python_market_data_service/app/adapters/base.py

"""数据源适配器基类 - 对应Go的adapter/adapter.go"""
from abc import ABC, abstractmethod
from dataclasses import dataclass
from datetime import datetime
from typing import Callable, List, Optional


@dataclass
class TickData:
    """Tick数据"""
    symbol: str
    price: float
    volume: int
    time: int  # Unix时间戳


@dataclass
class KLineData:
    """K线数据"""
    symbol: str
    time: int  # Unix时间戳
    open: float
    high: float
    low: float
    close: float
    volume: int
    amount: float
    open_interest: int = 0
    
    # 股票特有字段
    trade_date: str = ""           # 交易日 (YYYY-MM-DD)
    is_limit_up: bool = False      # 是否涨停
    is_limit_down: bool = False    # 是否跌停
    total_market_cap: float = 0.0  # 总市值（元）
    float_market_cap: float = 0.0  # 流通市值（元）
    inst_holding_ratio: float = 0.0 # 机构持仓占比（%）
    trading_days: int = 0          # 可交易日数（从上市至今）


@dataclass
class SymbolInfo:
    """标的信息"""
    symbol_id: str
    name: str
    exchange: str
    underlying: str = ""  # 期货品种代码
    contract_month: str = ""
    list_date: str = ""
    delist_date: str = ""


@dataclass
class TradeCalData:
    """交易日历数据"""
    date: datetime
    is_trading_day: bool
    has_night_session: bool = False


# Tick数据回调类型
TickCallback = Callable[[str, TickData], None]


class DataSourceAdapter(ABC):
    """数据源适配器接口"""
    
    @abstractmethod
    async def connect(self, config: dict) -> None:
        """建立连接"""
        pass
    
    @abstractmethod
    async def subscribe_ticks(self, symbols: List[str], callback: TickCallback) -> None:
        """订阅实时Tick"""
        pass
    
    @abstractmethod
    async def fetch_klines(
        self,
        symbol: str,
        start: str,
        end: str,
        freq: str
    ) -> List[KLineData]:
        """拉取历史K线"""
        pass
    
    @abstractmethod
    async def fetch_symbols(self, asset_type: str) -> List[SymbolInfo]:
        """获取标的列表"""
        pass
    
    @abstractmethod
    async def fetch_trading_calendar(
        self,
        exchange: str,
        start: str,
        end: str
    ) -> List[TradeCalData]:
        """获取交易日历"""
        pass
    
    @abstractmethod
    async def health_check(self) -> bool:
        """健康检查"""
        pass
    
    @abstractmethod
    async def close(self) -> None:
        """关闭连接"""
        pass