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

.gitignore

@@ -7,3 +7,5 @@ db/pgsql/
 # Python
 __pycache__/
 .venv/
+
+.codegraph

AGENTS/07-caveats.md

@@ -1,7 +1,7 @@
 # 注意事项
 
-- **`data/exchanges/rest.ts` 包含硬编码的 Binance API Key**（第 105-106 行），不要提交到公开仓库。
+- **所有 API Key 统一在 `env.yaml` 中管理**，禁止在代码中硬编码。新增交易所时在 `exchange` 段添加对应子配置即可。
-- `env.yaml` 包含明文数据库密码且被 git 追踪，注意安全。
+- `env.yaml` 包含明文密钥和数据库密码且被 git 追踪，注意安全，不要提交到公开仓库。
 - 未安装 Python 依赖（如 pydantic），`engine/` 目录有独立的 `.venv/`。
 - `db/pgsql/` 在 `.gitignore` 中，这是 TimescaleDB 数据目录（Docker volume 映射）。
 - `KLINE_INTERVAL_MS` 常量定义了两处：`data/exchanges/rest.ts` 和 `data/types/kline.ts` 的类型定义。新增周期需同步。

data/config/index.ts

@@ -11,7 +11,7 @@
 //   const ds = new DataSource({ ...pgsql });
 //   const redisClient = new Redis(redis.url);
 //
-// 配置文件位置：<project_root>/env.yaml
+// 配置文件位置：data/env.yaml（软链接 → 项目根目录 env.yaml）
 // TypeScript / Python 模块共享同一份配置。
 // ============================================================
 
@@ -39,12 +39,14 @@ function getProjectRoot(): string {
 }
 
 /**
- * 从项目根目录读取 env.yaml 并解析为原始对象。
+ * 读取 data/env.yaml（软链接指向项目根目录 env.yaml）并解析为原始对象。
  * 文件不存在时抛出明确错误，不做静默降级。
  */
 function loadYamlConfig(): unknown {
-    const root = getProjectRoot();
+    const __filename = fileURLToPath(import.meta.url);
-    const yamlPath = resolve(root, "env.yaml");
+    const __dirname = dirname(__filename);
+    // config/index.ts → config/ → data/env.yaml
+    const yamlPath = resolve(__dirname, "../env.yaml");
 
     let content: string;
     try {
@@ -52,7 +54,7 @@ function loadYamlConfig(): unknown {
     } catch {
         throw new Error(
             `[config] 无法读取配置文件: ${yamlPath}\n` +
-            `请确保项目根目录存在 env.yaml（可参考 data/.env.example 的结构）。`,
+            `请确保 data/env.yaml 软链接指向项目根目录的 env.yaml。`,
         );
     }
 
@@ -131,6 +133,19 @@ export const logging = {
     pretty: rawConfig.logging.node_env === "development",
 } as const;
 
+/**
+ * 交易所 API 密钥配置
+ *
+ * 按交易所 ID 索引，目前仅 binance。
+ * 新增交易所时在 env.yaml 的 exchange 段添加对应子配置即可。
+ */
+export const exchange = {
+    binance: {
+        apiKey: rawConfig.exchange.binance.api_key,
+        apiSecret: rawConfig.exchange.binance.api_secret,
+    },
+} as const;
+
 // ============================================================
 // 4. 工具：运行时打印配置概要（不含敏感信息）
 // ============================================================
@@ -150,6 +165,12 @@ export function printConfigSummary(): void {
             url: redis.url.replace(/\/\/.*@/, "//***@"), // 隐藏密码
             publishEnabled: redis.publishEnabled,
         },
+        exchange: {
+            binance: {
+                apiKey: exchange.binance.apiKey.slice(0, 6) + "***",
+                apiSecret: "***",
+            },
+        },
         logging: {
             level: logging.level,
             nodeEnv: logging.nodeEnv,

data/config/validators.ts

@@ -15,6 +15,7 @@
 export interface EnvConfig {
     db: DbConfig;
     redis: RedisConfig;
+    exchange: ExchangeConfig;
     logging: LoggingConfig;
 }
 
@@ -31,6 +32,18 @@ export interface RedisConfig {
     publish_enabled: boolean;
 }
 
+/** 交易所 API 密钥配置（按交易所 ID 索引） */
+export interface ExchangeConfig {
+    binance: ExchangeApiKeys;
+    // 未来扩展：okx、bybit 等
+    [exchangeId: string]: ExchangeApiKeys | undefined;
+}
+
+export interface ExchangeApiKeys {
+    api_key: string;
+    api_secret: string;
+}
+
 export interface LoggingConfig {
     level: "trace" | "debug" | "info" | "warn" | "error" | "fatal";
     node_env: "development" | "production" | "test";
@@ -77,6 +90,21 @@ export function validateConfig(raw: unknown): EnvConfig {
     const redisUrl = assertString(redisObj["url"], "redis.url");
     const redisPublishEnabled = assertBoolean(redisObj["publish_enabled"], "redis.publish_enabled");
 
+    // --- exchange ---
+    const exchange = obj["exchange"];
+    if (typeof exchange !== "object" || exchange === null) {
+        throw new Error("[config] env.yaml 缺少 exchange 配置段");
+    }
+    const exObj = exchange as Record<string, unknown>;
+
+    const binance = exObj["binance"];
+    if (typeof binance !== "object" || binance === null) {
+        throw new Error("[config] env.yaml exchange 缺少 binance 配置");
+    }
+    const binanceObj = binance as Record<string, unknown>;
+    const binanceApiKey = assertString(binanceObj["api_key"], "exchange.binance.api_key");
+    const binanceApiSecret = assertString(binanceObj["api_secret"], "exchange.binance.api_secret");
+
     // --- logging ---
     const logging = obj["logging"];
     if (typeof logging !== "object" || logging === null) {
@@ -99,6 +127,12 @@ export function validateConfig(raw: unknown): EnvConfig {
             url: redisUrl,
             publish_enabled: redisPublishEnabled,
         },
+        exchange: {
+            binance: {
+                api_key: binanceApiKey,
+                api_secret: binanceApiSecret,
+            },
+        },
         logging: {
             level: logLevel,
             node_env: nodeEnv,

data/db/init-db/01-timescaledb.sql

@@ -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

data/db/init-db/02-init-tables.sql

@@ -100,7 +100,7 @@ CREATE TABLE IF NOT EXISTS trading_pairs (
     kline_interval          VARCHAR(100) NOT NULL DEFAULT '1m',
 
     -- K 线合成周期列表（逗号分隔，如 "1m,5m,15m,1h,4h,1d"）
-    kline_intervals         VARCHAR(100) NOT NULL DEFAULT '1m,5m,15m,1h,4h,1d',
+    kline_intervals         VARCHAR(100) NOT NULL DEFAULT '1m,3m,5m,15m,30m,1h,2h,4h,6h,8h,1d,1w,1mon',
 
     -- 历史 K 线最后补全时间（UTC）。默认 Unix epoch 起始，
     -- 新交易对从 epoch 起始时间开始全量补拉。

data/db/init-db/03-continuous-aggregates.sql

@@ -2,7 +2,7 @@
 -- 03-continuous-aggregates.sql — K 线分层连续聚合视图
 -- ============================================================
 -- 从 klines（1m）基表创建分层连续聚合物化视图链：
---   1m → 5m → 15m → 30m → 1h → 4h → 1d → 1w
+--   1m → 3m → 5m → 15m → 30m → 1h → 2h → 4h → 6h → 8h → 1d → 1w → 1mon
 --
 -- 执行前提：
 --   1. klines hypertable 已创建（由 02-init-tables.sql 创建）
@@ -36,6 +36,37 @@
 --   3. 接入实时数据（模式 A 启用 policy / 模式 B 应用层触发）
 -- ============================================================
 
+-- ============================================================
+-- 3m K 线（从 1m 基表聚合）
+-- ============================================================
+CREATE MATERIALIZED VIEW IF NOT EXISTS klines_3m
+WITH (timescaledb.continuous) AS
+SELECT
+    time_bucket('3 minutes', time) AS time,
+    exchange,
+    symbol,
+    '3m'::text AS interval,
+    FIRST(open, time) AS open,
+    MAX(high) AS high,
+    MIN(low) AS low,
+    LAST(close, time) AS close,
+    SUM(volume) AS volume,
+    SUM(quote_volume) AS quote_volume,
+    SUM(taker_buy_base_vol) AS taker_buy_base_vol,
+    SUM(taker_buy_quote_vol) AS taker_buy_quote_vol,
+    SUM(trade_count)::integer AS trade_count
+FROM klines
+GROUP BY time_bucket('3 minutes', klines.time), exchange, symbol
+WITH NO DATA;
+
+-- 【模式 A 用户】取消下面注释以启用定时调度刷新
+-- SELECT add_continuous_aggregate_policy('klines_3m',
+--     start_offset => INTERVAL '1 day',
+--     end_offset => INTERVAL '3 minutes',
+--     schedule_interval => INTERVAL '3 minutes',
+--     if_not_exists => TRUE
+-- );
+
 -- ============================================================
 -- 5m K 线（从 1m 基表聚合）
 -- ============================================================
@@ -160,6 +191,37 @@ WITH NO DATA;
 --     if_not_exists => TRUE
 -- );
 
+-- ============================================================
+-- 2h K 线（从 1h 聚合，分层链）
+-- ============================================================
+CREATE MATERIALIZED VIEW IF NOT EXISTS klines_2h
+WITH (timescaledb.continuous) AS
+SELECT
+    time_bucket('2 hours', time) AS time,
+    exchange,
+    symbol,
+    '2h'::text AS interval,
+    FIRST(open, time) AS open,
+    MAX(high) AS high,
+    MIN(low) AS low,
+    LAST(close, time) AS close,
+    SUM(volume) AS volume,
+    SUM(quote_volume) AS quote_volume,
+    SUM(taker_buy_base_vol) AS taker_buy_base_vol,
+    SUM(taker_buy_quote_vol) AS taker_buy_quote_vol,
+    SUM(trade_count)::integer AS trade_count
+FROM klines_1h
+GROUP BY time_bucket('2 hours', klines_1h.time), exchange, symbol
+WITH NO DATA;
+
+-- 【模式 A 用户】取消下面注释以启用定时调度刷新
+-- SELECT add_continuous_aggregate_policy('klines_2h',
+--     start_offset => INTERVAL '10 days',
+--     end_offset => INTERVAL '2 hours',
+--     schedule_interval => INTERVAL '2 hours',
+--     if_not_exists => TRUE
+-- );
+
 -- ============================================================
 -- 4h K 线（从 1h 聚合，分层链）
 -- ============================================================
@@ -191,6 +253,68 @@ WITH NO DATA;
 --     if_not_exists => TRUE
 -- );
 
+-- ============================================================
+-- 6h K 线（从 1h 聚合，分层链）
+-- ============================================================
+CREATE MATERIALIZED VIEW IF NOT EXISTS klines_6h
+WITH (timescaledb.continuous) AS
+SELECT
+    time_bucket('6 hours', time) AS time,
+    exchange,
+    symbol,
+    '6h'::text AS interval,
+    FIRST(open, time) AS open,
+    MAX(high) AS high,
+    MIN(low) AS low,
+    LAST(close, time) AS close,
+    SUM(volume) AS volume,
+    SUM(quote_volume) AS quote_volume,
+    SUM(taker_buy_base_vol) AS taker_buy_base_vol,
+    SUM(taker_buy_quote_vol) AS taker_buy_quote_vol,
+    SUM(trade_count)::integer AS trade_count
+FROM klines_1h
+GROUP BY time_bucket('6 hours', klines_1h.time), exchange, symbol
+WITH NO DATA;
+
+-- 【模式 A 用户】取消下面注释以启用定时调度刷新
+-- SELECT add_continuous_aggregate_policy('klines_6h',
+--     start_offset => INTERVAL '20 days',
+--     end_offset => INTERVAL '6 hours',
+--     schedule_interval => INTERVAL '6 hours',
+--     if_not_exists => TRUE
+-- );
+
+-- ============================================================
+-- 8h K 线（从 4h 聚合，分层链）
+-- ============================================================
+CREATE MATERIALIZED VIEW IF NOT EXISTS klines_8h
+WITH (timescaledb.continuous) AS
+SELECT
+    time_bucket('8 hours', time) AS time,
+    exchange,
+    symbol,
+    '8h'::text AS interval,
+    FIRST(open, time) AS open,
+    MAX(high) AS high,
+    MIN(low) AS low,
+    LAST(close, time) AS close,
+    SUM(volume) AS volume,
+    SUM(quote_volume) AS quote_volume,
+    SUM(taker_buy_base_vol) AS taker_buy_base_vol,
+    SUM(taker_buy_quote_vol) AS taker_buy_quote_vol,
+    SUM(trade_count)::integer AS trade_count
+FROM klines_4h
+GROUP BY time_bucket('8 hours', klines_4h.time), exchange, symbol
+WITH NO DATA;
+
+-- 【模式 A 用户】取消下面注释以启用定时调度刷新
+-- SELECT add_continuous_aggregate_policy('klines_8h',
+--     start_offset => INTERVAL '30 days',
+--     end_offset => INTERVAL '8 hours',
+--     schedule_interval => INTERVAL '8 hours',
+--     if_not_exists => TRUE
+-- );
+
 -- ============================================================
 -- 1d K 线（从 4h 聚合，分层链）
 -- ============================================================
@@ -253,25 +377,75 @@ WITH NO DATA;
 --     if_not_exists => TRUE
 -- );
 
+-- ============================================================
+-- 1mon K 线（从 1d 聚合，分层链）
+-- ============================================================
+CREATE MATERIALIZED VIEW IF NOT EXISTS klines_1mon
+WITH (timescaledb.continuous) AS
+SELECT
+    time_bucket('1 month', time) AS time,
+    exchange,
+    symbol,
+    '1mon'::text AS interval,
+    FIRST(open, time) AS open,
+    MAX(high) AS high,
+    MIN(low) AS low,
+    LAST(close, time) AS close,
+    SUM(volume) AS volume,
+    SUM(quote_volume) AS quote_volume,
+    SUM(taker_buy_base_vol) AS taker_buy_base_vol,
+    SUM(taker_buy_quote_vol) AS taker_buy_quote_vol,
+    SUM(trade_count)::integer AS trade_count
+FROM klines_1d
+GROUP BY time_bucket('1 month', klines_1d.time), exchange, symbol
+WITH NO DATA;
+
+-- 【模式 A 用户】取消下面注释以启用定时调度刷新
+-- SELECT add_continuous_aggregate_policy('klines_1mon',
+--     start_offset => INTERVAL '365 days',
+--     end_offset => INTERVAL '1 day',
+--     schedule_interval => INTERVAL '1 day',
+--     if_not_exists => TRUE
+-- );
+
 -- ============================================================
 -- 推荐索引：加速按 symbol + time 的查询
 -- ============================================================
+CREATE INDEX IF NOT EXISTS idx_klines_3m_symbol_time ON klines_3m (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_5m_symbol_time ON klines_5m (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_15m_symbol_time ON klines_15m (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_30m_symbol_time ON klines_30m (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_1h_symbol_time ON klines_1h (exchange, symbol, time DESC);
+CREATE INDEX IF NOT EXISTS idx_klines_2h_symbol_time ON klines_2h (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_4h_symbol_time ON klines_4h (exchange, symbol, time DESC);
+CREATE INDEX IF NOT EXISTS idx_klines_6h_symbol_time ON klines_6h (exchange, symbol, time DESC);
+CREATE INDEX IF NOT EXISTS idx_klines_8h_symbol_time ON klines_8h (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_1d_symbol_time ON klines_1d (exchange, symbol, time DESC);
 CREATE INDEX IF NOT EXISTS idx_klines_1w_symbol_time ON klines_1w (exchange, symbol, time DESC);
+CREATE INDEX IF NOT EXISTS idx_klines_1mon_symbol_time ON klines_1mon (exchange, symbol, time DESC);
+
+-- ============================================================
+-- 截面查询索引：加速同一时间点多品种回测查询
+-- 查询模式：WHERE exchange='binance' AND time='2024-01-01' AND symbol IN (…)
+-- 回测中跨品种截面查询最常见于日线和周线，因此只在这两层建额外索引。
+-- 如需其他周期（如 1h、4h）的截面查询，按同样模式扩展。
+-- ============================================================
+CREATE INDEX IF NOT EXISTS idx_klines_1d_exchange_time_symbol ON klines_1d (exchange, time DESC, symbol);
+CREATE INDEX IF NOT EXISTS idx_klines_1w_exchange_time_symbol ON klines_1w (exchange, time DESC, symbol);
 
 -- ============================================================
 -- 首次创建后手动刷新所有视图（填充历史数据）
 -- 取消注释以下行执行：
 -- ============================================================
+-- CALL refresh_continuous_aggregate('klines_3m', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_5m', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_15m', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_30m', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_1h', NULL, NULL);
+-- CALL refresh_continuous_aggregate('klines_2h', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_4h', NULL, NULL);
+-- CALL refresh_continuous_aggregate('klines_6h', NULL, NULL);
+-- CALL refresh_continuous_aggregate('klines_8h', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_1d', NULL, NULL);
 -- CALL refresh_continuous_aggregate('klines_1w', NULL, NULL);
+-- CALL refresh_continuous_aggregate('klines_1mon', NULL, NULL);

data/exchanges/rest.ts

@@ -1,19 +1,25 @@
 import { MainClient, type Kline as BinanceRestKline } from "binance";
 
 import { logger } from "../utils/logger";
+import { exchange } from "../config";
 import { BaseRestClient } from './base_rest';
 import type { KlineInterval, Kline, MarketInfo } from '../types';
 
 /** K 线周期 → 毫秒数映射（用于时间桶计算） */
 export const KLINE_INTERVAL_MS: Record<KlineInterval, number> = {
     "1m": 60_000,
+    "3m": 180_000,
     "5m": 300_000,
     "15m": 900_000,
     "30m": 1_800_000,
     "1h": 3_600_000,
+    "2h": 7_200_000,
     "4h": 14_400_000,
+    "6h": 21_600_000,
+    "8h": 28_800_000,
     "1d": 86_400_000,
     "1w": 604_800_000,
+    "1mon": 2_592_000_000,
 };
 
 // ============================================================
@@ -102,8 +108,8 @@ async function fetchBinanceKlines(
     limit = 500,
 ): Promise<Kline[]> {
     const client = new MainClient({
-        api_key: 'ONSJKIGRpDYLn6FdV17aAKfjclZ4I2LzamflhuMpsoRQA427lLKeyJlGtg2RZ7DH',
+        api_key: exchange.binance.apiKey,
-        api_secret: '5Mfv4TgvDlRzCHbtl2nJL4mVHUvMm8pyjKiRjMoosBMxrhlqMw6CuQbg2qbS2Npd',
+        api_secret: exchange.binance.apiSecret,
     }, {
         timeout: 3000,
     });

data/run/build_aggregates_sql.ts

@@ -3,8 +3,8 @@
 // ============================================================
 // 用途：
 //   按月份粒度逐月刷新 klines 分层连续聚合物化视图链：
-//     5m → 15m → 30m → 1h → 4h → 1d → 1w
+//     基表 1m → 3m / 5m → 15m → 30m → 1h → 2h / 4h / 6h → 8h / 1d → 1w / 1mon
-//   每层依赖下一层的数据，因此严格按从低到高顺序刷新。
+//   严格按依赖顺序从低到高刷新。
 //
 // 使用方式：
 //   # 仅生成 SQL 不执行（dry-run，默认）
@@ -36,18 +36,26 @@ import { logger } from "../utils/logger";
 /**
  * 分层聚合视图链（按依赖顺序：低层级 → 高层级）
  *
- * 刷新顺序至关重要：
+ * 实际依赖关系（来自于 03-continuous-aggregates.sql）：
- *   klines_5m 源数据来自 klines（1m 基表）
+ *   基表 1m
- *   klines_15m 源数据来自 klines_5m
+ *     ├── 3m  （直接聚合 1m）
- *   klines_30m 源数据来自 klines_15m
+ *     └── 5m  （直接聚合 1m）→ 15m → 30m → 1h ──→ 2h
- *   klines_1h  源数据来自 klines_30m
+ *                                              ├── 4h ──→ 8h
- *   klines_4h  源数据来自 klines_1h
+ *                                              │        └── 1d ──→ 1w
- *   klines_1d  源数据来自 klines_4h
+ *                                              │               └── 1mon
- *   klines_1w  源数据来自 klines_1d
+ *                                              └── 6h
  *
- * 必须严格按此顺序刷新，否则高层级聚合会缺少数据。
+ * 刷新时必须严格按此顺序，因为：
+ *   - klines_3m / klines_5m 无聚合依赖，可最先刷新
+ *   - klines_15m 依赖 klines_5m
+ *   - klines_30m 依赖 klines_15m
+ *   - klines_1h  依赖 klines_30m
+ *   - klines_2h / klines_4h / klines_6h 依赖 klines_1h
+ *   - klines_8h / klines_1d 依赖 klines_4h
+ *   - klines_1w / klines_1mon 依赖 klines_1d
  */
 const AGGREGATE_VIEWS = [
+    "klines_3m",
     "klines_5m",
     "klines_15m",
     "klines_30m",
@@ -55,8 +63,10 @@ const AGGREGATE_VIEWS = [
     "klines_2h",
     "klines_4h",
     "klines_6h",
+    "klines_8h",
     "klines_1d",
     "klines_1w",
+    "klines_1mon",
 ] as const;
 
 /** 默认起始年月 */

data/run/exchange.ts

@@ -42,3 +42,12 @@ for (const pair of allPairs) {
         console.error("拉取失败:", err);
     }
 }
+
+// 所有币种回补完成以后等待1秒关闭pgsql连接退出此进程
+await new Promise((resolve) => setTimeout(resolve, 1000));
+const { AppDataSource } = await import("../db/data-source");
+if (AppDataSource.isInitialized) {
+    await AppDataSource.destroy();
+    console.log("pgsql 连接已关闭");
+}
+process.exit(0);

data/types/kline.ts

@@ -1,10 +1,15 @@
 /** K 线周期枚举 */
 export type KlineInterval =
     | "1m"
+    | "3m"
     | "5m"
     | "15m"
     | "30m"
     | "1h"
+    | "2h"
     | "4h"
+    | "6h"
+    | "8h"
     | "1d"
-    | "1w";
+    | "1w"
+    | "1mon";

engine/common/models.py

@@ -14,7 +14,7 @@ from pydantic import BaseModel, Field, field_validator
 # K 线周期类型
 # ============================================================
 
-KlineInterval = Literal["1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "1d", "1w"]
+KlineInterval = Literal["1m", "3m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "8h", "1d", "1w", "1mon"]
 
 
 # ============================================================

engine/data/service.py

@@ -32,6 +32,7 @@ from ..common.models import Kline, KlineInterval
 # ── 周期 → 表名映射 ──
 INTERVAL_TO_TABLE: dict[KlineInterval, str] = {
     "1m": "klines",
+    "3m": "klines_3m",
     "5m": "klines_5m",
     "15m": "klines_15m",
     "30m": "klines_30m",
@@ -39,13 +40,16 @@ INTERVAL_TO_TABLE: dict[KlineInterval, str] = {
     "2h": "klines_2h",
     "4h": "klines_4h",
     "6h": "klines_6h",
+    "8h": "klines_8h",
     "1d": "klines_1d",
     "1w": "klines_1w",
+    "1mon": "klines_1mon",
 }
 
 # ── 周期毫秒数 ──
 INTERVAL_MS: dict[KlineInterval, int] = {
     "1m": 60_000,
+    "3m": 180_000,
     "5m": 300_000,
     "15m": 900_000,
     "30m": 1_800_000,
@@ -53,8 +57,10 @@ INTERVAL_MS: dict[KlineInterval, int] = {
     "2h": 7_200_000,
     "4h": 14_400_000,
     "6h": 21_600_000,
+    "8h": 28_800_000,
     "1d": 86_400_000,
     "1w": 604_800_000,
+    "1mon": 2_592_000_000,
 }
 
 DEFAULT_BATCH_SIZE = 5000

engine/db_test.py

@@ -16,13 +16,18 @@ from common.config import config as app_config
 # ── 各周期对应的表/视图 ──
 INTERVAL_TABLES: dict[str, str] = {
     "1m": "klines",
+    "3m": "klines_3m",
     "5m": "klines_5m",
     "15m": "klines_15m",
     "30m": "klines_30m",
     "1h": "klines_1h",
+    "2h": "klines_2h",
     "4h": "klines_4h",
+    "6h": "klines_6h",
+    "8h": "klines_8h",
     "1d": "klines_1d",
     "1w": "klines_1w",
+    "1mon": "klines_1mon",
 }
 
 LIMIT = 5

env.yaml

@@ -22,6 +22,12 @@ redis:
   # 是否启用 Pub/Sub 行情发布（开发时可关闭以节省资源）
   publish_enabled: true
 
+# --- 交易所 API 密钥 ---
+exchange:
+  binance:
+    api_key: "ONSJKIGRpDYLn6FdV17aAKfjclZ4I2LzamflhuMpsoRQA427lLKeyJlGtg2RZ7DH"
+    api_secret: "5Mfv4TgvDlRzCHbtl2nJL4mVHUvMm8pyjKiRjMoosBMxrhlqMw6CuQbg2qbS2Npd"
+
 # --- 日志 ---
 logging:
   # 日志级别：trace / debug / info / warn / error / fatal