序 # 按时间排序
klines.sort(key=lambda x: x['time']) klines.sort(key=lambda x: x['time'])
# 过滤 # 如果需要聚合到周线或月线
if len(klines) > limit: if aggregate_to_weekly:
klines = klines[-limit:] klines = self._aggregate_to_weekly(klines)
logger.debug(f"Aggregated {len(klines)} weekly candles from daily data")
elif aggregate_to_monthly:
klines = self._aggregate_to_monthly(klines)
logger.debug(f"Aggregated {len(klines)} monthly candles from daily data")
# 过滤到原始请求数量
if len(klines) > original_limit:
klines = klines[-original_limit:]
# logger.info(f"获取到 {len(klines)} 条 Tiingo 外汇数据") # logger.info(f"获取到 {len(klines)} 条 Tiingo 外汇数据")
return klines return klines
@@ -188,3 +228,86 @@ class ForexDataSource(BaseDataSource):
except Exception as e: except Exception as e:
logger.error(f"Failed to process Tiingo data: {e}") logger.error(f"Failed to process Tiingo data: {e}")
return [] return []
def _aggregate_to_weekly(self, daily_klines: List[Dict[str, Any]]) -> List[Dict[str, Any]]:
"""将日线数据聚合为周线"""
if not daily_klines:
return []
weekly_klines = []
current_week = None
week_data = None
for kline in daily_klines:
dt = datetime.fromtimestamp(kline['time'])
# 获取该日期所在周的周一
week_start = dt - timedelta(days=dt.weekday())
week_key = week_start.strftime('%Y-%W')
if week_key != current_week:
# 保存上一周的数据
if week_data:
weekly_klines.append(week_data)
# 开始新的一周
current_week = week_key
week_data = {
'time': int(week_start.timestamp()),
'open': kline['open'],
'high': kline['high'],
'low': kline['low'],
'close': kline['close'],
'volume': kline['volume']
}
else:
# 更新本周数据
week_data['high'] = max(week_data['high'], kline['high'])
week_data['low'] = min(week_data['low'], kline['low'])
week_data['close'] = kline['close']
week_data['volume'] += kline['volume']
# 添加最后一周
if week_data:
weekly_klines.append(week_data)
return weekly_klines
def _aggregate_to_monthly(self, daily_klines: List[Dict[str, Any]]) -> List[Dict[str, Any]]:
"""将日线数据聚合为月线"""
if not daily_klines:
return []
monthly_klines = []
current_month = None
month_data = None
for kline in daily_klines:
dt = datetime.fromtimestamp(kline['time'])
month_key = dt.strftime('%Y-%m')
if month_key != current_month:
# 保存上个月的数据
if month_data:
monthly_klines.append(month_data)
# 开始新的一月
current_month = month_key
month_start = dt.replace(day=1, hour=0, minute=0, second=0)
month_data = {
'time': int(month_start.timestamp()),
'open': kline['open'],
'high': kline['high'],
'low': kline['low'],
'close': kline['close'],
'volume': kline['volume']
}
else:
# 更新本月数据
month_data['high'] = max(month_data['high'], kline['high'])
month_data['low'] = min(month_data['low'], kline['low'])
month_data['close'] = kline['close']
month_data['volume'] += kline['volume']
# 添加最后一月
if month_data:
monthly_klines.append(month_data)
return monthly_klines
+9 -2
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@@ -60,10 +60,17 @@ def get_kline():
) )
if not klines: if not klines:
# 针对特定情况给出更详细的提示
msg = 'No data found'
if market == 'Forex' and timeframe == '1m':
msg = 'Forex 1-minute data requires Tiingo paid subscription'
elif market == 'Forex' and timeframe in ('1W', '1M'):
msg = 'No weekly/monthly data available for this period'
return jsonify({ return jsonify({
'code': 0, 'code': 0,
'msg': 'No data found', 'msg': msg,
'data': [] 'data': [],
'hint': 'tiingo_subscription' if (market == 'Forex' and timeframe == '1m') else None
}) })
return jsonify({ return jsonify({
+1 -1
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@@ -317,7 +317,7 @@ CONFIG_SCHEMA = {
'required': False, 'required': False,
'link': 'https://www.tiingo.com/account/api/token', 'link': 'https://www.tiingo.com/account/api/token',
'link_text': 'settings.link.getToken', 'link_text': 'settings.link.getToken',
'description': 'Tiingo API key for US stock data (free tier available)' 'description': 'Tiingo API key for Forex/Metals data (free tier does not support 1-minute data)'
}, },
{ {
'key': 'TIINGO_TIMEOUT', 'key': 'TIINGO_TIMEOUT',
+4 -1
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@@ -527,6 +527,7 @@ const locale = {
'dashboard.indicator.error.pleaseLogin': 'Please login first', 'dashboard.indicator.error.pleaseLogin': 'Please login first',
'dashboard.indicator.error.loadDataFailed': 'Failed to load data', 'dashboard.indicator.error.loadDataFailed': 'Failed to load data',
'dashboard.indicator.error.loadDataFailedDesc': 'Please check network connection', 'dashboard.indicator.error.loadDataFailedDesc': 'Please check network connection',
'dashboard.indicator.error.tiingoSubscription': 'Forex 1-minute data requires Tiingo paid subscription. Please use other timeframes or upgrade your subscription.',
'dashboard.indicator.error.pythonEngineFailed': 'Python engine failed to load, indicator functionality may be unavailable', 'dashboard.indicator.error.pythonEngineFailed': 'Python engine failed to load, indicator functionality may be unavailable',
'dashboard.indicator.error.chartInitFailed': 'Chart initialization failed', 'dashboard.indicator.error.chartInitFailed': 'Chart initialization failed',
'dashboard.indicator.warning.enterCode': 'Please enter indicator code first', 'dashboard.indicator.warning.enterCode': 'Please enter indicator code first',
@@ -2046,7 +2047,9 @@ const locale = {
// Note: These are optional since backend already provides English descriptions // Note: These are optional since backend already provides English descriptions
'settings.desc.ORDER_MODE': 'maker: Limit order first (lower fees), market: Market order (instant fill)', 'settings.desc.ORDER_MODE': 'maker: Limit order first (lower fees), market: Market order (instant fill)',
'settings.desc.MAKER_WAIT_SEC': 'Wait time for limit order fill before switching to market order', 'settings.desc.MAKER_WAIT_SEC': 'Wait time for limit order fill before switching to market order',
'settings.desc.MAKER_OFFSET_BPS': 'Price offset in basis points. Buy: price*(1-offset), Sell: price*(1+offset)' 'settings.desc.MAKER_OFFSET_BPS': 'Price offset in basis points. Buy: price*(1-offset), Sell: price*(1+offset)',
'settings.desc.TIINGO_API_KEY': 'Tiingo API key for Forex/Metals data (free tier does not support 1-minute data)',
'settings.desc.TIINGO_TIMEOUT': 'Tiingo API request timeout'
} }
export default { export default {
+2 -1
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@@ -527,6 +527,7 @@ const locale = {
'dashboard.indicator.error.pleaseLogin': '请先登录', 'dashboard.indicator.error.pleaseLogin': '请先登录',
'dashboard.indicator.error.loadDataFailed': '数据加载失败', 'dashboard.indicator.error.loadDataFailed': '数据加载失败',
'dashboard.indicator.error.loadDataFailedDesc': '请检查网络连接', 'dashboard.indicator.error.loadDataFailedDesc': '请检查网络连接',
'dashboard.indicator.error.tiingoSubscription': '外汇1分钟数据需要 Tiingo 付费订阅,请使用其他时间周期或升级订阅',
'dashboard.indicator.error.pythonEngineFailed': 'Python 引擎加载失败,指标功能可能无法使用', 'dashboard.indicator.error.pythonEngineFailed': 'Python 引擎加载失败,指标功能可能无法使用',
'dashboard.indicator.error.chartInitFailed': '图表初始化失败', 'dashboard.indicator.error.chartInitFailed': '图表初始化失败',
'dashboard.indicator.warning.enterCode': '请先输入指标代码', 'dashboard.indicator.warning.enterCode': '请先输入指标代码',
@@ -1814,7 +1815,7 @@ const locale = {
'settings.desc.FINNHUB_API_KEY': 'Finnhub API密钥,用于美股数据(有免费额度)', 'settings.desc.FINNHUB_API_KEY': 'Finnhub API密钥,用于美股数据(有免费额度)',
'settings.desc.FINNHUB_TIMEOUT': 'Finnhub API请求超时时间', 'settings.desc.FINNHUB_TIMEOUT': 'Finnhub API请求超时时间',
'settings.desc.FINNHUB_RATE_LIMIT': 'Finnhub API速率限制(每分钟请求数)', 'settings.desc.FINNHUB_RATE_LIMIT': 'Finnhub API速率限制(每分钟请求数)',
'settings.desc.TIINGO_API_KEY': 'Tiingo API密钥,用于美股数据(免费额度', 'settings.desc.TIINGO_API_KEY': 'Tiingo API密钥,用于外汇/贵金属数据(免费版不支持1分钟数据',
'settings.desc.TIINGO_TIMEOUT': 'Tiingo API请求超时时间', 'settings.desc.TIINGO_TIMEOUT': 'Tiingo API请求超时时间',
'settings.desc.AKSHARE_TIMEOUT': 'Akshare API超时时间,用于A股数据', 'settings.desc.AKSHARE_TIMEOUT': 'Akshare API超时时间,用于A股数据',
'settings.desc.YFINANCE_TIMEOUT': 'Yahoo Finance API超时时间', 'settings.desc.YFINANCE_TIMEOUT': 'Yahoo Finance API超时时间',
+2 -1
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@@ -527,6 +527,7 @@ const locale = {
'dashboard.indicator.error.pleaseLogin': '請先登錄', 'dashboard.indicator.error.pleaseLogin': '請先登錄',
'dashboard.indicator.error.loadDataFailed': '數據加載失敗', 'dashboard.indicator.error.loadDataFailed': '數據加載失敗',
'dashboard.indicator.error.loadDataFailedDesc': '請檢查網絡連接', 'dashboard.indicator.error.loadDataFailedDesc': '請檢查網絡連接',
'dashboard.indicator.error.tiingoSubscription': '外匯1分鐘數據需要 Tiingo 付費訂閱,請使用其他時間週期或升級訂閱',
'dashboard.indicator.error.pythonEngineFailed': 'Python 引擎加載失敗,指標功能可能無法使用', 'dashboard.indicator.error.pythonEngineFailed': 'Python 引擎加載失敗,指標功能可能無法使用',
'dashboard.indicator.error.chartInitFailed': '圖表初始化失敗', 'dashboard.indicator.error.chartInitFailed': '圖表初始化失敗',
'dashboard.indicator.warning.enterCode': '請先輸入指標代碼', 'dashboard.indicator.warning.enterCode': '請先輸入指標代碼',
@@ -1815,7 +1816,7 @@ const locale = {
'settings.desc.FINNHUB_API_KEY': 'Finnhub API密鑰,用於美股數據(有免費額度)', 'settings.desc.FINNHUB_API_KEY': 'Finnhub API密鑰,用於美股數據(有免費額度)',
'settings.desc.FINNHUB_TIMEOUT': 'Finnhub API請求超時時間', 'settings.desc.FINNHUB_TIMEOUT': 'Finnhub API請求超時時間',
'settings.desc.FINNHUB_RATE_LIMIT': 'Finnhub API速率限制(每分鐘請求數)', 'settings.desc.FINNHUB_RATE_LIMIT': 'Finnhub API速率限制(每分鐘請求數)',
'settings.desc.TIINGO_API_KEY': 'Tiingo API密鑰,用於美股數據(免費額度', 'settings.desc.TIINGO_API_KEY': 'Tiingo API密鑰,用於外匯/貴金屬數據(免費版不支持1分鐘數據',
'settings.desc.TIINGO_TIMEOUT': 'Tiingo API請求超時時間', 'settings.desc.TIINGO_TIMEOUT': 'Tiingo API請求超時時間',
'settings.desc.AKSHARE_TIMEOUT': 'Akshare API超時時間,用於A股數據', 'settings.desc.AKSHARE_TIMEOUT': 'Akshare API超時時間,用於A股數據',
'settings.desc.YFINANCE_TIMEOUT': 'Yahoo Finance API超時時間', 'settings.desc.YFINANCE_TIMEOUT': 'Yahoo Finance API超時時間',
@@ -1504,7 +1504,12 @@ registerOverlay({
if (response.code === 1 && response.data && Array.isArray(response.data)) { if (response.code === 1 && response.data && Array.isArray(response.data)) {
formattedData = formatKlineData(response.data) formattedData = formatKlineData(response.data)
} else { } else {
throw new Error(response.msg || '获取K线数据失败') // Tiingo
let errMsg = response.msg || '获取K线数据失败'
if (response.hint === 'tiingo_subscription') {
errMsg = proxy.$t('dashboard.indicator.error.tiingoSubscription') || 'Forex 1-minute data requires Tiingo paid subscription'
}
throw new Error(errMsg)
} }
} catch (apiErr) { } catch (apiErr) {
throw apiErr throw apiErr