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Author	SHA1	Message	Date
Rekey	9351dec226	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	2026-06-14 18:45:01 +08:00
Rekey	72a53cc86d	feat(data): TimescaleDB 连续聚合逐月刷新脚本 & 基础设施改进 - 新增 build_aggregates_sql.ts：按月粒度刷新 klines 聚合视图链 (5m→1w)，支持 dry-run/execute 模式 - 新增 run_exchange.sh 交易所数据拉取脚本 - DataSource 启动时输出配置概要，Binance REST 客户端添加超时配置 - 开发依赖新增 ts-node，env.yaml 更新数据库地址	2026-06-11 15:48:29 +08:00
Rekey	5e385547c7	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	2026-06-08 18:18:16 +08:00

Author

SHA1

Message

Date

Rekey

9351dec226

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

2026-06-14 18:45:01 +08:00

Rekey

72a53cc86d

feat(data): TimescaleDB 连续聚合逐月刷新脚本 & 基础设施改进

- 新增 build_aggregates_sql.ts：按月粒度刷新 klines 聚合视图链 (5m→1w)，支持 dry-run/execute 模式

- 新增 run_exchange.sh 交易所数据拉取脚本

- DataSource 启动时输出配置概要，Binance REST 客户端添加超时配置

- 开发依赖新增 ts-node，env.yaml 更新数据库地址

2026-06-11 15:48:29 +08:00

Rekey

5e385547c7

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

2026-06-08 18:18:16 +08:00

3 Commits