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"""
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期货数据服务
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"""
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from typing import List, Dict
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from datetime import date
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from sqlalchemy.orm import Session
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from sqlalchemy import and_
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import pandas as pd
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import logging
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from app.models.future import FutureKlineDaily, FutureKlineMin
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from app.services.sdk_manager import sdk_manager
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from app.services.base_data_service import BaseDataService
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from app.utils.date_utils import parse_date, format_date
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logger = logging.getLogger(__name__)
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class FutureService:
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"""期货数据服务"""
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def __init__(self, db: Session):
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self.db = db
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self.base_service = BaseDataService(db)
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def _get_adapter(self):
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"""获取SDK适配器（使用连接管理器）"""
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return sdk_manager.get_default_connection()
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def get_kline(
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self,
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codes: List[str],
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start_date: date,
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end_date: date,
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period: str = "daily"
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) -> Dict[str, List[dict]]:
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"""
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获取期货K线数据（带缓存）
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Args:
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codes: 代码列表
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start_date: 开始日期
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end_date: 结束日期
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period: 周期 (daily, min1, min5, min15, min30, min60)
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Returns:
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字典 {code: [kline_data]}
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"""
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result = {}
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for code in codes:
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try:
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if period == "daily":
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data = self._get_daily_kline_with_cache(code, start_date, end_date)
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else:
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data = self._get_min_kline_with_cache(code, start_date, end_date, period)
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result[code] = data
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except Exception as e:
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logger.error(f"获取{code}的K线数据失败: {str(e)}")
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result[code] = []
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return result
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def _get_daily_kline_with_cache(
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self,
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code: str,
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start_date: date,
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end_date: date
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) -> List[dict]:
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"""获取期货日线数据（带缓存）"""
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# 1. 查询本地缓存
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cached_records = self.db.query(FutureKlineDaily).filter(
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and_(
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FutureKlineDaily.code == code,
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FutureKlineDaily.trade_date >= start_date,
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FutureKlineDaily.trade_date <= end_date
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)
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).order_by(FutureKlineDaily.trade_date).all()
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# 2. 检查数据完整性
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cached_dates = {r.trade_date for r in cached_records}
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expected_dates = set(self.base_service.get_trading_calendar("CFE", start_date, end_date))
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missing_dates = expected_dates - cached_dates
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# 3. 如果有缺失，从SDK获取
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if missing_dates:
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try:
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adapter = self._get_adapter()
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if adapter:
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sdk_data = adapter.get_kline([code], start_date, end_date, "daily")
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if code in sdk_data and not sdk_data[code].empty:
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self._save_daily_kline(code, sdk_data[code])
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cached_records = self.db.query(FutureKlineDaily).filter(
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and_(
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FutureKlineDaily.code == code,
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FutureKlineDaily.trade_date >= start_date,
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FutureKlineDaily.trade_date <= end_date
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)
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).order_by(FutureKlineDaily.trade_date).all()
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except Exception as e:
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logger.error(f"从SDK获取{code}数据失败: {str(e)}")
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return [
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{
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"trade_date": format_date(r.trade_date),
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"open": float(r.open),
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"high": float(r.high),
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"low": float(r.low),
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"close": float(r.close),
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"volume": int(r.volume),
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"amount": float(r.amount),
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"settle": float(r.settle) if r.settle else None,
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"open_interest": int(r.open_interest) if r.open_interest else None
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}
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for r in cached_records
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]
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def _get_min_kline_with_cache(
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self,
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code: str,
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start_date: date,
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end_date: date,
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period: str
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) -> List[dict]:
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"""获取期货分钟线数据（带缓存）"""
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from datetime import datetime
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start_datetime = datetime.combine(start_date, datetime.min.time())
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end_datetime = datetime.combine(end_date, datetime.max.time())
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cached_records = self.db.query(FutureKlineMin).filter(
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and_(
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FutureKlineMin.code == code,
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FutureKlineMin.period_type == period,
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FutureKlineMin.trade_datetime >= start_datetime,
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FutureKlineMin.trade_datetime <= end_datetime
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)
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).order_by(FutureKlineMin.trade_datetime).all()
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if len(cached_records) < 10:
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try:
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adapter = self._get_adapter()
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if adapter:
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sdk_data = adapter.get_kline([code], start_date, end_date, period)
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if code in sdk_data and not sdk_data[code].empty:
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self._save_min_kline(code, sdk_data[code], period)
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cached_records = self.db.query(FutureKlineMin).filter(
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and_(
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FutureKlineMin.code == code,
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FutureKlineMin.period_type == period,
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FutureKlineMin.trade_datetime >= start_datetime,
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FutureKlineMin.trade_datetime <= end_datetime
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)
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).order_by(FutureKlineMin.trade_datetime).all()
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except Exception as e:
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logger.error(f"从SDK获取{code}分钟数据失败: {str(e)}")
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return [
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{
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"trade_datetime": r.trade_datetime.isoformat(),
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"open": float(r.open),
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"high": float(r.high),
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"low": float(r.low),
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"close": float(r.close),
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"volume": int(r.volume),
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"amount": float(r.amount),
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"settle": float(r.settle) if r.settle else None,
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"open_interest": int(r.open_interest) if r.open_interest else None
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}
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for r in cached_records
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]
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def _save_daily_kline(self, code: str, df: pd.DataFrame):
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"""保存期货日线数据到数据库"""
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if df.empty:
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return
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for idx, row in df.iterrows():
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trade_date = idx if isinstance(idx, date) else parse_date(str(idx))
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existing = self.db.query(FutureKlineDaily).filter(
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and_(
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FutureKlineDaily.code == code,
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FutureKlineDaily.trade_date == trade_date
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)
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).first()
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if existing:
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existing.open = float(row.get("open", 0))
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existing.high = float(row.get("high", 0))
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existing.low = float(row.get("low", 0))
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existing.close = float(row.get("close", 0))
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existing.volume = int(row.get("volume", 0))
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existing.amount = float(row.get("amount", 0))
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existing.settle = float(row.get("settle")) if pd.notna(row.get("settle")) else None
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existing.open_interest = int(row.get("open_interest")) if pd.notna(row.get("open_interest")) else None
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else:
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record = FutureKlineDaily(
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code=code,
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trade_date=trade_date,
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open=float(row.get("open", 0)),
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high=float(row.get("high", 0)),
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low=float(row.get("low", 0)),
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close=float(row.get("close", 0)),
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volume=int(row.get("volume", 0)),
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amount=float(row.get("amount", 0)),
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settle=float(row.get("settle")) if pd.notna(row.get("settle")) else None,
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open_interest=int(row.get("open_interest")) if pd.notna(row.get("open_interest")) else None
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)
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self.db.add(record)
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self.db.commit()
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def _save_min_kline(self, code: str, df: pd.DataFrame, period: str):
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"""保存期货分钟线数据到数据库"""
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if df.empty:
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return
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from datetime import datetime
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for idx, row in df.iterrows():
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trade_datetime = idx if isinstance(idx, datetime) else datetime.fromisoformat(str(idx))
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existing = self.db.query(FutureKlineMin).filter(
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and_(
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FutureKlineMin.code == code,
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FutureKlineMin.period_type == period,
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FutureKlineMin.trade_datetime == trade_datetime
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)
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).first()
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if not existing:
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record = FutureKlineMin(
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code=code,
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period_type=period,
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trade_datetime=trade_datetime,
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open=float(row.get("open", 0)),
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high=float(row.get("high", 0)),
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low=float(row.get("low", 0)),
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close=float(row.get("close", 0)),
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volume=int(row.get("volume", 0)),
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amount=float(row.get("amount", 0)),
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settle=float(row.get("settle")) if pd.notna(row.get("settle")) else None,
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open_interest=int(row.get("open_interest")) if pd.notna(row.get("open_interest")) else None
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)
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self.db.add(record)
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self.db.commit()
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def get_kline_chart_data(
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self,
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code: str,
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start_date: date,
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end_date: date,
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period: str = "daily"
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) -> dict:
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"""获取K线图数据（ECharts格式）"""
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kline_data = self.get_kline([code], start_date, end_date, period)
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data = kline_data.get(code, [])
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if not data:
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return {
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"categoryData": [],
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"values": [],
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"volumes": []
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}
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category_data = []
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values = []
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volumes = []
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for i, item in enumerate(data):
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date_key = item.get("trade_date") or item.get("trade_datetime", "")[:10]
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category_data.append(date_key)
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values.append([
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item["open"],
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item["close"],
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item["low"],
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item["high"],
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item["volume"]
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])
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sign = 1 if item["close"] >= item["open"] else -1
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volumes.append([i, item["volume"], sign])
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return {
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"categoryData": category_data,
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"values": values,
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"volumes": volumes
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}
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def get_cache_status(self, code: str, period: str = "daily") -> dict:
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"""获取代码缓存状态"""
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if period == "daily":
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query = self.db.query(FutureKlineDaily).filter(FutureKlineDaily.code == code)
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count = query.count()
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min_date = query.order_by(FutureKlineDaily.trade_date).first()
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max_date = query.order_by(FutureKlineDaily.trade_date.desc()).first()
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return {
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"code": code,
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"security_type": "future",
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"period_type": period,
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"record_count": count,
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"min_date": format_date(min_date.trade_date) if min_date else None,
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"max_date": format_date(max_date.trade_date) if max_date else None
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}
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else:
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query = self.db.query(FutureKlineMin).filter(
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FutureKlineMin.code == code,
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FutureKlineMin.period_type == period
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)
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count = query.count()
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return {
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"code": code,
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"security_type": "future",
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"period_type": period,
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"record_count": count,
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"min_date": None,
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"max_date": None
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}
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