import pandas as pd import core.logger as logging from core.db.db_manager import DBData from core.utils import transform_date_time_to_timestamp logger = logging.logger class DBBinanceData: def __init__( self, db_url: str ): self.db_url = db_url self.table_name = "crypto_binance_data" self.columns = [ "symbol", "bar", "timestamp", "date_time", "date_time_us", "open", "high", "low", "close", "pre_close", "close_change", "pct_chg", "volume", "volCcy", "volCCyQuote", "buy_sz", "sell_sz", # 技术指标字段 "ma1", "ma2", "dif", "dea", "macd", "macd_signal", "macd_divergence", "kdj_k", "kdj_d", "kdj_j", "kdj_signal", "kdj_pattern", "sar", "sar_signal", "ma5", "ma10", "ma20", "ma30", "ma_cross", "ma5_close_diff", "ma10_close_diff", "ma20_close_diff", "ma30_close_diff", "ma_close_avg", "ma_long_short", "ma_divergence", "rsi_14", "rsi_signal", "boll_upper", "boll_middle", "boll_lower", "boll_signal", "boll_pattern", "k_length", "k_shape", "k_up_down", "create_time", ] self.db_manager = DBData(db_url, self.table_name, self.columns) def insert_data_to_mysql(self, df: pd.DataFrame): """ 将K线行情数据保存到MySQL的crypto_binance_data表 速度：⭐⭐⭐⭐⭐ 最快 内存：⭐⭐⭐⭐ 中等 适用场景：中小数据量（<10万条） :param df: K线数据DataFrame """ if df is None or df.empty: logger.warning("DataFrame为空，无需写入数据库。") return self.db_manager.insert_data_to_mysql(df) def insert_data_to_mysql_fast(self, df: pd.DataFrame): """ 快速插入K线行情数据（方案2：使用executemany批量插入） 速度：⭐⭐⭐⭐ 很快 内存：⭐⭐⭐⭐⭐ 低 适用场景：中等数据量 :param df: K线数据DataFrame """ if df is None or df.empty: logger.warning("DataFrame为空，无需写入数据库。") return self.db_manager.insert_data_to_mysql_fast(df) def insert_data_to_mysql_chunk(self, df: pd.DataFrame, chunk_size: int = 1000): """ 分块插入K线行情数据（方案3：适合大数据量） 速度：⭐⭐⭐ 中等 内存：⭐⭐⭐⭐⭐ 最低 适用场景：大数据量（>10万条） :param df: K线数据DataFrame :param chunk_size: 分块大小 """ if df is None or df.empty: logger.warning("DataFrame为空，无需写入数据库。") return self.db_manager.insert_data_to_mysql_chunk(df, chunk_size) def insert_data_to_mysql_simple(self, df: pd.DataFrame): """ 简单插入K线行情数据（方案4：直接使用to_sql，忽略重复） 速度：⭐⭐⭐⭐⭐ 最快 内存：⭐⭐⭐⭐ 中等 注意：会抛出重复键错误，需要额外处理 """ if df is None or df.empty: logger.warning("DataFrame为空，无需写入数据库。") return self.db_manager.insert_data_to_mysql_simple(df) def query_latest_data(self, symbol: str, bar: str): """ 查询最新数据 :param symbol: 交易对 :param bar: K线周期 """ sql = """ SELECT * FROM crypto_binance_data WHERE symbol = :symbol AND bar = :bar ORDER BY timestamp DESC LIMIT 1 """ condition_dict = {"symbol": symbol, "bar": bar} return self.db_manager.query_data(sql, condition_dict, return_multi=False) def query_data_before_timestamp(self, symbol: str, bar: str, timestamp: int, limit: int = 100): """ 根据时间戳查询之前的数据 :param symbol: 交易对 :param bar: K线周期 :param timestamp: 时间戳 :param limit: 查询数量 """ sql = """ SELECT * FROM crypto_binance_data WHERE symbol = :symbol AND bar = :bar AND timestamp < :timestamp ORDER BY timestamp DESC LIMIT :limit """ condition_dict = {"symbol": symbol, "bar": bar, "timestamp": timestamp, "limit": limit} return self.db_manager.query_data(sql, condition_dict, return_multi=True) def query_data_by_technical_indicators( self, symbol: str, bar: str, start: str = None, end: str = None, macd_signal: str = None, kdj_signal: str = None, rsi_signal: str = None, boll_signal: str = None, ma_cross: str = None ): """ 根据技术指标查询数据 :param symbol: 交易对 :param bar: K线周期 :param start: 开始时间 :param end: 结束时间 :param macd_signal: MACD信号 :param kdj_signal: KDJ信号 :param rsi_signal: RSI信号 :param boll_signal: 布林带信号 :param ma_cross: 均线交叉信号 """ conditions = ["symbol = :symbol", "bar = :bar"] condition_dict = {"symbol": symbol, "bar": bar} if macd_signal: conditions.append("macd_signal = :macd_signal") condition_dict["macd_signal"] = macd_signal if kdj_signal: conditions.append("kdj_signal = :kdj_signal") condition_dict["kdj_signal"] = kdj_signal if rsi_signal: conditions.append("rsi_signal = :rsi_signal") condition_dict["rsi_signal"] = rsi_signal if boll_signal: conditions.append("boll_signal = :boll_signal") condition_dict["boll_signal"] = boll_signal if ma_cross: conditions.append("ma_cross = :ma_cross") condition_dict["ma_cross"] = ma_cross # 处理时间范围 if start: start_timestamp = transform_date_time_to_timestamp(start) if start_timestamp: conditions.append("timestamp >= :start") condition_dict["start"] = start_timestamp if end: end_timestamp = transform_date_time_to_timestamp(end) if end_timestamp: conditions.append("timestamp <= :end") condition_dict["end"] = end_timestamp where_clause = " AND ".join(conditions) sql = f""" SELECT * FROM crypto_binance_data WHERE {where_clause} ORDER BY timestamp DESC """ return self.db_manager.query_data(sql, condition_dict, return_multi=True) def query_macd_signals( self, symbol: str, bar: str, signal: str = None, start: str = None, end: str = None ): """ 查询MACD信号数据 :param symbol: 交易对 :param bar: K线周期 :param signal: MACD信号类型 :param start: 开始时间 :param end: 结束时间 """ conditions = ["symbol = :symbol", "bar = :bar"] condition_dict = {"symbol": symbol, "bar": bar} if signal: conditions.append("macd_signal = :signal") condition_dict["signal"] = signal # 处理时间范围 if start: start_timestamp = transform_date_time_to_timestamp(start) if start_timestamp: conditions.append("timestamp >= :start") condition_dict["start"] = start_timestamp if end: end_timestamp = transform_date_time_to_timestamp(end) if end_timestamp: conditions.append("timestamp <= :end") condition_dict["end"] = end_timestamp where_clause = " AND ".join(conditions) sql = f""" SELECT * FROM crypto_binance_data WHERE {where_clause} ORDER BY timestamp DESC """ return self.db_manager.query_data(sql, condition_dict, return_multi=True) def query_kdj_signals( self, symbol: str, bar: str, signal: str = None, pattern: str = None, start: str = None, end: str = None ): """ 查询KDJ信号数据 :param symbol: 交易对 :param bar: K线周期 :param signal: KDJ信号类型 :param pattern: KDJ模式 :param start: 开始时间 :param end: 结束时间 """ conditions = ["symbol = :symbol", "bar = :bar"] condition_dict = {"symbol": symbol, "bar": bar} if signal: conditions.append("kdj_signal = :signal") condition_dict["signal"] = signal if pattern: conditions.append("kdj_pattern = :pattern") condition_dict["pattern"] = pattern # 处理时间范围 if start: start_timestamp = transform_date_time_to_timestamp(start) if start_timestamp: conditions.append("timestamp >= :start") condition_dict["start"] = start_timestamp if end: end_timestamp = transform_date_time_to_timestamp(end) if end_timestamp: conditions.append("timestamp <= :end") condition_dict["end"] = end_timestamp where_clause = " AND ".join(conditions) sql = f""" SELECT * FROM crypto_binance_data WHERE {where_clause} ORDER BY timestamp DESC """ return self.db_manager.query_data(sql, condition_dict, return_multi=True) def query_ma_signals( self, symbol: str, bar: str, cross: str = None, long_short: str = None, divergence: str = None, start: str = None, end: str = None ): """ 查询均线信号数据 :param symbol: 交易对 :param bar: K线周期 :param cross: 均线交叉信号 :param long_short: 均线多空 :param divergence: 均线发散 :param start: 开始时间 :param end: 结束时间 """ conditions = ["symbol = :symbol", "bar = :bar"] condition_dict = {"symbol": symbol, "bar": bar} if cross: conditions.append("ma_cross = :cross") condition_dict["cross"] = cross if long_short: conditions.append("ma_long_short = :long_short") condition_dict["long_short"] = long_short if divergence: conditions.append("ma_divergence = :divergence") condition_dict["divergence"] = divergence # 处理时间范围 if start: start_timestamp = transform_date_time_to_timestamp(start) if start_timestamp: conditions.append("timestamp >= :start") condition_dict["start"] = start_timestamp if end: end_timestamp = transform_date_time_to_timestamp(end) if end_timestamp: conditions.append("timestamp <= :end") condition_dict["end"] = end_timestamp where_clause = " AND ".join(conditions) sql = f""" SELECT * FROM crypto_binance_data WHERE {where_clause} ORDER BY timestamp DESC """ return self.db_manager.query_data(sql, condition_dict, return_multi=True) def query_bollinger_signals( self, symbol: str, bar: str, signal: str = None, pattern: str = None, start: str = None, end: str = None ): """ 查询布林带信号数据 :param symbol: 交易对 :param bar: K线周期 :param signal: 布林带信号 :param pattern: 布林带模式 :param start: 开始时间 :param end: 结束时间 """ conditions = ["symbol = :symbol", "bar = :bar"] condition_dict = {"symbol": symbol, "bar": bar} if signal: conditions.append("boll_signal = :signal") condition_dict["signal"] = signal if pattern: conditions.append("boll_pattern = :pattern") condition_dict["pattern"] = pattern # 处理时间范围 if start: start_timestamp = transform_date_time_to_timestamp(start) if start_timestamp: conditions.append("timestamp >= :start") condition_dict["start"] = start_timestamp if end: end_timestamp = transform_date_time_to_timestamp(end) if end_timestamp: conditions.append("timestamp <= :end") condition_dict["end"] = end_timestamp where_clause = " AND ".join(conditions) sql = f""" SELECT * FROM crypto_binance_data WHERE {where_clause} ORDER BY timestamp DESC """ return self.db_manager.query_data(sql, condition_dict, return_multi=True) def get_technical_statistics( self, symbol: str, bar: str, start: str = None, end: str = None ): """ 获取技术指标统计信息 :param symbol: 交易对 :param bar: K线周期 :param start: 开始时间 :param end: 结束时间 """ conditions = ["symbol = :symbol", "bar = :bar"] condition_dict = {"symbol": symbol, "bar": bar} # 处理时间范围 if start: start_timestamp = transform_date_time_to_timestamp(start) if start_timestamp: conditions.append("timestamp >= :start") condition_dict["start"] = start_timestamp if end: end_timestamp = transform_date_time_to_timestamp(end) if end_timestamp: conditions.append("timestamp <= :end") condition_dict["end"] = end_timestamp where_clause = " AND ".join(conditions) sql = f""" SELECT COUNT(*) as total_records, COUNT(CASE WHEN macd_signal IS NOT NULL THEN 1 END) as macd_signal_count, COUNT(CASE WHEN kdj_signal IS NOT NULL THEN 1 END) as kdj_signal_count, COUNT(CASE WHEN rsi_signal IS NOT NULL THEN 1 END) as rsi_signal_count, COUNT(CASE WHEN boll_signal IS NOT NULL THEN 1 END) as boll_signal_count, COUNT(CASE WHEN ma_cross IS NOT NULL THEN 1 END) as ma_cross_count, AVG(ma5_close_diff) as avg_ma5_close_diff, AVG(ma10_close_diff) as avg_ma10_close_diff, AVG(ma20_close_diff) as avg_ma20_close_diff, AVG(ma30_close_diff) as avg_ma30_close_diff, AVG(ma_close_avg) as avg_ma_close_avg, AVG(rsi_14) as avg_rsi_14, AVG(boll_upper) as avg_boll_upper, AVG(boll_middle) as avg_boll_middle, AVG(boll_lower) as avg_boll_lower FROM crypto_binance_data WHERE {where_clause} """ return self.db_manager.query_data(sql, condition_dict, return_multi=False) def query_market_data_by_symbol_bar(self, symbol: str, bar: str, start: str = None, end: str = None): """ 根据交易对和K线周期查询数据 :param symbol: 交易对 :param bar: K线周期 :param start: 开始时间 :param end: 结束时间 """ if start is None and end is None: sql = """ SELECT * FROM crypto_binance_data WHERE symbol = :symbol AND bar = :bar ORDER BY timestamp ASC """ condition_dict = {"symbol": symbol, "bar": bar} else: if start is not None: start = transform_date_time_to_timestamp(start) if start is None: logger.warning(f"开始时间格式错误: {start}") return None if end is not None: end = transform_date_time_to_timestamp(end) if end is None: logger.warning(f"结束时间格式错误: {end}") return None if start is not None and end is not None: if start > end: start, end = end, start sql = """ SELECT * FROM crypto_binance_data WHERE symbol = :symbol AND bar = :bar AND timestamp BETWEEN :start AND :end ORDER BY timestamp ASC """ condition_dict = {"symbol": symbol, "bar": bar, "start": start, "end": end} elif start is not None: sql = """ SELECT * FROM crypto_binance_data WHERE symbol = :symbol AND bar = :bar AND timestamp >= :start ORDER BY timestamp ASC """ condition_dict = {"symbol": symbol, "bar": bar, "start": start} elif end is not None: sql = """ SELECT * FROM crypto_binance_data WHERE symbol = :symbol AND bar = :bar AND timestamp <= :end ORDER BY timestamp ASC """ condition_dict = {"symbol": symbol, "bar": bar, "end": end} return self.db_manager.query_data(sql, condition_dict, return_multi=True)