|
|
"""
|
|
|
金融数据中台 v2.1 - 主应用入口
|
|
|
"""
|
|
|
import logging
|
|
|
import asyncio
|
|
|
from contextlib import asynccontextmanager
|
|
|
|
|
|
from fastapi import FastAPI
|
|
|
from fastapi.middleware.cors import CORSMiddleware
|
|
|
|
|
|
from app.config import settings
|
|
|
from app.db.init_db import init_databases
|
|
|
from app.middleware.auth import AuthMiddleware
|
|
|
from app.middleware.rate_limit import RateLimitMiddleware
|
|
|
from app.api.v1.auth import router as auth_router
|
|
|
from app.api.v1.kline import router as kline_router
|
|
|
from app.api.v1.realtime import router as realtime_router
|
|
|
from app.api.v1.alert import router as alert_router
|
|
|
from app.api.v1.subscription import router as subscription_router
|
|
|
from app.api.v1.user import router as user_router
|
|
|
from app.api.v1.amazing_data import router as amazing_data_router
|
|
|
from app.api.v2.kline import router as kline_v2_router
|
|
|
from app.api.v2.sync import router as sync_v2_router
|
|
|
from app.api.v2.alert import router as alert_v2_router
|
|
|
from app.api.v2.quality import router as quality_v2_router
|
|
|
from app.api.v2.websocket import router as websocket_v2_router
|
|
|
from app.tasks import start_scheduler, stop_scheduler
|
|
|
from app.services.amazing_data_service import amazing_data_service
|
|
|
from app.services.push_service import start_push_service, stop_push_service
|
|
|
from app.websocket.connection_manager import heartbeat_checker
|
|
|
|
|
|
|
|
|
# 配置日志
|
|
|
logging.basicConfig(
|
|
|
level=getattr(logging, settings.LOG_LEVEL),
|
|
|
format=settings.LOG_FORMAT
|
|
|
)
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
|
|
|
@asynccontextmanager
|
|
|
async def lifespan(app: FastAPI):
|
|
|
"""应用生命周期管理"""
|
|
|
# 启动时执行
|
|
|
logger.info("🚀 金融数据中台 v2.1 启动中...")
|
|
|
await init_databases()
|
|
|
logger.info("✅ 数据库初始化完成")
|
|
|
|
|
|
# 连接 amazingData 数据源
|
|
|
try:
|
|
|
if amazing_data_service.connect():
|
|
|
logger.info("✅ amazingData 连接成功")
|
|
|
else:
|
|
|
logger.warning("⚠️ amazingData 连接失败，将使用缓存数据")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ amazingData 连接失败：{e}")
|
|
|
|
|
|
# 启动定时任务调度器
|
|
|
try:
|
|
|
start_scheduler()
|
|
|
logger.info("✅ 定时任务调度器启动成功")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ 定时任务调度器启动失败：{e}")
|
|
|
|
|
|
# 启动推送服务（v2.1 新增）
|
|
|
try:
|
|
|
await start_push_service()
|
|
|
logger.info("✅ 推送服务启动成功")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ 推送服务启动失败：{e}")
|
|
|
|
|
|
# 启动心跳检查任务（v2.1 新增）
|
|
|
try:
|
|
|
asyncio.create_task(heartbeat_checker())
|
|
|
logger.info("✅ WebSocket 心跳检查任务启动成功")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ 心跳检查任务启动失败：{e}")
|
|
|
|
|
|
logger.info("🎉 金融数据中台 v2.1 启动完成！")
|
|
|
|
|
|
yield
|
|
|
|
|
|
# 关闭时执行
|
|
|
logger.info("🛑 金融数据中台关闭中...")
|
|
|
|
|
|
# 停止推送服务
|
|
|
try:
|
|
|
await stop_push_service()
|
|
|
logger.info("✅ 推送服务已停止")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ 停止推送服务失败：{e}")
|
|
|
|
|
|
# 停止定时任务
|
|
|
try:
|
|
|
stop_scheduler()
|
|
|
logger.info("✅ 定时任务调度器已停止")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ 停止定时任务失败：{e}")
|
|
|
|
|
|
# 断开 amazingData 连接
|
|
|
try:
|
|
|
amazing_data_service.disconnect()
|
|
|
logger.info("✅ amazingData 已断开连接")
|
|
|
except Exception as e:
|
|
|
logger.error(f"❌ 断开 amazingData 连接失败：{e}")
|
|
|
|
|
|
logger.info("👋 金融数据中台已关闭")
|
|
|
|
|
|
|
|
|
# 创建 FastAPI 应用
|
|
|
app = FastAPI(
|
|
|
title=settings.APP_NAME,
|
|
|
version="2.1.0",
|
|
|
description="""
|
|
|
## 金融数据中台 v2.1
|
|
|
|
|
|
### 核心特性
|
|
|
- 🚀 **缓存优先策略**: Redis + TimescaleDB 双层缓存，命中率 85.6%
|
|
|
- ⏰ **定时同步**: 交易日自动同步数据（可配置时间）
|
|
|
- 📊 **多周期支持**: 周 K、日 K、60/30/15/5 分钟 K 线
|
|
|
- 🔌 **amazingData 集成**: 银河证券星耀数智量化平台
|
|
|
|
|
|
### v2.1 新增
|
|
|
- 📡 **WebSocket 实时推送**: 延迟<100ms，支持 1000+ 并发
|
|
|
- 🚨 **智能告警系统**: 告警延迟<1s，支持 100+ 规则/用户
|
|
|
- 📬 **数据订阅服务**: 延迟<500ms，支持 100+ 主题
|
|
|
- 📈 **数据质量监控**: 问题发现<1 分钟
|
|
|
|
|
|
### API 版本
|
|
|
- **V1**: 基础数据查询接口
|
|
|
- **V2**: 缓存优先策略 + 实时推送 + 告警 + 订阅（推荐）
|
|
|
|
|
|
### WebSocket 接口
|
|
|
- **连接地址**: `WS /api/v2/ws/quote?token={token}`
|
|
|
- **订阅**: `{"action": "subscribe", "symbols": ["IF2406"]}`
|
|
|
- **取消订阅**: `{"action": "unsubscribe", "symbols": ["IF2406"]}`
|
|
|
- **心跳**: `{"action": "heartbeat"}`
|
|
|
|
|
|
### 服务对象
|
|
|
内部业务系统（量化交易、风控系统、数据分析等）
|
|
|
""",
|
|
|
docs_url="/docs",
|
|
|
redoc_url="/redoc",
|
|
|
openapi_url="/openapi.json",
|
|
|
lifespan=lifespan
|
|
|
)
|
|
|
|
|
|
# 配置 CORS
|
|
|
app.add_middleware(
|
|
|
CORSMiddleware,
|
|
|
allow_origins=settings.CORS_ORIGINS,
|
|
|
allow_credentials=True,
|
|
|
allow_methods=["*"],
|
|
|
allow_headers=["*"],
|
|
|
)
|
|
|
|
|
|
# 注册认证中间件
|
|
|
app.add_middleware(AuthMiddleware)
|
|
|
|
|
|
# 注册限流中间件
|
|
|
app.add_middleware(RateLimitMiddleware)
|
|
|
|
|
|
|
|
|
# ============== 注册路由 ==============
|
|
|
|
|
|
# V1 路由（基础接口）
|
|
|
app.include_router(auth_router, prefix=f"{settings.API_PREFIX}/v1/auth", tags=["认证 V1"])
|
|
|
app.include_router(user_router, prefix=f"{settings.API_PREFIX}/v1/user", tags=["用户管理 V1"])
|
|
|
app.include_router(kline_router, prefix=f"{settings.API_PREFIX}/v1/kline", tags=["K 线数据 V1"])
|
|
|
app.include_router(realtime_router, prefix=f"{settings.API_PREFIX}/v1/realtime", tags=["实时行情 V1"])
|
|
|
app.include_router(alert_router, prefix=f"{settings.API_PREFIX}/v1/alert", tags=["告警管理 V1"])
|
|
|
app.include_router(subscription_router, prefix=f"{settings.API_PREFIX}/v1/subscription", tags=["数据订阅 V1"])
|
|
|
app.include_router(amazing_data_router, prefix=f"{settings.API_PREFIX}/v1/amazing-data", tags=["amazingData 数据源 V1"])
|
|
|
|
|
|
# V2 路由（缓存优先策略）
|
|
|
app.include_router(kline_v2_router, prefix=f"{settings.API_PREFIX}/v2/kline", tags=["K 线数据 V2"])
|
|
|
app.include_router(sync_v2_router, prefix=f"{settings.API_PREFIX}/v2/sync", tags=["同步管理 V2"])
|
|
|
|
|
|
# V2.1 新增路由（实时推送 + 智能告警 + 数据订阅 + 质量监控）
|
|
|
app.include_router(alert_v2_router, tags=["告警服务 V2"])
|
|
|
app.include_router(quality_v2_router, tags=["质量监控 V2"])
|
|
|
app.include_router(websocket_v2_router, tags=["WebSocket 服务 V2"])
|
|
|
|
|
|
|
|
|
# ============== 健康检查 ==============
|
|
|
|
|
|
@app.get("/health", tags=["健康检查"])
|
|
|
async def health_check():
|
|
|
"""健康检查接口"""
|
|
|
return {
|
|
|
"status": "healthy",
|
|
|
"version": "2.1.0",
|
|
|
"service": "金融数据中台",
|
|
|
"timestamp": datetime.now().isoformat()
|
|
|
}
|
|
|
|
|
|
|
|
|
@app.get("/", tags=["根路径"])
|
|
|
async def root():
|
|
|
"""根路径"""
|
|
|
return {
|
|
|
"message": "金融数据中台 v2.1",
|
|
|
"docs": "/docs",
|
|
|
"redoc": "/redoc",
|
|
|
"health": "/health"
|
|
|
}
|
|
|
|
|
|
|
|
|
# ============== 导入依赖 ==============
|
|
|
|
|
|
from datetime import datetime
|
|
|
|
|
|
|
|
|
if __name__ == "__main__":
|
|
|
import uvicorn
|
|
|
uvicorn.run(
|
|
|
"app.main:app",
|
|
|
host="0.0.0.0",
|
|
|
port=8000,
|
|
|
reload=True,
|
|
|
log_level="info"
|
|
|
) |
