#!/usr/bin/env python3 """ 数据源验证脚本 - 第一批修复版 修复 Binance interval、OKX/Bybit 参数、Deribit DVOL 参数 """ import requests import json import time TIMEOUT = 15 results = {} def test(name, fn): try: start = time.time() data = fn() elapsed = round((time.time() - start) * 1000) results[name] = {"status": "✅ 通过", "latency_ms": elapsed, "sample": data} print(f"✅ {name} ({elapsed}ms): {json.dumps(data, ensure_ascii=False, default=str)[:120]}") except Exception as e: results[name] = {"status": "❌ 失败", "error": str(e)} print(f"❌ {name}: {e}") # ─── 1. Binance 合约 K 线(修复 interval 格式)───────────────────────────── def test_binance_klines(): # 合约 K 线 interval 用 "10m" 不支持,改用 "15m" 或 "5m" url = "https://fapi.binance.com/fapi/v1/klines" r = requests.get(url, params={"symbol": "BTCUSDT", "interval": "15m", "limit": "3"}, timeout=TIMEOUT) r.raise_for_status() data = r.json() k = data[-1] return {"close_time": k[6], "open": k[1], "high": k[2], "low": k[3], "close": k[4], "volume": k[5]} test("Binance合约K线(15m)", test_binance_klines) # ─── 2. Binance 现货 K 线 ───────────────────────────────────────────────── def test_binance_spot(): url = "https://api.binance.com/api/v3/klines" r = requests.get(url, params={"symbol": "BTCUSDT", "interval": "1h", "limit": "3"}, timeout=TIMEOUT) r.raise_for_status() data = r.json() k = data[-1] return {"open": k[1], "high": k[2], "low": k[3], "close": k[4], "volume": k[5]} test("Binance现货K线(1h)", test_binance_spot) # ─── 3. Binance 资金费率 ─────────────────────────────────────────────────── def test_binance_funding(): url = "https://fapi.binance.com/fapi/v1/premiumIndex" r = requests.get(url, params={"symbol": "BTCUSDT"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() return {"symbol": d["symbol"], "markPrice": d["markPrice"], "lastFundingRate": d["lastFundingRate"], "nextFundingTime": d["nextFundingTime"]} test("Binance资金费率", test_binance_funding) # ─── 4. Binance 未平仓量 ─────────────────────────────────────────────────── def test_binance_oi(): url = "https://fapi.binance.com/fapi/v1/openInterest" r = requests.get(url, params={"symbol": "BTCUSDT"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() return {"symbol": d["symbol"], "openInterest": d["openInterest"], "time": d["time"]} test("Binance未平仓量", test_binance_oi) # ─── 5. Binance 24h 行情 ────────────────────────────────────────────────── def test_binance_ticker(): url = "https://fapi.binance.com/fapi/v1/ticker/24hr" r = requests.get(url, params={"symbol": "BTCUSDT"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() return {"lastPrice": d["lastPrice"], "priceChangePercent": d["priceChangePercent"], "volume": d["volume"], "quoteVolume": d["quoteVolume"]} test("Binance24h行情", test_binance_ticker) # ─── 6. OKX K 线(修复参数)────────────────────────────────────────────── def test_okx_klines(): url = "https://www.okx.com/api/v5/market/candles" r = requests.get(url, params={"instId": "BTC-USDT-SWAP", "bar": "1H", "limit": "3"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() if d["code"] != "0": raise Exception(f"OKX error: {d['msg']}") candle = d["data"][0] return {"ts": candle[0], "open": candle[1], "high": candle[2], "low": candle[3], "close": candle[4], "vol": candle[5]} test("OKX合约K线(1H)", test_okx_klines) # ─── 7. OKX 资金费率 ─────────────────────────────────────────────────────── def test_okx_funding(): url = "https://www.okx.com/api/v5/public/funding-rate" r = requests.get(url, params={"instId": "BTC-USDT-SWAP"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["data"][0] return {"instId": d["instId"], "fundingRate": d["fundingRate"], "nextFundingTime": d["nextFundingTime"]} test("OKX资金费率", test_okx_funding) # ─── 8. OKX 未平仓量 ────────────────────────────────────────────────────── def test_okx_oi(): url = "https://www.okx.com/api/v5/rubik/stat/contracts/open-interest-volume" r = requests.get(url, params={"ccy": "BTC", "period": "1H"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() return {"code": d["code"], "data_count": len(d.get("data", []))} test("OKX未平仓量", test_okx_oi) # ─── 9. Bybit K 线(修复参数)──────────────────────────────────────────── def test_bybit_klines(): url = "https://api.bybit.com/v5/market/kline" r = requests.get(url, params={"category": "linear", "symbol": "BTCUSDT", "interval": "60", "limit": "3"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() if d["retCode"] != 0: raise Exception(f"Bybit error: {d['retMsg']}") candle = d["result"]["list"][0] return {"startTime": candle[0], "open": candle[1], "high": candle[2], "low": candle[3], "close": candle[4], "volume": candle[5]} test("Bybit合约K线(1h)", test_bybit_klines) # ─── 10. Bybit 资金费率 ──────────────────────────────────────────────────── def test_bybit_funding(): url = "https://api.bybit.com/v5/market/funding/history" r = requests.get(url, params={"category": "linear", "symbol": "BTCUSDT", "limit": "3"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["result"]["list"][0] return {"symbol": d["symbol"], "fundingRate": d["fundingRate"], "fundingRateTimestamp": d["fundingRateTimestamp"]} test("Bybit资金费率", test_bybit_funding) # ─── 11. Deribit 指数价格 ───────────────────────────────────────────────── def test_deribit_index(): url = "https://www.deribit.com/api/v2/public/get_index_price" r = requests.get(url, params={"index_name": "btc_usd"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["result"] return {"index_price": d["index_price"]} test("Deribit BTC指数价格", test_deribit_index) # ─── 12. Deribit 期权合约列表 ───────────────────────────────────────────── def test_deribit_instruments(): url = "https://www.deribit.com/api/v2/public/get_instruments" r = requests.get(url, params={"currency": "BTC", "kind": "option", "expired": "false"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["result"] # 只取最近到期的 3 个 sample = [{"instrument_name": x["instrument_name"], "strike": x["strike"], "option_type": x["option_type"]} for x in d[:3]] return {"total_options": len(d), "sample": sample} test("Deribit期权合约列表", test_deribit_instruments) # ─── 13. Deribit DVOL(修复参数)───────────────────────────────────────── def test_deribit_dvol(): import time as t end_ts = int(t.time() * 1000) start_ts = end_ts - 3600 * 1000 * 24 # 过去 24 小时 url = "https://www.deribit.com/api/v2/public/get_volatility_index_data" r = requests.get(url, params={"currency": "BTC", "resolution": "3600", "start_timestamp": start_ts, "end_timestamp": end_ts}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["result"]["data"] if not d: raise Exception("No DVOL data returned") latest = d[-1] return {"timestamp": latest[0], "dvol": latest[1], "data_points": len(d)} test("Deribit DVOL波动率指数", test_deribit_dvol) # ─── 14. DeFiLlama 全链 TVL ─────────────────────────────────────────────── def test_defillama_tvl(): url = "https://api.llama.fi/charts" r = requests.get(url, timeout=TIMEOUT) r.raise_for_status() d = r.json() latest = d[-1] return {"date": latest["date"], "totalLiquidityUSD": f"${latest['totalLiquidityUSD']/1e9:.2f}B", "data_points": len(d)} test("DeFiLlama全链TVL", test_defillama_tvl) # ─── 15. DeFiLlama 各链 TVL ─────────────────────────────────────────────── def test_defillama_chains(): url = "https://api.llama.fi/v2/chains" r = requests.get(url, timeout=TIMEOUT) r.raise_for_status() d = r.json() top3 = [{"name": x["name"], "tvl": f"${x['tvl']/1e9:.2f}B"} for x in sorted(d, key=lambda x: x.get("tvl", 0), reverse=True)[:3]] return {"total_chains": len(d), "top3": top3} test("DeFiLlama各链TVL", test_defillama_chains) # ─── 16. DeFiLlama 稳定币数据 ───────────────────────────────────────────── def test_defillama_stablecoins(): url = "https://stablecoins.llama.fi/stablecoins" r = requests.get(url, params={"includePrices": "true"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["peggedAssets"] top3 = [{"name": x["name"], "symbol": x["symbol"], "circulating": f"${x['circulating']['peggedUSD']/1e9:.2f}B"} for x in d[:3]] return {"total": len(d), "top3": top3} test("DeFiLlama稳定币数据", test_defillama_stablecoins) # ─── 17. Alternative.me 恐惧贪婪指数 ────────────────────────────────────── def test_fear_greed(): url = "https://api.alternative.me/fng/?limit=3&format=json" r = requests.get(url, timeout=TIMEOUT) r.raise_for_status() d = r.json()["data"] return [{"value": x["value"], "classification": x["value_classification"], "timestamp": x["timestamp"]} for x in d] test("Alternative.me恐惧贪婪指数", test_fear_greed) # ─── 18. CoinGecko 全球数据 ─────────────────────────────────────────────── def test_coingecko_global(): url = "https://api.coingecko.com/api/v3/global" r = requests.get(url, timeout=TIMEOUT) r.raise_for_status() d = r.json()["data"] return { "total_market_cap_usd": f"${d['total_market_cap']['usd']/1e12:.2f}T", "btc_dominance": f"{d['market_cap_percentage']['btc']:.1f}%", "eth_dominance": f"{d['market_cap_percentage']['eth']:.1f}%", "market_cap_change_24h": f"{d['market_cap_change_percentage_24h_usd']:.2f}%" } test("CoinGecko全球市场数据", test_coingecko_global) # ─── 19. CoinGecko 币种价格 ─────────────────────────────────────────────── def test_coingecko_price(): url = "https://api.coingecko.com/api/v3/simple/price" r = requests.get(url, params={"ids": "bitcoin,ethereum,solana,binancecoin,dogecoin", "vs_currencies": "usd", "include_24hr_change": "true"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() return {k: {"usd": v["usd"], "24h_change": f"{v.get('usd_24h_change', 0):.2f}%"} for k, v in d.items()} test("CoinGecko多币种价格", test_coingecko_price) # ─── 20. Yahoo Finance 黄金价格 ─────────────────────────────────────────── def test_yahoo_gold(): url = "https://query1.finance.yahoo.com/v8/finance/chart/GC=F" r = requests.get(url, params={"interval": "1d", "range": "5d"}, headers={"User-Agent": "Mozilla/5.0"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["chart"]["result"][0] meta = d["meta"] return {"symbol": meta["symbol"], "regularMarketPrice": meta["regularMarketPrice"], "currency": meta["currency"]} test("Yahoo Finance黄金(GC=F)", test_yahoo_gold) # ─── 21. Yahoo Finance 美元指数 ─────────────────────────────────────────── def test_yahoo_dxy(): url = "https://query1.finance.yahoo.com/v8/finance/chart/DX-Y.NYB" r = requests.get(url, params={"interval": "1d", "range": "5d"}, headers={"User-Agent": "Mozilla/5.0"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["chart"]["result"][0] meta = d["meta"] return {"symbol": meta["symbol"], "regularMarketPrice": meta["regularMarketPrice"]} test("Yahoo Finance美元指数(DXY)", test_yahoo_dxy) # ─── 22. Yahoo Finance 标普500 ──────────────────────────────────────────── def test_yahoo_sp500(): url = "https://query1.finance.yahoo.com/v8/finance/chart/%5EGSPC" r = requests.get(url, params={"interval": "1d", "range": "5d"}, headers={"User-Agent": "Mozilla/5.0"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["chart"]["result"][0] meta = d["meta"] return {"symbol": meta["symbol"], "regularMarketPrice": meta["regularMarketPrice"]} test("Yahoo Finance标普500(SPX)", test_yahoo_sp500) # ─── 23. Yahoo Finance BTC ETF (IBIT) ──────────────────────────────────── def test_yahoo_ibit(): url = "https://query1.finance.yahoo.com/v8/finance/chart/IBIT" r = requests.get(url, params={"interval": "1d", "range": "5d"}, headers={"User-Agent": "Mozilla/5.0"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()["chart"]["result"][0] meta = d["meta"] return {"symbol": meta["symbol"], "regularMarketPrice": meta["regularMarketPrice"], "currency": meta["currency"]} test("Yahoo Finance BTC ETF(IBIT)", test_yahoo_ibit) # ─── 24. 世界银行 GDP 数据 ──────────────────────────────────────────────── def test_worldbank(): url = "https://api.worldbank.org/v2/country/US/indicator/NY.GDP.MKTP.CD" r = requests.get(url, params={"format": "json", "per_page": "3", "mrv": "3"}, timeout=TIMEOUT) r.raise_for_status() d = r.json()[1] return [{"year": x["date"], "gdp_usd": f"${x['value']/1e12:.2f}T" if x["value"] else "N/A"} for x in d] test("世界银行美国GDP", test_worldbank) # ─── 25. The Graph Uniswap V3 ───────────────────────────────────────────── def test_thegraph(): url = "https://api.thegraph.com/subgraphs/name/uniswap/uniswap-v3" query = '{"query": "{ factories(first: 1) { poolCount txCount totalVolumeUSD } }"}' r = requests.post(url, data=query, headers={"Content-Type": "application/json"}, timeout=TIMEOUT) r.raise_for_status() d = r.json() if "errors" in d: raise Exception(str(d["errors"])) f = d["data"]["factories"][0] return {"poolCount": f["poolCount"], "txCount": f["txCount"], "totalVolumeUSD": f"${float(f['totalVolumeUSD'])/1e9:.0f}B"} test("The Graph Uniswap V3", test_thegraph) # ─── 保存结果 ────────────────────────────────────────────────────────────── print("\n=== 验证结果汇总 ===") passed = sum(1 for v in results.values() if "✅" in v["status"]) failed = sum(1 for v in results.values() if "❌" in v["status"]) print(f"通过: {passed}/{len(results)}, 失败: {failed}/{len(results)}") with open("/home/ubuntu/quantKnowledge/20_Go迭代系统/scripts/verify_batch1_results.json", "w") as f: json.dump(results, f, ensure_ascii=False, indent=2, default=str) print("结果已保存")