parent
8f74e7d4fa
commit
f176610102
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import { Router } from 'express';
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import {
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healthCheck,
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getStockKLines,
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getBatchStockKLines,
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getStockSymbols,
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getTradingDates,
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getSourceStatus,
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switchSource,
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backfillData,
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} from '../controllers/customDataSourceController';
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const router = Router();
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// ========== 管理接口 ==========
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// 健康检查（无需认证）
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router.get('/admin/health', healthCheck);
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// 获取数据源状态
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router.get('/admin/source/status', getSourceStatus);
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// 切换数据源
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router.post('/admin/source/switch', switchSource);
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// 历史数据补录
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router.post('/admin/backfill', backfillData);
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// ========== 股票接口 ==========
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// 查询股票K线
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router.get('/stock/klines/:symbol', getStockKLines);
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// 批量查询股票K线
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router.post('/stock/klines/batch', getBatchStockKLines);
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// 查询股票列表
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router.get('/stock/symbols', getStockSymbols);
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// 查询交易日历
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router.get('/stock/trading-dates', getTradingDates);
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export default router;
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@ -0,0 +1,269 @@
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import axios from 'axios';
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import logger from '../utils/logger';
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// 环境变量配置
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const EXTERNAL_DATA_SOURCE_URL = process.env.EXTERNAL_DATA_SOURCE_URL || '';
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const EXTERNAL_DATA_SOURCE_API_KEY = process.env.EXTERNAL_DATA_SOURCE_API_KEY || '';
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const EXTERNAL_DATA_SOURCE_TIMEOUT = parseInt(process.env.EXTERNAL_DATA_SOURCE_TIMEOUT || '30000', 10);
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// K线数据项
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export interface KLineItem {
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date: string;
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open: number;
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high: number;
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low: number;
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close: number;
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volume: number;
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amount?: number;
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}
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// 标的信息
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export interface SymbolInfo {
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symbol: string;
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name: string;
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type: string;
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exchange?: string;
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industry?: string;
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}
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// 交易日历项
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export interface TradingDate {
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date: string;
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isTrading: boolean;
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}
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/**
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* 外部数据源服务
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* 用于访问第三方数据源服务
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*/
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export class ExternalDataSourceService {
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private enabled: boolean;
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private baseUrl: string;
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private apiKey: string;
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private timeout: number;
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constructor() {
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this.enabled = !!EXTERNAL_DATA_SOURCE_URL;
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this.baseUrl = EXTERNAL_DATA_SOURCE_URL;
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this.apiKey = EXTERNAL_DATA_SOURCE_API_KEY;
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this.timeout = EXTERNAL_DATA_SOURCE_TIMEOUT;
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}
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/**
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* 检查是否启用
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*/
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isEnabled(): boolean {
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return this.enabled;
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}
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/**
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* 获取请求配置
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*/
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private getRequestConfig() {
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const headers: Record<string, string> = {};
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if (this.apiKey) {
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headers['X-API-Key'] = this.apiKey;
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}
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return {
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headers,
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timeout: this.timeout,
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};
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}
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/**
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* 健康检查
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*/
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async healthCheck(): Promise<{ status: string; timestamp?: string }> {
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if (!this.enabled) {
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return { status: 'disabled' };
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}
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try {
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const response = await axios.get(
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`${this.baseUrl}/v1/admin/health`,
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this.getRequestConfig()
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);
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return response.data;
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} catch (error: any) {
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logger.error('External data source health check failed:', error.message);
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return { status: 'unhealthy' };
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}
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}
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/**
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* 查询K线数据
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*/
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async getKLines(
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symbol: string,
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period: 'day' | 'week' | 'month' = 'day',
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options?: {
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startDate?: string;
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endDate?: string;
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limit?: number;
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}
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): Promise<KLineItem[]> {
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if (!this.enabled) {
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throw new Error('External data source is not enabled');
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}
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const params: Record<string, any> = {
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period,
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};
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if (options?.startDate) params.startDate = options.startDate;
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if (options?.endDate) params.endDate = options.endDate;
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if (options?.limit) params.limit = options.limit;
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const response = await axios.get(
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`${this.baseUrl}/v1/stock/klines/${symbol}`,
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{ ...this.getRequestConfig(), params }
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);
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if (response.data.code !== 0) {
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throw new Error(response.data.message || 'Failed to get KLines');
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}
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return response.data.data?.items || [];
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}
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/**
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* 批量查询K线数据
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*/
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async getBatchKLines(options: {
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symbols: string[];
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period?: 'day' | 'week' | 'month';
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startDate?: string;
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endDate?: string;
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limit?: number;
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}): Promise<Array<{ symbol: string; data: KLineItem[] }>> {
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if (!this.enabled) {
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throw new Error('External data source is not enabled');
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}
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const response = await axios.post(
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`${this.baseUrl}/v1/stock/klines/batch`,
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{
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symbols: options.symbols,
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period: options.period || 'day',
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startDate: options.startDate,
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endDate: options.endDate,
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limit: options.limit,
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},
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this.getRequestConfig()
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);
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if (response.data.code !== 0) {
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throw new Error(response.data.message || 'Failed to get batch KLines');
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}
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// 转换响应格式
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const results = response.data.data?.results || [];
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return results.map((r: any) => ({
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symbol: r.symbol,
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data: r.data?.items || [],
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}));
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}
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/**
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* 查询标的信息
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*/
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async getSymbols(options?: {
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type?: 'stock' | 'index' | 'etf' | 'bond';
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exchange?: string;
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limit?: number;
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offset?: number;
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}): Promise<SymbolInfo[]> {
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if (!this.enabled) {
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throw new Error('External data source is not enabled');
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}
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const params: Record<string, any> = {};
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if (options?.type) params.type = options.type;
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if (options?.exchange) params.exchange = options.exchange;
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if (options?.limit) params.limit = options.limit;
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if (options?.offset) params.offset = options.offset;
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const response = await axios.get(
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`${this.baseUrl}/v1/stock/symbols`,
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{ ...this.getRequestConfig(), params }
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);
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if (response.data.code !== 0) {
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throw new Error(response.data.message || 'Failed to get symbols');
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}
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return response.data.data?.items || [];
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}
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/**
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* 查询交易日历
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*/
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async getTradingDates(startDate: string, endDate: string): Promise<TradingDate[]> {
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if (!this.enabled) {
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throw new Error('External data source is not enabled');
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}
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const response = await axios.get(
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`${this.baseUrl}/v1/stock/trading-dates`,
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{
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...this.getRequestConfig(),
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params: { startDate, endDate },
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}
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);
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if (response.data.code !== 0) {
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throw new Error(response.data.message || 'Failed to get trading dates');
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}
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return response.data.data?.items || [];
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}
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/**
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* 获取最近交易日
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*/
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async getNearestTradingDate(date?: string): Promise<string | null> {
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if (!this.enabled) {
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throw new Error('External data source is not enabled');
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}
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const params: Record<string, any> = {};
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if (date) params.date = date;
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const response = await axios.get(
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`${this.baseUrl}/v1/stock/nearest-trading-date`,
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{ ...this.getRequestConfig(), params }
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);
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if (response.data.code !== 0) {
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throw new Error(response.data.message || 'Failed to get nearest trading date');
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}
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return response.data.data?.nearestTradingDate || null;
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}
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/**
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* 检查是否为交易日
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*/
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async isTradingDate(date: string): Promise<boolean> {
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if (!this.enabled) {
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throw new Error('External data source is not enabled');
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}
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const response = await axios.get(
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`${this.baseUrl}/v1/stock/is-trading-date`,
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{
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...this.getRequestConfig(),
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params: { date },
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}
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);
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if (response.data.code !== 0) {
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throw new Error(response.data.message || 'Failed to check trading date');
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}
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return response.data.data?.isTrading || false;
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}
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}
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// 导出单例
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export const externalDataSourceService = new ExternalDataSourceService();
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Loading…
Reference in new issue