@yuants/app-virtual-exchange 0.18.11 → 0.19.0

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

@@ -1,6 +1,6 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
-exports.findOHLCEndTimeForward = exports.findInterestRateStartTimeBackward = exports.findInterestRateEndTimeForward = void 0;
+exports.findPatchGap = exports.findBackwardTaskFirstStartTime = exports.findForwardTaskLastEndTime = exports.findOHLCEndTimeForward = exports.findInterestRateStartTimeBackward = exports.findInterestRateEndTimeForward = void 0;
 const sql_1 = require("@yuants/sql");
 /**
  * 查找某个利率品种系列ID的最新结束时间（for forward task）
@@ -14,4 +14,34 @@ const findInterestRateStartTimeBackward = (terminal, product_id) => (0, sql_1.re
 exports.findInterestRateStartTimeBackward = findInterestRateStartTimeBackward;
 const findOHLCEndTimeForward = (terminal, series_id) => (0, sql_1.requestSQL)(terminal, `select end_time from series_data_range where series_id = ${(0, sql_1.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; });
 exports.findOHLCEndTimeForward = findOHLCEndTimeForward;
+const findForwardTaskLastEndTime = (terminal, series_id, table_name) => (0, sql_1.requestSQL)(terminal, `select end_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = ${(0, sql_1.escapeSQL)(table_name)} 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; });
+exports.findForwardTaskLastEndTime = findForwardTaskLastEndTime;
+const findBackwardTaskFirstStartTime = (terminal, series_id, table_name) => (0, sql_1.requestSQL)(terminal, `select start_time from series_data_range where series_id = ${(0, sql_1.escapeSQL)(series_id)} and table_name = ${(0, sql_1.escapeSQL)(table_name)} 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; });
+exports.findBackwardTaskFirstStartTime = findBackwardTaskFirstStartTime;
+const findPatchGap = async (terminal, table_name, series_id) => {
+    const [record] = await (0, sql_1.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 = ${(0, sql_1.escapeSQL)(table_name)} 
+      AND series_id = ${(0, sql_1.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;
+    `);
+    return record;
+};
+exports.findPatchGap = findPatchGap;
 //# sourceMappingURL=sql-helpers.js.map

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

@@ -1 +1 @@
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+{"version":3,"file":"sql-helpers.js","sourceRoot":"","sources":["../../src/series-collector/sql-helpers.ts"],"names":[],"mappings":";;;AACA,qCAAoD;AAEpD;;;;;GAKG;AACI,MAAM,8BAA8B,GAAG,CAAC,QAAkB,EAAE,UAAkB,EAAE,EAAE,CACvF,IAAA,gBAAU,EAKR,QAAQ,EACR,4DAA4D,IAAA,eAAS,EACnE,UAAU,CACX,kEAAkE,CACpE,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,QAAQ,CAAA,EAAA,CAAC,CAAC;AAVjC,QAAA,8BAA8B,kCAUG;AAEvC,MAAM,iCAAiC,GAAG,CAAC,QAAkB,EAAE,UAAkB,EAAE,EAAE,CAC1F,IAAA,gBAAU,EAKR,QAAQ,EACR,8DAA8D,IAAA,eAAS,EACrE,UAAU,CACX,mEAAmE,CACrE,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,UAAU,CAAA,EAAA,CAAC,CAAC;AAVnC,QAAA,iCAAiC,qCAUE;AAEzC,MAAM,sBAAsB,GAAG,CAAC,QAAkB,EAAE,SAAiB,EAAE,EAAE,CAC9E,IAAA,gBAAU,EAKR,QAAQ,EACR,4DAA4D,IAAA,eAAS,EACnE,SAAS,CACV,4DAA4D,CAC9D,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,QAAQ,CAAA,EAAA,CAAC,CAAC;AAVjC,QAAA,sBAAsB,0BAUW;AAEvC,MAAM,0BAA0B,GAAG,CAAC,QAAkB,EAAE,SAAiB,EAAE,UAAkB,EAAE,EAAE,CACtG,IAAA,gBAAU,EAKR,QAAQ,EACR,4DAA4D,IAAA,eAAS,EACnE,SAAS,CACV,qBAAqB,IAAA,eAAS,EAAC,UAAU,CAAC,iCAAiC,CAC7E,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,QAAQ,CAAA,EAAA,CAAC,CAAC;AAVjC,QAAA,0BAA0B,8BAUO;AAEvC,MAAM,8BAA8B,GAAG,CAAC,QAAkB,EAAE,SAAiB,EAAE,UAAkB,EAAE,EAAE,CAC1G,IAAA,gBAAU,EAKR,QAAQ,EACR,8DAA8D,IAAA,eAAS,EACrE,SAAS,CACV,qBAAqB,IAAA,eAAS,EAAC,UAAU,CAAC,kCAAkC,CAC9E,CAAC,IAAI,CAAC,CAAC,OAAO,EAAE,EAAE,WAAC,OAAA,MAAA,OAAO,aAAP,OAAO,uBAAP,OAAO,CAAG,CAAC,CAAC,0CAAE,UAAU,CAAA,EAAA,CAAC,CAAC;AAVnC,QAAA,8BAA8B,kCAUK;AAEzC,MAAM,YAAY,GAAG,KAAK,EAC/B,QAAkB,EAClB,UAAkB,EAClB,SAAiB,EAOjB,EAAE;IACF,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAA,gBAAU,EAC/B,QAAQ,EACR;;;;;;;;;;yBAUqB,IAAA,eAAS,EAAC,UAAU,CAAC;wBACtB,IAAA,eAAS,EAAC,SAAS,CAAC;;;;;;;;;;KAUvC,CACF,CAAC;IAEF,OAAO,MAAM,CAAC;AAChB,CAAC,CAAC;AAtCW,QAAA,YAAY,gBAsCvB","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { escapeSQL, requestSQL } from '@yuants/sql';\n\n/**\n * 查找某个利率品种系列ID的最新结束时间（for forward task）\n * @param terminal\n * @param product_id\n * @returns\n */\nexport const findInterestRateEndTimeForward = (terminal: Terminal, product_id: string) =>\n  requestSQL<\n    {\n      end_time: string;\n    }[]\n  >(\n    terminal,\n    `select end_time from series_data_range where series_id = ${escapeSQL(\n      product_id,\n    )} and table_name = 'interest_rate' order by end_time desc limit 1`,\n  ).then((records) => records?.[0]?.end_time);\n\nexport const findInterestRateStartTimeBackward = (terminal: Terminal, product_id: string) =>\n  requestSQL<\n    {\n      start_time: string;\n    }[]\n  >(\n    terminal,\n    `select start_time from series_data_range where series_id = ${escapeSQL(\n      product_id,\n    )} and table_name = 'interest_rate' order by start_time asc limit 1`,\n  ).then((records) => records?.[0]?.start_time);\n\nexport const findOHLCEndTimeForward = (terminal: Terminal, series_id: string) =>\n  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  ).then((records) => records?.[0]?.end_time);\n\nexport const findForwardTaskLastEndTime = (terminal: Terminal, series_id: string, table_name: string) =>\n  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 = ${escapeSQL(table_name)} order by end_time desc limit 1`,\n  ).then((records) => records?.[0]?.end_time);\n\nexport const findBackwardTaskFirstStartTime = (terminal: Terminal, series_id: string, table_name: string) =>\n  requestSQL<\n    {\n      start_time: string;\n    }[]\n  >(\n    terminal,\n    `select start_time from series_data_range where series_id = ${escapeSQL(\n      series_id,\n    )} and table_name = ${escapeSQL(table_name)} order by start_time asc limit 1`,\n  ).then((records) => records?.[0]?.start_time);\n\nexport const findPatchGap = async (\n  terminal: Terminal,\n  table_name: string,\n  series_id: string,\n): Promise<\n  | {\n      gap_start_time: string;\n      gap_end_time: string;\n    }\n  | undefined\n> => {\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 = ${escapeSQL(table_name)} \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  return record;\n};\n"]}

package/lib/types.d.ts

@@ -0,0 +1,5 @@
+export interface IExchangeCredential {
+    type: string;
+    payload: any;
+}
+//# sourceMappingURL=types.d.ts.map

package/lib/types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.d.ts","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"AAAA,MAAM,WAAW,mBAAmB;IAClC,IAAI,EAAE,MAAM,CAAC;IACb,OAAO,EAAE,GAAG,CAAC;CACd"}

package/lib/types.js

@@ -0,0 +1,3 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/lib/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../src/types.ts"],"names":[],"mappings":"","sourcesContent":["export interface IExchangeCredential {\n  type: string;\n  payload: any;\n}\n"]}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@yuants/app-virtual-exchange",
-  "version": "0.18.11",
+  "version": "0.19.0",
   "main": "lib/index.js",
   "files": [
     "dist",
@@ -13,15 +13,15 @@
     "@yuants/protocol": "0.54.1",
     "@yuants/utils": "0.19.4",
     "@yuants/data-product": "0.5.9",
-    "@yuants/data-order": "0.7.9",
     "@yuants/data-account": "0.11.8",
+    "@yuants/data-order": "0.7.9",
     "@yuants/data-quote": "0.4.8",
     "@yuants/data-interest-rate": "0.2.9",
-    "@yuants/data-ohlc": "0.6.4",
     "@yuants/secret": "0.4.9",
-    "@yuants/cache": "0.3.12",
+    "@yuants/exchange": "0.8.15",
     "@yuants/sql": "0.9.39",
-    "@yuants/exchange": "0.8.14"
+    "@yuants/data-ohlc": "0.6.4",
+    "@yuants/cache": "0.3.12"
   },
   "devDependencies": {
     "@rushstack/heft": "~1.1.7",