@yuants/app-virtual-exchange 0.16.0 → 0.18.0

package/dist/series-collector/forwards-ohlc.js

@@ -2,78 +2,43 @@
 // 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Forwards 拉取的序列。
 // 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。
 // 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
-import { decodeOHLCSeriesId, encodeOHLCSeriesId } from '@yuants/data-ohlc';
-import { parseOHLCServiceMetadataFromSchema, } from '@yuants/exchange';
+import { decodeOHLCSeriesId } from '@yuants/data-ohlc';
 import { Terminal } from '@yuants/protocol';
 import { escapeSQL, requestSQL } from '@yuants/sql';
 import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
-import { defer, repeat, retry } from 'rxjs';
 const terminal = Terminal.fromNodeEnv();
-const listForwardSeriesIds = async () => {
-    const product_ids = await requestSQL(terminal, `select product_id from product`);
-    console.time('[SeriesCollector][OHLC][Forwards] calc');
-    const series_ids = new Set();
-    for (const terminalInfo of terminal.terminalInfos) {
-        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
-            if (serviceInfo.method !== 'IngestOHLC')
-                continue;
-            try {
-                const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);
-                if (meta.direction !== 'forward')
-                    continue;
-                for (const { product_id } of product_ids) {
-                    if (!product_id.startsWith(meta.product_id_prefix))
-                        continue;
-                    for (const duration of meta.duration_list) {
-                        const series_id = encodeOHLCSeriesId(product_id, duration);
-                        series_ids.add(series_id);
-                    }
-                }
-            }
-            finally {
-            }
-        }
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'forward' });
+export const handleIngestOHLCForward = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    const { product_id, duration } = decodeOHLCSeriesId(series_id);
+    const [datasource_id] = decodePath(product_id);
+    // 控制速率：每个数据源每秒钟只能请求一次
+    await tokenBucket(`ohlc:forward:${datasource_id}`).acquire();
+    let req;
+    if (direction === 'forward') {
+        const [record] = await requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);
+        const time = record ? new Date(record.end_time).getTime() : 0;
+        req = {
+            product_id,
+            duration,
+            direction: 'forward',
+            time,
+        };
     }
-    console.timeEnd('[SeriesCollector][OHLC][Forwards] calc');
-    return series_ids;
+    else {
+        // backward
+        req = {
+            product_id,
+            duration,
+            direction,
+            time: Date.now(),
+        };
+    }
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Forward]', 'Request', `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Forward]', 'Response', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
 };
-defer(async () => {
-    const time = Date.now();
-    const series_ids = await listForwardSeriesIds();
-    console.log(`[SeriesCollector][OHLC][Forwards] Found ${series_ids.size} series to collect forwards data for. (${formatTime(Date.now() - time)})`);
-    await Promise.all([...series_ids].map(async (series_id) => {
-        var _a, _b, _c, _d;
-        try {
-            const { product_id, duration } = decodeOHLCSeriesId(series_id);
-            const [datasource_id] = decodePath(product_id);
-            // 控制速率：每个数据源每秒钟只能请求一次
-            await tokenBucket(`ohlc_forwards_target_${datasource_id}`, {
-                refillInterval: 1000,
-                capacity: 1,
-            }).acquire();
-            {
-                const [record] = await requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`);
-                const time = record ? new Date(record.end_time).getTime() : 0;
-                const req = {
-                    product_id,
-                    duration,
-                    direction: 'forward',
-                    time,
-                };
-                console.info(formatTime(Date.now()), 'DispatchIngestOHLC_Forwards', `product_id=${product_id}, duration=${duration}, time=${formatTime(time)}`);
-                const res = await terminal.client.requestForResponseData('IngestOHLC', req);
-                terminal.metrics
-                    .counter('series_collector_forwards_ingest_count', '')
-                    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })
-                    .inc(res.wrote_count || 0);
-                console.info(formatTime(Date.now()), 'DispatchIngestOHLCResult_Forwards', `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
-            }
-        }
-        catch (e) {
-            console.info(formatTime(Date.now()), 'DispatchIngestOHLCError_Forwards', `series_id=${series_id}`, e);
-        }
-    }));
-})
-    .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))
-    .subscribe();
 //# sourceMappingURL=forwards-ohlc.js.map

package/dist/series-collector/forwards-ohlc.js.map

@@ -1 +1 @@
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解决 Forwards 拉取历史数据的调度器\n// 该文件会定期扫描所有 Terminal 的 ServiceInfo，提取出所有支持 Forwards 拉取的序列。\n// 然后对每个序列，向对应的 IngestOHLC Service 发送拉取请求，补齐历史数据。\n// 使用 Token Bucket 控制每个数据源的请求速率，避免过载。\n\nimport { decodeOHLCSeriesId, encodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport {\n  IIngestOHLCRequest,\n  ISeriesIngestResult,\n  parseOHLCServiceMetadataFromSchema,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\nimport { defer, repeat, retry } from 'rxjs';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst listForwardSeriesIds = async () => {\n  const product_ids = await requestSQL<{ product_id: string }[]>(terminal, `select product_id from product`);\n\n  console.time('[SeriesCollector][OHLC][Forwards] calc');\n\n  const series_ids = new Set<string>();\n  for (const terminalInfo of terminal.terminalInfos) {\n    for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {\n      if (serviceInfo.method !== 'IngestOHLC') continue;\n      try {\n        const meta = parseOHLCServiceMetadataFromSchema(serviceInfo.schema);\n        if (meta.direction !== 'forward') continue;\n\n        for (const { product_id } of product_ids) {\n          if (!product_id.startsWith(meta.product_id_prefix)) continue;\n          for (const duration of meta.duration_list) {\n            const series_id = encodeOHLCSeriesId(product_id, duration);\n            series_ids.add(series_id);\n          }\n        }\n      } finally {\n      }\n    }\n  }\n\n  console.timeEnd('[SeriesCollector][OHLC][Forwards] calc');\n\n  return series_ids;\n};\n\ndefer(async () => {\n  const time = Date.now();\n  const series_ids = await listForwardSeriesIds();\n  console.log(\n    `[SeriesCollector][OHLC][Forwards] Found ${\n      series_ids.size\n    } series to collect forwards data for. (${formatTime(Date.now() - time)})`,\n  );\n\n  await Promise.all(\n    [...series_ids].map(async (series_id) => {\n      try {\n        const { product_id, duration } = decodeOHLCSeriesId(series_id);\n        const [datasource_id] = decodePath(product_id);\n        // 控制速率：每个数据源每秒钟只能请求一次\n        await tokenBucket(`ohlc_forwards_target_${datasource_id}`, {\n          refillInterval: 1000,\n          capacity: 1,\n        }).acquire();\n        {\n          const [record] = await requestSQL<\n            {\n              end_time: string;\n            }[]\n          >(\n            terminal,\n            `select end_time from series_data_range where series_id = ${escapeSQL(\n              series_id,\n            )} and table_name = 'ohlc_v2' order by end_time desc limit 1`,\n          );\n\n          const time = record ? new Date(record.end_time).getTime() : 0;\n\n          const req: IIngestOHLCRequest = {\n            product_id,\n            duration,\n            direction: 'forward',\n            time,\n          };\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLC_Forwards',\n            `product_id=${product_id}, duration=${duration}, time=${formatTime(time)}`,\n          );\n\n          const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n            'IngestOHLC',\n            req,\n          );\n\n          terminal.metrics\n            .counter('series_collector_forwards_ingest_count', '')\n            .labels({ terminal_id: terminal.terminal_id, type: 'ohlc' })\n            .inc(res.wrote_count || 0);\n\n          console.info(\n            formatTime(Date.now()),\n            'DispatchIngestOHLCResult_Forwards',\n            `series_id=${series_id}, ingested_count=${res.wrote_count}, start_time=${formatTime(\n              res.range?.start_time ?? NaN,\n            )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n          );\n        }\n      } catch (e) {\n        console.info(formatTime(Date.now()), 'DispatchIngestOHLCError_Forwards', `series_id=${series_id}`, e);\n      }\n    }),\n  );\n})\n  .pipe(retry({ delay: 1000 }), repeat({ delay: 1000 }))\n  .subscribe();\n"]}
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package/dist/series-collector/index.js

@@ -1,5 +1,3 @@
-import './backwards-interest-rate';
-import './backwards-ohlc';
-import './forwards-interest-rate';
-import './forwards-ohlc';
+import './interest-rate';
+import './ohlc';
 //# sourceMappingURL=index.js.map

package/dist/series-collector/index.js.map

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,2BAA2B,CAAC;AACnC,OAAO,kBAAkB,CAAC;AAC1B,OAAO,0BAA0B,CAAC;AAClC,OAAO,iBAAiB,CAAC","sourcesContent":["import './backwards-interest-rate';\nimport './backwards-ohlc';\nimport './forwards-interest-rate';\nimport './forwards-ohlc';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,iBAAiB,CAAC;AACzB,OAAO,QAAQ,CAAC","sourcesContent":["import './interest-rate';\nimport './ohlc';\n"]}

package/dist/series-collector/interest-rate.js

@@ -0,0 +1,49 @@
+import { formatTime, listWatch } from '@yuants/utils';
+import { defer, map, Observable, repeat, retry, tap } from 'rxjs';
+import { handleIngestInterestRateBackward } from './backwards-interest-rate';
+import { listInterestRateSeriesIds } from './discovery';
+import { handleIngestInterestRateForward } from './forwards-interest-rate';
+import { handleInterestRatePatch } from './patch-interest-rate';
+defer(() => listInterestRateSeriesIds())
+    .pipe(retry({ delay: 1000 }), repeat({ delay: 60000 }), map((x) => Array.from(x.entries())), listWatch((x) => x[0], ([product_id, meta]) => new Observable((sub) => {
+    // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度
+    const abortController = new AbortController();
+    sub.add(() => {
+        abortController.abort();
+    });
+    // 先处理前向任务
+    const forwardTask = defer(async () => {
+        await handleIngestInterestRateForward(product_id, meta, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][InterestRate][Forward]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        forwardTask.unsubscribe();
+    });
+    // 设置后向任务
+    const backwardTask = defer(async () => {
+        await handleIngestInterestRateBackward(product_id, meta, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][InterestRate][Backward]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        backwardTask.unsubscribe();
+    });
+    // 设置补齐任务
+    const patchTask = defer(async () => {
+        await handleInterestRatePatch(product_id, meta, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][InterestRate][Patch]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        patchTask.unsubscribe();
+    });
+})))
+    .subscribe();
+//# sourceMappingURL=interest-rate.js.map

package/dist/series-collector/interest-rate.js.map

@@ -0,0 +1 @@
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{ formatTime, listWatch } from '@yuants/utils';\nimport { defer, map, Observable, repeat, retry, tap } from 'rxjs';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { listInterestRateSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleInterestRatePatch } from './patch-interest-rate';\n\ndefer(() => listInterestRateSeriesIds())\n  .pipe(\n    retry({ delay: 1000 }),\n    repeat({ delay: 60000 }),\n    map((x) => Array.from(x.entries())),\n    listWatch(\n      (x) => x[0],\n      ([product_id, meta]) =>\n        new Observable((sub) => {\n          // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度\n          const abortController = new AbortController();\n\n          sub.add(() => {\n            abortController.abort();\n          });\n\n          // 先处理前向任务\n          const forwardTask = defer(async () => {\n            await handleIngestInterestRateForward(product_id, meta, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(\n                    formatTime(Date.now()),\n                    `[SeriesCollector][InterestRate][Forward]`,\n                    'Error',\n                    err,\n                  ),\n              }),\n\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            forwardTask.unsubscribe();\n          });\n\n          // 设置后向任务\n          const backwardTask = defer(async () => {\n            await handleIngestInterestRateBackward(product_id, meta, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(\n                    formatTime(Date.now()),\n                    `[SeriesCollector][InterestRate][Backward]`,\n                    'Error',\n                    err,\n                  ),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            backwardTask.unsubscribe();\n          });\n\n          // 设置补齐任务\n          const patchTask = defer(async () => {\n            await handleInterestRatePatch(product_id, meta, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(\n                    formatTime(Date.now()),\n                    `[SeriesCollector][InterestRate][Patch]`,\n                    'Error',\n                    err,\n                  ),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            patchTask.unsubscribe();\n          });\n        }),\n    ),\n  )\n  .subscribe();\n"]}

package/dist/series-collector/ohlc.js

@@ -0,0 +1,49 @@
+import { formatTime, listWatch } from '@yuants/utils';
+import { defer, map, Observable, repeat, retry, tap } from 'rxjs';
+import { listOHLCSeriesIds } from './discovery';
+import { handleIngestOHLCForward } from './forwards-ohlc';
+import { handleIngestOHLCBackward } from './backwards-ohlc';
+import { handleOHLCPatch } from './patch-ohlc';
+defer(() => listOHLCSeriesIds())
+    .pipe(retry({ delay: 1000 }), repeat({ delay: 60000 }), map((x) => Array.from(x.entries())), listWatch((x) => x[0], ([product_id, direction]) => new Observable((sub) => {
+    // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度
+    const abortController = new AbortController();
+    sub.add(() => {
+        abortController.abort();
+    });
+    // 先处理前向任务
+    const forwardTask = defer(async () => {
+        await handleIngestOHLCForward(product_id, direction, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Forward]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        forwardTask.unsubscribe();
+    });
+    // 设置后向任务
+    const backwardTask = defer(async () => {
+        await handleIngestOHLCBackward(product_id, direction, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Backward]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        backwardTask.unsubscribe();
+    });
+    // 设置补齐任务
+    const patchTask = defer(async () => {
+        await handleOHLCPatch(product_id, direction, abortController.signal);
+    })
+        .pipe(tap({
+        error: (err) => console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Patch]`, 'Error', err),
+    }), retry(), repeat())
+        .subscribe();
+    sub.add(() => {
+        patchTask.unsubscribe();
+    });
+})))
+    .subscribe();
+//# sourceMappingURL=ohlc.js.map

package/dist/series-collector/ohlc.js.map

@@ -0,0 +1 @@
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{ formatTime, listWatch } from '@yuants/utils';\nimport { defer, map, Observable, repeat, retry, tap } from 'rxjs';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { handleOHLCPatch } from './patch-ohlc';\n\ndefer(() => listOHLCSeriesIds())\n  .pipe(\n    retry({ delay: 1000 }),\n    repeat({ delay: 60000 }),\n    map((x) => Array.from(x.entries())),\n    listWatch(\n      (x) => x[0],\n      ([product_id, direction]) =>\n        new Observable((sub) => {\n          // 处理每个利率品种任务: (forward / backward / patch)，都需要独立调度\n          const abortController = new AbortController();\n\n          sub.add(() => {\n            abortController.abort();\n          });\n\n          // 先处理前向任务\n          const forwardTask = defer(async () => {\n            await handleIngestOHLCForward(product_id, direction, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Forward]`, 'Error', err),\n              }),\n\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            forwardTask.unsubscribe();\n          });\n\n          // 设置后向任务\n          const backwardTask = defer(async () => {\n            await handleIngestOHLCBackward(product_id, direction, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Backward]`, 'Error', err),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            backwardTask.unsubscribe();\n          });\n\n          // 设置补齐任务\n          const patchTask = defer(async () => {\n            await handleOHLCPatch(product_id, direction, abortController.signal);\n          })\n            .pipe(\n              tap({\n                error: (err) =>\n                  console.info(formatTime(Date.now()), `[SeriesCollector][OHLC][Patch]`, 'Error', err),\n              }),\n              retry(),\n              repeat(),\n            )\n            .subscribe();\n\n          sub.add(() => {\n            patchTask.unsubscribe();\n          });\n        }),\n    ),\n  )\n  .subscribe();\n"]}

package/dist/series-collector/patch-interest-rate.js

@@ -0,0 +1,63 @@
+import { Terminal } from '@yuants/protocol';
+import { escapeSQL, requestSQL } from '@yuants/sql';
+import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+const terminal = Terminal.fromNodeEnv();
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });
+// Patch 任务：查找数据缺口并进行补齐
+export const handleInterestRatePatch = async (product_id, meta, signal) => {
+    var _a, _b, _c, _d;
+    const [datasource_id] = decodePath(product_id);
+    await tokenBucket(`interest_rate:patch:${datasource_id}`).acquire(1, signal);
+    const [record] = await requestSQL(terminal, `
+WITH reversed_ranges AS (
+    SELECT 
+        start_time,
+        end_time,
+        LEAD(end_time) OVER (
+            PARTITION BY table_name, series_id 
+            ORDER BY start_time DESC
+        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间
+    FROM series_data_range
+    WHERE table_name = 'interest_rate' 
+      AND series_id = ${escapeSQL(product_id)}
+)
+SELECT 
+    next_end_time AS gap_start_time,  -- 前一个区间的结束时间
+    start_time AS gap_end_time        -- 当前区间的开始时间
+FROM reversed_ranges
+WHERE next_end_time IS NOT NULL 
+  AND start_time > next_end_time      -- 有空缺
+ORDER BY start_time DESC              -- 从最新开始
+LIMIT 1;
+    `);
+    // no gap
+    if (!record)
+        return;
+    const gapStartTime = new Date(record.gap_start_time).getTime();
+    const gapEndTime = new Date(record.gap_end_time).getTime();
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Patch]', 'FindGap', `series=${product_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`);
+    let req;
+    if (meta.direction === 'forward') {
+        // forward patch
+        req = {
+            product_id: product_id,
+            direction: 'forward',
+            time: gapStartTime,
+        };
+    }
+    else {
+        // backward patch
+        req = {
+            product_id: product_id,
+            direction: 'backward',
+            time: gapEndTime,
+        };
+    }
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Patch]', product_id, 'PatchRequest', `direction=${req.direction}, time=${formatTime(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][InterestRate][Patch]', product_id, 'PatchBackwardResult', `ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+};
+//# sourceMappingURL=patch-interest-rate.js.map

package/dist/series-collector/patch-interest-rate.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"patch-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/patch-interest-rate.ts"],"names":[],"mappings":"AAKA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACpD,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,WAAW,EAAE,MAAM,eAAe,CAAC;AAEpE,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AAExC,MAAM,aAAa,GAAG,QAAQ,CAAC,OAAO;KACnC,OAAO,CAAC,+BAA+B,EAAE,EAAE,CAAC;KAC5C,MAAM,CAAC,EAAE,WAAW,EAAE,QAAQ,CAAC,WAAW,EAAE,IAAI,EAAE,eAAe,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEzF,uBAAuB;AACvB,MAAM,CAAC,MAAM,uBAAuB,GAAG,KAAK,EAC1C,UAAkB,EAClB,IAAkC,EAClC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;IAC/C,MAAM,WAAW,CAAC,uBAAuB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAC7E,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,UAAU,CAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,SAAS,CAAC,UAAU,CAAC;;;;;;;;;;KAUxC,CACF,CAAC;IAEF,SAAS;IACT,IAAI,CAAC,MAAM;QAAE,OAAO;IAEpB,MAAM,YAAY,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,CAAC,OAAO,EAAE,CAAC;IAC/D,MAAM,UAAU,GAAG,IAAI,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,CAAC,OAAO,EAAE,CAAC;IAE3D,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,SAAS,EACT,UAAU,UAAU,UAAU,UAAU,CAAC,YAAY,CAAC,QAAQ,UAAU,CAAC,UAAU,CAAC,EAAE,CACvF,CAAC;IAEF,IAAI,GAA+B,CAAC;IAEpC,IAAI,IAAI,CAAC,SAAS,KAAK,SAAS,EAAE;QAChC,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,UAAU,CAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,oBAAoB,EACpB,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,UAAU,CAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,UAAU,CACzD,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,UAAU,CAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC","sourcesContent":["import {\n  IIngestInterestRateRequest,\n  IInterestRateServiceMetadata,\n  ISeriesIngestResult,\n} from '@yuants/exchange';\nimport { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\nimport { decodePath, formatTime, tokenBucket } from '@yuants/utils';\n\nconst terminal = Terminal.fromNodeEnv();\n\nconst ingestCounter = terminal.metrics\n  .counter('series_collector_ingest_count', '')\n  .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleInterestRatePatch = async (\n  product_id: string,\n  meta: IInterestRateServiceMetadata,\n  signal: AbortSignal,\n) => {\n  const [datasource_id] = decodePath(product_id);\n  await tokenBucket(`interest_rate:patch:${datasource_id}`).acquire(1, signal);\n  const [record] = await requestSQL<{ gap_start_time: string; gap_end_time: string }[]>(\n    terminal,\n    `\nWITH reversed_ranges AS (\n    SELECT \n        start_time,\n        end_time,\n        LEAD(end_time) OVER (\n            PARTITION BY table_name, series_id \n            ORDER BY start_time DESC\n        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间\n    FROM series_data_range\n    WHERE table_name = 'interest_rate' \n      AND series_id = ${escapeSQL(product_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    'FindGap',\n    `series=${product_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  let req: IIngestInterestRateRequest;\n\n  if (meta.direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    product_id,\n    'PatchRequest',\n    `direction=${req.direction}, time=${formatTime(req.time)}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestInterestRateRequest, ISeriesIngestResult>(\n    'IngestInterestRate',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][InterestRate][Patch]',\n    product_id,\n    'PatchBackwardResult',\n    `ingested_count=${res.wrote_count}, start_time=${formatTime(\n      res.range?.start_time ?? NaN,\n    )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n  );\n};\n"]}

package/dist/series-collector/patch-ohlc.js

@@ -0,0 +1,67 @@
+import { decodeOHLCSeriesId } from '@yuants/data-ohlc';
+import { Terminal } from '@yuants/protocol';
+import { escapeSQL, requestSQL } from '@yuants/sql';
+import { decodePath, formatTime, tokenBucket } from '@yuants/utils';
+const terminal = Terminal.fromNodeEnv();
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'ohlc', task: 'forward' });
+// Patch 任务：查找数据缺口并进行补齐
+export const handleOHLCPatch = async (series_id, direction, signal) => {
+    var _a, _b, _c, _d;
+    const [datasource_id] = decodePath(series_id);
+    await tokenBucket(`ohlc:patch:${datasource_id}`).acquire(1, signal);
+    const [record] = await requestSQL(terminal, `
+WITH reversed_ranges AS (
+    SELECT 
+        start_time,
+        end_time,
+        LEAD(end_time) OVER (
+            PARTITION BY table_name, series_id 
+            ORDER BY start_time DESC
+        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间
+    FROM series_data_range
+    WHERE table_name = 'ohlc_v2' 
+      AND series_id = ${escapeSQL(series_id)}
+)
+SELECT 
+    next_end_time AS gap_start_time,  -- 前一个区间的结束时间
+    start_time AS gap_end_time        -- 当前区间的开始时间
+FROM reversed_ranges
+WHERE next_end_time IS NOT NULL 
+  AND start_time > next_end_time      -- 有空缺
+ORDER BY start_time DESC              -- 从最新开始
+LIMIT 1;
+    `);
+    // no gap
+    if (!record)
+        return;
+    const gapStartTime = new Date(record.gap_start_time).getTime();
+    const gapEndTime = new Date(record.gap_end_time).getTime();
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Patch]', 'FindGap', `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`);
+    const { product_id, duration } = decodeOHLCSeriesId(series_id);
+    let req;
+    if (direction === 'forward') {
+        // forward patch
+        req = {
+            product_id: product_id,
+            duration,
+            direction: 'forward',
+            time: gapStartTime,
+        };
+    }
+    else {
+        // backward patch
+        req = {
+            product_id: product_id,
+            duration,
+            direction: 'backward',
+            time: gapEndTime,
+        };
+    }
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Patch]', series_id, 'PatchRequest', `direction=${req.direction}, time=${formatTime(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestOHLC', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info(formatTime(Date.now()), '[SeriesCollector][OHLC][Patch]', series_id, 'PatchBackwardResult', `ingested_count=${res.wrote_count}, start_time=${formatTime((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${formatTime((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
+};
+//# sourceMappingURL=patch-ohlc.js.map

package/dist/series-collector/patch-ohlc.js.map

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gap_end_time: string }[]>(\n    terminal,\n    `\nWITH reversed_ranges AS (\n    SELECT \n        start_time,\n        end_time,\n        LEAD(end_time) OVER (\n            PARTITION BY table_name, series_id \n            ORDER BY start_time DESC\n        ) AS next_end_time  -- 注意：倒序时 LEAD 是前一个区间\n    FROM series_data_range\n    WHERE table_name = 'ohlc_v2' \n      AND series_id = ${escapeSQL(series_id)}\n)\nSELECT \n    next_end_time AS gap_start_time,  -- 前一个区间的结束时间\n    start_time AS gap_end_time        -- 当前区间的开始时间\nFROM reversed_ranges\nWHERE next_end_time IS NOT NULL \n  AND start_time > next_end_time      -- 有空缺\nORDER BY start_time DESC              -- 从最新开始\nLIMIT 1;\n    `,\n  );\n\n  // no gap\n  if (!record) return;\n\n  const gapStartTime = new Date(record.gap_start_time).getTime();\n  const gapEndTime = new Date(record.gap_end_time).getTime();\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    'FindGap',\n    `series=${series_id}, from=${formatTime(gapStartTime)}, to=${formatTime(gapEndTime)}`,\n  );\n\n  const { product_id, duration } = decodeOHLCSeriesId(series_id);\n\n  let req: IIngestOHLCRequest;\n\n  if (direction === 'forward') {\n    // forward patch\n    req = {\n      product_id: product_id,\n      duration,\n      direction: 'forward' as const,\n      time: gapStartTime,\n    };\n  } else {\n    // backward patch\n    req = {\n      product_id: product_id,\n      duration,\n      direction: 'backward' as const,\n      time: gapEndTime,\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    series_id,\n    'PatchRequest',\n    `direction=${req.direction}, time=${formatTime(req.time)}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n    'IngestOHLC',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Patch]',\n    series_id,\n    'PatchBackwardResult',\n    `ingested_count=${res.wrote_count}, start_time=${formatTime(\n      res.range?.start_time ?? NaN,\n    )}, end_time=${formatTime(res.range?.end_time ?? NaN)}`,\n  );\n};\n"]}

package/dist/series-collector/sql-helpers.js

@@ -0,0 +1,11 @@
+import { escapeSQL, requestSQL } from '@yuants/sql';
+/**
+ * 查找某个利率品种系列ID的最新结束时间（for forward task）
+ * @param terminal
+ * @param product_id
+ * @returns
+ */
+export const findInterestRateEndTimeForward = (terminal, product_id) => requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(product_id)} and table_name = 'interest_rate' order by end_time desc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.end_time; });
+export const findInterestRateStartTimeBackward = (terminal, product_id) => requestSQL(terminal, `select start_time from series_data_range where series_id = ${escapeSQL(product_id)} and table_name = 'interest_rate' order by start_time asc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.start_time; });
+export const findOHLCEndTimeForward = (terminal, series_id) => requestSQL(terminal, `select end_time from series_data_range where series_id = ${escapeSQL(series_id)} and table_name = 'ohlc_v2' order by end_time desc limit 1`).then((records) => { var _a; return (_a = records === null || records === void 0 ? void 0 : records[0]) === null || _a === void 0 ? void 0 : _a.end_time; });
+//# sourceMappingURL=sql-helpers.js.map

package/dist/series-collector/sql-helpers.js.map

@@ -0,0 +1 @@
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package/lib/series-collector/backwards-interest-rate.d.ts

@@ -1,2 +1,4 @@
-export {};
+/// <reference types="node" />
+import { IInterestRateServiceMetadata } from '@yuants/exchange';
+export declare const handleIngestInterestRateBackward: (product_id: string, meta: IInterestRateServiceMetadata, signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=backwards-interest-rate.d.ts.map

package/lib/series-collector/backwards-interest-rate.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"backwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":""}
+{"version":3,"file":"backwards-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/backwards-interest-rate.ts"],"names":[],"mappings":";AAKA,OAAO,EAEL,4BAA4B,EAE7B,MAAM,kBAAkB,CAAC;AAU1B,eAAO,MAAM,gCAAgC,eAC/B,MAAM,QACZ,4BAA4B,UAC1B,WAAW,kBA6CpB,CAAC"}

package/lib/series-collector/backwards-interest-rate.js

@@ -4,72 +4,40 @@
 // 然后对每个序列，向对应的 IngestInterestRate Service 发送拉取请求，补齐历史数据。
 // 使用 Token Bucket 控制每个数据源的请求速率，避免过载。
 Object.defineProperty(exports, "__esModule", { value: true });
-const exchange_1 = require("@yuants/exchange");
+exports.handleIngestInterestRateBackward = void 0;
 const protocol_1 = require("@yuants/protocol");
-const sql_1 = require("@yuants/sql");
 const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
+const sql_helpers_1 = require("./sql-helpers");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const listBackwardSeriesIds = async () => {
-    const product_ids = await (0, sql_1.requestSQL)(terminal, `select product_id from product`);
-    console.time('[SeriesCollector][InterestRate][Backwards] calc');
-    const series_ids = new Set();
-    for (const terminalInfo of terminal.terminalInfos) {
-        for (const serviceInfo of Object.values(terminalInfo.serviceInfo || {})) {
-            if (serviceInfo.method !== 'IngestInterestRate')
-                continue;
-            try {
-                const meta = (0, exchange_1.parseInterestRateServiceMetadataFromSchema)(serviceInfo.schema);
-                if (meta.direction !== 'backward')
-                    continue;
-                for (const { product_id } of product_ids) {
-                    if (!product_id.startsWith(meta.product_id_prefix))
-                        continue;
-                    series_ids.add(product_id);
-                }
-            }
-            finally {
-            }
-        }
+const ingestCounter = terminal.metrics
+    .counter('series_collector_ingest_count', '')
+    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate', task: 'backward' });
+const handleIngestInterestRateBackward = async (product_id, meta, signal) => {
+    var _a, _b, _c, _d;
+    const [datasource_id] = (0, utils_1.decodePath)(product_id);
+    // 控制速率：每个数据源每秒钟只能请求一次
+    await (0, utils_1.tokenBucket)(`interest_rate:backward:${datasource_id}`).acquire(1, signal);
+    let req;
+    if (meta.direction === 'backward') {
+        const startTime = await (0, sql_helpers_1.findInterestRateStartTimeBackward)(terminal, product_id);
+        const start_time = startTime ? new Date(startTime).getTime() : Date.now();
+        req = {
+            product_id: product_id,
+            direction: 'backward',
+            time: start_time,
+        };
     }
-    console.timeEnd('[SeriesCollector][InterestRate][Backwards] calc');
-    return series_ids;
+    else {
+        req = {
+            product_id: product_id,
+            direction: 'forward',
+            time: 0,
+        };
+    }
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Backward]', 'Request', `product_id=${req.product_id}, direction=${req.direction}, time=${(0, utils_1.formatTime)(req.time)}`);
+    const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
+    ingestCounter.inc(res.wrote_count || 0);
+    console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Backward]', 'Result', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${(0, utils_1.formatTime)((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${(0, utils_1.formatTime)((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
 };
-(0, rxjs_1.defer)(async () => {
-    const time = Date.now();
-    const series_ids = await listBackwardSeriesIds();
-    console.log(`[SeriesCollector][InterestRate][Backwards] Found ${series_ids.size} series to collect backwards data for. (${(0, utils_1.formatTime)(Date.now() - time)})`);
-    await Promise.all([...series_ids].map(async (product_id) => {
-        var _a, _b, _c, _d;
-        try {
-            const [datasource_id] = (0, utils_1.decodePath)(product_id);
-            // 控制速率：每个数据源每秒钟只能请求一次
-            await (0, utils_1.tokenBucket)(`interest_rate_backwards:${datasource_id}`, {
-                refillInterval: 1000,
-                capacity: 1,
-            }).acquire();
-            {
-                const [record] = await (0, sql_1.requestSQL)(terminal, `select start_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(product_id)} and table_name = 'interest_rate' order by start_time limit 1`);
-                const start_time = record ? new Date(record.start_time).getTime() : Date.now();
-                const req = {
-                    product_id: product_id,
-                    direction: 'backward',
-                    time: start_time,
-                };
-                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateRequest', `product_id=${product_id}, time=${(0, utils_1.formatTime)(start_time)}`);
-                const res = await terminal.client.requestForResponseData('IngestInterestRate', req);
-                terminal.metrics
-                    .counter('series_collector_backwards_ingest_count', '')
-                    .labels({ terminal_id: terminal.terminal_id, type: 'interest_rate' })
-                    .inc(res.wrote_count || 0);
-                console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateResult', `series_id=${product_id}, ingested_count=${res.wrote_count}, start_time=${(0, utils_1.formatTime)((_b = (_a = res.range) === null || _a === void 0 ? void 0 : _a.start_time) !== null && _b !== void 0 ? _b : NaN)}, end_time=${(0, utils_1.formatTime)((_d = (_c = res.range) === null || _c === void 0 ? void 0 : _c.end_time) !== null && _d !== void 0 ? _d : NaN)}`);
-            }
-        }
-        catch (e) {
-            console.info((0, utils_1.formatTime)(Date.now()), 'DispatchIngestInterestRateError', `series_id=${product_id}`, e);
-        }
-    }));
-})
-    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 1000 }))
-    .subscribe();
+exports.handleIngestInterestRateBackward = handleIngestInterestRateBackward;
 //# sourceMappingURL=backwards-interest-rate.js.map