refactor: unify all DB connections to Cloud SQL, remove dual-write and SQLite code

backend/agg_trades_collector.py

@@ -7,6 +7,7 @@ agg_trades_collector.py — aggTrades全量采集守护进程（PostgreSQL版）
   - 每分钟巡检：校验agg_id连续性，发现断档自动补洞
   - 批量写入：攒200条或1秒flush一次
   - PG分区表：按月自动分区，MVCC并发无锁冲突
+  - 统一写入 Cloud SQL（双写机制已移除）
 """
 
 import asyncio
@@ -22,7 +23,7 @@ import psycopg2
 import psycopg2.extras
 import websockets
 
-from db import get_sync_conn, get_sync_pool, get_cloud_sync_conn, ensure_partitions, PG_HOST, PG_PORT, PG_DB, PG_USER, PG_PASS, CLOUD_PG_ENABLED
+from db import get_sync_conn, get_sync_pool, ensure_partitions, PG_HOST
 
 logging.basicConfig(
     level=logging.INFO,
@@ -69,11 +70,10 @@ def update_meta(conn, symbol: str, last_agg_id: int, last_time_ms: int):
 
 
 def flush_buffer(symbol: str, trades: list) -> int:
-    """写入一批trades到PG（本地+Cloud SQL双写），返回实际写入条数"""
+    """写入一批trades到Cloud SQL，返回实际写入条数"""
     if not trades:
         return 0
     try:
-        # 确保分区存在
         ensure_partitions()
 
         values = []
@@ -98,7 +98,6 @@ def flush_buffer(symbol: str, trades: list) -> int:
             ON CONFLICT (time_ms, symbol, agg_id) DO NOTHING"""
         insert_template = "(%s, %s, %s, %s, %s, %s)"
 
-        # 写本地PG
         inserted = 0
         with get_sync_conn() as conn:
             with conn.cursor() as cur:
@@ -111,22 +110,6 @@ def flush_buffer(symbol: str, trades: list) -> int:
                     update_meta(conn, symbol, last_agg_id, last_time_ms)
                 conn.commit()
 
-        # 双写Cloud SQL（失败不影响主流程）
-        if CLOUD_PG_ENABLED:
-            try:
-                with get_cloud_sync_conn() as cloud_conn:
-                    if cloud_conn:
-                        with cloud_conn.cursor() as cur:
-                            psycopg2.extras.execute_values(
-                                cur, insert_sql, values,
-                                template=insert_template, page_size=1000,
-                            )
-                            if last_agg_id > 0:
-                                update_meta(cloud_conn, symbol, last_agg_id, last_time_ms)
-                            cloud_conn.commit()
-            except Exception as e:
-                logger.warning(f"[{symbol}] Cloud SQL write failed (non-fatal): {e}")
-
         return inserted
     except Exception as e:
         logger.error(f"flush_buffer [{symbol}] error: {e}")

backend/backtest.py

@@ -34,7 +34,7 @@ logging.basicConfig(
 )
 logger = logging.getLogger("backtest")
 
-PG_HOST = os.getenv("PG_HOST", "127.0.0.1")
+PG_HOST = os.getenv("PG_HOST", "10.106.0.3")
 PG_PORT = int(os.getenv("PG_PORT", "5432"))
 PG_DB = os.getenv("PG_DB", "arb_engine")
 PG_USER = os.getenv("PG_USER", "arb")

backend/db.py

@@ -1,5 +1,6 @@
 """
 db.py — PostgreSQL 数据库连接层
+统一连接到 Cloud SQL（PG_HOST 默认 10.106.0.3）
 同步连接池（psycopg2）供脚本类使用
 异步连接池（asyncpg）供FastAPI使用
 """
@@ -11,8 +12,8 @@ import psycopg2
 import psycopg2.pool
 from contextlib import contextmanager
 
-# PG连接参数（本地）
+# PG连接参数（统一连接 Cloud SQL）
-PG_HOST = os.getenv("PG_HOST", "127.0.0.1")
+PG_HOST = os.getenv("PG_HOST", "10.106.0.3")
 PG_PORT = int(os.getenv("PG_PORT", 5432))
 PG_DB = os.getenv("PG_DB", "arb_engine")
 PG_USER = os.getenv("PG_USER", "arb")
@@ -20,14 +21,6 @@ PG_PASS = os.getenv("PG_PASS", "arb_engine_2026")
 
 PG_DSN = f"postgresql://{PG_USER}:{PG_PASS}@{PG_HOST}:{PG_PORT}/{PG_DB}"
 
-# Cloud SQL连接参数（双写目标）
-CLOUD_PG_HOST = os.getenv("CLOUD_PG_HOST", "10.106.0.3")
-CLOUD_PG_PORT = int(os.getenv("CLOUD_PG_PORT", 5432))
-CLOUD_PG_DB = os.getenv("CLOUD_PG_DB", "arb_engine")
-CLOUD_PG_USER = os.getenv("CLOUD_PG_USER", "arb")
-CLOUD_PG_PASS = os.getenv("CLOUD_PG_PASS", "arb_engine_2026")
-CLOUD_PG_ENABLED = os.getenv("CLOUD_PG_ENABLED", "true").lower() == "true"
-
 # ─── 同步连接池（psycopg2）─────────────────────────────────────
 
 _sync_pool = None
@@ -73,51 +66,6 @@ def sync_executemany(sql: str, params_list: list):
             conn.commit()
 
 
-# ─── Cloud SQL 同步连接池（双写用）───────────────────────────────
-
-_cloud_sync_pool = None
-
-def get_cloud_sync_pool():
-    global _cloud_sync_pool
-    if not CLOUD_PG_ENABLED:
-        return None
-    if _cloud_sync_pool is None:
-        try:
-            _cloud_sync_pool = psycopg2.pool.ThreadedConnectionPool(
-                minconn=1, maxconn=5,
-                host=CLOUD_PG_HOST, port=CLOUD_PG_PORT,
-                dbname=CLOUD_PG_DB, user=CLOUD_PG_USER, password=CLOUD_PG_PASS,
-            )
-        except Exception as e:
-            import logging
-            logging.getLogger("db").error(f"Cloud SQL pool init failed: {e}")
-            return None
-    return _cloud_sync_pool
-
-
-@contextmanager
-def get_cloud_sync_conn():
-    """获取Cloud SQL同步连接（失败返回None，不影响主流程）"""
-    pool = get_cloud_sync_pool()
-    if pool is None:
-        yield None
-        return
-    conn = None
-    try:
-        conn = pool.getconn()
-        yield conn
-    except Exception as e:
-        import logging
-        logging.getLogger("db").error(f"Cloud SQL conn error: {e}")
-        yield None
-    finally:
-        if conn and pool:
-            try:
-                pool.putconn(conn)
-            except Exception:
-                pass
-
-
 # ─── 异步连接池（asyncpg）─────────────────────────────────────
 
 _async_pool: asyncpg.Pool | None = None
@@ -206,6 +154,7 @@ CREATE TABLE IF NOT EXISTS signal_indicators (
     id BIGSERIAL PRIMARY KEY,
     ts BIGINT NOT NULL,
     symbol TEXT NOT NULL,
+    strategy TEXT,
     cvd_fast DOUBLE PRECISION,
     cvd_mid DOUBLE PRECISION,
     cvd_day DOUBLE PRECISION,
@@ -219,10 +168,12 @@ CREATE TABLE IF NOT EXISTS signal_indicators (
     buy_vol_1m DOUBLE PRECISION,
     sell_vol_1m DOUBLE PRECISION,
     score INTEGER,
-    signal TEXT
+    signal TEXT,
+    factors JSONB
 );
 CREATE INDEX IF NOT EXISTS idx_si_ts ON signal_indicators(ts);
 CREATE INDEX IF NOT EXISTS idx_si_sym_ts ON signal_indicators(symbol, ts);
+CREATE INDEX IF NOT EXISTS idx_si_strategy ON signal_indicators(strategy, ts);
 
 CREATE TABLE IF NOT EXISTS signal_indicators_1m (
     id BIGSERIAL PRIMARY KEY,
@@ -256,7 +207,7 @@ CREATE TABLE IF NOT EXISTS signal_trades (
     status TEXT DEFAULT 'open'
 );
 
--- 信号日志（旧表兼容）
+-- 信号日志（旧表兼容保留，不再写入新数据）
 CREATE TABLE IF NOT EXISTS signal_logs (
     id BIGSERIAL PRIMARY KEY,
     symbol TEXT,
@@ -266,7 +217,32 @@ CREATE TABLE IF NOT EXISTS signal_logs (
     message TEXT
 );
 
--- 用户表（auth）
+-- 市场指标（由 market_data_collector 写入）
+CREATE TABLE IF NOT EXISTS market_indicators (
+    id BIGSERIAL PRIMARY KEY,
+    ts BIGINT NOT NULL,
+    symbol TEXT NOT NULL,
+    indicator_type TEXT NOT NULL,
+    value DOUBLE PRECISION,
+    extra JSONB,
+    created_at TIMESTAMP DEFAULT NOW()
+);
+CREATE INDEX IF NOT EXISTS idx_mi_sym_type_ts ON market_indicators(symbol, indicator_type, ts DESC);
+
+-- 清算数据（由 liquidation_collector 写入）
+CREATE TABLE IF NOT EXISTS liquidations (
+    id BIGSERIAL PRIMARY KEY,
+    ts BIGINT NOT NULL,
+    symbol TEXT NOT NULL,
+    side TEXT NOT NULL,
+    qty DOUBLE PRECISION,
+    price DOUBLE PRECISION,
+    usd_value DOUBLE PRECISION,
+    created_at TIMESTAMP DEFAULT NOW()
+);
+CREATE INDEX IF NOT EXISTS idx_liq_sym_ts ON liquidations(symbol, ts DESC);
+
+-- 用户表（由 auth.py 负责完整定义，此处仅兜底）
 CREATE TABLE IF NOT EXISTS users (
     id BIGSERIAL PRIMARY KEY,
     email TEXT UNIQUE NOT NULL,
@@ -282,6 +258,13 @@ CREATE TABLE IF NOT EXISTS invite_codes (
     created_at TIMESTAMP DEFAULT NOW()
 );
 
+CREATE TABLE IF NOT EXISTS invite_usage (
+    id BIGSERIAL PRIMARY KEY,
+    code TEXT NOT NULL,
+    used_by BIGINT REFERENCES users(id),
+    used_at TIMESTAMP DEFAULT NOW()
+);
+
 -- 模拟盘交易表
 CREATE TABLE IF NOT EXISTS paper_trades (
     id BIGSERIAL PRIMARY KEY,
@@ -300,6 +283,7 @@ CREATE TABLE IF NOT EXISTS paper_trades (
     status TEXT DEFAULT 'active',
     pnl_r DOUBLE PRECISION DEFAULT 0,
     atr_at_entry DOUBLE PRECISION DEFAULT 0,
+    risk_distance DOUBLE PRECISION,
     score_factors JSONB,
     created_at TIMESTAMP DEFAULT NOW()
 );
@@ -373,7 +357,6 @@ def ensure_partitions():
             for m in set(months):
                 year = int(m[:4])
                 month = int(m[4:])
-                # 计算分区范围（UTC毫秒时间戳）
                 start = datetime.datetime(year, month, 1, tzinfo=datetime.timezone.utc)
                 if month == 12:
                     end = datetime.datetime(year + 1, 1, 1, tzinfo=datetime.timezone.utc)
@@ -402,13 +385,22 @@ def init_schema():
                 if stmt:
                     try:
                         cur.execute(stmt)
-                    except Exception as e:
+                    except Exception:
                         conn.rollback()
-                        # 忽略已存在错误
                         continue
-            cur.execute(
+            # 补全字段（向前兼容旧部署）
-                "ALTER TABLE paper_trades "
+            migrations = [
-                "ADD COLUMN IF NOT EXISTS strategy VARCHAR(32) DEFAULT 'v51_baseline'"
+                "ALTER TABLE paper_trades ADD COLUMN IF NOT EXISTS strategy VARCHAR(32) DEFAULT 'v51_baseline'",
-            )
+                "ALTER TABLE paper_trades ADD COLUMN IF NOT EXISTS risk_distance DOUBLE PRECISION",
+                "ALTER TABLE signal_indicators ADD COLUMN IF NOT EXISTS strategy TEXT",
+                "ALTER TABLE signal_indicators ADD COLUMN IF NOT EXISTS factors JSONB",
+                "ALTER TABLE users ADD COLUMN IF NOT EXISTS discord_id TEXT",
+                "ALTER TABLE users ADD COLUMN IF NOT EXISTS banned BOOLEAN DEFAULT FALSE",
+            ]
+            for m in migrations:
+                try:
+                    cur.execute(m)
+                except Exception:
+                    conn.rollback()
             conn.commit()
     ensure_partitions()

backend/market_data_collector.py

@@ -12,7 +12,7 @@ from psycopg2.extras import Json
 SYMBOLS = ["BTCUSDT", "ETHUSDT", "XRPUSDT", "SOLUSDT"]
 INTERVAL_SECONDS = 300
 
-PG_HOST = os.getenv("PG_HOST", "127.0.0.1")
+PG_HOST = os.getenv("PG_HOST", "10.106.0.3")
 PG_PORT = int(os.getenv("PG_PORT", "5432"))
 PG_DB = os.getenv("PG_DB", "arb_engine")
 PG_USER = os.getenv("PG_USER", "arb")