class SubK5M(object):
'''
订阅实时K线：5分K，股票个数：用满500个订阅额度为止
'''
def sub(self):
#日志
logger_dir = time.strftime('%Y-%m-%d', time.localtime(time.time()))
self.logger = Logs().getNewLogger(name=self.__class__.__name__,
dir=logger_dir)
#行情上下文实例
quote_ctx = futuquant.OpenQuoteContext(host=host, port=port_k5)
quote_ctx.start()
# 设置监听
handler = CurKlineTest() #5分K
handler.set_loggerDir(logger_dir)
quote_ctx.set_handler(handler)
#订阅
sub_weight = 2 #订阅权重
sub_limit = 500
codes_len = sub_limit // sub_weight
codes = get_codes_cvs()[0:codes_len]
subtype = SubType.K_5M #订阅类型
ret_code_sub, ret_data_sub = quote_ctx.subscribe(codes, subtype)
# 记录订阅结果
self.logger.info('subType = ' + subtype + ' ret_code_sub = ' +
str(ret_code_sub) + ' ret_data_sub = ' +
str(ret_data_sub))
class OrderBookTest(OrderBookHandlerBase):
def set_loggerDir(self, logger_dir=None):
self.logger = Logs().getNewLogger('OrderBookTest', logger_dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(OrderBookTest, self).on_recv_rsp(rsp_pb)
#打印
self.logger.info('OrderBookTest')
self.logger.info(ret_code)
self.logger.info(ret_data)
return RET_OK, ret_data
class TickerTest(TickerHandlerBase):
'''获取逐笔 get_rt_ticker 和 TickerHandlerBase'''
def set_loggerDir(self, logger_dir=None):
self.logger = Logs().getNewLogger('TickerTest', logger_dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(TickerTest, self).on_recv_rsp(rsp_pb)
# 打印,记录日志
self.logger.info('TickerTest')
self.logger.info(ret_code)
self.logger.info(ret_data)
return RET_OK, ret_data
class StockQuoteTest(StockQuoteHandlerBase):
# 获取报价get_stock_quote和StockQuoteHandlerBase
def set_loggerDir(self, logger_dir=None):
self.logger = Logs().getNewLogger('StockQuoteTest', logger_dir)
def on_recv_rsp(self, rsp_str):
ret_code, ret_data = super(StockQuoteTest, self).on_recv_rsp(
rsp_str) # 基类的on_recv_rsp方法解包返回了报价信息，格式与get_stock_quote一样
#打印,记录日志
self.logger.info('StockQuoteTest')
self.logger.info(ret_code)
self.logger.info(ret_data)
return RET_OK, ret_data
class CurKlineTest(CurKlineHandlerBase):
'''获取实时K线 get_cur_kline 和 CurKlineHandlerBase'''
# logger = Logs().getNewLogger('CurKlineTest', None)
def set_loggerDir(self, logger_dir=None):
self.logger = Logs().getNewLogger('CurKlineTest', logger_dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(CurKlineTest, self).on_recv_rsp(rsp_pb)
# 打印,记录日志
self.logger.info('CurKlineTest')
self.logger.info(ret_code)
self.logger.info(ret_data)
return RET_OK, ret_data
class SubAType(object):
'''
压测：同时订阅500只股票的一种实时数据
'''
subTypes = [
SubType.QUOTE, SubType.ORDER_BOOK, SubType.TICKER, SubType.RT_DATA,
SubType.BROKER, SubType.K_1M, SubType.K_5M, SubType.K_15M,
SubType.K_30M, SubType.K_60M, SubType.K_DAY, SubType.K_WEEK,
SubType.K_MON
] #
def __init__(self):
timestamp = (int)(time.time())
self.dir = 'SubAType_' + str(timestamp)
self.logger = Logs().getNewLogger('sub', self.dir)
def sub(self, codes, subType, port):
#行情上下文实例
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=port)
quote_ctx.start()
# 判断监听类型
subType_index = SubAType.subTypes.index(subType)
print('subType_index = %s' % subType_index)
handler = None
if subType_index is SubAType.subTypes.index(SubType.QUOTE):
handler = StockQuoteTest()
elif subType_index is SubAType.subTypes.index(SubType.ORDER_BOOK):
handler = OrderBookTest()
elif subType_index is SubAType.subTypes.index(SubType.TICKER):
handler = TickerTest()
elif subType_index is SubAType.subTypes.index(SubType.RT_DATA):
handler = RTDataTest()
elif subType_index is SubAType.subTypes.index(SubType.BROKER):
handler = BrokerTest()
else:
handler = CurKlineTest()
# 设置监听
handler.set_loggerDir(self.dir)
quote_ctx.set_handler(handler)
# 触发订阅
ret_code_sub, ret_data_sub = quote_ctx.subscribe(codes, subType)
print(quote_ctx.query_subscription())
#记录订阅结果
self.logger.info('subType = ' + subType + ' ret_code_sub = ' +
str(ret_code_sub) + ' ret_data_sub = ' +
str(ret_data_sub))
return ret_code_sub
def allStockQoutation(self):
'''
订阅多只股票的行情数据
:return:
'''
logger = Logs().getNewLogger('allStockQoutation',
QoutationAsynPush.dir)
markets = [Market.HK, Market.SH, Market.SZ] #Market.US,
stockTypes = [
SecurityType.STOCK, SecurityType.WARRANT, SecurityType.IDX,
SecurityType.BOND, SecurityType.ETF
]
for stockType in stockTypes:
for market in markets:
ret_code_stock_basicinfo, ret_data_stock_basicinfo = self.quote_ctx.get_stock_basicinfo(
market, stockType)
codes = ret_data_stock_basicinfo['code'].tolist()
codes_len = len(codes)
code_sub = 0
code_sub_succ = 0
for code in codes:
ret_code = self.aStockQoutation(code, logger)
code_sub += 1
if ret_code is RET_OK:
code_sub_succ += 1
logger.info(
'市场 = %s，股票类型 = %s, 股票总数 = %d, 已发起订阅 = %d，订阅成功 = %d' %
(market, stockType, codes_len, code_sub,
code_sub_succ)) # 记录
logger.info(
'end-------->市场 = %s，股票类型 = %s, 股票总数 = %d, 已发起订阅 = %d，订阅成功 = %d'
% (market, stockType, codes_len, code_sub,
code_sub_succ)) # 记录
time.sleep(5)
self.quote_ctx.stop()
self.quote_ctx.close()
class SubOrderBook(object):
'''
订阅实时摆盘，股票个数：用满500个订阅额度为止
'''
def sub(self):
#日志
logger_dir = time.strftime('%Y-%m-%d',time.localtime(time.time()))
self.logger = Logs().getNewLogger(name=self.__class__.__name__,dir=logger_dir)
#行情上下文实例
quote_ctx = futuquant.OpenQuoteContext(host= '127.0.0.1', port= 11111)
quote_ctx.start()
# 设置监听
handler = OrderBookTest() #摆盘
handler.set_loggerDir(logger_dir)
quote_ctx.set_handler(handler)
#订阅
sub_weight = 5 #订阅权重
sub_limit = 500
codes_len = sub_limit//sub_weight
codes = get_codes_cvs()[0:codes_len]
subtype = SubType.ORDER_BOOK #订阅类型
ret_code_sub, ret_data_sub = quote_ctx.subscribe(codes,subtype)
# 记录订阅结果
self.logger.info('subType = ' + subtype + ' ret_code_sub = ' + str(ret_code_sub) + ' ret_data_sub = ' + str(ret_data_sub))
class BrokerTest(BrokerHandlerBase):
def set_loggerDir(self, logger_dir=None):
self.logger = Logs().getNewLogger('BrokerTest', logger_dir)
def on_recv_rsp(self, rsp_pb):
ret_code, stock_code, ret_data = super(BrokerTest,
self).on_recv_rsp(rsp_pb)
#打印日志
self.logger.info('BrokerTest')
self.logger.info(stock_code)
self.logger.info(ret_code)
self.logger.info(ret_data)
return RET_OK, ret_data
class MaxCodesLen(object):
'''
计算入参code_list的最大值
'''
def __init__(self):
self.quote_ctx = futuquant.OpenQuoteContext('127.0.0.1', 11111)
self.quote_ctx.start()
timestamp = (int)(time.time())
self.logger = Logs().getNewLogger(str(timestamp), 'MaxCodesLen')
self.code_list = self.get_market_all()
def close(self):
self.quote_ctx.stop()
self.quote_ctx.close()
def test_get_autype_list(self):
api_name = 'get_autype_list'
index_left = 0
index_right = len(self.code_list) - 1
index_mid = len(self.code_list) - 1
while (index_mid >= 0 and index_mid < len(self.code_list)):
# 调用接口
ret_code, ret_data = self.quote_ctx.ret_code, ret_data = self.quote_ctx.get_autype_list(
self.code_list[0:index_mid])
self.logger.info(api_name + ' ret_code = ' + str(ret_code) +
' len(code_list)= ' + str(index_mid))
if ret_code == RET_OK:
if index_mid < len(
self.code_list) - 1 and index_left < index_right:
index_left = index_mid + 1
else:
self.logger.info(api_name + ' 可请求成功的code_list最大长度 = ' +
str(index_mid))
break
else:
index_right = index_mid - 1
index_mid = (index_left + index_right) // 2
def test_get_multi_points_history_kline(self):
api_name = 'get_multi_points_history_kline'
index_left = 0
index_right = len(self.code_list) - 1
index_mid = len(self.code_list) - 1
while (index_mid >= 0 and index_mid < len(self.code_list)):
# 调用接口
ret_code, ret_data = self.quote_ctx.ret_code, ret_data = self.quote_ctx.get_multi_points_history_kline(
self.code_list[0:index_mid],
dates=['2018-5-28'],
fields=KL_FIELD.ALL_REAL,
ktype=KLType.K_DAY,
autype=AuType.QFQ,
no_data_mode=KLNoDataMode.FORWARD)
self.logger.info(api_name + ' ret_code = ' + str(ret_code) +
' len(code_list)= ' + str(index_mid))
if ret_code == RET_OK:
if index_mid < len(
self.code_list) - 1 and index_left < index_right:
index_left = index_mid + 1
else:
self.logger.info(api_name + ' 可请求成功的code_list最大长度 = ' +
str(index_mid))
break
else:
index_right = index_mid - 1
index_mid = (index_left + index_right) // 2
def test_subscribe(self):
api_name = 'subscribe'
index_left = 0
index_right = len(self.code_list) - 1
index_mid = len(self.code_list) - 1
while (index_mid > 0 and index_mid < len(self.code_list)):
# 调用接口
ret_code, ret_data = self.quote_ctx.ret_code, ret_data = self.quote_ctx.subscribe(
self.code_list[0:index_mid], subtype_list=[SubType.RT_DATA])
self.logger.info(api_name + ' ret_code = ' + str(ret_code) +
' len(code_list)= ' + str(index_mid))
if ret_code == RET_OK:
if index_mid < len(
self.code_list) - 1 and index_left < index_right:
index_left = index_mid + 1
else:
self.logger.info(api_name + ' 可请求成功的code_list最大长度 = ' +
str(index_mid))
break
else:
index_right = index_mid - 1
index_mid = (index_left + index_right) // 2
def test_get_market_snapshot(self):
api_name = 'get_market_snapshot'
index_left = 0
index_right = len(self.code_list) - 1
index_mid = len(self.code_list) - 1
req_times = 0
while (index_mid >= 0 and index_mid < len(self.code_list)):
# 调用接口
ret_code, ret_data = self.quote_ctx.ret_code, ret_data = self.quote_ctx.get_market_snapshot(
self.code_list[0:index_mid])
req_times += 1 #
self.logger.info(api_name + ' ret_code = ' + str(ret_code) +
' len(code_list)= ' + str(index_mid))
if ret_code == RET_OK:
if index_mid < len(
self.code_list) - 1 and index_left < index_right:
index_left = index_mid + 1
else:
self.logger.info(api_name + ' 可请求成功的code_list最大长度 = ' +
str(index_mid))
break
else:
index_right = index_mid - 1
index_mid = (index_left + index_right) // 2
if req_times >= 10:
time.sleep(30) #每30秒最多请求10次
def test_get_stock_quote(self):
api_name = 'get_stock_quote'
index_left = 0
index_right = len(self.code_list) - 1
index_mid = len(self.code_list) - 1
req_times = 0
while (index_mid >= 0 and index_mid < len(self.code_list)):
# 调用接口
ret_code, ret_data = self.quote_ctx.ret_code, ret_data = self.quote_ctx.get_stock_quote(
self.code_list[0:index_mid])
req_times += 1 #
self.logger.info(api_name + ' ret_code = ' + str(ret_code) +
' len(code_list)= ' + str(index_mid))
if ret_code == RET_OK:
if index_mid < len(
self.code_list) - 1 and index_left < index_right:
index_left = index_mid + 1
else:
self.logger.info(api_name + ' 可请求成功的code_list最大长度 = ' +
str(index_mid))
break
else:
index_right = index_mid - 1
index_mid = (index_left + index_right) // 2
if req_times >= 10:
time.sleep(30) #每30秒最多请求10次
def get_market_all(self):
'''获取3大市场下的所有股票'''
markets = [Market.HK, Market.SZ, Market.SH, Market.US]
stockTypes = [
SecurityType.STOCK, SecurityType.WARRANT, SecurityType.IDX,
SecurityType.BOND, SecurityType.ETF
]
codes = []
for market in markets:
for stock_type in stockTypes:
ret_code, ret_data = self.quote_ctx.get_stock_basicinfo(
market=market, stock_type=stock_type)
codes += ret_data['code'].tolist()
# print('market = %s, stock_type = %s, len(codes) = %d'%(market, stock_type, len(ret_data['code'].tolist())))
self.logger.info('3大市场所有股票总数 = ' + str(len(codes)))
return codes
class SubQuoteTimeUse(object):
'''
订阅实时报价，股票个数：用满500个订阅额度为止
'''
def __init__(self):
# 日志
self.logger = Logs().getNewLogger(name=self.__class__.__name__)
# 行情上下文实例
self.quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1',
port=11111)
self.quote_ctx.start()
def close(self):
self.quote_ctx.stop()
self.quote_ctx.close()
def get_stock_warrant(self):
'''
获取港股所有正股和涡轮
:return: code列表
'''
codes = []
types = [SecurityType.STOCK, SecurityType.WARRANT
] # , SecurityType.ETF, SecurityType.IDX, SecurityType.BOND
for type in types:
ret_code, ret_data = self.quote_ctx.get_stock_basicinfo(
Market.HK, type)
if ret_code == RET_OK:
codes += ret_data['code'].tolist()
return codes
def sub_rang(self):
codes_len = 10000 # 500, 10000
codes = self.get_stock_warrant()[0:codes_len]
subTypes = [SubType.QUOTE]
start_sub = time.time() * 1000
i = 0
for code in codes:
ret_code_sub, ret_data_sub = self.quote_ctx.subscribe(
code, subTypes) # 订阅
print(i, ' sub ', ret_code_sub, ret_data_sub)
i += 1
end_sub = time.time() * 1000
self.logger.info('start_sub = %d' % start_sub)
self.logger.info('end_sub = %d' % end_sub)
self.logger.info('订阅，耗时(ms) = %d' % (end_sub - start_sub))
# 反订阅
time.sleep(60)
start_unsub = time.time() * 1000
i = 0
for code in codes:
ret_code_unsub, ret_data_unsub = self.quote_ctx.unsubscribe(
code, subTypes) # 订阅
print(i, ' unsub ', ret_code_unsub, ret_data_unsub)
i += 1
end_unsub = time.time() * 1000
self.logger.info('start_unsub = %d' % start_unsub)
self.logger.info('end_unsub = %d' % end_unsub)
self.logger.info('反订阅，耗时(ms) = %d' % (end_unsub - start_unsub))
def sub(self):
# 设置监听
# handler = StockQuoteTest() #报价
# handler.set_loggerDir(logger_dir)
# quote_ctx.set_handler(handler)
#订阅
# sub_weight = 1 #订阅权重
# sub_limit = 500
codes_len = 10000
codes = self.get_stock_warrant()[0:codes_len]
subtype = SubType.QUOTE #订阅类型
start_sub = time.time() * 1000
self.logger.info('start_sub = %d' % start_sub)
ret_code_sub, ret_data_sub = self.quote_ctx.subscribe(codes,
subtype) #订阅
end_sub = time.time() * 1000
self.logger.info('end_sub = %d' % end_sub)
self.logger.info('订阅，耗时(ms) = %d' % (end_sub - start_sub))
# 记录订阅结果
self.logger.info('subType = ' + subtype + ' ret_code_sub = ' +
str(ret_code_sub) + ' ret_data_sub = ' +
str(ret_data_sub))
time.sleep(61)
start_unsub = time.time() * 1000
self.logger.info('start_unsub = %d' % start_unsub)
ret_code_unsub, ret_data_unsub = self.quote_ctx.unsubscribe(
codes, subtype) # 反订阅
end_unsub = time.time() * 1000
self.logger.info('end_unsub = %d' % end_unsub)
self.logger.info('反订阅，耗时(ms) = %d' % (end_unsub - start_unsub))
# 记录反订阅结果
self.logger.info('unsubType = ' + subtype + ' ret_code_unsub = ' +
str(ret_code_unsub) + ' ret_data_unsub = ' +
str(ret_data_unsub))
return end_sub - start_sub, end_unsub - start_unsub
class MaxReqPerSec(object):
'''计算各接口每秒最大请求次数'''
def __init__(self):
#日志
timestamp = (int)(time.time())
self.logger = Logs().getNewLogger(str(timestamp), 'MaxReqPerSec')
#行情接口
def test_maxReqPerSec_get_stock_quote(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code_list = ['HK.00700']
subtype_list = [SubType.QUOTE]
quote_ctx.subscribe(code_list=code_list, subtype_list=subtype_list)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_stock_quote(['HK.00700'])
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_stock_quote req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.unsubscribe(code_list=code_list, subtype_list=subtype_list)
quote_ctx.close()
self.logger.info('get_stock_quote req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_rt_ticker(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
subtype = SubType.TICKER
quote_ctx.subscribe(code_list=code, subtype_list=subtype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_rt_ticker(code=code)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_rt_ticker req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.unsubscribe(code_list=code, subtype_list=subtype)
quote_ctx.close()
self.logger.info('get_rt_ticker req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_cur_kline(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
ktype = SubType.K_DAY
quote_ctx.subscribe(code_list=code, subtype_list=ktype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_cur_kline(code=code,
ktype=ktype,
num=10)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_cur_kline req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.unsubscribe(code_list=code, subtype_list=ktype)
quote_ctx.close()
self.logger.info('get_cur_kline req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_order_book(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
ktype = SubType.ORDER_BOOK
quote_ctx.subscribe(code_list=code, subtype_list=ktype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_order_book(code=code)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_order_book req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.unsubscribe(code_list=code, subtype_list=ktype)
quote_ctx.close()
self.logger.info('get_order_book req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_rt_data(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
ktype = SubType.RT_DATA
quote_ctx.subscribe(code_list=code, subtype_list=ktype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_rt_data(code=code)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_rt_data req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.unsubscribe(code_list=code, subtype_list=ktype)
quote_ctx.close()
self.logger.info('get_rt_data req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_broker_queue(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
ktype = SubType.BROKER
quote_ctx.subscribe(code_list=code, subtype_list=ktype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue(
code=code)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_broker_queue req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' +
bid_frame_table + ask_frame_table)
quote_ctx.unsubscribe(code_list=code, subtype_list=ktype)
quote_ctx.close()
self.logger.info('get_broker_queue req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_subscribe(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.subscribe(
code_list=['HK.00700'], subtype_list=[SubType.K_1M])
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('subscribe req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('subscribe req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_unsubscribe(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
#获取测试股票
stock_types = [
SecurityType.STOCK, SecurityType.WARRANT, SecurityType.ETF,
SecurityType.BOND, SecurityType.IDX
]
codes = []
for stock_type in stock_types:
ret_code, ret_data = quote_ctx.get_stock_basicinfo(
market=Market.HK, stock_type=stock_type)
codes += ret_data['code'].tolist()
#订阅，创造反订阅的条件
subtype = SubType.K_1M
quote_ctx.subscribe(code_list=codes, subtype_list=subtype)
# time.sleep(61)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.unsubscribe(
code_list=codes[req_times_total], subtype_list=subtype)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('unsubscribe req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('unsubscribe req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_query_subscription(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.query_subscription()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('query_subscription req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('query_subscription req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_trading_days(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_trading_days(market=Market.HK)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_trading_days req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('get_trading_days req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_stock_basicinfo(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_stock_basicinfo(
market=Market.HK)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_stock_basicinfo req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('get_stock_basicinfo req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_autype_list(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_autype_list(
code_list=['HK.00700'])
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_autype_list req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('get_autype_list req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_global_state(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_global_state()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_global_state req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('get_global_state req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_history_kline(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_history_kline(code='HK.00700')
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_history_kline req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('get_history_kline req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_get_multi_points_history_kline(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_multi_points_history_kline(
code_list=['HK.00700'],
dates=['2018-5-30 9:30:00', '2018-5-29'],
fields=KL_FIELD.ALL_REAL,
)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info(
'get_multi_points_history_kline req_times_total = ' +
str(req_times_total) + ' ret_code = ' + str(ret_code) +
' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('get_multi_points_history_kline req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
#交易接口
def test_maxReqPerSec_get_acc_list(self):
trade_ctx = futuquant.OpenHKTradeContext(host='127.0.0.1', port=11111)
trade_ctx.unlock_trade(password='******')
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = trade_ctx.get_acc_list()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_acc_list req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
trade_ctx.close()
self.logger.info('get_acc_list req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_accinfo_query(self):
trade_ctx = futuquant.OpenHKTradeContext(host='127.0.0.1', port=11111)
trade_ctx.unlock_trade(password='******')
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = trade_ctx.accinfo_query()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('accinfo_query req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
trade_ctx.close()
self.logger.info('accinfo_query req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_order_list_query(self):
trade_ctx = futuquant.OpenHKTradeContext(host='127.0.0.1', port=11111)
trade_ctx.unlock_trade(password='******')
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = trade_ctx.order_list_query()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('order_list_query req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
trade_ctx.close()
self.logger.info('order_list_query req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_position_list_query(self):
trade_ctx = futuquant.OpenHKTradeContext(host='127.0.0.1', port=11111)
trade_ctx.unlock_trade(password='******')
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = trade_ctx.position_list_query()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('position_list_query req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
trade_ctx.close()
self.logger.info('position_list_query req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test_maxReqPerSec_deal_list_query(self):
trade_ctx = futuquant.OpenHKTradeContext(host='127.0.0.1', port=11111)
trade_ctx.unlock_trade(password='******')
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = trade_ctx.deal_list_query()
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('deal_list_query req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
trade_ctx.close()
self.logger.info('deal_list_query req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
