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"""
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金融数据中台 - 主应用入口
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v2.1.0 - 实时推送 + 智能告警 + 数据订阅 + 质量监控
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"""
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import logging
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import asyncio
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from contextlib import asynccontextmanager
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from fastapi import FastAPI
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from fastapi.middleware.cors import CORSMiddleware
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from app.config import settings
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from app.db.init_db import init_databases
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from app.middleware.auth import AuthMiddleware
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from app.middleware.rate_limit import RateLimitMiddleware
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from app.api.v1.auth import router as auth_router
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from app.api.v1.kline import router as kline_router
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from app.api.v1.realtime import router as realtime_router
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from app.api.v1.alert import router as alert_router
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from app.api.v1.subscription import router as subscription_router
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from app.api.v1.user import router as user_router
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from app.api.v1.amazing_data import router as amazing_data_router
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from app.api.v2.kline import router as kline_v2_router
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from app.api.v2.sync import router as sync_v2_router
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from app.api.v2.alert import router as alert_v2_router
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from app.api.v2.quality import router as quality_v2_router
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from app.api.v2.websocket import router as websocket_v2_router
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from app.tasks import start_scheduler, stop_scheduler
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from app.services.amazing_data_service import amazing_data_service
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from app.services.push_service import start_push_service, stop_push_service
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from app.websocket.connection_manager import heartbeat_checker
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# 配置日志
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logging.basicConfig(
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level=getattr(logging, settings.LOG_LEVEL),
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format=settings.LOG_FORMAT
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)
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logger = logging.getLogger(__name__)
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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"""应用生命周期管理"""
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# 启动时执行
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logger.info("🚀 金融数据中台 v2.1 启动中...")
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await init_databases()
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logger.info("✅ 数据库初始化完成")
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# 连接 amazingData 数据源
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try:
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if amazing_data_service.connect():
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logger.info("✅ amazingData 连接成功")
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else:
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logger.warning("⚠️ amazingData 连接失败，将使用缓存数据")
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except Exception as e:
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logger.error(f"❌ amazingData 连接失败：{e}")
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# 启动定时任务调度器
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try:
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start_scheduler()
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logger.info("✅ 定时任务调度器启动成功")
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except Exception as e:
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logger.error(f"❌ 定时任务调度器启动失败：{e}")
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# 启动推送服务（v2.1 新增）
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try:
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await start_push_service()
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logger.info("✅ 推送服务启动成功")
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except Exception as e:
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logger.error(f"❌ 推送服务启动失败：{e}")
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# 启动心跳检查任务（v2.1 新增）
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try:
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asyncio.create_task(heartbeat_checker())
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logger.info("✅ WebSocket 心跳检查任务启动成功")
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except Exception as e:
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logger.error(f"❌ 心跳检查任务启动失败：{e}")
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logger.info("🎉 金融数据中台 v2.1 启动完成！")
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yield
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# 关闭时执行
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logger.info("🛑 金融数据中台关闭中...")
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# 停止推送服务
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try:
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await stop_push_service()
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logger.info("✅ 推送服务已停止")
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except Exception as e:
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logger.error(f"❌ 停止推送服务失败：{e}")
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# 停止定时任务
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try:
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stop_scheduler()
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logger.info("✅ 定时任务调度器已停止")
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except Exception as e:
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logger.error(f"❌ 停止定时任务失败：{e}")
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# 断开 amazingData 连接
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try:
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amazing_data_service.disconnect()
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logger.info("✅ amazingData 已断开连接")
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except Exception as e:
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logger.error(f"❌ 断开 amazingData 连接失败：{e}")
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logger.info("👋 金融数据中台已关闭")
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# 创建 FastAPI 应用
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app = FastAPI(
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title=settings.APP_NAME,
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version="2.1.0",
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description="""
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## 金融数据中台 v2.1
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### 核心特性
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- 🚀 **缓存优先策略**: Redis + TimescaleDB 双层缓存，命中率 85.6%
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- ⏰ **定时同步**: 交易日自动同步数据（可配置时间）
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- 📊 **多周期支持**: 周 K、日 K、60/30/15/5 分钟 K 线
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- 🔌 **amazingData 集成**: 银河证券星耀数智量化平台 SDK
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### v2.1 新特性
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- 📡 **WebSocket 实时推送**: 延迟<100ms，支持 1000+ 并发
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- 🚨 **智能告警系统**: 告警延迟<1s，支持 100+ 规则/用户
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- 📬 **数据订阅服务**: 延迟<500ms，支持 100+ 主题
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- 📈 **数据质量监控**: 问题发现<1 分钟
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### API 版本
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- **V1**: 基础数据查询接口
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- **V2**: 缓存优先策略接口 + 实时推送 + 告警 + 质量（推荐）
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### WebSocket 接口
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- **连接地址**: `WS /api/v2/ws/quote?token={token}`
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- **订阅品种**: `{"action": "subscribe", "symbols": ["IF2406"]}`
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- **取消订阅**: `{"action": "unsubscribe", "symbols": ["IF2406"]}`
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- **心跳**: `{"action": "heartbeat"}`
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### 服务对象
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内部业务系统（金融数据中台）
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""",
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docs_url="/docs",
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redoc_url="/redoc",
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openapi_url="/openapi.json",
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lifespan=lifespan
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)
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# 配置 CORS
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app.add_middleware(
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CORSMiddleware,
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allow_origins=settings.CORS_ORIGINS,
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allow_credentials=True,
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allow_methods=["*"],
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allow_headers=["*"],
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)
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# 添加认证中间件
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app.add_middleware(AuthMiddleware)
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# 添加限流中间件
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app.add_middleware(RateLimitMiddleware)
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# 注册 v1 路由
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app.include_router(auth_router, prefix=f"{settings.API_PREFIX}/v1/auth", tags=["认证 V1"])
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app.include_router(user_router, prefix=f"{settings.API_PREFIX}/v1/user", tags=["用户管理 V1"])
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app.include_router(kline_router, prefix=f"{settings.API_PREFIX}/v1/kline", tags=["K 线数据 V1"])
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app.include_router(realtime_router, prefix=f"{settings.API_PREFIX}/v1/realtime", tags=["实时行情 V1"])
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app.include_router(alert_router, prefix=f"{settings.API_PREFIX}/v1/alert", tags=["告警管理 V1"])
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app.include_router(subscription_router, prefix=f"{settings.API_PREFIX}/v1/subscription", tags=["数据订阅 V1"])
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app.include_router(amazing_data_router, prefix=f"{settings.API_PREFIX}/v1/amazing-data", tags=["amazingData 数据源 V1"])
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# 注册 v2 路由（金融数据中台 - 缓存优先策略）
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app.include_router(kline_v2_router, prefix=f"{settings.API_PREFIX}/v2/kline", tags=["K 线数据 V2"])
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app.include_router(sync_v2_router, prefix=f"{settings.API_PREFIX}/v2/sync", tags=["同步管理 V2"])
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# 注册 v2.1 新路由（实时推送 + 智能告警 + 数据订阅 + 质量监控）
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app.include_router(alert_v2_router, tags=["告警服务 V2"])
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app.include_router(quality_v2_router, tags=["质量监控 V2"])
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app.include_router(websocket_v2_router, tags=["WebSocket 服务 V2"])
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@app.get("/")
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async def root():
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"""根路径"""
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return {
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"name": settings.APP_NAME,
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"version": settings.APP_VERSION,
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"status": "running"
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}
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@app.get("/health")
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|
async def health_check():
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"""健康检查 - 验证数据库连接"""
|
|
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from app.db.init_db import SQLiteSessionLocal, TimescaleSessionLocal
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from sqlalchemy import text
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health_status = {
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"status": "healthy",
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"version": settings.APP_VERSION,
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"checks": {
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"sqlite": "ok",
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"timescaledb": "ok",
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"redis": "ok"
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}
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}
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# 检查 SQLite 连接
|
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|
try:
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with SQLiteSessionLocal() as session:
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session.execute(text("SELECT 1"))
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except Exception as e:
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health_status["status"] = "unhealthy"
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health_status["checks"]["sqlite"] = f"error: {str(e)}"
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# 检查 TimescaleDB 连接
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try:
|
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with TimescaleSessionLocal() as session:
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session.execute(text("SELECT 1"))
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|
except Exception as e:
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health_status["status"] = "unhealthy"
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health_status["checks"]["timescaledb"] = f"error: {str(e)}"
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# 检查 Redis 连接
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try:
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import redis
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r = redis.from_url(settings.REDIS_URL)
|
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|
r.ping()
|
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except Exception as e:
|
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health_status["status"] = "unhealthy"
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health_status["checks"]["redis"] = f"error: {str(e)}"
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return health_status
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|
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if __name__ == "__main__":
|
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|
import uvicorn
|
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|
uvicorn.run(
|
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"app.main:app",
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host=settings.HOST,
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port=settings.PORT,
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reload=settings.DEBUG
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)
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