626acb20d3
- TS: exit 函数统一管理进程退出与 DB 连接关闭;10s 超时 + 异常路径 clearTimeout - Python: PairType(spot/um/cm) 贯穿 Kline 模型、策略配置、数据查询 - 回测脚本升级: 9策略 × 4币种 × 6时间级别 × 2交易类型 - 新增 generate_report.py 回测报告生成工具
62 lines
2.1 KiB
TypeScript
62 lines
2.1 KiB
TypeScript
import { logger } from "../utils/logger";
|
|
import { getAllPairs, updatePairLastBackfillTime } from '../service/pair';
|
|
import { upsertOrUpdateKlines } from "../service/kline";
|
|
import { fetchKlines } from '../exchanges';
|
|
|
|
import { AppDataSource } from '../db/data-source';
|
|
|
|
async function exit() {
|
|
AppDataSource.destroy().finally(() => {
|
|
process.exit(0);
|
|
});
|
|
}
|
|
|
|
function getNowMinuteMS() {
|
|
const minuteMS = 1000 * 60;
|
|
return Math.floor(Date.now() / minuteMS) * minuteMS
|
|
}
|
|
|
|
const allPairs = await getAllPairs();
|
|
|
|
for (const pair of allPairs) {
|
|
let lastBackfillTime = pair.last_backfill_time.getTime();
|
|
while (lastBackfillTime < getNowMinuteMS()) {
|
|
const timer = setTimeout(exit, 10000);
|
|
try {
|
|
logger.info({ lastBackfillTime }, '回补进度');
|
|
const klines = await fetchKlines({
|
|
exchange: 'binance',
|
|
type: pair.type,
|
|
symbol: pair.symbol,
|
|
startTime: lastBackfillTime,
|
|
limit: 1000,
|
|
});
|
|
clearTimeout(timer);
|
|
logger.info(`拉取到 ${klines.length} 条 K 线`);
|
|
if (klines.length > 0) {
|
|
await upsertOrUpdateKlines(klines);
|
|
const lastK = klines[klines.length - 1];
|
|
if (lastK) {
|
|
await updatePairLastBackfillTime(lastK?.symbol, new Date(lastK.openTime), pair.type);
|
|
if (lastBackfillTime === lastK.openTime) {
|
|
break;
|
|
}
|
|
lastBackfillTime = lastK.openTime;
|
|
}
|
|
}
|
|
} catch (err) {
|
|
clearTimeout(timer);
|
|
logger.error({ err }, "拉取失败");
|
|
}
|
|
await new Promise((resolve) => {
|
|
setTimeout(resolve, Math.random() * 1000);
|
|
});
|
|
}
|
|
}
|
|
|
|
// 所有交易对均已完成回补,等待 10~40 秒再退出,
|
|
// 避免外部进程管理立即重启导致高频空查触发 API 限流。
|
|
await new Promise((resolve) => {
|
|
setTimeout(resolve, Math.random() * 30 * 1000 + 10000);
|
|
});
|
|
exit(); |