feat: DB-Schema (candles, backtest_runs), Migration, CandleStore

src/server/market/candle-store.ts

@@ -0,0 +1,35 @@
+import { and, asc, count, eq, gte, lt, max, min } from 'drizzle-orm';
+import { db } from '../db/client';
+import { candles } from '../db/schema';
+import type { Candle, Pair } from '../types';
+
+export async function insertCandles(pair: Pair, items: Candle[]): Promise<void> {
+  for (let i = 0; i < items.length; i += 1000) {
+    const chunk = items.slice(i, i + 1000).map((c) => ({
+      pair,
+      ts: new Date(c.ts),
+      open: c.open,
+      high: c.high,
+      low: c.low,
+      close: c.close,
+      volume: c.volume,
+    }));
+    await db.insert(candles).values(chunk).onConflictDoNothing();
+  }
+}
+
+export async function getCandles(pair: Pair, from?: number, to?: number): Promise<Candle[]> {
+  const conds = [eq(candles.pair, pair)];
+  if (from !== undefined) conds.push(gte(candles.ts, new Date(from)));
+  if (to !== undefined) conds.push(lt(candles.ts, new Date(to)));
+  const rows = await db.select().from(candles).where(and(...conds)).orderBy(asc(candles.ts));
+  return rows.map((r) => ({ ts: r.ts.getTime(), open: r.open, high: r.high, low: r.low, close: r.close, volume: r.volume }));
+}
+
+export async function getCoverage(pair: Pair): Promise<{ from: Date | null; to: Date | null; count: number }> {
+  const [row] = await db
+    .select({ from: min(candles.ts), to: max(candles.ts), count: count() })
+    .from(candles)
+    .where(eq(candles.pair, pair));
+  return { from: row.from, to: row.to, count: Number(row.count) };
+}