feat(datasource): 实现加密货币数据获取功能

- 新增 ccxt_source.py: CCXT + OKX 加密货币数据源 - 新增 socks2http.py: SOCKS5 转 HTTP 代理转换器 - 修改 universal_fetcher.py: 添加 _fetch_crypto 方法，支持 timeframe 参数 - 修改 flask_server.py: API 支持 timeframe 参数，加密货币不缓存支持的 timeframe: 1d, 1h, 4h, 15m, 1m 测试验证: BTC 数据获取成功
2026-05-13 23:30:32 +08:00
parent 105af19690
commit 416f708d53
4 changed files with 513 additions and 13 deletions
--- a/datasource/ccxt_source.py
+++ b/datasource/ccxt_source.py
@@ -0,0 +1,284 @@
+"""
+CCXT 加密货币数据源
+
+通过 CCXT 库从 OKX 获取加密货币 K 线数据
+特点：
+- 支持 BTC/ETH 等主流加密货币
+- 需要通过 socks2http 将 SOCKS5 转 HTTP 代理
+- 支持多种 timeframe（1d, 1h, 15m 等）
+"""
+
+import os
+import time
+import threading
+from typing import Optional, Dict
+from datetime import datetime, timedelta
+import pandas as pd
+
+try:
+    import ccxt
+    CCXT_AVAILABLE = True
+except ImportError:
+    CCXT_AVAILABLE = False
+    print("⚠️ ccxt 未安装，加密货币获取不可用")
+
+from .socks2http import Socks2Http
+
+
+class CCXTSource:
+    """
+    CCXT 加密货币数据源
+    
+    使用 OKX 交易所获取加密货币数据
+    需要通过 socks2http 服务将 SSH SOCKS5 代理转为 HTTP 代理
+    """
+    
+    # 支持的 timeframe 映射
+    TIMEFRAME_MAP = {
+        '1d': '1d',
+        '1h': '1h',
+        '4h': '4h',
+        '15m': '15m',
+        '1m': '1m',
+        'daily': '1d',
+        'hourly': '1h',
+    }
+    
+    # 默认 HTTP 代理端口
+    DEFAULT_HTTP_PORT = 8080
+    
+    # socks2http 服务实例
+    _proxy_server: Optional[Socks2Http] = None
+    _proxy_thread: Optional[threading.Thread] = None
+    _proxy_started = False
+    
+    def __init__(
+        self,
+        socks_host: str = '127.0.0.1',
+        socks_port: int = 1080,
+        http_port: int = 8080,
+        exchange: str = 'okx'
+    ):
+        """
+        初始化
+        
+        Args:
+            socks_host: SOCKS5 代理地址
+            socks_port: SOCKS5 代理端口
+            http_port: HTTP 代理端口（socks2http 转换后）
+            exchange: 交易所名称（默认 okx）
+        """
+        self.socks_host = socks_host
+        self.socks_port = socks_port
+        self.http_port = http_port
+        self.exchange_name = exchange
+        self._exchange = None
+        
+    def start_proxy(self) -> bool:
+        """启动 socks2http 代理服务"""
+        if self._proxy_started:
+            return True
+            
+        if not CCXT_AVAILABLE:
+            print("⚠️ ccxt 未安装，无法启动加密货币数据源")
+            return False
+        
+        try:
+            # 启动 socks2http 服务
+            self._proxy_server = Socks2Http(
+                socks_host=self.socks_host,
+                socks_port=self.socks_port,
+                http_port=self.http_port
+            )
+            
+            # 在后台线程启动
+            self._proxy_thread = threading.Thread(
+                target=self._proxy_server.start,
+                daemon=True
+            )
+            self._proxy_thread.start()
+            
+            # 等待服务启动
+            time.sleep(1)
+            
+            self._proxy_started = True
+            print(f"✓ socks2http 代理已启动: http://127.0.0.1:{self.http_port}")
+            return True
+            
+        except Exception as e:
+            print(f"✗ 启动 socks2http 代理失败: {e}")
+            return False
+    
+    def stop_proxy(self):
+        """停止 socks2http 代理服务"""
+        if self._proxy_server:
+            self._proxy_server.stop()
+            self._proxy_server = None
+            self._proxy_started = False
+            print("socks2http 代理已停止")
+    
+    def _create_exchange(self) -> Optional[ccxt.Exchange]:
+        """创建交易所实例"""
+        if not CCXT_AVAILABLE:
+            return None
+        
+        # 确保 proxy 已启动
+        if not self._proxy_started:
+            if not self.start_proxy():
+                return None
+        
+        # 配置 CCXT（使用 HTTP 代理）
+        config = {
+            'enableRateLimit': True,
+            'proxies': {
+                'http': f'http://127.0.0.1:{self.http_port}',
+                'https': f'http://127.0.0.1:{self.http_port}'
+            },
+            'timeout': 30000,
+        }
+        
+        # 创建交易所实例
+        exchange_class = getattr(ccxt, self.exchange_name)
+        return exchange_class(config)
+    
+    def fetch(
+        self,
+        code: str,
+        start_date: str,
+        end_date: str,
+        timeframe: str = '1d'
+    ) -> Optional[pd.DataFrame]:
+        """
+        获取加密货币 K 线数据
+        
+        Args:
+            code: 加密货币代码（BTC, ETH 等）
+            start_date: 开始日期 YYYY-MM-DD
+            end_date: 结束日期 YYYY-MM-DD
+            timeframe: K 线周期（1d, 1h, 4h, 15m, 1m）
+        
+        Returns:
+            DataFrame with columns: date, open, high, low, close, volume
+        """
+        if not CCXT_AVAILABLE:
+            print(f"⚠️ ccxt 未安装，无法获取 {code}")
+            return None
+        
+        # 创建交易所实例
+        if self._exchange is None:
+            self._exchange = self._create_exchange()
+        
+        if self._exchange is None:
+            return None
+        
+        # 转换代码格式：BTC -> BTC/USDT
+        symbol = f"{code.upper()}/USDT"
+        
+        # 转换 timeframe
+        tf = self.TIMEFRAME_MAP.get(timeframe.lower(), '1d')
+        
+        try:
+            # 计算时间范围
+            start_dt = pd.Timestamp(start_date).tz_localize('Asia/Shanghai')
+            end_dt = pd.Timestamp(end_date).tz_localize('Asia/Shanghai')
+            
+            # 转换为毫秒时间戳
+            since = int(start_dt.timestamp() * 1000)
+            
+            print(f"从 {self.exchange_name} 获取 {symbol} {tf} 数据...")
+            print(f"时间范围: {start_date} ~ {end_date}")
+            
+            # 获取 K 线数据
+            ohlcv = self._exchange.fetch_ohlcv(symbol, tf, since, limit=1000)
+            
+            if not ohlcv:
+                print(f"未获取到 {symbol} 数据")
+                return None
+            
+            # 转换为 DataFrame
+            df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+            
+            # 转换时间戳为日期索引（UTC -> 北京时间）
+            df['date'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')
+            df = df.set_index('date')
+            df = df[['open', 'high', 'low', 'close', 'volume']]
+            
+            # 过滤日期范围
+            df = df.loc[start_dt:end_dt]
+            
+            print(f"✓ 获取成功: {len(df)} 条数据")
+            
+            return df
+            
+        except Exception as e:
+            print(f"✗ 获取 {symbol} 失败: {e}")
+            return None
+    
+    def fetch_latest(
+        self,
+        code: str,
+        timeframe: str = '1d',
+        limit: int = 100
+    ) -> Optional[pd.DataFrame]:
+        """
+        获取最近 N 条数据
+        
+        Args:
+            code: 加密货币代码
+            timeframe: K 线周期
+            limit: 数据条数
+        
+        Returns:
+            DataFrame
+        """
+        if not CCXT_AVAILABLE:
+            return None
+        
+        if self._exchange is None:
+            self._exchange = self._create_exchange()
+        
+        if self._exchange is None:
+            return None
+        
+        symbol = f"{code.upper()}/USDT"
+        tf = self.TIMEFRAME_MAP.get(timeframe.lower(), '1d')
+        
+        try:
+            ohlcv = self._exchange.fetch_ohlcv(symbol, tf, limit=limit)
+            
+            if not ohlcv:
+                return None
+            
+            df = pd.DataFrame(ohlcv, columns=['timestamp', 'open', 'high', 'low', 'close', 'volume'])
+            df['date'] = pd.to_datetime(df['timestamp'], unit='ms', utc=True).dt.tz_convert('Asia/Shanghai')
+            df = df.set_index('date')
+            df = df[['open', 'high', 'low', 'close', 'volume']]
+            df.index = df.index.normalize()
+            
+            return df
+            
+        except Exception as e:
+            print(f"✗ 获取 {symbol} 失败: {e}")
+            return None
+
+
+# 全局实例（延迟初始化）
+_crypto_source: Optional[CCXTSource] = None
+
+
+def get_crypto_source(
+    socks_host: str = '127.0.0.1',
+    socks_port: int = 1080,
+    http_port: int = 8080
+) -> CCXTSource:
+    """获取加密货币数据源实例"""
+    global _crypto_source
+    
+    if _crypto_source is None:
+        _crypto_source = CCXTSource(
+            socks_host=socks_host,
+            socks_port=socks_port,
+            http_port=http_port
+        )
+    
+    return _crypto_source