feat: 全链路新增 type 字段支持 + exchange.ts 超时退出优化
- TS: exit 函数统一管理进程退出与 DB 连接关闭;10s 超时 + 异常路径 clearTimeout - Python: PairType(spot/um/cm) 贯穿 Kline 模型、策略配置、数据查询 - 回测脚本升级: 9策略 × 4币种 × 6时间级别 × 2交易类型 - 新增 generate_report.py 回测报告生成工具
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@@ -59,6 +59,7 @@ class LongShortEngine:
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from engine.common.config import config as app_config
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strategy_config.symbol = self.config.symbol
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strategy_config.exchange = self.config.exchange
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strategy_config.type = self.config.type
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db_cfg = self._db_config or app_config.db
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ds = DataService(db_cfg)
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await ds.connect()
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@@ -67,6 +68,8 @@ class LongShortEngine:
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symbol=self.config.symbol, interval=self.config.interval,
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start_time=self.config.start_time, end_time=self.config.end_time,
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limit=1_000_000,
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type=self.config.type,
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exchange=self.config.exchange,
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)
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if len(klines) < self.config.warmup_bars + 2:
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raise ValueError(f"数据不足:需 {self.config.warmup_bars+2},实际 {len(klines)}")
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