删除不要的东西

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jackyu66git
2025-11-18 12:25:22 +08:00
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commit 70942e8942
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FROM python:3.11-slim
ENV PYTHONUNBUFFERED=1 \
PIP_NO_CACHE_DIR=1
WORKDIR /app
COPY requirements.txt /app/requirements.txt
RUN pip install -r /app/requirements.txt
COPY app /app/app
COPY pairs.json /app/pairs.json
ENV DATA_DIR=/data \
EXCHANGE=binance \
TIMEFRAMES=1m,1h,1d,1w,1M \
START_FROM=2025-01-01 \
POLL_FACTOR=0.5
VOLUME ["/data"]
EXPOSE 9000
CMD ["uvicorn", "app.main:app", "--host", "0.0.0.0", "--port", "9000"]
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# Local Data ServiceREST + WebSocket
本服务基于 FastAPI + ccxt,自动拉取交易所行情、写入本地 Parquet,同时提供 REST 和 WebSocket 数据访问。
自带时间周期聚合能力:只需抓取 `1m / 1h / 1d / 1w / 1M` 等基础周期,即可自动生成 `2m/3m/.../30m``2h/3h/.../16h` 等衍生周期。
---
## 1. 环境准备
### 1.1 依赖
- Python ≥ 3.10(本地运行方式需要)
- `pip install -r requirements.txt`(包含 `fastapi`, `uvicorn`, `ccxt`, `pandas`, `pyarrow`, `technical` 等)
- 或者直接使用仓库内的 `docker-compose.yml`
### 1.2 关键环境变量
| 变量 | 说明 | 默认 |
| --- | --- | --- |
| `DATA_DIR` | 本地 Parquet 存储目录 | `/data` |
| `EXCHANGE` | 交易所标识(目前支持 binance) | `binance` |
| `TIMEFRAMES` | 基础抓取周期,逗号分隔 | `1m,1h,1d,1w,1M` |
| `START_FROM` | 首次启动回补的起始 UTC 时间(ISO 字符串或毫秒时间戳) | `2022-01-01` |
| `POLL_FACTOR` | 拉取间隔因子,实际间隔 = 周期毫秒 × factor | `0.5` |
| `REST_MAX_CONCURRENCY` | REST 历史拉取并发数 | `4` |
| `VERIFY_MAX_CONCURRENCY` | 校验请求并发数 | `2` |
| `WS_ENABLED` | 是否启用 Binance WebSocket 增量(`true`/`false` | `false` |
| `REST_POLL_INTERVAL` | 实时轮询 REST 的间隔秒数 | `5` |
| `REST_POLL_WINDOW` | 实时轮询时拉取的最新 K 线数量 | `10` |
| `BACKOFF_BASE / BACKOFF_MAX` | 异常重试的指数退避参数 | `2.0 / 30.0` |
> 衍生周期列表由程序自动推导,无需手动写入 `TIMEFRAMES`。
---
## 2. 启动与关闭
### 2.1 Docker 方式
```bash
cd user_data/Chan/datasvc
docker compose up -d # 启动
docker compose logs -f # 查看日志
docker compose down # 关闭
```
### 2.2 本地运行(无 Docker
```bash
export DATA_DIR=./data
export TIMEFRAMES="1m,1h,1d"
cd /Users/jack/Project/freqtrade
uvicorn user_data.Chan.datasvc.app.main:app --reload
```
关闭时 Ctrl+C 即可,服务会自动取消后台抓取任务并释放资源。
---
## 3. 数据存储与聚合
### 3.1 基础周期
只会为 `TIMEFRAMES` 声明的基础周期创建抓取任务(例如 `1m / 1h / 1d`)。
### 3.2 衍生周期
启动后自动维护以下聚合:
| 基础周期 | 自动生成 |
| --- | --- |
| `1m` | `2m, 3m, 4m, 5m, 10m, 15m, 20m, 25m, 30m` |
| `1h` | `2h, 3h, 4h, 6h, 8h, 12h, 16h` |
| `1d` | `2d, 3d, 4d, 5d, 6d` |
| `1w` | `2w` |
| `1M` | `2M, 3M, 6M` |
聚合过程通过 `technical.util.resample_to_interval` 完成,写入同一 Parquet 数据目录。
所有周期都可以被 REST/WS 访问。
### 3.3 数据目录
```
{DATA_DIR}/{timeframe}/{symbol}.parquet
```
---
## 4. 接口调用
### 4.1 健康检查
```
GET /health
```
返回运行状态、基础/衍生周期列表、各抓取任务的最新进度与错误计数,便于监控。
### 4.2 REST API
```
GET /api/candles?symbol=BTC/USDT:USDT&tf=2h&start=1700000000000&end=1700003600000
```
参数说明:
- `symbol`:交易对(必须在 `SYMBOLS` 列表中)
- `tf`:时间周期(支持基础或衍生)
- `start` / `end`:毫秒时间戳,可选
返回示例:
```json
[
{"timestamp": 1700000000000, "open": 36000.0, "high": 36120.0, "low": 35980.0, "close": 36050.0, "volume": 125.4},
...
]
```
### 4.3 WebSocket
```
ws://localhost:8000/ws?symbol=ETH/USDT:USDT&tf=15m&since=1700000000000
```
- 首次连接:收到 `snapshot` 消息(快照数组)
- 后续增量:收到 `upsert` 消息(最新几根K线),以及周期性 `ping`
消息示例:
```json
{"topic":"candles.ETH/USDT:USDT.15m","type":"snapshot","data":[{"t":1700000000000,"o":2000.0,"h":2005.0,"l":1995.0,"c":2002.5,"v":312.7}, ...]}
{"topic":"candles.ETH/USDT:USDT.15m","type":"upsert","data":{"t":1700000900000,"o":2002.5,"h":2006.0,"l":2000.0,"c":2004.0,"v":120.8}}
```
---
## 5. 停机与维护
- **正常关闭**`docker compose down` 或 Ctrl+C。服务会等待所有抓取任务结束并关闭 `ccxt` 客户端。
- **异常恢复**:若网络异常,服务会自动指数退避重试;可通过 `/health``consecutive_errors``last_error` 排查。
- **数据清理**:直接删除 `DATA_DIR` 下对应的 Parquet 文件即可,下次启动会重新回补。
---
## 6. 常见问题
1. **缺少 `technical` 模块**
聚合周期会跳过,并在日志中提示;先执行 `pip install technical` 再重启。
2. **接收不到某个周期的数据**
确认该周期在 `TIMEFRAMES` 或自动聚合列表中;若是衍生周期,需要确保对应基础周期已在运行。
3. **如何新增交易对/周期**
- 交易对:编辑 `pairs.json`,每行一个字符串,保存后重启服务。
- 周期:修改 `TIMEFRAMES` 环境变量(Docker 或本地启动命令)后重启。
---
欢迎结合自身策略或可视化前端直接消费本地数据服务。若要集成到其他项目,可直接引用 `/api/candles` 的 JSON 响应或订阅 `/ws` 的实时推送。
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import logging
import os
import shutil
import threading
from datetime import datetime
from typing import List, Optional
import pandas as pd
import pyarrow.dataset as ds
logger = logging.getLogger("datasvc")
_lock = threading.Lock()
def ensure_storage(base_dir: str):
os.makedirs(base_dir, exist_ok=True)
def _path(base_dir: str, symbol: str, timeframe: str) -> str:
safe_symbol = symbol.replace("/", "_").replace(":", "_")
d = os.path.join(base_dir, timeframe)
os.makedirs(d, exist_ok=True)
return os.path.join(d, f"{safe_symbol}.parquet")
def read_candles(base_dir: str, symbol: str, timeframe: str, start: Optional[int], end: Optional[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"]) # empty
try:
df = pd.read_parquet(p)
except Exception as exc:
with _lock:
backup = _backup_corrupted_file(p)
extra = f",已备份至 {backup}" if backup else ""
logger.warning(
"读取缓存失败,将视为空数据 [%s %s]%s%s",
symbol,
timeframe,
extra,
exc,
)
return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
if start is not None:
df = df[df["timestamp"] >= int(start)]
if end is not None:
df = df[df["timestamp"] <= int(end)]
df = df.sort_values("timestamp")
return df
def upsert_candles(base_dir: str, symbol: str, timeframe: str, candles: List[List[float]]):
p = _path(base_dir, symbol, timeframe)
new_df = pd.DataFrame(candles, columns=["timestamp", "open", "high", "low", "close", "volume"])
with _lock:
if os.path.exists(p):
try:
old = pd.read_parquet(p)
except Exception as exc:
backup = _backup_corrupted_file(p)
extra = f",已备份至 {backup}" if backup else ""
logger.warning(
"读取缓存失败,准备重建文件 [%s %s]%s%s",
symbol,
timeframe,
extra,
exc,
)
old = pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
merged = pd.concat([old, new_df], ignore_index=True)
merged = merged.drop_duplicates(subset=["timestamp"], keep="last").sort_values("timestamp")
else:
merged = new_df.sort_values("timestamp")
temp_path = f"{p}.tmp"
try:
merged.to_parquet(temp_path, index=False)
os.replace(temp_path, p)
finally:
if os.path.exists(temp_path):
try:
os.remove(temp_path)
except OSError:
pass
def write_candles_snapshot(base_dir: str, symbol: str, timeframe: str, df: pd.DataFrame):
columns = ["timestamp", "open", "high", "low", "close", "volume"]
if df.empty:
safe_df = pd.DataFrame(columns=columns)
else:
safe_df = df[columns].copy()
safe_df = safe_df.drop_duplicates(subset=["timestamp"], keep="last").sort_values("timestamp").reset_index(drop=True)
p = _path(base_dir, symbol, timeframe)
with _lock:
temp_path = f"{p}.tmp"
try:
safe_df.to_parquet(temp_path, index=False)
os.replace(temp_path, p)
finally:
if os.path.exists(temp_path):
try:
os.remove(temp_path)
except OSError:
pass
def candle_path(base_dir: str, symbol: str, timeframe: str) -> str:
return _path(base_dir, symbol, timeframe)
def get_last_timestamp(base_dir: str, symbol: str, timeframe: str) -> Optional[int]:
p = _path(base_dir, symbol, timeframe)
if not os.path.exists(p):
return None
try:
df = pd.read_parquet(p)
except Exception as exc:
with _lock:
backup = _backup_corrupted_file(p)
extra = f",已备份至 {backup}" if backup else ""
logger.warning(
"获取最后时间戳失败 [%s %s]%s%s",
symbol,
timeframe,
extra,
exc,
)
return None
if df.empty:
return None
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"])
try:
dataset = ds.dataset(p, format="parquet")
table = dataset.to_table(filter=ds.field("timestamp") == int(timestamp))
except Exception as exc:
with _lock:
backup = _backup_corrupted_file(p)
extra = f",已备份至 {backup}" if backup else ""
logger.warning(
"读取指定时间 K 线失败 [%s %s]%s%s",
symbol,
timeframe,
extra,
exc,
)
return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
if table.num_rows == 0:
return pd.DataFrame(columns=["timestamp", "open", "high", "low", "close", "volume"])
return table.to_pandas()
def _backup_corrupted_file(path: str) -> Optional[str]:
try:
if not os.path.exists(path):
return None
timestamp = datetime.utcnow().strftime("%Y%m%d%H%M%S")
backup_path = f"{path}.corrupted.{timestamp}"
shutil.move(path, backup_path)
return backup_path
except Exception as exc:
logger.warning("备份损坏文件失败 (%s)%s", path, exc)
return None
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import asyncio
import signal
from threading import Event
from .main import logger, run_engine
async def _async_main():
stop_event = Event()
loop = asyncio.get_running_loop()
for sig in (signal.SIGINT, signal.SIGTERM):
try:
loop.add_signal_handler(sig, stop_event.set)
except NotImplementedError:
# 信号处理在某些平台(如 Windows)不可用,忽略即可
pass
await run_engine(stop_event)
def main():
logger.info("worker 进程启动")
asyncio.run(_async_main())
if __name__ == "__main__":
main()
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services:
datasvc:
build: .
container_name: datasvc
restart: unless-stopped
environment:
- EXCHANGE=binance
- TIMEFRAMES=1m,1h,1d,1w,1M
- START_FROM=2025-01-01
- POLL_FACTOR=0.5
- DATA_DIR=/data
- TZ=Asia/Shanghai
- WS_ENABLED=false
- DATASVC_ENGINE=1
ports:
- "9000:9000"
volumes:
- ./data:/data
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[
"BTC/USDT:USDT",
"ETH/USDT:USDT",
"SOL/USDT:USDT"
]
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fastapi==0.111.0
uvicorn[standard]==0.29.0
ccxt==4.4.27
pandas==2.2.2
pyarrow==16.1.0
orjson==3.10.3
technical==1.5.0
websockets==12.0
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