70 lines
1.9 KiB
Python
70 lines
1.9 KiB
Python
"""K 线数据访问(从库读)。
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写入由 DataProvider 适配器负责(阶段1 接 Tushare/AKShare)。
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MVP 的数据由 synthetic.seed_if_empty 灌入。
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"""
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from __future__ import annotations
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from datetime import datetime
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from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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from ..models import Candle
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async def get_candles(
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session: AsyncSession,
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symbol: str,
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timeframe: str = "1d",
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start: datetime | None = None,
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end: datetime | None = None,
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limit: int = 5000,
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) -> list[Candle]:
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stmt = select(Candle).where(
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Candle.symbol == symbol,
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Candle.timeframe == timeframe,
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)
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if start is not None:
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stmt = stmt.where(Candle.ts >= start)
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if end is not None:
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stmt = stmt.where(Candle.ts <= end)
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stmt = stmt.order_by(Candle.ts.asc()).limit(limit)
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result = await session.execute(stmt)
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return list(result.scalars().all())
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async def get_recent_candles(
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session: AsyncSession,
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symbol: str,
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timeframe: str = "1d",
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limit: int = 5000,
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) -> list[Candle]:
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"""取最近 limit 根 K 线(含最新交易日),按时间升序返回。"""
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stmt = (
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select(Candle)
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.where(Candle.symbol == symbol, Candle.timeframe == timeframe)
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.order_by(Candle.ts.desc())
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.limit(limit)
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)
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result = await session.execute(stmt)
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return list(reversed(result.scalars().all()))
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async def get_candles_before(
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session: AsyncSession,
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symbol: str,
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timeframe: str,
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before: datetime,
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limit: int = 5000,
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) -> list[Candle]:
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"""取 before 之前(不含)的最近 limit 根 K 线,按时间升序返回(历史向前翻页用)。"""
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stmt = (
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select(Candle)
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.where(Candle.symbol == symbol, Candle.timeframe == timeframe, Candle.ts < before)
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.order_by(Candle.ts.desc())
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.limit(limit)
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)
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result = await session.execute(stmt)
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return list(reversed(result.scalars().all()))
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