迁移 PostgreSQL 并新增 Python API 服务
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
fish
@@ -5,12 +5,12 @@ ENV PYTHONDONTWRITEBYTECODE=1 \
|
||||
PIP_NO_CACHE_DIR=1 \
|
||||
PIP_DISABLE_PIP_VERSION_CHECK=1 \
|
||||
TZ=Asia/Shanghai \
|
||||
DB_PATH=/app/data/futures.db
|
||||
DATABASE_URL=postgresql://trade:trade@postgres:5432/futures
|
||||
|
||||
WORKDIR /app
|
||||
|
||||
# 运行时依赖 + 时区
|
||||
RUN apk add --no-cache tzdata \
|
||||
# 运行时依赖 + 时区 + libpq(psycopg2)
|
||||
RUN apk add --no-cache tzdata libpq \
|
||||
&& cp /usr/share/zoneinfo/Asia/Shanghai /etc/localtime \
|
||||
&& echo "Asia/Shanghai" > /etc/timezone
|
||||
|
||||
@@ -25,4 +25,4 @@ RUN adduser -D -u 1000 app \
|
||||
COPY --chown=app:app src ./src
|
||||
USER app
|
||||
|
||||
CMD ["python", "-m", "src.main"]
|
||||
CMD ["uvicorn", "src.api:app", "--host", "0.0.0.0", "--port", "8000"]
|
||||
|
||||
@@ -1,3 +1,6 @@
|
||||
tushare>=1.4.0
|
||||
pandas>=2.2.0
|
||||
requests>=2.31.0
|
||||
fastapi>=0.115.0
|
||||
uvicorn[standard]>=0.34.0
|
||||
psycopg2-binary>=2.9.10
|
||||
|
||||
162
tushare/src/api.py
Normal file
162
tushare/src/api.py
Normal file
@@ -0,0 +1,162 @@
|
||||
from typing import Optional
|
||||
|
||||
from fastapi import FastAPI, HTTPException, Query
|
||||
from pydantic import BaseModel
|
||||
|
||||
from . import contracts, fetcher, notifier, scorer, storage
|
||||
|
||||
app = FastAPI(title="期货数据采集与打分服务")
|
||||
|
||||
|
||||
class RunRequest(BaseModel):
|
||||
ts_code: Optional[str] = None
|
||||
symbol: str = "FG"
|
||||
|
||||
|
||||
class RunResponse(BaseModel):
|
||||
ts_code: str
|
||||
trade_date: str
|
||||
close: float
|
||||
oi: float
|
||||
oi_chg: float
|
||||
short_term: float
|
||||
medium_term: float
|
||||
long_term: float
|
||||
composite: float
|
||||
signal: str
|
||||
|
||||
|
||||
@app.on_event("startup")
|
||||
def startup():
|
||||
storage.init_db()
|
||||
|
||||
|
||||
@app.get("/health")
|
||||
def health():
|
||||
return {"status": "ok"}
|
||||
|
||||
|
||||
@app.post("/api/v1/run", response_model=RunResponse)
|
||||
def run_pipeline(req: RunRequest):
|
||||
ts_code = req.ts_code or contracts.active_contract(req.symbol)
|
||||
if not req.ts_code:
|
||||
print(f"[AUTO] {req.symbol} 当月主力 -> {ts_code}")
|
||||
|
||||
df = fetcher.fetch_contract(ts_code)
|
||||
storage.save_candles(df)
|
||||
result = scorer.score_daily(df)
|
||||
storage.save_score(result)
|
||||
|
||||
push_title = f"{result.ts_code.split('.')[0]} {result.trade_date}"
|
||||
push_body = (
|
||||
f"综合 {result.composite:.1f}\n"
|
||||
f"短期 {result.short_term:.1f} | 中期 {result.medium_term:.1f} | 长期 {result.long_term:.1f}\n"
|
||||
f"{result.signal}"
|
||||
)
|
||||
notifier.push_bark(push_title, push_body)
|
||||
|
||||
return RunResponse(
|
||||
ts_code=result.ts_code,
|
||||
trade_date=result.trade_date,
|
||||
close=result.close,
|
||||
oi=result.oi,
|
||||
oi_chg=result.oi_chg,
|
||||
short_term=result.short_term,
|
||||
medium_term=result.medium_term,
|
||||
long_term=result.long_term,
|
||||
composite=result.composite,
|
||||
signal=result.signal,
|
||||
)
|
||||
|
||||
|
||||
@app.get("/api/v1/scores")
|
||||
def list_scores(
|
||||
ts_code: Optional[str] = Query(None),
|
||||
start: Optional[str] = Query(None),
|
||||
end: Optional[str] = Query(None),
|
||||
limit: int = Query(200, ge=1, le=500),
|
||||
):
|
||||
conn = storage._get_conn()
|
||||
try:
|
||||
with conn.cursor() as cur:
|
||||
q = """SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
|
||||
long_term, composite, signal, created_at FROM scores WHERE 1=1"""
|
||||
args = []
|
||||
if ts_code:
|
||||
q += " AND ts_code = %s"
|
||||
args.append(ts_code)
|
||||
if start:
|
||||
q += " AND trade_date >= %s"
|
||||
args.append(start)
|
||||
if end:
|
||||
q += " AND trade_date <= %s"
|
||||
args.append(end)
|
||||
q += " ORDER BY trade_date DESC, id DESC LIMIT %s"
|
||||
args.append(limit)
|
||||
cur.execute(q, args)
|
||||
cols = [d[0] for d in cur.description]
|
||||
rows = [dict(zip(cols, row)) for row in cur.fetchall()]
|
||||
return rows
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
@app.get("/api/v1/scores/{score_id}")
|
||||
def get_score(score_id: int):
|
||||
conn = storage._get_conn()
|
||||
try:
|
||||
with conn.cursor() as cur:
|
||||
cur.execute(
|
||||
"""SELECT id, ts_code, trade_date, close, oi, oi_chg, short_term, medium_term,
|
||||
long_term, composite, signal, detail_json, created_at
|
||||
FROM scores WHERE id = %s""",
|
||||
(score_id,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
if not row:
|
||||
raise HTTPException(status_code=404, detail="not found")
|
||||
cols = [d[0] for d in cur.description]
|
||||
return dict(zip(cols, row))
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
@app.get("/api/v1/contracts")
|
||||
def list_contracts():
|
||||
conn = storage._get_conn()
|
||||
try:
|
||||
with conn.cursor() as cur:
|
||||
cur.execute("SELECT DISTINCT ts_code FROM scores ORDER BY ts_code ASC")
|
||||
return [r[0] for r in cur.fetchall()]
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
@app.get("/api/v1/candles")
|
||||
def list_candles(
|
||||
ts_code: str = Query(...),
|
||||
start: Optional[str] = Query(None),
|
||||
end: Optional[str] = Query(None),
|
||||
):
|
||||
conn = storage._get_conn()
|
||||
try:
|
||||
with conn.cursor() as cur:
|
||||
q = """SELECT ts_code, trade_date,
|
||||
COALESCE(open, 0), COALESCE(high, 0), COALESCE(low, 0), COALESCE(close, 0),
|
||||
COALESCE(vol, 0), COALESCE(amount, 0),
|
||||
COALESCE(oi, 0), COALESCE(oi_chg, 0), COALESCE(pre_close, 0)
|
||||
FROM candles WHERE ts_code = %s"""
|
||||
args = [ts_code]
|
||||
if start:
|
||||
q += " AND trade_date >= %s"
|
||||
args.append(start)
|
||||
if end:
|
||||
q += " AND trade_date <= %s"
|
||||
args.append(end)
|
||||
q += " ORDER BY trade_date ASC LIMIT 1000"
|
||||
cur.execute(q, args)
|
||||
cols = ["ts_code", "trade_date", "open", "high", "low", "close",
|
||||
"vol", "amount", "oi", "oi_chg", "pre_close"]
|
||||
return [dict(zip(cols, row)) for row in cur.fetchall()]
|
||||
finally:
|
||||
conn.close()
|
||||
@@ -1,131 +1,154 @@
|
||||
import json
|
||||
import os
|
||||
import sqlite3
|
||||
from typing import Optional
|
||||
|
||||
import pandas as pd
|
||||
import psycopg2
|
||||
from psycopg2.extras import RealDictCursor
|
||||
|
||||
from .models import ScoreResult
|
||||
|
||||
DEFAULT_DB_PATH = os.environ.get("DB_PATH", "/app/data/futures.db")
|
||||
DEFAULT_DB_URL = os.environ.get("DATABASE_URL", "postgresql://trade:trade@postgres:5432/futures")
|
||||
|
||||
|
||||
def _get_conn(db_path: str = DEFAULT_DB_PATH) -> sqlite3.Connection:
|
||||
conn = sqlite3.connect(db_path)
|
||||
conn.row_factory = sqlite3.Row
|
||||
return conn
|
||||
def _get_conn(db_url: str = DEFAULT_DB_URL):
|
||||
return psycopg2.connect(db_url)
|
||||
|
||||
|
||||
def init_db(db_path: str = DEFAULT_DB_PATH):
|
||||
def init_db(db_url: str = DEFAULT_DB_URL):
|
||||
"""初始化数据库,创建 candles 和 scores 表。"""
|
||||
os.makedirs(os.path.dirname(db_path), exist_ok=True)
|
||||
conn = _get_conn(db_path)
|
||||
conn = _get_conn(db_url)
|
||||
try:
|
||||
conn.execute("PRAGMA journal_mode=WAL")
|
||||
conn.execute("""
|
||||
CREATE TABLE IF NOT EXISTS candles (
|
||||
ts_code TEXT NOT NULL,
|
||||
trade_date TEXT NOT NULL,
|
||||
open REAL,
|
||||
high REAL,
|
||||
low REAL,
|
||||
close REAL,
|
||||
vol REAL,
|
||||
amount REAL,
|
||||
oi REAL,
|
||||
oi_chg REAL,
|
||||
pre_close REAL,
|
||||
PRIMARY KEY (ts_code, trade_date)
|
||||
)
|
||||
""")
|
||||
conn.execute("""
|
||||
CREATE TABLE IF NOT EXISTS scores (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
ts_code TEXT NOT NULL,
|
||||
trade_date TEXT NOT NULL,
|
||||
close REAL,
|
||||
oi REAL,
|
||||
oi_chg REAL,
|
||||
short_term REAL,
|
||||
medium_term REAL,
|
||||
long_term REAL,
|
||||
composite REAL,
|
||||
signal TEXT,
|
||||
detail_json TEXT,
|
||||
created_at TEXT DEFAULT (datetime('now', 'localtime')),
|
||||
UNIQUE (ts_code, trade_date)
|
||||
)
|
||||
""")
|
||||
with conn.cursor() as cur:
|
||||
cur.execute("""
|
||||
CREATE TABLE IF NOT EXISTS candles (
|
||||
ts_code TEXT NOT NULL,
|
||||
trade_date TEXT NOT NULL,
|
||||
open REAL,
|
||||
high REAL,
|
||||
low REAL,
|
||||
close REAL,
|
||||
vol REAL,
|
||||
amount REAL,
|
||||
oi REAL,
|
||||
oi_chg REAL,
|
||||
pre_close REAL,
|
||||
PRIMARY KEY (ts_code, trade_date)
|
||||
)
|
||||
""")
|
||||
cur.execute("""
|
||||
CREATE TABLE IF NOT EXISTS scores (
|
||||
id INTEGER GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
|
||||
ts_code TEXT NOT NULL,
|
||||
trade_date TEXT NOT NULL,
|
||||
close REAL,
|
||||
oi REAL,
|
||||
oi_chg REAL,
|
||||
short_term REAL,
|
||||
medium_term REAL,
|
||||
long_term REAL,
|
||||
composite REAL,
|
||||
signal TEXT,
|
||||
detail_json TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
UNIQUE (ts_code, trade_date)
|
||||
)
|
||||
""")
|
||||
conn.commit()
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def save_candles(df: pd.DataFrame, db_path: str = DEFAULT_DB_PATH):
|
||||
def save_candles(df: pd.DataFrame, db_url: str = DEFAULT_DB_URL):
|
||||
"""批量写入/更新日线数据。"""
|
||||
if df.empty:
|
||||
return
|
||||
conn = _get_conn(db_path)
|
||||
conn = _get_conn(db_url)
|
||||
try:
|
||||
df = df.copy()
|
||||
df = df.where(pd.notna(df), None)
|
||||
records = df.to_dict(orient="records")
|
||||
conn.executemany(
|
||||
"""
|
||||
INSERT OR REPLACE INTO candles
|
||||
(ts_code, trade_date, open, high, low, close, vol, amount, oi, oi_chg, pre_close)
|
||||
VALUES (:ts_code, :trade_date, :open, :high, :low, :close,
|
||||
:vol, :amount, :oi, :oi_chg, :pre_close)
|
||||
""",
|
||||
records,
|
||||
)
|
||||
with conn.cursor() as cur:
|
||||
cur.executemany(
|
||||
"""
|
||||
INSERT INTO candles
|
||||
(ts_code, trade_date, open, high, low, close, vol, amount, oi, oi_chg, pre_close)
|
||||
VALUES (%(ts_code)s, %(trade_date)s, %(open)s, %(high)s, %(low)s, %(close)s,
|
||||
%(vol)s, %(amount)s, %(oi)s, %(oi_chg)s, %(pre_close)s)
|
||||
ON CONFLICT (ts_code, trade_date) DO UPDATE SET
|
||||
open = EXCLUDED.open,
|
||||
high = EXCLUDED.high,
|
||||
low = EXCLUDED.low,
|
||||
close = EXCLUDED.close,
|
||||
vol = EXCLUDED.vol,
|
||||
amount = EXCLUDED.amount,
|
||||
oi = EXCLUDED.oi,
|
||||
oi_chg = EXCLUDED.oi_chg,
|
||||
pre_close = EXCLUDED.pre_close
|
||||
""",
|
||||
records,
|
||||
)
|
||||
conn.commit()
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def save_score(score: ScoreResult, db_path: str = DEFAULT_DB_PATH):
|
||||
def save_score(score: ScoreResult, db_url: str = DEFAULT_DB_URL):
|
||||
"""写入打分结果。"""
|
||||
conn = _get_conn(db_path)
|
||||
conn = _get_conn(db_url)
|
||||
try:
|
||||
conn.execute(
|
||||
"""
|
||||
INSERT OR REPLACE INTO scores
|
||||
(ts_code, trade_date, close, oi, oi_chg,
|
||||
short_term, medium_term, long_term, composite, signal, detail_json)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""",
|
||||
(
|
||||
score.ts_code,
|
||||
score.trade_date,
|
||||
score.close,
|
||||
score.oi,
|
||||
score.oi_chg,
|
||||
score.short_term,
|
||||
score.medium_term,
|
||||
score.long_term,
|
||||
score.composite,
|
||||
score.signal,
|
||||
json.dumps({
|
||||
"short_details": score.detail.short_details,
|
||||
"medium_detail": score.detail.medium_detail,
|
||||
"long_detail": score.detail.long_detail,
|
||||
}, ensure_ascii=False, default=str),
|
||||
),
|
||||
)
|
||||
with conn.cursor() as cur:
|
||||
cur.execute(
|
||||
"""
|
||||
INSERT INTO scores
|
||||
(ts_code, trade_date, close, oi, oi_chg,
|
||||
short_term, medium_term, long_term, composite, signal, detail_json)
|
||||
VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
|
||||
ON CONFLICT (ts_code, trade_date) DO UPDATE SET
|
||||
close = EXCLUDED.close,
|
||||
oi = EXCLUDED.oi,
|
||||
oi_chg = EXCLUDED.oi_chg,
|
||||
short_term = EXCLUDED.short_term,
|
||||
medium_term = EXCLUDED.medium_term,
|
||||
long_term = EXCLUDED.long_term,
|
||||
composite = EXCLUDED.composite,
|
||||
signal = EXCLUDED.signal,
|
||||
detail_json = EXCLUDED.detail_json,
|
||||
created_at = CURRENT_TIMESTAMP
|
||||
""",
|
||||
(
|
||||
score.ts_code,
|
||||
score.trade_date,
|
||||
score.close,
|
||||
score.oi,
|
||||
score.oi_chg,
|
||||
score.short_term,
|
||||
score.medium_term,
|
||||
score.long_term,
|
||||
score.composite,
|
||||
score.signal,
|
||||
json.dumps({
|
||||
"short_details": score.detail.short_details,
|
||||
"medium_detail": score.detail.medium_detail,
|
||||
"long_detail": score.detail.long_detail,
|
||||
}, ensure_ascii=False, default=str),
|
||||
),
|
||||
)
|
||||
conn.commit()
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def get_latest_score(ts_code: str, db_path: str = DEFAULT_DB_PATH) -> Optional[dict]:
|
||||
def get_latest_score(ts_code: str, db_url: str = DEFAULT_DB_URL) -> Optional[dict]:
|
||||
"""查询最新打分记录。"""
|
||||
conn = _get_conn(db_path)
|
||||
conn = _get_conn(db_url)
|
||||
try:
|
||||
row = conn.execute(
|
||||
"SELECT * FROM scores WHERE ts_code = ? ORDER BY trade_date DESC LIMIT 1",
|
||||
(ts_code,),
|
||||
).fetchone()
|
||||
return dict(row) if row else None
|
||||
with conn.cursor(cursor_factory=RealDictCursor) as cur:
|
||||
cur.execute(
|
||||
"SELECT * FROM scores WHERE ts_code = %s ORDER BY trade_date DESC LIMIT 1",
|
||||
(ts_code,),
|
||||
)
|
||||
row = cur.fetchone()
|
||||
return dict(row) if row else None
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
Reference in New Issue
Block a user