Rekey
1c9339a4db
- config/settings.py：Pydantic 解析 env.yaml - data/db.py：asyncpg 连接池管理 - data/reader.py：KlineReader 只读查询 TimescaleDB - data/models.py：KlineRecord 等 Pydantic 模型，镜像 TypeORM 实体 - example/test_db.py：数据库查询验证示例 - README.md：引擎架构文档
101 lines
3.6 KiB
Python
101 lines
3.6 KiB
Python
"""
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Python 数据模型 —— 镜像 data/db/entities/ 中的 TypeORM 实体。
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命名约定：
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- 类名与 TypeORM 实体类名一致（Kline, Exchange, TradingPair）
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- 字段名使用 Python snake_case，对应 TypeORM 的 camelCase / snake_case
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- 所有模型使用 Pydantic，提供运行时校验 + IDE 智能提示
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"""
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from datetime import datetime
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from typing import Optional
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from pydantic import BaseModel, Field
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class KlineRecord(BaseModel):
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"""
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K 线数据记录。
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映射关系：
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TypeORM Kline.time → KlineRecord.time
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TypeORM Kline.exchange → KlineRecord.exchange
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TypeORM Kline.symbol → KlineRecord.symbol
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TypeORM Kline.interval → KlineRecord.interval
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TypeORM Kline.open → KlineRecord.open
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TypeORM Kline.high → KlineRecord.high
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TypeORM Kline.low → KlineRecord.low
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TypeORM Kline.close → KlineRecord.close
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TypeORM Kline.volume → KlineRecord.volume
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TypeORM Kline.quote_volume → KlineRecord.quote_volume
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TypeORM Kline.taker_buy_base_vol → KlineRecord.taker_buy_base_vol
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TypeORM Kline.taker_buy_quote_vol→ KlineRecord.taker_buy_quote_vol
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TypeORM Kline.trade_count → KlineRecord.trade_count
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TypeORM Kline.is_closed → KlineRecord.is_closed
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"""
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time: datetime
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exchange: str
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symbol: str
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interval: str
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open: float
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high: float
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low: float
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close: float
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volume: float
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quote_volume: Optional[float] = None
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taker_buy_base_vol: Optional[float] = None
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taker_buy_quote_vol: Optional[float] = None
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trade_count: Optional[int] = None
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is_closed: bool = True
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created_at: Optional[datetime] = None
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updated_at: Optional[datetime] = None
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@classmethod
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def from_record(cls, record) -> "KlineRecord":
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return cls(
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time=record["time"],
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exchange=record["exchange"],
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symbol=record["symbol"],
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interval=record["interval"],
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open=float(record["open"]),
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high=float(record["high"]),
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low=float(record["low"]),
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close=float(record["close"]),
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volume=float(record["volume"]),
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quote_volume=float(record["quote_volume"]) if record["quote_volume"] is not None else None,
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taker_buy_base_vol=float(record["taker_buy_base_vol"]) if record["taker_buy_base_vol"] is not None else None,
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taker_buy_quote_vol=float(record["taker_buy_quote_vol"]) if record["taker_buy_quote_vol"] is not None else None,
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trade_count=int(record["trade_count"]) if record["trade_count"] is not None else None,
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is_closed=bool(record["is_closed"]),
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created_at=record["created_at"] if "created_at" in record else None,
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updated_at=record["updated_at"] if "updated_at" in record else None,
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)
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class TradingPairInfo(BaseModel):
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"""交易对配置信息（轻量版，仅包含策略决策所需的字段）"""
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symbol: str
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exchange: str
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base_asset: str
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quote_asset: str
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price_precision: int
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quantity_precision: int
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min_qty: Optional[float] = None
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min_notional: Optional[float] = None
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active: bool = True
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class Signal(BaseModel):
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"""交易信号"""
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symbol: str
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signal_type: str = Field(..., pattern=r"^(BUY|SELL|HOLD)$")
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price: Optional[float] = None
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quantity: Optional[float] = None
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reason: str = ""
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timestamp: datetime = Field(default_factory=datetime.utcnow)
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