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006ccb2a1d
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5e0d6b18ef
| Author | SHA1 | Date | |
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5e0d6b18ef | ||
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8de6c54887 |
No files matched your search
@@ -1,32 +0,0 @@
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# Binance API (public data - no keys needed)
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BINANCE_API_URL=https://api.binance.com
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# 代理配置 (SOCKS5)
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SOCKS5_PROXY=socks5://127.0.0.1:7890
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USE_PROXY=true
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# Data Configuration
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DATA_CACHE_DIR=./data/cache
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LOOKBACK_1H=168 # 1 week for 1h data
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LOOKBACK_15M=672 # 1 week for 15m data
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FORECAST_HORIZON=24 # Predict 24 periods ahead
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# Training Configuration
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BATCH_SIZE=64
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LEARNING_RATE=0.001
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MAX_EPOCHS=100
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EARLY_STOPPING_PATIENCE=10
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TRAIN_SPLIT=0.7
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VAL_SPLIT=0.15
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TEST_SPLIT=0.15
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# Model Paths
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MODEL_DIR=./models/checkpoints
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ONNX_DIR=./models/onnx
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# API Configuration
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API_PORT=5000
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API_HOST=0.0.0.0
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# Classification Threshold
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PRICE_CHANGE_THRESHOLD=0.015 # 1.5% threshold for binary labels
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@@ -30,3 +30,10 @@ API_HOST=0.0.0.0
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# Classification Threshold
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PRICE_CHANGE_THRESHOLD=0.015 # 1.5% threshold for binary labels
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# MySQL Configuration
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MYSQL_HOST=localhost
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MYSQL_PORT=3306
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MYSQL_USER=user
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MYSQL_PASSWORD=password
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MYSQL_DB=crypto_predictor
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+4
-1
@@ -9,9 +9,11 @@ venv/
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env/
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ENV/
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# Sensitive
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.env
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# 数据和缓存
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data/cache/*.csv
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*.db
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# 模型检查点(保留最佳模型,忽略训练过程文件)
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models/checkpoints/*/epoch_*.pt
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@@ -38,3 +40,4 @@ logs/
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# 临时文件
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*.tmp
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.cache/
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test_*.py
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+106
-44
@@ -1,22 +1,44 @@
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import sqlite3
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import pymysql
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import pandas as pd
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from pathlib import Path
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from typing import Optional, List, Tuple
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from contextlib import contextmanager
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import os
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from dotenv import load_dotenv
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load_dotenv()
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class DatabaseManager:
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"""Manages SQLite database for storing OHLCV data."""
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"""Manages database for storing OHLCV data.
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Supports SQLite (local) and MySQL (remote).
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"""
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def __init__(self, db_path: str = "./data/market_data.db"):
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self.db_path = Path(db_path)
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self.db_path.parent.mkdir(parents=True, exist_ok=True)
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self.use_mysql = bool(os.getenv('MYSQL_HOST'))
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if not self.use_mysql:
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self.db_path.parent.mkdir(parents=True, exist_ok=True)
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self.initialize_db()
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@contextmanager
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def get_connection(self):
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"""Context manager for database connection."""
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conn = sqlite3.connect(self.db_path)
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if self.use_mysql:
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conn = pymysql.connect(
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host=os.getenv('MYSQL_HOST'),
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port=int(os.getenv('MYSQL_PORT', 3306)),
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user=os.getenv('MYSQL_USER'),
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password=os.getenv('MYSQL_PASSWORD'),
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database=os.getenv('MYSQL_DB'),
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charset='utf8mb4',
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# pandas requires standard cursor or handling
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)
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else:
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conn = sqlite3.connect(self.db_path)
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try:
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yield conn
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finally:
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@@ -27,27 +49,41 @@ class DatabaseManager:
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with self.get_connection() as conn:
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cursor = conn.cursor()
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# Create OHLCV table
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# Composite primary key ensures uniqueness for a specific candle
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS ohlcv (
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timestamp DATETIME,
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symbol TEXT,
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timeframe TEXT,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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volume REAL,
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PRIMARY KEY (symbol, timeframe, timestamp)
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)
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""")
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# Create index for faster querying by time range
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cursor.execute("""
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CREATE INDEX IF NOT EXISTS idx_ohlcv_time
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ON ohlcv (symbol, timeframe, timestamp)
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""")
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if self.use_mysql:
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# MySQL Schema
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS ohlcv (
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timestamp DATETIME,
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symbol VARCHAR(20),
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timeframe VARCHAR(10),
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open DOUBLE,
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high DOUBLE,
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low DOUBLE,
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close DOUBLE,
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volume DOUBLE,
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PRIMARY KEY (symbol, timeframe, timestamp),
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INDEX idx_ohlcv_time (symbol, timeframe, timestamp)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
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""")
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else:
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# SQLite Schema
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cursor.execute("""
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CREATE TABLE IF NOT EXISTS ohlcv (
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timestamp DATETIME,
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symbol TEXT,
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timeframe TEXT,
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open REAL,
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high REAL,
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low REAL,
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close REAL,
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volume REAL,
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PRIMARY KEY (symbol, timeframe, timestamp)
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)
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""")
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cursor.execute("""
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CREATE INDEX IF NOT EXISTS idx_ohlcv_time
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ON ohlcv (symbol, timeframe, timestamp)
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""")
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conn.commit()
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@@ -61,7 +97,7 @@ class DatabaseManager:
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if not pd.api.types.is_datetime64_any_dtype(df['timestamp']):
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df['timestamp'] = pd.to_datetime(df['timestamp'])
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# Convert to string for SQLite compatibility (ISO 8601)
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# Convert to string for SQLite compatibility (ISO 8601) or MySQL
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df['timestamp'] = df['timestamp'].dt.strftime('%Y-%m-%d %H:%M:%S')
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# Add metadata columns if they don't exist
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@@ -71,38 +107,62 @@ class DatabaseManager:
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df['timeframe'] = timeframe
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# Prepare data for insertion (ensure order)
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records = df[['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']].to_records(index=False)
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# records = df[['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']].to_records(index=False)
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# to_records returns numpy record array, which sqlite3 adapts.
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# For MySQL/pymysql, we need list of tuples.
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cols = ['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']
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data = [tuple(row) for row in df[cols].values]
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with self.get_connection() as conn:
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cursor = conn.cursor()
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# efficiently insert or replace
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# sqlite3 adapter handles datetime objects correctly
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cursor.executemany("""
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INSERT OR REPLACE INTO ohlcv
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(timestamp, symbol, timeframe, open, high, low, close, volume)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?)
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""", records)
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if self.use_mysql:
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# MySQL uses %s and REPLACE INTO
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sql = """
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REPLACE INTO ohlcv
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(timestamp, symbol, timeframe, open, high, low, close, volume)
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VALUES (%s, %s, %s, %s, %s, %s, %s, %s)
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"""
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cursor.executemany(sql, data)
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else:
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# SQLite uses ? and INSERT OR REPLACE
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sql = """
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INSERT OR REPLACE INTO ohlcv
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(timestamp, symbol, timeframe, open, high, low, close, volume)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?)
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"""
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# sqlite3 accepts both list of tuples and numpy records, but list of tuples is safer for compatibility
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cursor.executemany(sql, data)
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conn.commit()
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def get_ohlcv(self, symbol: str, timeframe: str, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
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"""Retrieve OHLCV data from database."""
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query = """
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placeholder = '%s' if self.use_mysql else '?'
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query = f"""
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SELECT timestamp, open, high, low, close, volume
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FROM ohlcv
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WHERE symbol = ? AND timeframe = ?
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WHERE symbol = {placeholder} AND timeframe = {placeholder}
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"""
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params = [symbol, timeframe]
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if start_date:
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query += " AND timestamp >= ?"
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query += f" AND timestamp >= {placeholder}"
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params.append(start_date)
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if end_date:
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# Handle 'YYYY-MM-DD' vs full timestamp
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if len(str(end_date)) == 10: # YYYY-MM-DD
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query += " AND timestamp < date(?, '+1 day')"
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# SQLite has date(), MySQL uses DATE() or just string comparison
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if self.use_mysql:
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query += f" AND timestamp < DATE_ADD({placeholder}, INTERVAL 1 DAY)"
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else:
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query += f" AND timestamp < date({placeholder}, '+1 day')"
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else:
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query += " AND timestamp <= ?"
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query += f" AND timestamp <= {placeholder}"
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params.append(end_date)
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query += " ORDER BY timestamp ASC"
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@@ -114,26 +174,28 @@ class DatabaseManager:
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def get_latest_timestamp(self, symbol: str, timeframe: str) -> Optional[pd.Timestamp]:
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"""Get the latest timestamp for a symbol/timeframe."""
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placeholder = '%s' if self.use_mysql else '?'
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with self.get_connection() as conn:
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cursor = conn.cursor()
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cursor.execute("""
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cursor.execute(f"""
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SELECT MAX(timestamp)
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FROM ohlcv
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WHERE symbol = ? AND timeframe = ?
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WHERE symbol = {placeholder} AND timeframe = {placeholder}
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""", (symbol, timeframe))
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result = cursor.fetchone()
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return pd.to_datetime(result[0]) if result[0] else None
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return pd.to_datetime(result[0]) if result and result[0] else None
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def get_earliest_timestamp(self, symbol: str, timeframe: str) -> Optional[pd.Timestamp]:
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"""Get the earliest timestamp for a symbol/timeframe."""
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placeholder = '%s' if self.use_mysql else '?'
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with self.get_connection() as conn:
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cursor = conn.cursor()
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cursor.execute("""
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cursor.execute(f"""
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SELECT MIN(timestamp)
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FROM ohlcv
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WHERE symbol = ? AND timeframe = ?
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WHERE symbol = {placeholder} AND timeframe = {placeholder}
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""", (symbol, timeframe))
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result = cursor.fetchone()
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return pd.to_datetime(result[0]) if result[0] else None
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return pd.to_datetime(result[0]) if result and result[0] else None
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+119
-49
@@ -1,20 +1,50 @@
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import sqlite3
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import pymysql
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from datetime import datetime
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import json
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import os
|
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from contextlib import contextmanager
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from dotenv import load_dotenv
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|
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load_dotenv()
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|
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class TradingDatabase:
|
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"""交易数据库管理类 - 用于记录交易历史和预测结果"""
|
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"""交易数据库管理类 - 用于记录交易历史和预测结果
|
||||
|
||||
支持 SQLite (本地) 和 MySQL (远程)。
|
||||
如果 .env 中配置了 MYSQL_HOST,则优先使用 MySQL。
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"""
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|
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def __init__(self, db_path="trading_history.db"):
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self.db_path = db_path
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self.use_mysql = bool(os.getenv('MYSQL_HOST'))
|
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self._init_db()
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|
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@contextmanager
|
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def get_connection(self):
|
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"""数据库连接上下文管理器"""
|
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conn = sqlite3.connect(self.db_path)
|
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if self.use_mysql:
|
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conn = pymysql.connect(
|
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host=os.getenv('MYSQL_HOST'),
|
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port=int(os.getenv('MYSQL_PORT', 3306)),
|
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user=os.getenv('MYSQL_USER'),
|
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password=os.getenv('MYSQL_PASSWORD'),
|
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database=os.getenv('MYSQL_DB'),
|
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charset='utf8mb4',
|
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cursorclass=pymysql.cursors.DictCursor
|
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)
|
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else:
|
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conn = sqlite3.connect(self.db_path)
|
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# Make sqlite behave like dict cursor for consistency if needed,
|
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# but existing code might expect tuple.
|
||||
# Actually existing code uses cursor.execute directly.
|
||||
# SQLite cursor returns tuples by default.
|
||||
# PyMySQL DictCursor returns dicts.
|
||||
# We need to be careful about compatibility.
|
||||
# The existing log_trade uses INSERT which is fine.
|
||||
# check_existing_trade uses SELECT count(*), fetchone()[0], which works for both if we don't use DictCursor for MySQL or handle it.
|
||||
# Let's use standard cursor for MySQL for compatibility with existing fetchone()[0] usage.
|
||||
|
||||
try:
|
||||
yield conn
|
||||
finally:
|
||||
@@ -24,49 +54,84 @@ class TradingDatabase:
|
||||
"""初始化数据库表结构"""
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
# 创建交易记录表
|
||||
cursor.execute('''
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
timestamp TEXT,
|
||||
market_title TEXT,
|
||||
market_slug TEXT,
|
||||
model_name TEXT,
|
||||
prediction TEXT,
|
||||
probability REAL,
|
||||
action TEXT,
|
||||
price REAL,
|
||||
amount REAL,
|
||||
size REAL,
|
||||
status TEXT,
|
||||
error_message TEXT,
|
||||
raw_data TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
''')
|
||||
|
||||
if self.use_mysql:
|
||||
# MySQL Schema
|
||||
cursor.execute('''
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
id INT AUTO_INCREMENT PRIMARY KEY,
|
||||
timestamp DATETIME,
|
||||
market_title VARCHAR(255),
|
||||
market_slug VARCHAR(255),
|
||||
model_name VARCHAR(50),
|
||||
prediction VARCHAR(10),
|
||||
probability DOUBLE,
|
||||
action VARCHAR(10),
|
||||
price DOUBLE,
|
||||
amount DOUBLE,
|
||||
size DOUBLE,
|
||||
status VARCHAR(20),
|
||||
error_message TEXT,
|
||||
raw_data JSON,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
INDEX idx_market_slug (market_slug),
|
||||
INDEX idx_status (status)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
|
||||
''')
|
||||
else:
|
||||
# SQLite Schema
|
||||
cursor.execute('''
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
timestamp TEXT,
|
||||
market_title TEXT,
|
||||
market_slug TEXT,
|
||||
model_name TEXT,
|
||||
prediction TEXT,
|
||||
probability REAL,
|
||||
action TEXT,
|
||||
price REAL,
|
||||
amount REAL,
|
||||
size REAL,
|
||||
status TEXT,
|
||||
error_message TEXT,
|
||||
raw_data TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
''')
|
||||
conn.commit()
|
||||
|
||||
def log_trade(self, trade_data: dict):
|
||||
"""
|
||||
记录交易信息
|
||||
|
||||
Args:
|
||||
trade_data: 包含交易信息的字典,支持字段:
|
||||
timestamp, market_title, market_slug, model_name,
|
||||
prediction, probability, action, price, amount, size,
|
||||
status, error_message, raw_data
|
||||
"""
|
||||
try:
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('''
|
||||
INSERT INTO trades (
|
||||
timestamp, market_title, market_slug, model_name,
|
||||
prediction, probability, action, price, amount, size,
|
||||
status, error_message, raw_data
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
''', (
|
||||
trade_data.get('timestamp', datetime.now().isoformat()),
|
||||
|
||||
# Prepare data
|
||||
timestamp = trade_data.get('timestamp', datetime.now().isoformat())
|
||||
raw_data_json = json.dumps(trade_data.get('raw_data', {}), ensure_ascii=False)
|
||||
|
||||
if self.use_mysql:
|
||||
sql = '''
|
||||
INSERT INTO trades (
|
||||
timestamp, market_title, market_slug, model_name,
|
||||
prediction, probability, action, price, amount, size,
|
||||
status, error_message, raw_data
|
||||
) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
|
||||
'''
|
||||
else:
|
||||
sql = '''
|
||||
INSERT INTO trades (
|
||||
timestamp, market_title, market_slug, model_name,
|
||||
prediction, probability, action, price, amount, size,
|
||||
status, error_message, raw_data
|
||||
) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||
'''
|
||||
|
||||
cursor.execute(sql, (
|
||||
timestamp,
|
||||
trade_data.get('market_title'),
|
||||
trade_data.get('market_slug'),
|
||||
trade_data.get('model_name'),
|
||||
@@ -78,7 +143,7 @@ class TradingDatabase:
|
||||
trade_data.get('size'),
|
||||
trade_data.get('status'),
|
||||
trade_data.get('error_message'),
|
||||
json.dumps(trade_data.get('raw_data', {}), ensure_ascii=False)
|
||||
raw_data_json
|
||||
))
|
||||
conn.commit()
|
||||
except Exception as e:
|
||||
@@ -87,22 +152,27 @@ class TradingDatabase:
|
||||
def check_existing_trade(self, market_slug: str, status: str = 'success') -> bool:
|
||||
"""
|
||||
检查指定市场是否已有成功交易记录
|
||||
|
||||
Args:
|
||||
market_slug: 市场slug
|
||||
status: 交易状态 (默认 'success', 也可以是 'test')
|
||||
|
||||
Returns:
|
||||
True 如果已有成功交易, 否则 False
|
||||
"""
|
||||
try:
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('''
|
||||
SELECT COUNT(*) FROM trades
|
||||
WHERE market_slug = ? AND status = ?
|
||||
''', (market_slug, status))
|
||||
count = cursor.fetchone()[0]
|
||||
|
||||
if self.use_mysql:
|
||||
sql = 'SELECT COUNT(*) FROM trades WHERE market_slug = %s AND status = %s'
|
||||
else:
|
||||
sql = 'SELECT COUNT(*) FROM trades WHERE market_slug = ? AND status = ?'
|
||||
|
||||
cursor.execute(sql, (market_slug, status))
|
||||
|
||||
# Fetch result compatible with both
|
||||
result = cursor.fetchone()
|
||||
if isinstance(result, dict): # If DictCursor was used (not used here but for safety)
|
||||
count = list(result.values())[0]
|
||||
elif isinstance(result, (list, tuple)):
|
||||
count = result[0]
|
||||
else:
|
||||
count = 0
|
||||
|
||||
return count > 0
|
||||
except Exception as e:
|
||||
print(f"检查已存在交易失败: {e}")
|
||||
|
||||
@@ -38,3 +38,8 @@ flake8>=6.0.0
|
||||
|
||||
# Utilities
|
||||
tqdm>=4.66.0
|
||||
|
||||
# Database
|
||||
pymysql>=1.1.0
|
||||
sqlalchemy>=2.0.0
|
||||
cryptography>=41.0.0
|
||||
@@ -0,0 +1,198 @@
|
||||
"""
|
||||
SQLite to MySQL Migration Script
|
||||
|
||||
This script migrates data from local SQLite databases (`trading_history.db` and `data/market_data.db`)
|
||||
to a remote MySQL database defined in environment variables.
|
||||
|
||||
Environment Variables required in .env:
|
||||
- MYSQL_HOST
|
||||
- MYSQL_PORT (default: 3306)
|
||||
- MYSQL_USER
|
||||
- MYSQL_PASSWORD
|
||||
- MYSQL_DB
|
||||
|
||||
Usage:
|
||||
python scripts/migrate_sqlite_to_mysql.py
|
||||
"""
|
||||
|
||||
import sys
|
||||
import os
|
||||
import sqlite3
|
||||
import pymysql
|
||||
from dotenv import load_dotenv
|
||||
from tqdm import tqdm
|
||||
import pandas as pd
|
||||
|
||||
# Add project root to sys.path
|
||||
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
|
||||
load_dotenv()
|
||||
|
||||
def get_mysql_connection():
|
||||
return pymysql.connect(
|
||||
host=os.getenv('MYSQL_HOST'),
|
||||
port=int(os.getenv('MYSQL_PORT', 3306)),
|
||||
user=os.getenv('MYSQL_USER'),
|
||||
password=os.getenv('MYSQL_PASSWORD'),
|
||||
database=os.getenv('MYSQL_DB'),
|
||||
charset='utf8mb4',
|
||||
cursorclass=pymysql.cursors.DictCursor
|
||||
)
|
||||
|
||||
def create_mysql_tables(conn):
|
||||
with conn.cursor() as cursor:
|
||||
# Create trades table
|
||||
print("Creating 'trades' table in MySQL...")
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS trades (
|
||||
id INT AUTO_INCREMENT PRIMARY KEY,
|
||||
timestamp DATETIME,
|
||||
market_title VARCHAR(255),
|
||||
market_slug VARCHAR(255),
|
||||
model_name VARCHAR(50),
|
||||
prediction VARCHAR(10),
|
||||
probability DOUBLE,
|
||||
action VARCHAR(10),
|
||||
price DOUBLE,
|
||||
amount DOUBLE,
|
||||
size DOUBLE,
|
||||
status VARCHAR(20),
|
||||
error_message TEXT,
|
||||
raw_data JSON,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
INDEX idx_market_slug (market_slug),
|
||||
INDEX idx_status (status)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
|
||||
""")
|
||||
|
||||
# Create ohlcv table
|
||||
print("Creating 'ohlcv' table in MySQL...")
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS ohlcv (
|
||||
timestamp DATETIME,
|
||||
symbol VARCHAR(20),
|
||||
timeframe VARCHAR(10),
|
||||
open DOUBLE,
|
||||
high DOUBLE,
|
||||
low DOUBLE,
|
||||
close DOUBLE,
|
||||
volume DOUBLE,
|
||||
PRIMARY KEY (symbol, timeframe, timestamp),
|
||||
INDEX idx_time (timestamp)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
|
||||
""")
|
||||
conn.commit()
|
||||
|
||||
def migrate_trades(mysql_conn):
|
||||
sqlite_db_path = "trading_history.db"
|
||||
if not os.path.exists(sqlite_db_path):
|
||||
print(f"Skipping trades migration: {sqlite_db_path} not found.")
|
||||
return
|
||||
|
||||
print(f"Migrating trades from {sqlite_db_path}...")
|
||||
|
||||
with sqlite3.connect(sqlite_db_path) as sqlite_conn:
|
||||
sqlite_cursor = sqlite_conn.cursor()
|
||||
|
||||
# Check if table exists
|
||||
sqlite_cursor.execute("SELECT name FROM sqlite_master WHERE type='table' AND name='trades';")
|
||||
if not sqlite_cursor.fetchone():
|
||||
print("Table 'trades' not found in SQLite.")
|
||||
return
|
||||
|
||||
sqlite_cursor.execute("SELECT * FROM trades")
|
||||
rows = sqlite_cursor.fetchall()
|
||||
columns = [description[0] for description in sqlite_cursor.description]
|
||||
|
||||
if not rows:
|
||||
print("No trades data to migrate.")
|
||||
return
|
||||
|
||||
print(f"Found {len(rows)} trade records.")
|
||||
|
||||
# Insert into MySQL
|
||||
with mysql_conn.cursor() as mysql_cursor:
|
||||
# Prepare SQL statement
|
||||
# Map columns. SQLite 'timestamp' is text, MySQL needs valid datetime format or string.
|
||||
# We skip 'id' to let MySQL handle auto-increment or we can preserve it.
|
||||
# Let's preserve ID if possible, but usually better to let destination handle it unless we need consistency.
|
||||
# User wants migration, preserving ID is safer for history.
|
||||
|
||||
placeholders = ', '.join(['%s'] * len(columns))
|
||||
cols_str = ', '.join(columns)
|
||||
|
||||
sql = f"INSERT IGNORE INTO trades ({cols_str}) VALUES ({placeholders})"
|
||||
|
||||
mysql_cursor.executemany(sql, rows)
|
||||
mysql_conn.commit()
|
||||
print(f"Migrated {mysql_cursor.rowcount} trade records.")
|
||||
|
||||
def migrate_ohlcv(mysql_conn):
|
||||
sqlite_db_path = "data/market_data.db"
|
||||
if not os.path.exists(sqlite_db_path):
|
||||
print(f"Skipping OHLCV migration: {sqlite_db_path} not found.")
|
||||
return
|
||||
|
||||
print(f"Migrating OHLCV from {sqlite_db_path}...")
|
||||
|
||||
with sqlite3.connect(sqlite_db_path) as sqlite_conn:
|
||||
# Use pandas for easier chunk reading
|
||||
try:
|
||||
# Check total count
|
||||
total_rows = pd.read_sql_query("SELECT COUNT(*) FROM ohlcv", sqlite_conn).iloc[0, 0]
|
||||
print(f"Found {total_rows} OHLCV records.")
|
||||
|
||||
chunk_size = 10000
|
||||
offset = 0
|
||||
|
||||
with tqdm(total=total_rows, desc="Migrating OHLCV") as pbar:
|
||||
while True:
|
||||
df = pd.read_sql_query(f"SELECT * FROM ohlcv LIMIT {chunk_size} OFFSET {offset}", sqlite_conn)
|
||||
if df.empty:
|
||||
break
|
||||
|
||||
# Convert DataFrame to list of tuples
|
||||
data = [tuple(x) for x in df.to_numpy()]
|
||||
|
||||
with mysql_conn.cursor() as mysql_cursor:
|
||||
sql = """
|
||||
INSERT IGNORE INTO ohlcv
|
||||
(timestamp, symbol, timeframe, open, high, low, close, volume)
|
||||
VALUES (%s, %s, %s, %s, %s, %s, %s, %s)
|
||||
"""
|
||||
# Select columns explicitly to match SQL
|
||||
cols = ['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']
|
||||
batch_data = [tuple(row[col] for col in cols) for _, row in df.iterrows()]
|
||||
|
||||
mysql_cursor.executemany(sql, batch_data)
|
||||
mysql_conn.commit()
|
||||
|
||||
offset += chunk_size
|
||||
pbar.update(len(df))
|
||||
|
||||
except Exception as e:
|
||||
print(f"Error reading/migrating OHLCV: {e}")
|
||||
|
||||
def main():
|
||||
if not os.getenv('MYSQL_HOST'):
|
||||
print("Error: MYSQL_HOST not set in .env")
|
||||
return
|
||||
|
||||
try:
|
||||
print("Connecting to MySQL...")
|
||||
mysql_conn = get_mysql_connection()
|
||||
print("Connected.")
|
||||
|
||||
create_mysql_tables(mysql_conn)
|
||||
|
||||
migrate_trades(mysql_conn)
|
||||
migrate_ohlcv(mysql_conn)
|
||||
|
||||
mysql_conn.close()
|
||||
print("\nMigration completed successfully.")
|
||||
|
||||
except Exception as e:
|
||||
print(f"\nMigration failed: {e}")
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Reference in new issue
Block a user