Commit Graph

3 Commits

Author SHA1 Message Date
Rekey b4c7636731 添加 USDT-M 合约数据支持(配置层 + 清理多余字段)
- 配置层:env.yaml 新增 binance_futures API Key 段,validators + config 同步
- 清理 TradingPair 实体:删除 kline_interval、kline_intervals、kline_synthesis_enabled
- 删除 fetchKlines 系列函数的 interval 参数,硬编码为 1m
- 更新 SQL seed 数据、example、base_rest 接口、types 接口
- 新增 AGENTS/08-boundaries.md 执行纪律
- 新增 PLAN-add-futures-data.md 方案文档
2026-06-15 23:24:21 +08:00
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 d5ec69217e 将 AGENTS.md 拆分为 AGENTS/ 目录,按主题分文件并新增中文优先规则 2026-06-14 07:29:00 +08:00