feat: websocket kline fetch and enforce proxy routing

scripts/hourly_fetch_btc_1h.py

@@ -0,0 +1,112 @@
+#!/usr/bin/env python3
+"""整点后5秒抓取 BTC 1h K线（至少512根，且包含最新时间）"""
+
+import os
+import sys
+import time
+from datetime import datetime, timedelta
+
+import pandas as pd
+import pytz
+
+# 直接运行脚本时，确保可以从项目根目录导入 data 包
+sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
+
+from data.fetcher import BinanceDataFetcher
+
+
+def get_next_run_time(delay_seconds: int = 5) -> datetime:
+    """计算下一次执行时间：下一个整点 + delay_seconds。"""
+    now_utc = datetime.now(pytz.UTC)
+    next_hour = (now_utc + timedelta(hours=1)).replace(minute=0, second=0, microsecond=0)
+    return next_hour + timedelta(seconds=delay_seconds)
+
+
+def fetch_min_klines_with_latest(
+    fetcher: BinanceDataFetcher,
+    min_klines: int = 512,
+    latest_check_retries: int = 8,
+    latest_check_interval: int = 2,
+) -> pd.DataFrame:
+    """
+    拉取 BTC 1h K线，确保：
+    1) 数量不少于 min_klines
+    2) 包含当前小时的最新时间（UTC 整点）
+    """
+    now_utc = datetime.now(pytz.UTC)
+    expected_latest_ts = now_utc.replace(minute=0, second=0, microsecond=0).replace(tzinfo=None)
+
+    lookback_days = 35
+    for attempt in range(latest_check_retries):
+        start_date = (datetime.now(pytz.UTC) - timedelta(days=lookback_days)).strftime("%Y-%m-%d")
+
+        # 使用 WebSocket 拉取，避免仅命中缓存导致最新K线不更新。
+        df = fetcher.fetch_ohlcv(
+            symbol="BTC",
+            timeframe="1h",
+            start_date=start_date,
+            end_date=None,
+            use_cache=False,
+            max_retries=3,
+        )
+
+        if len(df) < min_klines:
+            lookback_days += 7
+            print(
+                f"[WARN] 当前仅获取 {len(df)} 根K线，小于 {min_klines}，扩大回看窗口到 {lookback_days} 天后重试。"
+            )
+            continue
+
+        latest_ts = df["timestamp"].max().to_pydatetime().replace(tzinfo=None)
+        if latest_ts >= expected_latest_ts:
+            result = df.tail(min_klines).copy().reset_index(drop=True)
+            print(
+                f"[OK] 获取成功: {len(result)} 根 | 最新时间: {latest_ts} UTC | 期望最新时间: {expected_latest_ts} UTC"
+            )
+            return result
+
+        if attempt < latest_check_retries - 1:
+            print(
+                f"[WAIT] 最新K线未到位，当前最新: {latest_ts} UTC，期望: {expected_latest_ts} UTC，"
+                f"{latest_check_interval}秒后重试({attempt + 1}/{latest_check_retries})。"
+            )
+            time.sleep(latest_check_interval)
+
+    raise RuntimeError("多次重试后仍未拿到包含最新时间的BTC 1h K线数据")
+
+
+def run_once(min_klines: int = 512) -> None:
+    """执行一次抓取任务。"""
+    fetcher = BinanceDataFetcher()
+    data = fetch_min_klines_with_latest(fetcher=fetcher, min_klines=min_klines)
+
+    print("-" * 80)
+    print(f"抓取完成，返回K线数量: {len(data)}")
+    print(f"时间范围: {data['timestamp'].min()} -> {data['timestamp'].max()} (UTC)")
+    print(data.tail(3)[["timestamp", "open", "high", "low", "close", "volume"]])
+    print("-" * 80)
+
+
+def run_forever(min_klines: int = 512, delay_seconds: int = 5) -> None:
+    """常驻运行：每个整点延迟 delay_seconds 后执行抓取。"""
+    while True:
+        next_run = get_next_run_time(delay_seconds=delay_seconds)
+        sleep_seconds = max(0.0, (next_run - datetime.now(pytz.UTC)).total_seconds())
+
+        print(f"[SCHEDULE] 当前UTC: {datetime.now(pytz.UTC)}，下次执行: {next_run}，等待 {sleep_seconds:.1f} 秒")
+        time.sleep(sleep_seconds)
+
+        try:
+            run_once(min_klines=min_klines)
+        except Exception as exc:
+            print(f"[ERROR] 本轮抓取失败: {exc}")
+
+
+def main() -> None:
+    """脚本入口。"""
+    # 默认常驻运行，如需只执行一次，可把这里改成 run_once(min_klines=512)
+    run_forever(min_klines=512, delay_seconds=5)
+
+
+if __name__ == "__main__":
+    main()