def log():
global pre
print('如有任何问题，请联系[email protected]')
_path = Path('Config.txt')
if not _path.exists():
print('Config.txt不存在,请构建Config.txt，格式如下\n'
'第1行:IP;'
'第2行:port;'
'第3行:账号;'
'第4行:密码;'
'第5行:authcode;'
'第6行:订阅品种，譬如COMEX F GC 1902;'
'如果有多个品种，累加即可，格式同第6行'
)
else:
_config = _path.lines()
_send = False if pre == _config else True
pre = _config
es = ESQuote()
es.config_re_login(60) # 重连时间,s
es.config_account(ip=_config[0],
port=_config[1],
username=_config[2],
password=_config[3],
authcode=_config[4],
send=_send)
for i in _config[5:]:
es.config_subscribes(i)
es.reading_out()
def log(string):
now = ar.now()
filename = Pth(f"Bin/Log/{now.format('YYYY-MM-DD')}.txt")
file_exists(filename.parent)
string = f'{now.format("YYYY-MM-DD HH:mm:ss.SSSSSS")}\t{string}'
string = string.replace('\n', '+')
filename.write_text(string + '\n', append=True, encoding='gbk')
print(string)
def send(msg):
name = f"Bin\\{''.join(msg[:3])}.txt"
content = {
_name: _values
for _name, _values in zip(names, msg)
}
Path(name).write_text(str(content).replace("'", '"'))
def __get_redis():
redis_conf = {'socket_timeout': 3}
for line in Path('Bin/Config/Redis.txt').lines():
if ':' in line:
_key, value = [j.strip() for j in line.split(':')]
redis_conf[_key] = value if value != 'None' else None
pool = redis.ConnectionPool(**redis_conf)
r = redis.Redis(connection_pool=pool)
log('start Redis->' + ','.join(redis_conf))
return r
def __get_socket():
hostname, port = [
i.strip() for i in Path('Bin/Config/Socket.txt').lines()
if i.strip()
]
port = int(port)
srv = socket.socket() # 创建一个socket
srv.bind(('', port))
srv.listen(5)
log(f"socket等待{hostname}:{port}的链接")
connect_socket, addr = srv.accept()
print('链接IP', addr)
log(f"socket链接成功")
return connect_socket
def trade_time():
holiday = loads(Path('Bin/Config/Holiday.json').text())
tz = ar.now().tzinfo
# everyday
now = ar.now()
everyday_close_time, everyday_open_time = holiday['everyday'][0]
everyday_close_time = f"{now.format('YYYY-MM-DD')} {everyday_close_time}"
everyday_open_time = f"{now.format('YYYY-MM-DD')} {everyday_open_time}"
everyday_close_time = ar.get(everyday_close_time).replace(tzinfo=tz)
everyday_open_time = ar.get(everyday_open_time).replace(tzinfo=tz)
target_time = now
if now.isoweekday() == 1 and now < everyday_open_time: # 工作日
target_time = everyday_open_time
elif 2 <= now.isoweekday() <= 5 and everyday_close_time <= now < everyday_open_time:
target_time = everyday_open_time
elif now.isoweekday() == 6 and now > everyday_close_time:
target_time = everyday_open_time.shift(days=2)
elif now.isoweekday() == 7:
target_time = everyday_open_time.shift(days=1)
diff = target_time.float_timestamp - now.float_timestamp
if diff > 0:
print(f'常规休眠{diff}s,待{target_time}启动！')
sleep(diff)
# holiday
for close_time, open_time in holiday['holiday']:
now = ar.now()
close_time = ar.get(close_time).replace(tzinfo=tz)
open_time = ar.get(open_time).replace(tzinfo=tz)
if close_time <= now < open_time:
diff = open_time.float_timestamp - now.float_timestamp
if diff > 0:
print(f'节假日休眠{diff}s,待{open_time}启动！')
sleep(diff)
print('交易时间')
def send(msg):
name = f"Bin//{''.join(msg[:3])}.txt"
Path(name).write_text(','.join(msg))
def __config_tool(self):
self.way = Path('Bin/Config/Publish.txt').text().strip()
if self.way == '1': # redis
tool = self.__get_redis()
def send(msg):
chanel = ''.join(msg[:3])
tool.publish(chanel, ','.join(msg))
# names = [[f'QBidPrice{i}', f'QBidQty{i}', f'QAskPrice{i}', f'QAskQty{i}'] for i in range(1, 21)]
# names = ['ExchangeNo', 'CommodityNo', 'Contract.ContractNo1', 'DateTimeStamp', 'QPreClosingPrice',
# 'QPreSettlePrice', 'QPrePositionQty', 'QOpeningPrice', 'QLastPrice', 'QHighPrice', 'QLowPrice',
# 'QHisHighPrice', 'QHisLowPrice', 'QLimitUpPrice', 'QLimitDownPrice', 'QTotalQty', 'QTotalTurnover',
# 'QPositionQty', 'QAveragePrice', 'QClosingPrice', 'QSettlePrice', 'QLastQty', 'QImpliedBidPrice',
# 'QImpliedBidQty', 'QImpliedAskPrice', 'QImpliedAskQty', 'QPreDelta', 'QCurrDelta', 'QInsideQty',
# 'QOutsideQty', 'QTurnoverRate', 'Q5DAvgQty', 'QPERatio', 'QTotalValue', 'QNegotiableValue',
# 'QPositionTrend', 'QChangeSpeed', 'QChangeRate', 'QChangeValue', 'QSwing', 'QTotalBidQty',
# 'QTotalAskQty'] + [j for i in names for j in i]
#
# if self.way == '1': # redis
# tool = self.__get_redis()
#
# def send(msg):
# chanel = ''.join(msg[:3])
# content = {_name: _values for _name, _values in zip(names, msg)}
# tool.publish(chanel, dumps(content))
elif self.way == '2': # socket
tool = self.__get_socket()
def send(msg):
tool.send(bytes(','.join(msg), encoding='gbk'))
elif self.way == '3': # 文本
def send(msg):
name = f"Bin//{''.join(msg[:3])}.txt"
Path(name).write_text(','.join(msg))
elif self.way == '4': # udp
clients = loads(Path('Bin/Config/UDPAccount.json').text())
# 使用合约来确定客户ip，比如COMEXGC2009:101.0.0.0
con2ip = {}
for client, contracts in clients.items():
client = client.split(',')
client = client[0], int(client[1])
for contract in contracts:
contract = contract.split(' ')
contract = contract[0] + contract[2] + contract[3]
if contract in con2ip.keys():
con2ip[contract].append(client)
else:
con2ip[contract] = [client]
s = socket.socket(socket.AF_INET, socket.SOCK_DGRAM)
def send(msg):
contract = ''.join(msg[:3])
for ip in con2ip.get(contract, []):
print(contract, ip)
s.sendto(','.join(msg).encode(), ip)
else:
send = print
self.tool = send
class Contract:
clients = loads(Path('Bin/Config/UDPAccount.json').text())