@yuants/app-virtual-exchange 0.18.0 → 0.18.2

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

@@ -1 +1 @@
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+{"version":3,"file":"forwards-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/forwards-ohlc.ts"],"names":[],"mappings":";AAAA,yBAAyB;AACzB,4DAA4D;AAC5D,iDAAiD;AACjD,qCAAqC;;;AAErC,iDAAuD;AAEvD,+CAA4C;AAC5C,qCAAoD;AACpD,yCAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,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,MAAM,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEzE,MAAM,uBAAuB,GAAG,KAAK,EAC1C,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,IAAA,8BAAkB,EAAC,SAAS,CAAC,CAAC;IAC/D,MAAM,CAAC,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC/C,sBAAsB;IACtB,MAAM,IAAA,mBAAW,EAAC,gBAAgB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IACtE,IAAI,GAAuB,CAAC;IAC5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAA,gBAAU,EAK/B,QAAQ,EACR,4DAA4D,IAAA,eAAS,EACnE,SAAS,CACV,4DAA4D,CAC9D,CAAC;QAEF,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,IAAI,IAAI,CAAC,MAAM,CAAC,QAAQ,CAAC,CAAC,OAAO,EAAE,CAAC,CAAC,CAAC,CAAC,CAAC;QAE9D,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS,EAAE,SAAS;YACpB,IAAI;SACL,CAAC;KACH;SAAM;QACL,WAAW;QACX,GAAG,GAAG;YACJ,UAAU;YACV,QAAQ;YACR,SAAS;YACT,IAAI,EAAE,IAAI,CAAC,GAAG,EAAE;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,kCAAkC,EAClC,SAAS,EACT,cAAc,GAAG,CAAC,UAAU,cAAc,GAAG,CAAC,QAAQ,eAAe,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EACpG,GAAG,CAAC,IAAI,CACT,EAAE,CACJ,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,YAAY,EACZ,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,kCAAkC,EAClC,UAAU,EACV,aAAa,SAAS,oBAAoB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EACjF,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,IAAA,kBAAU,EAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC;AAhEW,QAAA,uBAAuB,2BAgElC","sourcesContent":["// 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 } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } 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: 'ohlc', task: 'forward' });\n\nexport const handleIngestOHLCForward = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\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:forward:${datasource_id}`).acquire(1, signal);\n  let req: IIngestOHLCRequest;\n  if (direction === 'forward') {\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 = ${escapeSQL(\n        series_id,\n      )} and table_name = 'ohlc_v2' order by end_time desc limit 1`,\n    );\n\n    const time = record ? new Date(record.end_time).getTime() : 0;\n\n    req = {\n      product_id,\n      duration,\n      direction: 'forward',\n      time,\n    };\n  } else {\n    // backward\n    req = {\n      product_id,\n      duration,\n      direction,\n      time: Date.now(),\n    };\n  }\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Forward]',\n    'Request',\n    `product_id=${req.product_id}, duration=${req.duration}, direction=${req.direction}, time=${formatTime(\n      req.time,\n    )}`,\n  );\n\n  const res = await terminal.client.requestForResponseData<IIngestOHLCRequest, ISeriesIngestResult>(\n    'IngestOHLC',\n    req,\n  );\n\n  ingestCounter.inc(res.wrote_count || 0);\n\n  console.info(\n    formatTime(Date.now()),\n    '[SeriesCollector][OHLC][Forward]',\n    'Response',\n    `series_id=${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"]}

package/lib/series-collector/index.d.ts

@@ -1,3 +1,2 @@
-import './interest-rate';
-import './ohlc';
+import './setup';
 //# sourceMappingURL=index.d.ts.map

package/lib/series-collector/index.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,iBAAiB,CAAC;AACzB,OAAO,QAAQ,CAAC"}
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":"AAAA,OAAO,SAAS,CAAC"}

package/lib/series-collector/index.js

@@ -1,5 +1,4 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-require("./interest-rate");
-require("./ohlc");
+require("./setup");
 //# sourceMappingURL=index.js.map

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

@@ -1 +1 @@
-{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":";;AAAA,2BAAyB;AACzB,kBAAgB","sourcesContent":["import './interest-rate';\nimport './ohlc';\n"]}
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../src/series-collector/index.ts"],"names":[],"mappings":";;AAAA,mBAAiB","sourcesContent":["import './setup';\n"]}

package/lib/series-collector/patch-interest-rate.d.ts

@@ -1,4 +1,3 @@
 /// <reference types="node" />
-import { IInterestRateServiceMetadata } from '@yuants/exchange';
-export declare const handleInterestRatePatch: (product_id: string, meta: IInterestRateServiceMetadata, signal: AbortSignal) => Promise<void>;
+export declare const handleInterestRatePatch: (product_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=patch-interest-rate.d.ts.map

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

@@ -1 +1 @@
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+{"version":3,"file":"patch-interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/patch-interest-rate.ts"],"names":[],"mappings":";AAYA,eAAO,MAAM,uBAAuB,eACtB,MAAM,aACP,SAAS,GAAG,UAAU,UACzB,WAAW,kBAqFpB,CAAC"}

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

@@ -9,7 +9,7 @@ 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
-const handleInterestRatePatch = async (product_id, meta, signal) => {
+const handleInterestRatePatch = async (product_id, direction, signal) => {
     var _a, _b, _c, _d;
     const [datasource_id] = (0, utils_1.decodePath)(product_id);
     await (0, utils_1.tokenBucket)(`interest_rate:patch:${datasource_id}`).acquire(1, signal);
@@ -42,7 +42,7 @@ LIMIT 1;
     const gapEndTime = new Date(record.gap_end_time).getTime();
     console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][InterestRate][Patch]', 'FindGap', `series=${product_id}, from=${(0, utils_1.formatTime)(gapStartTime)}, to=${(0, utils_1.formatTime)(gapEndTime)}`);
     let req;
-    if (meta.direction === 'forward') {
+    if (direction === 'forward') {
         // forward patch
         req = {
             product_id: product_id,

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

@@ -1 +1 @@
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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 = '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"]}
+{"version":3,"file":"patch-interest-rate.js","sourceRoot":"","sources":["../../src/series-collector/patch-interest-rate.ts"],"names":[],"mappings":";;;AACA,+CAA4C;AAC5C,qCAAoD;AACpD,yCAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,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;AAChB,MAAM,uBAAuB,GAAG,KAAK,EAC1C,UAAkB,EAClB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;IAC/C,MAAM,IAAA,mBAAW,EAAC,uBAAuB,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IAC7E,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAA,gBAAU,EAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,IAAA,eAAS,EAAC,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,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,SAAS,EACT,UAAU,UAAU,UAAU,IAAA,kBAAU,EAAC,YAAY,CAAC,QAAQ,IAAA,kBAAU,EAAC,UAAU,CAAC,EAAE,CACvF,CAAC;IAEF,IAAI,GAA+B,CAAC;IAEpC,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,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,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EAAC,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,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,wCAAwC,EACxC,UAAU,EACV,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EACzD,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,IAAA,kBAAU,EAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC;AAxFW,QAAA,uBAAuB,2BAwFlC","sourcesContent":["import { IIngestInterestRateRequest, ISeriesIngestResult } 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  direction: 'forward' | 'backward',\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 (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/lib/series-collector/patch-ohlc.d.ts

@@ -1,3 +1,3 @@
 /// <reference types="node" />
-export declare const handleOHLCPatch: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
+export declare const handleIngestOHLCPatch: (series_id: string, direction: 'forward' | 'backward', signal: AbortSignal) => Promise<void>;
 //# sourceMappingURL=patch-ohlc.d.ts.map

package/lib/series-collector/patch-ohlc.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"patch-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":";AAaA,eAAO,MAAM,eAAe,cACf,MAAM,aACN,SAAS,GAAG,UAAU,UACzB,WAAW,kBAyFpB,CAAC"}
+{"version":3,"file":"patch-ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":";AAaA,eAAO,MAAM,qBAAqB,cACrB,MAAM,aACN,SAAS,GAAG,UAAU,UACzB,WAAW,kBAyFpB,CAAC"}

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.handleOHLCPatch = void 0;
+exports.handleIngestOHLCPatch = void 0;
 const data_ohlc_1 = require("@yuants/data-ohlc");
 const protocol_1 = require("@yuants/protocol");
 const sql_1 = require("@yuants/sql");
@@ -10,7 +10,7 @@ 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
-const handleOHLCPatch = async (series_id, direction, signal) => {
+const handleIngestOHLCPatch = async (series_id, direction, signal) => {
     var _a, _b, _c, _d;
     const [datasource_id] = (0, utils_1.decodePath)(series_id);
     await (0, utils_1.tokenBucket)(`ohlc:patch:${datasource_id}`).acquire(1, signal);
@@ -67,5 +67,5 @@ LIMIT 1;
     ingestCounter.inc(res.wrote_count || 0);
     console.info((0, utils_1.formatTime)(Date.now()), '[SeriesCollector][OHLC][Patch]', series_id, 'PatchBackwardResult', `ingested_count=${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)}`);
 };
-exports.handleOHLCPatch = handleOHLCPatch;
+exports.handleIngestOHLCPatch = handleIngestOHLCPatch;
 //# sourceMappingURL=patch-ohlc.js.map

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

@@ -1 +1 @@
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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"]}
+{"version":3,"file":"patch-ohlc.js","sourceRoot":"","sources":["../../src/series-collector/patch-ohlc.ts"],"names":[],"mappings":";;;AAAA,iDAAuD;AAEvD,+CAA4C;AAC5C,qCAAoD;AACpD,yCAAoE;AAEpE,MAAM,QAAQ,GAAG,mBAAQ,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,MAAM,EAAE,IAAI,EAAE,SAAS,EAAE,CAAC,CAAC;AAEhF,uBAAuB;AAChB,MAAM,qBAAqB,GAAG,KAAK,EACxC,SAAiB,EACjB,SAAiC,EACjC,MAAmB,EACnB,EAAE;;IACF,MAAM,CAAC,aAAa,CAAC,GAAG,IAAA,kBAAU,EAAC,SAAS,CAAC,CAAC;IAC9C,MAAM,IAAA,mBAAW,EAAC,cAAc,aAAa,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;IACpE,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAA,gBAAU,EAC/B,QAAQ,EACR;;;;;;;;;;;wBAWoB,IAAA,eAAS,EAAC,SAAS,CAAC;;;;;;;;;;KAUvC,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,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,UAAU,SAAS,UAAU,IAAA,kBAAU,EAAC,YAAY,CAAC,QAAQ,IAAA,kBAAU,EAAC,UAAU,CAAC,EAAE,CACtF,CAAC;IAEF,MAAM,EAAE,UAAU,EAAE,QAAQ,EAAE,GAAG,IAAA,8BAAkB,EAAC,SAAS,CAAC,CAAC;IAE/D,IAAI,GAAuB,CAAC;IAE5B,IAAI,SAAS,KAAK,SAAS,EAAE;QAC3B,gBAAgB;QAChB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,SAAkB;YAC7B,IAAI,EAAE,YAAY;SACnB,CAAC;KACH;SAAM;QACL,iBAAiB;QACjB,GAAG,GAAG;YACJ,UAAU,EAAE,UAAU;YACtB,QAAQ;YACR,SAAS,EAAE,UAAmB;YAC9B,IAAI,EAAE,UAAU;SACjB,CAAC;KACH;IAED,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,cAAc,EACd,aAAa,GAAG,CAAC,SAAS,UAAU,IAAA,kBAAU,EAAC,GAAG,CAAC,IAAI,CAAC,EAAE,CAC3D,CAAC;IAEF,MAAM,GAAG,GAAG,MAAM,QAAQ,CAAC,MAAM,CAAC,sBAAsB,CACtD,YAAY,EACZ,GAAG,CACJ,CAAC;IAEF,aAAa,CAAC,GAAG,CAAC,GAAG,CAAC,WAAW,IAAI,CAAC,CAAC,CAAC;IAExC,OAAO,CAAC,IAAI,CACV,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EACtB,gCAAgC,EAChC,SAAS,EACT,qBAAqB,EACrB,kBAAkB,GAAG,CAAC,WAAW,gBAAgB,IAAA,kBAAU,EACzD,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,UAAU,mCAAI,GAAG,CAC7B,cAAc,IAAA,kBAAU,EAAC,MAAA,MAAA,GAAG,CAAC,KAAK,0CAAE,QAAQ,mCAAI,GAAG,CAAC,EAAE,CACxD,CAAC;AACJ,CAAC,CAAC;AA5FW,QAAA,qBAAqB,yBA4FhC","sourcesContent":["import { decodeOHLCSeriesId } from '@yuants/data-ohlc';\nimport { IIngestOHLCRequest, ISeriesIngestResult } 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: 'ohlc', task: 'forward' });\n\n// Patch 任务：查找数据缺口并进行补齐\nexport const handleIngestOHLCPatch = async (\n  series_id: string,\n  direction: 'forward' | 'backward',\n  signal: AbortSignal,\n) => {\n  const [datasource_id] = decodePath(series_id);\n  await tokenBucket(`ohlc: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 = '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/lib/series-collector/setup.d.ts

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=setup.d.ts.map

package/lib/series-collector/setup.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"setup.d.ts","sourceRoot":"","sources":["../../src/series-collector/setup.ts"],"names":[],"mappings":""}

package/lib/series-collector/setup.js

@@ -0,0 +1,58 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const utils_1 = require("@yuants/utils");
+const backwards_interest_rate_1 = require("./backwards-interest-rate");
+const backwards_ohlc_1 = require("./backwards-ohlc");
+const discovery_1 = require("./discovery");
+const forwards_interest_rate_1 = require("./forwards-interest-rate");
+const forwards_ohlc_1 = require("./forwards-ohlc");
+const patch_interest_rate_1 = require("./patch-interest-rate");
+const patch_ohlc_1 = require("./patch-ohlc");
+const api = {
+    OHLC: {
+        list: discovery_1.listOHLCSeriesIds,
+        forward: forwards_ohlc_1.handleIngestOHLCForward,
+        backward: backwards_ohlc_1.handleIngestOHLCBackward,
+        patch: patch_ohlc_1.handleIngestOHLCPatch,
+    },
+    InterestRate: {
+        list: discovery_1.listInterestRateSeriesIds,
+        forward: forwards_interest_rate_1.handleIngestInterestRateForward,
+        backward: backwards_interest_rate_1.handleIngestInterestRateBackward,
+        patch: patch_interest_rate_1.handleInterestRatePatch,
+    },
+};
+(async () => {
+    const abortController = new AbortController();
+    const signal = abortController.signal;
+    for (const type of ['OHLC', 'InterestRate']) {
+        const list = api[type].list;
+        for (const task of ['forward', 'backward', 'patch']) {
+            const handler = api[type][task];
+            (async () => {
+                while (true) {
+                    await (0, utils_1.tokenBucket)(`${type}:${task}`).acquire(1, signal);
+                    try {
+                        const tasks = await list();
+                        // 并行
+                        // await Promise.all(
+                        //   Array.from(tasks.entries()).map(([series_id, direction]) =>
+                        //     handler(series_id, direction, signal).catch((err) => {
+                        //       console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
+                        //     }),
+                        //   ),
+                        // );
+                        // 串行调度
+                        for (const [series_id, direction] of tasks.entries()) {
+                            await handler(series_id, direction, signal).catch((err) => {
+                                console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);
+                            });
+                        }
+                    }
+                    catch (e) { }
+                }
+            })();
+        }
+    }
+})();
+//# sourceMappingURL=setup.js.map

package/lib/series-collector/setup.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"setup.js","sourceRoot":"","sources":["../../src/series-collector/setup.ts"],"names":[],"mappings":";;AAAA,yCAAwD;AACxD,uEAA6E;AAC7E,qDAA4D;AAC5D,2CAA2E;AAC3E,qEAA2E;AAC3E,mDAA0D;AAC1D,+DAAgE;AAChE,6CAAqD;AAErD,MAAM,GAAG,GAAG;IACV,IAAI,EAAE;QACJ,IAAI,EAAE,6BAAiB;QACvB,OAAO,EAAE,uCAAuB;QAChC,QAAQ,EAAE,yCAAwB;QAClC,KAAK,EAAE,kCAAqB;KAC7B;IACD,YAAY,EAAE;QACZ,IAAI,EAAE,qCAAyB;QAC/B,OAAO,EAAE,wDAA+B;QACxC,QAAQ,EAAE,0DAAgC;QAC1C,KAAK,EAAE,6CAAuB;KAC/B;CACF,CAAC;AAEF,CAAC,KAAK,IAAI,EAAE;IACV,MAAM,eAAe,GAAG,IAAI,eAAe,EAAE,CAAC;IAC9C,MAAM,MAAM,GAAG,eAAe,CAAC,MAAM,CAAC;IACtC,KAAK,MAAM,IAAI,IAAI,CAAC,MAAM,EAAE,cAAc,CAAU,EAAE;QACpD,MAAM,IAAI,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC;QAC5B,KAAK,MAAM,IAAI,IAAI,CAAC,SAAS,EAAE,UAAU,EAAE,OAAO,CAAU,EAAE;YAC5D,MAAM,OAAO,GAAG,GAAG,CAAC,IAAI,CAAC,CAAC,IAAI,CAAC,CAAC;YAChC,CAAC,KAAK,IAAI,EAAE;gBACV,OAAO,IAAI,EAAE;oBACX,MAAM,IAAA,mBAAW,EAAC,GAAG,IAAI,IAAI,IAAI,EAAE,CAAC,CAAC,OAAO,CAAC,CAAC,EAAE,MAAM,CAAC,CAAC;oBACxD,IAAI;wBACF,MAAM,KAAK,GAAG,MAAM,IAAI,EAAE,CAAC;wBAC3B,KAAK;wBACL,qBAAqB;wBACrB,gEAAgE;wBAChE,6DAA6D;wBAC7D,mGAAmG;wBACnG,UAAU;wBACV,OAAO;wBACP,KAAK;wBACL,OAAO;wBACP,KAAK,MAAM,CAAC,SAAS,EAAE,SAAS,CAAC,IAAI,KAAK,CAAC,OAAO,EAAE,EAAE;4BACpD,MAAM,OAAO,CAAC,SAAS,EAAE,SAAS,EAAE,MAAM,CAAC,CAAC,KAAK,CAAC,CAAC,GAAG,EAAE,EAAE;gCACxD,OAAO,CAAC,IAAI,CAAC,IAAA,kBAAU,EAAC,IAAI,CAAC,GAAG,EAAE,CAAC,EAAE,qBAAqB,IAAI,KAAK,IAAI,GAAG,EAAE,OAAO,EAAE,GAAG,CAAC,CAAC;4BAC5F,CAAC,CAAC,CAAC;yBACJ;qBACF;oBAAC,OAAO,CAAC,EAAE,GAAE;iBACf;YACH,CAAC,CAAC,EAAE,CAAC;SACN;KACF;AACH,CAAC,CAAC,EAAE,CAAC","sourcesContent":["import { formatTime, tokenBucket } from '@yuants/utils';\nimport { handleIngestInterestRateBackward } from './backwards-interest-rate';\nimport { handleIngestOHLCBackward } from './backwards-ohlc';\nimport { listInterestRateSeriesIds, listOHLCSeriesIds } from './discovery';\nimport { handleIngestInterestRateForward } from './forwards-interest-rate';\nimport { handleIngestOHLCForward } from './forwards-ohlc';\nimport { handleInterestRatePatch } from './patch-interest-rate';\nimport { handleIngestOHLCPatch } from './patch-ohlc';\n\nconst api = {\n  OHLC: {\n    list: listOHLCSeriesIds,\n    forward: handleIngestOHLCForward,\n    backward: handleIngestOHLCBackward,\n    patch: handleIngestOHLCPatch,\n  },\n  InterestRate: {\n    list: listInterestRateSeriesIds,\n    forward: handleIngestInterestRateForward,\n    backward: handleIngestInterestRateBackward,\n    patch: handleInterestRatePatch,\n  },\n};\n\n(async () => {\n  const abortController = new AbortController();\n  const signal = abortController.signal;\n  for (const type of ['OHLC', 'InterestRate'] as const) {\n    const list = api[type].list;\n    for (const task of ['forward', 'backward', 'patch'] as const) {\n      const handler = api[type][task];\n      (async () => {\n        while (true) {\n          await tokenBucket(`${type}:${task}`).acquire(1, signal);\n          try {\n            const tasks = await list();\n            // 并行\n            // await Promise.all(\n            //   Array.from(tasks.entries()).map(([series_id, direction]) =>\n            //     handler(series_id, direction, signal).catch((err) => {\n            //       console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);\n            //     }),\n            //   ),\n            // );\n            // 串行调度\n            for (const [series_id, direction] of tasks.entries()) {\n              await handler(series_id, direction, signal).catch((err) => {\n                console.info(formatTime(Date.now()), `[SeriesCollector][${type}][${task}]`, 'Error', err);\n              });\n            }\n          } catch (e) {}\n        }\n      })();\n    }\n  }\n})();\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/app-virtual-exchange",
-	"version": "0.18.0",
+	"version": "0.18.2",
 	"main": "lib/index.js",
 	"files": [
 		"dist",
@@ -8,18 +8,18 @@
 		"temp"
 	],
 	"dependencies": {
-		"@yuants/protocol": "0.53.7",
-		"@yuants/utils": "0.19.0",
-		"@yuants/data-product": "0.5.5",
-		"@yuants/data-account": "0.11.4",
-		"@yuants/data-order": "0.7.5",
-		"@yuants/data-quote": "0.4.4",
-		"@yuants/data-ohlc": "0.6.0",
-		"@yuants/data-interest-rate": "0.2.3",
-		"@yuants/secret": "0.4.5",
-		"@yuants/sql": "0.9.35",
-		"@yuants/exchange": "0.8.6",
-		"@yuants/cache": "0.3.8",
+		"@yuants/protocol": "0.53.8",
+		"@yuants/utils": "0.19.1",
+		"@yuants/data-product": "0.5.6",
+		"@yuants/data-account": "0.11.5",
+		"@yuants/data-order": "0.7.6",
+		"@yuants/data-quote": "0.4.5",
+		"@yuants/data-ohlc": "0.6.1",
+		"@yuants/data-interest-rate": "0.2.4",
+		"@yuants/secret": "0.4.6",
+		"@yuants/sql": "0.9.36",
+		"@yuants/exchange": "0.8.7",
+		"@yuants/cache": "0.3.9",
 		"rxjs": "~7.5.6",
 		"ajv": "~8.12.0"
 	},

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

@@ -1,49 +0,0 @@
-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

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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

@@ -1,49 +0,0 @@
-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

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

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=interest-rate.d.ts.map

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

@@ -1 +0,0 @@
-{"version":3,"file":"interest-rate.d.ts","sourceRoot":"","sources":["../../src/series-collector/interest-rate.ts"],"names":[],"mappings":""}

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

@@ -1,51 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
-const backwards_interest_rate_1 = require("./backwards-interest-rate");
-const discovery_1 = require("./discovery");
-const forwards_interest_rate_1 = require("./forwards-interest-rate");
-const patch_interest_rate_1 = require("./patch-interest-rate");
-(0, rxjs_1.defer)(() => (0, discovery_1.listInterestRateSeriesIds)())
-    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 60000 }), (0, rxjs_1.map)((x) => Array.from(x.entries())), (0, utils_1.listWatch)((x) => x[0], ([product_id, meta]) => new rxjs_1.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 = (0, rxjs_1.defer)(async () => {
-        await (0, forwards_interest_rate_1.handleIngestInterestRateForward)(product_id, meta, abortController.signal);
-    })
-        .pipe((0, rxjs_1.tap)({
-        error: (err) => console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][InterestRate][Forward]`, 'Error', err),
-    }), (0, rxjs_1.retry)(), (0, rxjs_1.repeat)())
-        .subscribe();
-    sub.add(() => {
-        forwardTask.unsubscribe();
-    });
-    // 设置后向任务
-    const backwardTask = (0, rxjs_1.defer)(async () => {
-        await (0, backwards_interest_rate_1.handleIngestInterestRateBackward)(product_id, meta, abortController.signal);
-    })
-        .pipe((0, rxjs_1.tap)({
-        error: (err) => console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][InterestRate][Backward]`, 'Error', err),
-    }), (0, rxjs_1.retry)(), (0, rxjs_1.repeat)())
-        .subscribe();
-    sub.add(() => {
-        backwardTask.unsubscribe();
-    });
-    // 设置补齐任务
-    const patchTask = (0, rxjs_1.defer)(async () => {
-        await (0, patch_interest_rate_1.handleInterestRatePatch)(product_id, meta, abortController.signal);
-    })
-        .pipe((0, rxjs_1.tap)({
-        error: (err) => console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][InterestRate][Patch]`, 'Error', err),
-    }), (0, rxjs_1.retry)(), (0, rxjs_1.repeat)())
-        .subscribe();
-    sub.add(() => {
-        patchTask.unsubscribe();
-    });
-})))
-    .subscribe();
-//# sourceMappingURL=interest-rate.js.map

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

@@ -1 +0,0 @@
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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/lib/series-collector/ohlc.d.ts

@@ -1,2 +0,0 @@
-export {};
-//# sourceMappingURL=ohlc.d.ts.map

package/lib/series-collector/ohlc.d.ts.map

@@ -1 +0,0 @@
-{"version":3,"file":"ohlc.d.ts","sourceRoot":"","sources":["../../src/series-collector/ohlc.ts"],"names":[],"mappings":""}

package/lib/series-collector/ohlc.js

@@ -1,51 +0,0 @@
-"use strict";
-Object.defineProperty(exports, "__esModule", { value: true });
-const utils_1 = require("@yuants/utils");
-const rxjs_1 = require("rxjs");
-const discovery_1 = require("./discovery");
-const forwards_ohlc_1 = require("./forwards-ohlc");
-const backwards_ohlc_1 = require("./backwards-ohlc");
-const patch_ohlc_1 = require("./patch-ohlc");
-(0, rxjs_1.defer)(() => (0, discovery_1.listOHLCSeriesIds)())
-    .pipe((0, rxjs_1.retry)({ delay: 1000 }), (0, rxjs_1.repeat)({ delay: 60000 }), (0, rxjs_1.map)((x) => Array.from(x.entries())), (0, utils_1.listWatch)((x) => x[0], ([product_id, direction]) => new rxjs_1.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 = (0, rxjs_1.defer)(async () => {
-        await (0, forwards_ohlc_1.handleIngestOHLCForward)(product_id, direction, abortController.signal);
-    })
-        .pipe((0, rxjs_1.tap)({
-        error: (err) => console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][OHLC][Forward]`, 'Error', err),
-    }), (0, rxjs_1.retry)(), (0, rxjs_1.repeat)())
-        .subscribe();
-    sub.add(() => {
-        forwardTask.unsubscribe();
-    });
-    // 设置后向任务
-    const backwardTask = (0, rxjs_1.defer)(async () => {
-        await (0, backwards_ohlc_1.handleIngestOHLCBackward)(product_id, direction, abortController.signal);
-    })
-        .pipe((0, rxjs_1.tap)({
-        error: (err) => console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][OHLC][Backward]`, 'Error', err),
-    }), (0, rxjs_1.retry)(), (0, rxjs_1.repeat)())
-        .subscribe();
-    sub.add(() => {
-        backwardTask.unsubscribe();
-    });
-    // 设置补齐任务
-    const patchTask = (0, rxjs_1.defer)(async () => {
-        await (0, patch_ohlc_1.handleOHLCPatch)(product_id, direction, abortController.signal);
-    })
-        .pipe((0, rxjs_1.tap)({
-        error: (err) => console.info((0, utils_1.formatTime)(Date.now()), `[SeriesCollector][OHLC][Patch]`, 'Error', err),
-    }), (0, rxjs_1.retry)(), (0, rxjs_1.repeat)())
-        .subscribe();
-    sub.add(() => {
-        patchTask.unsubscribe();
-    });
-})))
-    .subscribe();
-//# sourceMappingURL=ohlc.js.map

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

@@ -1 +0,0 @@
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