async def get_eastMoney_basic(stockList):
stockBase = {}
async with aiohttp.ClientSession() as session:
tasks = [get(session, stock) for stock in stockList]
doneSet, pendingSet = await asyncio.wait(tasks)
print("成功个数", len(doneSet))
print("失败个数", len(pendingSet))
for doneInfo in doneSet:
if doneInfo._result != None: # 因断连等原因导致返回为None时，这里过滤掉
# print(doneInfo._result)
stockBase.update(doneInfo._result)
if pendingSet:
print("失败了???")
for pending in pendingSet:
pending.cancel()
file_path = txt_file_save_folder + "eastMoney.txt"
with open(file_path, "a", encoding='utf-8') as f:
f.write(str(Common().to_json(stockBase)))
print(len(stockBase))
def __init__(self, is_subscribe_record=False):
if not SqliteDB.__first_init:
# 先创建目录
if not os.path.exists(db_save_folder):
os.makedirs(db_save_folder)
self.common = Common()
self.logger = get_log()
self.conn = sqlite3.connect(dbPath,
check_same_thread=False,
timeout=15)
currentDayTimeStampInfo = self.common.getCurrentDayTimeStampInfo()
self.todayBeginTimeStamp = currentDayTimeStampInfo[
'todayBeginTimeStamp']
self.todayEndTimeStamp = currentDayTimeStampInfo[
'todayEndTimeStamp']
self.is_subscribe_record = is_subscribe_record
self.assemble_num = sql_assemble_num
self.assemble_sql = ''
self.assemble_float_num = 0
self.transaction_num = sql_transaction_num
self.transaction_float_num = 0
# db_file = SETUP_DIR + "\\zmq_py3\\zmq_save_files\\db\\SIT_market_test.db"
# if not os.path.exists(db_file):
self.create_table()
SqliteDB.__first_init = True
def QueryExchangeSort(exchange: str, count: int, sortFiled: str):
frequence = None
start_time_stamp = int(time.time() * 1000)
# http = MarketHttpClient()
# market_token = http.get_market_token(
# http.get_login_token(phone=login_phone, pwd=login_pwd, device_id=login_device_id))
market_token = None
loop = Common().getNewLoop()
api = SubscribeApi(union_ws_url, loop)
loop.run_until_complete(future=api.client.ws_connect())
loop.run_until_complete(
future=api.LoginReq(token=market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
# asyncio.run_coroutine_threadsafe(api.hearbeat_job(), new_loop)
rsp_sort_list = asyncio.get_event_loop().run_until_complete(
future=api.QueryExchangeSortMsgReqApi(
isSubTrade=None,
exchange=exchange,
sortFiled=sortFiled,
count=count,
start_time_stamp=start_time_stamp,
recv_num=1))
app_sort = rsp_sort_list[0]
api.client.disconnect()
return app_sort
def __init__(self):
super(TimerTask, self).__init__()
self.logger = get_log("timerTask")
self.max_instances = 20 # 最大并发数
# self.scheduler = BlockingScheduler()
self.scheduler = AsyncIOScheduler()
self.common = Common()
def __init__(self):
self.common = Common()
self.logger = get_log()
self.http = MarketHttpClient()
self.market_token = self.http.get_market_token(
self.http.get_login_token(phone=login_phone,
pwd=login_pwd,
device_id=login_device_id))
self.new_loop = self.common.getNewLoop()
asyncio.set_event_loop(self.new_loop)
self.api = SubscribeApi(union_ws_url, self.new_loop)
asyncio.get_event_loop().run_until_complete(
future=self.api.client.ws_connect())
asyncio.get_event_loop().run_until_complete(future=self.api.LoginReq(
token=self.market_token))
asyncio.run_coroutine_threadsafe(self.api.hearbeat_job(),
self.new_loop)
def StartChartData(exchange: str, code: str):
# exchange = exchange
# code = code
frequence = None
start_time_stamp = int(time.time() * 1000)
# http = MarketHttpClient()
# market_token = http.get_market_token(
# http.get_login_token(phone=login_phone, pwd=login_pwd, device_id=login_device_id))
market_token = None
loop = Common().getNewLoop()
api = SubscribeApi(union_ws_url, loop)
loop.run_until_complete(future=api.client.ws_connect())
loop.run_until_complete(
future=api.LoginReq(token=market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(api.hearbeat_job(), loop)
app_rsp_list = loop.run_until_complete(future=api.StartChartDataReqApi(
exchange, code, start_time_stamp, recv_num=1))
app_rsp = app_rsp_list[0]
api.client.disconnect()
# return app_rsp
return """
<html>
<head>
<title>查询合约</title>
</head>
<body>
<pre id="out_pre"></pre>
</body>
<script type="text/javascript">
var result = JSON.stringify({text}, null, 2);//将字符串转换成json对象
document.getElementById('out_pre').innerText= result ;
</script>
</html>
""".format(text=app_rsp)
def __init__(self, ws_url, new_loop, extra_headers=None):
self.new_loop = new_loop
self.client = BaseWebSocketClient(url=ws_url,
loop=self.new_loop,
extra_headers=extra_headers)
self.common = Common()
for base_req in all_req:
if base_req == None:
continue
if base_req == '_Heart_PONG':
base_req = await self.client.recv()
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.AUTH_CENTER_AUTH:
single_data = AuthRsp()
single_data.ParseFromString(rev_data.data)
json_single_data = json_format.MessageToJson(single_data)
json_single_data = json.loads(json_single_data)
json_rsp_list.append(json_single_data)
# print('AuthReqApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
async def HearBeatApi(self):
await self.client.send('_Heart_PING')
if __name__ == '__main__':
common = Common()
api = AuthApi(auth_ws_url,
asyncio.get_event_loop(),
extra_headers=auth_headers)
start_time = time.time()
asyncio.get_event_loop().run_until_complete(api.client.ws_connect())
asyncio.get_event_loop().run_until_complete(
api.AuthReqApi(token=str(market_token)))
asyncio.get_event_loop().run_until_complete(api.client.stress_disconnect())
def __init__(self):
self.common = Common()
self.logger = self.common.logger
def __init__(self, ws_url, new_loop):
self.new_loop = new_loop
self.client = BaseWebSocketClient(url=ws_url, loop=self.new_loop)
self.common = Common()
def __init__(self):
self.common = Common()
self.sq = MarketSqliteDBClient()
self.my_font = FontProperties(
fname='/usr/share/fonts/cjkuni-uming/uming.ttc')
def __init__(self):
self.cookies = RequestsCookieJar()
self.verify = False
self.common = Common()
def __init__(self, db_path):
self.db = rocksdb.DB(db_path,
rocksdb.Options(create_if_missing=False),
read_only=True)
self.logger = get_log()
self.common = Common()
def __init__(self, host=redis_host, port=redis_port):
self.host = host
self.port = port
self.conn = self.__connectPika(self.host, self.port)
self.logger = get_log()
self.common = Common()
class Test_Comtrast_PRD():
common = Common()
logger = get_log()
market_token = None
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_StartChartDataReq(self, SZ_api, HK_api, exchange, code):
"""订阅手机图表数据(手机专用)--订阅一个港股，frequence=4"""
# exchange = SEHK_exchange
# code = "00700"
exchange = exchange
code = code
frequence = None
start_time_stamp = int(time.time() * 1000)
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'订阅深圳--手机图表')
sz_rsp_list = loop.run_until_complete(
future=SZ_api.StartChartDataReqApi(
exchange, code, start_time_stamp, recv_num=1))
app_rsp = sz_rsp_list[0]
assert self.common.searchDicKV(app_rsp, 'retCode') == 'SUCCESS'
sz_basic_json_list = app_rsp['basicData']
sz_before_snapshot_json_list = app_rsp['snapshot']
sz_before_orderbook_json_list = []
if self.common.searchDicKV(sz_before_snapshot_json_list,
"dataType") != "EX_INDEX":
sz_before_orderbook_json_list = app_rsp['orderbook']
del sz_basic_json_list["commonInfo"]
del sz_before_snapshot_json_list["commonInfo"]
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'订阅香港--手机图表')
hk_rsp_list = loop.run_until_complete(
future=HK_api.StartChartDataReqApi(
exchange, code, start_time_stamp, recv_num=1))
app_rsp = hk_rsp_list[0]
assert self.common.searchDicKV(app_rsp, 'retCode') == 'SUCCESS'
hk_basic_json_list = app_rsp['basicData']
hk_before_snapshot_json_list = app_rsp['snapshot']
hk_before_orderbook_json_list = []
if self.common.searchDicKV(hk_before_snapshot_json_list,
"dataType") != "EX_INDEX":
hk_before_orderbook_json_list = app_rsp['orderbook']
del hk_basic_json_list["commonInfo"]
del hk_before_snapshot_json_list["commonInfo"]
assert sz_basic_json_list == hk_basic_json_list
assert sz_before_snapshot_json_list == hk_before_snapshot_json_list
if sz_before_orderbook_json_list or hk_before_orderbook_json_list:
del sz_before_orderbook_json_list["commonInfo"]
del hk_before_orderbook_json_list["commonInfo"]
assert sz_before_orderbook_json_list == hk_before_orderbook_json_list
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryKLineMinMsgReqApi(self, SZ_api, HK_api, exchange,
code):
"""分时查询--查询并订阅港股的分时数据： isSubKLineMin = True"""
frequence = 100
isSubKLineMin = False
exchange = exchange
code = code
query_type = QueryKLineMsgType.UNKNOWN_QUERY_KLINE # app 订阅服务该字段无意义
direct = QueryKLineDirectType.WITH_BACK # app 订阅服务该字段无意义
start = 0 # app 订阅服务该字段无意义
end = 0 # app 订阅服务该字段无意义
vol = 0 # app 订阅服务该字段无意义
start_time_stamp = int(time.time() * 1000)
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'查询深圳分时数据')
final_rsp = loop.run_until_complete(
future=SZ_api.QueryKLineMinMsgReqApi(
isSubKLineMin, exchange, code, query_type, direct, start, end,
vol, start_time_stamp))
sz_query_kline_min_rsp_list = final_rsp['query_kline_min_rsp_list'][0]
assert self.common.searchDicKV(sz_query_kline_min_rsp_list,
'retCode') == 'SUCCESS'
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'查询深圳分时数据')
final_rsp = loop.run_until_complete(
future=HK_api.QueryKLineMinMsgReqApi(
isSubKLineMin, exchange, code, query_type, direct, start, end,
vol, start_time_stamp))
hk_query_kline_min_rsp_list = final_rsp['query_kline_min_rsp_list'][0]
assert self.common.searchDicKV(hk_query_kline_min_rsp_list,
'retCode') == 'SUCCESS'
assert sz_query_kline_min_rsp_list.get(
"data") == hk_query_kline_min_rsp_list.get("data")
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryFiveDaysKLineMinReqApi(self, SZ_api, HK_api,
exchange, code):
"""五日分时查询, 查询并订阅数据： isSubKLineMin = True"""
frequence = 100
isSubKLineMin = False
exchange = exchange
code = code
start = None # app 订阅服务该字段无意义
start_time_stamp = int(time.time() * 1000)
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
# 深圳
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
final_rsp = loop.run_until_complete(
future=SZ_api.QueryFiveDaysKLineMinReqApi(
isSubKLineMin, exchange, code, start, start_time_stamp))
sz_query_5day_klinemin_rsp_list = final_rsp[
'query_5day_klinemin_rsp_list'][0]
assert self.common.searchDicKV(sz_query_5day_klinemin_rsp_list,
'retCode') == 'SUCCESS'
# 香港
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
final_rsp = loop.run_until_complete(
future=HK_api.QueryFiveDaysKLineMinReqApi(
isSubKLineMin, exchange, code, start, start_time_stamp))
hk_query_5day_klinemin_rsp_list = final_rsp[
'query_5day_klinemin_rsp_list'][0]
assert self.common.searchDicKV(hk_query_5day_klinemin_rsp_list,
'retCode') == 'SUCCESS'
assert sz_query_5day_klinemin_rsp_list.get(
"hk_query_5day_klinemin_rsp_list"
) == hk_query_5day_klinemin_rsp_list.get(
"hk_query_5day_klinemin_rsp_list")
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryKLineMsgReqApi(self, SZ_api, HK_api, exchange,
code):
"""K线查询港股: 按BY_DATE_TIME方式查询, 1分K, 前一小时的数据, 并订阅K线数据"""
frequence = None
isSubKLine = False
exchange = SEHK_exchange
code = SEHK_code1
peroid_type = KLinePeriodType.MINUTE
query_type = QueryKLineMsgType.BY_VOL
direct = QueryKLineDirectType.WITH_FRONT
start_time_stamp = int(time.time() * 1000)
start = start_time_stamp
end = None
vol = 80
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'查询K线数据，并检查返回结果')
final_rsp = loop.run_until_complete(future=SZ_api.QueryKLineMsgReqApi(
isSubKLine, exchange, code, peroid_type, query_type, direct, start,
end, vol, start_time_stamp))
sz_query_kline_rsp_list = final_rsp['query_kline_rsp_list']
assert self.common.searchDicKV(sz_query_kline_rsp_list[0],
'retCode') == 'SUCCESS'
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'查询K线数据，并检查返回结果')
final_rsp = loop.run_until_complete(future=HK_api.QueryKLineMsgReqApi(
isSubKLine, exchange, code, peroid_type, query_type, direct, start,
end, vol, start_time_stamp))
hk_query_kline_rsp_list = final_rsp['query_kline_rsp_list']
assert self.common.searchDicKV(hk_query_kline_rsp_list[0],
'retCode') == 'SUCCESS'
assert sz_query_kline_rsp_list[0].get(
"kData") == hk_query_kline_rsp_list[0].get("kData")
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryTradeTickMsgReqApi(self, SZ_api, HK_api, exchange,
code):
"""
查询逐笔成交--查询5分钟的逐笔成交数据, 并订阅逐笔成交
"""
frequence = 100
isSubTrade = False
exchange = exchange
code = code
type = QueryKLineMsgType.BY_VOL
direct = QueryKLineDirectType.WITH_FRONT
start_time_stamp = int(time.time() * 1000)
start_time = start_time_stamp
end_time = None
vol = 100
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'逐笔成交查询，并检查返回结果')
_start = time.time()
final_rsp = loop.run_until_complete(
future=SZ_api.QueryTradeTickMsgReqApi(
isSubTrade, exchange, code, type, direct, start_time, end_time,
vol, start_time_stamp))
self.logger.debug("查询回包时间 : {}".format(time.time() - _start))
sz_query_trade_tick_rsp_list = final_rsp['query_trade_tick_rsp_list']
assert self.common.searchDicKV(sz_query_trade_tick_rsp_list[0],
'retCode') == 'SUCCESS'
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'逐笔成交查询，并检查返回结果')
final_rsp = loop.run_until_complete(
future=HK_api.QueryTradeTickMsgReqApi(
isSubTrade, exchange, code, type, direct, start_time, end_time,
vol, start_time_stamp))
hk_query_trade_tick_rsp_list = final_rsp['query_trade_tick_rsp_list']
assert self.common.searchDicKV(hk_query_trade_tick_rsp_list[0],
'retCode') == 'SUCCESS'
assert sz_query_trade_tick_rsp_list[0].get(
"tickData") == hk_query_trade_tick_rsp_list[0].get("tickData")