def debug_sub(exchange, model, routing_key, user, password, host):
if model == 'fanout':
subscriber(host=host, user=user, password=password,
exchange=exchange).start()
elif model == 'direct':
subscriber_routing(host=host,
user=user,
password=password,
exchange=exchange,
routing_key=routing_key).start()
def subscribe_data(self, code, frequence, data_host, data_port, data_user, data_password, model='py'):
"""[summary]
Arguments:
code {[type]} -- [description]
frequence {[type]} -- [description]
"""
if frequence.endswith('min'):
if model == 'py':
self.sub = subscriber(exchange='realtime_{}_{}'.format(
frequence, code), host=data_host, port=data_port, user=data_user, password=data_password)
elif model == 'rust':
self.sub = subscriber_routing(exchange='realtime_{}'.format(
code), routing_key = frequence, host=data_host, port=data_port, user=data_user, password=data_password)
self.sub.callback = self.callback
elif frequence.endswith('s'):
import re
self._num_cached = 2*int(re.findall(r'\d+',self.frequence)[0])
self.sub = subscriber_routing(exchange='CTPX', routing_key=code, host=data_host, port=data_port, user=data_user, password=data_password)
self.sub.callback = self.second_callback
elif frequence.endswith('tick'):
self._num_cached = 1
self.sub = subscriber_routing(exchange='CTPX', routing_key=code, host=data_host, port=data_port, user=data_user, password=data_password)
self.sub.callback = self.tick_callback
def __init__(self, frequency='5min'):
"""
暂时不支持单个股票重采样
:param frequency:
"""
super().__init__()
if isinstance(frequency, float):
self.frequency = int(frequency)
elif isinstance(frequency, str):
_frequency = frequency.replace('min', '')
if str.isnumeric(_frequency):
self.frequency = int(_frequency)
else:
print("unknown frequency: %s" % frequency)
return
elif isinstance(frequency, int):
self.frequency = frequency
else:
print("unknown frequency: %s" % frequency)
return
self.market_data = None
# 接收stock tick 数据
self.sub = subscriber(
host=eventmq_ip, exchange='realtime_stock_min')
self.sub.callback = self.stock_min_callback
# 发送重采样的数据
self.pub = publisher(
host=eventmq_ip, exchange='realtime_stock_{}_min'.format(self.frequency))
threading.Thread(target=self.sub.start).start()
print("QA_REALTIME_COLLECTOR_STOCK_BAR_RESAMPLER INIT, frequency: %s" % self.frequency)
def __init__(self):
super().__init__()
self.ws = websocket.WebSocketApp(
'wss://openmd.shinnytech.com/t/md/front/mobile',
on_pong=on_pong,
on_message=self.on_message,
on_error=on_error,
on_close=on_close)
def _onopen(ws):
def run():
ws.send(peek())
threading.Thread(target=run, daemon=False).start()
self.quoteclient = pymongo.MongoClient(
host=mongo_ip).QAREALTIME.realtimeQuote
self.ws.on_open = _onopen
self.data = {}
self.subscribe_list = ['SHFE.rb1910', 'DCE.j1909']
self.sub = subscriber(host=eventmq_ip, exchange='QAQuote')
self.sub.callback = self.callback
threading.Thread(target=self.ws.run_forever,
name='market_websock',
daemon=False).start()
threading.Thread(target=self.sub.start,
name='market_subscriber',
daemon=True).start()
def __init__(self):
super().__init__(name='qasubclient')
self.req = publisher_routing(exchange='QARealtime_Market',
routing_key='stock')
self.last_ab = pd.DataFrame()
self.sub = subscriber(exchange='stocktransaction')
self.sub.callback = self.callback
def subscribe_data(self, code, frequence, data_host, data_port, data_user, data_password):
"""[summary]
Arguments:
code {[type]} -- [description]
frequence {[type]} -- [description]
"""
self.sub = subscriber(exchange='realtime_{}_{}'.format(
frequence, code), host=data_host, port=data_port, user=data_user, password=data_password)
self.sub.callback = self.callback
def __init__(self, code='rb1910', freqence='60min', model='tb'):
super().__init__()
self.code = code
self.freqence = freqence
self.sub = subscriber(host=eventmq_ip,
exchange='realtime_min_{}'.format(self.code))
self.pub = publisher(host=eventmq_ip,
exchange='realtime_{}_{}'.format(
self.freqence, self.code))
self.sub.callback = self.callback
self.market_data = []
self.dt = None
self.model = model
def __init__(self,
frequency='5min',
date: datetime.datetime = None,
log_dir='./log'):
"""
暂时不支持单个股票重采样
:param frequency:
"""
super().__init__()
logger.info("QA实时股票Bar重采样,初始化...周期: %s" % frequency)
if isinstance(frequency, float):
self.frequency = int(frequency)
elif isinstance(frequency, str):
_frequency = frequency.replace('min', '')
if str.isnumeric(_frequency):
self.frequency = int(_frequency)
else:
logger.error("不支持的周期 unknownFrequency: %s" % frequency)
return
elif isinstance(frequency, int):
self.frequency = frequency
else:
logger.error("不支持的周期 unknownFrequency: %s" % frequency)
return
self.market_data = None
# 接收stock tick 数据
self.sub = subscriber(host=eventmq_ip, exchange='realtime_stock_min')
self.sub.callback = self.on_message_callback
self.stock_sub = subscriber_routing(host=eventmq_ip,
exchange='QARealtime_Market',
routing_key='stock')
self.stock_sub.callback = self.on_stock_subscribe_message_callback
# 发送重采样的数据
self.pub = publisher(host=eventmq_ip,
exchange='realtime_stock_{}_min'.format(
self.frequency))
self.count = 0
self.code_list = []
cur_time = datetime.datetime.now() if date is None else date
self.cur_year = cur_time.year
self.cur_month = cur_time.month
self.cur_day = cur_time.day
# 多进程计算
self.cpu_count = multiprocessing.cpu_count() - 1
self.log_dir = log_dir
threading.Thread(target=self.sub.start, daemon=True).start()
threading.Thread(target=self.stock_sub.start, daemon=True).start()
def debug_sub(exchange, model, routing_key, user, password, host, port,
durable):
if model == 'fanout':
subscriber(host=host,
port=port,
user=user,
password=password,
exchange=exchange).start()
elif model == 'direct':
subscriber_routing(host=host,
port=port,
user=user,
password=password,
exchange=exchange,
routing_key=routing_key,
durable=durable).start()
elif model == 'topic':
subscriber_topic(host=host,
port=port,
user=user,
password=password,
exchange=exchange,
routing_key=routing_key,
durable=durable).start()
def __init__(self,
code_list: list,
frequency='60min',
strategy="HS300Enhance",
init_data=None):
"""
:param code_list:
:param indicator_fun:
:param frequency:
:param strategy:
"""
super().__init__()
if isinstance(frequency, float):
self.frequency = int(frequency)
elif isinstance(frequency, str):
_frequency = frequency.replace('min', '')
if str.isnumeric(_frequency):
self.frequency = int(_frequency)
else:
print("unknown frequency: %s" % frequency)
return
elif isinstance(frequency, int):
self.frequency = frequency
else:
print("unknown frequency: %s" % frequency)
return
self.market_data = init_data
self.stock_code_list = code_list
self.strategy = strategy
# 接收stock 重采样的数据
self.sub = subscriber(host=eventmq_ip,
exchange='realtime_stock_{}_min'.format(
self.frequency))
self.sub.callback = self.stock_min_callback
# 发送stock indicator result
self.pub = publisher_topic(
host=eventmq_ip,
exchange='realtime_stock_calculator_{}_{}_min'.format(
self.strategy, self.frequency))
threading.Thread(target=self.sub.start).start()
print("REALTIME_STOCK_CACULATOR INIT, strategy: %s frequency: %s" %
(self.strategy, self.frequency))
from QAPUBSUB.consumer import subscriber sub = subscriber(host='192.168.2.116',user='******', password='******' ,exchange= 'realtime_60min_rb1910') sub.start()
# zsorder.code = '000001'
# zsorder.vol = 1000
# zsorder.price = 0.0
# zsorder.bsflg = 1
# zs=zsorder.SerializeToString()
# print(zs)
# odata2 = zsorder_pb2.zsorder
# odata2.ParseFromString(zsorder)
# print(odata2.code)
def ucallback(a,b,c,data):
odata = zsorder_pb2.zsorder()
# print(a)
# print(b)
# print(data)
# print(type(data))
try:
odata.ParseFromString(data)
# odata.ParseFromBytes(data)
# print("ok")
print(odata.code)
except Exception as e:
print("error")
print(e)
c = consumer.subscriber(exchange='zsorder')
# c.callback = lambda a,b,c,data: print(data)
c.callback = ucallback
c.start()
from QAPUBSUB import consumer c = consumer.subscriber(exchange='ctp') c.callback = lambda x, y, body, z: print(z) c.start()
