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"""数据源适配器基类 - 对应Go的adapter/adapter.go"""
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from abc import ABC, abstractmethod
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from dataclasses import dataclass
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from datetime import datetime
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from typing import Callable, List, Optional
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@dataclass
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class TickData:
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"""Tick数据"""
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symbol: str
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price: float
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volume: int
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time: int # Unix时间戳
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@dataclass
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class KLineData:
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"""K线数据"""
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symbol: str
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time: int # Unix时间戳
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open: float
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high: float
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low: float
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close: float
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volume: int
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amount: float
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open_interest: Optional[int] = None
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# 股票特有字段
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trade_date: Optional[str] = None # 交易日 (YYYY-MM-DD)
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is_limit_up: Optional[bool] = None # 是否涨停
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is_limit_down: Optional[bool] = None # 是否跌停
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total_market_cap: Optional[float] = None # 总市值（元）
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float_market_cap: Optional[float] = None # 流通市值（元）
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inst_holding_ratio: Optional[float] = None # 机构持仓占比（%）
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trading_days: Optional[int] = None # 可交易日数（从上市至今）
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@dataclass
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class SymbolInfo:
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"""标的信息"""
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symbol_id: str
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name: str
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exchange: str
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underlying: str = "" # 期货品种代码
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contract_month: str = ""
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list_date: str = ""
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delist_date: str = ""
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@dataclass
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class TradeCalData:
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"""交易日历数据"""
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date: datetime
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is_trading_day: bool
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has_night_session: bool = False
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# Tick数据回调类型
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TickCallback = Callable[[str, TickData], None]
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class DataSourceAdapter(ABC):
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"""数据源适配器接口"""
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@abstractmethod
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async def connect(self, config: dict) -> None:
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"""建立连接"""
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pass
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@abstractmethod
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async def subscribe_ticks(self, symbols: List[str], callback: TickCallback) -> None:
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"""订阅实时Tick"""
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pass
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@abstractmethod
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async def fetch_klines(
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self,
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symbol: str,
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start: str,
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end: str,
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freq: str
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) -> List[KLineData]:
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"""拉取历史K线"""
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pass
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@abstractmethod
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async def fetch_symbols(self, asset_type: str) -> List[SymbolInfo]:
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"""获取标的列表"""
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pass
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@abstractmethod
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async def fetch_trading_calendar(
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self,
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exchange: str,
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start: str,
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end: str
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) -> List[TradeCalData]:
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"""获取交易日历"""
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pass
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@abstractmethod
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async def health_check(self) -> bool:
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"""健康检查"""
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pass
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@abstractmethod
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async def close(self) -> None:
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"""关闭连接"""
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pass
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