refactor: migrate API keys to config, extend Kline intervals, add DB extensions
Security: - Move hardcoded Binance API key/secret from rest.ts to env.yaml (exchange config segment) - Add ExchangeConfig validation in config/validators.ts - Export typed exchange config from config/index.ts - Update AGENTS/07-caveats.md to reflect the new policy Kline intervals (add 3m / 2h / 6h / 8h / 1mon): - TypeScript: update KlineInterval type, KLINE_INTERVAL_MS mapping, build_aggregates_sql refresh chain - Python: sync KlineInterval Literal type, INTERVAL_TO_TABLE and INTERVAL_MS mappings, db_test table list - SQL: add 5 continuous aggregate materialized views (klines_3m/2h/6h/8h/1mon) with indexes - SQL: extend default kline_intervals in trading_pairs table - SQL: add cross-sectional query indexes for klines_1d and klines_1w DB: - Enable pg_prewarm extension (backtest warmup) - Enable pg_stat_statements extension (slow query monitoring) Other: - data/run/exchange.ts: graceful pgsql shutdown after backfill completes - Config path: load from data/env.yaml (symlink) instead of project root
This commit is contained in:
@@ -13,12 +13,18 @@
|
||||
-- - klines 基表由 02-init-tables.sql 创建为 TimescaleDB hypertable
|
||||
-- - 连续聚合视图由 03-continuous-aggregates.sql 创建
|
||||
-- - TypeORM 的 synchronize:true 与 SQL 脚本互为 fallback(开发/生产双路径)
|
||||
-- - 本脚本为 init-db 链的第一环,仅负责扩展启用
|
||||
-- - 本脚本为 init-db 链的第一环,负责扩展启用(TimescaleDB / pg_prewarm / pg_stat_statements)
|
||||
-- ============================================================
|
||||
|
||||
-- 启用 TimescaleDB 扩展(必须最先执行)
|
||||
CREATE EXTENSION IF NOT EXISTS timescaledb CASCADE;
|
||||
|
||||
-- 启用 pg_prewarm 扩展(回测预热,减少首轮查询延迟)
|
||||
CREATE EXTENSION IF NOT EXISTS pg_prewarm;
|
||||
|
||||
-- 启用 pg_stat_statements 扩展(慢查询监控,零成本)
|
||||
CREATE EXTENSION IF NOT EXISTS pg_stat_statements;
|
||||
|
||||
-- 验证扩展已启用
|
||||
DO $$
|
||||
BEGIN
|
||||
|
||||
Reference in New Issue
Block a user