Rekey
9351dec226
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
37 lines
1.6 KiB
SQL
37 lines
1.6 KiB
SQL
-- ============================================================
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-- 01-timescaledb.sql — TimescaleDB 扩展初始化
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-- ============================================================
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-- Docker 容器首次启动时自动执行（/docker-entrypoint-initdb.d/）
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-- 确保 TimescaleDB 扩展在数据库级别启用。
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--
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-- init-db 完整执行链（按字母序自动执行）：
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-- 01-timescaledb.sql — 本文件：启用 TimescaleDB 扩展
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-- 02-init-tables.sql — 核心业务表（exchanges / trading_pairs / klines）
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-- 03-continuous-aggregates.sql — K 线分层连续聚合视图（5m → 1w）
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--
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-- 注意：
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-- - klines 基表由 02-init-tables.sql 创建为 TimescaleDB hypertable
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-- - 连续聚合视图由 03-continuous-aggregates.sql 创建
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-- - TypeORM 的 synchronize:true 与 SQL 脚本互为 fallback（开发/生产双路径）
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-- - 本脚本为 init-db 链的第一环，负责扩展启用（TimescaleDB / pg_prewarm / pg_stat_statements）
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-- ============================================================
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-- 启用 TimescaleDB 扩展（必须最先执行）
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CREATE EXTENSION IF NOT EXISTS timescaledb CASCADE;
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-- 启用 pg_prewarm 扩展（回测预热，减少首轮查询延迟）
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CREATE EXTENSION IF NOT EXISTS pg_prewarm;
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-- 启用 pg_stat_statements 扩展（慢查询监控，零成本）
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CREATE EXTENSION IF NOT EXISTS pg_stat_statements;
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-- 验证扩展已启用
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DO $$
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BEGIN
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IF NOT EXISTS (
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SELECT 1 FROM pg_extension WHERE extname = 'timescaledb'
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) THEN
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RAISE EXCEPTION 'TimescaleDB extension is not installed';
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END IF;
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END $$;
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