315 lines
10 KiB
JavaScript
315 lines
10 KiB
JavaScript
// 個股 OHLCV：以 SQLite price_bars 為準，Yahoo/Nasdaq 只補「還沒有的」K 線
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import {
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upsertPriceBars, getPriceBars, getPriceBarMeta, priceBarsToPoints, deletePriceBars,
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getCachedEntry, putCachedJSON,
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} from './db.js';
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import { getHistory, getHistorySince } from './marketdata.js';
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const META_PREFIX = 'histmeta:';
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function metaKey(symbol, interval) {
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return `${META_PREFIX}${symbol}:${interval}`;
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}
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function barPointCount(bars) {
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return bars?.length || 0;
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}
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/** 從舊版 JSON 快取（hist:SYM:range:1d）匯入 DB，避免重打 API */
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export function importLegacyHistCaches(symbol, interval = '1d') {
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const keys = [
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`hist:${symbol}:max:${interval}`,
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`hist:${symbol}:10y:${interval}`,
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`hist:${symbol}:5y:${interval}`,
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`hist:${symbol}:2y:${interval}`,
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];
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let best = null;
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for (const key of keys) {
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const entry = getCachedEntry(key);
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const pts = entry?.value?.points;
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if (!pts?.length) continue;
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if (!best || pts.length > best.points.length) best = { key, entry, points: pts };
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}
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if (!best) return 0;
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const n = upsertPriceBars(symbol, interval, best.points);
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const v = best.entry.value;
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putCachedJSON(metaKey(symbol, interval), {
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symbol: v.symbol || symbol,
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name: v.name || null,
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currency: v.currency || null,
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source: v.source || 'legacy-cache',
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interval,
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_importedFrom: best.key,
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_fetchedAt: best.entry.updatedAt || Date.now(),
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});
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return n;
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}
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function todayISO() {
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return new Date().toISOString().slice(0, 10);
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}
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function startOfWeekISO(dateStr) {
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const d = new Date(dateStr + 'T12:00:00Z');
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const diff = (d.getUTCDay() + 6) % 7;
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d.setUTCDate(d.getUTCDate() - diff);
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return d.toISOString().slice(0, 10);
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}
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/** 非即時研究：去掉可能尚未收盤的當根 K（日線≤昨日、周線≤上週、月線≤上月） */
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export function filterResearchBars(points, interval = '1d') {
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if (!points?.length) return [];
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const today = todayISO();
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if (interval === '1d') {
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return points.filter(p => p.date < today);
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}
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const last = points[points.length - 1];
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if (interval === '1wk') {
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if (startOfWeekISO(last.date) >= startOfWeekISO(today)) return points.slice(0, -1);
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return points;
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}
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if (interval === '1mo') {
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if (last.date.slice(0, 7) >= today.slice(0, 7)) return points.slice(0, -1);
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return points;
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}
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return points;
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}
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const TTL_BY_INTERVAL = {
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'1d': 6 * 3600 * 1000,
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'1wk': 24 * 3600 * 1000,
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'1mo': 7 * 24 * 3600 * 1000,
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};
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function weekKey(dateStr) {
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const d = new Date(dateStr + 'T12:00:00Z');
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const day = d.getUTCDay() || 7;
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d.setUTCDate(d.getUTCDate() + 4 - day);
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const y = new Date(Date.UTC(d.getUTCFullYear(), 0, 1));
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const w = Math.ceil((((d - y) / 86400000) + 1) / 7);
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return `${d.getUTCFullYear()}-W${String(w).padStart(2, '0')}`;
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}
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function resampleBars(dailyPoints, interval) {
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const keyFn = interval === '1wk'
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? weekKey
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: (dateStr) => dateStr.slice(0, 7);
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const groups = new Map();
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for (const p of dailyPoints) {
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const k = keyFn(p.date);
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if (!groups.has(k)) groups.set(k, []);
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groups.get(k).push(p);
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}
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const out = [];
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for (const arr of [...groups.values()]) {
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arr.sort((a, b) => (a.date < b.date ? -1 : 1));
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const last = arr[arr.length - 1];
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const highs = arr.map(x => x.high ?? x.close);
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const lows = arr.map(x => x.low ?? x.close);
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out.push({
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date: last.date,
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open: arr[0].open ?? arr[0].close,
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high: Math.max(...highs),
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low: Math.min(...lows),
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close: last.close,
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volume: arr.some(x => x.volume != null) ? arr.reduce((s, x) => s + (x.volume || 0), 0) : null,
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adjclose: last.adjclose ?? last.close,
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});
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}
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return out.sort((a, b) => (a.date < b.date ? -1 : 1));
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}
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async function fetchOrResample(symbol, interval) {
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if (interval === '1d') return getHistory(symbol, 'max', '1d');
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try {
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const hist = await getHistory(symbol, 'max', interval);
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if (hist.points?.length >= 2 && barsMatchInterval(
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hist.points.map(p => ({ date: p.date })),
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interval,
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)) return hist;
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} catch (_) { /* Yahoo 429 等 → 改本機重採樣 */ }
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await ensurePriceHistory(symbol, '1d', { fresh: false });
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const daily = priceBarsToPoints(getPriceBars(symbol, '1d'));
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if (daily.length < 40) throw new Error('日線不足，無法合成周/月線');
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const points = resampleBars(daily, interval);
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if (points.length < 2) throw new Error('重採樣後資料過少');
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return {
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symbol,
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name: null,
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currency: null,
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range: 'max',
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interval,
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source: interval === '1wk' ? '本機日線→周線' : '本機日線→月線',
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points,
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};
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}
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/** 偵測 DB 是否誤存日線到周/月線 */
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function barsMatchInterval(bars, interval) {
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if (!bars?.length || interval === '1d') return true;
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if (interval === '1wk' && bars.length > 600) return false;
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if (interval === '1mo' && bars.length > 200) return false;
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if (bars.length < 3) return true;
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const i = bars.length - 1;
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const gap = (new Date(bars[i].date) - new Date(bars[i - 1].date)) / 86400000;
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if (interval === '1wk') return gap >= 4;
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if (interval === '1mo') return gap >= 20;
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return true;
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}
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function planFetch(bars, metaUpdatedAt, fresh, ttlMs, interval) {
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if (!bars.length) return 'full';
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if (fresh) return 'incremental';
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const research = filterResearchBars(bars.map(b => ({ date: b.date })), interval);
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const lastComplete = research.length ? research[research.length - 1].date : null;
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const lastStored = bars[bars.length - 1].date;
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const age = Date.now() - (metaUpdatedAt || 0);
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if (lastComplete && lastStored > lastComplete && age > ttlMs / 2) return 'incremental';
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if (lastComplete && lastComplete < todayISO() && age > ttlMs) return 'incremental';
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if (age > ttlMs * 14) return 'incremental';
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return null;
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}
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/**
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* @returns {{ payload: object, cached: boolean, fetchMode: string|null }}
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*/
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export async function ensurePriceHistory(symbol, interval = '1d', { fresh = false, ttlMs } = {}) {
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if (!ttlMs) ttlMs = TTL_BY_INTERVAL[interval] || TTL_BY_INTERVAL['1d'];
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let bars = getPriceBars(symbol, interval);
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if (!bars.length) importLegacyHistCaches(symbol, interval);
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bars = getPriceBars(symbol, interval);
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if (bars.length && !barsMatchInterval(bars, interval)) {
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deletePriceBars(symbol, interval);
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bars = [];
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}
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const mk = metaKey(symbol, interval);
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let metaEntry = getCachedEntry(mk);
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let meta = metaEntry?.value || { symbol, interval };
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const mode = planFetch(bars, metaEntry?.updatedAt, fresh, ttlMs, interval);
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let fetchError = null;
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if (mode === 'full') {
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try {
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const hist = await fetchOrResample(symbol, interval);
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upsertPriceBars(symbol, interval, hist.points);
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meta = {
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symbol: hist.symbol || symbol,
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name: hist.name,
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currency: hist.currency,
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source: hist.source,
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interval,
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_fetchedAt: Date.now(),
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_fetchMode: 'full',
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};
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putCachedJSON(mk, meta);
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bars = getPriceBars(symbol, interval);
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} catch (e) {
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fetchError = String(e?.message || e);
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if (!bars.length) throw e;
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}
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} else if (mode === 'incremental') {
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const lastDate = bars[bars.length - 1].date;
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try {
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let patch;
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try {
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patch = await getHistorySince(symbol, lastDate, 'max', interval);
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if (interval !== '1d' && !barsMatchInterval(patch.points.map(p => ({ date: p.date })), interval)) {
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throw new Error('patch_not_weekly');
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}
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} catch {
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const daily = priceBarsToPoints(getPriceBars(symbol, '1d'));
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const resampled = resampleBars(daily, interval);
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const idx = resampled.findIndex(p => p.date > lastDate);
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patch = {
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symbol,
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interval,
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points: idx >= 0 ? resampled.slice(idx) : [],
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source: interval === '1wk' ? '本機日線→周線' : '本機日線→月線',
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};
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}
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const added = upsertPriceBars(symbol, interval, patch.points);
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meta = {
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...meta,
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symbol: patch.symbol || symbol,
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name: patch.name || meta.name,
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currency: patch.currency || meta.currency,
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source: patch.source || meta.source,
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interval,
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_fetchedAt: Date.now(),
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_fetchMode: 'incremental',
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_lastIncrementalAt: Date.now(),
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_barsAdded: added,
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};
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putCachedJSON(mk, meta);
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bars = getPriceBars(symbol, interval);
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} catch (e) {
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fetchError = String(e?.message || e);
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}
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}
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const stat = getPriceBarMeta(symbol, interval);
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const allPoints = priceBarsToPoints(bars);
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const points = filterResearchBars(allPoints, interval);
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const lastResearch = points.length ? points[points.length - 1].date : null;
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return {
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payload: {
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symbol,
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name: meta.name || null,
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currency: meta.currency || null,
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interval,
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source: meta.source || 'MacroScope DB',
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range: 'max',
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points,
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allBarsPoints: allPoints,
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dbBars: stat.n,
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researchBars: points.length,
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firstDate: points[0]?.date || stat.first_date,
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lastDate: lastResearch || stat.last_date,
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researchThrough: lastResearch,
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researchNote: interval === '1d'
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? '研究用日線截至昨日完整 K 線（今日未收盤不納入）'
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: interval === '1wk'
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? '研究用周線截至上一根完整週 K'
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: '研究用月線截至上一根完整月 K',
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cached: mode == null,
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fetchMode: mode,
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fetchError,
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},
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cached: mode == null,
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fetchMode: mode,
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};
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}
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/** 成交量圖：在研究用 K 線之外，盡量附上「當日」成交量（來自 DB 當根或即時報價） */
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export function buildVolumeSeries(researchPoints, allPoints, quote = {}, interval = '1d') {
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if (interval !== '1d' || !researchPoints?.length) return researchPoints || [];
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const today = todayISO();
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let todayVol = quote?.volume != null ? Number(quote.volume) : null;
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const rawToday = (allPoints || []).find(p => p.date === today);
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if (rawToday?.volume != null) todayVol = Number(rawToday.volume);
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const pts = researchPoints.map(p => ({ ...p }));
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if (todayVol == null || isNaN(todayVol)) return pts;
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const last = pts[pts.length - 1];
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if (last?.date === today) {
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pts[pts.length - 1] = { ...last, volume: todayVol };
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return pts;
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}
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const px = quote?.price ?? quote?.regularMarketPrice ?? last?.close;
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if (px == null) return pts;
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pts.push({
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date: today,
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open: quote?.previousClose ?? px,
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high: quote?.dayHigh ?? px,
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low: quote?.dayLow ?? px,
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close: px,
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volume: todayVol,
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adjclose: px,
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partialSession: true,
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});
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return pts;
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} |