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
@@ -1,131 +1,154 @@
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import json
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import os
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import sqlite3
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from typing import Optional
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import pandas as pd
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import psycopg2
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from psycopg2.extras import RealDictCursor
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from .models import ScoreResult
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DEFAULT_DB_PATH = os.environ.get("DB_PATH", "/app/data/futures.db")
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DEFAULT_DB_URL = os.environ.get("DATABASE_URL", "postgresql://trade:trade@postgres:5432/futures")
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def _get_conn(db_path: str = DEFAULT_DB_PATH) -> sqlite3.Connection:
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conn = sqlite3.connect(db_path)
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conn.row_factory = sqlite3.Row
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return conn
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def _get_conn(db_url: str = DEFAULT_DB_URL):
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return psycopg2.connect(db_url)
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def init_db(db_path: str = DEFAULT_DB_PATH):
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def init_db(db_url: str = DEFAULT_DB_URL):
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"""初始化数据库,创建 candles 和 scores 表。"""
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os.makedirs(os.path.dirname(db_path), exist_ok=True)
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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conn.execute("PRAGMA journal_mode=WAL")
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conn.execute("""
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CREATE TABLE IF NOT EXISTS candles (
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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vol REAL,
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amount REAL,
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oi REAL,
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oi_chg REAL,
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pre_close REAL,
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PRIMARY KEY (ts_code, trade_date)
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)
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""")
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conn.execute("""
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CREATE TABLE IF NOT EXISTS scores (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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close REAL,
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oi REAL,
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oi_chg REAL,
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short_term REAL,
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medium_term REAL,
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long_term REAL,
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composite REAL,
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signal TEXT,
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detail_json TEXT,
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created_at TEXT DEFAULT (datetime('now', 'localtime')),
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UNIQUE (ts_code, trade_date)
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)
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""")
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with conn.cursor() as cur:
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cur.execute("""
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CREATE TABLE IF NOT EXISTS candles (
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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vol REAL,
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amount REAL,
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oi REAL,
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oi_chg REAL,
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pre_close REAL,
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PRIMARY KEY (ts_code, trade_date)
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)
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""")
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cur.execute("""
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CREATE TABLE IF NOT EXISTS scores (
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id INTEGER GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
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ts_code TEXT NOT NULL,
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trade_date TEXT NOT NULL,
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close REAL,
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oi REAL,
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oi_chg REAL,
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short_term REAL,
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medium_term REAL,
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long_term REAL,
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composite REAL,
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signal TEXT,
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detail_json TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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UNIQUE (ts_code, trade_date)
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)
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""")
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conn.commit()
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finally:
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conn.close()
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def save_candles(df: pd.DataFrame, db_path: str = DEFAULT_DB_PATH):
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def save_candles(df: pd.DataFrame, db_url: str = DEFAULT_DB_URL):
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"""批量写入/更新日线数据。"""
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if df.empty:
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return
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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df = df.copy()
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df = df.where(pd.notna(df), None)
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records = df.to_dict(orient="records")
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conn.executemany(
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"""
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INSERT OR REPLACE INTO candles
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(ts_code, trade_date, open, high, low, close, vol, amount, oi, oi_chg, pre_close)
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VALUES (:ts_code, :trade_date, :open, :high, :low, :close,
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:vol, :amount, :oi, :oi_chg, :pre_close)
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""",
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records,
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)
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with conn.cursor() as cur:
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cur.executemany(
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"""
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INSERT INTO candles
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(ts_code, trade_date, open, high, low, close, vol, amount, oi, oi_chg, pre_close)
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VALUES (%(ts_code)s, %(trade_date)s, %(open)s, %(high)s, %(low)s, %(close)s,
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%(vol)s, %(amount)s, %(oi)s, %(oi_chg)s, %(pre_close)s)
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ON CONFLICT (ts_code, trade_date) DO UPDATE SET
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open = EXCLUDED.open,
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high = EXCLUDED.high,
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low = EXCLUDED.low,
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close = EXCLUDED.close,
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vol = EXCLUDED.vol,
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amount = EXCLUDED.amount,
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oi = EXCLUDED.oi,
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oi_chg = EXCLUDED.oi_chg,
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pre_close = EXCLUDED.pre_close
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""",
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records,
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)
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conn.commit()
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finally:
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conn.close()
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def save_score(score: ScoreResult, db_path: str = DEFAULT_DB_PATH):
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def save_score(score: ScoreResult, db_url: str = DEFAULT_DB_URL):
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"""写入打分结果。"""
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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conn.execute(
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"""
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INSERT OR REPLACE INTO scores
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(ts_code, trade_date, close, oi, oi_chg,
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short_term, medium_term, long_term, composite, signal, detail_json)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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(
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score.ts_code,
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score.trade_date,
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score.close,
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score.oi,
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score.oi_chg,
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score.short_term,
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score.medium_term,
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score.long_term,
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score.composite,
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score.signal,
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json.dumps({
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"short_details": score.detail.short_details,
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"medium_detail": score.detail.medium_detail,
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"long_detail": score.detail.long_detail,
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}, ensure_ascii=False, default=str),
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),
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)
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with conn.cursor() as cur:
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cur.execute(
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"""
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INSERT INTO scores
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(ts_code, trade_date, close, oi, oi_chg,
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short_term, medium_term, long_term, composite, signal, detail_json)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
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ON CONFLICT (ts_code, trade_date) DO UPDATE SET
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close = EXCLUDED.close,
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oi = EXCLUDED.oi,
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oi_chg = EXCLUDED.oi_chg,
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short_term = EXCLUDED.short_term,
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medium_term = EXCLUDED.medium_term,
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long_term = EXCLUDED.long_term,
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composite = EXCLUDED.composite,
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signal = EXCLUDED.signal,
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detail_json = EXCLUDED.detail_json,
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created_at = CURRENT_TIMESTAMP
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""",
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(
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score.ts_code,
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score.trade_date,
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score.close,
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score.oi,
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score.oi_chg,
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score.short_term,
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score.medium_term,
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score.long_term,
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score.composite,
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score.signal,
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json.dumps({
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"short_details": score.detail.short_details,
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"medium_detail": score.detail.medium_detail,
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"long_detail": score.detail.long_detail,
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}, ensure_ascii=False, default=str),
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),
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)
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conn.commit()
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finally:
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conn.close()
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def get_latest_score(ts_code: str, db_path: str = DEFAULT_DB_PATH) -> Optional[dict]:
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def get_latest_score(ts_code: str, db_url: str = DEFAULT_DB_URL) -> Optional[dict]:
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"""查询最新打分记录。"""
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conn = _get_conn(db_path)
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conn = _get_conn(db_url)
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try:
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row = conn.execute(
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"SELECT * FROM scores WHERE ts_code = ? ORDER BY trade_date DESC LIMIT 1",
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(ts_code,),
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).fetchone()
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return dict(row) if row else None
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with conn.cursor(cursor_factory=RealDictCursor) as cur:
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cur.execute(
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"SELECT * FROM scores WHERE ts_code = %s ORDER BY trade_date DESC LIMIT 1",
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(ts_code,),
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)
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row = cur.fetchone()
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return dict(row) if row else None
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finally:
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conn.close()
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