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Refactor code for improved readability and consistency

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- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
This commit is contained in:
dienakdz
2026-04-09 14:30:51 +07:00
parent 103055b3df
commit 87f2845483
157 changed files with 19026 additions and 17773 deletions
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backend_api_python/app/services/kline.py
+66 -75
View File
@@ -1,41 +1,37 @@
"""
K-line data service
"""
from typing import Dict, List, Any, Optional
from typing import Any, Dict, List, Optional
from app.config import CacheConfig
from app.data_sources import DataSourceFactory
from app.utils.cache import CacheManager
from app.utils.logger import get_logger
from app.config import CacheConfig
logger = get_logger(__name__)
class KlineService:
"""K-line data service"""
def __init__(self):
self.cache = CacheManager()
self.cache_ttl = CacheConfig.KLINE_CACHE_TTL
def get_kline(
self,
market: str,
symbol: str,
timeframe: str,
limit: int = 300,
before_time: Optional[int] = None
self, market: str, symbol: str, timeframe: str, limit: int = 300, before_time: Optional[int] = None
) -> List[Dict[str, Any]]:
"""
Get K-line data
Args:
market: market type (Crypto, USStock, Forex, Futures)
symbol: trading pair/stock code
timeframe: time period
limit: number of data items
before_time: Get data before this time
Returns:
K-line data list
"""
@@ -46,40 +42,36 @@ class KlineService:
if cached:
# logger.info(f"Hit cache: {cache_key}")
return cached
# Get data
klines = DataSourceFactory.get_kline(
market=market,
symbol=symbol,
timeframe=timeframe,
limit=limit,
before_time=before_time
market=market, symbol=symbol, timeframe=timeframe, limit=limit, before_time=before_time
)
# Set cache (latest data only)
if klines and not before_time:
ttl = self.cache_ttl.get(timeframe, 300)
self.cache.set(cache_key, klines, ttl)
# logger.info(f"Cache settings: {cache_key}, TTL: {ttl}s")
return klines
def get_latest_price(self, market: str, symbol: str) -> Optional[Dict[str, Any]]:
"""Get the latest price (use 1-minute K-line, deprecated, it is recommended to use get_realtime_price)"""
klines = self.get_kline(market, symbol, '1m', 1)
klines = self.get_kline(market, symbol, "1m", 1)
if klines:
return klines[-1]
return None
def get_realtime_price(self, market: str, symbol: str, force_refresh: bool = False) -> Dict[str, Any]:
"""
Get real-time prices (priority to use ticker API, downgrade to minute K-line)
Args:
market: market type (Crypto, USStock, Forex, Futures)
symbol: trading pair/stock code
force_refresh: whether to force refresh (skip cache)
Returns:
Real-time price data: {
'price': latest price,
@@ -94,97 +86,96 @@ class KlineService:
"""
# Build a cache key (short-term cache to avoid frequent requests)
cache_key = f"realtime_price:{market}:{symbol}"
# If it is not a forced refresh, try using caching
if not force_refresh:
cached = self.cache.get(cache_key)
if cached:
return cached
result = {
'price': 0,
'change': 0,
'changePercent': 0,
'high': 0,
'low': 0,
'open': 0,
'previousClose': 0,
'source': 'unknown'
"price": 0,
"change": 0,
"changePercent": 0,
"high": 0,
"low": 0,
"open": 0,
"previousClose": 0,
"source": "unknown",
}
# First try to use the ticker API to get real-time prices
try:
ticker = DataSourceFactory.get_ticker(market, symbol)
if ticker and ticker.get('last', 0) > 0:
if ticker and ticker.get("last", 0) > 0:
result = {
'price': ticker.get('last', 0),
'change': ticker.get('change', 0),
'changePercent': ticker.get('changePercent', 0),
'high': ticker.get('high', 0),
'low': ticker.get('low', 0),
'open': ticker.get('open', 0),
'previousClose': ticker.get('previousClose', 0),
'source': 'ticker'
"price": ticker.get("last", 0),
"change": ticker.get("change", 0),
"changePercent": ticker.get("changePercent", 0),
"high": ticker.get("high", 0),
"low": ticker.get("low", 0),
"open": ticker.get("open", 0),
"previousClose": ticker.get("previousClose", 0),
"source": "ticker",
}
# Cache for 30 seconds
self.cache.set(cache_key, result, 30)
return result
except Exception as e:
logger.debug(f"Ticker API failed for {market}:{symbol}, falling back to kline: {e}")
# Downgrade: Use 1 minute candlestick
try:
klines = self.get_kline(market, symbol, '1m', 2)
klines = self.get_kline(market, symbol, "1m", 2)
if klines and len(klines) > 0:
latest = klines[-1]
prev_close = klines[-2]['close'] if len(klines) > 1 else latest.get('open', 0)
current_price = latest.get('close', 0)
prev_close = klines[-2]["close"] if len(klines) > 1 else latest.get("open", 0)
current_price = latest.get("close", 0)
change = round(current_price - prev_close, 4) if prev_close else 0
change_pct = round(change / prev_close * 100, 2) if prev_close and prev_close > 0 else 0
result = {
'price': current_price,
'change': change,
'changePercent': change_pct,
'high': latest.get('high', 0),
'low': latest.get('low', 0),
'open': latest.get('open', 0),
'previousClose': prev_close,
'source': 'kline_1m'
"price": current_price,
"change": change,
"changePercent": change_pct,
"high": latest.get("high", 0),
"low": latest.get("low", 0),
"open": latest.get("open", 0),
"previousClose": prev_close,
"source": "kline_1m",
}
# Cache for 30 seconds
self.cache.set(cache_key, result, 30)
return result
except Exception as e:
logger.debug(f"1m kline failed for {market}:{symbol}, trying daily: {e}")
# Last downgrade: using daily data (applies to non-trading hours)
try:
klines = self.get_kline(market, symbol, '1D', 2)
klines = self.get_kline(market, symbol, "1D", 2)
if klines and len(klines) > 0:
latest = klines[-1]
prev_close = klines[-2]['close'] if len(klines) > 1 else latest.get('open', 0)
current_price = latest.get('close', 0)
prev_close = klines[-2]["close"] if len(klines) > 1 else latest.get("open", 0)
current_price = latest.get("close", 0)
change = round(current_price - prev_close, 4) if prev_close else 0
change_pct = round(change / prev_close * 100, 2) if prev_close and prev_close > 0 else 0
result = {
'price': current_price,
'change': change,
'changePercent': change_pct,
'high': latest.get('high', 0),
'low': latest.get('low', 0),
'open': latest.get('open', 0),
'previousClose': prev_close,
'source': 'kline_1d'
"price": current_price,
"change": change,
"changePercent": change_pct,
"high": latest.get("high", 0),
"low": latest.get("low", 0),
"open": latest.get("open", 0),
"previousClose": prev_close,
"source": "kline_1d",
}
# Daily data cache for 5 minutes
self.cache.set(cache_key, result, 300)
return result
except Exception as e:
logger.error(f"All price sources failed for {market}:{symbol}: {e}")
return result
return result