@gabriel3615/ta_analysis
Version:
stock ta analysis
83 lines (82 loc) • 4.14 kB
JavaScript
import { aggregateDailyToWeekly, getStockDataForTimeframe, } from '../util/util.js';
import { SimpleCache } from '../analysis/integration/CacheManager.js';
import { BinanceProvider } from '../analysis/integration/BinanceProvider.js';
export class DataProvider {
constructor(maxCacheEntries = 100) {
this.binance = new BinanceProvider();
this.cache = new SimpleCache(maxCacheEntries);
}
async getMultiTimeframeData(symbol, config) {
const today = new Date();
const weeklyStartDate = new Date(today);
weeklyStartDate.setDate(weeklyStartDate.getDate() - config.timeframes.weekly.lookbackDays);
const dailyStartDate = new Date(today);
dailyStartDate.setDate(dailyStartDate.getDate() - config.timeframes.daily.lookbackDays);
const hourlyStartDate = new Date(today);
hourlyStartDate.setDate(hourlyStartDate.getDate() - config.timeframes.hourly.lookbackDays);
let weeklyData = [];
let dailyData = [];
let hourlyData = [];
if (symbol.endsWith('USDT') ||
symbol.endsWith('BUSD') ||
symbol.endsWith('USD')) {
[weeklyData, dailyData, hourlyData] = await Promise.all([
this.getCachedBinanceData(symbol, weeklyStartDate, today, 'weekly'),
this.getCachedBinanceData(symbol, dailyStartDate, today, 'daily'),
this.getCachedBinanceData(symbol, hourlyStartDate, today, '1hour'),
]);
}
else {
[weeklyData, dailyData, hourlyData] = await Promise.all([
this.getCachedStockData(symbol, weeklyStartDate, today, 'weekly'),
this.getCachedStockData(symbol, dailyStartDate, today, 'daily'),
this.getCachedStockData(symbol, hourlyStartDate, today, '1hour'),
]);
}
return { weeklyData, dailyData, hourlyData };
}
async getCachedBinanceData(symbol, startDate, endDate, timeframe) {
const cacheKey = `binance_${symbol}_${timeframe}_${startDate.toISOString()}_${endDate.toISOString()}`;
return this.cache.getOrFetch(cacheKey, async () => {
if (timeframe === 'weekly') {
const daily = await this.binance.getKlines(symbol, '1d', startDate, endDate);
return aggregateDailyToWeekly(daily);
}
if (timeframe === 'daily') {
return await this.binance.getKlines(symbol, '1d', startDate, endDate);
}
return await this.binance.getKlines(symbol, '1h', startDate, endDate);
});
}
/**
* 获取加密货币多周期数据（使用与股票相同的数据提供方，如 Yahoo）
* 外部仍可传入 apiKey，但此实现不再依赖 tmai-api。
*/
async getMultiTimeframeCryptoData(symbol, config) {
const today = new Date();
const weeklyStartDate = new Date(today);
weeklyStartDate.setDate(weeklyStartDate.getDate() - config.timeframes.weekly.lookbackDays);
const dailyStartDate = new Date(today);
dailyStartDate.setDate(dailyStartDate.getDate() - config.timeframes.daily.lookbackDays);
const hourlyStartDate = new Date(today);
hourlyStartDate.setDate(hourlyStartDate.getDate() - config.timeframes.hourly.lookbackDays);
const [weeklyData, dailyData, hourlyData] = await Promise.all([
this.getCachedStockData(symbol, weeklyStartDate, today, 'weekly'),
this.getCachedStockData(symbol, dailyStartDate, today, 'daily'),
this.getCachedStockData(symbol, hourlyStartDate, today, '1hour'),
]);
return { weeklyData, dailyData, hourlyData };
}
async getCachedStockData(symbol, startDate, endDate, timeframe) {
const cacheKey = `${symbol}_${timeframe}_${startDate.toISOString()}_${endDate.toISOString()}`;
return this.cache.getOrFetch(cacheKey, async () => {
return await getStockDataForTimeframe(symbol, startDate, endDate, timeframe);
});
}
stats() {
return this.cache.stats();
}
clear() {
this.cache.clear();
}
}