|
|
"""
|
|
|
amazingData 数据源 API 路由
|
|
|
提供真实期货/股票数据接入接口
|
|
|
"""
|
|
|
import logging
|
|
|
from datetime import datetime, date, timedelta
|
|
|
from typing import List, Optional
|
|
|
|
|
|
from fastapi import APIRouter, Depends, HTTPException, Query
|
|
|
from sqlalchemy.orm import Session
|
|
|
|
|
|
from app.db.init_db import get_sqlite_db, get_timescale_db
|
|
|
from app.services.amazing_data_service import amazing_data_service, get_amazing_data_service
|
|
|
from app.services.data_sync_service import DataSyncService
|
|
|
from app.schemas import ResponseData
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
router = APIRouter(prefix="/amazing-data", tags=["amazingData 数据源"])
|
|
|
|
|
|
|
|
|
@router.get("/connect", response_model=ResponseData)
|
|
|
def connect_data_source():
|
|
|
"""
|
|
|
连接 amazingData 数据源
|
|
|
|
|
|
建立与银河证券星耀数智量化平台的连接
|
|
|
"""
|
|
|
try:
|
|
|
success = amazing_data_service.connect()
|
|
|
if success:
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="连接成功",
|
|
|
data={"connected": True}
|
|
|
)
|
|
|
else:
|
|
|
return ResponseData(
|
|
|
code=-1,
|
|
|
message="连接失败",
|
|
|
data={"connected": False}
|
|
|
)
|
|
|
except Exception as e:
|
|
|
logger.error(f"Connect failed: {e}")
|
|
|
return ResponseData(
|
|
|
code=-1,
|
|
|
message=f"连接失败：{str(e)}",
|
|
|
data={"connected": False}
|
|
|
)
|
|
|
|
|
|
|
|
|
@router.get("/disconnect", response_model=ResponseData)
|
|
|
def disconnect_data_source():
|
|
|
"""
|
|
|
断开 amazingData 连接
|
|
|
"""
|
|
|
try:
|
|
|
amazing_data_service.disconnect()
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="断开连接成功",
|
|
|
data={"connected": False}
|
|
|
)
|
|
|
except Exception as e:
|
|
|
logger.error(f"Disconnect failed: {e}")
|
|
|
return ResponseData(
|
|
|
code=-1,
|
|
|
message=f"断开连接失败：{str(e)}"
|
|
|
)
|
|
|
|
|
|
|
|
|
@router.get("/status", response_model=ResponseData)
|
|
|
def get_connection_status():
|
|
|
"""
|
|
|
获取连接状态
|
|
|
"""
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="success",
|
|
|
data={
|
|
|
"connected": amazing_data_service._connected,
|
|
|
"host": amazing_data_service._config.host if amazing_data_service._config else None,
|
|
|
"port": amazing_data_service._config.port if amazing_data_service._config else None
|
|
|
}
|
|
|
)
|
|
|
|
|
|
|
|
|
@router.get("/kline", response_model=ResponseData)
|
|
|
def get_kline_data(
|
|
|
symbol: str = Query(..., description="证券代码，如 IF2406"),
|
|
|
period: str = Query(..., description="周期：1m, 5m, 15m, 30m, 1h, 1d"),
|
|
|
start_date: str = Query(None, description="开始日期 YYYY-MM-DD"),
|
|
|
end_date: str = Query(None, description="结束日期 YYYY-MM-DD"),
|
|
|
security_type: str = Query("EXTRA_FUTURE", description="证券类型")
|
|
|
):
|
|
|
"""
|
|
|
获取 K 线数据
|
|
|
|
|
|
从 amazingData 获取真实的期货/股票 K 线数据
|
|
|
"""
|
|
|
try:
|
|
|
# 默认日期范围：最近 7 天
|
|
|
if not end_date:
|
|
|
end_date = datetime.now().strftime("%Y-%m-%d")
|
|
|
if not start_date:
|
|
|
start_date = (datetime.now() - timedelta(days=7)).strftime("%Y-%m-%d")
|
|
|
|
|
|
data = amazing_data_service.get_kline_data(
|
|
|
symbol=symbol,
|
|
|
period=period,
|
|
|
start_date=start_date,
|
|
|
end_date=end_date,
|
|
|
security_type=security_type
|
|
|
)
|
|
|
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="success",
|
|
|
data={
|
|
|
"symbol": symbol,
|
|
|
"period": period,
|
|
|
"count": len(data),
|
|
|
"records": data
|
|
|
}
|
|
|
)
|
|
|
|
|
|
except ValueError as e:
|
|
|
raise HTTPException(status_code=400, detail=str(e))
|
|
|
except Exception as e:
|
|
|
logger.error(f"Get kline data failed: {e}")
|
|
|
raise HTTPException(status_code=500, detail=f"获取 K 线数据失败：{str(e)}")
|
|
|
|
|
|
|
|
|
@router.get("/quotes", response_model=ResponseData)
|
|
|
def get_realtime_quotes(
|
|
|
symbols: str = Query(..., description="证券代码列表，逗号分隔，如 IF2406,IC2406")
|
|
|
):
|
|
|
"""
|
|
|
获取实时行情
|
|
|
|
|
|
从 amazingData 获取真实的期货/股票实时行情
|
|
|
"""
|
|
|
try:
|
|
|
symbol_list = [s.strip() for s in symbols.split(",")]
|
|
|
|
|
|
data = amazing_data_service.get_realtime_quotes(symbol_list)
|
|
|
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="success",
|
|
|
data={
|
|
|
"count": len(data),
|
|
|
"quotes": data
|
|
|
}
|
|
|
)
|
|
|
|
|
|
except Exception as e:
|
|
|
logger.error(f"Get realtime quotes failed: {e}")
|
|
|
raise HTTPException(status_code=500, detail=f"获取实时行情失败：{str(e)}")
|
|
|
|
|
|
|
|
|
@router.get("/codes", response_model=ResponseData)
|
|
|
def get_security_codes(
|
|
|
security_type: str = Query("EXTRA_FUTURE", description="证券类型"),
|
|
|
market: Optional[str] = Query(None, description="市场：SH, SZ, BJ")
|
|
|
):
|
|
|
"""
|
|
|
获取证券代码列表
|
|
|
|
|
|
从 amazingData 获取可交易的证券代码列表
|
|
|
"""
|
|
|
try:
|
|
|
data = amazing_data_service.get_security_codes(
|
|
|
security_type=security_type,
|
|
|
market=market
|
|
|
)
|
|
|
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="success",
|
|
|
data={
|
|
|
"count": len(data),
|
|
|
"codes": data
|
|
|
}
|
|
|
)
|
|
|
|
|
|
except Exception as e:
|
|
|
logger.error(f"Get security codes failed: {e}")
|
|
|
raise HTTPException(status_code=500, detail=f"获取证券代码失败：{str(e)}")
|
|
|
|
|
|
|
|
|
@router.get("/tick", response_model=ResponseData)
|
|
|
def get_tick_data(
|
|
|
symbol: str = Query(..., description="证券代码"),
|
|
|
date: str = Query(None, description="日期 YYYY-MM-DD，默认今天"),
|
|
|
security_type: str = Query("EXTRA_FUTURE", description="证券类型")
|
|
|
):
|
|
|
"""
|
|
|
获取 Tick 数据
|
|
|
|
|
|
从 amazingData 获取详细的 Tick 级交易数据
|
|
|
"""
|
|
|
try:
|
|
|
if not date:
|
|
|
date = datetime.now().strftime("%Y-%m-%d")
|
|
|
|
|
|
data = amazing_data_service.get_tick_data(
|
|
|
symbol=symbol,
|
|
|
date=date,
|
|
|
security_type=security_type
|
|
|
)
|
|
|
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="success",
|
|
|
data={
|
|
|
"symbol": symbol,
|
|
|
"date": date,
|
|
|
"count": len(data),
|
|
|
"records": data
|
|
|
}
|
|
|
)
|
|
|
|
|
|
except Exception as e:
|
|
|
logger.error(f"Get tick data failed: {e}")
|
|
|
raise HTTPException(status_code=500, detail=f"获取 Tick 数据失败：{str(e)}")
|
|
|
|
|
|
|
|
|
@router.post("/sync/kline", response_model=ResponseData)
|
|
|
def sync_kline_data(
|
|
|
symbol: str = Query(..., description="证券代码"),
|
|
|
period: str = Query(..., description="周期"),
|
|
|
start_date: str = Query(None, description="开始日期"),
|
|
|
end_date: str = Query(None, description="结束日期")
|
|
|
):
|
|
|
"""
|
|
|
手动同步 K 线数据
|
|
|
|
|
|
将 amazingData 的 K 线数据同步到 TimescaleDB
|
|
|
"""
|
|
|
try:
|
|
|
count = DataSyncService.sync_kline_data(
|
|
|
symbol=symbol,
|
|
|
period=period,
|
|
|
start_date=start_date,
|
|
|
end_date=end_date
|
|
|
)
|
|
|
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="同步成功",
|
|
|
data={
|
|
|
"symbol": symbol,
|
|
|
"period": period,
|
|
|
"records_synced": count
|
|
|
}
|
|
|
)
|
|
|
|
|
|
except Exception as e:
|
|
|
logger.error(f"Sync kline data failed: {e}")
|
|
|
raise HTTPException(status_code=500, detail=f"同步数据失败：{str(e)}")
|
|
|
|
|
|
|
|
|
@router.post("/sync/all", response_model=ResponseData)
|
|
|
async def sync_all_data():
|
|
|
"""
|
|
|
同步所有默认品种数据
|
|
|
|
|
|
批量同步所有默认品种和周期的数据到 TimescaleDB
|
|
|
"""
|
|
|
try:
|
|
|
result = await DataSyncService.sync_all_symbols()
|
|
|
|
|
|
return ResponseData(
|
|
|
code=0,
|
|
|
message="同步完成",
|
|
|
data=result
|
|
|
)
|
|
|
|
|
|
except Exception as e:
|
|
|
logger.error(f"Sync all data failed: {e}")
|
|
|
raise HTTPException(status_code=500, detail=f"同步数据失败：{str(e)}")
|
