vnpy_questdb 1.0.0__tar.gz

vnpy_questdb-1.0.0/.gitignore

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+# pyenv
+#   For a library or package, you might want to ignore these files since the code is
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+# Celery stuff
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+# Redis
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+#   option (not recommended) you can uncomment the following to ignore the entire idea folder.
+# .idea/
+
+# Abstra
+#   Abstra is an AI-powered process automation framework.
+#   Ignore directories containing user credentials, local state, and settings.
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+.abstra/
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+# Visual Studio Code
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+#   you could uncomment the following to ignore the entire vscode folder
+# .vscode/
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+.ruff_cache/
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+
+# Streamlit
+.streamlit/secrets.toml

vnpy_questdb-1.0.0/LICENSE

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+The MIT License (MIT)
+
+Copyright (c) 2026-present, Xiaoyou Chen
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

vnpy_questdb-1.0.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: vnpy_questdb
+Version: 1.0.0
+Summary: QuestDB database adapter for VeighNa quant trading framework.
+Project-URL: Homepage, https://www.vnpy.com
+Project-URL: Documentation, https://www.vnpy.com/docs
+Project-URL: Changes, https://github.com/vnpy/vnpy_questdb/blob/master/CHANGELOG.md
+Project-URL: Source, https://github.com/vnpy/vnpy_questdb/
+Project-URL: Forum, https://www.vnpy.com/forum
+Author-email: Xiaoyou Chen <xiaoyou.chen@mail.vnpy.com>
+License: MIT
+License-File: LICENSE
+Keywords: algotrading,investment,quant,quantitative,trading
+Classifier: Development Status :: 4 - Beta
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Natural Language :: Chinese (Simplified)
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: Implementation :: CPython
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Typing :: Typed
+Requires-Python: >=3.10
+Requires-Dist: psycopg[binary]>=3.2
+Requires-Dist: questdb>=4.0
+Provides-Extra: test
+Requires-Dist: numpy; extra == 'test'
+Requires-Dist: pandas; extra == 'test'
+Requires-Dist: pyarrow; extra == 'test'
+Description-Content-Type: text/markdown
+
+# VeighNa框架的QuestDB数据库接口
+
+<p align="center">
+  <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
+</p>
+
+<p align="center">
+    <img src ="https://img.shields.io/badge/version-1.0.0-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
+    <img src ="https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg" />
+</p>
+
+## 说明
+
+对接 QuestDB 的高性能时序数据库接口实现。
+
+主要特性：
+
+- 通过 QuestDB ILP/HTTP 高速写入K线和Tick数据。
+- 通过 PGWire 执行建表、查询、汇总和逻辑删除。
+- 使用 QuestDB WAL 表和 `DEDUP UPSERT KEYS` 支持重复数据覆盖。
+- 使用 `deleted` 字段进行逻辑删除，查询和汇总时自动过滤已删除数据。
+
+## 安装
+
+```bash
+pip install vnpy_questdb
+```
+
+## QuestDB 端口说明
+
+当前实现会同时使用 QuestDB 的两个服务端口：
+
+- `database.port`：PGWire SQL端口，默认 `8812`。代码使用 `psycopg` 连接该端口，用于创建表、读取数据、查询汇总、执行逻辑删除，以及检查 WAL 事务是否已经应用。
+- `database.http_port`：HTTP端口，默认 `9000`。代码使用 `questdb.ingress.Sender` 通过 ILP/HTTP 写入K线和Tick数据。
+
+这两个端口的职责不同，不能互相替代。`8812` 面向 PostgreSQL Wire Protocol 查询；`9000` 面向 QuestDB HTTP服务，其中包含 ILP/HTTP 写入入口和 Web Console。如果使用 Docker、远程服务器或防火墙，需要同时开放这两个端口。
+
+示例 Docker 端口映射：
+
+```bash
+docker run --rm -p 8812:8812 -p 9000:9000 questdb/questdb
+```
+
+当前版本使用 ILP/HTTP 写入，不使用 QuestDB 的 ILP/TCP `9009` 端口。
+
+## VeighNa 配置
+
+在 VeighNa 配置文件中选择 QuestDB 数据库，并配置连接参数：
+
+```json
+{
+    "database.name": "questdb",
+    "database.host": "localhost",
+    "database.port": 8812,
+    "database.user": "admin",
+    "database.password": "quest",
+    "database.database": "qdb",
+    "database.http_port": 9000
+}
+```
+
+参数说明：
+
+- `database.name`：数据库适配器名称，使用本插件时配置为 `questdb`。
+- `database.host`：QuestDB 服务地址，PGWire 和 HTTP ILP 都会连接该地址。
+- `database.port`：PGWire SQL端口，用于查询和管理操作。
+- `database.user`：PGWire 用户名，QuestDB 默认值为 `admin`。
+- `database.password`：PGWire 密码，QuestDB 默认值为 `quest`。
+- `database.database`：PGWire 数据库名，QuestDB 默认值为 `qdb`。
+- `database.http_port`：QuestDB HTTP端口，用于 ILP/HTTP 数据写入。
+
+如果 QuestDB 部署在远程主机，请确认 `database.host` 可以从运行 VeighNa 的机器访问，并确认 `database.port` 与 `database.http_port` 均已开放。

vnpy_questdb-1.0.0/README.md

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+# VeighNa框架的QuestDB数据库接口
+
+<p align="center">
+  <img src ="https://vnpy.oss-cn-shanghai.aliyuncs.com/vnpy-logo.png"/>
+</p>
+
+<p align="center">
+    <img src ="https://img.shields.io/badge/version-1.0.0-blueviolet.svg"/>
+    <img src ="https://img.shields.io/badge/platform-windows|linux|macos-yellow.svg"/>
+    <img src ="https://img.shields.io/badge/python-3.10|3.11|3.12|3.13-blue.svg" />
+</p>
+
+## 说明
+
+对接 QuestDB 的高性能时序数据库接口实现。
+
+主要特性：
+
+- 通过 QuestDB ILP/HTTP 高速写入K线和Tick数据。
+- 通过 PGWire 执行建表、查询、汇总和逻辑删除。
+- 使用 QuestDB WAL 表和 `DEDUP UPSERT KEYS` 支持重复数据覆盖。
+- 使用 `deleted` 字段进行逻辑删除，查询和汇总时自动过滤已删除数据。
+
+## 安装
+
+```bash
+pip install vnpy_questdb
+```
+
+## QuestDB 端口说明
+
+当前实现会同时使用 QuestDB 的两个服务端口：
+
+- `database.port`：PGWire SQL端口，默认 `8812`。代码使用 `psycopg` 连接该端口，用于创建表、读取数据、查询汇总、执行逻辑删除，以及检查 WAL 事务是否已经应用。
+- `database.http_port`：HTTP端口，默认 `9000`。代码使用 `questdb.ingress.Sender` 通过 ILP/HTTP 写入K线和Tick数据。
+
+这两个端口的职责不同，不能互相替代。`8812` 面向 PostgreSQL Wire Protocol 查询；`9000` 面向 QuestDB HTTP服务，其中包含 ILP/HTTP 写入入口和 Web Console。如果使用 Docker、远程服务器或防火墙，需要同时开放这两个端口。
+
+示例 Docker 端口映射：
+
+```bash
+docker run --rm -p 8812:8812 -p 9000:9000 questdb/questdb
+```
+
+当前版本使用 ILP/HTTP 写入，不使用 QuestDB 的 ILP/TCP `9009` 端口。
+
+## VeighNa 配置
+
+在 VeighNa 配置文件中选择 QuestDB 数据库，并配置连接参数：
+
+```json
+{
+    "database.name": "questdb",
+    "database.host": "localhost",
+    "database.port": 8812,
+    "database.user": "admin",
+    "database.password": "quest",
+    "database.database": "qdb",
+    "database.http_port": 9000
+}
+```
+
+参数说明：
+
+- `database.name`：数据库适配器名称，使用本插件时配置为 `questdb`。
+- `database.host`：QuestDB 服务地址，PGWire 和 HTTP ILP 都会连接该地址。
+- `database.port`：PGWire SQL端口，用于查询和管理操作。
+- `database.user`：PGWire 用户名，QuestDB 默认值为 `admin`。
+- `database.password`：PGWire 密码，QuestDB 默认值为 `quest`。
+- `database.database`：PGWire 数据库名，QuestDB 默认值为 `qdb`。
+- `database.http_port`：QuestDB HTTP端口，用于 ILP/HTTP 数据写入。
+
+如果 QuestDB 部署在远程主机，请确认 `database.host` 可以从运行 VeighNa 的机器访问，并确认 `database.port` 与 `database.http_port` 均已开放。

vnpy_questdb-1.0.0/pyproject.toml

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+[project]
+name = "vnpy_questdb"
+dynamic = ["version"]
+description = "QuestDB database adapter for VeighNa quant trading framework."
+readme = "README.md"
+license = {text = "MIT"}
+authors = [{name = "Xiaoyou Chen", email = "xiaoyou.chen@mail.vnpy.com"}]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Programming Language :: Python :: Implementation :: CPython",
+    "Natural Language :: Chinese (Simplified)",
+    "Typing :: Typed"
+]
+requires-python = ">=3.10"
+dependencies = [
+    "questdb>=4.0",
+    "psycopg[binary]>=3.2",
+]
+keywords = ["quant", "quantitative", "investment", "trading", "algotrading"]
+
+[project.optional-dependencies]
+test = [
+    "numpy",
+    "pandas",
+    "pyarrow",
+]
+
+[project.urls]
+"Homepage" = "https://www.vnpy.com"
+"Documentation" = "https://www.vnpy.com/docs"
+"Changes" = "https://github.com/vnpy/vnpy_questdb/blob/master/CHANGELOG.md"
+"Source" = "https://github.com/vnpy/vnpy_questdb/"
+"Forum" = "https://www.vnpy.com/forum"
+
+[build-system]
+requires = ["hatchling>=1.27.0"]
+build-backend = "hatchling.build"
+
+[tool.hatch.version]
+path = "vnpy_questdb/__init__.py"
+pattern = "__version__ = ['\"](?P<version>[^'\"]+)['\"]"
+
+[tool.hatch.build.targets.wheel]
+packages = ["vnpy_questdb"]
+include-package-data = true
+
+[tool.hatch.build.targets.sdist]
+include = ["vnpy_questdb*"]
+
+[tool.ruff]
+target-version = "py310"
+output-format = "full"
+
+[tool.ruff.lint]
+select = [
+    "B",  # flake8-bugbear
+    "E",  # pycodestyle error
+    "F",  # pyflakes
+    "UP",  # pyupgrade
+    "W",  # pycodestyle warning
+]
+ignore = ["E501"]
+
+[tool.mypy]
+python_version = "3.10"
+warn_return_any = true
+warn_unused_configs = true
+disallow_untyped_defs = true
+disallow_incomplete_defs = true
+check_untyped_defs = true
+disallow_untyped_decorators = true
+no_implicit_optional = true
+strict_optional = true
+warn_redundant_casts = true
+warn_unused_ignores = true
+warn_no_return = true
+ignore_missing_imports = true

vnpy_questdb-1.0.0/vnpy_questdb/__init__.py

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+from .questdb_database import QuestdbDatabase as Database
+
+
+__all__ = ["Database"]
+
+
+__version__ = "1.0.0"

vnpy_questdb-1.0.0/vnpy_questdb/questdb_database.py

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+from collections.abc import Iterator
+from datetime import datetime, timezone
+from time import monotonic, sleep
+from typing import Any, TypeAlias
+
+import psycopg
+from psycopg.rows import DictRow, dict_row
+from questdb.ingress import Sender
+
+from vnpy.trader.constant import Exchange, Interval
+from vnpy.trader.database import (
+    BaseDatabase,
+    BarOverview,
+    DB_TZ,
+    TickOverview,
+    convert_tz,
+)
+from vnpy.trader.object import BarData, TickData
+from vnpy.trader.setting import SETTINGS
+
+
+BAR_TABLE: str = "dbbardata"
+TICK_TABLE: str = "dbtickdata"
+FETCH_SIZE: int = 10_000
+WAL_APPLY_TIMEOUT: float = 30
+
+SqlValue: TypeAlias = str | int | float | bool | datetime | None
+SqlParams: TypeAlias = tuple[SqlValue, ...]
+IlpColumns: TypeAlias = dict[str, SqlValue]
+RowTuple: TypeAlias = tuple[Any, ...]
+
+CREATE_BAR_TABLE_SQL: str = f"""
+CREATE TABLE IF NOT EXISTS {BAR_TABLE} (
+    symbol SYMBOL CAPACITY 256 CACHE,
+    exchange SYMBOL CAPACITY 32 CACHE,
+    interval SYMBOL CAPACITY 16 CACHE,
+    datetime TIMESTAMP,
+    volume DOUBLE,
+    turnover DOUBLE,
+    open_interest DOUBLE,
+    open_price DOUBLE,
+    high_price DOUBLE,
+    low_price DOUBLE,
+    close_price DOUBLE,
+    deleted BOOLEAN
+) TIMESTAMP(datetime)
+PARTITION BY MONTH
+WAL
+DEDUP UPSERT KEYS(datetime, symbol, exchange, interval);
+"""
+
+CREATE_TICK_TABLE_SQL: str = f"""
+CREATE TABLE IF NOT EXISTS {TICK_TABLE} (
+    symbol SYMBOL CAPACITY 256 CACHE,
+    exchange SYMBOL CAPACITY 32 CACHE,
+    datetime TIMESTAMP,
+    name STRING,
+    volume DOUBLE,
+    turnover DOUBLE,
+    open_interest DOUBLE,
+    last_price DOUBLE,
+    last_volume DOUBLE,
+    limit_up DOUBLE,
+    limit_down DOUBLE,
+    open_price DOUBLE,
+    high_price DOUBLE,
+    low_price DOUBLE,
+    pre_close DOUBLE,
+    bid_price_1 DOUBLE,
+    bid_price_2 DOUBLE,
+    bid_price_3 DOUBLE,
+    bid_price_4 DOUBLE,
+    bid_price_5 DOUBLE,
+    ask_price_1 DOUBLE,
+    ask_price_2 DOUBLE,
+    ask_price_3 DOUBLE,
+    ask_price_4 DOUBLE,
+    ask_price_5 DOUBLE,
+    bid_volume_1 DOUBLE,
+    bid_volume_2 DOUBLE,
+    bid_volume_3 DOUBLE,
+    bid_volume_4 DOUBLE,
+    bid_volume_5 DOUBLE,
+    ask_volume_1 DOUBLE,
+    ask_volume_2 DOUBLE,
+    ask_volume_3 DOUBLE,
+    ask_volume_4 DOUBLE,
+    ask_volume_5 DOUBLE,
+    localtime TIMESTAMP,
+    deleted BOOLEAN
+) TIMESTAMP(datetime)
+PARTITION BY DAY
+WAL
+DEDUP UPSERT KEYS(datetime, symbol, exchange);
+"""
+
+LOAD_BAR_DATA_SQL: str = f"""
+    SELECT
+        datetime,
+        volume,
+        turnover,
+        open_interest,
+        open_price,
+        high_price,
+        low_price,
+        close_price
+    FROM {BAR_TABLE}
+    WHERE symbol = %s
+      AND exchange = %s
+      AND interval = %s
+      AND datetime >= %s
+      AND datetime <= %s
+      AND deleted = false
+    ORDER BY datetime;
+"""
+
+LOAD_TICK_DATA_SQL: str = f"""
+    SELECT
+        datetime,
+        name,
+        volume,
+        turnover,
+        open_interest,
+        last_price,
+        last_volume,
+        limit_up,
+        limit_down,
+        open_price,
+        high_price,
+        low_price,
+        pre_close,
+        bid_price_1,
+        bid_price_2,
+        bid_price_3,
+        bid_price_4,
+        bid_price_5,
+        ask_price_1,
+        ask_price_2,
+        ask_price_3,
+        ask_price_4,
+        ask_price_5,
+        bid_volume_1,
+        bid_volume_2,
+        bid_volume_3,
+        bid_volume_4,
+        bid_volume_5,
+        ask_volume_1,
+        ask_volume_2,
+        ask_volume_3,
+        ask_volume_4,
+        ask_volume_5,
+        localtime
+    FROM {TICK_TABLE}
+    WHERE symbol = %s
+      AND exchange = %s
+      AND datetime >= %s
+      AND datetime <= %s
+      AND deleted = false
+    ORDER BY datetime;
+"""
+
+COUNT_BAR_DATA_SQL: str = f"""
+    SELECT count() AS count
+    FROM {BAR_TABLE}
+    WHERE symbol = %s
+      AND exchange = %s
+      AND interval = %s
+      AND deleted = false;
+"""
+
+SOFT_DELETE_BAR_DATA_SQL: str = f"""
+    UPDATE {BAR_TABLE}
+    SET deleted = true
+    WHERE symbol = %s
+      AND exchange = %s
+      AND interval = %s
+      AND deleted = false;
+"""
+
+COUNT_TICK_DATA_SQL: str = f"""
+    SELECT count() AS count
+    FROM {TICK_TABLE}
+    WHERE symbol = %s
+      AND exchange = %s
+      AND deleted = false;
+"""
+
+SOFT_DELETE_TICK_DATA_SQL: str = f"""
+    UPDATE {TICK_TABLE}
+    SET deleted = true
+    WHERE symbol = %s
+      AND exchange = %s
+      AND deleted = false;
+"""
+
+GET_BAR_OVERVIEW_SQL: str = f"""
+    SELECT
+        symbol,
+        exchange,
+        interval,
+        count() AS count,
+        min(datetime) AS start_datetime,
+        max(datetime) AS end_datetime
+    FROM {BAR_TABLE}
+    WHERE deleted = false
+    GROUP BY symbol, exchange, interval
+    ORDER BY symbol, exchange, interval;
+"""
+
+GET_TICK_OVERVIEW_SQL: str = f"""
+    SELECT
+        symbol,
+        exchange,
+        count() AS count,
+        min(datetime) AS start_datetime,
+        max(datetime) AS end_datetime
+    FROM {TICK_TABLE}
+    WHERE deleted = false
+    GROUP BY symbol, exchange
+    ORDER BY symbol, exchange;
+"""
+
+WAL_TABLE_STATUS_SQL: str = """
+    SELECT
+        suspended,
+        writerTxn,
+        sequencerTxn,
+        errorMessage
+    FROM wal_tables()
+    WHERE name = %s;
+"""
+
+
+class QuestdbDatabase(BaseDatabase):
+    """
+    QuestDB数据库接口。
+    """
+
+    def __init__(self) -> None:
+        """
+        初始化QuestDB数据库接口。
+
+        读取VeighNa数据库配置，构造PGWire连接参数和ILP写入配置，并确保
+        K线和Tick数据表已经创建。
+        """
+        self.host: str = str(SETTINGS.get("database.host", "localhost"))
+        self.port: int = int(SETTINGS.get("database.port", 8812))
+        self.user: str = str(SETTINGS.get("database.user", "admin"))
+        self.password: str = str(SETTINGS.get("database.password", "quest"))
+        self.database: str = str(SETTINGS.get("database.database", "qdb"))
+        self.http_port: int = int(SETTINGS.get("database.http_port", 9000))
+
+        self.conninfo: str = (
+            f"host={self.host} "
+            f"port={self.port} "
+            f"user={self.user} "
+            f"password={self.password} "
+            f"dbname={self.database}"
+        )
+        self.ilp_conf: str = self._create_ilp_conf()
+
+        self.init_tables()
+
+    def _create_ilp_conf(self) -> str:
+        """
+        创建QuestDB ILP客户端配置。
+
+        Returns:
+            QuestDB Sender使用的HTTP ILP连接配置字符串。
+        """
+        # ILP写入使用HTTP端口，PGWire查询使用独立的SQL端口。
+        return f"http::addr={self.host}:{self.http_port};"
+
+    def init_tables(self) -> None:
+        """
+        初始化数据库表。
+        """
+        with psycopg.connect(self.conninfo, autocommit=True) as conn:
+            with conn.cursor() as cursor:
+                cursor.execute(CREATE_BAR_TABLE_SQL)
+                cursor.execute(CREATE_TICK_TABLE_SQL)
+
+    def save_bar_data(self, bars: list[BarData], stream: bool = False) -> bool:
+        """
+        保存K线数据。
+
+        Args:
+            bars: 待写入的K线数据列表。
+            stream: VeighNa数据库接口兼容参数，QuestDB写入逻辑不区分该参数。
+
+        Returns:
+            写入成功返回True。
+
+        Raises:
+            ValueError: 当K线周期为空时抛出。
+        """
+        if not bars:
+            return True
+
+        with Sender.from_conf(self.ilp_conf) as sender:
+            for bar in bars:
+                interval: Interval | None = bar.interval
+                if interval is None:
+                    # interval是QuestDB去重主键的一部分，写入前必须明确。
+                    raise ValueError("BarData.interval不能为空")
+
+                sender.row(
+                    BAR_TABLE,
+                    symbols={
+                        "symbol": bar.symbol,
+                        "exchange": bar.exchange.value,
+                        "interval": interval.value,
+                    },
+                    columns={
+                        "volume": bar.volume,
+                        "turnover": bar.turnover,
+                        "open_interest": bar.open_interest,
+                        "open_price": bar.open_price,
+                        "high_price": bar.high_price,
+                        "low_price": bar.low_price,
+                        "close_price": bar.close_price,
+                        "deleted": False,
+                    },
+                    at=self._to_questdb_datetime(bar.datetime),
+                )
+            sender.flush()
+
+        self._wait_wal_apply(BAR_TABLE)
+
+        return True
+
+    def save_tick_data(self, ticks: list[TickData], stream: bool = False) -> bool:
+        """
+        保存Tick数据。
+
+        Args:
+            ticks: 待写入的Tick数据列表。
+            stream: VeighNa数据库接口兼容参数，QuestDB写入逻辑不区分该参数。
+
+        Returns:
+            写入成功返回True。
+        """
+        if not ticks:
+            return True
+
+        with Sender.from_conf(self.ilp_conf) as sender:
+            for tick in ticks:
+                columns: IlpColumns = {
+                    "name": tick.name,
+                    "volume": tick.volume,
+                    "turnover": tick.turnover,
+                    "open_interest": tick.open_interest,
+                    "last_price": tick.last_price,
+                    "last_volume": tick.last_volume,
+                    "limit_up": tick.limit_up,
+                    "limit_down": tick.limit_down,
+                    "open_price": tick.open_price,
+                    "high_price": tick.high_price,
+                    "low_price": tick.low_price,
+                    "pre_close": tick.pre_close,
+                    "bid_price_1": tick.bid_price_1,
+                    "bid_price_2": tick.bid_price_2,
+                    "bid_price_3": tick.bid_price_3,
+                    "bid_price_4": tick.bid_price_4,
+                    "bid_price_5": tick.bid_price_5,
+                    "ask_price_1": tick.ask_price_1,
+                    "ask_price_2": tick.ask_price_2,
+                    "ask_price_3": tick.ask_price_3,
+                    "ask_price_4": tick.ask_price_4,
+                    "ask_price_5": tick.ask_price_5,
+                    "bid_volume_1": tick.bid_volume_1,
+                    "bid_volume_2": tick.bid_volume_2,
+                    "bid_volume_3": tick.bid_volume_3,
+                    "bid_volume_4": tick.bid_volume_4,
+                    "bid_volume_5": tick.bid_volume_5,
+                    "ask_volume_1": tick.ask_volume_1,
+                    "ask_volume_2": tick.ask_volume_2,
+                    "ask_volume_3": tick.ask_volume_3,
+                    "ask_volume_4": tick.ask_volume_4,
+                    "ask_volume_5": tick.ask_volume_5,
+                    "deleted": False,
+                }
+
+                if tick.localtime:
+                    columns["localtime"] = self._to_questdb_datetime(tick.localtime)
+
+                sender.row(
+                    TICK_TABLE,
+                    symbols={
+                        "symbol": tick.symbol,
+                        "exchange": tick.exchange.value,
+                    },
+                    columns=columns,
+                    at=self._to_questdb_datetime(tick.datetime),
+                )
+            sender.flush()
+
+        self._wait_wal_apply(TICK_TABLE)
+
+        return True
+
+    def load_bar_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        interval: Interval,
+        start: datetime,
+        end: datetime
+    ) -> list[BarData]:
+        """
+        读取K线数据。
+
+        Args:
+            symbol: 合约代码。
+            exchange: 交易所。
+            interval: K线周期。
+            start: 查询开始时间。
+            end: 查询结束时间。
+
+        Returns:
+            按时间升序排列的K线数据列表。
+        """
+        params: SqlParams = (
+            symbol,
+            exchange.value,
+            interval.value,
+            self._to_pg_datetime(start),
+            self._to_pg_datetime(end),
+        )
+
+        bars: list[BarData] = []
+        append = bars.append
+        from_datetime = self._from_questdb_datetime
+        for row in self._iter_tuples(LOAD_BAR_DATA_SQL, params):
+            bar: BarData = BarData(
+                symbol=symbol,
+                exchange=exchange,
+                datetime=from_datetime(row[0]),
+                interval=interval,
+                volume=row[1],
+                turnover=row[2],
+                open_interest=row[3],
+                open_price=row[4],
+                high_price=row[5],
+                low_price=row[6],
+                close_price=row[7],
+                gateway_name="DB",
+            )
+            append(bar)
+
+        return bars
+
+    def load_tick_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        start: datetime,
+        end: datetime
+    ) -> list[TickData]:
+        """
+        读取Tick数据。
+
+        Args:
+            symbol: 合约代码。
+            exchange: 交易所。
+            start: 查询开始时间。
+            end: 查询结束时间。
+
+        Returns:
+            按时间升序排列的Tick数据列表。
+        """
+        params: SqlParams = (
+            symbol,
+            exchange.value,
+            self._to_pg_datetime(start),
+            self._to_pg_datetime(end),
+        )
+
+        ticks: list[TickData] = []
+        append = ticks.append
+        from_datetime = self._from_questdb_datetime
+        for row in self._iter_tuples(LOAD_TICK_DATA_SQL, params):
+            localtime: datetime | None = None
+            if row[33]:
+                localtime = from_datetime(row[33])
+
+            tick: TickData = TickData(
+                symbol=symbol,
+                exchange=exchange,
+                datetime=from_datetime(row[0]),
+                name=row[1],
+                volume=row[2],
+                turnover=row[3],
+                open_interest=row[4],
+                last_price=row[5],
+                last_volume=row[6],
+                limit_up=row[7],
+                limit_down=row[8],
+                open_price=row[9],
+                high_price=row[10],
+                low_price=row[11],
+                pre_close=row[12],
+                bid_price_1=row[13],
+                bid_price_2=row[14],
+                bid_price_3=row[15],
+                bid_price_4=row[16],
+                bid_price_5=row[17],
+                ask_price_1=row[18],
+                ask_price_2=row[19],
+                ask_price_3=row[20],
+                ask_price_4=row[21],
+                ask_price_5=row[22],
+                bid_volume_1=row[23],
+                bid_volume_2=row[24],
+                bid_volume_3=row[25],
+                bid_volume_4=row[26],
+                bid_volume_5=row[27],
+                ask_volume_1=row[28],
+                ask_volume_2=row[29],
+                ask_volume_3=row[30],
+                ask_volume_4=row[31],
+                ask_volume_5=row[32],
+                localtime=localtime,
+                gateway_name="DB",
+            )
+            append(tick)
+
+        return ticks
+
+    def delete_bar_data(
+        self,
+        symbol: str,
+        exchange: Exchange,
+        interval: Interval
+    ) -> int:
+        """
+        软删除K线数据。
+
+        Args:
+            symbol: 合约代码。
+            exchange: 交易所。
+            interval: K线周期。
+
+        Returns:
+            被标记删除的K线数据数量。
+        """
+        params: SqlParams = (symbol, exchange.value, interval.value)
+
+        # 使用deleted标记软删除，避免直接移除QuestDB WAL表中的历史记录。
+        count: int = self._query_count(COUNT_BAR_DATA_SQL, params)
+        self._execute(SOFT_DELETE_BAR_DATA_SQL, params)
+        self._wait_wal_apply(BAR_TABLE)
+
+        return count
+
+    def delete_tick_data(
+        self,
+        symbol: str,
+        exchange: Exchange
+    ) -> int:
+        """
+        软删除Tick数据。
+
+        Args:
+            symbol: 合约代码。
+            exchange: 交易所。
+
+        Returns:
+            被标记删除的Tick数据数量。
+        """
+        params: SqlParams = (symbol, exchange.value)
+
+        # 使用deleted标记软删除，避免直接移除QuestDB WAL表中的历史记录。
+        count: int = self._query_count(COUNT_TICK_DATA_SQL, params)
+        self._execute(SOFT_DELETE_TICK_DATA_SQL, params)
+        self._wait_wal_apply(TICK_TABLE)
+
+        return count
+
+    def get_bar_overview(self) -> list[BarOverview]:
+        """
+        查询数据库中的K线汇总信息。
+
+        Returns:
+            K线汇总信息列表。
+        """
+        overviews: list[BarOverview] = []
+        for row in self._iter_rows(GET_BAR_OVERVIEW_SQL):
+            overview: BarOverview = BarOverview(
+                symbol=row["symbol"],
+                exchange=Exchange(row["exchange"]),
+                interval=Interval(row["interval"]),
+                count=int(row["count"]),
+                start=self._from_questdb_datetime(row["start_datetime"]),
+                end=self._from_questdb_datetime(row["end_datetime"]),
+            )
+            overviews.append(overview)
+
+        return overviews
+
+    def get_tick_overview(self) -> list[TickOverview]:
+        """
+        查询数据库中的Tick汇总信息。
+
+        Returns:
+            Tick汇总信息列表。
+        """
+        overviews: list[TickOverview] = []
+        for row in self._iter_rows(GET_TICK_OVERVIEW_SQL):
+            overview: TickOverview = TickOverview(
+                symbol=row["symbol"],
+                exchange=Exchange(row["exchange"]),
+                count=int(row["count"]),
+                start=self._from_questdb_datetime(row["start_datetime"]),
+                end=self._from_questdb_datetime(row["end_datetime"]),
+            )
+            overviews.append(overview)
+
+        return overviews
+
+    def _iter_rows(
+        self,
+        sql: str,
+        params: SqlParams | None = None
+    ) -> Iterator[DictRow]:
+        """
+        分批读取字典格式查询结果。
+
+        Args:
+            sql: 待执行的SQL语句。
+            params: SQL查询参数。
+
+        Yields:
+            字典格式的查询结果行。
+        """
+        with psycopg.connect(self.conninfo, row_factory=dict_row) as conn:
+            with conn.cursor() as cursor:
+                cursor.execute(sql, params)
+                while batch := cursor.fetchmany(FETCH_SIZE):
+                    yield from batch
+
+    def _iter_tuples(
+        self,
+        sql: str,
+        params: SqlParams | None = None
+    ) -> Iterator[RowTuple]:
+        """
+        分批读取元组格式查询结果。
+
+        Args:
+            sql: 待执行的SQL语句。
+            params: SQL查询参数。
+
+        Yields:
+            元组格式的查询结果行。
+        """
+        with psycopg.connect(self.conninfo) as conn:
+            with conn.cursor() as cursor:
+                cursor.execute(sql, params)
+                while batch := cursor.fetchmany(FETCH_SIZE):
+                    yield from batch
+
+    def _query_count(self, sql: str, params: SqlParams) -> int:
+        """
+        查询单个count结果。
+
+        Args:
+            sql: 返回count字段的SQL语句。
+            params: SQL查询参数。
+
+        Returns:
+            查询到的count字段值。
+        """
+        with psycopg.connect(self.conninfo, row_factory=dict_row) as conn:
+            with conn.cursor() as cursor:
+                cursor.execute(sql, params)
+                row: DictRow | None = cursor.fetchone()
+                if not row:
+                    return 0
+                return int(row["count"])
+
+    def _execute(self, sql: str, params: SqlParams) -> None:
+        """
+        执行SQL语句。
+
+        Args:
+            sql: 待执行的SQL语句。
+            params: SQL参数。
+        """
+        with psycopg.connect(self.conninfo, autocommit=True) as conn:
+            with conn.cursor() as cursor:
+                cursor.execute(sql, params)
+
+    def _wait_wal_apply(self, table_name: str) -> None:
+        """
+        等待WAL事务应用到可查询表数据。
+
+        Args:
+            table_name: QuestDB WAL表名。
+
+        Raises:
+            RuntimeError: 当WAL表处于暂停状态时抛出。
+            TimeoutError: 当等待WAL事务应用超时时抛出。
+        """
+        if WAL_APPLY_TIMEOUT <= 0:
+            return
+
+        deadline: float = monotonic() + WAL_APPLY_TIMEOUT
+
+        while True:
+            with psycopg.connect(self.conninfo, row_factory=dict_row) as conn:
+                with conn.cursor() as cursor:
+                    cursor.execute(WAL_TABLE_STATUS_SQL, (table_name,))
+                    row: DictRow | None = cursor.fetchone()
+
+            if not row:
+                return
+
+            if row["suspended"]:
+                raise RuntimeError(f"QuestDB WAL表{table_name}已暂停: {row['errorMessage']}")
+
+            # WAL写入需要等writer追上sequencer，后续PGWire查询才能稳定读到新数据。
+            if row["writerTxn"] == row["sequencerTxn"]:
+                return
+
+            if monotonic() >= deadline:
+                raise TimeoutError(f"等待QuestDB WAL表{table_name}应用超时")
+
+            sleep(0.05)
+
+    @staticmethod
+    def _to_questdb_datetime(dt: datetime) -> datetime:
+        """
+        转换为QuestDB ILP写入使用的UTC时间。
+
+        Args:
+            dt: 待转换的时间。
+
+        Returns:
+            带UTC时区信息的时间。
+        """
+        db_dt: datetime = convert_tz(dt).replace(tzinfo=DB_TZ)
+        return db_dt.astimezone(timezone.utc)
+
+    @classmethod
+    def _to_pg_datetime(cls, dt: datetime) -> datetime:
+        """
+        转换为PGWire查询使用的UTC naive时间。
+
+        Args:
+            dt: 待转换的时间。
+
+        Returns:
+            不带时区信息的UTC时间。
+        """
+        return cls._to_questdb_datetime(dt).replace(tzinfo=None)
+
+    @staticmethod
+    def _from_questdb_datetime(dt: datetime) -> datetime:
+        """
+        将QuestDB返回时间转换为VeighNa数据库时区。
+
+        Args:
+            dt: QuestDB返回的时间，可能带时区信息，也可能是UTC naive时间。
+
+        Returns:
+            转换到VeighNa数据库时区的时间。
+        """
+        if dt.tzinfo:
+            return dt.astimezone(DB_TZ)
+
+        return dt.replace(tzinfo=timezone.utc).astimezone(DB_TZ)