AlphaFuturesPro/backend/src/services/datasource/TQDataSource.ts

// TQSDK数据源实现
import { DataSource } from './DataSource';
import { TqSdk, TqAccount } from 'tqsdk';

export class TQDataSource implements DataSource {
  private tq: TqSdk | null = null;
  private initialized: boolean = false;
  private config: {
    username?: string;
    password?: string;
    timeout?: number;
    retries?: number;
    maxConnections?: number;
  };

  constructor(config: any = {}) {
    this.config = {
      username: config.username || '',
      password: config.password || '',
      timeout: config.timeout || 30000,
      retries: config.retries || 3,
      maxConnections: config.maxConnections || 5
    };
  }

  async initialize(): Promise<boolean> {
    try {
      // 创建TQSDK实例，使用配置的参数
      const tqConfig: any = {};
      
      // 如果有用户名和密码，使用用户名密码登录
      if (this.config.username && this.config.password) {
        tqConfig.account = this.config.username;
        tqConfig.password = this.config.password;
      }
      
      this.tq = new TqSdk(tqConfig);
      
      // 等待初始化完成
      await new Promise((resolve) => {
        this.tq?.on('connected', () => {
          resolve(true);
        });
      });
      
      this.initialized = true;
      console.log('TQSDK数据源初始化成功');
      return true;
    } catch (error) {
      console.error('TQSDK数据源初始化失败:', error);
      this.initialized = false;
      return false;
    }
  }

  async getContractList(): Promise<any[]> {
    if (!this.initialized || !this.tq) {
      throw new Error('TQSDK数据源未初始化');
    }

    try {
      // 获取所有合约
      const contracts = await this.tq.get_contracts();
      // 过滤期货合约，排除期权等其他类型
      const futuresContracts = contracts.filter((contract: any) => {
        return contract.exchange.includes('SHFE') || 
               contract.exchange.includes('DCE') || 
               contract.exchange.includes('CZCE') || 
               contract.exchange.includes('INE');
      });
      return futuresContracts;
    } catch (error) {
      console.error('获取合约列表失败:', error);
      throw error;
    }
  }

  async getContractDetail(symbol: string): Promise<any> {
    if (!this.initialized || !this.tq) {
      throw new Error('TQSDK数据源未初始化');
    }

    try {
      // 获取合约详情
      const contract = await this.tq.get_contract(symbol);
      return contract;
    } catch (error) {
      console.error(`获取合约${symbol}详情失败:`, error);
      throw error;
    }
  }

  async getKlineData(symbol: string, period: string, count: number): Promise<any[]> {
    if (!this.initialized || !this.tq) {
      throw new Error('TQSDK数据源未初始化');
    }

    try {
      // 转换周期格式
      const tqPeriod = this.convertPeriod(period);
      // 获取K线数据
      const kline = await this.tq.get_kline_serial(symbol, tqPeriod, count);
      return kline;
    } catch (error) {
      console.error(`获取合约${symbol}K线数据失败:`, error);
      throw error;
    }
  }

  async getTickData(symbol: string): Promise<any> {
    if (!this.initialized || !this.tq) {
      throw new Error('TQSDK数据源未初始化');
    }

    try {
      // 获取实时行情数据
      const tick = await this.tq.get_tick_serial(symbol, 1);
      return tick[0];
    } catch (error) {
      console.error(`获取合约${symbol}实时行情数据失败:`, error);
      throw error;
    }
  }

  async getMarketOverview(): Promise<any[]> {
    if (!this.initialized || !this.tq) {
      throw new Error('TQSDK数据源未初始化');
    }

    try {
      // 获取所有合约
      const contracts = await this.getContractList();
      // 限制获取的合约数量，避免请求过多
      const limitedContracts = contracts.slice(0, 20);
      // 获取每个合约的实时行情
      const overview = [];
      for (const contract of limitedContracts) {
        try {
          const tick = await this.getTickData(contract.symbol);
          overview.push({
            symbol: contract.symbol,
            name: contract.name,
            price: tick.last_price,
            change: tick.price_change,
            change_percent: tick.price_change / tick.pre_close * 100,
            volume: tick.volume,
            open_interest: tick.open_interest
          });
        } catch (error) {
          console.error(`获取合约${contract.symbol}行情失败:`, error);
        }
      }
      return overview;
    } catch (error) {
      console.error('获取市场概览失败:', error);
      throw error;
    }
  }

  async getHistoricalTrades(symbol: string, start: number, end: number): Promise<any[]> {
    if (!this.initialized || !this.tq) {
      throw new Error('TQSDK数据源未初始化');
    }

    try {
      // 获取历史成交数据
      const trades = await this.tq.get_trade_serial(symbol, start, end);
      return trades;
    } catch (error) {
      console.error(`获取合约${symbol}历史成交数据失败:`, error);
      throw error;
    }
  }

  async close(): Promise<void> {
    if (this.tq) {
      this.tq.close();
      this.tq = null;
      this.initialized = false;
      console.log('TQSDK数据源已关闭');
    }
  }

  // 转换周期格式
  private convertPeriod(period: string): string {
    switch (period) {
      case '1M':
        return '1min';
      case '5M':
        return '5min';
      case '15M':
        return '15min';
      case '30M':
        return '30min';
      case '1H':
        return '60min';
      case '4H':
        return '240min';
      case '1D':
        return '1d';
      case '1W':
        return '1w';
      default:
        return '1min';
    }
  }
}