feat(engine): 新增 Python 策略引擎模块

- config/settings.py：Pydantic 解析 env.yaml - data/db.py：asyncpg 连接池管理 - data/reader.py：KlineReader 只读查询 TimescaleDB - data/models.py：KlineRecord 等 Pydantic 模型，镜像 TypeORM 实体 - example/test_db.py：数据库查询验证示例 - README.md：引擎架构文档
2026-06-08 18:19:50 +08:00
parent 5e385547c7
commit 1c9339a4db
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+"""
+Python 数据模型 —— 镜像 data/db/entities/ 中的 TypeORM 实体。
+
+命名约定：
+  - 类名与 TypeORM 实体类名一致（Kline, Exchange, TradingPair）
+  - 字段名使用 Python snake_case，对应 TypeORM 的 camelCase / snake_case
+  - 所有模型使用 Pydantic，提供运行时校验 + IDE 智能提示
+"""
+
+from datetime import datetime
+from typing import Optional
+
+from pydantic import BaseModel, Field
+
+
+class KlineRecord(BaseModel):
+    """
+    K 线数据记录。
+
+    映射关系：
+        TypeORM Kline.time               → KlineRecord.time
+        TypeORM Kline.exchange           → KlineRecord.exchange
+        TypeORM Kline.symbol             → KlineRecord.symbol
+        TypeORM Kline.interval           → KlineRecord.interval
+        TypeORM Kline.open               → KlineRecord.open
+        TypeORM Kline.high               → KlineRecord.high
+        TypeORM Kline.low                → KlineRecord.low
+        TypeORM Kline.close              → KlineRecord.close
+        TypeORM Kline.volume             → KlineRecord.volume
+        TypeORM Kline.quote_volume       → KlineRecord.quote_volume
+        TypeORM Kline.taker_buy_base_vol → KlineRecord.taker_buy_base_vol
+        TypeORM Kline.taker_buy_quote_vol→ KlineRecord.taker_buy_quote_vol
+        TypeORM Kline.trade_count        → KlineRecord.trade_count
+        TypeORM Kline.is_closed          → KlineRecord.is_closed
+    """
+
+    time: datetime
+    exchange: str
+    symbol: str
+    interval: str
+
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
+
+    quote_volume: Optional[float] = None
+    taker_buy_base_vol: Optional[float] = None
+    taker_buy_quote_vol: Optional[float] = None
+    trade_count: Optional[int] = None
+    is_closed: bool = True
+    created_at: Optional[datetime] = None
+    updated_at: Optional[datetime] = None
+
+    @classmethod
+    def from_record(cls, record) -> "KlineRecord":
+        return cls(
+            time=record["time"],
+            exchange=record["exchange"],
+            symbol=record["symbol"],
+            interval=record["interval"],
+            open=float(record["open"]),
+            high=float(record["high"]),
+            low=float(record["low"]),
+            close=float(record["close"]),
+            volume=float(record["volume"]),
+            quote_volume=float(record["quote_volume"]) if record["quote_volume"] is not None else None,
+            taker_buy_base_vol=float(record["taker_buy_base_vol"]) if record["taker_buy_base_vol"] is not None else None,
+            taker_buy_quote_vol=float(record["taker_buy_quote_vol"]) if record["taker_buy_quote_vol"] is not None else None,
+            trade_count=int(record["trade_count"]) if record["trade_count"] is not None else None,
+            is_closed=bool(record["is_closed"]),
+            created_at=record["created_at"] if "created_at" in record else None,
+            updated_at=record["updated_at"] if "updated_at" in record else None,
+        )
+
+
+class TradingPairInfo(BaseModel):
+    """交易对配置信息（轻量版，仅包含策略决策所需的字段）"""
+
+    symbol: str
+    exchange: str
+    base_asset: str
+    quote_asset: str
+    price_precision: int
+    quantity_precision: int
+    min_qty: Optional[float] = None
+    min_notional: Optional[float] = None
+    active: bool = True
+
+
+class Signal(BaseModel):
+    """交易信号"""
+
+    symbol: str
+    signal_type: str = Field(..., pattern=r"^(BUY|SELL|HOLD)$")
+    price: Optional[float] = None
+    quantity: Optional[float] = None
+    reason: str = ""
+    timestamp: datetime = Field(default_factory=datetime.utcnow)