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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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|
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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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|
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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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|
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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/
|
||||
|
||||
# Sensitive
|
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.env
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||||
|
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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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@@ -8,104 +8,66 @@
|
||||
* **语言要求**:所有回答必须使用**中文**。
|
||||
* **称呼要求**:每次回答必须加上**“主人”**。
|
||||
* **最小改动 (Minimal Change)**:只修改完成任务所必须的代码。**禁止**为了“最佳实践”或“代码美观”而进行未被请求的重构。
|
||||
* **环境约束**:本项目严格使用 **Conda** 环境。禁止使用 venv/poetry/pipenv。
|
||||
* **复用优先**:在编写新功能前,必须检查 `data/`, `models/`, `utils/` 下是否已有类似实现。
|
||||
* **环境约束**:本项目严格使用 **Conda** 环境 (`crypto_pred_312`)。禁止使用 venv/poetry/pipenv。
|
||||
* **复用优先**:在编写新功能前,必须检查 `data/`, `models/`, `api/` 下是否已有类似实现。
|
||||
|
||||
## 2. 环境与构建 (Environment & Build)
|
||||
|
||||
本项目依赖管理基于 `requirements.txt`, conda环境名称**crypto_pred_312**
|
||||
* **Python 环境**: `conda activate crypto_pred_312`
|
||||
* **依赖安装**: `pip install -r requirements.txt`
|
||||
* **数据库**:
|
||||
* **仅支持 MySQL**。禁止引入 SQLite 代码。
|
||||
* 配置:通过 `.env` 文件配置 `MYSQL_HOST`, `MYSQL_USER` 等参数。
|
||||
* 连接管理:使用 `data/database.py` 中的 `DatabaseManager` 或 `api/models.py` 中的 `get_db_connection`。
|
||||
|
||||
* **安装依赖**:
|
||||
```bash
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
## 3. 项目结构说明 (Project Structure)
|
||||
|
||||
## 3. 测试与质量保证 (Testing & QA)
|
||||
* **`api/`**: 核心服务层
|
||||
* `main.py`: FastAPI 主应用入口。
|
||||
* `models.py`: 数据库模型与操作(MySQL),包含时区转换逻辑。
|
||||
* `prediction_service.py`: 预测业务逻辑。
|
||||
* `static/`: Vue 3 前端静态资源(Dashboard)。
|
||||
* **`data/`**: 数据层
|
||||
* `database.py`: 市场数据 (OHLCV) 数据库管理。
|
||||
* `trading_db.py`: 交易历史数据库管理。
|
||||
* **`models/`**: 机器学习模型定义 (DLinear, TTM-R2 等) 及训练产物。
|
||||
* **`scripts/`**: 辅助工具脚本。
|
||||
* **根目录**:
|
||||
* `start_system.py`: **系统统一启动脚本**(同时启动 API 和自动交易)。
|
||||
* `auto_trade_polymarket.py`: 自动交易主程序。
|
||||
|
||||
使用 `pytest` 作为测试框架。在提交修改前,必须确保相关测试通过。
|
||||
## 4. 开发规范 (Development Standards)
|
||||
|
||||
* **运行所有测试**:
|
||||
```bash
|
||||
pytest
|
||||
```
|
||||
### 4.1 时区处理 (Timezone)
|
||||
* **存储**: 数据库中时间戳通常为 **UTC** 或 **ET (美东时间)**。
|
||||
* **展示**: 前端及日志输出必须转换为 **CST (北京时间)**。
|
||||
* **工具**: 使用 `api.models.convert_to_cst` 进行转换。
|
||||
|
||||
* **运行单个测试文件 (常用)**:
|
||||
```bash
|
||||
pytest tests/test_example.py
|
||||
```
|
||||
### 4.2 代码风格
|
||||
* **注释**: 必须使用**中文**解释“为什么这样做”。
|
||||
* **命名**: 变量/函数 `snake_case`,类名 `PascalCase`。
|
||||
* **类型提示**: 推荐在关键接口使用 Type Hints。
|
||||
|
||||
* **运行单个测试用例 (推荐)**:
|
||||
用于专注调试某一个功能:
|
||||
```bash
|
||||
pytest tests/test_example.py::test_specific_function
|
||||
```
|
||||
### 4.3 数据库操作
|
||||
* **禁止**使用 SQLite。
|
||||
* 使用 `pymysql` 或 `sqlalchemy` 进行操作。
|
||||
* 确保所有数据库连接都使用上下文管理器 (`with` 语句) 以自动关闭。
|
||||
|
||||
* **显示打印输出 (Debug模式)**:
|
||||
```bash
|
||||
pytest -s tests/test_example.py
|
||||
```
|
||||
## 5. 测试与验证 (Testing & QA)
|
||||
|
||||
* **代码格式化与检查**:
|
||||
```bash
|
||||
black . # 格式化代码
|
||||
flake8 . # 代码风格检查
|
||||
```
|
||||
* **运行测试**: `pytest`
|
||||
* **代码检查**: `flake8 .`
|
||||
* **本地验证**:
|
||||
* 修改 API 或前端后,运行 `./start_system.py` 并访问 `http://localhost:8000` 验证。
|
||||
* 修改模型后,运行 `python ensemble_predict.py` 验证预测逻辑。
|
||||
|
||||
## 4. 代码风格规范 (Code Style)
|
||||
|
||||
* **注释 (Comments)**:
|
||||
* **必须使用中文**编写所有注释和文档字符串 (Docstrings)。
|
||||
* Docstring 风格推荐 Google Style 或简单的多行注释。
|
||||
* 注释应解释“为什么这样做” (Why),而不是“做了什么” (What)。
|
||||
|
||||
* **命名约定 (Naming)**:
|
||||
* 变量/函数: `snake_case` (如 `add_technical_features`)
|
||||
* 类名: `PascalCase` (如 `BinanceDataFetcher`)
|
||||
* 常量: `UPPER_CASE` (如 `MAX_RETRIES`)
|
||||
* 私有成员: `_snake_case` (前缀下划线)
|
||||
|
||||
* **导入 (Imports)**:
|
||||
* 顺序:标准库 -> 第三方库 -> 本地模块。
|
||||
* 尽量使用绝对导入。
|
||||
* 注意:项目中部分脚本使用了 `sys.path.insert` hack,修改时需保持兼容,不要随意删除。
|
||||
|
||||
* **类型提示 (Type Hints)**:
|
||||
* 推荐在函数签名中添加类型提示,但不强制要求全覆盖。
|
||||
* 示例: `def process_data(df: pd.DataFrame) -> np.ndarray:`
|
||||
|
||||
* **错误处理 (Error Handling)**:
|
||||
* 使用具体的异常类型 (如 `ValueError`, `FileNotFoundError`),避免裸 `except:`。
|
||||
* 在 API 调用或网络请求处必须添加重试或错误捕获逻辑。
|
||||
|
||||
## 5. 项目结构说明 (Project Structure)
|
||||
|
||||
在修改代码前,请参考以下结构定位文件:
|
||||
|
||||
* **`api/`**: FastAPI 接口服务代码。
|
||||
* **`data/`**: 数据获取 (BinanceFetcher等) 和预处理逻辑。
|
||||
* **`models/`**: 模型定义 (N-BEATS, DLinear, CatBoost 等) 和 训练好的模型文件。
|
||||
* **`tests/`**: 单元测试和集成测试。
|
||||
* **`scripts/`**: 辅助脚本。
|
||||
* **`training/`** & **`logs/`**: 训练日志和过程文件。
|
||||
* **根目录脚本**: 包含多个入口脚本 (如 `ensemble_predict.py`, `train_catboost.py`),修改时需格外小心,避免破坏生产流程。
|
||||
|
||||
## 6. 开发流程 (Workflow)
|
||||
|
||||
1. **理解需求**: 先阅读代码,确认需求范围。如果有歧义,**先询问主人**。
|
||||
2. **定位代码**: 使用 `grep` 或 `glob` 查找相关文件。
|
||||
3. **制定计划**: 思考修改方案,优先考虑不破坏现有逻辑的“加法”修改。
|
||||
4. **实施修改**: 编辑代码,保持风格一致。
|
||||
5. **验证**:
|
||||
* 运行 `flake8` 检查语法错误。
|
||||
* 运行 `pytest` 验证逻辑。
|
||||
* 如果是脚本,尝试带 `--help` 或测试参数运行以确保无运行时错误。
|
||||
|
||||
## 7. 禁止事项 (Constraints)
|
||||
## 6. 禁止事项 (Constraints)
|
||||
|
||||
* ❌ **禁止**猜测业务逻辑。
|
||||
* ❌ **禁止**删除看似无用但可能被外部脚本调用的代码。
|
||||
* ❌ **禁止**在未确认的情况下升级核心库版本 (如 torch, pandas)。
|
||||
* ❌ **禁止**输出英语回复 (代码变量名除外)。
|
||||
* ❌ **禁止**恢复已删除的 SQLite 相关代码。
|
||||
|
||||
---
|
||||
*遵循此指南,确保高效、安全地协助主人完成任务。*
|
||||
+191
@@ -0,0 +1,191 @@
|
||||
"""
|
||||
FastAPI 主应用 - 交易看板 API
|
||||
"""
|
||||
import os
|
||||
import sys
|
||||
from datetime import datetime
|
||||
from typing import Optional
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
from fastapi import FastAPI, Query, HTTPException
|
||||
from fastapi.staticfiles import StaticFiles
|
||||
from fastapi.responses import FileResponse
|
||||
from fastapi.middleware.cors import CORSMiddleware
|
||||
|
||||
# 添加项目路径
|
||||
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
|
||||
from api.models import TradeModel, PredictionModel
|
||||
from api.prediction_service import get_prediction_service
|
||||
|
||||
# 创建 FastAPI 应用
|
||||
app = FastAPI(
|
||||
title="Crypto Predictor Dashboard API",
|
||||
description="BTC 预测交易看板 API",
|
||||
version="1.0.0"
|
||||
)
|
||||
|
||||
# 启用 CORS
|
||||
app.add_middleware(
|
||||
CORSMiddleware,
|
||||
allow_origins=["*"],
|
||||
allow_credentials=True,
|
||||
allow_methods=["*"],
|
||||
allow_headers=["*"],
|
||||
)
|
||||
|
||||
# 静态文件目录
|
||||
STATIC_DIR = os.path.join(os.path.dirname(os.path.abspath(__file__)), 'static')
|
||||
|
||||
# 挂载静态文件
|
||||
app.mount("/static", StaticFiles(directory=STATIC_DIR), name="static")
|
||||
|
||||
|
||||
# ==================== 页面路由 ====================
|
||||
|
||||
@app.get("/")
|
||||
async def index():
|
||||
"""返回主页"""
|
||||
return FileResponse(os.path.join(STATIC_DIR, 'index.html'))
|
||||
|
||||
|
||||
# ==================== 交易 API ====================
|
||||
|
||||
@app.get("/api/trades/current")
|
||||
async def get_current_trade():
|
||||
"""获取当前/最新交易"""
|
||||
try:
|
||||
trade = TradeModel.get_current_trade()
|
||||
if trade:
|
||||
return {"success": True, "data": trade}
|
||||
return {"success": True, "data": None, "message": "暂无交易记录"}
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=500, detail=str(e))
|
||||
|
||||
|
||||
@app.get("/api/trades/history")
|
||||
async def get_trade_history(
|
||||
page: int = Query(1, ge=1, description="页码"),
|
||||
limit: int = Query(10, ge=1, le=100, description="每页条数"),
|
||||
month: Optional[str] = Query(None, description="月份筛选 (YYYY-MM)"),
|
||||
day: Optional[str] = Query(None, description="日期筛选 (YYYY-MM-DD)")
|
||||
):
|
||||
"""获取历史交易记录"""
|
||||
try:
|
||||
result = TradeModel.get_history(page=page, limit=limit, month=month, day=day)
|
||||
return {"success": True, **result}
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=500, detail=str(e))
|
||||
|
||||
|
||||
# ==================== 准确率 API ====================
|
||||
|
||||
@app.get("/api/accuracy/current")
|
||||
async def get_current_prediction():
|
||||
"""获取当前小时的预测"""
|
||||
try:
|
||||
service = get_prediction_service()
|
||||
prediction = service.predict_current_hour()
|
||||
return {"success": True, "data": prediction}
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=500, detail=str(e))
|
||||
|
||||
|
||||
@app.get("/api/accuracy/monthly")
|
||||
async def get_monthly_accuracy(
|
||||
month: Optional[str] = Query(None, description="月份 (YYYY-MM),默认当月")
|
||||
):
|
||||
"""获取月度准确率统计"""
|
||||
try:
|
||||
# 默认当月
|
||||
if not month:
|
||||
et_tz = ZoneInfo('America/New_York')
|
||||
month = datetime.now(et_tz).strftime('%Y-%m')
|
||||
|
||||
# 确保有数据
|
||||
service = get_prediction_service()
|
||||
service.ensure_predictions_for_month(month)
|
||||
|
||||
# 获取统计
|
||||
stats = PredictionModel.get_monthly_stats(month)
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"month": month,
|
||||
"data": stats
|
||||
}
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=500, detail=str(e))
|
||||
|
||||
|
||||
@app.get("/api/accuracy/daily")
|
||||
async def get_daily_accuracy(
|
||||
month: Optional[str] = Query(None, description="月份 (YYYY-MM),默认当月"),
|
||||
page: int = Query(1, ge=1, description="页码"),
|
||||
limit: int = Query(10, ge=1, le=100, description="每页条数")
|
||||
):
|
||||
"""获取每日准确率统计"""
|
||||
try:
|
||||
# 默认当月
|
||||
if not month:
|
||||
et_tz = ZoneInfo('America/New_York')
|
||||
month = datetime.now(et_tz).strftime('%Y-%m')
|
||||
|
||||
# 确保有数据
|
||||
service = get_prediction_service()
|
||||
service.ensure_predictions_for_month(month)
|
||||
|
||||
# 获取统计
|
||||
result = PredictionModel.get_daily_stats(month=month, page=page, limit=limit)
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"month": month,
|
||||
**result
|
||||
}
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=500, detail=str(e))
|
||||
|
||||
|
||||
@app.get("/api/accuracy/hourly/{date}")
|
||||
async def get_hourly_accuracy(date: str):
|
||||
"""获取指定日期的每小时准确率详情"""
|
||||
try:
|
||||
# 确保有数据
|
||||
service = get_prediction_service()
|
||||
service.ensure_predictions_for_date(date)
|
||||
|
||||
# 获取详情
|
||||
details = PredictionModel.get_hourly_details(date)
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"date": date,
|
||||
"data": details
|
||||
}
|
||||
except Exception as e:
|
||||
raise HTTPException(status_code=500, detail=str(e))
|
||||
|
||||
|
||||
# ==================== 状态 API ====================
|
||||
|
||||
@app.get("/api/status")
|
||||
async def get_status():
|
||||
"""获取服务状态"""
|
||||
et_tz = ZoneInfo('America/New_York')
|
||||
now_et = datetime.now(et_tz)
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"status": "running",
|
||||
"server_time": datetime.now().isoformat(),
|
||||
"server_time_et": now_et.isoformat(),
|
||||
"version": "1.0.0"
|
||||
}
|
||||
|
||||
|
||||
# ==================== 启动入口 ====================
|
||||
|
||||
if __name__ == "__main__":
|
||||
import uvicorn
|
||||
uvicorn.run(app, host="0.0.0.0", port=8000)
|
||||
+475
@@ -0,0 +1,475 @@
|
||||
"""
|
||||
数据库模型和操作类 - MySQL
|
||||
"""
|
||||
import pymysql
|
||||
import os
|
||||
from typing import Optional, List, Dict
|
||||
from datetime import datetime
|
||||
from contextlib import contextmanager
|
||||
from zoneinfo import ZoneInfo
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv()
|
||||
|
||||
# 时区定义
|
||||
TZ_UTC = ZoneInfo('UTC')
|
||||
TZ_ET = ZoneInfo('America/New_York') # 美东时间 (Polymarket)
|
||||
TZ_CST = ZoneInfo('Asia/Shanghai') # 中国标准时间 (前端显示)
|
||||
|
||||
|
||||
def convert_to_cst(timestamp_val, source_tz: str = 'UTC') -> str:
|
||||
"""
|
||||
将时间戳转换为 CST 时间字符串
|
||||
|
||||
Args:
|
||||
timestamp_val: datetime 对象或 ISO 格式时间戳字符串
|
||||
source_tz: 输入时区 - 'UTC'(默认,币安数据), 'ET'(Polymarket), 'CST'(已是北京时间)
|
||||
|
||||
Returns:
|
||||
CST 时间字符串 (YYYY-MM-DD HH:MM:SS)
|
||||
"""
|
||||
if not timestamp_val:
|
||||
return ""
|
||||
try:
|
||||
# 如果是 datetime 对象 (MySQL 返回)
|
||||
if isinstance(timestamp_val, datetime):
|
||||
dt = timestamp_val
|
||||
else:
|
||||
# 字符串格式
|
||||
dt = datetime.fromisoformat(str(timestamp_val).replace('Z', '+00:00'))
|
||||
|
||||
# 根据来源时区设置时区信息
|
||||
if dt.tzinfo is None:
|
||||
if source_tz == 'ET':
|
||||
dt = dt.replace(tzinfo=TZ_ET)
|
||||
elif source_tz == 'CST':
|
||||
# 已经是 CST,直接格式化返回
|
||||
return dt.strftime('%Y-%m-%d %H:%M:%S')
|
||||
else: # 默认 UTC
|
||||
dt = dt.replace(tzinfo=TZ_UTC)
|
||||
|
||||
# 如果来源已经是 CST,直接格式化
|
||||
if source_tz == 'CST':
|
||||
return dt.strftime('%Y-%m-%d %H:%M:%S')
|
||||
|
||||
# 转换为 CST
|
||||
dt_cst = dt.astimezone(TZ_CST)
|
||||
return dt_cst.strftime('%Y-%m-%d %H:%M:%S')
|
||||
except Exception:
|
||||
return str(timestamp_val)
|
||||
|
||||
|
||||
@contextmanager
|
||||
def get_db_connection():
|
||||
"""获取 MySQL 数据库连接"""
|
||||
conn = 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
|
||||
)
|
||||
try:
|
||||
yield conn
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
|
||||
def _dict_from_row(row):
|
||||
"""将数据库行转换为字典"""
|
||||
if row is None:
|
||||
return None
|
||||
if isinstance(row, dict):
|
||||
return row
|
||||
return dict(row)
|
||||
|
||||
|
||||
def init_model_predictions_table():
|
||||
"""初始化 model_predictions 表"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('''
|
||||
CREATE TABLE IF NOT EXISTS model_predictions (
|
||||
id INT AUTO_INCREMENT PRIMARY KEY,
|
||||
timestamp DATETIME NOT NULL,
|
||||
timestamp_et VARCHAR(50),
|
||||
date VARCHAR(10),
|
||||
hour INT,
|
||||
model_name VARCHAR(50) NOT NULL,
|
||||
prediction INT,
|
||||
probability DOUBLE,
|
||||
actual_result INT,
|
||||
is_correct INT,
|
||||
open_price DOUBLE,
|
||||
close_price DOUBLE,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
UNIQUE KEY uk_date_hour_model (date, hour, model_name),
|
||||
INDEX idx_date (date),
|
||||
INDEX idx_model (model_name)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
|
||||
''')
|
||||
conn.commit()
|
||||
|
||||
|
||||
# 初始化表
|
||||
init_model_predictions_table()
|
||||
|
||||
|
||||
class TradeModel:
|
||||
"""交易记录模型"""
|
||||
|
||||
@staticmethod
|
||||
def get_current_trade() -> Optional[Dict]:
|
||||
"""获取最新的交易记录"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute("""
|
||||
SELECT * FROM trades
|
||||
ORDER BY timestamp DESC
|
||||
LIMIT 1
|
||||
""")
|
||||
row = cursor.fetchone()
|
||||
result = _dict_from_row(row)
|
||||
if result and result.get('timestamp'):
|
||||
# 交易记录时间已经是 CST,直接格式化
|
||||
result['timestamp_cst'] = convert_to_cst(result['timestamp'], source_tz='CST')
|
||||
return result
|
||||
|
||||
@staticmethod
|
||||
def get_history(page: int = 1, limit: int = 10,
|
||||
month: Optional[str] = None,
|
||||
day: Optional[str] = None) -> Dict:
|
||||
"""
|
||||
获取历史交易记录
|
||||
|
||||
Args:
|
||||
page: 页码
|
||||
limit: 每页条数
|
||||
month: 月份筛选 (YYYY-MM)
|
||||
day: 日期筛选 (YYYY-MM-DD)
|
||||
"""
|
||||
offset = (page - 1) * limit
|
||||
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
|
||||
# 构建查询条件
|
||||
where_clauses = []
|
||||
params = []
|
||||
|
||||
if month:
|
||||
where_clauses.append("DATE_FORMAT(timestamp, '%%Y-%%m') = %s")
|
||||
params.append(month)
|
||||
|
||||
if day:
|
||||
where_clauses.append("DATE(timestamp) = %s")
|
||||
params.append(day)
|
||||
|
||||
where_sql = " AND ".join(where_clauses) if where_clauses else "1=1"
|
||||
|
||||
# 查询数据
|
||||
sql = f"SELECT * FROM trades WHERE {where_sql} ORDER BY timestamp DESC LIMIT %s OFFSET %s"
|
||||
cursor.execute(sql, params + [limit, offset])
|
||||
rows = cursor.fetchall()
|
||||
|
||||
# 查询总数
|
||||
count_sql = f"SELECT COUNT(*) as cnt FROM trades WHERE {where_sql}"
|
||||
cursor.execute(count_sql, params)
|
||||
result = cursor.fetchone()
|
||||
total = result['cnt'] if result else 0
|
||||
|
||||
# 转换每条记录的时间戳
|
||||
data_list = []
|
||||
for row in rows:
|
||||
item = _dict_from_row(row)
|
||||
if item and item.get('timestamp'):
|
||||
# 交易记录时间已经是 CST,直接格式化
|
||||
item['timestamp_cst'] = convert_to_cst(item['timestamp'], source_tz='CST')
|
||||
data_list.append(item)
|
||||
|
||||
return {
|
||||
"data": data_list,
|
||||
"page": page,
|
||||
"limit": limit,
|
||||
"total": total,
|
||||
"total_pages": (total + limit - 1) // limit if limit > 0 else 0
|
||||
}
|
||||
|
||||
|
||||
class PredictionModel:
|
||||
"""预测记录模型"""
|
||||
|
||||
@staticmethod
|
||||
def get_prediction(date: str, hour: int, model_name: str) -> Optional[Dict]:
|
||||
"""获取指定时间和模型的预测记录"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute("""
|
||||
SELECT * FROM model_predictions
|
||||
WHERE date = %s AND hour = %s AND model_name = %s
|
||||
""", (date, hour, model_name))
|
||||
row = cursor.fetchone()
|
||||
return _dict_from_row(row)
|
||||
|
||||
@staticmethod
|
||||
def save_prediction(data: Dict) -> int:
|
||||
"""
|
||||
保存预测记录
|
||||
|
||||
Args:
|
||||
data: 预测数据字典
|
||||
|
||||
Returns:
|
||||
插入的记录ID
|
||||
"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
sql = """
|
||||
INSERT INTO model_predictions
|
||||
(timestamp, timestamp_et, date, hour, model_name,
|
||||
prediction, probability, actual_result, is_correct,
|
||||
open_price, close_price)
|
||||
VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
|
||||
ON DUPLICATE KEY UPDATE
|
||||
prediction = VALUES(prediction),
|
||||
probability = VALUES(probability),
|
||||
actual_result = VALUES(actual_result),
|
||||
is_correct = VALUES(is_correct),
|
||||
open_price = VALUES(open_price),
|
||||
close_price = VALUES(close_price)
|
||||
"""
|
||||
cursor.execute(sql, (
|
||||
data.get('timestamp'),
|
||||
data.get('timestamp_et'),
|
||||
data.get('date'),
|
||||
data.get('hour'),
|
||||
data.get('model_name'),
|
||||
data.get('prediction'),
|
||||
data.get('probability'),
|
||||
data.get('actual_result'),
|
||||
data.get('is_correct'),
|
||||
data.get('open_price'),
|
||||
data.get('close_price')
|
||||
))
|
||||
conn.commit()
|
||||
return cursor.lastrowid or 0
|
||||
|
||||
@staticmethod
|
||||
def update_actual_result(date: str, hour: int, model_name: str,
|
||||
actual_result: int, close_price: float) -> bool:
|
||||
"""更新实际结果"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
|
||||
# 先获取预测值
|
||||
cursor.execute("""
|
||||
SELECT prediction FROM model_predictions
|
||||
WHERE date = %s AND hour = %s AND model_name = %s
|
||||
""", (date, hour, model_name))
|
||||
row = cursor.fetchone()
|
||||
|
||||
if not row:
|
||||
return False
|
||||
|
||||
prediction = row['prediction']
|
||||
is_correct = 1 if prediction == actual_result else 0
|
||||
|
||||
cursor.execute("""
|
||||
UPDATE model_predictions
|
||||
SET actual_result = %s, is_correct = %s, close_price = %s
|
||||
WHERE date = %s AND hour = %s AND model_name = %s
|
||||
""", (actual_result, is_correct, close_price, date, hour, model_name))
|
||||
conn.commit()
|
||||
return True
|
||||
|
||||
@staticmethod
|
||||
def get_monthly_stats(month: str) -> Dict:
|
||||
"""
|
||||
获取月度统计
|
||||
|
||||
Args:
|
||||
month: 月份 (YYYY-MM)
|
||||
|
||||
Returns:
|
||||
各模型的统计数据
|
||||
"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
|
||||
sql = """
|
||||
SELECT
|
||||
model_name,
|
||||
COUNT(*) as total,
|
||||
SUM(CASE WHEN is_correct = 1 THEN 1 ELSE 0 END) as correct,
|
||||
SUM(CASE WHEN is_correct = 0 THEN 1 ELSE 0 END) as incorrect
|
||||
FROM model_predictions
|
||||
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
|
||||
AND actual_result IS NOT NULL
|
||||
GROUP BY model_name
|
||||
"""
|
||||
cursor.execute(sql, (month,))
|
||||
|
||||
rows = cursor.fetchall()
|
||||
result = {}
|
||||
|
||||
for row in rows:
|
||||
row_dict = _dict_from_row(row)
|
||||
model = row_dict['model_name']
|
||||
total = row_dict['total']
|
||||
correct = row_dict['correct'] or 0
|
||||
incorrect = row_dict['incorrect'] or 0
|
||||
accuracy = (correct / total * 100) if total > 0 else 0
|
||||
|
||||
result[model] = {
|
||||
"total": total,
|
||||
"correct": correct,
|
||||
"incorrect": incorrect,
|
||||
"accuracy": round(accuracy, 2)
|
||||
}
|
||||
|
||||
return result
|
||||
|
||||
@staticmethod
|
||||
def get_daily_stats(month: str, page: int = 1, limit: int = 10) -> Dict:
|
||||
"""
|
||||
获取每日统计
|
||||
|
||||
Args:
|
||||
month: 月份 (YYYY-MM)
|
||||
page: 页码
|
||||
limit: 每页条数
|
||||
"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
|
||||
sql = """
|
||||
SELECT
|
||||
DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) as date_cst,
|
||||
model_name,
|
||||
COUNT(*) as total,
|
||||
SUM(CASE WHEN is_correct = 1 THEN 1 ELSE 0 END) as correct,
|
||||
SUM(CASE WHEN is_correct = 0 THEN 1 ELSE 0 END) as incorrect
|
||||
FROM model_predictions
|
||||
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
|
||||
AND actual_result IS NOT NULL
|
||||
GROUP BY date_cst, model_name
|
||||
ORDER BY date_cst DESC
|
||||
"""
|
||||
cursor.execute(sql, (month,))
|
||||
|
||||
rows = cursor.fetchall()
|
||||
|
||||
# 重组数据: 按日期合并不同模型的统计
|
||||
daily_data = {}
|
||||
for row in rows:
|
||||
row_dict = _dict_from_row(row)
|
||||
date = str(row_dict['date_cst']) # CST 日期
|
||||
if date not in daily_data:
|
||||
daily_data[date] = {"date": date}
|
||||
|
||||
model = row_dict['model_name']
|
||||
total = row_dict['total']
|
||||
correct = row_dict['correct'] or 0
|
||||
incorrect = row_dict['incorrect'] or 0
|
||||
accuracy = (correct / total * 100) if total > 0 else 0
|
||||
|
||||
daily_data[date][model] = {
|
||||
"total": total,
|
||||
"correct": correct,
|
||||
"incorrect": incorrect,
|
||||
"accuracy": round(accuracy, 2)
|
||||
}
|
||||
|
||||
# 排序并分页
|
||||
sorted_dates = sorted(daily_data.keys(), reverse=True)
|
||||
total_count = len(sorted_dates)
|
||||
offset = (page - 1) * limit
|
||||
paginated_dates = sorted_dates[offset:offset + limit]
|
||||
|
||||
data = [daily_data[d] for d in paginated_dates]
|
||||
|
||||
return {
|
||||
"data": data,
|
||||
"page": page,
|
||||
"limit": limit,
|
||||
"total": total_count,
|
||||
"total_pages": (total_count + limit - 1) // limit if limit > 0 else 0
|
||||
}
|
||||
|
||||
@staticmethod
|
||||
def get_hourly_details(date: str) -> List[Dict]:
|
||||
"""
|
||||
获取指定日期的每小时详情
|
||||
|
||||
Args:
|
||||
date: 日期 (YYYY-MM-DD, CST 北京时间)
|
||||
"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
# 按 CST 日期筛选,并获取 CST 小时
|
||||
cursor.execute("""
|
||||
SELECT
|
||||
*,
|
||||
HOUR(CONVERT_TZ(timestamp, '+00:00', '+08:00')) as hour_cst,
|
||||
CONVERT_TZ(timestamp, '+00:00', '+08:00') as timestamp_cst_dt
|
||||
FROM model_predictions
|
||||
WHERE DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) = %s
|
||||
ORDER BY hour_cst, model_name
|
||||
""", (date,))
|
||||
|
||||
rows = cursor.fetchall()
|
||||
|
||||
# 按 CST 小时重组数据
|
||||
hourly_data = {}
|
||||
for row in rows:
|
||||
row_dict = _dict_from_row(row)
|
||||
hour_cst = row_dict['hour_cst'] # 使用 CST 小时
|
||||
if hour_cst not in hourly_data:
|
||||
# 将 timestamp 转换为 CST 时间字符串
|
||||
timestamp_cst = convert_to_cst(row_dict.get('timestamp', ''))
|
||||
hourly_data[hour_cst] = {
|
||||
"hour": hour_cst, # 返回 CST 小时
|
||||
"timestamp_et": row_dict['timestamp_et'],
|
||||
"timestamp_cst": timestamp_cst,
|
||||
"open_price": row_dict['open_price'],
|
||||
"close_price": row_dict['close_price'],
|
||||
"actual_result": row_dict['actual_result'],
|
||||
"models": {}
|
||||
}
|
||||
|
||||
model = row_dict['model_name']
|
||||
hourly_data[hour_cst]["models"][model] = {
|
||||
"prediction": row_dict['prediction'],
|
||||
"probability": row_dict['probability'],
|
||||
"is_correct": row_dict['is_correct']
|
||||
}
|
||||
|
||||
# 按 CST 小时排序返回
|
||||
return [hourly_data[h] for h in sorted(hourly_data.keys())]
|
||||
|
||||
@staticmethod
|
||||
def get_missing_hours(date: str, model_name: str) -> List[int]:
|
||||
"""
|
||||
获取指定日期缺少预测的小时列表
|
||||
|
||||
Args:
|
||||
date: 日期 (YYYY-MM-DD)
|
||||
model_name: 模型名称
|
||||
|
||||
Returns:
|
||||
缺少预测的小时列表
|
||||
"""
|
||||
with get_db_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute("""
|
||||
SELECT hour FROM model_predictions
|
||||
WHERE date = %s AND model_name = %s
|
||||
""", (date, model_name))
|
||||
|
||||
rows = cursor.fetchall()
|
||||
existing_hours = {row['hour'] for row in rows}
|
||||
all_hours = set(range(24))
|
||||
|
||||
return sorted(list(all_hours - existing_hours))
|
||||
@@ -0,0 +1,483 @@
|
||||
"""
|
||||
预测服务 - DLinear 和 TTM-R2 模型预测
|
||||
"""
|
||||
import os
|
||||
import sys
|
||||
import pickle
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Optional, List, Dict, Tuple
|
||||
from zoneinfo import ZoneInfo
|
||||
|
||||
import torch
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import pandas_ta as ta
|
||||
from sklearn.preprocessing import StandardScaler
|
||||
|
||||
# 添加项目路径
|
||||
sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
|
||||
|
||||
from data.fetcher import BinanceDataFetcher
|
||||
from api.models import PredictionModel
|
||||
|
||||
|
||||
class ClassificationPreprocessor:
|
||||
"""DLinear分类预处理器"""
|
||||
|
||||
def __init__(self, lookback: int = 168, forecast_horizon: int = 1):
|
||||
self.lookback = lookback
|
||||
self.forecast_horizon = forecast_horizon
|
||||
self.scaler = StandardScaler()
|
||||
self.is_fitted = False
|
||||
|
||||
def add_features(self, df: pd.DataFrame) -> pd.DataFrame:
|
||||
df = df.copy()
|
||||
df['rsi'] = ta.rsi(df['close'], length=14)
|
||||
macd = ta.macd(df['close'])
|
||||
if macd is not None and not macd.empty:
|
||||
df['macd'] = macd.iloc[:, 0]
|
||||
df['macd_hist'] = macd.iloc[:, 1]
|
||||
df['macd_signal'] = macd.iloc[:, 2]
|
||||
return df
|
||||
|
||||
def create_labels(self, df: pd.DataFrame) -> pd.DataFrame:
|
||||
df = df.copy()
|
||||
df['future_price'] = df['close'].shift(-self.forecast_horizon)
|
||||
df['future_return'] = (df['future_price'] - df['close']) / df['close']
|
||||
df['label'] = (df['future_return'] > 0).astype(int)
|
||||
return df[:-self.forecast_horizon]
|
||||
|
||||
def preprocess(self, df: pd.DataFrame, fit: bool = True):
|
||||
df = self.add_features(df)
|
||||
df = self.create_labels(df)
|
||||
df = df.dropna().reset_index(drop=True)
|
||||
|
||||
feature_cols = ['open', 'high', 'low', 'close', 'volume',
|
||||
'rsi', 'macd', 'macd_hist', 'macd_signal']
|
||||
|
||||
if fit:
|
||||
scaled_features = self.scaler.fit_transform(df[feature_cols])
|
||||
self.is_fitted = True
|
||||
self.feature_columns = feature_cols
|
||||
else:
|
||||
scaled_features = self.scaler.transform(df[feature_cols])
|
||||
|
||||
X, y = [], []
|
||||
for i in range(len(scaled_features) - self.lookback):
|
||||
X.append(scaled_features[i:i + self.lookback])
|
||||
y.append(df['label'].iloc[i + self.lookback])
|
||||
|
||||
return np.array(X), np.array(y), df
|
||||
|
||||
|
||||
class CustomUnpickler(pickle.Unpickler):
|
||||
"""自定义反序列化器,用于处理 __main__ 模块的类"""
|
||||
def find_class(self, module, name):
|
||||
if module == "__main__":
|
||||
if name == "ClassificationPreprocessor":
|
||||
return ClassificationPreprocessor
|
||||
return super().find_class(module, name)
|
||||
|
||||
|
||||
class PredictionService:
|
||||
"""预测服务 - 管理 DLinear 和 TTM-R2 模型"""
|
||||
|
||||
# 类级别的锁,确保多个请求不会同时生成预测
|
||||
_prediction_lock = None
|
||||
|
||||
def __init__(self):
|
||||
import threading
|
||||
import platform
|
||||
# 初始化锁
|
||||
if PredictionService._prediction_lock is None:
|
||||
PredictionService._prediction_lock = threading.Lock()
|
||||
|
||||
# 设备选择:macOS 用 MPS,Windows/Linux 用 CPU
|
||||
if platform.system() == 'Darwin': # macOS
|
||||
self.device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
|
||||
else: # Windows / Linux
|
||||
self.device = torch.device('cpu')
|
||||
print(f"使用设备: {self.device}")
|
||||
|
||||
self.et_tz = ZoneInfo('America/New_York')
|
||||
self.fetcher = BinanceDataFetcher()
|
||||
|
||||
# 模型和预处理器
|
||||
self.dlinear_model = None
|
||||
self.dlinear_preprocessor = None
|
||||
self.ttm_model = None
|
||||
|
||||
# 记录正在处理的日期和月份,避免重复处理
|
||||
self._processing_dates = set()
|
||||
self._processing_months = set()
|
||||
|
||||
self._load_models()
|
||||
|
||||
def _load_models(self):
|
||||
"""加载模型"""
|
||||
print("正在加载预测模型...")
|
||||
|
||||
# 加载 DLinear
|
||||
from models.dlinear.model import DLinear
|
||||
|
||||
dlinear_path = './models/checkpoints/dlinear_classification_2026/best_model.pt'
|
||||
preprocessor_path = './models/checkpoints/dlinear_classification_2026/preprocessor.pkl'
|
||||
|
||||
checkpoint = torch.load(dlinear_path, map_location=self.device, weights_only=False)
|
||||
self.dlinear_model = DLinear(checkpoint['config'])
|
||||
self.dlinear_model.load_state_dict(checkpoint['model_state_dict'])
|
||||
self.dlinear_model = self.dlinear_model.to(self.device).eval()
|
||||
|
||||
with open(preprocessor_path, 'rb') as f:
|
||||
try:
|
||||
self.dlinear_preprocessor = pickle.load(f)
|
||||
except AttributeError:
|
||||
f.seek(0)
|
||||
self.dlinear_preprocessor = CustomUnpickler(f).load()
|
||||
|
||||
print(f" ✓ DLinear 已加载")
|
||||
|
||||
# 加载 TTM-R2
|
||||
from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
|
||||
|
||||
self.ttm_model = TinyTimeMixerForPrediction.from_pretrained(
|
||||
"ibm-granite/granite-timeseries-ttm-r2",
|
||||
trust_remote_code=True
|
||||
)
|
||||
self.ttm_model = self.ttm_model.to(self.device).eval()
|
||||
|
||||
print(f" ✓ TTM-R2 已加载")
|
||||
print(f" 设备: {self.device}")
|
||||
|
||||
def _get_btc_data(self, days: int = 30) -> pd.DataFrame:
|
||||
"""获取BTC历史数据"""
|
||||
end_date = (datetime.now() + timedelta(days=1)).strftime('%Y-%m-%d')
|
||||
start_date = (datetime.now() - timedelta(days=days)).strftime('%Y-%m-%d')
|
||||
|
||||
df = self.fetcher.fetch_ohlcv(
|
||||
symbol='BTC',
|
||||
timeframe='1h',
|
||||
start_date=start_date,
|
||||
end_date=end_date,
|
||||
use_cache=False
|
||||
)
|
||||
return df
|
||||
|
||||
def predict_dlinear(self, df: pd.DataFrame) -> Tuple[int, float]:
|
||||
"""
|
||||
使用 DLinear 预测下一小时的涨跌
|
||||
|
||||
输入: df 包含历史K线数据 (最后一行是最新的已完成K线)
|
||||
输出: 预测下一小时相对于 df 最后一行收盘价的涨跌
|
||||
|
||||
Returns:
|
||||
(prediction, probability): 预测结果(0=跌, 1=涨)和概率
|
||||
"""
|
||||
# 预处理: 使用全部数据,不去掉最后一行
|
||||
X, _, _ = self.dlinear_preprocessor.preprocess(df, fit=False)
|
||||
|
||||
if len(X) == 0:
|
||||
return 0, 0.5
|
||||
|
||||
# 取最后一个窗口进行预测
|
||||
X_last = torch.FloatTensor(X[-1:]).to(self.device)
|
||||
|
||||
with torch.no_grad():
|
||||
logits = self.dlinear_model(X_last).cpu().numpy()
|
||||
prob = 1 / (1 + np.exp(-logits))
|
||||
prediction = int(prob.item() > 0.5)
|
||||
probability = float(prob.item())
|
||||
|
||||
return prediction, probability
|
||||
|
||||
def predict_ttm(self, df: pd.DataFrame) -> Tuple[int, float]:
|
||||
"""
|
||||
使用 TTM-R2 预测下一小时的涨跌
|
||||
|
||||
输入: df 包含历史K线数据 (最后一行是最新的已完成K线)
|
||||
输出: 预测下一小时相对于 df 最后一行收盘价的涨跌
|
||||
|
||||
Returns:
|
||||
(prediction, probability): 预测结果(0=跌, 1=涨)和概率
|
||||
"""
|
||||
context_length = 512
|
||||
all_prices = df['close'].values
|
||||
|
||||
# 使用最后 context_length 个价格
|
||||
if len(all_prices) >= context_length:
|
||||
context_data = all_prices[-context_length:].reshape(1, -1, 1)
|
||||
else:
|
||||
# 数据不足,用最后一个价格填充
|
||||
padded = np.full(context_length, all_prices[-1])
|
||||
padded[-len(all_prices):] = all_prices
|
||||
context_data = padded.reshape(1, -1, 1)
|
||||
|
||||
# 基准价格: 最后一行的收盘价 (即预测目标小时的前一小时收盘价)
|
||||
base_price = float(df['close'].iloc[-1])
|
||||
|
||||
context_tensor = torch.FloatTensor(context_data).to(self.device)
|
||||
|
||||
with torch.no_grad():
|
||||
output = self.ttm_model(context_tensor)
|
||||
pred_price = output.prediction_outputs.cpu().numpy()[0, 0, 0]
|
||||
|
||||
# 判断涨跌: 预测价格 vs 基准价格
|
||||
prediction = 1 if pred_price > base_price else 0
|
||||
|
||||
# 计算伪概率: 基于价格变化百分比
|
||||
price_pct = (pred_price - base_price) / base_price
|
||||
# 将价格变化百分比映射到概率 (sigmoid)
|
||||
probability = 1 / (1 + np.exp(-price_pct * 100))
|
||||
|
||||
return prediction, float(probability)
|
||||
|
||||
def predict_current_hour(self) -> Dict:
|
||||
"""
|
||||
预测当前小时的涨跌
|
||||
|
||||
逻辑:
|
||||
- 获取最新的K线数据 (最后一行是最新已完成的K线)
|
||||
- 预测下一小时相对于最后一行收盘价的涨跌
|
||||
|
||||
Returns:
|
||||
预测结果字典
|
||||
"""
|
||||
df = self._get_btc_data()
|
||||
|
||||
# 获取当前时间 (美东)
|
||||
now_et = datetime.now(self.et_tz)
|
||||
current_date = now_et.strftime('%Y-%m-%d')
|
||||
current_hour = now_et.hour
|
||||
|
||||
# 最后一个已完成的K线信息 (作为预测基准)
|
||||
last_timestamp = df['timestamp'].iloc[-1]
|
||||
last_close = float(df['close'].iloc[-1])
|
||||
|
||||
# 当前正在形成的K线信息
|
||||
current_open = float(df['open'].iloc[-1])
|
||||
current_price = float(df['close'].iloc[-1]) # 当前价格
|
||||
|
||||
results = {
|
||||
"date": current_date,
|
||||
"hour": current_hour,
|
||||
"timestamp": str(last_timestamp),
|
||||
"base_price": last_close, # 预测基准价格
|
||||
"current_price": current_price,
|
||||
"models": {}
|
||||
}
|
||||
|
||||
# DLinear 预测 (预测下一小时相对于 last_close 的涨跌)
|
||||
dlinear_pred, dlinear_prob = self.predict_dlinear(df)
|
||||
results["models"]["DLinear"] = {
|
||||
"prediction": dlinear_pred,
|
||||
"probability": round(dlinear_prob, 4),
|
||||
"direction": "UP" if dlinear_pred == 1 else "DOWN"
|
||||
}
|
||||
|
||||
# TTM-R2 预测
|
||||
ttm_pred, ttm_prob = self.predict_ttm(df)
|
||||
results["models"]["TTM-R2"] = {
|
||||
"prediction": ttm_pred,
|
||||
"probability": round(ttm_prob, 4),
|
||||
"direction": "UP" if ttm_pred == 1 else "DOWN"
|
||||
}
|
||||
|
||||
return results
|
||||
|
||||
def ensure_predictions_for_date(self, date: str) -> None:
|
||||
"""
|
||||
确保指定日期有预测数据,如果没有则生成
|
||||
|
||||
Args:
|
||||
date: 日期 (YYYY-MM-DD)
|
||||
"""
|
||||
# 使用锁避免并发冲突
|
||||
with PredictionService._prediction_lock:
|
||||
# 检查是否正在处理该日期
|
||||
if date in self._processing_dates:
|
||||
return
|
||||
|
||||
# 标记正在处理
|
||||
self._processing_dates.add(date)
|
||||
|
||||
try:
|
||||
# 检查是否有缺失的小时
|
||||
for model_name in ["DLinear", "TTM-R2"]:
|
||||
missing_hours = PredictionModel.get_missing_hours(date, model_name)
|
||||
|
||||
if not missing_hours:
|
||||
continue
|
||||
|
||||
print(f"为 {date} 生成 {model_name} 预测 (缺失 {len(missing_hours)} 小时)...")
|
||||
|
||||
# 获取足够的历史数据
|
||||
target_date = datetime.strptime(date, '%Y-%m-%d')
|
||||
df = self._get_historical_data(target_date)
|
||||
|
||||
if df is None or len(df) < 200:
|
||||
print(f" 警告: 数据不足,无法为 {date} 生成预测")
|
||||
continue
|
||||
|
||||
# 为每个缺失的小时生成预测
|
||||
for hour in missing_hours:
|
||||
self._generate_prediction_for_hour(df, date, hour, model_name)
|
||||
finally:
|
||||
# 移除处理标记
|
||||
with PredictionService._prediction_lock:
|
||||
self._processing_dates.discard(date)
|
||||
|
||||
def _get_historical_data(self, target_date: datetime) -> Optional[pd.DataFrame]:
|
||||
"""获取指定日期的历史数据"""
|
||||
try:
|
||||
start_date = (target_date - timedelta(days=30)).strftime('%Y-%m-%d')
|
||||
end_date = (target_date + timedelta(days=2)).strftime('%Y-%m-%d')
|
||||
|
||||
df = self.fetcher.fetch_ohlcv(
|
||||
symbol='BTC',
|
||||
timeframe='1h',
|
||||
start_date=start_date,
|
||||
end_date=end_date,
|
||||
use_cache=True
|
||||
)
|
||||
return df
|
||||
except Exception as e:
|
||||
print(f"获取历史数据失败: {e}")
|
||||
return None
|
||||
|
||||
def _generate_prediction_for_hour(self, df: pd.DataFrame, date: str,
|
||||
hour: int, model_name: str) -> None:
|
||||
"""
|
||||
为指定小时生成预测
|
||||
|
||||
预测逻辑:
|
||||
- 预测目标: {date} {hour}:00 的K线收盘价涨跌
|
||||
- 输入数据: {hour-1}:00 及以前的K线数据 (不包含目标小时)
|
||||
- 涨跌判断: 预测价格 vs 前一小时收盘价 (即 {hour-1}:00 的 close)
|
||||
- 正确率验证: 目标小时的 close vs 前一小时的 close
|
||||
|
||||
Args:
|
||||
df: 历史K线数据 (UTC时间戳)
|
||||
date: 目标日期 (美东时间 YYYY-MM-DD)
|
||||
hour: 目标小时 (美东时间 0-23)
|
||||
model_name: 模型名称
|
||||
"""
|
||||
try:
|
||||
# 1. 构建目标时间 (美东时间 -> UTC)
|
||||
target_time_et = pd.Timestamp(f"{date} {hour:02d}:00:00", tz='America/New_York')
|
||||
target_time_utc = target_time_et.tz_convert('UTC').tz_localize(None)
|
||||
|
||||
# 2. 确保 timestamp 列是 datetime 类型
|
||||
if 'timestamp_dt' not in df.columns:
|
||||
df = df.copy()
|
||||
df['timestamp_dt'] = pd.to_datetime(df['timestamp'])
|
||||
|
||||
# 3. 找到目标小时的K线 (用于验证)
|
||||
target_mask = df['timestamp_dt'] == target_time_utc
|
||||
if not target_mask.any():
|
||||
# 目标小时数据不存在,跳过
|
||||
return
|
||||
|
||||
target_row = df[target_mask].iloc[0]
|
||||
target_open = float(target_row['open'])
|
||||
target_close = float(target_row['close'])
|
||||
|
||||
# 4. 找到前一小时的K线 (用于预测输入和基准价格)
|
||||
prev_time_utc = target_time_utc - pd.Timedelta(hours=1)
|
||||
prev_mask = df['timestamp_dt'] == prev_time_utc
|
||||
if not prev_mask.any():
|
||||
# 前一小时数据不存在,跳过
|
||||
return
|
||||
|
||||
prev_row = df[prev_mask].iloc[0]
|
||||
prev_close = float(prev_row['close'])
|
||||
|
||||
# 5. 获取预测输入数据: 前一小时及以前的所有数据
|
||||
input_mask = df['timestamp_dt'] <= prev_time_utc
|
||||
df_input = df[input_mask].copy()
|
||||
|
||||
if len(df_input) < 200:
|
||||
# 数据不足,跳过
|
||||
return
|
||||
|
||||
# 6. 调用模型预测
|
||||
if model_name == "DLinear":
|
||||
prediction, probability = self.predict_dlinear(df_input)
|
||||
else: # TTM-R2
|
||||
prediction, probability = self.predict_ttm(df_input)
|
||||
|
||||
# 7. 判断实际涨跌 (目标小时收盘价 vs 前一小时收盘价)
|
||||
actual_result = 1 if target_close > prev_close else 0
|
||||
|
||||
# 8. 判断预测是否正确
|
||||
is_correct = 1 if prediction == actual_result else 0
|
||||
|
||||
# 9. 保存预测结果
|
||||
prediction_data = {
|
||||
"timestamp": target_time_utc.isoformat(),
|
||||
"timestamp_et": target_time_et.isoformat(),
|
||||
"date": date,
|
||||
"hour": hour,
|
||||
"model_name": model_name,
|
||||
"prediction": prediction,
|
||||
"probability": probability,
|
||||
"actual_result": actual_result,
|
||||
"is_correct": is_correct,
|
||||
"open_price": target_open,
|
||||
"close_price": target_close
|
||||
}
|
||||
|
||||
PredictionModel.save_prediction(prediction_data)
|
||||
|
||||
except Exception as e:
|
||||
print(f"生成预测失败 ({date} {hour}:00 {model_name}): {e}")
|
||||
|
||||
def ensure_predictions_for_month(self, month: str) -> None:
|
||||
"""
|
||||
确保指定月份有预测数据
|
||||
|
||||
Args:
|
||||
month: 月份 (YYYY-MM)
|
||||
"""
|
||||
# 使用锁避免并发冲突
|
||||
with PredictionService._prediction_lock:
|
||||
# 检查是否正在处理该月份
|
||||
if month in self._processing_months:
|
||||
return
|
||||
|
||||
# 标记正在处理
|
||||
self._processing_months.add(month)
|
||||
|
||||
try:
|
||||
# 解析月份
|
||||
year, mon = map(int, month.split('-'))
|
||||
|
||||
# 计算该月的日期范围
|
||||
from calendar import monthrange
|
||||
_, last_day = monthrange(year, mon)
|
||||
|
||||
# 对于过去的日期,确保有预测数据
|
||||
today = datetime.now(self.et_tz).date()
|
||||
|
||||
for day in range(1, last_day + 1):
|
||||
date = f"{year}-{mon:02d}-{day:02d}"
|
||||
date_obj = datetime.strptime(date, '%Y-%m-%d').date()
|
||||
|
||||
# 只处理过去和今天的日期
|
||||
if date_obj <= today:
|
||||
self.ensure_predictions_for_date(date)
|
||||
finally:
|
||||
# 移除处理标记
|
||||
with PredictionService._prediction_lock:
|
||||
self._processing_months.discard(month)
|
||||
|
||||
|
||||
# 全局单例
|
||||
_prediction_service: Optional[PredictionService] = None
|
||||
|
||||
|
||||
def get_prediction_service() -> PredictionService:
|
||||
"""获取预测服务单例"""
|
||||
global _prediction_service
|
||||
if _prediction_service is None:
|
||||
_prediction_service = PredictionService()
|
||||
return _prediction_service
|
||||
@@ -0,0 +1,252 @@
|
||||
/**
|
||||
* BTC 预测交易看板 - Vue 3 应用
|
||||
*/
|
||||
const { createApp } = Vue;
|
||||
|
||||
const app = createApp({
|
||||
data() {
|
||||
return {
|
||||
// 状态
|
||||
loading: false,
|
||||
activeTab: 'trades',
|
||||
serverTime: '',
|
||||
|
||||
// 当前交易
|
||||
currentTrade: null,
|
||||
|
||||
// 交易历史
|
||||
tradeHistory: {
|
||||
data: [],
|
||||
page: 1,
|
||||
limit: 10,
|
||||
total: 0,
|
||||
total_pages: 0
|
||||
},
|
||||
tradeFilter: {
|
||||
month: '',
|
||||
day: ''
|
||||
},
|
||||
|
||||
// 准确率
|
||||
accuracyFilter: {
|
||||
month: this.getCurrentMonth()
|
||||
},
|
||||
monthlyStats: {},
|
||||
dailyStats: {
|
||||
data: [],
|
||||
page: 1,
|
||||
limit: 10,
|
||||
total: 0,
|
||||
total_pages: 0
|
||||
},
|
||||
|
||||
// 弹窗数据
|
||||
hourlyModal: {
|
||||
date: '',
|
||||
data: []
|
||||
}
|
||||
};
|
||||
},
|
||||
|
||||
mounted() {
|
||||
// 初始化月份筛选
|
||||
this.accuracyFilter.month = this.getCurrentMonth();
|
||||
|
||||
// 加载数据
|
||||
this.loadCurrentTrade();
|
||||
this.loadTradeHistory(1);
|
||||
|
||||
// 每分钟更新时间
|
||||
this.updateServerTime();
|
||||
setInterval(() => this.updateServerTime(), 60000);
|
||||
},
|
||||
|
||||
methods: {
|
||||
// ==================== 工具方法 ====================
|
||||
|
||||
getCurrentMonth() {
|
||||
const now = new Date();
|
||||
return `${now.getFullYear()}-${String(now.getMonth() + 1).padStart(2, '0')}`;
|
||||
},
|
||||
|
||||
updateServerTime() {
|
||||
const now = new Date();
|
||||
this.serverTime = now.toLocaleString('zh-CN', {
|
||||
year: 'numeric',
|
||||
month: '2-digit',
|
||||
day: '2-digit',
|
||||
hour: '2-digit',
|
||||
minute: '2-digit'
|
||||
});
|
||||
},
|
||||
|
||||
formatTime(timestamp, timestamp_cst) {
|
||||
// 优先使用后端返回的 CST 时间
|
||||
if (timestamp_cst) {
|
||||
return timestamp_cst;
|
||||
}
|
||||
if (!timestamp) return '-';
|
||||
const date = new Date(timestamp);
|
||||
return date.toLocaleString('zh-CN', {
|
||||
month: '2-digit',
|
||||
day: '2-digit',
|
||||
hour: '2-digit',
|
||||
minute: '2-digit'
|
||||
});
|
||||
},
|
||||
|
||||
formatPercent(value) {
|
||||
if (value === null || value === undefined) return '-';
|
||||
return `${(value * 100).toFixed(1)}%`;
|
||||
},
|
||||
|
||||
getPredictionClass(prediction) {
|
||||
if (prediction === 'UP') return 'text-success fw-bold';
|
||||
if (prediction === 'DOWN') return 'text-danger fw-bold';
|
||||
return '';
|
||||
},
|
||||
|
||||
getStatusClass(status) {
|
||||
switch (status) {
|
||||
case 'success': return 'text-success';
|
||||
case 'test': return 'text-info';
|
||||
case 'failure': return 'text-danger';
|
||||
default: return 'text-muted';
|
||||
}
|
||||
},
|
||||
|
||||
getStatusText(status) {
|
||||
switch (status) {
|
||||
case 'success': return '成功';
|
||||
case 'test': return '测试';
|
||||
case 'failure': return '失败';
|
||||
case 'in_progress': return '进行中';
|
||||
default: return status || '-';
|
||||
}
|
||||
},
|
||||
|
||||
getAccuracyClass(accuracy) {
|
||||
if (accuracy >= 60) return 'text-success fw-bold';
|
||||
if (accuracy >= 50) return 'text-warning';
|
||||
return 'text-danger';
|
||||
},
|
||||
|
||||
// ==================== API 调用 ====================
|
||||
|
||||
async fetchAPI(url) {
|
||||
try {
|
||||
const response = await fetch(url);
|
||||
const data = await response.json();
|
||||
if (!data.success) {
|
||||
console.error('API Error:', data);
|
||||
}
|
||||
return data;
|
||||
} catch (error) {
|
||||
console.error('Fetch Error:', error);
|
||||
return { success: false, error: error.message };
|
||||
}
|
||||
},
|
||||
|
||||
async loadCurrentTrade() {
|
||||
const data = await this.fetchAPI('/api/trades/current');
|
||||
if (data.success) {
|
||||
this.currentTrade = data.data;
|
||||
}
|
||||
},
|
||||
|
||||
async loadTradeHistory(page) {
|
||||
if (page < 1) return;
|
||||
|
||||
this.loading = true;
|
||||
|
||||
let url = `/api/trades/history?page=${page}&limit=${this.tradeHistory.limit}`;
|
||||
if (this.tradeFilter.month) {
|
||||
url += `&month=${this.tradeFilter.month}`;
|
||||
}
|
||||
if (this.tradeFilter.day) {
|
||||
url += `&day=${this.tradeFilter.day}`;
|
||||
}
|
||||
|
||||
const data = await this.fetchAPI(url);
|
||||
if (data.success) {
|
||||
this.tradeHistory = {
|
||||
data: data.data,
|
||||
page: data.page,
|
||||
limit: data.limit,
|
||||
total: data.total,
|
||||
total_pages: data.total_pages
|
||||
};
|
||||
}
|
||||
|
||||
this.loading = false;
|
||||
},
|
||||
|
||||
clearTradeFilter() {
|
||||
this.tradeFilter.month = '';
|
||||
this.tradeFilter.day = '';
|
||||
this.loadTradeHistory(1);
|
||||
},
|
||||
|
||||
async loadAccuracyData() {
|
||||
this.loading = true;
|
||||
|
||||
// 加载月度统计
|
||||
const monthlyData = await this.fetchAPI(
|
||||
`/api/accuracy/monthly?month=${this.accuracyFilter.month}`
|
||||
);
|
||||
if (monthlyData.success) {
|
||||
this.monthlyStats = monthlyData.data || {};
|
||||
}
|
||||
|
||||
// 加载每日统计
|
||||
await this.loadDailyStats(1);
|
||||
|
||||
this.loading = false;
|
||||
},
|
||||
|
||||
async loadDailyStats(page) {
|
||||
if (page < 1) return;
|
||||
|
||||
const data = await this.fetchAPI(
|
||||
`/api/accuracy/daily?month=${this.accuracyFilter.month}&page=${page}&limit=10`
|
||||
);
|
||||
|
||||
if (data.success) {
|
||||
this.dailyStats = {
|
||||
data: data.data,
|
||||
page: data.page,
|
||||
limit: data.limit,
|
||||
total: data.total,
|
||||
total_pages: data.total_pages
|
||||
};
|
||||
}
|
||||
},
|
||||
|
||||
async showHourlyDetails(date) {
|
||||
this.loading = true;
|
||||
this.hourlyModal.date = date;
|
||||
|
||||
const data = await this.fetchAPI(`/api/accuracy/hourly/${date}`);
|
||||
|
||||
if (data.success) {
|
||||
this.hourlyModal.data = data.data || [];
|
||||
}
|
||||
|
||||
this.loading = false;
|
||||
|
||||
// 显示弹窗
|
||||
const modal = new bootstrap.Modal(document.getElementById('hourlyModal'));
|
||||
modal.show();
|
||||
}
|
||||
},
|
||||
|
||||
watch: {
|
||||
activeTab(newTab) {
|
||||
if (newTab === 'accuracy' && !this.dailyStats.data.length) {
|
||||
this.loadAccuracyData();
|
||||
}
|
||||
}
|
||||
}
|
||||
});
|
||||
|
||||
app.mount('#app');
|
||||
@@ -0,0 +1,414 @@
|
||||
<!DOCTYPE html>
|
||||
<html lang="zh-CN">
|
||||
<head>
|
||||
<meta charset="UTF-8">
|
||||
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
||||
<title>BTC 预测交易看板</title>
|
||||
<!-- Bootstrap 5 CSS -->
|
||||
<link href="https://cdn.jsdelivr.net/npm/bootstrap@5.3.2/dist/css/bootstrap.min.css" rel="stylesheet">
|
||||
<!-- Bootstrap Icons -->
|
||||
<link href="https://cdn.jsdelivr.net/npm/bootstrap-icons@1.11.1/font/bootstrap-icons.css" rel="stylesheet">
|
||||
<!-- Custom CSS -->
|
||||
<link href="/static/style.css" rel="stylesheet">
|
||||
</head>
|
||||
<body>
|
||||
<div id="app">
|
||||
<!-- 导航栏 -->
|
||||
<nav class="navbar navbar-expand-lg navbar-dark bg-dark">
|
||||
<div class="container">
|
||||
<a class="navbar-brand" href="#">
|
||||
<i class="bi bi-currency-bitcoin"></i> BTC 预测交易看板
|
||||
</a>
|
||||
<span class="navbar-text text-light">
|
||||
<i class="bi bi-clock"></i> {{ serverTime }}
|
||||
</span>
|
||||
</div>
|
||||
</nav>
|
||||
|
||||
<!-- 主容器 -->
|
||||
<div class="container mt-4">
|
||||
<!-- Tab 导航 -->
|
||||
<ul class="nav nav-tabs mb-4" role="tablist">
|
||||
<li class="nav-item">
|
||||
<button class="nav-link" :class="{ active: activeTab === 'trades' }"
|
||||
@click="activeTab = 'trades'">
|
||||
<i class="bi bi-graph-up"></i> 交易详情
|
||||
</button>
|
||||
</li>
|
||||
<li class="nav-item">
|
||||
<button class="nav-link" :class="{ active: activeTab === 'accuracy' }"
|
||||
@click="activeTab = 'accuracy'">
|
||||
<i class="bi bi-bullseye"></i> 模型准确率
|
||||
</button>
|
||||
</li>
|
||||
</ul>
|
||||
|
||||
<!-- 交易详情 Tab -->
|
||||
<div v-show="activeTab === 'trades'">
|
||||
<!-- 当前交易卡片 -->
|
||||
<div class="card mb-4">
|
||||
<div class="card-header bg-primary text-white">
|
||||
<i class="bi bi-lightning-charge"></i> 当前小时交易
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div v-if="currentTrade" class="row">
|
||||
<div class="col-md-3">
|
||||
<div class="stat-card">
|
||||
<div class="stat-label">市场</div>
|
||||
<div class="stat-value small">{{ currentTrade.market_title || '-' }}</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-2">
|
||||
<div class="stat-card">
|
||||
<div class="stat-label">预测方向</div>
|
||||
<div class="stat-value" :class="getPredictionClass(currentTrade.prediction)">
|
||||
{{ currentTrade.prediction || '-' }}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-2">
|
||||
<div class="stat-card">
|
||||
<div class="stat-label">概率</div>
|
||||
<div class="stat-value">{{ formatPercent(currentTrade.probability) }}</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-2">
|
||||
<div class="stat-card">
|
||||
<div class="stat-label">价格</div>
|
||||
<div class="stat-value">${{ currentTrade.price?.toFixed(3) || '-' }}</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<div class="stat-card">
|
||||
<div class="stat-label">状态</div>
|
||||
<div class="stat-value" :class="getStatusClass(currentTrade.status)">
|
||||
{{ getStatusText(currentTrade.status) }}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
<div v-else class="text-center text-muted py-4">
|
||||
<i class="bi bi-inbox"></i> 暂无交易记录
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 历史交易 -->
|
||||
<div class="card">
|
||||
<div class="card-header d-flex justify-content-between align-items-center">
|
||||
<span><i class="bi bi-clock-history"></i> 历史交易记录</span>
|
||||
<div class="d-flex gap-2">
|
||||
<input type="month" class="form-control form-control-sm"
|
||||
v-model="tradeFilter.month" @change="loadTradeHistory(1)"
|
||||
style="width: 150px;">
|
||||
<input type="date" class="form-control form-control-sm"
|
||||
v-model="tradeFilter.day" @change="loadTradeHistory(1)"
|
||||
style="width: 150px;">
|
||||
<button class="btn btn-sm btn-outline-secondary" @click="clearTradeFilter">
|
||||
<i class="bi bi-x-circle"></i> 清除
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
<div class="card-body p-0">
|
||||
<div class="table-responsive">
|
||||
<table class="table table-hover table-striped mb-0">
|
||||
<thead class="table-light">
|
||||
<tr>
|
||||
<th>时间 (北京)</th>
|
||||
<th>市场</th>
|
||||
<th>预测</th>
|
||||
<th>概率</th>
|
||||
<th>价格</th>
|
||||
<th>状态</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr v-for="trade in tradeHistory.data" :key="trade.id">
|
||||
<td>{{ formatTime(trade.timestamp, trade.timestamp_cst) }}</td>
|
||||
<td class="text-truncate" style="max-width: 200px;">
|
||||
{{ trade.market_title }}
|
||||
</td>
|
||||
<td :class="getPredictionClass(trade.prediction)">
|
||||
<i :class="trade.prediction === 'UP' ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
|
||||
{{ trade.prediction }}
|
||||
</td>
|
||||
<td>{{ formatPercent(trade.probability) }}</td>
|
||||
<td>${{ trade.price?.toFixed(3) }}</td>
|
||||
<td :class="getStatusClass(trade.status)">
|
||||
{{ getStatusText(trade.status) }}
|
||||
</td>
|
||||
</tr>
|
||||
<tr v-if="!tradeHistory.data?.length">
|
||||
<td colspan="6" class="text-center text-muted py-4">
|
||||
暂无数据
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
<!-- 分页 -->
|
||||
<div class="card-footer d-flex justify-content-between align-items-center">
|
||||
<span class="text-muted">共 {{ tradeHistory.total }} 条</span>
|
||||
<nav>
|
||||
<ul class="pagination pagination-sm mb-0">
|
||||
<li class="page-item" :class="{ disabled: tradeHistory.page <= 1 }">
|
||||
<a class="page-link" href="#" @click.prevent="loadTradeHistory(tradeHistory.page - 1)">
|
||||
上一页
|
||||
</a>
|
||||
</li>
|
||||
<li class="page-item disabled">
|
||||
<span class="page-link">{{ tradeHistory.page }} / {{ tradeHistory.total_pages }}</span>
|
||||
</li>
|
||||
<li class="page-item" :class="{ disabled: tradeHistory.page >= tradeHistory.total_pages }">
|
||||
<a class="page-link" href="#" @click.prevent="loadTradeHistory(tradeHistory.page + 1)">
|
||||
下一页
|
||||
</a>
|
||||
</li>
|
||||
</ul>
|
||||
</nav>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 模型准确率 Tab -->
|
||||
<div v-show="activeTab === 'accuracy'">
|
||||
<!-- 月份筛选 -->
|
||||
<div class="mb-4">
|
||||
<div class="d-flex gap-2 align-items-center">
|
||||
<label class="form-label mb-0">选择月份:</label>
|
||||
<input type="month" class="form-control" v-model="accuracyFilter.month"
|
||||
@change="loadAccuracyData" style="width: 180px;">
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 当月汇总卡片 -->
|
||||
<div class="row mb-4">
|
||||
<!-- DLinear 卡片 -->
|
||||
<div class="col-md-6">
|
||||
<div class="card h-100 border-primary">
|
||||
<div class="card-header bg-primary text-white">
|
||||
<i class="bi bi-graph-up-arrow"></i> DLinear 模型
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div class="row text-center" v-if="monthlyStats.DLinear">
|
||||
<div class="col-3">
|
||||
<div class="stat-number">{{ monthlyStats.DLinear.total }}</div>
|
||||
<div class="stat-label">预测次数</div>
|
||||
</div>
|
||||
<div class="col-3">
|
||||
<div class="stat-number text-success">{{ monthlyStats.DLinear.correct }}</div>
|
||||
<div class="stat-label">正确</div>
|
||||
</div>
|
||||
<div class="col-3">
|
||||
<div class="stat-number text-danger">{{ monthlyStats.DLinear.incorrect }}</div>
|
||||
<div class="stat-label">错误</div>
|
||||
</div>
|
||||
<div class="col-3">
|
||||
<div class="stat-number text-primary">{{ monthlyStats.DLinear.accuracy }}%</div>
|
||||
<div class="stat-label">准确率</div>
|
||||
</div>
|
||||
</div>
|
||||
<div v-else class="text-center text-muted py-3">
|
||||
暂无数据
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- TTM-R2 卡片 -->
|
||||
<div class="col-md-6">
|
||||
<div class="card h-100 border-success">
|
||||
<div class="card-header bg-success text-white">
|
||||
<i class="bi bi-cpu"></i> TTM-R2 模型
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div class="row text-center" v-if="monthlyStats['TTM-R2']">
|
||||
<div class="col-3">
|
||||
<div class="stat-number">{{ monthlyStats['TTM-R2'].total }}</div>
|
||||
<div class="stat-label">预测次数</div>
|
||||
</div>
|
||||
<div class="col-3">
|
||||
<div class="stat-number text-success">{{ monthlyStats['TTM-R2'].correct }}</div>
|
||||
<div class="stat-label">正确</div>
|
||||
</div>
|
||||
<div class="col-3">
|
||||
<div class="stat-number text-danger">{{ monthlyStats['TTM-R2'].incorrect }}</div>
|
||||
<div class="stat-label">错误</div>
|
||||
</div>
|
||||
<div class="col-3">
|
||||
<div class="stat-number text-primary">{{ monthlyStats['TTM-R2'].accuracy }}%</div>
|
||||
<div class="stat-label">准确率</div>
|
||||
</div>
|
||||
</div>
|
||||
<div v-else class="text-center text-muted py-3">
|
||||
暂无数据
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 每日准确率表格 -->
|
||||
<div class="card">
|
||||
<div class="card-header">
|
||||
<i class="bi bi-calendar3"></i> 每日准确率
|
||||
</div>
|
||||
<div class="card-body p-0">
|
||||
<div class="table-responsive">
|
||||
<table class="table table-hover mb-0">
|
||||
<thead class="table-light">
|
||||
<tr>
|
||||
<th>日期 (北京)</th>
|
||||
<th>DLinear 预测</th>
|
||||
<th>DLinear 准确率</th>
|
||||
<th>TTM-R2 预测</th>
|
||||
<th>TTM-R2 准确率</th>
|
||||
<th>操作</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr v-for="day in dailyStats.data" :key="day.date">
|
||||
<td>{{ day.date }}</td>
|
||||
<td>
|
||||
<span v-if="day.DLinear">
|
||||
{{ day.DLinear.correct }}/{{ day.DLinear.total }}
|
||||
</span>
|
||||
<span v-else class="text-muted">-</span>
|
||||
</td>
|
||||
<td>
|
||||
<span v-if="day.DLinear" :class="getAccuracyClass(day.DLinear.accuracy)">
|
||||
{{ day.DLinear.accuracy }}%
|
||||
</span>
|
||||
<span v-else class="text-muted">-</span>
|
||||
</td>
|
||||
<td>
|
||||
<span v-if="day['TTM-R2']">
|
||||
{{ day['TTM-R2'].correct }}/{{ day['TTM-R2'].total }}
|
||||
</span>
|
||||
<span v-else class="text-muted">-</span>
|
||||
</td>
|
||||
<td>
|
||||
<span v-if="day['TTM-R2']" :class="getAccuracyClass(day['TTM-R2'].accuracy)">
|
||||
{{ day['TTM-R2'].accuracy }}%
|
||||
</span>
|
||||
<span v-else class="text-muted">-</span>
|
||||
</td>
|
||||
<td>
|
||||
<button class="btn btn-sm btn-outline-primary"
|
||||
@click="showHourlyDetails(day.date)">
|
||||
<i class="bi bi-eye"></i> 查看
|
||||
</button>
|
||||
</td>
|
||||
</tr>
|
||||
<tr v-if="!dailyStats.data?.length">
|
||||
<td colspan="6" class="text-center text-muted py-4">
|
||||
暂无数据
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
<!-- 分页 -->
|
||||
<div class="card-footer d-flex justify-content-between align-items-center">
|
||||
<span class="text-muted">共 {{ dailyStats.total }} 天</span>
|
||||
<nav>
|
||||
<ul class="pagination pagination-sm mb-0">
|
||||
<li class="page-item" :class="{ disabled: dailyStats.page <= 1 }">
|
||||
<a class="page-link" href="#" @click.prevent="loadDailyStats(dailyStats.page - 1)">
|
||||
上一页
|
||||
</a>
|
||||
</li>
|
||||
<li class="page-item disabled">
|
||||
<span class="page-link">{{ dailyStats.page }} / {{ dailyStats.total_pages }}</span>
|
||||
</li>
|
||||
<li class="page-item" :class="{ disabled: dailyStats.page >= dailyStats.total_pages }">
|
||||
<a class="page-link" href="#" @click.prevent="loadDailyStats(dailyStats.page + 1)">
|
||||
下一页
|
||||
</a>
|
||||
</li>
|
||||
</ul>
|
||||
</nav>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- 每小时详情弹窗 -->
|
||||
<div class="modal fade" id="hourlyModal" tabindex="-1">
|
||||
<div class="modal-dialog modal-lg modal-dialog-scrollable">
|
||||
<div class="modal-content">
|
||||
<div class="modal-header">
|
||||
<h5 class="modal-title">
|
||||
<i class="bi bi-clock"></i> {{ hourlyModal.date }} 每小时预测详情 (北京时间)
|
||||
</h5>
|
||||
<button type="button" class="btn-close" data-bs-dismiss="modal"></button>
|
||||
</div>
|
||||
<div class="modal-body p-0">
|
||||
<table class="table table-sm table-hover mb-0">
|
||||
<thead class="table-light sticky-top">
|
||||
<tr>
|
||||
<th>时间 (北京)</th>
|
||||
<th>实际涨跌</th>
|
||||
<th>DLinear</th>
|
||||
<th>TTM-R2</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
<tr v-for="hour in hourlyModal.data" :key="hour.hour">
|
||||
<td>{{ hour.timestamp_cst || (hour.hour + ':00') }}</td>
|
||||
<td :class="hour.actual_result === 1 ? 'text-success' : 'text-danger'">
|
||||
<i :class="hour.actual_result === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
|
||||
{{ hour.actual_result === 1 ? 'UP' : 'DOWN' }}
|
||||
</td>
|
||||
<td>
|
||||
<span v-if="hour.models?.DLinear"
|
||||
:class="hour.models.DLinear.is_correct ? 'text-success' : 'text-danger'">
|
||||
<i :class="hour.models.DLinear.prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
|
||||
{{ hour.models.DLinear.prediction === 1 ? 'UP' : 'DOWN' }}
|
||||
<i :class="hour.models.DLinear.is_correct ? 'bi-check-circle' : 'bi-x-circle'"></i>
|
||||
</span>
|
||||
<span v-else class="text-muted">-</span>
|
||||
</td>
|
||||
<td>
|
||||
<span v-if="hour.models?.['TTM-R2']"
|
||||
:class="hour.models['TTM-R2'].is_correct ? 'text-success' : 'text-danger'">
|
||||
<i :class="hour.models['TTM-R2'].prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
|
||||
{{ hour.models['TTM-R2'].prediction === 1 ? 'UP' : 'DOWN' }}
|
||||
<i :class="hour.models['TTM-R2'].is_correct ? 'bi-check-circle' : 'bi-x-circle'"></i>
|
||||
</span>
|
||||
<span v-else class="text-muted">-</span>
|
||||
</td>
|
||||
</tr>
|
||||
<tr v-if="!hourlyModal.data?.length">
|
||||
<td colspan="4" class="text-center text-muted py-4">
|
||||
暂无数据
|
||||
</td>
|
||||
</tr>
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
<div class="modal-footer">
|
||||
<button type="button" class="btn btn-secondary" data-bs-dismiss="modal">关闭</button>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Loading 遮罩 -->
|
||||
<div v-if="loading" class="loading-overlay">
|
||||
<div class="spinner-border text-primary" role="status">
|
||||
<span class="visually-hidden">加载中...</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<!-- Bootstrap 5 JS -->
|
||||
<script src="https://cdn.jsdelivr.net/npm/bootstrap@5.3.2/dist/js/bootstrap.bundle.min.js"></script>
|
||||
<!-- Vue 3 -->
|
||||
<script src="https://cdn.jsdelivr.net/npm/vue@3.4.15/dist/vue.global.prod.js"></script>
|
||||
<!-- App JS -->
|
||||
<script src="/static/app.js"></script>
|
||||
</body>
|
||||
</html>
|
||||
@@ -0,0 +1,202 @@
|
||||
/**
|
||||
* BTC 预测交易看板 - 自定义样式
|
||||
*/
|
||||
|
||||
/* 全局样式 */
|
||||
body {
|
||||
background-color: #f8f9fa;
|
||||
font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'Helvetica Neue', Arial, sans-serif;
|
||||
}
|
||||
|
||||
/* 导航栏 */
|
||||
.navbar-brand {
|
||||
font-weight: 600;
|
||||
}
|
||||
|
||||
.navbar-brand i {
|
||||
color: #f7931a;
|
||||
}
|
||||
|
||||
/* Tab 样式 */
|
||||
.nav-tabs .nav-link {
|
||||
color: #6c757d;
|
||||
border: none;
|
||||
padding: 0.75rem 1.5rem;
|
||||
}
|
||||
|
||||
.nav-tabs .nav-link.active {
|
||||
color: #0d6efd;
|
||||
border-bottom: 3px solid #0d6efd;
|
||||
background: transparent;
|
||||
}
|
||||
|
||||
.nav-tabs .nav-link:hover:not(.active) {
|
||||
border-bottom: 3px solid #dee2e6;
|
||||
}
|
||||
|
||||
/* 卡片样式 */
|
||||
.card {
|
||||
box-shadow: 0 0.125rem 0.25rem rgba(0, 0, 0, 0.075);
|
||||
border-radius: 0.5rem;
|
||||
}
|
||||
|
||||
.card-header {
|
||||
font-weight: 600;
|
||||
border-radius: 0.5rem 0.5rem 0 0 !important;
|
||||
}
|
||||
|
||||
/* 统计卡片 */
|
||||
.stat-card {
|
||||
padding: 1rem;
|
||||
text-align: center;
|
||||
background: #f8f9fa;
|
||||
border-radius: 0.5rem;
|
||||
height: 100%;
|
||||
}
|
||||
|
||||
.stat-label {
|
||||
font-size: 0.75rem;
|
||||
color: #6c757d;
|
||||
text-transform: uppercase;
|
||||
letter-spacing: 0.5px;
|
||||
margin-bottom: 0.25rem;
|
||||
}
|
||||
|
||||
.stat-value {
|
||||
font-size: 1.25rem;
|
||||
font-weight: 600;
|
||||
}
|
||||
|
||||
.stat-number {
|
||||
font-size: 1.75rem;
|
||||
font-weight: 700;
|
||||
}
|
||||
|
||||
/* 表格样式 */
|
||||
.table {
|
||||
margin-bottom: 0;
|
||||
}
|
||||
|
||||
.table th {
|
||||
font-weight: 600;
|
||||
font-size: 0.875rem;
|
||||
text-transform: uppercase;
|
||||
letter-spacing: 0.5px;
|
||||
color: #6c757d;
|
||||
border-bottom: 2px solid #dee2e6;
|
||||
}
|
||||
|
||||
.table td {
|
||||
vertical-align: middle;
|
||||
}
|
||||
|
||||
.table-hover tbody tr:hover {
|
||||
background-color: rgba(13, 110, 253, 0.05);
|
||||
}
|
||||
|
||||
/* 涨跌颜色 */
|
||||
.text-success {
|
||||
color: #198754 !important;
|
||||
}
|
||||
|
||||
.text-danger {
|
||||
color: #dc3545 !important;
|
||||
}
|
||||
|
||||
/* 分页 */
|
||||
.pagination {
|
||||
margin-bottom: 0;
|
||||
}
|
||||
|
||||
.page-link {
|
||||
color: #0d6efd;
|
||||
}
|
||||
|
||||
.page-item.disabled .page-link {
|
||||
color: #6c757d;
|
||||
}
|
||||
|
||||
/* Loading 遮罩 */
|
||||
.loading-overlay {
|
||||
position: fixed;
|
||||
top: 0;
|
||||
left: 0;
|
||||
width: 100%;
|
||||
height: 100%;
|
||||
background: rgba(255, 255, 255, 0.8);
|
||||
display: flex;
|
||||
align-items: center;
|
||||
justify-content: center;
|
||||
z-index: 9999;
|
||||
}
|
||||
|
||||
/* 弹窗 */
|
||||
.modal-content {
|
||||
border-radius: 0.5rem;
|
||||
}
|
||||
|
||||
.modal-header {
|
||||
background: #f8f9fa;
|
||||
border-radius: 0.5rem 0.5rem 0 0;
|
||||
}
|
||||
|
||||
/* 响应式调整 */
|
||||
@media (max-width: 768px) {
|
||||
.stat-card {
|
||||
margin-bottom: 1rem;
|
||||
}
|
||||
|
||||
.card-header .d-flex {
|
||||
flex-direction: column;
|
||||
gap: 0.5rem !important;
|
||||
}
|
||||
|
||||
.nav-tabs .nav-link {
|
||||
padding: 0.5rem 1rem;
|
||||
font-size: 0.875rem;
|
||||
}
|
||||
}
|
||||
|
||||
/* 准确率颜色 */
|
||||
.accuracy-high {
|
||||
color: #198754;
|
||||
font-weight: 600;
|
||||
}
|
||||
|
||||
.accuracy-medium {
|
||||
color: #fd7e14;
|
||||
font-weight: 600;
|
||||
}
|
||||
|
||||
.accuracy-low {
|
||||
color: #dc3545;
|
||||
font-weight: 600;
|
||||
}
|
||||
|
||||
/* 边框颜色增强 */
|
||||
.border-primary {
|
||||
border-color: #0d6efd !important;
|
||||
border-width: 2px !important;
|
||||
}
|
||||
|
||||
.border-success {
|
||||
border-color: #198754 !important;
|
||||
border-width: 2px !important;
|
||||
}
|
||||
|
||||
/* 按钮样式 */
|
||||
.btn-outline-primary:hover {
|
||||
color: #fff;
|
||||
}
|
||||
|
||||
/* 截断文本 */
|
||||
.text-truncate {
|
||||
overflow: hidden;
|
||||
text-overflow: ellipsis;
|
||||
white-space: nowrap;
|
||||
}
|
||||
|
||||
/* 间距调整 */
|
||||
.gap-2 {
|
||||
gap: 0.5rem !important;
|
||||
}
|
||||
@@ -175,9 +175,13 @@ class PolymarketBTCTrader:
|
||||
headers={'Accept-Encoding': 'identity'}
|
||||
)
|
||||
|
||||
# 设备
|
||||
self.device = torch.device('mps' if torch.backends.mps.is_available() else
|
||||
'cuda' if torch.cuda.is_available() else 'cpu')
|
||||
# 设备选择:macOS 用 MPS,Windows/Linux 用 CPU
|
||||
import platform
|
||||
if platform.system() == 'Darwin': # macOS
|
||||
self.device = torch.device('mps' if torch.backends.mps.is_available() else 'cpu')
|
||||
else: # Windows / Linux
|
||||
self.device = torch.device('cpu')
|
||||
print(f"使用设备: {self.device}")
|
||||
|
||||
# 加载模型
|
||||
self.model = None
|
||||
|
||||
+77
-59
@@ -1,139 +1,157 @@
|
||||
import sqlite3
|
||||
import pymysql
|
||||
import pandas as pd
|
||||
from pathlib import Path
|
||||
from typing import Optional, List, Tuple
|
||||
from typing import Optional
|
||||
from contextlib import contextmanager
|
||||
import os
|
||||
from dotenv import load_dotenv
|
||||
from sqlalchemy import create_engine, text
|
||||
|
||||
load_dotenv()
|
||||
|
||||
|
||||
class DatabaseManager:
|
||||
"""Manages SQLite database for storing OHLCV data."""
|
||||
"""管理 OHLCV 数据的 MySQL 数据库"""
|
||||
|
||||
def __init__(self, db_path: str = "./data/market_data.db"):
|
||||
self.db_path = Path(db_path)
|
||||
self.db_path.parent.mkdir(parents=True, exist_ok=True)
|
||||
def __init__(self, db_path: str = None):
|
||||
"""初始化数据库管理器 (db_path 参数已废弃,仅为兼容性保留)"""
|
||||
self._engine = None
|
||||
self.initialize_db()
|
||||
|
||||
def _get_sqlalchemy_engine(self):
|
||||
"""获取 SQLAlchemy 引擎(用于 pandas read_sql)"""
|
||||
if self._engine is None:
|
||||
host = os.getenv('MYSQL_HOST')
|
||||
port = os.getenv('MYSQL_PORT', 3306)
|
||||
user = os.getenv('MYSQL_USER')
|
||||
password = os.getenv('MYSQL_PASSWORD')
|
||||
database = os.getenv('MYSQL_DB')
|
||||
self._engine = create_engine(
|
||||
f"mysql+pymysql://{user}:{password}@{host}:{port}/{database}?charset=utf8mb4"
|
||||
)
|
||||
return self._engine
|
||||
|
||||
@contextmanager
|
||||
def get_connection(self):
|
||||
"""Context manager for database connection."""
|
||||
conn = sqlite3.connect(self.db_path)
|
||||
"""获取 MySQL 数据库连接"""
|
||||
conn = 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',
|
||||
)
|
||||
try:
|
||||
yield conn
|
||||
finally:
|
||||
conn.close()
|
||||
|
||||
def initialize_db(self):
|
||||
"""Create tables if they don't exist."""
|
||||
"""创建表(如果不存在)"""
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
|
||||
# Create OHLCV table
|
||||
# Composite primary key ensures uniqueness for a specific candle
|
||||
cursor.execute("""
|
||||
CREATE TABLE IF NOT EXISTS ohlcv (
|
||||
timestamp DATETIME,
|
||||
symbol TEXT,
|
||||
timeframe TEXT,
|
||||
open REAL,
|
||||
high REAL,
|
||||
low REAL,
|
||||
close REAL,
|
||||
volume REAL,
|
||||
PRIMARY KEY (symbol, timeframe, timestamp)
|
||||
)
|
||||
symbol VARCHAR(20),
|
||||
timeframe VARCHAR(10),
|
||||
open DOUBLE,
|
||||
high DOUBLE,
|
||||
low DOUBLE,
|
||||
close DOUBLE,
|
||||
volume DOUBLE,
|
||||
PRIMARY KEY (symbol, timeframe, timestamp),
|
||||
INDEX idx_ohlcv_time (symbol, timeframe, timestamp)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
|
||||
""")
|
||||
|
||||
# Create index for faster querying by time range
|
||||
cursor.execute("""
|
||||
CREATE INDEX IF NOT EXISTS idx_ohlcv_time
|
||||
ON ohlcv (symbol, timeframe, timestamp)
|
||||
""")
|
||||
|
||||
conn.commit()
|
||||
|
||||
def save_ohlcv(self, df: pd.DataFrame, symbol: str, timeframe: str):
|
||||
"""Save OHLCV data to database (Upsert)."""
|
||||
"""保存 OHLCV 数据到数据库 (Upsert)"""
|
||||
if df.empty:
|
||||
return
|
||||
|
||||
# Ensure timestamp is datetime
|
||||
# 确保 timestamp 是 datetime 类型
|
||||
df = df.copy()
|
||||
if not pd.api.types.is_datetime64_any_dtype(df['timestamp']):
|
||||
df['timestamp'] = pd.to_datetime(df['timestamp'])
|
||||
|
||||
# Convert to string for SQLite compatibility (ISO 8601)
|
||||
# 转换为字符串格式
|
||||
df['timestamp'] = df['timestamp'].dt.strftime('%Y-%m-%d %H:%M:%S')
|
||||
|
||||
# Add metadata columns if they don't exist
|
||||
# 添加元数据列
|
||||
if 'symbol' not in df.columns:
|
||||
df['symbol'] = symbol
|
||||
if 'timeframe' not in df.columns:
|
||||
df['timeframe'] = timeframe
|
||||
|
||||
# Prepare data for insertion (ensure order)
|
||||
records = df[['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']].to_records(index=False)
|
||||
cols = ['timestamp', 'symbol', 'timeframe', 'open', 'high', 'low', 'close', 'volume']
|
||||
data = [tuple(row) for row in df[cols].values]
|
||||
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
# efficiently insert or replace
|
||||
# sqlite3 adapter handles datetime objects correctly
|
||||
cursor.executemany("""
|
||||
INSERT OR REPLACE INTO ohlcv
|
||||
sql = """
|
||||
REPLACE INTO ohlcv
|
||||
(timestamp, symbol, timeframe, open, high, low, close, volume)
|
||||
VALUES (?, ?, ?, ?, ?, ?, ?, ?)
|
||||
""", records)
|
||||
VALUES (%s, %s, %s, %s, %s, %s, %s, %s)
|
||||
"""
|
||||
cursor.executemany(sql, data)
|
||||
conn.commit()
|
||||
|
||||
def get_ohlcv(self, symbol: str, timeframe: str, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
|
||||
"""Retrieve OHLCV data from database."""
|
||||
"""从数据库获取 OHLCV 数据"""
|
||||
|
||||
query = """
|
||||
SELECT timestamp, open, high, low, close, volume
|
||||
FROM ohlcv
|
||||
WHERE symbol = ? AND timeframe = ?
|
||||
WHERE symbol = :p0 AND timeframe = :p1
|
||||
"""
|
||||
params = [symbol, timeframe]
|
||||
params = {'p0': symbol, 'p1': timeframe}
|
||||
param_idx = 2
|
||||
|
||||
if start_date:
|
||||
query += " AND timestamp >= ?"
|
||||
params.append(start_date)
|
||||
query += f" AND timestamp >= :p{param_idx}"
|
||||
params[f'p{param_idx}'] = start_date
|
||||
param_idx += 1
|
||||
|
||||
if end_date:
|
||||
# Handle 'YYYY-MM-DD' vs full timestamp
|
||||
if len(str(end_date)) == 10: # YYYY-MM-DD
|
||||
query += " AND timestamp < date(?, '+1 day')"
|
||||
# 处理 'YYYY-MM-DD' 格式
|
||||
if len(str(end_date)) == 10:
|
||||
query += f" AND timestamp < DATE_ADD(:p{param_idx}, INTERVAL 1 DAY)"
|
||||
else:
|
||||
query += " AND timestamp <= ?"
|
||||
params.append(end_date)
|
||||
query += f" AND timestamp <= :p{param_idx}"
|
||||
params[f'p{param_idx}'] = end_date
|
||||
|
||||
query += " ORDER BY timestamp ASC"
|
||||
|
||||
with self.get_connection() as conn:
|
||||
df = pd.read_sql_query(query, conn, params=params, parse_dates=['timestamp'])
|
||||
engine = self._get_sqlalchemy_engine()
|
||||
with engine.connect() as conn:
|
||||
df = pd.read_sql_query(text(query), conn, params=params, parse_dates=['timestamp'])
|
||||
|
||||
return df
|
||||
|
||||
def get_latest_timestamp(self, symbol: str, timeframe: str) -> Optional[pd.Timestamp]:
|
||||
"""Get the latest timestamp for a symbol/timeframe."""
|
||||
"""获取指定 symbol/timeframe 的最新时间戳"""
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute("""
|
||||
SELECT MAX(timestamp)
|
||||
FROM ohlcv
|
||||
WHERE symbol = ? AND timeframe = ?
|
||||
WHERE symbol = %s AND timeframe = %s
|
||||
""", (symbol, timeframe))
|
||||
result = cursor.fetchone()
|
||||
|
||||
return pd.to_datetime(result[0]) if result[0] else None
|
||||
return pd.to_datetime(result[0]) if result and result[0] else None
|
||||
|
||||
def get_earliest_timestamp(self, symbol: str, timeframe: str) -> Optional[pd.Timestamp]:
|
||||
"""Get the earliest timestamp for a symbol/timeframe."""
|
||||
"""获取指定 symbol/timeframe 的最早时间戳"""
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute("""
|
||||
SELECT MIN(timestamp)
|
||||
FROM ohlcv
|
||||
WHERE symbol = ? AND timeframe = ?
|
||||
WHERE symbol = %s AND timeframe = %s
|
||||
""", (symbol, timeframe))
|
||||
result = cursor.fetchone()
|
||||
|
||||
return pd.to_datetime(result[0]) if result[0] else None
|
||||
return pd.to_datetime(result[0]) if result and result[0] else None
|
||||
Binary file not shown.
+52
-51
@@ -1,20 +1,32 @@
|
||||
import sqlite3
|
||||
import pymysql
|
||||
from datetime import datetime
|
||||
import json
|
||||
import os
|
||||
from contextlib import contextmanager
|
||||
from dotenv import load_dotenv
|
||||
|
||||
load_dotenv()
|
||||
|
||||
|
||||
class TradingDatabase:
|
||||
"""交易数据库管理类 - 用于记录交易历史和预测结果"""
|
||||
"""交易数据库管理类 - 用于记录交易历史和预测结果 (MySQL)"""
|
||||
|
||||
def __init__(self, db_path="trading_history.db"):
|
||||
self.db_path = db_path
|
||||
def __init__(self, db_path=None):
|
||||
"""初始化 (db_path 参数已废弃,仅为兼容性保留)"""
|
||||
self._init_db()
|
||||
|
||||
@contextmanager
|
||||
def get_connection(self):
|
||||
"""数据库连接上下文管理器"""
|
||||
conn = sqlite3.connect(self.db_path)
|
||||
"""获取 MySQL 数据库连接"""
|
||||
conn = 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
|
||||
)
|
||||
try:
|
||||
yield conn
|
||||
finally:
|
||||
@@ -24,49 +36,48 @@ 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,
|
||||
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 TEXT,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
|
||||
)
|
||||
raw_data JSON,
|
||||
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
|
||||
INDEX idx_market_slug (market_slug),
|
||||
INDEX idx_status (status)
|
||||
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
|
||||
''')
|
||||
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
|
||||
"""
|
||||
"""记录交易信息"""
|
||||
try:
|
||||
with self.get_connection() as conn:
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('''
|
||||
|
||||
timestamp = trade_data.get('timestamp', datetime.now().isoformat())
|
||||
raw_data_json = json.dumps(trade_data.get('raw_data', {}), ensure_ascii=False)
|
||||
|
||||
sql = '''
|
||||
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()),
|
||||
) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
|
||||
'''
|
||||
|
||||
cursor.execute(sql, (
|
||||
timestamp,
|
||||
trade_data.get('market_title'),
|
||||
trade_data.get('market_slug'),
|
||||
trade_data.get('model_name'),
|
||||
@@ -78,31 +89,21 @@ 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:
|
||||
print(f"写入数据库失败: {e}")
|
||||
|
||||
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
|
||||
"""
|
||||
"""检查指定市场是否已有成功交易记录"""
|
||||
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]
|
||||
sql = 'SELECT COUNT(*) as cnt FROM trades WHERE market_slug = %s AND status = %s'
|
||||
cursor.execute(sql, (market_slug, status))
|
||||
result = cursor.fetchone()
|
||||
count = result['cnt'] if result else 0
|
||||
return count > 0
|
||||
except Exception as e:
|
||||
print(f"检查已存在交易失败: {e}")
|
||||
|
||||
@@ -0,0 +1,295 @@
|
||||
# Windows 环境安装指南
|
||||
|
||||
本指南帮助您在 Windows 系统上部署加密货币预测系统。
|
||||
|
||||
---
|
||||
|
||||
## 一、前置要求
|
||||
|
||||
- Windows 10/11 (64位)
|
||||
- 至少 8GB 内存
|
||||
- 至少 10GB 可用磁盘空间
|
||||
- 网络连接(需访问 GitHub、PyPI、Binance API)
|
||||
|
||||
---
|
||||
|
||||
## 二、安装 Miniconda
|
||||
|
||||
### 1. 下载 Miniconda
|
||||
|
||||
访问 [Miniconda 官网](https://docs.conda.io/en/latest/miniconda.html) 下载 Windows 64-bit 安装包,或直接下载:
|
||||
|
||||
```
|
||||
https://repo.anaconda.com/miniconda/Miniconda3-latest-Windows-x86_64.exe
|
||||
```
|
||||
|
||||
### 2. 安装
|
||||
|
||||
1. 双击运行安装程序
|
||||
2. 选择 "Just Me" (仅为当前用户安装)
|
||||
3. 安装路径建议使用默认值或 `C:\Miniconda3`
|
||||
4. **重要**:勾选 "Add Miniconda3 to my PATH environment variable"
|
||||
5. 完成安装
|
||||
|
||||
### 3. 验证安装
|
||||
|
||||
打开 **命令提示符 (CMD)** 或 **PowerShell**:
|
||||
|
||||
```powershell
|
||||
conda --version
|
||||
# 应显示类似: conda 24.x.x
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 三、创建 Conda 环境
|
||||
|
||||
### 1. 创建 Python 3.12 环境
|
||||
|
||||
```powershell
|
||||
conda create -n crypto_pred_312 python=3.12 -y
|
||||
```
|
||||
|
||||
### 2. 激活环境
|
||||
|
||||
```powershell
|
||||
conda activate crypto_pred_312
|
||||
```
|
||||
|
||||
激活后,命令行前缀应显示 `(crypto_pred_312)`
|
||||
|
||||
---
|
||||
|
||||
## 四、克隆项目
|
||||
|
||||
### 1. 安装 Git (如未安装)
|
||||
|
||||
下载并安装 [Git for Windows](https://git-scm.com/download/win)
|
||||
|
||||
### 2. 克隆仓库
|
||||
|
||||
```powershell
|
||||
cd C:\Projects # 或您喜欢的目录
|
||||
git clone http://192.168.50.24:3000/subuhui/crpto_predictor.git
|
||||
cd crpto_predictor
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 五、安装依赖
|
||||
|
||||
### 1. 安装 PyTorch (CPU 版本)
|
||||
|
||||
```powershell
|
||||
# CPU 版本 PyTorch(Windows 不使用 GPU)
|
||||
pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cpu
|
||||
```
|
||||
|
||||
### 2. 安装项目依赖
|
||||
|
||||
```powershell
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
|
||||
### 3. 安装 IBM 时序模型 (TTM-R2)
|
||||
|
||||
```powershell
|
||||
# PyPI 包名是 granite-tsfm,导入时用 tsfm_public
|
||||
pip install granite-tsfm
|
||||
```
|
||||
|
||||
验证安装:
|
||||
```powershell
|
||||
python -c "from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction; print('TTM-R2 安装成功')"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 六、配置环境变量
|
||||
|
||||
### 1. 复制环境变量模板
|
||||
|
||||
```powershell
|
||||
copy .env.example .env
|
||||
```
|
||||
|
||||
### 2. 编辑 .env 文件
|
||||
|
||||
使用记事本或 VSCode 编辑 `.env` 文件:
|
||||
|
||||
```ini
|
||||
# MySQL 数据库配置
|
||||
MYSQL_HOST=your_mysql_host
|
||||
MYSQL_PORT=3306
|
||||
MYSQL_USER=your_username
|
||||
MYSQL_PASSWORD=your_password
|
||||
MYSQL_DB=crypto_predictor
|
||||
|
||||
# Binance API (可选,用于实时数据)
|
||||
BINANCE_API_KEY=your_api_key
|
||||
BINANCE_API_SECRET=your_api_secret
|
||||
|
||||
# Polymarket 配置 (可选,用于自动交易)
|
||||
POLYMARKET_PRIVATE_KEY=your_private_key
|
||||
DRY_RUN=true # 设为 true 进行模拟交易
|
||||
|
||||
# 代理配置 (可选)
|
||||
USE_PROXY=false
|
||||
SOCKS5_PROXY=socks5://127.0.0.1:1080
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 七、数据库配置
|
||||
|
||||
### 1. 安装 MySQL
|
||||
|
||||
下载并安装 [MySQL Community Server](https://dev.mysql.com/downloads/mysql/)
|
||||
|
||||
或使用 Docker:
|
||||
```powershell
|
||||
docker run -d --name mysql -p 3306:3306 -e MYSQL_ROOT_PASSWORD=yourpassword mysql:8.0
|
||||
```
|
||||
|
||||
### 2. 创建数据库
|
||||
|
||||
```sql
|
||||
CREATE DATABASE crypto_predictor CHARACTER SET utf8mb4 COLLATE utf8mb4_unicode_ci;
|
||||
```
|
||||
|
||||
### 3. 初始化表结构
|
||||
|
||||
首次运行时会自动创建表,或手动执行:
|
||||
```powershell
|
||||
python -c "from api.models import init_model_predictions_table; from data.trading_db import TradingDatabase; TradingDatabase()"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 八、验证安装
|
||||
|
||||
### 1. 测试 PyTorch
|
||||
|
||||
```powershell
|
||||
python -c "import torch; print(f'PyTorch: {torch.__version__}'); print(f'Device: cpu')"
|
||||
```
|
||||
|
||||
### 2. 测试模型加载
|
||||
|
||||
```powershell
|
||||
python -c "from training.config import TrainingConfig; c = TrainingConfig(); print(f'Device: {c.get_device()}')"
|
||||
# 应输出: Device: cpu
|
||||
```
|
||||
|
||||
### 3. 测试数据库连接
|
||||
|
||||
```powershell
|
||||
python -c "from api.models import get_db_connection; conn = get_db_connection(); print('数据库连接成功!')"
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 九、运行系统
|
||||
|
||||
### 方式一:双击批处理脚本 (推荐)
|
||||
|
||||
双击项目根目录的 `start_system.bat`
|
||||
|
||||
### 方式二:PowerShell 脚本
|
||||
|
||||
```powershell
|
||||
.\start_system.ps1
|
||||
```
|
||||
|
||||
### 方式三:Python 脚本
|
||||
|
||||
```powershell
|
||||
python start_system.py
|
||||
```
|
||||
|
||||
### 方式四:分别启动
|
||||
|
||||
```powershell
|
||||
# 终端 1: API 服务
|
||||
python -m uvicorn api.main:app --host 0.0.0.0 --port 8000
|
||||
|
||||
# 终端 2: 自动交易
|
||||
python auto_trade_polymarket.py
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 十、访问系统
|
||||
|
||||
- **前端看板**: http://localhost:8000
|
||||
- **API 文档**: http://localhost:8000/docs
|
||||
|
||||
---
|
||||
|
||||
## 常见问题
|
||||
|
||||
### Q1: `conda activate` 不生效
|
||||
|
||||
在 PowerShell 中需要先初始化 conda:
|
||||
```powershell
|
||||
conda init powershell
|
||||
# 重启 PowerShell
|
||||
```
|
||||
|
||||
### Q2: pip 安装超时
|
||||
|
||||
使用国内镜像:
|
||||
```powershell
|
||||
pip install -r requirements.txt -i https://pypi.tuna.tsinghua.edu.cn/simple
|
||||
```
|
||||
|
||||
### Q3: PyTorch 安装失败
|
||||
|
||||
确保使用 CPU 版本的安装命令,不要安装 CUDA 版本。
|
||||
|
||||
### Q4: 数据库连接失败
|
||||
|
||||
1. 检查 MySQL 服务是否运行
|
||||
2. 检查 `.env` 中的数据库配置
|
||||
3. 检查防火墙是否允许 3306 端口
|
||||
|
||||
### Q5: 模型文件缺失
|
||||
|
||||
确保 `models/checkpoints/` 目录包含预训练模型文件。如缺失,联系管理员获取。
|
||||
|
||||
---
|
||||
|
||||
## 目录结构
|
||||
|
||||
```
|
||||
crpto_predictor/
|
||||
├── api/ # API 服务
|
||||
│ ├── main.py # FastAPI 入口
|
||||
│ ├── models.py # 数据库模型
|
||||
│ ├── prediction_service.py # 预测服务
|
||||
│ └── static/ # 前端静态文件
|
||||
├── models/ # 模型定义和权重
|
||||
│ ├── checkpoints/ # 模型权重文件
|
||||
│ └── dlinear/ # DLinear 模型
|
||||
├── data/ # 数据层
|
||||
├── training/ # 训练配置
|
||||
├── start_system.py # 跨平台启动脚本
|
||||
├── start_system.bat # Windows CMD 脚本
|
||||
├── start_system.ps1 # Windows PowerShell 脚本
|
||||
├── auto_trade_polymarket.py # 自动交易程序
|
||||
├── requirements.txt # 依赖列表
|
||||
└── .env # 环境变量 (需自行创建)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## 更新项目
|
||||
|
||||
```powershell
|
||||
git pull origin main
|
||||
pip install -r requirements.txt
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
*如有问题,请联系管理员。*
|
||||
@@ -0,0 +1,58 @@
|
||||
@echo off
|
||||
chcp 65001 >nul
|
||||
REM ============================================
|
||||
REM Windows 环境安装脚本
|
||||
REM 安装所有依赖和模型
|
||||
REM ============================================
|
||||
|
||||
echo ==========================================
|
||||
echo 加密货币预测系统 - Windows 安装脚本
|
||||
echo ==========================================
|
||||
echo.
|
||||
|
||||
REM 检查 conda
|
||||
where conda >nul 2>&1
|
||||
if %errorlevel% neq 0 (
|
||||
echo [错误] 未找到 conda
|
||||
echo 请先安装 Miniconda: https://docs.conda.io/en/latest/miniconda.html
|
||||
pause
|
||||
exit /b 1
|
||||
)
|
||||
|
||||
echo [1/6] 创建 conda 环境...
|
||||
call conda create -n crypto_pred_312 python=3.12 -y
|
||||
if %errorlevel% neq 0 (
|
||||
echo [警告] 环境可能已存在,继续...
|
||||
)
|
||||
|
||||
echo.
|
||||
echo [2/6] 激活环境...
|
||||
call conda activate crypto_pred_312
|
||||
|
||||
echo.
|
||||
echo [3/6] 安装 PyTorch (CPU 版本)...
|
||||
pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cpu
|
||||
|
||||
echo.
|
||||
echo [4/5] 安装项目依赖...
|
||||
pip install -r requirements.txt
|
||||
|
||||
echo.
|
||||
echo [5/5] 验证安装...
|
||||
python -c "import torch; print(f'PyTorch: {torch.__version__}')"
|
||||
python -c "from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction; print('TTM-R2: 已安装')"
|
||||
python -c "import pandas_ta; print('pandas-ta: 已安装')"
|
||||
python -c "from training.config import TrainingConfig; c=TrainingConfig(); print(f'设备: {c.get_device()}')"
|
||||
|
||||
echo.
|
||||
echo ==========================================
|
||||
echo 安装完成!
|
||||
echo ==========================================
|
||||
echo.
|
||||
echo 下一步:
|
||||
echo 1. 复制 .env.example 为 .env 并配置数据库
|
||||
echo 2. 双击 start_system.bat 启动系统
|
||||
echo 3. 访问 http://localhost:8000
|
||||
echo.
|
||||
|
||||
pause
|
||||
+54
-25
@@ -1,40 +1,69 @@
|
||||
# Core dependencies
|
||||
torch>=2.0.0
|
||||
torchvision
|
||||
torchaudio
|
||||
python-binance>=1.0.19
|
||||
# ==============================================
|
||||
# 加密货币预测系统依赖
|
||||
# Python 3.12 | 支持 macOS (MPS) 和 Windows (CPU)
|
||||
# ==============================================
|
||||
|
||||
# ----------------------------------------------
|
||||
# PyTorch (根据平台单独安装)
|
||||
# ----------------------------------------------
|
||||
# macOS: pip install torch torchvision torchaudio
|
||||
# Windows CPU: pip install torch torchvision torchaudio --index-url https://download.pytorch.org/whl/cpu
|
||||
# 注意:requirements.txt 中不包含 torch,需要手动安装
|
||||
|
||||
# ----------------------------------------------
|
||||
# 数据处理
|
||||
# ----------------------------------------------
|
||||
pandas>=2.0.0
|
||||
numpy>=1.24.0
|
||||
scikit-learn>=1.3.0
|
||||
pytz
|
||||
python-dotenv>=1.0.0
|
||||
|
||||
# ONNX
|
||||
onnx>=1.14.0
|
||||
onnxruntime>=1.15.0
|
||||
# ----------------------------------------------
|
||||
# 时序模型
|
||||
# ----------------------------------------------
|
||||
# IBM Granite TTM-R2 (导入名: tsfm_public)
|
||||
granite-tsfm>=0.3.0
|
||||
|
||||
# Model-specific dependencies
|
||||
darts>=0.27.0
|
||||
u8darts[torch]>=0.27.0
|
||||
tsfm_public>=0.2.0
|
||||
gluonts[torch]>=0.14.0
|
||||
# ----------------------------------------------
|
||||
# 技术指标
|
||||
# ----------------------------------------------
|
||||
pandas-ta>=0.3.14b
|
||||
|
||||
# API dependencies
|
||||
# ----------------------------------------------
|
||||
# API 服务
|
||||
# ----------------------------------------------
|
||||
fastapi>=0.104.0
|
||||
uvicorn[standard]>=0.24.0
|
||||
pydantic>=2.0.0
|
||||
python-multipart>=0.0.6
|
||||
|
||||
# Technical indicators
|
||||
pandas-ta>=0.3.14b
|
||||
# ----------------------------------------------
|
||||
# HTTP 客户端
|
||||
# ----------------------------------------------
|
||||
httpx>=0.25.0
|
||||
|
||||
# Development tools
|
||||
jupyter>=1.0.0
|
||||
matplotlib>=3.7.0
|
||||
seaborn>=0.12.0
|
||||
pytest>=7.4.0
|
||||
black>=23.0.0
|
||||
flake8>=6.0.0
|
||||
# ----------------------------------------------
|
||||
# 数据源
|
||||
# ----------------------------------------------
|
||||
python-binance>=1.0.19
|
||||
|
||||
# Utilities
|
||||
# ----------------------------------------------
|
||||
# 任务调度
|
||||
# ----------------------------------------------
|
||||
schedule>=1.2.0
|
||||
|
||||
# ----------------------------------------------
|
||||
# 数据库
|
||||
# ----------------------------------------------
|
||||
pymysql>=1.1.0
|
||||
cryptography>=41.0.0
|
||||
|
||||
# ----------------------------------------------
|
||||
# 环境变量
|
||||
# ----------------------------------------------
|
||||
python-dotenv>=1.0.0
|
||||
|
||||
# ----------------------------------------------
|
||||
# 进度条
|
||||
# ----------------------------------------------
|
||||
tqdm>=4.66.0
|
||||
@@ -1,67 +0,0 @@
|
||||
"""Migrate existing CSV cache data to SQLite database."""
|
||||
|
||||
import sys
|
||||
import os
|
||||
from pathlib import Path
|
||||
import re
|
||||
|
||||
# Add project root to path
|
||||
sys.path.append(str(Path(__file__).resolve().parent.parent))
|
||||
|
||||
import pandas as pd
|
||||
from data.database import DatabaseManager
|
||||
|
||||
def migrate():
|
||||
cache_dir = Path("./data/cache")
|
||||
db_path = cache_dir / "market_data.db"
|
||||
|
||||
print(f"Initializing database at {db_path}...")
|
||||
db_manager = DatabaseManager(str(db_path))
|
||||
|
||||
# Find all CSV files
|
||||
csv_files = list(cache_dir.glob("*.csv"))
|
||||
print(f"Found {len(csv_files)} CSV files to migrate.")
|
||||
|
||||
success_count = 0
|
||||
fail_count = 0
|
||||
|
||||
for csv_file in csv_files:
|
||||
try:
|
||||
filename = csv_file.name
|
||||
print(f"Processing {filename}...")
|
||||
|
||||
# Parse filename
|
||||
parts = filename.split('_')
|
||||
if len(parts) < 2:
|
||||
print(f" ⚠ Skipping {filename}: Invalid naming format")
|
||||
continue
|
||||
|
||||
symbol = parts[0]
|
||||
timeframe = parts[1]
|
||||
|
||||
# Validate symbol and timeframe (basic check)
|
||||
if timeframe not in ['1h', '15m']:
|
||||
# Relaxed check, just warning
|
||||
print(f" ℹ Note: Unfamiliar timeframe {timeframe} in {filename}")
|
||||
|
||||
# Read CSV
|
||||
df = pd.read_csv(csv_file)
|
||||
if 'timestamp' not in df.columns:
|
||||
print(f" ⚠ Skipping {filename}: No timestamp column")
|
||||
continue
|
||||
|
||||
# Save to DB
|
||||
db_manager.save_ohlcv(df, symbol, timeframe)
|
||||
print(f" ✓ Imported {len(df)} records for {symbol} {timeframe}")
|
||||
success_count += 1
|
||||
|
||||
except Exception as e:
|
||||
print(f" ❌ Error processing {csv_file.name}: {e}")
|
||||
fail_count += 1
|
||||
|
||||
print("\nMigration complete!")
|
||||
print(f"Successfully migrated: {success_count} files")
|
||||
print(f"Failed: {fail_count} files")
|
||||
|
||||
if __name__ == "__main__":
|
||||
migrate()
|
||||
@@ -0,0 +1,47 @@
|
||||
@echo off
|
||||
chcp 65001 >nul
|
||||
REM ============================================
|
||||
REM 系统启动脚本 (Windows)
|
||||
REM 启动 API 服务和自动交易程序
|
||||
REM ============================================
|
||||
|
||||
echo [%date% %time%] 正在启动系统...
|
||||
|
||||
REM 检查 conda 环境
|
||||
where conda >nul 2>&1
|
||||
if %errorlevel% neq 0 (
|
||||
echo [错误] 未找到 conda,请先安装 Anaconda 或 Miniconda
|
||||
pause
|
||||
exit /b 1
|
||||
)
|
||||
|
||||
REM 激活 conda 环境
|
||||
echo [%date% %time%] 激活 conda 环境: crypto_pred_312
|
||||
call conda activate crypto_pred_312
|
||||
if %errorlevel% neq 0 (
|
||||
echo [错误] 无法激活 conda 环境 crypto_pred_312
|
||||
echo 请先创建环境: conda create -n crypto_pred_312 python=3.12
|
||||
pause
|
||||
exit /b 1
|
||||
)
|
||||
|
||||
REM 启动 API 服务 (后台运行)
|
||||
echo [%date% %time%] 启动 API 服务...
|
||||
start "API服务" cmd /c "python -m uvicorn api.main:app --host 0.0.0.0 --port 8000"
|
||||
|
||||
REM 等待 API 启动
|
||||
timeout /t 3 /nobreak >nul
|
||||
|
||||
REM 启动自动交易程序 (后台运行)
|
||||
echo [%date% %time%] 启动自动交易程序...
|
||||
start "自动交易" cmd /c "python -u auto_trade_polymarket.py"
|
||||
|
||||
echo.
|
||||
echo ============================================
|
||||
echo 系统启动完成!
|
||||
echo 前端访问: http://localhost:8000
|
||||
echo 关闭窗口可停止对应服务
|
||||
echo ============================================
|
||||
echo.
|
||||
|
||||
pause
|
||||
@@ -0,0 +1,90 @@
|
||||
# ============================================
|
||||
# 系统启动脚本 (Windows PowerShell)
|
||||
# 启动 API 服务和自动交易程序
|
||||
# ============================================
|
||||
|
||||
$ErrorActionPreference = "Stop"
|
||||
|
||||
function Write-Log {
|
||||
param([string]$Message, [string]$Color = "White")
|
||||
$timestamp = Get-Date -Format "yyyy-MM-dd HH:mm:ss"
|
||||
Write-Host "[$timestamp] $Message" -ForegroundColor $Color
|
||||
}
|
||||
|
||||
Write-Log "正在启动系统..." "Yellow"
|
||||
|
||||
# 检查 conda
|
||||
$condaPath = Get-Command conda -ErrorAction SilentlyContinue
|
||||
if (-not $condaPath) {
|
||||
Write-Log "错误: 未找到 conda,请先安装 Anaconda 或 Miniconda" "Red"
|
||||
Read-Host "按回车键退出"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# 激活 conda 环境
|
||||
Write-Log "激活 conda 环境: crypto_pred_312" "Yellow"
|
||||
try {
|
||||
conda activate crypto_pred_312
|
||||
} catch {
|
||||
Write-Log "错误: 无法激活 conda 环境 crypto_pred_312" "Red"
|
||||
Write-Log "请先创建环境: conda create -n crypto_pred_312 python=3.12" "Yellow"
|
||||
Read-Host "按回车键退出"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# 启动 API 服务
|
||||
Write-Log "启动 API 服务..." "Yellow"
|
||||
$apiProcess = Start-Process -FilePath "python" `
|
||||
-ArgumentList "-m uvicorn api.main:app --host 0.0.0.0 --port 8000" `
|
||||
-PassThru -NoNewWindow
|
||||
|
||||
Write-Log "API 服务已启动 (PID: $($apiProcess.Id))" "Green"
|
||||
|
||||
# 等待 API 启动
|
||||
Start-Sleep -Seconds 3
|
||||
|
||||
# 启动自动交易程序
|
||||
Write-Log "启动自动交易程序..." "Yellow"
|
||||
$tradeProcess = Start-Process -FilePath "python" `
|
||||
-ArgumentList "-u auto_trade_polymarket.py" `
|
||||
-PassThru -NoNewWindow
|
||||
|
||||
Write-Log "自动交易程序已启动 (PID: $($tradeProcess.Id))" "Green"
|
||||
|
||||
Write-Host ""
|
||||
Write-Host "============================================" -ForegroundColor Cyan
|
||||
Write-Host " 系统启动完成!" -ForegroundColor Green
|
||||
Write-Host " 前端访问: http://localhost:8000" -ForegroundColor Green
|
||||
Write-Host " 按 Ctrl+C 停止所有服务" -ForegroundColor Yellow
|
||||
Write-Host "============================================" -ForegroundColor Cyan
|
||||
Write-Host ""
|
||||
|
||||
# 等待用户中断
|
||||
try {
|
||||
while ($true) {
|
||||
# 检查进程状态
|
||||
if ($apiProcess.HasExited) {
|
||||
Write-Log "API 服务意外退出" "Red"
|
||||
break
|
||||
}
|
||||
if ($tradeProcess.HasExited) {
|
||||
Write-Log "自动交易程序意外退出" "Red"
|
||||
break
|
||||
}
|
||||
Start-Sleep -Seconds 1
|
||||
}
|
||||
} finally {
|
||||
Write-Log "正在停止服务..." "Yellow"
|
||||
|
||||
if (-not $apiProcess.HasExited) {
|
||||
Stop-Process -Id $apiProcess.Id -Force -ErrorAction SilentlyContinue
|
||||
Write-Log "API 服务已停止" "Green"
|
||||
}
|
||||
|
||||
if (-not $tradeProcess.HasExited) {
|
||||
Stop-Process -Id $tradeProcess.Id -Force -ErrorAction SilentlyContinue
|
||||
Write-Log "自动交易程序已停止" "Green"
|
||||
}
|
||||
|
||||
Write-Log "所有服务已停止" "Green"
|
||||
}
|
||||
Executable
+137
@@ -0,0 +1,137 @@
|
||||
#!/usr/bin/env python3
|
||||
"""
|
||||
系统启动脚本
|
||||
同时启动:
|
||||
1. FastAPI 后端服务 (提供前端看板 API)
|
||||
2. Polymarket 自动交易程序
|
||||
|
||||
支持平台:macOS, Linux, Windows
|
||||
"""
|
||||
import subprocess
|
||||
import sys
|
||||
import time
|
||||
import signal
|
||||
import os
|
||||
import platform
|
||||
from datetime import datetime
|
||||
|
||||
# 检测操作系统
|
||||
IS_WINDOWS = platform.system() == 'Windows'
|
||||
|
||||
# 颜色代码 (Windows CMD 默认不支持 ANSI,但现代 Windows Terminal 支持)
|
||||
if IS_WINDOWS:
|
||||
# 尝试启用 Windows ANSI 支持
|
||||
try:
|
||||
import ctypes
|
||||
kernel32 = ctypes.windll.kernel32
|
||||
kernel32.SetConsoleMode(kernel32.GetStdHandle(-11), 7)
|
||||
ANSI_SUPPORTED = True
|
||||
except Exception:
|
||||
ANSI_SUPPORTED = False
|
||||
else:
|
||||
ANSI_SUPPORTED = True
|
||||
|
||||
if ANSI_SUPPORTED:
|
||||
GREEN = '\033[92m'
|
||||
YELLOW = '\033[93m'
|
||||
RED = '\033[91m'
|
||||
RESET = '\033[0m'
|
||||
else:
|
||||
GREEN = YELLOW = RED = RESET = ''
|
||||
|
||||
def log(message, color=RESET):
|
||||
timestamp = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
|
||||
print(f"{color}[{timestamp}] {message}{RESET}")
|
||||
|
||||
def start_process(command, name):
|
||||
"""启动子进程(跨平台兼容)"""
|
||||
log(f"正在启动 {name}...", YELLOW)
|
||||
try:
|
||||
if IS_WINDOWS:
|
||||
# Windows: 不使用 preexec_fn,使用 CREATE_NEW_PROCESS_GROUP
|
||||
process = subprocess.Popen(
|
||||
command,
|
||||
shell=True,
|
||||
stdout=sys.stdout,
|
||||
stderr=sys.stderr,
|
||||
creationflags=subprocess.CREATE_NEW_PROCESS_GROUP
|
||||
)
|
||||
else:
|
||||
# macOS / Linux: 使用 setsid 创建新进程组
|
||||
process = subprocess.Popen(
|
||||
command,
|
||||
shell=True,
|
||||
stdout=sys.stdout,
|
||||
stderr=sys.stderr,
|
||||
preexec_fn=os.setsid
|
||||
)
|
||||
log(f"{name} 已启动 (PID: {process.pid})", GREEN)
|
||||
return process
|
||||
except Exception as e:
|
||||
log(f"启动 {name} 失败: {e}", RED)
|
||||
return None
|
||||
|
||||
def terminate_process(process, name):
|
||||
"""终止进程(跨平台兼容)"""
|
||||
if process is None:
|
||||
return
|
||||
try:
|
||||
if IS_WINDOWS:
|
||||
# Windows: 使用 terminate() 或发送 CTRL_BREAK_EVENT
|
||||
process.terminate()
|
||||
else:
|
||||
# macOS / Linux: 终止整个进程组
|
||||
os.killpg(os.getpgid(process.pid), signal.SIGTERM)
|
||||
log(f"{name} 已停止", GREEN)
|
||||
except Exception as e:
|
||||
log(f"停止 {name} 时出错: {e}", RED)
|
||||
# 强制杀死
|
||||
try:
|
||||
process.kill()
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
def main():
|
||||
# 激活 Conda 环境
|
||||
# 注意:在子进程中直接使用当前已激活的 python 解释器路径,避免 conda activate 问题
|
||||
python_exec = sys.executable
|
||||
|
||||
# 1. 启动 API 服务 (Uvicorn)
|
||||
# 使用 --host 0.0.0.0 允许局域网访问
|
||||
api_cmd = f"{python_exec} -m uvicorn api.main:app --host 0.0.0.0 --port 8000"
|
||||
api_process = start_process(api_cmd, "API 服务 & 前端看板")
|
||||
|
||||
# 等待几秒确保 API 启动
|
||||
time.sleep(3)
|
||||
|
||||
# 2. 启动自动交易程序
|
||||
# 使用 -u 参数禁用输出缓冲
|
||||
trade_cmd = f"{python_exec} -u auto_trade_polymarket.py"
|
||||
trade_process = start_process(trade_cmd, "Polymarket 自动交易程序")
|
||||
|
||||
log("系统启动完成!", GREEN)
|
||||
log("前端访问地址: http://localhost:8000", GREEN)
|
||||
log("按 Ctrl+C 停止所有服务...", YELLOW)
|
||||
|
||||
try:
|
||||
# 监控子进程状态
|
||||
while True:
|
||||
if api_process and api_process.poll() is not None:
|
||||
log("API 服务意外退出", RED)
|
||||
break
|
||||
if trade_process and trade_process.poll() is not None:
|
||||
log("自动交易程序意外退出", RED)
|
||||
break
|
||||
time.sleep(1)
|
||||
|
||||
except KeyboardInterrupt:
|
||||
log("\n正在停止服务...", YELLOW)
|
||||
finally:
|
||||
# 优雅退出
|
||||
terminate_process(api_process, "API 服务")
|
||||
terminate_process(trade_process, "自动交易程序")
|
||||
|
||||
log("所有服务已停止", GREEN)
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
Binary file not shown.
+11
-6
@@ -38,18 +38,23 @@ class TrainingConfig:
|
||||
|
||||
Returns:
|
||||
Device string ('mps', 'cuda', or 'cpu')
|
||||
|
||||
Note:
|
||||
macOS 使用 MPS,Windows/Linux 使用 CPU
|
||||
"""
|
||||
import torch
|
||||
import platform
|
||||
|
||||
if self.device != 'auto':
|
||||
return self.device
|
||||
|
||||
# Auto-detect best available device
|
||||
if torch.backends.mps.is_available():
|
||||
return 'mps'
|
||||
elif torch.cuda.is_available():
|
||||
return 'cuda'
|
||||
else:
|
||||
# 根据操作系统选择设备:macOS 用 MPS,Windows/Linux 用 CPU
|
||||
if platform.system() == 'Darwin': # macOS
|
||||
if torch.backends.mps.is_available():
|
||||
return 'mps'
|
||||
else:
|
||||
return 'cpu'
|
||||
else: # Windows / Linux
|
||||
return 'cpu'
|
||||
|
||||
|
||||
|
||||
Reference in new issue
Block a user