refactor: 缠论引擎包化与 Web 分层（ECR-001）
将根目录引擎迁入 chanlun/ 并保留兼容 shim；拆分 TF_DF 与 web 服务； 前端模块化；strategies 改用 chanlun 导入；补充 ESS 文档与 golden 回归。 Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
jackyu66git
@@ -0,0 +1,306 @@
|
||||
/**
|
||||
* TradingView Datafeed — 对接 Data Provider 微服务
|
||||
*
|
||||
* 数据源: http://103.179.242.166
|
||||
* - GET /timeframes → 可用周期
|
||||
* - GET /api/candles → 历史 OHLCV
|
||||
* - WS /ws → 实时 K 线推送
|
||||
*
|
||||
* 实现 IDatafeedChartApi 核心接口：
|
||||
* onReady, resolveSymbol, getBars, subscribeBars, unsubscribeBars
|
||||
*/
|
||||
|
||||
var ChanTVDatafeed = (function () {
|
||||
'use strict'
|
||||
|
||||
// 默认 data_provider 地址，可通过 URL param 覆盖
|
||||
var DATA_HOST = 'http://103.179.242.166'
|
||||
|
||||
// ---- resolution <-> timeframe 转换 ----
|
||||
var RES_TO_TF = {
|
||||
'1': '1m', '3': '3m', '5': '5m', '10': '10m', '15': '15m', '30': '30m',
|
||||
'60': '1h', '120': '2h', '240': '4h', '360': '6h', '480': '8h',
|
||||
'720': '12h',
|
||||
'D': '1d', '1D': '1d',
|
||||
'3D': '3d',
|
||||
'W': '1w', '1W': '1w',
|
||||
'M': '1M', '1M': '1M',
|
||||
}
|
||||
|
||||
function resToTf(resolution) {
|
||||
var r = String(resolution)
|
||||
return RES_TO_TF[r] || r
|
||||
}
|
||||
|
||||
// ---- WebSocket 管理 ----
|
||||
var ws = null
|
||||
var wsReconnectTimer = null
|
||||
var wsSubs = {} // listenerGuid -> { symbol, tf, onTick, lastTickTime }
|
||||
var wsUrl = DATA_HOST.replace(/^http/, 'ws') + '/ws'
|
||||
|
||||
function wsConnect() {
|
||||
if (ws && (ws.readyState === WebSocket.OPEN || ws.readyState === WebSocket.CONNECTING)) return
|
||||
|
||||
try {
|
||||
ws = new WebSocket(wsUrl)
|
||||
} catch (e) {
|
||||
console.warn('[TV Datafeed] WS 连接失败', e)
|
||||
scheduleReconnect()
|
||||
return
|
||||
}
|
||||
|
||||
ws.onopen = function () {
|
||||
console.log('[TV Datafeed] WS 已连接')
|
||||
// 重新订阅
|
||||
Object.keys(wsSubs).forEach(function (guid) {
|
||||
var sub = wsSubs[guid]
|
||||
sendWS({ action: 'subscribe', symbol: sub.symbol, timeframe: sub.tf })
|
||||
})
|
||||
}
|
||||
|
||||
ws.onmessage = function (evt) {
|
||||
try {
|
||||
var msg = JSON.parse(evt.data)
|
||||
var bars = msg.data || msg.bars // data_provider 用 'data' 字段
|
||||
if ((msg.type === 'kline' || msg.type === 'candles') && bars && bars.length > 0) {
|
||||
// 只推送最新一根 bar，避免历史快照造成时间顺序冲突
|
||||
// 按时间升序排列取最后一个
|
||||
var sorted = bars.slice().sort(function (a, b) { return (a.timestamp || 0) - (b.timestamp || 0) })
|
||||
var latest = sorted[sorted.length - 1]
|
||||
// 广播给所有匹配的 subscriber
|
||||
Object.keys(wsSubs).forEach(function (guid) {
|
||||
var sub = wsSubs[guid]
|
||||
if (sub.symbol === msg.symbol && sub.tf === msg.timeframe) {
|
||||
// 跳过已处理过的时间戳
|
||||
if (sub.lastTickTime && latest.timestamp <= sub.lastTickTime) return
|
||||
try {
|
||||
sub.onTick({
|
||||
time: latest.timestamp,
|
||||
open: latest.open,
|
||||
high: latest.high,
|
||||
low: latest.low,
|
||||
close: latest.close,
|
||||
volume: latest.volume,
|
||||
})
|
||||
sub.lastTickTime = latest.timestamp
|
||||
} catch (e) { /* ignore */ }
|
||||
}
|
||||
})
|
||||
}
|
||||
} catch (e) {
|
||||
// ignore parse errors
|
||||
}
|
||||
}
|
||||
|
||||
ws.onclose = function () {
|
||||
console.log('[TV Datafeed] WS 断开')
|
||||
ws = null
|
||||
scheduleReconnect()
|
||||
}
|
||||
|
||||
ws.onerror = function () {
|
||||
// onclose 会跟着触发
|
||||
}
|
||||
}
|
||||
|
||||
function scheduleReconnect() {
|
||||
if (wsReconnectTimer) return
|
||||
wsReconnectTimer = setTimeout(function () {
|
||||
wsReconnectTimer = null
|
||||
wsConnect()
|
||||
}, 3000)
|
||||
}
|
||||
|
||||
function sendWS(data) {
|
||||
if (ws && ws.readyState === WebSocket.OPEN) {
|
||||
ws.send(JSON.stringify(data))
|
||||
}
|
||||
}
|
||||
|
||||
// ---- Datafeed API ----
|
||||
|
||||
/**
|
||||
* 主配置：返回支持的 resolutions、exchanges 等
|
||||
*/
|
||||
function onReady(callback) {
|
||||
// 使用固定 resolutions（避免 /timeframes 502 阻塞初始化）
|
||||
var supported = ['1', '5', '15', '30', '60', '120', '240', 'D', 'W']
|
||||
console.log('[TV Datafeed] onReady — supported_resolutions:', supported)
|
||||
|
||||
setTimeout(function () {
|
||||
callback({
|
||||
supported_resolutions: supported,
|
||||
supports_marks: false,
|
||||
supports_timescale_marks: false,
|
||||
supports_time: true,
|
||||
exchanges: [{ value: 'BINANCE', name: 'Binance', desc: 'Binance Futures' }],
|
||||
symbols_types: [{ name: 'Crypto', value: 'crypto' }],
|
||||
})
|
||||
}, 0)
|
||||
}
|
||||
|
||||
/**
|
||||
* 解析 symbol：'BINANCE:BTC/USDT:USDT' → 分离 exchange 和 symbol
|
||||
*/
|
||||
function resolveSymbol(symbolName, onResolve, onError) {
|
||||
var name = String(symbolName)
|
||||
var exchange = 'BINANCE'
|
||||
var symbol = name
|
||||
|
||||
// 解析 EXCHANGE:SYMBOL 格式
|
||||
// 如果第一段不含 '/'，就是交易所名；否则整串就是 symbol
|
||||
// 例: 'BINANCE:BTC/USDT:USDT' → exchange=BINANCE, sym=BTC/USDT:USDT
|
||||
// 'BTC/USDT:USDT' → exchange=BINANCE, sym=BTC/USDT:USDT
|
||||
// 'BTC/USDT' → exchange=BINANCE, sym=BTC/USDT:USDT
|
||||
var firstColon = name.indexOf(':')
|
||||
if (firstColon >= 0) {
|
||||
var prefix = name.substring(0, firstColon)
|
||||
if (prefix.indexOf('/') === -1) {
|
||||
// 第一段是交易所名（如 'BINANCE'）
|
||||
exchange = prefix
|
||||
symbol = name.substring(firstColon + 1)
|
||||
}
|
||||
// 否则第一段含 '/'（如 'BTC/USDT'），整串就是 symbol
|
||||
}
|
||||
|
||||
// data_provider 用 BTC/USDT:USDT 格式（需要 :USDT 后缀）
|
||||
var dpSymbol = symbol
|
||||
if (dpSymbol.indexOf(':USDT') === -1 && dpSymbol.indexOf('/USDT') >= 0) {
|
||||
dpSymbol = dpSymbol + ':USDT'
|
||||
}
|
||||
|
||||
console.log('[TV Datafeed] resolveSymbol', name, '→ exchange:', exchange, 'symbol:', symbol, 'dp:', dpSymbol)
|
||||
|
||||
// TV 要求异步回调（setTimeout 0）
|
||||
setTimeout(function () {
|
||||
onResolve({
|
||||
name: name,
|
||||
ticker: name,
|
||||
description: symbol,
|
||||
exchange: exchange,
|
||||
type: 'crypto',
|
||||
session: '24x7',
|
||||
timezone: 'Asia/Shanghai',
|
||||
minmov: 1,
|
||||
pricescale: 100,
|
||||
has_intraday: true,
|
||||
has_seconds: false,
|
||||
has_daily: true,
|
||||
has_weekly_and_monthly: true,
|
||||
supported_resolutions: ['1', '5', '15', '30', '60', '120', '240', 'D', 'W'],
|
||||
intraday_multipliers: ['1', '5', '15', '30', '60', '120', '240'],
|
||||
volume_precision: 2,
|
||||
_dpSymbol: dpSymbol,
|
||||
})
|
||||
}, 0)
|
||||
}
|
||||
|
||||
/**
|
||||
* 获取历史 bars
|
||||
*/
|
||||
function getBars(symbolInfo, resolution, periodParams, onResult, onError) {
|
||||
var tf = resToTf(resolution)
|
||||
var symbol = symbolInfo._dpSymbol || symbolInfo.ticker.split(':').slice(1).join(':')
|
||||
// 确保 symbol 是 data_provider 格式
|
||||
if (symbol.indexOf(':USDT') === -1 && symbol.indexOf('/USDT') >= 0) {
|
||||
symbol = symbol + ':USDT'
|
||||
}
|
||||
|
||||
var params = 'symbol=' + encodeURIComponent(symbol) + '&tf=' + encodeURIComponent(tf)
|
||||
|
||||
// periodParams.from / to 是秒，data_provider 需要毫秒
|
||||
if (periodParams.from) {
|
||||
params += '&start=' + (periodParams.from * 1000)
|
||||
}
|
||||
if (periodParams.to) {
|
||||
params += '&end=' + (periodParams.to * 1000)
|
||||
}
|
||||
if (periodParams.firstDataRequest) {
|
||||
// 首次请求多取一些数据供缠论计算
|
||||
params += '&limit=1000'
|
||||
}
|
||||
|
||||
var url = DATA_HOST + '/api/candles?' + params
|
||||
console.log('[TV Datafeed] getBars', symbol, tf, '→', url)
|
||||
|
||||
fetch(url)
|
||||
.then(function (r) {
|
||||
if (!r.ok) throw new Error('HTTP ' + r.status)
|
||||
return r.json()
|
||||
})
|
||||
.then(function (data) {
|
||||
console.log('[TV Datafeed] getBars 返回', data.length, '条')
|
||||
if (!Array.isArray(data) || data.length === 0) {
|
||||
onResult([], { noData: true })
|
||||
return
|
||||
}
|
||||
|
||||
// 按时间升序排列并去重，避免跨请求重叠导致时间顺序冲突
|
||||
var seen = {}
|
||||
var bars = []
|
||||
data.forEach(function (d) {
|
||||
if (!seen[d.timestamp]) {
|
||||
seen[d.timestamp] = true
|
||||
bars.push({
|
||||
time: d.timestamp, // ms
|
||||
open: d.open,
|
||||
high: d.high,
|
||||
low: d.low,
|
||||
close: d.close,
|
||||
volume: d.volume,
|
||||
})
|
||||
}
|
||||
})
|
||||
bars.sort(function (a, b) { return a.time - b.time })
|
||||
|
||||
// 传 noData: false 表示还有更多历史数据
|
||||
onResult(bars, { noData: false })
|
||||
})
|
||||
.catch(function (err) {
|
||||
console.error('[TV Datafeed] getBars 失败', err)
|
||||
onError(err.message || '获取数据失败')
|
||||
})
|
||||
}
|
||||
|
||||
/**
|
||||
* 订阅实时数据（通过 WebSocket）
|
||||
*/
|
||||
function subscribeBars(symbolInfo, resolution, onTick, listenerGuid) {
|
||||
var tf = resToTf(resolution)
|
||||
var symbol = symbolInfo._dpSymbol || symbolInfo.ticker.split(':').slice(1).join(':')
|
||||
if (symbol.indexOf(':USDT') === -1 && symbol.indexOf('/USDT') >= 0) {
|
||||
symbol = symbol + ':USDT'
|
||||
}
|
||||
|
||||
wsSubs[listenerGuid] = { symbol: symbol, tf: tf, onTick: onTick }
|
||||
|
||||
// 确保 WS 已连接
|
||||
wsConnect()
|
||||
|
||||
// 如果已连接，立即订阅
|
||||
if (ws && ws.readyState === WebSocket.OPEN) {
|
||||
sendWS({ action: 'subscribe', symbol: symbol, timeframe: tf })
|
||||
}
|
||||
// 否则等 WS onopen 时会重新订阅所有
|
||||
}
|
||||
|
||||
/**
|
||||
* 取消订阅
|
||||
*/
|
||||
function unsubscribeBars(listenerGuid) {
|
||||
var sub = wsSubs[listenerGuid]
|
||||
if (sub) {
|
||||
sendWS({ action: 'unsubscribe', symbol: sub.symbol, timeframe: sub.tf })
|
||||
delete wsSubs[listenerGuid]
|
||||
}
|
||||
}
|
||||
|
||||
// ---- 导出 ----
|
||||
return {
|
||||
onReady: onReady,
|
||||
resolveSymbol: resolveSymbol,
|
||||
getBars: getBars,
|
||||
subscribeBars: subscribeBars,
|
||||
unsubscribeBars: unsubscribeBars,
|
||||
}
|
||||
})()
|
||||
Reference in New Issue
Block a user