自动刷新常态只拉 recent 尾部 K,每 1 分钟全量重算缠论;修复结构区缓存导入;默认指标/4h·1h·15m/近30天;同步 ECR-009 screener 相关改动。 Co-authored-by: Cursor <cursoragent@cursor.com>
237 lines
7.8 KiB
Python
237 lines
7.8 KiB
Python
"""SQLite persistence for crypto wyckoff scan rows (per combo)."""
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from __future__ import annotations
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import sqlite3
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from datetime import datetime
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from typing import Any
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from crypto_wyckoff.domain_models import WyckoffScanRow
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from crypto_wyckoff.io import SCAN_DB, ensure_dirs
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_COLS = [
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"trade_date", "combo_id", "ts_code", "name", "industry", "engine_version",
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"m_cycle", "cycle_confidence", "trend_score",
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"w_cycle", "w_phase", "w_current_event", "w_recent_events_json",
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"phase_confidence", "structure_score",
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"d_current_event", "d_recent_events_json", "event_confidence", "entry_score",
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"entry", "stop", "target1", "target2", "rr",
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"alignment", "stars", "decision_signal", "signal_confidence",
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"overall_confidence", "overall_score", "risk", "reasons_json",
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"feature_snapshot_json", "markers_json", "scanned_at",
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]
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_CREATE_SQL = """
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CREATE TABLE IF NOT EXISTS wyckoff_scan (
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trade_date TEXT NOT NULL,
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combo_id TEXT NOT NULL DEFAULT 'd_w_m',
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ts_code TEXT NOT NULL,
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name TEXT DEFAULT '',
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industry TEXT DEFAULT '',
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engine_version TEXT,
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m_cycle TEXT, cycle_confidence REAL, trend_score REAL,
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w_cycle TEXT, w_phase TEXT, w_current_event TEXT, w_recent_events_json TEXT,
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phase_confidence REAL, structure_score REAL,
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d_current_event TEXT, d_recent_events_json TEXT, event_confidence REAL, entry_score REAL,
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entry REAL, stop REAL, target1 REAL, target2 REAL, rr REAL,
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alignment REAL, stars INTEGER, decision_signal TEXT, signal_confidence REAL,
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overall_confidence REAL, overall_score REAL, risk TEXT, reasons_json TEXT,
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feature_snapshot_json TEXT, markers_json TEXT, scanned_at TEXT,
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PRIMARY KEY (trade_date, combo_id, ts_code)
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)
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"""
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def _migrate(c: sqlite3.Connection) -> None:
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cur = c.execute(
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"SELECT name FROM sqlite_master WHERE type='table' AND name='wyckoff_scan'"
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)
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if not cur.fetchone():
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c.execute(_CREATE_SQL)
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c.execute(
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"CREATE INDEX IF NOT EXISTS idx_cw_score "
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"ON wyckoff_scan(trade_date, combo_id, overall_score DESC)"
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)
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return
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cols = {r[1] for r in c.execute("PRAGMA table_info(wyckoff_scan)")}
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if "combo_id" in cols:
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c.execute(
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"CREATE INDEX IF NOT EXISTS idx_cw_score "
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"ON wyckoff_scan(trade_date, combo_id, overall_score DESC)"
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)
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return
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# Legacy PK (trade_date, ts_code) → add combo_id via table rebuild
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c.execute("ALTER TABLE wyckoff_scan RENAME TO wyckoff_scan_old")
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c.execute(_CREATE_SQL)
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old_cols = [r[1] for r in c.execute("PRAGMA table_info(wyckoff_scan_old)")]
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shared = [col for col in _COLS if col != "combo_id" and col in old_cols]
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col_sql = ",".join(shared)
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c.execute(
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f"""
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INSERT INTO wyckoff_scan (combo_id, {col_sql})
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SELECT 'd_w_m', {col_sql} FROM wyckoff_scan_old
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"""
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)
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c.execute("DROP TABLE wyckoff_scan_old")
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c.execute(
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"CREATE INDEX IF NOT EXISTS idx_cw_score "
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"ON wyckoff_scan(trade_date, combo_id, overall_score DESC)"
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)
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def _conn() -> sqlite3.Connection:
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ensure_dirs()
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c = sqlite3.connect(str(SCAN_DB), timeout=60)
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c.row_factory = sqlite3.Row
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_migrate(c)
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c.commit()
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return c
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def upsert_row(row: WyckoffScanRow) -> None:
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combo_id = getattr(row, "combo_id", None) or "d_w_m"
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vals = (
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row.trade_date.isoformat() if hasattr(row.trade_date, "isoformat") else str(row.trade_date),
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combo_id,
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row.ts_code, row.name, row.industry, row.engine_version,
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row.m_cycle, row.cycle_confidence, row.trend_score,
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row.w_cycle, row.w_phase, row.w_current_event, row.w_recent_events_json,
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row.phase_confidence, row.structure_score,
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row.d_current_event, row.d_recent_events_json, row.event_confidence, row.entry_score,
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row.entry, row.stop, row.target1, row.target2, row.rr,
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row.alignment, row.stars, row.decision_signal, row.signal_confidence,
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row.overall_confidence, row.overall_score, row.risk, row.reasons_json,
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row.feature_snapshot_json, row.markers_json,
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row.scanned_at.isoformat() if isinstance(row.scanned_at, datetime) else str(row.scanned_at),
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)
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c = _conn()
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try:
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placeholders = ",".join("?" * len(_COLS))
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col_sql = ",".join(_COLS)
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updates = ",".join(
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f"{col}=excluded.{col}"
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for col in _COLS
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if col not in ("trade_date", "combo_id", "ts_code")
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)
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c.execute(
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f"""
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INSERT INTO wyckoff_scan ({col_sql}) VALUES ({placeholders})
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ON CONFLICT(trade_date, combo_id, ts_code) DO UPDATE SET {updates}
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""",
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vals,
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)
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c.commit()
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finally:
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c.close()
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def latest_trade_date(combo_id: str | None = None) -> str | None:
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c = _conn()
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try:
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if combo_id:
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cur = c.execute(
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"SELECT MAX(trade_date) FROM wyckoff_scan WHERE combo_id=?",
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(combo_id,),
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)
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else:
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cur = c.execute("SELECT MAX(trade_date) FROM wyckoff_scan")
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row = cur.fetchone()
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return row[0] if row and row[0] else None
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finally:
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c.close()
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def count_for_date(trade_date: str | None = None, combo_id: str | None = None) -> int:
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td = trade_date or latest_trade_date(combo_id)
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if not td:
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return 0
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c = _conn()
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try:
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if combo_id:
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cur = c.execute(
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"SELECT COUNT(*) FROM wyckoff_scan WHERE trade_date=? AND combo_id=?",
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(td, combo_id),
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)
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else:
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cur = c.execute("SELECT COUNT(*) FROM wyckoff_scan WHERE trade_date=?", (td,))
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return int(cur.fetchone()[0])
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finally:
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c.close()
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def query_scan(
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*,
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trade_date: str | None = None,
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combo_id: str | None = None,
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m_cycle: str | None = None,
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w_phase: str | None = None,
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d_event: str | None = None,
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decision_signal: str | None = None,
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min_overall_score: float | None = None,
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min_alignment: float | None = None,
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sort: str = "overall_score",
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limit: int = 100,
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offset: int = 0,
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) -> list[dict[str, Any]]:
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cid = combo_id or "d_w_m"
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td = trade_date or latest_trade_date(cid)
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if not td:
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return []
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sort_col = sort if sort in {
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"overall_score", "alignment", "entry_score", "trend_score", "structure_score", "stars"
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} else "overall_score"
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clauses = ["trade_date=?", "combo_id=?"]
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args: list[Any] = [td, cid]
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if m_cycle:
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clauses.append("m_cycle=?")
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args.append(m_cycle)
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if w_phase:
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clauses.append("w_phase=?")
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args.append(w_phase)
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if d_event:
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clauses.append("d_current_event=?")
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args.append(d_event)
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if decision_signal:
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clauses.append("decision_signal=?")
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args.append(decision_signal)
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if min_overall_score is not None:
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clauses.append("overall_score>=?")
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args.append(min_overall_score)
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if min_alignment is not None:
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clauses.append("alignment>=?")
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args.append(min_alignment)
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where = " AND ".join(clauses)
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args.extend([limit, offset])
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c = _conn()
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try:
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cur = c.execute(
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f"SELECT * FROM wyckoff_scan WHERE {where} ORDER BY {sort_col} DESC LIMIT ? OFFSET ?",
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args,
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)
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return [dict(r) for r in cur.fetchall()]
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finally:
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c.close()
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def get_symbol(
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ts_code: str,
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trade_date: str | None = None,
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combo_id: str | None = None,
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) -> dict[str, Any] | None:
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cid = combo_id or "d_w_m"
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td = trade_date or latest_trade_date(cid)
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if not td:
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return None
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c = _conn()
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try:
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cur = c.execute(
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"SELECT * FROM wyckoff_scan WHERE trade_date=? AND combo_id=? AND ts_code=?",
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(td, cid, ts_code),
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)
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row = cur.fetchone()
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return dict(row) if row else None
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finally:
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c.close()
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