TIANHE
547 lines
19 KiB
Python
547 lines
19 KiB
Python
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"""
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SQLite 数据库连接工具 (本地化适配版)
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"""
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import sqlite3
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import os
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import threading
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import shutil
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from typing import Optional, Any, List, Dict
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from contextlib import contextmanager
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from app.utils.logger import get_logger
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logger = get_logger(__name__)
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# SQLite 主库路径解析
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#
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# 目标默认行为：把主库放到 `backend_api_python/data/quantdinger.db`
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# 兼容旧行为：老版本会在 `backend_api_python/quantdinger.db` 建库
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_BASE_DIR = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))))
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_DEFAULT_DB_FILE = os.path.join(_BASE_DIR, 'data', 'quantdinger.db')
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_LEGACY_DB_FILE = os.path.join(_BASE_DIR, 'quantdinger.db')
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def _get_db_file() -> str:
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"""
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Resolve SQLite DB file path.
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Priority:
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- SQLITE_DATABASE_FILE env (Docker 推荐：/app/data/quantdinger.db)
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- default: backend_api_python/data/quantdinger.db (local recommended)
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Also performs a best-effort one-time migration:
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If the configured/default path doesn't exist but legacy db exists, copy legacy to configured/default path.
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"""
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env_path = os.getenv('SQLITE_DATABASE_FILE')
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db_path = (env_path or '').strip() or _DEFAULT_DB_FILE
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# Ensure parent dir exists
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parent = os.path.dirname(db_path)
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if parent and not os.path.exists(parent):
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try:
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os.makedirs(parent, exist_ok=True)
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except Exception:
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pass
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# Best-effort migration from legacy path
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try:
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if os.path.abspath(db_path) != os.path.abspath(_LEGACY_DB_FILE):
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if (not os.path.exists(db_path)) and os.path.exists(_LEGACY_DB_FILE):
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shutil.copy2(_LEGACY_DB_FILE, db_path)
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logger.info(f"Migrated SQLite DB from legacy path to {db_path}")
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except Exception as e:
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logger.warning(f"SQLite DB migration skipped/failed: {e}")
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return db_path
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# 线程锁，用于简单的并发控制（SQLite 对写操作有限制）
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_db_lock = threading.Lock()
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def _init_db_schema(conn):
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"""初始化数据库表结构"""
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cursor = conn.cursor()
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def ensure_columns(table: str, columns: Dict[str, str]) -> None:
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"""
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Ensure columns exist for an existing SQLite table (simple migration).
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columns: {column_name: "TYPE DEFAULT ..."}
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"""
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try:
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cursor.execute(f"PRAGMA table_info({table})")
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existing = {row[1] for row in cursor.fetchall() or []} # row[1] is column name
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for col, ddl in columns.items():
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if col in existing:
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continue
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cursor.execute(f"ALTER TABLE {table} ADD COLUMN {col} {ddl}")
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except Exception as e:
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logger.warning(f"ensure_columns failed for table={table}: {e}")
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# 1. 策略表
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_strategies_trading (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_name TEXT NOT NULL,
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strategy_type TEXT DEFAULT 'IndicatorStrategy',
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market_category TEXT DEFAULT 'Crypto',
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execution_mode TEXT DEFAULT 'signal',
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notification_config TEXT DEFAULT '', -- JSON string
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status TEXT DEFAULT 'stopped',
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symbol TEXT,
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timeframe TEXT,
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initial_capital REAL DEFAULT 1000,
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leverage INTEGER DEFAULT 1,
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market_type TEXT DEFAULT 'swap',
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exchange_config TEXT, -- JSON string
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indicator_config TEXT, -- JSON string
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trading_config TEXT, -- JSON string
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ai_model_config TEXT, -- JSON string
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decide_interval INTEGER DEFAULT 300,
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created_at INTEGER,
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updated_at INTEGER
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)
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""")
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ensure_columns("qd_strategies_trading", {
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"market_category": "TEXT DEFAULT 'Crypto'",
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"execution_mode": "TEXT DEFAULT 'signal'",
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"notification_config": "TEXT DEFAULT ''"
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})
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# 2. 持仓表
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_strategy_positions (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_id INTEGER,
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symbol TEXT,
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side TEXT, -- long/short
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size REAL,
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entry_price REAL,
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current_price REAL,
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highest_price REAL DEFAULT 0,
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lowest_price REAL DEFAULT 0,
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unrealized_pnl REAL DEFAULT 0,
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pnl_percent REAL DEFAULT 0,
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equity REAL DEFAULT 0,
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updated_at INTEGER,
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UNIQUE(strategy_id, symbol, side)
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)
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""")
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ensure_columns("qd_strategy_positions", {
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"highest_price": "REAL DEFAULT 0",
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"lowest_price": "REAL DEFAULT 0",
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})
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# 3. 交易记录表
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_strategy_trades (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_id INTEGER,
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symbol TEXT,
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type TEXT, -- open_long, close_short, etc.
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price REAL,
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amount REAL,
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value REAL,
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commission REAL DEFAULT 0,
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commission_ccy TEXT DEFAULT '',
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profit REAL DEFAULT 0,
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created_at INTEGER
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)
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""")
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ensure_columns("qd_strategy_trades", {
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"commission_ccy": "TEXT DEFAULT ''",
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})
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# NOTE:
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# We intentionally do not persist runtime logs in DB for local deployments.
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# Use console logs / stdout prints instead.
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# 3.1 Pending orders queue (signal dispatch / live execution)
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS pending_orders (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_id INTEGER,
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symbol TEXT NOT NULL,
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signal_type TEXT NOT NULL, -- open_long/close_long/open_short/close_short/add_long/add_short
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signal_ts INTEGER, -- candle timestamp (seconds). used for strict de-dup per candle
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market_type TEXT DEFAULT 'swap',
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order_type TEXT DEFAULT 'market',
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amount REAL DEFAULT 0, -- base amount (or stake amount depending on execution)
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price REAL DEFAULT 0, -- reference price at enqueue time
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execution_mode TEXT DEFAULT 'signal', -- signal/live
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status TEXT DEFAULT 'pending', -- pending/processing/sent/failed/deferred
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priority INTEGER DEFAULT 0,
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attempts INTEGER DEFAULT 0,
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max_attempts INTEGER DEFAULT 10,
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last_error TEXT DEFAULT '',
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payload_json TEXT DEFAULT '', -- JSON string for dispatcher
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-- Live execution result fields (best-effort)
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dispatch_note TEXT DEFAULT '',
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exchange_id TEXT DEFAULT '',
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exchange_order_id TEXT DEFAULT '',
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exchange_response_json TEXT DEFAULT '',
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filled REAL DEFAULT 0,
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avg_price REAL DEFAULT 0,
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executed_at INTEGER,
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created_at INTEGER,
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updated_at INTEGER,
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processed_at INTEGER,
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sent_at INTEGER
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)
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""")
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ensure_columns("pending_orders", {
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"signal_ts": "INTEGER",
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"market_type": "TEXT DEFAULT 'swap'",
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"order_type": "TEXT DEFAULT 'market'",
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"price": "REAL DEFAULT 0",
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"execution_mode": "TEXT DEFAULT 'signal'",
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"status": "TEXT DEFAULT 'pending'",
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"priority": "INTEGER DEFAULT 0",
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"attempts": "INTEGER DEFAULT 0",
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"max_attempts": "INTEGER DEFAULT 10",
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"last_error": "TEXT DEFAULT ''",
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"payload_json": "TEXT DEFAULT ''",
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"dispatch_note": "TEXT DEFAULT ''",
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"exchange_id": "TEXT DEFAULT ''",
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"exchange_order_id": "TEXT DEFAULT ''",
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"exchange_response_json": "TEXT DEFAULT ''",
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"filled": "REAL DEFAULT 0",
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"avg_price": "REAL DEFAULT 0",
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"executed_at": "INTEGER",
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"created_at": "INTEGER",
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"updated_at": "INTEGER",
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"processed_at": "INTEGER",
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"sent_at": "INTEGER",
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})
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# 3.2 Strategy notifications (browser polling / audit trail)
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_strategy_notifications (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_id INTEGER,
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symbol TEXT DEFAULT '',
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signal_type TEXT DEFAULT '',
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channels TEXT DEFAULT '',
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title TEXT DEFAULT '',
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message TEXT DEFAULT '',
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payload_json TEXT DEFAULT '',
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created_at INTEGER
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)
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""")
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ensure_columns("qd_strategy_notifications", {
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"strategy_id": "INTEGER",
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"symbol": "TEXT DEFAULT ''",
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"signal_type": "TEXT DEFAULT ''",
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"channels": "TEXT DEFAULT ''",
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"title": "TEXT DEFAULT ''",
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"message": "TEXT DEFAULT ''",
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"payload_json": "TEXT DEFAULT ''",
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"created_at": "INTEGER",
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})
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# 4. 指标代码表（参考 MySQL: qd_indicator_codes）
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# 说明：
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# - 本地化后统一使用 SQLite，但字段保持与 MySQL 结构接近，便于前端/业务复用。
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_indicator_codes (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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user_id INTEGER NOT NULL DEFAULT 1,
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is_buy INTEGER NOT NULL DEFAULT 0,
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end_time INTEGER NOT NULL DEFAULT 1,
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name TEXT NOT NULL DEFAULT '',
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code TEXT,
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description TEXT DEFAULT '',
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publish_to_community INTEGER NOT NULL DEFAULT 0,
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pricing_type TEXT NOT NULL DEFAULT 'free',
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price REAL NOT NULL DEFAULT 0,
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is_encrypted INTEGER NOT NULL DEFAULT 0,
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preview_image TEXT DEFAULT '',
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createtime INTEGER,
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updatetime INTEGER,
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-- legacy local columns (kept for backward compatibility)
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created_at INTEGER,
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updated_at INTEGER
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)
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""")
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# Migrate older local DBs (missing columns) to the new schema shape.
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ensure_columns("qd_indicator_codes", {
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"user_id": "INTEGER NOT NULL DEFAULT 1",
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"is_buy": "INTEGER NOT NULL DEFAULT 0",
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"end_time": "INTEGER NOT NULL DEFAULT 1",
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"publish_to_community": "INTEGER NOT NULL DEFAULT 0",
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"pricing_type": "TEXT NOT NULL DEFAULT 'free'",
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"price": "REAL NOT NULL DEFAULT 0",
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"is_encrypted": "INTEGER NOT NULL DEFAULT 0",
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"preview_image": "TEXT DEFAULT ''",
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"createtime": "INTEGER",
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"updatetime": "INTEGER"
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})
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# 4.1 策略代码表（indicator-analysis 本地策略；与交易执行器的 qd_strategies_trading 区分）
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_strategy_codes (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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user_id INTEGER NOT NULL DEFAULT 1,
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name TEXT NOT NULL DEFAULT '',
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code TEXT,
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description TEXT DEFAULT '',
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createtime INTEGER,
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updatetime INTEGER
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)
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""")
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ensure_columns("qd_strategy_codes", {
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"user_id": "INTEGER NOT NULL DEFAULT 1",
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"name": "TEXT NOT NULL DEFAULT ''",
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"code": "TEXT",
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"description": "TEXT DEFAULT ''",
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"createtime": "INTEGER",
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"updatetime": "INTEGER"
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})
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# 5. AI决策记录表
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_ai_decisions (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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strategy_id INTEGER,
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decision_data TEXT, -- JSON
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context_data TEXT, -- JSON
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created_at INTEGER
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)
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""")
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# 6. 插件/系统配置表（原来由 MySQL 提供，这里用 SQLite 本地化）
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_addon_config (
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config_key TEXT PRIMARY KEY,
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config_value TEXT,
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type TEXT DEFAULT 'string'
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)
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""")
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# 7. Watchlist (local-only, single-user by default)
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_watchlist (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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user_id INTEGER DEFAULT 1,
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market TEXT NOT NULL,
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symbol TEXT NOT NULL,
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name TEXT DEFAULT '',
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created_at INTEGER,
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updated_at INTEGER,
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UNIQUE(user_id, market, symbol)
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)
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""")
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# 8. Analysis tasks / history (local-only)
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_analysis_tasks (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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user_id INTEGER DEFAULT 1,
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market TEXT NOT NULL,
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symbol TEXT NOT NULL,
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model TEXT DEFAULT '',
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language TEXT DEFAULT 'en-US',
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status TEXT DEFAULT 'completed', -- completed/failed/processing/pending
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result_json TEXT DEFAULT '',
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error_message TEXT DEFAULT '',
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created_at INTEGER,
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completed_at INTEGER
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)
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""")
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# 9. Backtest runs (for AI optimization / history)
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_backtest_runs (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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user_id INTEGER NOT NULL DEFAULT 1,
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indicator_id INTEGER,
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market TEXT NOT NULL,
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symbol TEXT NOT NULL,
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timeframe TEXT NOT NULL,
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start_date TEXT NOT NULL, -- YYYY-MM-DD
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end_date TEXT NOT NULL, -- YYYY-MM-DD
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initial_capital REAL DEFAULT 10000,
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commission REAL DEFAULT 0.001,
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slippage REAL DEFAULT 0,
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leverage INTEGER DEFAULT 1,
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trade_direction TEXT DEFAULT 'long',
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strategy_config TEXT DEFAULT '', -- JSON string
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status TEXT DEFAULT 'success', -- success/failed
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error_message TEXT DEFAULT '',
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result_json TEXT DEFAULT '', -- JSON string
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created_at INTEGER
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)
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""")
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ensure_columns("qd_backtest_runs", {
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"user_id": "INTEGER NOT NULL DEFAULT 1",
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"indicator_id": "INTEGER",
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"market": "TEXT NOT NULL DEFAULT ''",
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"symbol": "TEXT NOT NULL DEFAULT ''",
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"timeframe": "TEXT NOT NULL DEFAULT ''",
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"start_date": "TEXT NOT NULL DEFAULT ''",
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"end_date": "TEXT NOT NULL DEFAULT ''",
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"initial_capital": "REAL DEFAULT 10000",
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"commission": "REAL DEFAULT 0.001",
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"slippage": "REAL DEFAULT 0",
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"leverage": "INTEGER DEFAULT 1",
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"trade_direction": "TEXT DEFAULT 'long'",
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"strategy_config": "TEXT DEFAULT ''",
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"status": "TEXT DEFAULT 'success'",
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"error_message": "TEXT DEFAULT ''",
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"result_json": "TEXT DEFAULT ''",
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"created_at": "INTEGER"
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})
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# 10. Exchange credentials vault (local-only)
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS qd_exchange_credentials (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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user_id INTEGER NOT NULL DEFAULT 1,
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name TEXT DEFAULT '',
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exchange_id TEXT NOT NULL,
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api_key_hint TEXT DEFAULT '',
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encrypted_config TEXT NOT NULL, -- encrypted JSON string
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created_at INTEGER,
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updated_at INTEGER
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)
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""")
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ensure_columns("qd_exchange_credentials", {
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"user_id": "INTEGER NOT NULL DEFAULT 1",
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"name": "TEXT DEFAULT ''",
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"exchange_id": "TEXT NOT NULL DEFAULT ''",
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"api_key_hint": "TEXT DEFAULT ''",
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"encrypted_config": "TEXT NOT NULL DEFAULT ''",
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"created_at": "INTEGER",
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"updated_at": "INTEGER"
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})
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conn.commit()
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logger.info("Database schema initialized (SQLite)")
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# 初始化一次（按 db_file 维度）
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_has_initialized = False
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_initialized_db_file = None
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class SQLiteCursor:
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"""模拟 pymysql DictCursor"""
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def __init__(self, cursor):
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self._cursor = cursor
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def execute(self, query: str, args: Any = None):
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# 适配 MySQL -> SQLite 语法
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# 1. 替换占位符: %s -> ?
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query = query.replace('%s', '?')
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# 2. 替换 INSERT IGNORE -> INSERT OR IGNORE
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query = query.replace('INSERT IGNORE', 'INSERT OR IGNORE')
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# 3. 替换 ON DUPLICATE KEY UPDATE -> 简化为 UPSERT (SQLite 3.24+)
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# 注意：复杂的 ON DUPLICATE KEY UPDATE 很难自动转换，建议业务代码改写
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# 这里做一个简单的替换尝试，如果失败则需要人工介入代码
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if 'ON DUPLICATE KEY UPDATE' in query:
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# 简单的正则替换很难完美，这里记录日志提醒
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logger.warning(f"Complex SQL may require manual SQLite adaptation: {query}")
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# 尝试转换为 SQLite 的 ON CONFLICT (id) DO UPDATE SET ...
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# 但由于不知道主键冲突列，很难自动转换。
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# 临时方案：如果遇到这种 SQL，可能报错。我们假设主要业务逻辑已经重构。
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pass
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if args:
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return self._cursor.execute(query, args)
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return self._cursor.execute(query)
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def fetchone(self):
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row = self._cursor.fetchone()
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if row is None:
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return None
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# Convert sqlite3.Row to dict
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return dict(row)
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def fetchall(self):
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rows = self._cursor.fetchall()
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return [dict(row) for row in rows]
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def close(self):
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self._cursor.close()
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@property
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def lastrowid(self):
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return self._cursor.lastrowid
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class SQLiteConnection:
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"""数据库连接包装类"""
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def __init__(self, db_path):
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self._conn = sqlite3.connect(db_path, check_same_thread=False, timeout=30.0)
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# 设置 Row factory 以支持字段名访问
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self._conn.row_factory = sqlite3.Row
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def cursor(self):
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return SQLiteCursor(self._conn.cursor())
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def commit(self):
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self._conn.commit()
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def rollback(self):
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self._conn.rollback()
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def close(self):
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self._conn.close()
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@contextmanager
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def get_db_connection():
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"""
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获取数据库连接 (Context Manager)
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"""
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global _has_initialized, _initialized_db_file
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# 简单的连接创建，不使用连接池（SQLite 文件锁机制决定了连接池意义不大）
|
||
# 使用线程锁防止写冲突（虽然 SQLite 有 WAL 模式，但稳妥起见）
|
||
# 注意：这里加锁粒度较大，如果是高并发场景可能会慢，但对于个人量化系统足够。
|
||
|
||
# 初始化表结构（确保每个 db_file 都被初始化过）
|
||
db_file = _get_db_file()
|
||
if (not _has_initialized) or (_initialized_db_file != db_file):
|
||
try:
|
||
conn_init = sqlite3.connect(db_file)
|
||
_init_db_schema(conn_init)
|
||
conn_init.close()
|
||
_has_initialized = True
|
||
_initialized_db_file = db_file
|
||
except Exception as e:
|
||
logger.error(f"Failed to initialize database: {e}")
|
||
|
||
conn = SQLiteConnection(db_file)
|
||
try:
|
||
# with _db_lock: # SQLite 内部有锁，这里如果不跨线程共享连接其实不用强加锁
|
||
yield conn
|
||
except Exception as e:
|
||
logger.error(f"Database operation error: {e}")
|
||
conn.rollback()
|
||
raise e
|
||
finally:
|
||
conn.close()
|
||
|
||
def get_db_connection_sync():
|
||
"""兼容旧接口"""
|
||
global _has_initialized, _initialized_db_file
|
||
db_file = _get_db_file()
|
||
if (not _has_initialized) or (_initialized_db_file != db_file):
|
||
try:
|
||
conn_init = sqlite3.connect(db_file)
|
||
_init_db_schema(conn_init)
|
||
conn_init.close()
|
||
_has_initialized = True
|
||
_initialized_db_file = db_file
|
||
except Exception as e:
|
||
logger.error(f"Failed to initialize database: {e}")
|
||
|
||
return SQLiteConnection(db_file)
|
||
|
||
def close_db_connection():
|
||
pass
|