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2025-08-23 13:08:58 +09:00
parent c11ef161f4
commit 7c48d61edd
4 changed files with 241 additions and 62 deletions

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import asyncio, json
from typing import Literal
from fastapi import FastAPI
from models import get_session, get_engine, Candle
import pandas as pd, pandas_ta as ta
session = get_session()
app = FastAPI()
def get_ticker_all(
contract: str,
target_interval: Literal['1m', '5m', '15m', '30m', '1h', '4h', '1d', '1w']
):
print(target_interval)
"""
10초 간격 캔들 데이터를 지정된 봉으로 리샘플링
Args:
df: 원본 10초 데이터 (index=ts, columns=open, high, low, close, volume)
contract: 계약명 (필터링용)
target_interval: 목표 봉 (예: '1m', '1h', '1d')
Returns:
pd.DataFrame: 리샘플링된 OHLCV 데이터
"""
results = session.query(Candle).filter(Candle.contract.like(f'%{contract}%')).all()
df = pd.DataFrame([row.__dict__ for row in results])
# 2. time 컬럼을 datetime으로 변환 (밀리초 -> 초 -> datetime)
df['ts'] = pd.to_datetime(df['time'], unit='s') # or 's' if in seconds
# 3. index로 설정
df.set_index('ts', inplace=True)
# 4. resample 주기 설정
freq_map = {
'1m': '1Min',
'5m': '5Min',
'15m': '15Min',
'30m': '30Min',
'1h': '1H',
'4h': '4H',
'1d': '1D',
'1w': '1W'
}
if target_interval not in freq_map:
raise ValueError(f"Unsupported interval: {target_interval}")
freq = freq_map[target_interval]
# 4. 리샘플링 (OHLCV)
ohlc = df['close'].resample(freq).ohlc() # open, high, low, close
volume = df['volume'].resample(freq).sum().rename('volume')
# 5. 병합
result = pd.concat([ohlc, volume], axis=1).dropna()
# 6. ✅ index(datetime)를 'time' 컬럼으로 유닉스 밀리초 추가
result['time'] = (result.index.astype('int64') // 1_000_000_000) # 나노초 → 밀리초 (int64)
# 또는 밀리초 단위로 정확히:
result['time'] = result.index.view('int64') // 1_000_000_000 # pd.Timestamp → 유닉스 ms
# 7. (옵션) 'time'을 맨 앞으로 이동
cols = ['time', 'open', 'high', 'low', 'close', 'volume']
result = result[cols]
result.tail(1)
return result
@app.get("/api/candle/{contract}/{time}")
def get_candle(contract: str, time: str):
results = get_ticker_all(contract, time)
dict_row = pd.DataFrame(results).to_json(orient='table')
# payload = json.dumps({"msg": dict_row}, default=str, ensure_ascii=False)
return json.loads(dict_row)
@app.get("/")
async def test():
return {"msg":"hello"}