refactor(data): 重构交易所适配器,修复 Kline 实体复合主键
- 废弃旧 adapter 体系 (base/binance/types.ts),新增 base_rest/rest.ts 基于 Binance 官方 SDK 实现 REST K 线拉取 - Kline 实体改为四列复合主键 (exchange/symbol/interval/time), 修复单列 time PK 导致的跨 symbol 写入冲突 - 新增 filterConsecutive():K 线连续性过滤,首缺口截断策略 - 新增 service/kline.ts:批量 UPSERT K 线入库 - 新增 types/ 共享类型定义、example/ 示例、run/ 运行脚本
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@@ -4,13 +4,14 @@
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"description": "数字货币量化交易系统 - TypeScript 数据模块",
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"type": "module",
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"scripts": {
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"dev": "tsx watch src/index.ts",
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"dev": "bun run run/main.ts",
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"dev:watch": "bun --watch run/main.ts",
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"build": "tsc",
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"start": "node dist/index.js",
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"start": "bun run run/main.ts",
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"test": "vitest run",
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"test:watch": "vitest",
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"lint": "eslint src/",
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"format": "prettier --write src/"
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"lint": "eslint .",
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"format": "prettier --write ."
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},
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"dependencies": {
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"@timescaledb/typeorm": "^0.0.1",
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@@ -19,6 +20,7 @@
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"ioredis": "^5.11.1",
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"pg": "^8.21.0",
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"pino": "^10.3.1",
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"pino-pretty": "^13.1.3",
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"rxjs": "^7.8.2",
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"typeorm": "^1.0.0",
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"yaml": "^2.9.0"
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