添加新币对和优化拉取

datasvc/app/storage.py

@@ -3,6 +3,7 @@ import threading
 from typing import List, Optional
 
 import pandas as pd
+import pyarrow.dataset as ds
 
 
 _lock = threading.Lock()
@@ -55,3 +56,14 @@ def get_last_timestamp(base_dir: str, symbol: str, timeframe: str) -> Optional[i
     return int(df["timestamp"].iloc[-1])
 
 
+def read_candle_exact(base_dir: str, symbol: str, timeframe: str, timestamp: int) -> pd.DataFrame:
+    p = _path(base_dir, symbol, timeframe)
+    if not os.path.exists(p):
+        return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
+    dataset = ds.dataset(p, format="parquet")
+    table = dataset.to_table(filter=ds.field("timestamp") == int(timestamp))
+    if table.num_rows == 0:
+        return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
+    return table.to_pandas()
+
+