merge: feature/websocket-kline-daily-log into main

.claude/settings.local.json

@@ -17,8 +17,7 @@
       "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor check-ignore -v test_dlinear_jan_2026_create_labels.py)",
       "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor status)",
       "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor diff)",
-      "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor log --oneline -5)",
-      "Bash(git checkout:*)"
+      "Bash(git -C /Users/xxz/PycharmProjects/crypto_predictor log --oneline -5)"
     ]
   }
 }

.env.example

@@ -5,10 +5,6 @@ BINANCE_API_URL=https://api.binance.com
 SOCKS5_PROXY=socks5://127.0.0.1:7890
 USE_PROXY=true
 
-# send_msg 独立代理（可选，优先级高于 SOCKS5_PROXY）
-# SEND_MSG_PROXY=socks5://127.0.0.1:7891
-# SEND_MSG_PROXY_PORT=7891
-
 # Data Configuration
 DATA_CACHE_DIR=./data/cache
 LOOKBACK_1H=168      # 1 week for 1h data
@@ -42,19 +38,6 @@ MYSQL_USER=user
 MYSQL_PASSWORD=password
 MYSQL_DB=crypto_predictor
 
-# Cloudflare D1 Backup Configuration
-# 开关：true 开启 MySQL -> D1 定时备份（每小时 :30）
-D1_BACKUP_ENABLED=false
-CF_D1_API_TOKEN=your_cloudflare_api_token
-CF_D1_ACCOUNT_ID=your_cloudflare_account_id
-CF_D1_DATABASE_ID=your_d1_database_id
-# 备份批大小（单次 SQL 插入的最大行数）
-D1_BACKUP_BATCH_SIZE=500
-# 单条 SQL 最大参数数（D1 限制差异较大，默认保守）
-D1_MAX_SQL_PARAMS=90
-# 指定备份表（逗号分隔）；留空时自动备份 MySQL 全部表
-D1_BACKUP_TABLES=ohlcv,hourly_model_predictions,trades
-
 # Polymarket Configuration
 POLYMARKET_PRIVATE_KEY=your_private_key_here
 POLYMARKET_API_KEY=your_api_key_here

api/polymarket_client.py

@@ -12,13 +12,9 @@ import httpx
 from typing import Optional, Dict, List, Any
 from dataclasses import dataclass
 from dotenv import load_dotenv
-from utils.network_proxy import apply_global_proxy_from_env, get_proxy_url
-from utils.project_logger import get_project_logger
 
 # 加载环境变量
 load_dotenv()
-apply_global_proxy_from_env()
-logger = get_project_logger("api.polymarket_client")
 
 
 @dataclass
@@ -40,6 +36,16 @@ class PolymarketClient:
     GAMMA_API = "https://gamma-api.polymarket.com"
     CLOB_API = "https://clob.polymarket.com"
 
+    @staticmethod
+    def _apply_global_proxy(proxy_url: str) -> None:
+        """统一设置代理环境变量，确保第三方网络库也走代理。"""
+        os.environ["HTTP_PROXY"] = proxy_url
+        os.environ["HTTPS_PROXY"] = proxy_url
+        os.environ["ALL_PROXY"] = proxy_url
+        os.environ["http_proxy"] = proxy_url
+        os.environ["https_proxy"] = proxy_url
+        os.environ["all_proxy"] = proxy_url
+    
     def __init__(self, private_key: Optional[str] = None):
         """
         初始化客户端
@@ -50,7 +56,8 @@ class PolymarketClient:
         self.private_key = private_key or os.getenv("POLYMARKET_PRIVATE_KEY")
         
         # 配置代理
-        proxy = get_proxy_url()
+        proxy = os.getenv("SOCKS5_PROXY", "socks5://127.0.0.1:7890")
+        self._apply_global_proxy(proxy)
         
         # HTTP客户端 - 禁用压缩避免brotli问题
         self.http = httpx.Client(
@@ -83,9 +90,9 @@ class PolymarketClient:
             # 获取或创建API凭证
             self.clob_client.set_api_creds(self.clob_client.create_or_derive_api_creds())
             
-            logger.info("CLOB客户端初始化成功")
+            print("✓ CLOB客户端初始化成功")
         except Exception as e:
-            logger.warning("CLOB客户端初始化失败: %s", e)
+            print(f"⚠️ CLOB客户端初始化失败: {e}")
             self.clob_client = None
     
     def search_markets(self, query: str = "BTC", limit: int = 20) -> List[Dict]:
@@ -115,7 +122,7 @@ class PolymarketClient:
             filtered = [m for m in markets if query.lower() in m.get("question", "").lower()]
             return filtered
         except Exception as e:
-            logger.error("搜索市场失败: %s", e)
+            print(f"搜索市场失败: {e}")
             return []
     
     def search_btc_1h_markets(self) -> List[Dict]:
@@ -154,7 +161,7 @@ class PolymarketClient:
             
             return btc_1h_markets
         except Exception as e:
-            logger.error("搜索BTC 1H市场失败: %s", e)
+            print(f"搜索BTC 1H市场失败: {e}")
             return []
     
     def get_market_info(self, condition_id: str) -> Optional[MarketInfo]:
@@ -183,7 +190,7 @@ class PolymarketClient:
                 end_date=data.get("endDate", ""),
             )
         except Exception as e:
-            logger.error("获取市场信息失败: %s", e)
+            print(f"获取市场信息失败: {e}")
             return None
     
     def get_orderbook(self, token_id: str) -> Dict:
@@ -204,7 +211,7 @@ class PolymarketClient:
             response.raise_for_status()
             return response.json()
         except Exception as e:
-            logger.error("获取订单簿失败: %s", e)
+            print(f"获取订单簿失败: {e}")
             return {}
     
     def get_price(self, token_id: str) -> Optional[float]:
@@ -226,7 +233,7 @@ class PolymarketClient:
             data = response.json()
             return float(data.get("price", 0))
         except Exception as e:
-            logger.error("获取价格失败: %s", e)
+            print(f"获取价格失败: {e}")
             return None
     
     def place_market_order(
@@ -247,7 +254,7 @@ class PolymarketClient:
             订单响应
         """
         if not self.clob_client:
-            logger.error("CLOB客户端未初始化，无法下单")
+            print("❌ CLOB客户端未初始化，无法下单")
             return None
         
         try:
@@ -264,10 +271,10 @@ class PolymarketClient:
             
             # 提交订单
             response = self.clob_client.post_order(order)
-            logger.info("订单已提交: %s", response)
+            print(f"✓ 订单已提交: {response}")
             return response
         except Exception as e:
-            logger.error("下单失败: %s", e)
+            print(f"❌ 下单失败: {e}")
             return None
     
     def place_limit_order(
@@ -290,7 +297,7 @@ class PolymarketClient:
             订单响应
         """
         if not self.clob_client:
-            logger.error("CLOB客户端未初始化，无法下单")
+            print("❌ CLOB客户端未初始化，无法下单")
             return None
         
         try:
@@ -308,10 +315,10 @@ class PolymarketClient:
             
             # 提交订单
             response = self.clob_client.post_order(order)
-            logger.info("限价单已提交: %s", response)
+            print(f"✓ 限价单已提交: {response}")
             return response
         except Exception as e:
-            logger.error("下单失败: %s", e)
+            print(f"❌ 下单失败: {e}")
             return None
     
     def get_positions(self) -> List[Dict]:
@@ -322,14 +329,14 @@ class PolymarketClient:
             仓位列表
         """
         if not self.clob_client:
-            logger.error("CLOB客户端未初始化")
+            print("❌ CLOB客户端未初始化")
             return []
         
         try:
             positions = self.clob_client.get_positions()
             return positions
         except Exception as e:
-            logger.error("获取仓位失败: %s", e)
+            print(f"获取仓位失败: {e}")
             return []
     
     def cancel_order(self, order_id: str) -> bool:
@@ -343,15 +350,15 @@ class PolymarketClient:
             是否成功
         """
         if not self.clob_client:
-            logger.error("CLOB客户端未初始化")
+            print("❌ CLOB客户端未初始化")
             return False
         
         try:
             self.clob_client.cancel(order_id)
-            logger.info("订单已取消: %s", order_id)
+            print(f"✓ 订单已取消: {order_id}")
             return True
         except Exception as e:
-            logger.error("取消订单失败: %s", e)
+            print(f"❌ 取消订单失败: {e}")
             return False
     
     def close(self):

cloudflare_pages/.wrangler/cache/pages.json

@@ -1,4 +0,0 @@
-{
-  "account_id": "7ea8a511cad4d467490fe36aa7d6638c",
-  "project_name": "trades"
-}

cloudflare_pages/.wrangler/cache/wrangler-account.json

@@ -1,6 +0,0 @@
-{
-  "account": {
-    "id": "7ea8a511cad4d467490fe36aa7d6638c",
-    "name": "Subuhuinew@gmail.com's Account"
-  }
-}

cloudflare_pages/README.md

@@ -1,41 +0,0 @@
-# Cloudflare Pages 看板
-
-本目录提供一个可直接部署到 Cloudflare Pages 的页面，数据源为 D1（由 MySQL 备份任务同步而来）。
-
-## 目录结构
-
-- `public/`：静态页面资源
-- `functions/api/`：Pages Functions，直接查询 D1
-
-## 必要前置
-
-1. 已在 D1 中有备份表：
-- `backup_trades`
-- `backup_hourly_model_predictions`
-
-2. Pages 项目绑定 D1（绑定名必须是 `DB`）
-
-## 本地开发
-
-```bash
-cd cloudflare_pages
-npx wrangler pages dev public --d1 DB=<你的D1数据库ID>
-```
-
-## 生产部署
-
-1. 在 Cloudflare Pages 新建项目，根目录设置为 `cloudflare_pages`
-2. Build command 留空
-3. Build output directory 设置为 `public`
-4. 在 Pages 项目 Settings -> Functions -> D1 bindings 中添加：
-- Variable name: `DB`
-- D1 database: 选择你的数据库
-
-## 页面接口
-
-- `/api/status`
-- `/api/trades/current`
-- `/api/trades/history?page=1&limit=15&month=YYYY-MM&day=YYYY-MM-DD`
-- `/api/accuracy/monthly?month=YYYY-MM`
-- `/api/accuracy/daily?month=YYYY-MM&page=1&limit=10`
-- `/api/accuracy/hourly/YYYY-MM-DD`

cloudflare_pages/functions/api/accuracy/daily.js

@@ -1,101 +0,0 @@
-function json(data, status = 200) {
-  return new Response(JSON.stringify(data), {
-    status,
-    headers: { "content-type": "application/json; charset=UTF-8" },
-  });
-}
-
-function toInt(v, d) {
-  const n = Number(v);
-  return Number.isFinite(n) && n > 0 ? Math.floor(n) : d;
-}
-
-function ratio(correct, total) {
-  if (!total) return 0;
-  return Math.round((correct / total) * 10000) / 100;
-}
-
-function item(total, correct) {
-  const t = Number(total || 0);
-  const c = Number(correct || 0);
-  return {
-    total: t,
-    correct: c,
-    incorrect: Math.max(0, t - c),
-    accuracy: ratio(c, t),
-  };
-}
-
-export async function onRequestGet(context) {
-  const db = context.env.DB;
-  if (!db) {
-    return json({ success: false, error: "缺少 D1 绑定 DB" }, 500);
-  }
-
-  try {
-    const url = new URL(context.request.url);
-    const month = (url.searchParams.get("month") || new Date().toISOString().slice(0, 7)).trim();
-    const page = toInt(url.searchParams.get("page"), 1);
-    const limit = Math.min(100, toInt(url.searchParams.get("limit"), 10));
-    const offset = (page - 1) * limit;
-
-    const baseWhere = "date LIKE ?";
-    const monthArg = `${month}%`;
-
-    const dataSql = `
-      SELECT
-        date,
-        SUM(CASE WHEN actual_result IS NOT NULL AND ensemble_prediction IS NOT NULL THEN 1 ELSE 0 END) AS ens_total,
-        SUM(CASE WHEN ensemble_correct = 1 THEN 1 ELSE 0 END) AS ens_correct,
-
-        SUM(CASE WHEN actual_result IS NOT NULL AND dlinear_prediction IS NOT NULL THEN 1 ELSE 0 END) AS dl_total,
-        SUM(CASE WHEN dlinear_correct = 1 THEN 1 ELSE 0 END) AS dl_correct,
-
-        SUM(CASE WHEN actual_result IS NOT NULL AND nbeats_prediction IS NOT NULL THEN 1 ELSE 0 END) AS nb_total,
-        SUM(CASE WHEN nbeats_correct = 1 THEN 1 ELSE 0 END) AS nb_correct,
-
-        SUM(CASE WHEN actual_result IS NOT NULL AND ttm_prediction IS NOT NULL THEN 1 ELSE 0 END) AS ttm_total,
-        SUM(CASE WHEN ttm_correct = 1 THEN 1 ELSE 0 END) AS ttm_correct
-      FROM backup_hourly_model_predictions
-      WHERE ${baseWhere}
-      GROUP BY date
-      ORDER BY date DESC
-      LIMIT ? OFFSET ?
-    `;
-
-    const countSql = `
-      SELECT COUNT(*) AS cnt
-      FROM (
-        SELECT date
-        FROM backup_hourly_model_predictions
-        WHERE ${baseWhere}
-        GROUP BY date
-      ) x
-    `;
-
-    const dataResult = await db.prepare(dataSql).bind(monthArg, limit, offset).all();
-    const countResult = await db.prepare(countSql).bind(monthArg).first();
-
-    const rows = (dataResult.results || []).map((r) => ({
-      date: r.date,
-      Ensemble: item(r.ens_total, r.ens_correct),
-      DLinear: item(r.dl_total, r.dl_correct),
-      "N-BEATS": item(r.nb_total, r.nb_correct),
-      "TTM-R2": item(r.ttm_total, r.ttm_correct),
-    }));
-
-    const total = Number(countResult?.cnt || 0);
-    const totalPages = total > 0 ? Math.ceil(total / limit) : 1;
-
-    return json({
-      success: true,
-      data: rows,
-      page,
-      limit,
-      total,
-      total_pages: totalPages,
-    });
-  } catch (error) {
-    return json({ success: false, error: String(error) }, 500);
-  }
-}

cloudflare_pages/functions/api/accuracy/hourly/[date].js

@@ -1,67 +0,0 @@
-function json(data, status = 200) {
-  return new Response(JSON.stringify(data), {
-    status,
-    headers: { "content-type": "application/json; charset=UTF-8" },
-  });
-}
-
-function modelItem(prediction, probability, isCorrect) {
-  if (prediction === null || prediction === undefined) return null;
-  return {
-    prediction: Number(prediction),
-    probability: probability === null || probability === undefined ? null : Number(probability),
-    is_correct: isCorrect === null || isCorrect === undefined ? null : Number(isCorrect) === 1,
-  };
-}
-
-export async function onRequestGet(context) {
-  const db = context.env.DB;
-  if (!db) {
-    return json({ success: false, error: "缺少 D1 绑定 DB" }, 500);
-  }
-
-  try {
-    const date = context.params.date;
-    const sql = `
-      SELECT
-        timestamp,
-        hour,
-        open_price,
-        close_price,
-        actual_result,
-        dlinear_prediction,
-        dlinear_prob,
-        dlinear_correct,
-        nbeats_prediction,
-        nbeats_prob,
-        nbeats_correct,
-        ttm_prediction,
-        ttm_prob,
-        ttm_correct,
-        ensemble_prediction,
-        ensemble_correct
-      FROM backup_hourly_model_predictions
-      WHERE date = ?
-      ORDER BY hour ASC
-    `;
-
-    const result = await db.prepare(sql).bind(date).all();
-    const rows = (result.results || []).map((r) => ({
-      timestamp_cst: r.timestamp,
-      hour: r.hour,
-      open_price: r.open_price === null || r.open_price === undefined ? null : Number(r.open_price),
-      close_price: r.close_price === null || r.close_price === undefined ? null : Number(r.close_price),
-      actual_result: r.actual_result === null || r.actual_result === undefined ? null : Number(r.actual_result),
-      models: {
-        Ensemble: modelItem(r.ensemble_prediction, null, r.ensemble_correct),
-        DLinear: modelItem(r.dlinear_prediction, r.dlinear_prob, r.dlinear_correct),
-        "N-BEATS": modelItem(r.nbeats_prediction, r.nbeats_prob, r.nbeats_correct),
-        "TTM-R2": modelItem(r.ttm_prediction, r.ttm_prob, r.ttm_correct),
-      },
-    }));
-
-    return json({ success: true, date, data: rows });
-  } catch (error) {
-    return json({ success: false, error: String(error) }, 500);
-  }
-}

cloudflare_pages/functions/api/accuracy/monthly.js

@@ -1,87 +0,0 @@
-function json(data, status = 200) {
-  return new Response(JSON.stringify(data), {
-    status,
-    headers: { "content-type": "application/json; charset=UTF-8" },
-  });
-}
-
-function ratio(correct, total) {
-  if (!total) return 0;
-  return Math.round((correct / total) * 10000) / 100;
-}
-
-export async function onRequestGet(context) {
-  const db = context.env.DB;
-  if (!db) {
-    return json({ success: false, error: "缺少 D1 绑定 DB" }, 500);
-  }
-
-  try {
-    const url = new URL(context.request.url);
-    const month = (url.searchParams.get("month") || new Date().toISOString().slice(0, 7)).trim();
-
-    const sql = `
-      SELECT
-        SUM(CASE WHEN actual_result IS NOT NULL AND ensemble_prediction IS NOT NULL THEN 1 ELSE 0 END) AS ens_total,
-        SUM(CASE WHEN ensemble_correct = 1 THEN 1 ELSE 0 END) AS ens_correct,
-
-        SUM(CASE WHEN actual_result IS NOT NULL AND dlinear_prediction IS NOT NULL THEN 1 ELSE 0 END) AS dl_total,
-        SUM(CASE WHEN dlinear_correct = 1 THEN 1 ELSE 0 END) AS dl_correct,
-
-        SUM(CASE WHEN actual_result IS NOT NULL AND nbeats_prediction IS NOT NULL THEN 1 ELSE 0 END) AS nb_total,
-        SUM(CASE WHEN nbeats_correct = 1 THEN 1 ELSE 0 END) AS nb_correct,
-
-        SUM(CASE WHEN actual_result IS NOT NULL AND ttm_prediction IS NOT NULL THEN 1 ELSE 0 END) AS ttm_total,
-        SUM(CASE WHEN ttm_correct = 1 THEN 1 ELSE 0 END) AS ttm_correct
-      FROM backup_hourly_model_predictions
-      WHERE date LIKE ?
-    `;
-
-    const row = await db.prepare(sql).bind(`${month}%`).first();
-
-    const ensTotal = Number(row?.ens_total || 0);
-    const ensCorrect = Number(row?.ens_correct || 0);
-
-    const dlTotal = Number(row?.dl_total || 0);
-    const dlCorrect = Number(row?.dl_correct || 0);
-
-    const nbTotal = Number(row?.nb_total || 0);
-    const nbCorrect = Number(row?.nb_correct || 0);
-
-    const ttmTotal = Number(row?.ttm_total || 0);
-    const ttmCorrect = Number(row?.ttm_correct || 0);
-
-    return json({
-      success: true,
-      month,
-      data: {
-        Ensemble: {
-          total: ensTotal,
-          correct: ensCorrect,
-          incorrect: Math.max(0, ensTotal - ensCorrect),
-          accuracy: ratio(ensCorrect, ensTotal),
-        },
-        DLinear: {
-          total: dlTotal,
-          correct: dlCorrect,
-          incorrect: Math.max(0, dlTotal - dlCorrect),
-          accuracy: ratio(dlCorrect, dlTotal),
-        },
-        "N-BEATS": {
-          total: nbTotal,
-          correct: nbCorrect,
-          incorrect: Math.max(0, nbTotal - nbCorrect),
-          accuracy: ratio(nbCorrect, nbTotal),
-        },
-        "TTM-R2": {
-          total: ttmTotal,
-          correct: ttmCorrect,
-          incorrect: Math.max(0, ttmTotal - ttmCorrect),
-          accuracy: ratio(ttmCorrect, ttmTotal),
-        },
-      },
-    });
-  } catch (error) {
-    return json({ success: false, error: String(error) }, 500);
-  }
-}

cloudflare_pages/functions/api/status.js

@@ -1,15 +0,0 @@
-function json(data, status = 200) {
-  return new Response(JSON.stringify(data), {
-    status,
-    headers: { "content-type": "application/json; charset=UTF-8" },
-  });
-}
-
-export async function onRequestGet(context) {
-  return json({
-    success: true,
-    status: "running",
-    server_time: new Date().toISOString(),
-    version: "pages-1.0.0",
-  });
-}

cloudflare_pages/functions/api/trades/current.js

@@ -1,23 +0,0 @@
-function json(data, status = 200) {
-  return new Response(JSON.stringify(data), {
-    status,
-    headers: { "content-type": "application/json; charset=UTF-8" },
-  });
-}
-
-export async function onRequestGet(context) {
-  const db = context.env.DB;
-  if (!db) {
-    return json({ success: false, error: "缺少 D1 绑定 DB" }, 500);
-  }
-
-  try {
-    const row = await db
-      .prepare("SELECT * FROM backup_trades ORDER BY timestamp DESC LIMIT 1")
-      .first();
-
-    return json({ success: true, data: row || null });
-  } catch (error) {
-    return json({ success: false, error: String(error) }, 500);
-  }
-}

cloudflare_pages/functions/api/trades/history.js

@@ -1,71 +0,0 @@
-function json(data, status = 200) {
-  return new Response(JSON.stringify(data), {
-    status,
-    headers: { "content-type": "application/json; charset=UTF-8" },
-  });
-}
-
-function toInt(v, d) {
-  const n = Number(v);
-  return Number.isFinite(n) && n > 0 ? Math.floor(n) : d;
-}
-
-export async function onRequestGet(context) {
-  const db = context.env.DB;
-  if (!db) {
-    return json({ success: false, error: "缺少 D1 绑定 DB" }, 500);
-  }
-
-  try {
-    const url = new URL(context.request.url);
-    const page = toInt(url.searchParams.get("page"), 1);
-    const limit = Math.min(100, toInt(url.searchParams.get("limit"), 10));
-    const month = (url.searchParams.get("month") || "").trim();
-    const day = (url.searchParams.get("day") || "").trim();
-    const offset = (page - 1) * limit;
-
-    const where = ["1=1"];
-    const params = [];
-
-    // 时间字段是 YYYY-MM-DD HH:MM:SS 文本，直接前缀过滤可走索引/减少转换成本
-    if (month) {
-      where.push("timestamp LIKE ?");
-      params.push(`${month}%`);
-    }
-    if (day) {
-      where.push("timestamp LIKE ?");
-      params.push(`${day}%`);
-    }
-
-    const whereSql = where.join(" AND ");
-    const dataSql = `
-      SELECT *
-      FROM backup_trades
-      WHERE ${whereSql}
-      ORDER BY timestamp DESC
-      LIMIT ? OFFSET ?
-    `;
-    const countSql = `
-      SELECT COUNT(*) AS cnt
-      FROM backup_trades
-      WHERE ${whereSql}
-    `;
-
-    const dataResult = await db.prepare(dataSql).bind(...params, limit, offset).all();
-    const countResult = await db.prepare(countSql).bind(...params).first();
-
-    const total = Number(countResult?.cnt || 0);
-    const totalPages = total > 0 ? Math.ceil(total / limit) : 1;
-
-    return json({
-      success: true,
-      data: dataResult.results || [],
-      page,
-      limit,
-      total,
-      total_pages: totalPages,
-    });
-  } catch (error) {
-    return json({ success: false, error: String(error) }, 500);
-  }
-}

cloudflare_pages/public/app.js

@@ -1,200 +0,0 @@
-const { createApp } = Vue;
-
-const app = createApp({
-  data() {
-    return {
-      loading: false,
-      activeTab: 'trades',
-      serverTime: '',
-      currentTrade: null,
-      tradeHistory: {
-        data: [],
-        page: 1,
-        limit: 10,
-        total: 0,
-        total_pages: 0,
-      },
-      tradeFilter: {
-        month: '',
-        day: '',
-      },
-      accuracyFilter: {
-        month: '',
-      },
-      monthlyStats: {},
-      dailyStats: {
-        data: [],
-        page: 1,
-        limit: 10,
-        total: 0,
-        total_pages: 0,
-      },
-      hourlyModal: {
-        date: '',
-        data: [],
-      },
-    };
-  },
-
-  mounted() {
-    this.accuracyFilter.month = this.getCurrentMonth();
-    this.loadCurrentTrade();
-    this.loadTradeHistory(1);
-    this.updateServerTime();
-    setInterval(() => this.updateServerTime(), 60000);
-  },
-
-  methods: {
-    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) {
-      if (!timestamp) return '-';
-      return String(timestamp).slice(0, 19);
-    },
-
-    formatPercent(value) {
-      if (value === null || value === undefined) return '-';
-      return `${(Number(value) * 100).toFixed(1)}%`;
-    },
-
-    getPredictionClass(prediction) {
-      if (prediction === 'UP') return 'text-success fw-bold';
-      if (prediction === 'DOWN') return 'text-danger fw-bold';
-      return '';
-    },
-
-    getStatusClass(status) {
-      switch (status) {
-        case 'success': return 'text-success';
-        case 'test': return 'text-info';
-        case 'failure': return 'text-danger';
-        case 'in_progress': return 'text-warning';
-        default: return 'text-muted';
-      }
-    },
-
-    getStatusText(status) {
-      switch (status) {
-        case 'success': return '成功';
-        case 'test': return '测试';
-        case 'failure': return '失败';
-        case 'in_progress': return '进行中';
-        default: return status || '-';
-      }
-    },
-
-    getAccuracyClass(accuracy) {
-      if (accuracy >= 60) return 'text-success fw-bold';
-      if (accuracy >= 50) return 'text-warning';
-      return 'text-danger';
-    },
-
-    async fetchAPI(url) {
-      try {
-        const response = await fetch(url);
-        return await response.json();
-      } catch (error) {
-        return { success: false, error: String(error) };
-      }
-    },
-
-    async loadCurrentTrade() {
-      const data = await this.fetchAPI('/api/trades/current');
-      if (data.success) {
-        this.currentTrade = data.data;
-      }
-    },
-
-    async loadTradeHistory(page) {
-      if (page < 1) return;
-      this.loading = true;
-
-      let url = `/api/trades/history?page=${page}&limit=${this.tradeHistory.limit}`;
-      if (this.tradeFilter.month) {
-        url += `&month=${this.tradeFilter.month}`;
-      }
-      if (this.tradeFilter.day) {
-        url += `&day=${this.tradeFilter.day}`;
-      }
-
-      const data = await this.fetchAPI(url);
-      if (data.success) {
-        this.tradeHistory = {
-          data: data.data,
-          page: data.page,
-          limit: data.limit,
-          total: data.total,
-          total_pages: data.total_pages,
-        };
-      }
-
-      this.loading = false;
-    },
-
-    clearTradeFilter() {
-      this.tradeFilter.month = '';
-      this.tradeFilter.day = '';
-      this.loadTradeHistory(1);
-    },
-
-    async loadAccuracyData() {
-      this.loading = true;
-      const monthlyData = await this.fetchAPI(`/api/accuracy/monthly?month=${this.accuracyFilter.month}`);
-      if (monthlyData.success) {
-        this.monthlyStats = monthlyData.data || {};
-      }
-      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;
-      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');

cloudflare_pages/public/index.html

@@ -1,251 +0,0 @@
-<!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 (Pages + D1)</title>
-  <link href="https://cdn.jsdelivr.net/npm/bootstrap@5.3.2/dist/css/bootstrap.min.css" rel="stylesheet">
-  <link href="https://cdn.jsdelivr.net/npm/bootstrap-icons@1.11.1/font/bootstrap-icons.css" rel="stylesheet">
-  <link href="/style.css" rel="stylesheet">
-</head>
-<body>
-  <div id="app">
-    <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 (Pages)
-        </a>
-        <span class="navbar-text text-light">
-          <i class="bi bi-clock"></i> {{ serverTime }}
-        </span>
-      </div>
-    </nav>
-
-    <div class="container mt-4">
-      <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>
-
-      <div v-show="activeTab === 'trades'">
-        <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">策略</div>
-                  <div class="stat-value small">{{ currentTrade.strategy || 'Ensemble' }}</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>
-
-        <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</th>
-                    <th>市场</th>
-                    <th>策略</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) }}</td>
-                    <td class="text-truncate" style="max-width: 200px;">{{ trade.market_title }}</td>
-                    <td><span class="badge bg-secondary">{{ trade.strategy || 'Ensemble' }}</span></td>
-                    <td :class="getPredictionClass(trade.prediction)">{{ trade.prediction }}</td>
-                    <td>{{ formatPercent(trade.probability) }}</td>
-                    <td>{{ trade.price ?? '-' }}</td>
-                    <td :class="getStatusClass(trade.status)">{{ getStatusText(trade.status) }}</td>
-                  </tr>
-                  <tr v-if="!tradeHistory.data?.length"><td colspan="7" class="text-center text-muted py-4">暂无数据</td></tr>
-                </tbody>
-              </table>
-            </div>
-          </div>
-          <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>
-
-      <div v-show="activeTab === 'accuracy'">
-        <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>
-
-        <div class="row mb-4">
-          <div class="col-md-3"><div class="card h-100 border-primary shadow-sm"><div class="card-header bg-primary text-white text-center">集成策略</div><div class="card-body text-center" v-if="monthlyStats.Ensemble"><h2 class="display-6 text-primary fw-bold">{{ monthlyStats.Ensemble.accuracy }}%</h2><div class="text-muted mb-2">准确率</div><div class="small text-muted">{{ monthlyStats.Ensemble.correct }}/{{ monthlyStats.Ensemble.total }}</div></div><div v-else class="text-center text-muted py-3">暂无数据</div></div></div>
-          <div class="col-md-3"><div class="card h-100 border-secondary"><div class="card-header bg-secondary text-white text-center">DLinear</div><div class="card-body text-center" v-if="monthlyStats.DLinear"><h3 class="text-dark">{{ monthlyStats.DLinear.accuracy }}%</h3><div class="small text-muted">{{ monthlyStats.DLinear.correct }}/{{ monthlyStats.DLinear.total }}</div></div><div v-else class="text-center text-muted py-3">暂无数据</div></div></div>
-          <div class="col-md-3"><div class="card h-100 border-secondary"><div class="card-header bg-secondary text-white text-center">N-BEATS</div><div class="card-body text-center" v-if="monthlyStats['N-BEATS']"><h3 class="text-dark">{{ monthlyStats['N-BEATS'].accuracy }}%</h3><div class="small text-muted">{{ monthlyStats['N-BEATS'].correct }}/{{ monthlyStats['N-BEATS'].total }}</div></div><div v-else class="text-center text-muted py-3">暂无数据</div></div></div>
-          <div class="col-md-3"><div class="card h-100 border-secondary"><div class="card-header bg-secondary text-white text-center">TTM-R2</div><div class="card-body text-center" v-if="monthlyStats['TTM-R2']"><h3 class="text-dark">{{ monthlyStats['TTM-R2'].accuracy }}%</h3><div class="small text-muted">{{ monthlyStats['TTM-R2'].correct }}/{{ monthlyStats['TTM-R2'].total }}</div></div><div v-else class="text-center text-muted py-3">暂无数据</div></div></div>
-        </div>
-
-        <div class="card">
-          <div class="card-header"><i class="bi bi-calendar3"></i> 每日准确率概览</div>
-          <div class="card-body p-0">
-            <div class="table-responsive">
-              <table class="table table-hover mb-0 text-center">
-                <thead class="table-light">
-                  <tr>
-                    <th class="text-start ps-4">日期</th>
-                    <th>集成策略</th>
-                    <th>DLinear</th>
-                    <th>N-BEATS</th>
-                    <th>TTM-R2</th>
-                    <th>操作</th>
-                  </tr>
-                </thead>
-                <tbody>
-                  <tr v-for="day in dailyStats.data" :key="day.date">
-                    <td class="text-start ps-4">{{ day.date }}</td>
-                    <td><span v-if="day.Ensemble" :class="getAccuracyClass(day.Ensemble.accuracy)">{{ day.Ensemble.accuracy }}%</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['N-BEATS']" :class="getAccuracyClass(day['N-BEATS'].accuracy)">{{ day['N-BEATS'].accuracy }}%</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> 详情</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>
-          <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>
-
-    <div class="modal fade" id="hourlyModal" tabindex="-1">
-      <div class="modal-dialog modal-xl 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</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 text-center align-middle">
-              <thead class="table-light sticky-top">
-                <tr>
-                  <th>时间</th>
-                  <th>开盘</th>
-                  <th>收盘</th>
-                  <th>实际</th>
-                  <th class="table-primary">集成策略</th>
-                  <th>DLinear</th>
-                  <th>N-BEATS</th>
-                  <th>TTM-R2</th>
-                </tr>
-              </thead>
-              <tbody>
-                <tr v-for="hour in hourlyModal.data" :key="hour.hour">
-                  <td>{{ hour.timestamp_cst ? hour.timestamp_cst.split(' ')[1] : (hour.hour + ':00') }}</td>
-                  <td>{{ hour.open_price ?? '-' }}</td>
-                  <td>{{ hour.close_price ?? '-' }}</td>
-                  <td :class="hour.actual_result === 1 ? 'text-success fw-bold' : (hour.actual_result === 0 ? 'text-danger fw-bold' : 'text-muted')">{{ hour.actual_result === 1 ? 'UP' : (hour.actual_result === 0 ? 'DOWN' : '-') }}</td>
-                  <td class="table-primary bg-opacity-10"><span v-if="hour.models?.Ensemble" :class="hour.models.Ensemble.is_correct ? 'text-success' : 'text-danger'">{{ hour.models.Ensemble.prediction === 1 ? 'UP' : 'DOWN' }}</span></td>
-                  <td><span v-if="hour.models?.DLinear" :class="hour.models.DLinear.is_correct ? 'text-success' : 'text-danger'">{{ hour.models.DLinear.prediction === 1 ? 'UP' : 'DOWN' }}</span></td>
-                  <td><span v-if="hour.models?.['N-BEATS']" :class="hour.models['N-BEATS'].is_correct ? 'text-success' : 'text-danger'">{{ hour.models['N-BEATS'].prediction === 1 ? 'UP' : 'DOWN' }}</span></td>
-                  <td><span v-if="hour.models?.['TTM-R2']" :class="hour.models['TTM-R2'].is_correct ? 'text-success' : 'text-danger'">{{ hour.models['TTM-R2'].prediction === 1 ? 'UP' : 'DOWN' }}</span></td>
-                </tr>
-                <tr v-if="!hourlyModal.data?.length"><td colspan="8" 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>
-
-    <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>
-
-  <script src="https://cdn.jsdelivr.net/npm/bootstrap@5.3.2/dist/js/bootstrap.bundle.min.js"></script>
-  <script src="https://cdn.jsdelivr.net/npm/vue@3.4.15/dist/vue.global.prod.js"></script>
-  <script src="/app.js"></script>
-</body>
-</html>

cloudflare_pages/public/style.css

@@ -1,118 +0,0 @@
-body {
-  background-color: #f8f9fa;
-  font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, 'Helvetica Neue', Arial, sans-serif;
-}
-
-.navbar-brand {
-  font-weight: 600;
-}
-
-.navbar-brand i {
-  color: #f7931a;
-}
-
-.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;
-}
-
-.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;
-}
-
-.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;
-}
-
-.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);
-}
-
-.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;
-}
-
-.modal-content {
-  border-radius: 0.5rem;
-}
-
-.modal-header {
-  background: #f8f9fa;
-  border-radius: 0.5rem 0.5rem 0 0;
-}
-
-@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;
-  }
-}

cloudflare_pages/wrangler.toml

@@ -1,10 +0,0 @@
-name = "trades"
-compatibility_date = "2026-03-10"
-
-[vars]
-APP_TITLE = "BTC 预测看板"
-
-[[d1_databases]]
-binding = "DB"
-database_name = "orders"
-database_id = "ae0cd6aa-10da-4459-9768-8e6ffad55a00"

cloudflare_pages/wrangler.toml.example

@@ -1,11 +0,0 @@
-name = "trades"
-compatibility_date = "2026-03-10"
-
-[vars]
-APP_TITLE = "BTC 预测看板"
-
-[[d1_databases]]
-binding = "DB"
-database_name = "orders"
-database_id = "ae0cd6aa-10da-4459-9768-8e6ffad55a00"
-

data/fetcher.py

@@ -1,25 +1,38 @@
 """从Binance获取加密货币OHLCV数据"""
 
 import os
+import json
 import time
 from datetime import datetime, timedelta
 from pathlib import Path
-from typing import Optional, Literal
+from typing import Optional, Literal, Any
+import logging
+from urllib.parse import urlparse
 
 import pandas as pd
 from binance.client import Client
 import pytz
 from dotenv import load_dotenv
+from websocket import create_connection
 
 from data.database import DatabaseManager
-from utils.network_proxy import apply_global_proxy_from_env, get_proxy_url
-from utils.project_logger import get_project_logger
 from utils.send_msg import lark_notifier
 
 # 加载环境变量
 load_dotenv()
-apply_global_proxy_from_env()
-logger = get_project_logger("data.fetcher")
+
+
+logger = logging.getLogger("polymarket_trader")
+
+
+def _apply_global_proxy(proxy_url: str) -> None:
+    """统一设置代理环境变量，确保第三方网络库也走代理。"""
+    os.environ['HTTP_PROXY'] = proxy_url
+    os.environ['HTTPS_PROXY'] = proxy_url
+    os.environ['ALL_PROXY'] = proxy_url
+    os.environ['http_proxy'] = proxy_url
+    os.environ['https_proxy'] = proxy_url
+    os.environ['all_proxy'] = proxy_url
 
 
 class BinanceDataFetcher:
@@ -30,36 +43,38 @@ class BinanceDataFetcher:
         '15m': Client.KLINE_INTERVAL_15MINUTE,
     }
 
+    INTERVAL_MS = {
+        '1h': 60 * 60 * 1000,
+        '15m': 15 * 60 * 1000,
+    }
+
+    WS_API_ENDPOINT = "wss://ws-api.binance.com/ws-api/v3"
+
     def __init__(self, cache_dir: str = "./data/cache"):
         """初始化Binance客户端和数据库管理器
         
         Args:
             cache_dir: 缓存/数据库目录
         """
-        # 统一读取代理配置，兼容全局代理环境变量。
-        proxies = None
-        proxy_url = get_proxy_url()
-
-        if proxy_url:
-            proxies = {
-                'http': proxy_url,
-                'https': proxy_url
-            }
-            logger.info("使用代理: %s", proxy_url)
+        # 配置代理
+        socks5_proxy = os.getenv('SOCKS5_PROXY', 'socks5://127.0.0.1:7890')
+        _apply_global_proxy(socks5_proxy)
+        proxies = {
+            'http': socks5_proxy,
+            'https': socks5_proxy
+        }
+        logger.info(f"强制使用SOCKS5代理: {socks5_proxy}")
 
         try:
-            # 初始化Binance客户端（带代理）
-            if proxies:
-                self.client = Client(requests_params={'proxies': proxies})
-            else:
-                self.client = Client()
+            # 初始化Binance客户端（强制走代理）
+            self.client = Client(requests_params={'proxies': proxies})
 
             # 测试连接
             self.client.ping()
             logger.info("已成功连接到Binance API")
         except Exception as e:
-            logger.warning("Binance API连接失败: %s", e)
-            logger.warning("提示: 检查代理设置、代理服务状态，或使用缓存数据")
+            logger.warning(f"Binance API连接失败: {e}")
+            logger.warning("提示: 1) 检查代理设置 2) 确保代理服务运行 3) 或者使用缓存数据")
             self.client = None
 
         # 初始化数据库管理器
@@ -112,13 +127,13 @@ class BinanceDataFetcher:
                 
                 # 简单判断覆盖范围 (容忍少量缺失)
                 if min_ts <= start_dt + timedelta(days=2) and max_ts >= end_dt - timedelta(days=2):
-                    logger.info("从数据库加载数据: %s %s (%s rows)", symbol, timeframe, len(df))
+                    logger.info(f"从数据库加载数据: {symbol} {timeframe} ({len(df)} rows)")
                     return df
 
         # 2. 从API获取数据
         if self.client is None:
             if not df.empty:
-                 logger.warning("API不可用，返回数据库现有数据 (%s rows)", len(df))
+                 logger.warning(f"API不可用，返回数据库现有数据 ({len(df)} rows)")
                  return df
             
             raise ConnectionError(
@@ -128,32 +143,35 @@ class BinanceDataFetcher:
         # Binance使用USDT交易对
         pair = f"{symbol}USDT"
         interval = self.INTERVALS[timeframe]
+        interval_ms = self.INTERVAL_MS[timeframe]
 
-        logger.info("获取 %s %s 数据，时间范围: %s 至 %s", symbol, timeframe, start_dt.date(), end_dt.date())
+        logger.info(f"获取 {symbol} {timeframe} 数据，时间范围: {start_dt.date()} 至 {end_dt.date()}")
 
         klines = []
         for attempt in range(max_retries):
             try:
-                klines = self.client.get_historical_klines(
+                # 使用 Binance WebSocket API 的 klines 方法获取历史K线
+                klines = self._get_historical_klines_via_ws(
                     symbol=pair,
                     interval=interval,
-                    start_str=str(int(start_dt.timestamp() * 1000)),
-                    end_str=str(int(end_dt.timestamp() * 1000))
+                    start_ts_ms=int(start_dt.timestamp() * 1000),
+                    end_ts_ms=int(end_dt.timestamp() * 1000),
+                    interval_ms=interval_ms
                 )
                 # 如果成功获取，跳出循环
                 break
             except Exception as e:
                 # 如果是最后一次尝试，且依然失败
                 if attempt == max_retries - 1:
-                    logger.error("第 %s 次尝试失败，已达到最大重试次数。错误: %s", attempt + 1, e)
+                    logger.error(f"第 {attempt + 1} 次尝试失败，已达到最大重试次数。错误: {e}")
                     if not df.empty:
-                        logger.warning("API请求最终失败，返回数据库现有数据")
+                        logger.warning("WebSocket请求最终失败，返回数据库现有数据")
                         return df
                     raise e  # 如果没有缓存数据，抛出异常
                 
                 # 计算等待时间 (指数退避: 2s, 4s, 8s...)
                 wait_time = 2 * (2 ** attempt) 
-                logger.warning("请求失败(尝试 %s/%s)，%s 秒后重试，错误: %s", attempt + 1, max_retries, wait_time, e)
+                logger.warning(f"请求失败 (尝试 {attempt + 1}/{max_retries})，{wait_time}秒后重试。错误: {e}")
                 time.sleep(wait_time)
 
         if not klines:
@@ -179,13 +197,94 @@ class BinanceDataFetcher:
         # 按时间排序
         new_df = new_df.sort_values('timestamp').reset_index(drop=True)
 
-        logger.info("已获取 %s 行数据", len(new_df))
+        logger.info(f"已获取 {len(new_df)} 行数据")
 
         # 保存到数据库
         self.db_manager.save_ohlcv(new_df, symbol, timeframe)
         
         return new_df
 
+    def _get_historical_klines_via_ws(
+        self,
+        symbol: str,
+        interval: str,
+        start_ts_ms: int,
+        end_ts_ms: int,
+        interval_ms: int,
+        limit: int = 1000
+    ):
+        """通过 Binance WebSocket API 分页拉取历史K线。"""
+        if end_ts_ms <= start_ts_ms:
+            return []
+
+        all_klines = []
+        request_id = 1
+        current_start = start_ts_ms
+
+        # WebSocket API 单次最多返回 1000 条，这里按窗口分页拉取。
+        while current_start < end_ts_ms:
+            max_window_end = current_start + (limit * interval_ms)
+            current_end = min(end_ts_ms, max_window_end)
+
+            payload = {
+                "id": request_id,
+                "method": "klines",
+                "params": {
+                    "symbol": symbol,
+                    "interval": interval,
+                    "startTime": current_start,
+                    "endTime": current_end,
+                    "limit": limit
+                }
+            }
+
+            response_data = self._ws_request(payload)
+            batch = response_data.get("result", [])
+            if not batch:
+                break
+
+            all_klines.extend(batch)
+            last_open_time = int(batch[-1][0])
+            next_start = last_open_time + interval_ms
+            if next_start <= current_start:
+                break
+            current_start = next_start
+            request_id += 1
+
+        return all_klines
+
+    def _ws_request(self, payload: dict) -> dict:
+        """发送单次 WebSocket API 请求并返回 JSON 响应。"""
+        ws_kwargs: dict[str, Any] = {
+            "timeout": 30
+        }
+
+        socks5_proxy = os.getenv('SOCKS5_PROXY', 'socks5://127.0.0.1:7890')
+        parsed = urlparse(socks5_proxy)
+        if parsed.hostname and parsed.port:
+            scheme = (parsed.scheme or 'socks5').lower()
+            if scheme not in {'socks4', 'socks5', 'http'}:
+                scheme = 'socks5'
+            if scheme == 'socks5h':
+                scheme = 'socks5'
+            ws_kwargs.update({
+                "http_proxy_host": parsed.hostname,
+                "http_proxy_port": parsed.port,
+                "proxy_type": scheme
+            })
+
+        ws = create_connection(self.WS_API_ENDPOINT, **ws_kwargs)
+        try:
+            ws.send(json.dumps(payload))
+            raw = ws.recv()
+            data = json.loads(raw)
+            status = data.get("status", 200)
+            if status != 200:
+                raise RuntimeError(f"Binance WS API返回异常状态: {data}")
+            return data
+        finally:
+            ws.close()
+
     def get_latest_price(self, symbol: Literal['BTC', 'ETH', 'SOL']) -> float:
         """获取符号的当前价格
 
@@ -195,6 +294,9 @@ class BinanceDataFetcher:
         Returns:
             当前USDT价格
         """
+        if self.client is None:
+            raise ConnectionError("Binance客户端不可用，无法获取最新价格")
+
         pair = f"{symbol}USDT"
         ticker = self.client.get_symbol_ticker(symbol=pair)
         return float(ticker['price'])

ensemble_models_feb_2026_back_onnx.py

@@ -99,7 +99,7 @@ def fmt_result(pred, actual):
 
 def main():
     print("=" * 110)
-    print("2026年3月 BTC 1h 涨跌预测准确率测试 (DLinear, N-BEATS, TTM-R2) - ONNX Version")
+    print("2026年2月 BTC 1h 涨跌预测准确率测试 (DLinear, N-BEATS, TTM-R2) - ONNX Version")
     print("输入：预测K线的前一根 | 对比：预测结果 vs 预测K线收盘价 | 时间：北京时间(UTC+8)")
     print("DLinear预测逻辑：整个df一次性预处理，按索引遍历窗口")
     print("=" * 110)
@@ -168,9 +168,9 @@ def main():
         ttm_session = None
 
     # ========== 步骤2: 获取测试数据 ==========
-    print("\n[2/4] 获取2026年3月数据...")
+    print("\n[2/4] 获取2026年2月数据...")
     fetcher = BinanceDataFetcher()
-    df = fetcher.fetch_ohlcv('BTC', '1h', start_date='2026-01-01', end_date='2026-04-01', use_cache=False)
+    df = fetcher.fetch_ohlcv('BTC', '1h', start_date='2025-10-01', end_date='2026-03-01', use_cache=False)
 
     print(f"数据范围(UTC): {df['timestamp'].min()} -> {df['timestamp'].max()}")
     print(f"总行数: {len(df)}")
@@ -221,38 +221,28 @@ def main():
     X_ttm = np.array(X_ttm, dtype=np.float32)
     idx_ttm_map = {v: k for k, v in enumerate(idx_ttm)}
 
-    # 找出3月（北京时间）的所有预测目标K线索引
+    # 找出2月（北京时间）的所有预测目标K线索引
     # df 中每一行都是一根已收盘的K线，timestamp 是 UTC
     jan_targets = []
     for target_idx in range(1, len(df)):
-        # 同样在筛选样本时也将时间向后移动一个小时
-        target_time_utc = df.iloc[target_idx]['timestamp'] + timedelta(hours=1)
+        target_time_utc = df.iloc[target_idx]['timestamp']
         target_time_bj = utc_to_beijing(target_time_utc)
-        if target_time_bj.year == 2026 and target_time_bj.month == 3:
+        if target_time_bj.year == 2026 and target_time_bj.month == 2:
             jan_targets.append(target_idx)
 
-    print(f"3月（北京时间）目标K线数: {len(jan_targets)}")
+    print(f"2月（北京时间）目标K线数: {len(jan_targets)}")
 
     results = []
 
     for target_idx in jan_targets:
-        # 原始timestamp表示k线的开始时间，因此预测的结果实际对应下一小时的k线。
-        # 所以展示时需要将时间向后移动1小时。
-        target_time_utc = df.iloc[target_idx]['timestamp'] + timedelta(hours=1)
+        target_time_utc = df.iloc[target_idx]['timestamp']
         target_time_bj = utc_to_beijing(target_time_utc)
 
-        # 现在我们将预测目标设为下一根k线（即target_idx+1），
-        # 输入使用它的前一根（等于原先的target_idx）。
-        predicted_idx = target_idx + 1
-        if predicted_idx >= len(df):
-            # 已经到达数据末尾，无法构建完整样本，跳过
-            continue
-        input_idx = target_idx
-        # 开盘/收盘对应预测k线
-        open_price = df.iloc[predicted_idx]['open']
-        close_price = df.iloc[predicted_idx]['close']
-        # 实际涨跌以预测k线的开盘为基准
-        actual_label = 1 if close_price > open_price else 0
+        # 输入K线索引（前一根）
+        input_idx = target_idx - 1
+        current_close = df.iloc[input_idx]['close']
+        target_close = df.iloc[target_idx]['close']
+        actual_label = 1 if target_close > current_close else 0
 
         # --- DLinear 预测 (ONNX) ---
         dl_pred = None
@@ -314,8 +304,8 @@ def main():
         results.append({
             'time_utc': target_time_utc,
             'time_bj': target_time_bj,
-            'open': open_price,
-            'close': close_price,
+            'current_close': current_close,
+            'target_close': target_close,
             'actual': actual_label,
             'dlinear': dl_pred,
             'nbeats': nb_pred,
@@ -334,7 +324,7 @@ def main():
 
     total_samples = len(df_res)
 
-    print(f"\n[4/4] 准确率统计 (2026年3月，北京时间)")
+    print(f"\n[4/4] 准确率统计 (2026年2月，北京时间)")
     print(f"总样本数: {total_samples}")
 
     # ========== 每小时详细数据 ==========
@@ -342,9 +332,8 @@ def main():
     print("每小时详细数据")
     print("=" * 110)
 
-    # 改为显示开盘/收盘
     hourly_header = (
-        f"{'北京时间':<18} {'开盘':>10} {'收盘':>10} {'实际':>4} "
+        f"{'北京时间':<18} {'前收盘':>10} {'现收盘':>10} {'实际':>4} "
         f"{'DL':>3} {'':>1} {'NB':>3} {'':>1} {'TTM':>3} {'':>1} {'集成':>4} {'':<1}"
     )
 
@@ -382,7 +371,7 @@ def main():
             ens_r = fmt_result(row['ensemble'], row['actual'])
 
             print(
-                f"{time_str:<18} {row['open']:>10.2f} {row['close']:>10.2f} {actual_str:>4} "
+                f"{time_str:<18} {row['current_close']:>10.2f} {row['target_close']:>10.2f} {actual_str:>4} "
                 f"{dl_str:>3} {dl_r:>1} {nb_str:>3} {nb_r:>1} {ttm_str:>3} {ttm_r:>1} {ens_str:>4} {ens_r:<1}"
             )
 

ensemble_models_feb_2026_deepseek.py

@@ -24,9 +24,6 @@ from datetime import timedelta
 from sklearn.preprocessing import StandardScaler
 from data.fetcher import BinanceDataFetcher
 from tsfm_public.models.tinytimemixer import TinyTimeMixerForPrediction
-from utils.network_proxy import apply_global_proxy_from_env
-
-apply_global_proxy_from_env()
 
 # ==================== 时区与美股判断 ====================
 

mysql_d1_backup_scheduler.py

@@ -1,371 +0,0 @@
-#!/usr/bin/env python3
-"""
-MySQL 数据定时备份到 Cloudflare D1
-- 定时：每小时 XX:30
-- 模式：按游标列增量同步（timestamp/created_at/updated_at/id）
-"""
-
-import json
-import os
-import threading
-import time
-from datetime import datetime
-from decimal import Decimal
-from typing import Any
-
-import httpx
-import schedule
-from dotenv import load_dotenv
-
-from api.models import get_db_connection
-from utils.project_logger import get_project_logger
-
-load_dotenv()
-logger = get_project_logger("mysql_d1_backup")
-
-
-class MySQLD1BackupService:
-    """MySQL -> D1 备份服务。"""
-
-    def __init__(self):
-        self.enabled = os.getenv("D1_BACKUP_ENABLED", "false").lower() == "true"
-        self.api_token = os.getenv("CF_D1_API_TOKEN", "")
-        self.account_id = os.getenv("CF_D1_ACCOUNT_ID", "")
-        self.database_id = os.getenv("CF_D1_DATABASE_ID", "")
-        self.batch_size = int(os.getenv("D1_BACKUP_BATCH_SIZE", "500"))
-        self.max_sql_params = int(os.getenv("D1_MAX_SQL_PARAMS", "90"))
-        self.tables_config = os.getenv("D1_BACKUP_TABLES", "").strip()
-        self._job_lock = threading.Lock()
-
-    def is_config_ready(self) -> bool:
-        """检查 D1 配置是否完整。"""
-        if not self.enabled:
-            return False
-        return bool(self.api_token and self.account_id and self.database_id)
-
-    def _d1_endpoint(self) -> str:
-        return (
-            f"https://api.cloudflare.com/client/v4/accounts/"
-            f"{self.account_id}/d1/database/{self.database_id}/query"
-        )
-
-    def _query_d1(self, sql: str, params: list[Any] | None = None) -> dict:
-        """执行 D1 SQL。"""
-        headers = {
-            "Authorization": f"Bearer {self.api_token}",
-            "Content-Type": "application/json",
-        }
-        statement: dict[str, Any] = {"sql": sql}
-        if params is not None:
-            statement["params"] = params
-
-        with httpx.Client(timeout=30) as client:
-            # Cloudflare D1 REST API 对 /query 更稳定的格式是语句数组
-            resp = client.post(self._d1_endpoint(), headers=headers, json=[statement])
-            if resp.status_code >= 400:
-                # 兼容部分环境下使用对象格式的情况，失败时回退重试一次
-                fallback_resp = client.post(self._d1_endpoint(), headers=headers, json=statement)
-                if fallback_resp.status_code >= 400:
-                    sql_preview = " ".join(sql.strip().split())[:180]
-                    raise RuntimeError(
-                        f"D1 HTTP {fallback_resp.status_code}，sql={sql_preview}，响应={fallback_resp.text[:500]}"
-                    )
-                data = fallback_resp.json()
-            else:
-                data = resp.json()
-
-        if not data.get("success", False):
-            raise RuntimeError(f"D1 SQL 执行失败: {data}")
-        return data
-
-    def _d1_results(self, response: dict) -> list[dict]:
-        """解析 D1 响应结果。"""
-        result = response.get("result", [])
-        if not result:
-            return []
-        first = result[0] if isinstance(result, list) else result
-        return first.get("results", []) if isinstance(first, dict) else []
-
-    def _normalize_value(self, value: Any) -> Any:
-        """把 MySQL 字段值转换为可写入 D1 的类型。"""
-        if value is None:
-            return None
-        if isinstance(value, (datetime,)):
-            return value.strftime("%Y-%m-%d %H:%M:%S")
-        if isinstance(value, Decimal):
-            return float(value)
-        if isinstance(value, bytes):
-            return value.hex()
-        if isinstance(value, (dict, list)):
-            return json.dumps(value, ensure_ascii=False)
-        return value
-
-    def _sqlite_type_from_mysql(self, mysql_type: str) -> str:
-        t = mysql_type.lower()
-        if any(x in t for x in ["int", "bit", "bool"]):
-            return "INTEGER"
-        if any(x in t for x in ["double", "float", "decimal", "numeric", "real"]):
-            return "REAL"
-        if any(x in t for x in ["blob", "binary", "varbinary"]):
-            return "BLOB"
-        return "TEXT"
-
-    def _get_mysql_tables(self) -> list[str]:
-        """获取待备份表。"""
-        if self.tables_config:
-            return [x.strip() for x in self.tables_config.split(",") if x.strip()]
-
-        with get_db_connection() as conn:
-            cursor = conn.cursor()
-            cursor.execute("SHOW TABLES")
-            rows = cursor.fetchall()
-
-        tables: list[str] = []
-        for row in rows:
-            # DictCursor 下 SHOW TABLES 返回单键字典
-            table_name = list(row.values())[0]
-            tables.append(str(table_name))
-        return tables
-
-    def _get_mysql_columns(self, table_name: str) -> list[dict]:
-        with get_db_connection() as conn:
-            cursor = conn.cursor()
-            cursor.execute(f"SHOW COLUMNS FROM `{table_name}`")
-            return list(cursor.fetchall())
-
-    def _guess_cursor_column(self, columns: list[dict]) -> str | None:
-        """选择增量同步游标列。"""
-        column_names = {c["Field"] for c in columns}
-        for candidate in ["timestamp", "created_at", "updated_at", "id"]:
-            if candidate in column_names:
-                return candidate
-        return None
-
-    def _ensure_d1_meta_tables(self):
-        """创建 D1 元数据表。"""
-        self._query_d1(
-            """
-            CREATE TABLE IF NOT EXISTS backup_sync_state (
-                table_name TEXT PRIMARY KEY,
-                cursor_col TEXT,
-                last_cursor TEXT,
-                updated_at TEXT
-            )
-            """
-        )
-        self._query_d1(
-            """
-            CREATE TABLE IF NOT EXISTS backup_run_log (
-                id INTEGER PRIMARY KEY AUTOINCREMENT,
-                run_at TEXT,
-                table_name TEXT,
-                synced_rows INTEGER,
-                status TEXT,
-                message TEXT
-            )
-            """
-        )
-
-    def _ensure_d1_table(self, table_name: str, columns: list[dict]):
-        """创建 D1 备份表。"""
-        table_sql_name = f"backup_{table_name}"
-        col_defs: list[str] = []
-        primary_keys: list[str] = []
-
-        for col in columns:
-            field = col["Field"]
-            col_type = self._sqlite_type_from_mysql(col["Type"])
-            col_defs.append(f'"{field}" {col_type}')
-            if col.get("Key") == "PRI":
-                primary_keys.append(field)
-
-        # SQLite/D1 对复合主键需要表级 PRIMARY KEY 约束，不能多列各自 PRIMARY KEY
-        if primary_keys:
-            pk_cols = ", ".join([f'"{k}"' for k in primary_keys])
-            col_defs.append(f"PRIMARY KEY ({pk_cols})")
-
-        create_sql = f"CREATE TABLE IF NOT EXISTS \"{table_sql_name}\" ({', '.join(col_defs)})"
-        self._query_d1(create_sql)
-
-    def _get_last_cursor(self, table_name: str) -> str | None:
-        """读取 D1 已同步游标。"""
-        resp = self._query_d1(
-            "SELECT last_cursor FROM backup_sync_state WHERE table_name = ?",
-            [table_name],
-        )
-        rows = self._d1_results(resp)
-        if not rows:
-            return None
-        return rows[0].get("last_cursor")
-
-    def _update_last_cursor(self, table_name: str, cursor_col: str, cursor_value: Any):
-        """更新 D1 已同步游标。"""
-        now_str = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
-        self._query_d1(
-            """
-            INSERT INTO backup_sync_state(table_name, cursor_col, last_cursor, updated_at)
-            VALUES (?, ?, ?, ?)
-            ON CONFLICT(table_name) DO UPDATE SET
-              cursor_col = excluded.cursor_col,
-              last_cursor = excluded.last_cursor,
-              updated_at = excluded.updated_at
-            """,
-            [table_name, cursor_col, str(cursor_value), now_str],
-        )
-
-    def _log_run(self, table_name: str, synced_rows: int, status: str, message: str):
-        """记录备份执行日志。"""
-        run_at = datetime.now().strftime("%Y-%m-%d %H:%M:%S")
-        self._query_d1(
-            "INSERT INTO backup_run_log(run_at, table_name, synced_rows, status, message) VALUES (?, ?, ?, ?, ?)",
-            [run_at, table_name, synced_rows, status, message[:1000]],
-        )
-
-    def _fetch_mysql_rows(
-        self,
-        table_name: str,
-        cursor_col: str | None,
-        last_cursor: str | None,
-    ) -> list[dict]:
-        """按游标从 MySQL 抽取增量数据。"""
-        with get_db_connection() as conn:
-            cursor = conn.cursor()
-            if cursor_col and last_cursor:
-                sql = (
-                    f"SELECT * FROM `{table_name}` WHERE `{cursor_col}` > %s "
-                    f"ORDER BY `{cursor_col}` ASC LIMIT %s"
-                )
-                cursor.execute(sql, (last_cursor, self.batch_size))
-            elif cursor_col:
-                sql = f"SELECT * FROM `{table_name}` ORDER BY `{cursor_col}` ASC LIMIT %s"
-                cursor.execute(sql, (self.batch_size,))
-            else:
-                sql = f"SELECT * FROM `{table_name}` LIMIT %s"
-                cursor.execute(sql, (self.batch_size,))
-            return list(cursor.fetchall())
-
-    def _upsert_rows_to_d1(self, table_name: str, columns: list[dict], rows: list[dict]):
-        """把数据批量 UPSERT 到 D1。"""
-        if not rows:
-            return
-
-        table_sql_name = f"backup_{table_name}"
-        col_names = [c["Field"] for c in columns]
-        col_sql = ", ".join([f'"{c}"' for c in col_names])
-
-        # 避免 D1 的 SQL 变量数量限制触发 400
-        # 通过环境变量 D1_MAX_SQL_PARAMS 控制，默认保守值 90
-        chunk_size = max(1, self.max_sql_params // max(1, len(col_names)))
-
-        for i in range(0, len(rows), chunk_size):
-            chunk_rows = rows[i:i + chunk_size]
-            values_clause: list[str] = []
-            params: list[Any] = []
-            for row in chunk_rows:
-                placeholders = ", ".join(["?" for _ in col_names])
-                values_clause.append(f"({placeholders})")
-                for col in col_names:
-                    params.append(self._normalize_value(row.get(col)))
-
-            sql = (
-                f"INSERT OR REPLACE INTO \"{table_sql_name}\" ({col_sql}) "
-                f"VALUES {', '.join(values_clause)}"
-            )
-            self._query_d1(sql, params)
-
-    def backup_table_once(self, table_name: str) -> int:
-        """单表执行一次增量备份，返回同步行数。"""
-        columns = self._get_mysql_columns(table_name)
-        if not columns:
-            return 0
-
-        cursor_col = self._guess_cursor_column(columns)
-        self._ensure_d1_table(table_name, columns)
-
-        total_synced = 0
-        last_cursor = self._get_last_cursor(table_name)
-
-        while True:
-            rows = self._fetch_mysql_rows(table_name, cursor_col, last_cursor)
-            if not rows:
-                break
-
-            self._upsert_rows_to_d1(table_name, columns, rows)
-            total_synced += len(rows)
-
-            if cursor_col:
-                last_cursor = self._normalize_value(rows[-1].get(cursor_col))
-                self._update_last_cursor(table_name, cursor_col, last_cursor)
-            else:
-                # 无游标列时仅做一批，避免重复全量
-                break
-
-            if len(rows) < self.batch_size:
-                break
-
-        return total_synced
-
-    def run_backup_once(self):
-        """执行一次全表备份任务。"""
-        if not self.is_config_ready():
-            logger.warning("D1 备份未启用或配置不完整，跳过本次任务")
-            return
-
-        if not self._job_lock.acquire(blocking=False):
-            logger.warning("上一次 D1 备份尚未完成，跳过本次任务")
-            return
-
-        try:
-            self._ensure_d1_meta_tables()
-            tables = self._get_mysql_tables()
-            logger.info("D1 备份任务开始，待同步表: %s", ", ".join(tables))
-
-            for table_name in tables:
-                try:
-                    synced = self.backup_table_once(table_name)
-                    logger.info("表 %s 同步完成，本次同步 %d 行", table_name, synced)
-                    self._log_run(table_name, synced, "success", "ok")
-                except Exception as table_error:
-                    logger.exception("表 %s 同步失败", table_name)
-                    self._log_run(table_name, 0, "failed", str(table_error))
-        except Exception:
-            logger.exception("D1 备份任务执行失败")
-        finally:
-            self._job_lock.release()
-
-
-def schedule_mysql_d1_backup():
-    """启动 D1 备份定时任务（每小时 :30）。"""
-    service = MySQLD1BackupService()
-    if not service.is_config_ready():
-        logger.warning("D1 备份调度未启动：请检查 D1_BACKUP_ENABLED 与 Cloudflare 参数")
-        return
-
-    # 启动后先执行一次，避免首次备份必须等待到下一个 :30
-    service.run_backup_once()
-
-    # 使用独立调度器，避免与项目内其他定时任务共享全局调度状态
-    local_scheduler = schedule.Scheduler()
-    local_scheduler.every().hour.at(":30").do(service.run_backup_once)
-    logger.info("MySQL -> D1 定时备份已启动（每小时 :30 执行）")
-
-    while True:
-        local_scheduler.run_pending()
-        time.sleep(1)
-
-
-def run_mysql_d1_backup_scheduler_background():
-    """后台线程启动 D1 备份调度器。"""
-    service = MySQLD1BackupService()
-    if not service.is_config_ready():
-        logger.warning("D1 备份配置不完整，后台线程不启动")
-        return None
-
-    scheduler_thread = threading.Thread(target=schedule_mysql_d1_backup, daemon=True)
-    scheduler_thread.start()
-    logger.info("D1 备份调度器已在后台启动")
-    return scheduler_thread
-
-
-if __name__ == "__main__":
-    schedule_mysql_d1_backup()

requirements.txt

@@ -46,6 +46,9 @@ httpx>=0.25.0
 # 数据源
 # ----------------------------------------------
 python-binance>=1.0.19
+websocket-client>=1.8.0
+python-socks>=2.5.0
+PySocks>=1.7.1
 
 # ----------------------------------------------
 # 任务调度

scripts/hourly_fetch_btc_1h.py

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

start_system.py

@@ -15,10 +15,6 @@ import signal
 import os
 import platform
 from datetime import datetime
-from dotenv import load_dotenv
-
-from utils.network_proxy import apply_global_proxy_from_env
-from utils.project_logger import get_project_logger
 
 try:
     from daily_report_sender import run_scheduler_background
@@ -27,17 +23,6 @@ except ImportError:
     def run_scheduler_background():
         return None
 
-try:
-    from mysql_d1_backup_scheduler import run_mysql_d1_backup_scheduler_background
-except ImportError:
-    # 如果模块导入失败，定义一个空函数避免启动失败
-    def run_mysql_d1_backup_scheduler_background():
-        return None
-
-load_dotenv()
-apply_global_proxy_from_env()
-logger = get_project_logger("start_system")
-
 # 检测操作系统
 IS_WINDOWS = platform.system() == 'Windows'
 
@@ -65,7 +50,6 @@ else:
 def log(message, color=RESET):
     timestamp = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
     print(f"{color}[{timestamp}] {message}{RESET}")
-    logger.info(message)
 
 def start_process(command, name):
     """启动子进程（跨平台兼容）"""
@@ -162,17 +146,6 @@ def main():
         log(f"⚠️  启动每日报告程序异常: {e}", YELLOW)
         report_thread = None
     
-    # 4. 启动 MySQL -> Cloudflare D1 定时备份（每小时 :30）
-    try:
-        d1_backup_thread = run_mysql_d1_backup_scheduler_background()
-        if d1_backup_thread:
-            log("MySQL -> D1 定时备份程序已启动（每小时 :30）", GREEN)
-        else:
-            log("D1 定时备份未启动（可能未启用或配置不完整）", YELLOW)
-    except Exception as e:
-        log(f"⚠️  启动 D1 定时备份程序异常: {e}", YELLOW)
-        d1_backup_thread = None
-    
     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)

trader/auto_trade_polymarket.py

@@ -15,7 +15,7 @@ import argparse
 import json
 import time
 import logging
-from logging.handlers import RotatingFileHandler
+from logging.handlers import TimedRotatingFileHandler
 import schedule
 from datetime import datetime, timedelta
 from typing import Optional, Tuple, Dict, List
@@ -34,11 +34,9 @@ from data.fetcher import BinanceDataFetcher
 from data.trading_db import TradingDatabase
 from api.models import PredictionModel
 from models.inference import get_inference_manager
-from utils.network_proxy import apply_global_proxy_from_env, get_proxy_url
 from utils.send_msg import lark_notifier
 
 load_dotenv()
-apply_global_proxy_from_env()
 
     
 def setup_logging(log_dir: str = "logs", log_level: int = logging.INFO) -> logging.Logger:
@@ -70,24 +68,20 @@ def setup_logging(log_dir: str = "logs", log_level: int = logging.INFO) -> loggi
         datefmt="%Y-%m-%d %H:%M:%S"
     )
     
-    # 文件handler (按大小轮转, 最大10MB, 保留5个备份)
+    # 文件handler (按天轮转, 保留最近30天)
     log_file = os.path.join(log_dir, "polymarket_trading.log")
-    file_handler = RotatingFileHandler(
+    file_handler = TimedRotatingFileHandler(
         log_file,
-        maxBytes=10*1024*1024,  # 10MB
-        backupCount=5,
+        when='midnight',
+        interval=1,
+        backupCount=30,
         encoding='utf-8'
     )
+    file_handler.suffix = "%Y-%m-%d"
     file_handler.setLevel(log_level)
     file_handler.setFormatter(formatter)
     logger.addHandler(file_handler)
     
-    # 控制台handler
-    console_handler = logging.StreamHandler(sys.stdout)
-    console_handler.setLevel(log_level)
-    console_handler.setFormatter(formatter)
-    logger.addHandler(console_handler)
-    
     return logger
 
 
@@ -95,6 +89,16 @@ def setup_logging(log_dir: str = "logs", log_level: int = logging.INFO) -> loggi
 logger = setup_logging()
 
 
+def _apply_global_proxy(proxy_url: str) -> None:
+    """统一设置代理环境变量，确保第三方网络库也走代理。"""
+    os.environ["HTTP_PROXY"] = proxy_url
+    os.environ["HTTPS_PROXY"] = proxy_url
+    os.environ["ALL_PROXY"] = proxy_url
+    os.environ["http_proxy"] = proxy_url
+    os.environ["https_proxy"] = proxy_url
+    os.environ["all_proxy"] = proxy_url
+
+
 class PolymarketBTCTrader:
     """Polymarket BTC Hourly交易器 (多模型集成版)"""
     
@@ -121,7 +125,8 @@ class PolymarketBTCTrader:
         self.dry_run = dry_run
         
         # HTTP客户端
-        proxy = get_proxy_url()
+        proxy = os.getenv("SOCKS5_PROXY", "socks5://127.0.0.1:7890")
+        _apply_global_proxy(proxy)
         self.http = httpx.Client(
             timeout=30.0,
             proxy=proxy,
@@ -280,7 +285,6 @@ class PolymarketBTCTrader:
         
         month_name = self.MONTH_NAMES[target_time.month]
         day = target_time.day
-        year = target_time.year
         
         # 转换为12小时制
         hour_24 = target_time.hour
@@ -297,7 +301,7 @@ class PolymarketBTCTrader:
             hour_12 = hour_24 - 12
             am_pm = 'pm'
         
-        slug = f"bitcoin-up-or-down-{month_name}-{day}-{year}-{hour_12}{am_pm}-et"
+        slug = f"bitcoin-up-or-down-{month_name}-{day}-{hour_12}{am_pm}-et"
         return slug
     
     def get_market_by_slug(self, slug: str) -> Optional[Dict]:

utils/network_proxy.py

@@ -1,53 +0,0 @@
-"""统一网络代理配置工具。"""
-
-import os
-from typing import Optional
-
-
-def get_proxy_url() -> Optional[str]:
-    """从环境变量读取代理地址，统一兼容不同变量名。"""
-    use_proxy = os.getenv("USE_PROXY", "false").lower() == "true"
-    if not use_proxy:
-        return None
-
-    return (
-        os.getenv("SOCKS5_PROXY")
-        or os.getenv("ALL_PROXY")
-        or os.getenv("HTTPS_PROXY")
-        or os.getenv("HTTP_PROXY")
-    )
-
-
-def get_send_msg_proxy_url() -> Optional[str]:
-    """读取 send_msg 独立代理，未配置时回退到全局代理。"""
-    send_msg_proxy = os.getenv("SEND_MSG_PROXY")
-    if send_msg_proxy:
-        return send_msg_proxy
-
-    send_msg_proxy_port = os.getenv("SEND_MSG_PROXY_PORT")
-    if send_msg_proxy_port:
-        return f"socks5://127.0.0.1:{send_msg_proxy_port}"
-
-    return get_proxy_url()
-
-
-def apply_global_proxy_from_env() -> Optional[str]:
-    """将代理写入全局环境变量，确保 requests/httpx/curl 等默认走同一代理。"""
-    proxy_url = get_proxy_url()
-    if not proxy_url:
-        return None
-
-    os.environ["HTTP_PROXY"] = proxy_url
-    os.environ["HTTPS_PROXY"] = proxy_url
-    os.environ["ALL_PROXY"] = proxy_url
-    os.environ["http_proxy"] = proxy_url
-    os.environ["https_proxy"] = proxy_url
-    os.environ["all_proxy"] = proxy_url
-
-    # 保留本地直连，避免影响本机服务调用。
-    if not os.getenv("NO_PROXY"):
-        os.environ["NO_PROXY"] = "127.0.0.1,localhost"
-    if not os.getenv("no_proxy"):
-        os.environ["no_proxy"] = os.environ["NO_PROXY"]
-
-    return proxy_url

utils/project_logger.py

@@ -1,40 +0,0 @@
-"""项目统一日志工具。"""
-
-import logging
-import os
-from logging.handlers import RotatingFileHandler
-
-
-def get_project_logger(name: str) -> logging.Logger:
-    """返回统一配置的日志实例，避免重复添加处理器。"""
-    logger = logging.getLogger(name)
-    if logger.handlers:
-        return logger
-
-    os.makedirs("logs", exist_ok=True)
-
-    logger.setLevel(logging.INFO)
-    logger.propagate = False
-
-    formatter = logging.Formatter(
-        "%(asctime)s | %(name)s | %(levelname)s | %(message)s",
-        datefmt="%Y-%m-%d %H:%M:%S",
-    )
-
-    file_handler = RotatingFileHandler(
-        "logs/project.log",
-        maxBytes=10 * 1024 * 1024,
-        backupCount=5,
-        encoding="utf-8",
-    )
-    file_handler.setFormatter(formatter)
-    file_handler.setLevel(logging.INFO)
-
-    console_handler = logging.StreamHandler()
-    console_handler.setFormatter(formatter)
-    console_handler.setLevel(logging.INFO)
-
-    logger.addHandler(file_handler)
-    logger.addHandler(console_handler)
-
-    return logger

utils/send_msg.py

@@ -1,10 +1,4 @@
 import requests
-from utils.network_proxy import apply_global_proxy_from_env, get_send_msg_proxy_url
-from utils.project_logger import get_project_logger
-
-
-apply_global_proxy_from_env()
-logger = get_project_logger("send_msg")
 
 class LarkNotifier:
     """飞书消息发送工具类"""
@@ -15,18 +9,11 @@ class LarkNotifier:
         self.bot_name = bot_name
         self.receive_id = receive_id
 
-        # 使用 Session 可以复用底层 TCP 连接，提升发送效率
-        self.session = requests.Session()
-
-        proxy_url = get_send_msg_proxy_url()
-        if proxy_url:
-            self.session.proxies.update({
-                "http": proxy_url,
-                "https": proxy_url,
-            })
-            logger.info("send_msg 使用独立代理: %s", proxy_url)
-        else:
-            logger.info("send_msg 未启用代理")
+        # 代理固定为本地 7898 端口
+        self.proxies = {
+            "http": "socks5h://127.0.0.1:7898",
+            "https": "socks5h://127.0.0.1:7898"
+        }
 
     def send_alert(self, title: str, content: str):
         """
@@ -42,13 +29,13 @@ class LarkNotifier:
         }
         
         try:
-            # 使用 data=payload 发送 Form Data
-            response = self.session.post(self.url, data=payload, timeout=5)
+            # 每次请求直接调用 requests.post，不复用 Session
+            response = requests.post(self.url, data=payload, timeout=5, proxies=self.proxies)
             response.raise_for_status()
-            logger.info("告警发送成功: %s", title)
+            print(f"告警发送成功: {title}")
         except Exception as e:
             # 告警系统自身的错误只记录日志，绝不抛出异常影响主程序
-            logger.error("发送飞书告警失败: %s", e)
+            print(f"发送飞书告警失败: {e}")
 
 # 实例化一个全局单例供其他模块直接导入使用
 lark_notifier = LarkNotifier()