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, 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
class HttpClient(object):
# 解决请求的时候添加 verify=False 时的报错
urllib3.disable_warnings(urllib3.exceptions.InsecureRequestWarning)
def __init__(self):
self.cookies = RequestsCookieJar()
self.verify = False
self.common = Common()
def get(self, url, header=None, param=None):
res = None
if header is not None:
res = requests.get(url=url,
headers=header,
verify=self.verify,
params=param)
else:
res = requests.get(url=url, verify=self.verify, params=param)
if self.common.isJson(res.text):
return [res.status_code, json.loads(res.text)]
else:
return [res.status_code, res.text]
def post(self, url, data=None, header=None):
res = None
if header is not None:
if 'application/json' == header['Content-Type']:
if type(data) == 'list':
pass
else:
data = json.dumps(data)
res = requests.post(url=url,
data=data,
headers=header,
verify=self.verify)
else:
res = requests.post(url=url, data=data, verify=self.verify)
if self.common.isJson(res.text):
return [res.status_code, json.loads(res.text)]
else:
return [res.status_code, res.text]
def delete(self, url, data=None, header=None):
res = None
if header is not None:
res = requests.delete(url=url, data=data, headers=header)
else:
res = requests.delete(url=url, data=data)
if self.common.isJson(res.text):
return [res.status_code, json.loads(res.text)]
else:
return [res.status_code, res.text]
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):
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 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 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)
class AuthApi(object):
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()
async def AuthReqApi(self, token):
msg_id = self.common.randomNum(10)
data_send = AuthReq(token=token)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.AUTH_CENTER_AUTH,
data=data_send.SerializeToString(),
id=msg_id,
version=ProtoVersion.VERSION_1)
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg, recv_num=1)
json_rsp_list = []
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')
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
class DBMethod(object):
def __init__(self):
self.common = Common()
self.logger = self.common.logger
def get_recent_stamp_list(self, peroid_type_int, exchange_int):
time_str = time.strftime("%Y%m%d%H%M%S", time.localtime(int(time.time())))
time_str_list = []
recent_time_stamp_list = []
if exchange_int == ExchangeType.HKFE:
if peroid_type_int == KLinePeriodType.THREE_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
for min_str in range(18, 60, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(3, 60, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
for min_str in range(0, 33, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif peroid_type_int == KLinePeriodType.FIVE_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
for min_str in range(20, 60, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(5, 60, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
for min_str in range(0, 35, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif peroid_type_int == KLinePeriodType.FIFTEEN_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
for min_str in range(30, 60, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(15, 60, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
for min_str in range(0, 45, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif peroid_type_int == KLinePeriodType.THIRTY_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 30):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
pass # 9点区间的半小时K只有9.30这一根，区间属于 0245-0300、0915-0930之和,跨区间，此处不便校验，先跳过
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(30, 60, 30):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
for min_str in range(0, 60, 30):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif peroid_type_int == KLinePeriodType.HOUR:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
# 9点区间的1小时K只有9.30这一根，区间属于 0215-0300、0915-0930之和,跨区间，此处不便校验，先跳过; 13.30同理
for hour_str in ['10', '11', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
min_str = '30'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
else:
break
elif peroid_type_int == KLinePeriodType.TWO_HOUR:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
# 14.30这一根，区间属于 1130-1200、1300-1430之和,跨区间，此处不便校验，先跳过
for hour_str in ['11', '16']:
time_str_fix = time_str_prefix + hour_str
min_str = '30'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
else:
break
elif peroid_type_int == KLinePeriodType.FOUR_HOUR:
# 4小时K连续的k线区间只有1715-2115和2115-0115两个区间，校验这两个区间
today = datetime.date.today()
today_info1 = datetime.datetime(today.year, today.month, today.day, 21, 15, 0)
last_day = today_info1 - datetime.timedelta(days=1)
recent_time_stamp1 = int(time.mktime(time.strptime(str(last_day), '%Y-%m-%d %H:%M:%S')))
recent_time_stamp_list.append(recent_time_stamp1)
today_info2 = datetime.datetime(today.year, today.month, today.day, 1, 15, 0)
recent_time_stamp2 = int(time.mktime(time.strptime(str(today_info2), '%Y-%m-%d %H:%M:%S')))
recent_time_stamp_list.append(recent_time_stamp2)
return recent_time_stamp_list
elif peroid_type_int == KLinePeriodType.DAY:
get_num = 3 # 暂时只返回校验过去的三天
today = datetime.date.today()
today_info = datetime.datetime(today.year, today.month, today.day, 0, 0, 0)
last_day = today_info
for _ in range(get_num):
last_day = last_day - datetime.timedelta(days=1)
recent_time_stamp = int(time.mktime(time.strptime(str(last_day), '%Y-%m-%d %H:%M:%S')))
recent_time_stamp_list.append(recent_time_stamp)
return recent_time_stamp_list
elif peroid_type_int == KLinePeriodType.WEEK:
get_num = 3 # 暂时只返回校验过去的三周
test_day = time.localtime()
today_wday = test_day.tm_wday # [0,1,2,3,4,5,6]代表周一到周日
today = datetime.date.today()
today_info = datetime.datetime(today.year, today.month, today.day, 0, 0, 0)
this_monday = today_info - datetime.timedelta(days=today_wday)
last_monday = this_monday
for _ in range(get_num):
last_monday = last_monday - datetime.timedelta(days=7)
recent_time_stamp = int(time.mktime(time.strptime(str(last_monday), '%Y-%m-%d %H:%M:%S')))
recent_time_stamp_list.append(recent_time_stamp)
return recent_time_stamp_list
elif peroid_type_int == KLinePeriodType.MONTH:
get_num = 1 # 暂时只返回校验过去的三月
now = arrow.now()
for _ in range(get_num):
last_month_str = now.shift(months=-1).format('YYYYMM')
recent_time_stamp = int(time.mktime(time.strptime(str(last_month_str), '%Y%m')))
recent_time_stamp_list.append(recent_time_stamp)
now = now.shift(months=-1)
return recent_time_stamp_list
elif exchange_int == ExchangeType.SEHK:
if peroid_type_int == KLinePeriodType.THREE_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
for min_str in range(33, 60, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(3, 60, 3):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif peroid_type_int == KLinePeriodType.FIVE_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
for min_str in range(35, 60, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(5, 60, 5):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif peroid_type_int == KLinePeriodType.FIFTEEN_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
for min_str in range(45, 60, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(15, 60, 15):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif peroid_type_int == KLinePeriodType.THIRTY_MIN:
time_str_prefix = time_str[:-6]
# 暂时只校验白天的
for hour_str in ['09', '10', '11', '12', '13', '14', '15', '16']:
time_str_fix = time_str_prefix + hour_str
if hour_str not in ['09', '12', '13', '16']:
for min_str in range(0, 60, 30):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '09':
pass # 9点区间没有半小时K
elif hour_str == '12':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif hour_str == '13':
for min_str in range(30, 60, 30):
min_str = self.common.fixIntNum(min_str, 2)
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
time_str_fix = time_str_prefix + hour_str
else:
break
elif hour_str == '16':
min_str = '00'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
elif peroid_type_int == KLinePeriodType.HOUR:
time_str_prefix = time_str[:-6]
for hour_str in ['10', '11', '14', '15']:
time_str_fix = time_str_prefix + hour_str
if hour_str in ['10', '11', '14', '15']:
min_str = '30'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
else:
break
elif peroid_type_int == KLinePeriodType.TWO_HOUR:
time_str_prefix = time_str[:-6]
for hour_str in ['11']:
if hour_str == '11':
time_str_fix = time_str_prefix + hour_str
min_str = '30'
time_str_fix = time_str_fix + str(min_str) + '00'
if int(time_str_fix) < int(time_str):
time_str_list.append(time_str_fix)
else:
break
elif peroid_type_int == KLinePeriodType.FOUR_HOUR:
# 4小时K无连续的k线区间
pass
elif peroid_type_int == KLinePeriodType.DAY:
get_num = 3 # 暂时只返回校验过去的三天
today = datetime.date.today()
today_info = datetime.datetime(today.year, today.month, today.day, 0, 0, 0)
last_day = today_info
for _ in range(get_num):
last_day = last_day - datetime.timedelta(days=1)
recent_time_stamp = int(time.mktime(time.strptime(str(last_day), '%Y-%m-%d %H:%M:%S')))
recent_time_stamp_list.append(recent_time_stamp)
return recent_time_stamp_list
elif peroid_type_int == KLinePeriodType.WEEK:
get_num = 3 # 暂时只返回校验过去的三周
test_day = time.localtime()
today_wday = test_day.tm_wday # [0,1,2,3,4,5,6]代表周一到周日
today = datetime.date.today()
today_info = datetime.datetime(today.year, today.month, today.day, 0, 0, 0)
this_monday = today_info - datetime.timedelta(days=today_wday)
last_monday = this_monday
for _ in range(get_num):
last_monday = last_monday - datetime.timedelta(days=7)
recent_time_stamp = int(time.mktime(time.strptime(str(last_monday), '%Y-%m-%d %H:%M:%S')))
recent_time_stamp_list.append(recent_time_stamp)
return recent_time_stamp_list
elif peroid_type_int == KLinePeriodType.MONTH:
get_num = 1 # 暂时只返回校验过去的三月
now = arrow.now()
for _ in range(get_num):
last_month_str = now.shift(months=-1).format('YYYYMM')
recent_time_stamp = int(time.mktime(time.strptime(str(last_month_str), '%Y%m')))
recent_time_stamp_list.append(recent_time_stamp)
now = now.shift(months=-1)
return recent_time_stamp_list
recent_time_stamp_list = [int(time.mktime(time.strptime(time_str, "%Y%m%d%H%M%S"))) for time_str in time_str_list]
recent_time_stamp_list = sorted(recent_time_stamp_list)
return recent_time_stamp_list
def get_minute_keys(self, instr_code, exchange, peroid_type, kline_key_stamp):
# 传入K线的相关信息，输出对应的分时线的key值(此方法要求区间连续)
minutes_num = 0
min_time_stamp_list = []
if peroid_type == KLinePeriodType.MINUTE:
minutes_num = 1
elif peroid_type == KLinePeriodType.THREE_MIN:
minutes_num = 3
elif peroid_type == KLinePeriodType.FIVE_MIN:
minutes_num = 5
elif peroid_type == KLinePeriodType.FIFTEEN_MIN:
minutes_num = 15
elif peroid_type == KLinePeriodType.THIRTY_MIN:
minutes_num = 30
elif peroid_type == KLinePeriodType.HOUR:
minutes_num = 60
elif peroid_type == KLinePeriodType.TWO_HOUR:
minutes_num = 60 * 2
elif peroid_type == KLinePeriodType.FOUR_HOUR:
minutes_num = 60 * 4
elif peroid_type == KLinePeriodType.DAY:
minutes_num = 60 * 24
elif peroid_type == KLinePeriodType.WEEK:
minutes_num = 60 * 24 * 7
elif peroid_type == KLinePeriodType.MONTH:
time_struct = time.localtime(kline_key_stamp)
month_contain_days = calendar.monthrange(time_struct.tm_year, time_struct.tm_mon)[1]
minutes_num = 60 * 24 * month_contain_days
if peroid_type not in [KLinePeriodType.DAY, KLinePeriodType.WEEK, KLinePeriodType.MONTH]:
min_time_stamp_list = reversed([(kline_key_stamp - i * 60) for i in range(minutes_num)])
elif peroid_type == KLinePeriodType.DAY:
if exchange == ExchangeType.HKFE:
# 港期每日开盘时间是夜市开始时间，下午5.15
min_time_stamp_list = reversed([(kline_key_stamp + 17 * 60 * 60 + 15 * 60 - i * 60) for i in range(minutes_num)])
elif peroid_type == KLinePeriodType.WEEK:
if exchange == ExchangeType.HKFE:
# 港期每周开盘时间是周五夜市开始时间，下午5.15
min_time_stamp_list = reversed(
[(kline_key_stamp + 4 * 24 * 60 * 60 + 17 * 60 * 60 + 15 * 60 - i * 60) for i in range(minutes_num)])
elif peroid_type == KLinePeriodType.MONTH:
if exchange == ExchangeType.HKFE:
# 港期每日开盘时间是夜市开始时间，下午5.15
min_time_stamp_list = [(kline_key_stamp - (6 * 60 * 60 + 45 * 60) + i * 60) for i in
range(1, minutes_num + 1)]
else:
self.logger.debug('Error peroid_type: {}'.format(peroid_type))
key_list = [
('KLINEMIN_{}_{}_{}'.format(exchange, instr_code, time.strftime("%Y%m%d%H%M%S", time.localtime(j)))) for
j in min_time_stamp_list]
return key_list
def get_minute_keys_by_time(self, instr_code, exchange, start_time_stamp, end_time_stamp):
# 传入开始及结束对应的时间戳，则把对应区间的key值返回
key_list = [
('KLINEMIN_{}_{}_{}'.format(exchange, instr_code, time.strftime("%Y%m%d%H%M%S", time.localtime(time_stamp)))) for
time_stamp in range(start_time_stamp + 60, end_time_stamp + 60, 60)]
return key_list
def get_recent_interval_list(self, peroid_type_int, exchange_int):
# 此方法用于校验跨区间的K线的情况
interval_list = []
if exchange_int == ExchangeType.HKFE:
if peroid_type_int == KLinePeriodType.THIRTY_MIN:
# 半小时K只有9.30这一根，区间属于 0245-0300、0915-0930之和,跨区间
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 9, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
if time.localtime().tm_wday != 0: # 非周一
start_info = end_info - datetime.timedelta(hours=6, minutes=45)
else:
start_info = end_info - datetime.timedelta(days=2, hours=6, minutes=45)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
elif peroid_type_int == KLinePeriodType.HOUR:
# 9.30这一根，区间属于 0215-0300、0915-0930之和,跨区间;
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 9, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
if time.localtime().tm_wday != 0: # 非周一
start_info = end_info - datetime.timedelta(hours=7, minutes=15)
else:
start_info = end_info - datetime.timedelta(days=2, hours=7, minutes=15)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
# 13.30
end_info2 = datetime.datetime(today.year, today.month, today.day, 13, 30, 0)
end_info_time_stamp2 = int(time.mktime(time.strptime(str(end_info2), '%Y-%m-%d %H:%M:%S')))
start_info2 = datetime.datetime(today.year, today.month, today.day, 11, 30, 0)
start_info_time_stamp2 = int(time.mktime(time.strptime(str(start_info2), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp2 < time.time():
interval_list.append([start_info_time_stamp2, end_info_time_stamp2])
elif peroid_type_int == KLinePeriodType.TWO_HOUR:
# 14.30这一根，区间属于 1130-1200、1300-1430之和,跨区间
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 14, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
start_info = datetime.datetime(today.year, today.month, today.day, 11, 30, 0)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
# 0930: 0115-0300 , 0915-0930
end_info2 = datetime.datetime(today.year, today.month, today.day, 9, 30, 0)
end_info_time_stamp2 = int(time.mktime(time.strptime(str(end_info2), '%Y-%m-%d %H:%M:%S')))
if time.localtime().tm_wday != 0: # 非周一
start_info2 = end_info2 - datetime.timedelta(hours=8, minutes=15)
else:
start_info2 = end_info2 - datetime.timedelta(days=2, hours=8, minutes=15)
start_info_time_stamp2 = int(time.mktime(time.strptime(str(start_info2), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp2 < time.time():
interval_list.append([start_info_time_stamp2, end_info_time_stamp2])
elif peroid_type_int == KLinePeriodType.FOUR_HOUR:
# 11.30这一根，区间属于 0115-0300、0915-1130,跨区间;
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 11, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
if time.localtime().tm_wday != 0: # 非周一
start_info = end_info - datetime.timedelta(hours=10, minutes=15)
else:
start_info = end_info - datetime.timedelta(days=2, hours=10, minutes=15)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
# 16.30这一根，区间属于 1130-1200、1300-1630之和,跨区间;
end_info2 = datetime.datetime(today.year, today.month, today.day, 16, 30, 0)
end_info_time_stamp2 = int(time.mktime(time.strptime(str(end_info2), '%Y-%m-%d %H:%M:%S')))
start_info2 = datetime.datetime(today.year, today.month, today.day, 11, 30, 0)
start_info_time_stamp2 = int(time.mktime(time.strptime(str(start_info2), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp2 < time.time():
interval_list.append([start_info_time_stamp2, end_info_time_stamp2])
else:
self.logger.debug('ktype error: {}'.format(peroid_type_int))
elif exchange_int == ExchangeType.SEHK:
if peroid_type_int == KLinePeriodType.THIRTY_MIN:
pass
elif peroid_type_int == KLinePeriodType.HOUR:
# 13.30这一根，区间属于 1130-1200、1300-1330之和,跨区间;
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 13, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
start_info = datetime.datetime(today.year, today.month, today.day, 11, 30, 0)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
# 16.00这一根，区间属于 1530-1600、特殊区间;
end_info2 = datetime.datetime(today.year, today.month, today.day, 15, 30, 0)
end_info_time_stamp2 = int(time.mktime(time.strptime(str(end_info2), '%Y-%m-%d %H:%M:%S')))
start_info2 = datetime.datetime(today.year, today.month, today.day, 16, 0, 0)
start_info_time_stamp2 = int(time.mktime(time.strptime(str(start_info2), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp2 < time.time():
interval_list.append([start_info_time_stamp2, end_info_time_stamp2])
elif peroid_type_int == KLinePeriodType.TWO_HOUR:
# 14.30这一根，区间属于 1130-1200、1300-1430之和,跨区间
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 14, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
start_info = datetime.datetime(today.year, today.month, today.day, 11, 30, 0)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
# 16.00这一根，区间属于 1430-1600、特殊区间;
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 16, 0, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
start_info = datetime.datetime(today.year, today.month, today.day, 14, 30, 0)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
elif peroid_type_int == KLinePeriodType.FOUR_HOUR:
# 14.30这一根，区间属于 0930-1200、1300-1430,跨区间;
today = datetime.date.today()
end_info = datetime.datetime(today.year, today.month, today.day, 14, 30, 0)
end_info_time_stamp = int(time.mktime(time.strptime(str(end_info), '%Y-%m-%d %H:%M:%S')))
start_info = datetime.datetime(today.year, today.month, today.day, 9, 30, 0)
start_info_time_stamp = int(time.mktime(time.strptime(str(start_info), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp < time.time():
interval_list.append([start_info_time_stamp, end_info_time_stamp])
# 16.00这一根，区间属于 1430-1600、特殊区间;
end_info2 = datetime.datetime(today.year, today.month, today.day, 16, 0, 0)
end_info_time_stamp2 = int(time.mktime(time.strptime(str(end_info2), '%Y-%m-%d %H:%M:%S')))
start_info2 = datetime.datetime(today.year, today.month, today.day, 14, 30, 0)
start_info_time_stamp2 = int(time.mktime(time.strptime(str(start_info2), '%Y-%m-%d %H:%M:%S')))
if end_info_time_stamp2 < time.time():
interval_list.append([start_info_time_stamp2, end_info_time_stamp2])
else:
self.logger.debug('ktype error: {}'.format(peroid_type_int))
return interval_list
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()
class SqliteDB(object):
__instance = None
__first_init = False
def __new__(cls, *args, **kwargs):
# 单例模式
if not cls.__instance:
cls.__instance = object.__new__(cls)
return cls.__instance
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 create_table(self):
# 创建DB目录
create_pub_table = '''
CREATE TABLE IF NOT EXISTS {} (
"id" INTEGER NOT NULL,
"data_type" TEXT NOT NULL,
"origin_info" TEXT,
"json_info" TEXT,
"record_time" integer,
PRIMARY KEY ("id")
);
'''.format(pub_table)
create_deal_table = '''
CREATE TABLE IF NOT EXISTS {} (
"id" INTEGER NOT NULL,
"data_type" TEXT NOT NULL,
"origin_info" TEXT,
"json_info" TEXT,
"record_time" integer,
PRIMARY KEY ("id")
);
'''.format(deal_table)
create_subscribe_table = '''
CREATE TABLE IF NOT EXISTS {} (
"id" INTEGER NOT NULL,
"data_type" integer NOT NULL,
"product_code" TEXT,
"instr_code" TEXT,
"source_update_time" integer,
"record_time" integer,
"json_info" TEXT, period_type TEXT,
PRIMARY KEY ("id")
);
'''.format(subscribe_table)
create_time_analysis_base_table = '''
CREATE TABLE IF NOT EXISTS {} (
"id" integer NOT NULL,
"exchange" TEXT,
"product_code" TEXT,
"instr_code" TEXT,
"data_type" integer,
"collect2out" integer,
"subscribe2out" integer,
"collector2subscribe" integer,
"source2collector" integer,
"inner_total_time" integer,
"json_info" TEXT,
PRIMARY KEY ("id")
);
CREATE INDEX IF NOT EXISTS analysis_index
ON time_analysis_base_info ('instr_code', 'data_type');
'''.format(time_analysis_base_table)
create_statistical_analysis_table = '''
CREATE TABLE IF NOT EXISTS {} (
"id" integer NOT NULL,
"desc" TEXT,
"exchange" TEXT,
"product_code" TEXT,
"instr_code" TEXT,
"data_type" TEXT,
"max_collect2out" TEXT,
"min_collect2out" TEXT,
"av_collect2out" TEXT,
"max_subscribe2out" TEXT,
"min_subscribe2out" TEXT,
"av_subscribe2out" TEXT,
"max_collector2subscribe" TEXT,
"min_collector2subscribe" TEXT,
"av_collector2subscribe" TEXT,
"max_source2collector" TEXT,
"min_source2collector" TEXT,
"av_source2collector" TEXT,
"max_inner_total_time" TEXT,
"min_inner_total_time" TEXT,
"av_inner_total_time" TEXT,
"analysis_num" integer,
PRIMARY KEY ("id")
);
CREATE INDEX IF NOT EXISTS statistical_analysis_index
ON statistical_analysis ('instr_code', 'data_type');
'''.format(statistical_analysis_table)
create_cal_table = '''
CREATE TABLE IF NOT EXISTS {} (
"id" integer NOT NULL,
"data_type" text,
"product_code" TEXT,
"instr_code" TEXT,
"precision" integer,
"price" integer,
"vol" integer,
"time" integer,
PRIMARY KEY ("id")
);
'''.format(cal_table)
sql = create_pub_table + create_deal_table + create_subscribe_table + create_time_analysis_base_table + create_statistical_analysis_table + create_cal_table
self.commit(sql)
def commit(self, sql):
start = time.time()
try:
cursor = self.conn.cursor()
cursor.executescript(sql)
self.conn.commit()
result = cursor.fetchone()
return result
except Exception as e:
self.logger.debug("sqlCommit exec error: {}".format(e))
finally:
self.logger.debug(
'sql commit cost: {} seconds.'.format(time.time() - start))
def select(self, sql):
self.logger.debug('sqlSelect Sql: {}'.format(sql))
try:
cursor = self.conn.cursor()
cursor.execute(sql)
result = cursor.fetchone()
return result
except Exception as e:
self.logger.debug("sqlSelect exec error: {}".format(e))
def multi_select(self, sql):
self.logger.debug('sqlSelectMulil Sql:{}'.format(sql))
resList = []
try:
cursor = self.conn.cursor()
cursor.execute(sql)
result = cursor.fetchall()
for line in result:
resList.append(line)
return resList
except Exception as e:
self.logger.debug("sqlSelectMulil exec error: {}".format(e))
def multi_select_with_gen(self, sql):
self.logger.debug('sqlSelectMulil Sql:{}'.format(sql))
try:
cursor = self.conn.cursor()
cursor.execute(sql)
result = cursor.fetchall()
for line in result:
yield line
except Exception as e:
self.logger.debug("sqlSelectMulilWithGen exec error: {}".format(e))
def exit(self):
self.conn.close()
def stress_insert(self, assemble_first, single_info):
self.assemble_float_num += 1
self.assemble_sql = self.assemble_sql + single_info
if self.assemble_float_num >= self.assemble_num:
single_finaly_sql = (assemble_first +
self.assemble_sql).rstrip(', ') + ';\n'
self.assemble_sql = ''
self.assemble_float_num = 0
self.transaction_float_num += 1
if self.transaction_float_num == 1:
self.finaly_sql = 'begin;\n' + single_finaly_sql
elif self.transaction_float_num > 1 and self.transaction_float_num < self.transaction_num:
self.finaly_sql = self.finaly_sql + single_finaly_sql
elif self.transaction_float_num > 1 and self.transaction_float_num == self.transaction_num:
self.finaly_sql = self.finaly_sql + single_finaly_sql + 'commit;'
if self.transaction_num == 1:
self.finaly_sql = self.finaly_sql + 'commit;'
if self.transaction_float_num >= self.transaction_num:
self.commit(self.finaly_sql)
self.transaction_float_num = 0
class TimerTask(object):
"""docstring for TimerTask"""
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()
# 清盘-实时行情校验
async def CleanData(self, exchange, code, loop, sub_quote_type=sub_quote_type):
""" 测试清盘 """
self.logger.debug("执行的参数为: exchange: {}, code: {}, sub_quote_type: {}".format(exchange, code, sub_quote_type))
exchange = exchange
code = code
frequence = None
isSubKLineMin = True
query_type = 0
direct = 0
start = 0
end = 0
vol = 0
start_time_stamp = int(time.time() * 1000)
isSubTrade = True
type = "BY_VOL"
start_time = start_time_stamp
end_time = None
vol = 100
count = 50
# 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
asyncio.set_event_loop(loop)
try:
api = SubscribeApi(union_ws_url, loop, logger=self.logger)
await api.client.ws_connect()
await api.LoginReq(token=market_token, start_time_stamp=start_time_stamp, frequence=frequence)
asyncio.run_coroutine_threadsafe(api.hearbeat_job(), loop)
self.logger.debug("订阅手机图表行情, 不会返回前快照数据和前盘口数据, {}, {}".format(sub_quote_type, code))
app_rsp_list = await api.StartChartDataReqApi(exchange, code, start_time_stamp, recv_num=1, sub_quote_type=sub_quote_type)
app_rsp = app_rsp_list[0]
basic_json_list = app_rsp.get("basicData") # 静态数据
assert self.common.searchDicKV(app_rsp.get("snapshot"), "high") is None
assert self.common.searchDicKV(app_rsp.get("snapshot"), "open") is None
assert self.common.searchDicKV(app_rsp.get("snapshot"), "low") is None
assert self.common.searchDicKV(app_rsp.get("snapshot"), "close") is None
assert self.common.searchDicKV(app_rsp.get("snapshot"), "last") is None
if exchange not in ["ASE", "NYSE", "NASDAQ"]: # 美股盘前
assert app_rsp.get("orderbook") is None
self.logger.debug("查询并订阅分时, 查询为空, 订阅成功, 不会返回前数据, {}, {}".format(sub_quote_type, code))
final_rsp = await api.QueryKLineMinMsgReqApi(isSubKLineMin, exchange, code, query_type, direct, start, end, vol, start_time_stamp, sub_quote_type=sub_quote_type)
if sub_quote_type == "REAL_QUOTE_MSG":
assert self.common.searchDicKV(final_rsp["query_kline_min_rsp_list"][0], 'retCode') == 'INITQUOTE_TIME'
elif sub_quote_type == "DELAY_QUOTE_MSG":
assert self.common.searchDicKV(final_rsp["query_kline_min_rsp_list"][0], 'data') is None
assert self.common.searchDicKV(final_rsp["sub_kline_min_rsp_list"][0], 'retCode') == 'SUCCESS'
assert final_rsp.get("before_kline_min_list") is None
self.logger.debug("查询五日分时")
fiveday_rsp = await api.QueryFiveDaysKLineMinReqApi(isSubKLineMin, exchange, code, start, start_time_stamp)
query_5day_klinemin_rsp_list = fiveday_rsp['query_5day_klinemin_rsp_list']
sub_kline_min_rsp_list = fiveday_rsp['sub_kline_min_rsp_list']
assert self.common.searchDicKV(query_5day_klinemin_rsp_list[0], 'retCode') == 'SUCCESS'
assert self.common.searchDicKV(sub_kline_min_rsp_list[0], 'retCode') == 'SUCCESS'
#
self.logger.debug(u'校验五日分时清盘时的数据, {}, {}'.format(sub_quote_type, code))
day_data_list = self.common.searchDicKV(query_5day_klinemin_rsp_list[0], 'dayData')
assert day_data_list.__len__() == 5
# 获取五个交易日
fiveDateList = self.common.get_fiveDays(exchange)
self.logger.debug("合约 {} , 五个交易日时间 : {}".format(code, fiveDateList))
for i in range(len(day_data_list)):
# 校验五日date依次递增, 遇到节假日无法校验
assert day_data_list[i].get("date") == fiveDateList[i]
info_list = self.common.searchDicKV(day_data_list[i], 'data')
if info_list.__len__() > 0:
if exchange == "HKFE":
assert day_data_list[i].get("date") == info_list[-1].get("updateDateTime")[:8]
else:
assert day_data_list[i].get("date") == info_list[0].get("updateDateTime")[:8]
self.logger.debug("查询并订阅逐笔, 查询为空, 订阅成功, 不会返回前数据, {}, {}".format(sub_quote_type, code))
final_rsp = await api.QueryTradeTickMsgReqApi(isSubTrade, exchange, code, type, direct, start_time, end_time, vol, start_time_stamp, sub_quote_type=sub_quote_type)
try:
assert final_rsp["query_trade_tick_rsp_list"] == []
except AssertionError:
assert self.common.searchDicKV(final_rsp["query_trade_tick_rsp_list"], "data") is None
assert self.common.searchDicKV(final_rsp["sub_trade_tick_rsp_list"][0], 'retCode') == 'SUCCESS'
assert final_rsp.get("before_tickdata_list") is None
# 港股才有经济席位
if exchange == "SEHK": # 只有港股有经济席位
self.logger.debug("订阅经济席位快照, 不会返回前数据, {}, {}".format(sub_quote_type, code))
final_rsp = await api.SubscribeBrokerSnapshotReqApi(exchange, code, start_time_stamp, sub_quote_type=sub_quote_type)
assert self.common.searchDicKV(final_rsp["first_rsp_list"][0], 'retCode') == 'SUCCESS'
assert final_rsp["before_broker_snapshot_json_list"] == []
# 查询指数成分股
self.logger.debug("查询港股指数成分股, {}, {}".format(sub_quote_type, code))
IndexShare = await api.QueryIndexShareMsgReqApi(isSubTrade=isSubTrade, exchange=exchange, sort_direct="DESCENDING_ORDER", indexCode="0000100",
count=count, start_time_stamp=int(time.time() * 1000))
for indexData in self.common.searchDicKV(IndexShare, "snapshotData"):
assert indexData.get("last") is None
assert indexData.get("riseFall") is None
# 按版块
self.logger.debug("查询港股版块信息, {}, {}".format(sub_quote_type, code))
for plate_type in ["MAIN", "LISTED_NEW_SHARES", "RED_SHIPS", "ETF", "GME"]:
PlateSort = await api.QueryPlateSortMsgReqApi(isSubTrade=isSubTrade, zone="HK", plate_type=plate_type,
sort_direct="DESCENDING_ORDER", count=count, start_time_stamp=int(time.time() * 1000))
if self.common.searchDicKV(PlateSort, "snapshotData"):
for quoteData in self.common.searchDicKV(PlateSort, "snapshotData"):
assert quoteData.get("last") is None
assert quoteData.get("riseFall") is None
if exchange in [ASE_exchange, NYSE_exchange, NASDAQ_exchange]:
self.logger.debug("查询美股中概版和明星版, {}, {}".format(sub_quote_type, code))
for plate_type in ["START_STOCK", "CHINA_CONCEPT_STOCK"]:
PlateSort = await api.QueryPlateSortMsgReqApi(isSubTrade=isSubTrade, zone="US", plate_type=plate_type,
sort_direct="DESCENDING_ORDER", count=count, start_time_stamp=int(time.time() * 1000))
if self.common.searchDicKV(PlateSort, "snapshotData"):
for quoteData in self.common.searchDicKV(PlateSort, "snapshotData"):
assert quoteData.get("last") is None
assert quoteData.get("riseFall") is None
self.logger.debug("查询美股交易所排序--按涨跌排序, {}, {}".format(sub_quote_type, code))
ExchangeSort = await api.QueryExchangeSortMsgReqApi(isSubTrade=isSubTrade, exchange=exchange, sortFiled="R_F_RATIO",
count=count, start_time_stamp=int(time.time() * 1000))
for ex_sort in self.common.searchDicKV(ExchangeSort, "snapshotData"):
assert ex_sort.get("last") is None
assert ex_sort.get("riseFall") is None
finally:
api.client.disconnect()
# 验证状态改变后的推送通知
async def push_TradeStasut(self, exchange, code, loop):
exchange = exchange
product_list = [code]
frequence = None
start_time_stamp = int(time.time() * 1000)
market_token = None
asyncio.set_event_loop(loop)
try:
api = SubscribeApi(union_ws_url, loop, logger=self.logger)
await api.client.ws_connect()
await api.LoginReq(token=market_token, start_time_stamp=start_time_stamp, frequence=frequence)
asyncio.run_coroutine_threadsafe(api.hearbeat_job(), loop)
self.logger.debug(u'查询代码:{} 的交易状态, curtime : {}'.format(code, str(datetime.datetime.now())))
first_rsp_list = await api.QueryTradeStatusMsgReqApi(exchange=exchange, productList=product_list, recv_num=2)
cur_status = self.common.searchDicKV(first_rsp_list, "status")
self.logger.info("cur_status : {}".format(cur_status))
_start = time.time()
PUSH_TRADE_STATUS = False
while time.time() - _start < 120: # 循环120秒
rsp = await api.client.recv(recv_timeout_sec=5)
if rsp:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(rsp[0])
# self.logger.debug(rev_data)
if rev_data.type == QuoteMsgType.PUSH_TRADE_STATUS:
PUSH_TRADE_STATUS = True
tradeStatus = TradeStatusData()
tradeStatus.ParseFromString(rev_data.data)
self.logger.info(tradeStatus)
assert tradeStatus.status != cur_status # 确认校验状态只变化的一次
assert PUSH_TRADE_STATUS
self.logger.debug("代码 : {} 有推送交易状态".format(code))
finally:
api.client.disconnect()
async def Liquidation(self, exchange, code):
# loop = asyncio.new_event_loop()
# loop.run_until_complete(future=self.CleanData(exchange, code, loop, "REAL_QUOTE_MSG"))
loop = asyncio.get_event_loop()
await self.CleanData(exchange, code, loop, "REAL_QUOTE_MSG")
# 清盘-延时行情校验
async def Liquidation_DELAY(self, exchange, code):
""" 延迟清盘 """
# loop = asyncio.new_event_loop()
# loop.run_until_complete(future=self.CleanData(exchange, code, loop, "DELAY_QUOTE_MSG"))
loop = asyncio.get_event_loop()
await self.CleanData(exchange, code, loop, "DELAY_QUOTE_MSG")
async def check_TradeStatus(self, exchange, code):
loop = asyncio.get_event_loop()
await self.push_TradeStasut(exchange, code, loop)
# 定时任务回调
def Listener(self, event):
# 监听器, 输出对应的错误信息
if event.exception:
self.logger.error("{} 异常, 错误信息为 : \n{}".format(event.job_id, event.traceback))
# 创建清盘定时任务
def run_CleanData(self):
self.logger.debug("runner 定时任务验证清盘")
HK_stock = [
[SEHK_exchange, SEHK_code1],
[SEHK_exchange, SEHK_indexCode1],
[SEHK_exchange, SEHK_TrstCode1],
[SEHK_exchange, SEHK_WarrantCode1],
[SEHK_exchange, SEHK_CbbcCode1],
[SEHK_exchange, SEHK_InnerCode1],
]
US_stock = [
[ASE_exchange, ASE_code1],
[NYSE_exchange, NYSE_code1],
[NASDAQ_exchange, NASDAQ_code1],
[BATS_exchange, BATS_code1],
]
# 实时订阅清盘定时任务
[self.scheduler.add_job(self.Liquidation, 'cron', day_of_week='mon-fri', hour="08", minute="55-59", args=product, id='CleanData>>{}'.format('-'.join(product)), max_instances=self.max_instances) for product in HK_stock]
[self.scheduler.add_job(self.Liquidation, 'cron', day_of_week='mon-fri', hour="22", minute="25-29", args=product, id='CleanData>>{}'.format('-'.join(product)), max_instances=self.max_instances) for product in US_stock]
[self.scheduler.add_job(self.Liquidation_DELAY, 'cron', day_of_week='mon-fri', hour="08", minute="55-59", args=product, id='DELAY_CleanData>>{}'.format('-'.join(product)), max_instances=self.max_instances) for product in HK_stock]
[self.scheduler.add_job(self.Liquidation_DELAY, 'cron', day_of_week='mon-fri', hour="22", minute="25-29", args=product, id='DELAYCleanData>>{}'.format('-'.join(product)), max_instances=self.max_instances) for product in US_stock]
# 从exchangeTradeTime遍历, 添加定时任务
curDate = datetime.datetime.strftime(datetime.datetime.now(), "%Y-%m-%d")
for key, value in exchangeTradeTime.items():
if key in ["HK_Stock", "US_Stock", "Grey"]:
continue
arg = key.split('_')
arg[1] = arg[1] + "main"
# print(arg)
_time = datetime.datetime.strptime(curDate + value[0], '%Y-%m-%d%H:%M') # 开盘时间
if arg[0] not in ["HKFE", "SGX", "SEHK", "Grey"] and not isSummerTime:
# 冬令时加一个小时
_time = datetime.datetime.strptime(curDate + value[0], '%Y-%m-%d%H:%M') + datetime.timedelta(hours=1)
start_date = _time # copy一个变量
delay_endTime = _time
start_date = start_date - datetime.timedelta(minutes=10)
delay_endTime = delay_endTime + datetime.timedelta(minutes=15) #
s_time = datetime.datetime.strftime(start_date, "%H%M")
job_id = "CleanData_{}>>>start_date:{}, end_date:{}".format(arg, start_date, _time)
# print(job_id)
# self.scheduler.add_job(self.Liquidation, 'interval', minutes=1, start_date=start_date, end_date=_time, args=arg, id=job_id)
self.scheduler.add_job(self.Liquidation, 'cron', day_of_week='mon-fri', hour=s_time[:-2],
minute=s_time[-2:], args=arg, max_instances=self.max_instances, id=job_id)
# 延时行情
delay_job_id = "DELAY_CleanData_{}>>>start_date:{}, end_date:{}".format(arg, start_date, delay_endTime)
# print(delay_job_id)
# self.scheduler.add_job(self.Liquidation_DELAY, 'interval', minutes=1, start_date=start_date, end_date=delay_endTime, args=arg, id=delay_job_id)
self.scheduler.add_job(self.Liquidation_DELAY, 'cron', day_of_week='mon-fri', hour=s_time[:-2], minute=s_time[-2:], args=arg, max_instances=self.max_instances, id=delay_job_id)
# 创建交易状态推送定时任务
def run_TradeStatus(self):
self.logger.debug("交易交易状态推送通知")
# 从exchangeTradeTime遍历, 添加定时任务
curDate = datetime.datetime.strftime(datetime.datetime.now(), "%Y-%m-%d")
for key, value in exchangeTradeTime.items():
if key in ["HK_Stock", "US_Stock", "Grey"]:
continue
arg = key.split('_')
# 每个时间段, 交易状态都会发生变化
for val in value:
_time = datetime.datetime.strptime(curDate + val, '%Y-%m-%d%H:%M')
if arg[0] not in ["HKFE", "SGX", "SEHK", "Grey"] and not isSummerTime:
# 冬令时加一个小时
_time = datetime.datetime.strptime(curDate + val, '%Y-%m-%d%H:%M') + datetime.timedelta(hours=1)
_time = _time - datetime.timedelta(seconds=30)
s_time = datetime.datetime.strftime(_time, "%H%M")
job_id = "push_status_{}>>>BeginTime:{}".format('-'.join(arg), s_time)
# print(job_id)
self.scheduler.add_job(self.check_TradeStatus, 'cron', hour=s_time[:-2], minute=s_time[-2:], second="00", args=arg, max_instances=self.max_instances, id=job_id)
# 港股
self.scheduler.add_job(self.check_TradeStatus, 'cron', day_of_week='mon-fri', hour="09", minute="29",
second="00", args=["SEHK", "00700"], max_instances=self.max_instances, id="SEHK_pushStatus_open")
self.scheduler.add_job(self.check_TradeStatus, 'cron', day_of_week='mon-fri', hour="11-12,15", minute="59",
second="00", args=["SEHK", "00700"], max_instances=self.max_instances, id="SEHK_pushStatus")
# 美股
self.scheduler.add_job(self.check_TradeStatus, 'cron', day_of_week='mon-fri', hour="22", minute="29", second="00",
args=[NASDAQ_exchange, NASDAQ_code1], max_instances=self.max_instances, id="NASDAQ_pushStatus_open")
self.scheduler.add_job(self.check_TradeStatus, 'cron', day_of_week='mon-fri', hour="04", minute="59", second="00",
args=[NASDAQ_exchange, NASDAQ_code1], max_instances=self.max_instances, id="NASDAQ_pushStatus")
self.scheduler.add_job(self.check_TradeStatus, 'cron', day_of_week='sat', hour="04", minute="59", second="00", args=[
NASDAQ_exchange, NASDAQ_code1], max_instances=self.max_instances, id="NASDAQ_pushStatus_sat")
# 定时任务运行入口
def run_Scheduler(self):
self.run_CleanData()
self.run_TradeStatus()
# 更新合约
self.scheduler.add_job(start, 'cron', hour="08", minute="10", args=['SYNC_INSTR_REQ', codegenerate_dealer_address], id="dealer_instr")
self.scheduler.add_listener(self.Listener, EVENT_JOB_EXECUTED | EVENT_JOB_ERROR)
self.scheduler.start()
try:
asyncio.get_event_loop().run_forever()
except (KeyboardInterrupt, SystemExit):
pass
class Check(object):
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)
async def get_instrument(self, send_type, dealer_address):
context = zmq.asyncio.Context(io_threads=5)
dealer_socket = context.socket(socket_type=zmq.DEALER)
dealer_socket.connect(dealer_address)
poller = zmq.asyncio.Poller()
poller.register(dealer_socket)
send_flag = True
json_rsp_data = None
while True:
for event in await poller.poll():
if send_type == 'SYNC_INSTR_REQ':
if event[1] & zmq.POLLOUT and send_flag:
data_send = SyncInstrReq(
type=SyncInstrMsgType.ALL_INSTR,
date_time=20200408
) # ALL_INSTR 全量同步，INCREMENT_INSTR 增量同步
quote_msg = QuoteMsgCarrier(
type=QuoteMsgType.SYNC_INSTR_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
await event[0].send(quote_msg)
send_flag = False
if event[1] & zmq.POLLIN:
data = event[0].recv().result()
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(data)
if rev_data.type == QuoteMsgType.SYNC_INSTR_RSP:
rsp_data = SyncInstrRsp()
rsp_data.ParseFromString(rev_data.data)
json_rsp_data = json_format.MessageToJson(rsp_data)
json_rsp_data = json.loads(json_rsp_data)
break
if event[1] & zmq.POLLERR:
print("error:{0},{1}".format(event[0], event[1]))
await asyncio.sleep(delay=5
) # 使用 asyncio.sleep(), 它返回的是一个可等待的对象
if json_rsp_data:
return json_rsp_data
def get_mastr_code(self, exchange, product):
start_time_stamp = int(time.time() * 1000)
sub_type = SubscribeMsgType.SUB_WITH_PRODUCT
base_info = [{'exchange': exchange, 'product_code': product}]
rsp = asyncio.get_event_loop().run_until_complete(
future=self.api.SubsQutoMsgReqApi(
sub_type=sub_type,
base_info=base_info,
start_time_stamp=start_time_stamp))
master_code = None
open_interrest = 0
for snapshot in rsp['before_snapshot_json_list']:
if int(self.common.doDicEvaluate(snapshot['future'], 'openInterrest', 0)) >= open_interrest and \
'main' not in snapshot['commonInfo']['instrCode']:
master_code = snapshot['commonInfo']['instrCode']
open_interrest = int(
self.common.doDicEvaluate(snapshot['future'],
'openInterrest', 0))
rsp = asyncio.get_event_loop().run_until_complete(
future=self.api.UnSubsQutoMsgReqApi(
unsub_type=sub_type,
unbase_info=base_info,
start_time_stamp=start_time_stamp))
return master_code
def check_all_instr(self):
instruments = asyncio.get_event_loop().run_until_complete(
future=self.get_instrument('SYNC_INSTR_REQ',
codegenerate_dealer_address))
self.logger.debug(instruments)
for instrument in instruments['instruments']:
if 'main' in instrument['base']['instrCode']:
self.logger.debug(instrument)
product = instrument['proc']['code']
exchange = instrument['base']['exchange']
# product = 'CUS'
# exchange = 'HKFE'
master_code = self.get_mastr_code(exchange, product)
api_master_code = instrument['future']['relatedInstr']
assert master_code == api_master_code
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, 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()
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 SubscribeApi(object):
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()
# 登录请求
async def LoginReq(self, token, start_time_stamp=None):
data_send = LoginReq(auto_token=token,
start_time_stamp=start_time_stamp)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.LOGIN_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg)
json_login_list = []
for req in all_req:
recv_data = QuoteMsgCarrier()
recv_data.ParseFromString(req)
if recv_data.type == QuoteMsgType.LOGIN_RSP:
login_data = LoginRsp()
login_data.ParseFromString(recv_data.data)
json_login_data = json_format.MessageToJson(login_data)
json_login_data = json.loads(json_login_data)
json_login_list.append(json_login_data)
# print(json_login_list)
return json_login_list
# 登出请求
async def LogoutReq(self, start_time_stamp=None, recv_num=1):
data_send = LoginReq(start_time_stamp=start_time_stamp)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.LOGOUT_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg, recv_num=recv_num)
json_logout_list = []
for req in all_req:
recv_data = QuoteMsgCarrier()
recv_data.ParseFromString(req)
if recv_data.type == QuoteMsgType.LOGOUT_RSP:
login_data = LogoutRsp()
login_data.ParseFromString(recv_data.data)
json_logout_data = json_format.MessageToJson(login_data)
json_logout_data = json.loads(json_logout_data)
json_logout_list.append(json_logout_data)
print('LogoutReq json_logout_list:{}'.format(json_logout_list))
return json_logout_list
# 心跳
async def HearbeatReqApi(self, connid, isKeep=False):
data_send = HeartReqMsg(conn_id=connid)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.HEARTBEAT_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
if isKeep == False:
all_req = await self.client.send_and_recv(quote_msg)
json_rsp_list = []
for base_req in all_req:
if base_req == None:
continue
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.HEARTBEAT_RSP:
single_data = HeartRspMsg()
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('HearbeatReqApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
else:
await self.client.send(quote_msg)
# 保持心跳
async def hearbeat_job(self, gap_time=1):
i = 1
asyncio.set_event_loop(self.new_loop)
while True:
if self.client.is_disconnect():
break
await self.HearbeatReqApi(connid=i, isKeep=True)
# print('The {} time to keep heartbeat! SendTimeStamp:{}'.format(i, str(time.time())))
await asyncio.sleep(gap_time)
i = i + 1
# 测速
async def VelocityReqApi(self, start_time=None):
data_send = VelocityReqMsg(start_time=start_time)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.VELOCITY_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.VELOCITY_RSP:
single_data = VelocityRspMsg()
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('VelocityReqApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 订阅
async def SubsQutoMsgReqApi(self,
sub_type=None,
child_type=None,
base_info=None,
recv_num=1,
start_time_stamp=None,
sub_quote_type=SubQuoteMsgType.REAL_QUOTE_MSG):
# Return:
# {
# 'first_rsp_list': [{}, {}, {}], # 表示订阅应答响应 SUBSCRIBE_RSP
# 'snapshot_json_list': [{}, {}, {}, {}, {}], # 表示返回的当前时间之前的合约快照数据
# 'basic_json_list': [{}, {}, {}, {}, {}] # 表示返回的当前时间之前的合约静态数据
# }
# print('''sub_type:{}, child_type:{}, base_info:{}'''.format(sub_type, child_type, base_info))
send_data = SubscribeQuoteMsgReq(sub_type=sub_type,
child_type=child_type,
base_info=base_info,
start_time_stamp=start_time_stamp,
sub_quote_type=sub_quote_type)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.SUBSCRIBE_REQ,
data=send_data.SerializeToString())
quote_msg = quote_msg.SerializeToString()
await self.HearbeatReqApi(connid=10086, isKeep=True) # 避免循环接消息时心跳断掉
all_req = await self.client.send_and_recv(quote_msg, recv_num=recv_num)
first_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.SUBSCRIBE_RSP:
single_data = SubscribeQuoteMsgRsp()
single_data.ParseFromString(rev_data.data)
json_single_data = json_format.MessageToJson(single_data)
json_single_data = json.loads(json_single_data)
first_rsp_list.append(json_single_data)
elif rev_data.type == QuoteMsgType.HEARTBEAT_RSP: # 如果接到心跳数据应忽略,继续接受一次
all_req = await self.client.recv(recv_num=1)
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.SUBSCRIBE_RSP:
single_data = SubscribeQuoteMsgRsp()
single_data.ParseFromString(rev_data.data)
json_single_data = json_format.MessageToJson(
single_data)
json_single_data = json.loads(json_single_data)
first_rsp_list.append(json_single_data)
finally_rsp = {}
finally_rsp['first_rsp_list'] = first_rsp_list
before_snapshot_json_list = []
before_basic_json_list = []
# 接收该合约前一刻的最新一笔静态、快照，直到更新时间超出请求时间则跳出
# while True:
# before_time_reqs = await self.client.recv(recv_num=1)
# if before_time_reqs != []:
# base_req = before_time_reqs[0]
# rev_data = QuoteMsgCarrier()
# rev_data.ParseFromString(base_req)
# if rev_data.type == QuoteMsgType.PUSH_SNAPSHOT:
# single_data = QuoteSnapshot()
# single_data.ParseFromString(rev_data.data)
# json_snapshot_data = json_format.MessageToJson(single_data)
# json_snapshot_data = json.loads(json_snapshot_data)
# # print('before_json_snapshot_data:{}'.format(json_snapshot_data))
# req_source_time = self.common.searchDicKV(json_snapshot_data, 'sourceUpdateTime')
# instr_code = self.common.searchDicKV(json_snapshot_data, 'instrCode')
# # 毫秒级别对比
# if int(int(req_source_time) / (pow(10, 6))) < start_time_stamp:
# before_snapshot_json_list.append(json_snapshot_data)
# # self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_snapshot_data)
# else:
# break
# elif rev_data.type == QuoteMsgType.PUSH_BASIC:
# single_data = QuoteBasicInfo()
# single_data.ParseFromString(rev_data.data)
# basic_single_data = json_format.MessageToJson(single_data)
# basic_single_data = json.loads(basic_single_data)
# # print('before_basic_single_data:{}'.format(basic_single_data))
# req_source_time = self.common.searchDicKV(basic_single_data, 'updateTimestamp')
# instr_code = self.common.searchDicKV(basic_single_data, 'instrCode')
# # 毫秒级别对比
# if int(int(req_source_time) / (pow(10, 6))) < start_time_stamp:
# before_basic_json_list.append(basic_single_data)
# # self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, basic_single_data)
# else:
# break
# elif rev_data.type not in [QuoteMsgType.PUSH_SNAPSHOT, QuoteMsgType.PUSH_BASIC, QuoteMsgType.HEARTBEAT_RSP, QuoteMsgType.SUBSCRIBE_RSP]:
# break
# else:
# break
finally_rsp['before_snapshot_json_list'] = before_snapshot_json_list
finally_rsp['before_basic_json_list'] = before_basic_json_list
return finally_rsp
# 取消行情订阅
async def UnSubsQutoMsgReqApi(self,
unsub_type,
unchild_type=None,
unbase_info=None,
recv_num=20,
start_time_stamp=None):
# print('''sub_type:{}, child_type:{}, base_info:{}'''.format(unsub_type, unchild_type, unbase_info))
send_data = UnsubscribeQuoteMsgReq(sub_type=unsub_type,
child_type=unchild_type,
base_info=unbase_info,
stat_time_stamp=start_time_stamp)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.UNSUBSCRIBE_REQ,
data=send_data.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg, recv_num=recv_num)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.UNSUBSCRIBE_RSP:
single_data = UnsubscribeQuoteMsgRsp()
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('UnSubsQutoMsgReqApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 订阅盘口数据（依赖订阅接口）
async def QuoteOrderBookDataApi(self, recv_num=10, is_filter=True):
await self.HearbeatReqApi(connid=10086, isKeep=True) # 避免循环接消息时心跳断掉
all_req = await self.client.recv(recv_num)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if is_filter:
if rev_data.type == QuoteMsgType.PUSH_ORDER_BOOK:
single_data = QuoteOrderBookData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
json_single_data, 'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
else:
single_data = QuoteOrderBookData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
# print('QuoteOrderBookDataApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 订阅逐笔成交数据（依赖订阅接口）
async def QuoteTradeDataApi(self, recv_num=10, is_filter=True):
all_req = await self.client.recv(recv_num)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if is_filter:
if rev_data.type == QuoteMsgType.PUSH_TRADE_DATA:
single_data = QuoteTradeData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
json_single_data, 'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
else:
single_data = QuoteTradeData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
# print('QuoteTradeDataApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 订阅静态数据（依赖订阅接口）
async def QuoteBasicInfoApi(self, recv_num=10, is_filter=True):
all_req = await self.client.recv(recv_num)
json_basic_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if is_filter:
if rev_data.type == QuoteMsgType.PUSH_BASIC:
basic_data = QuoteBasicInfo()
basic_data.ParseFromString(rev_data.data)
json_basic_data = json_format.MessageToJson(basic_data)
json_basic_data = json.loads(json_basic_data)
json_basic_list.append(json_basic_data)
req_source_time = self.common.searchDicKV(
json_basic_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
json_basic_data, 'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_basic_data)
else:
basic_data = QuoteTradeData()
basic_data.ParseFromString(rev_data.data)
json_basic_data = json_format.MessageToJson(basic_data)
json_basic_data = json.loads(json_basic_data)
json_basic_list.append(json_basic_data)
req_source_time = self.common.searchDicKV(
json_basic_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_basic_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_basic_data)
# print('QuoteBasicInfoApi json_rsp_list:{}'.format(json_basic_list))
return json_basic_list
# 订阅快照数据（依赖订阅接口）
async def QuoteSnapshotApi(self, recv_num=10, is_filter=True):
if self.client.is_disconnect():
return []
await self.HearbeatReqApi(connid=10086, isKeep=True) # 避免循环接消息时心跳断掉
all_req = await self.client.recv(recv_num)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if is_filter:
if rev_data.type == QuoteMsgType.PUSH_SNAPSHOT:
basic_data = QuoteSnapshot()
basic_data.ParseFromString(rev_data.data)
json_basic_data = json_format.MessageToJson(basic_data)
json_basic_data = json.loads(json_basic_data)
json_rsp_list.append(json_basic_data)
req_source_time = self.common.searchDicKV(
json_basic_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
json_basic_data, 'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_basic_data)
else:
basic_data = QuoteSnapshot()
basic_data.ParseFromString(rev_data.data)
json_basic_data = json_format.MessageToJson(basic_data)
json_basic_data = json.loads(json_basic_data)
json_rsp_list.append(json_basic_data)
req_source_time = self.common.searchDicKV(
json_basic_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_basic_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_basic_data)
# print('QuoteSnapshotApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 手机Api---开始请求分时页面数据
async def StartChartDataReqApi(self, exchange, code, frequency, start_time,
start_time_stamp):
data_send = StartChartDataReq(exchange=exchange,
code=code,
frequency=frequency,
start_time=start_time,
start_time_stamp=start_time_stamp)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.START_CHART_DATA_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg)
first_app_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.START_CHART_DATA_RSP:
single_data = StartChartDataRsp()
single_data.ParseFromString(rev_data.data)
json_single_data = json_format.MessageToJson(single_data)
json_single_data = json.loads(json_single_data)
first_app_rsp_list.append(json_single_data)
# print('StartChartDataReqApi first_rsp_list:{}'.format(first_app_rsp_list))
finally_rsp = {}
finally_rsp['first_app_rsp_list'] = first_app_rsp_list
before_appsnapshot_json_list = []
before_appbasic_json_list = []
# 接收该app订阅前一刻的最新一笔静态、快照，直到更新时间超出请求时间则跳出
while True:
before_time_reqs = await self.client.recv(recv_num=1)
if before_time_reqs != []:
for base_req in before_time_reqs:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.PUSH_SNAPSHOT:
single_data = QuoteSnapshot()
single_data.ParseFromString(rev_data.data)
json_snapshot_data = json_format.MessageToJson(
single_data)
json_snapshot_data = json.loads(json_snapshot_data)
req_source_time = self.common.searchDicKV(
json_snapshot_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
json_snapshot_data, 'instrCode')
# 毫秒级别对比
if int(req_source_time /
(pow(10, 6))) < start_time_stamp:
before_appsnapshot_json_list.append(
json_snapshot_data)
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_snapshot_data)
else:
break
elif rev_data.type == QuoteMsgType.PUSH_BASIC:
single_data = QuoteBasicInfo()
single_data.ParseFromString(rev_data.data)
basic_single_data = json_format.MessageToJson(
single_data)
basic_single_data = json.loads(basic_single_data)
req_source_time = self.common.searchDicKV(
basic_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
basic_single_data, 'instrCode')
# 毫秒级别对比
if int(req_source_time /
(pow(10, 6))) < start_time_stamp:
before_appbasic_json_list.append(basic_single_data)
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, basic_single_data)
else:
break
else:
break
else:
break
finally_rsp[
'before_appsnapshot_json_list'] = before_appsnapshot_json_list
finally_rsp['before_appbasic_json_list'] = before_appbasic_json_list
# print('StartChartDataReqApi finally_rsp:{}'.format(finally_rsp))
return finally_rsp
# 手机Api---结束请求分时页面数据
async def StopChartDataReqApi(self, exchange, code, start_time_stamp):
data_send = StopChartDataReq(exchange=exchange,
code=code,
start_time_stamp=start_time_stamp)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.STOP_CHART_DATA_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.STOP_CHART_DATA_RSP:
single_data = StopChartDataRsp()
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('StopChartDataReqApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 手机Api---推送分时数据
async def PushKLineMinDataApi(self, recv_num=10, is_filter=True):
all_req = await self.client.recv(recv_num)
json_basic_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if is_filter:
if rev_data.type == QuoteMsgType.PUSH_KLINE_MIN:
basic_data = PushKLineMinData()
basic_data.ParseFromString(rev_data.data)
json_basic_data = json_format.MessageToJson(basic_data)
json_basic_data = json.loads(json_basic_data)
json_basic_list.append(json_basic_data)
req_source_time = self.common.searchDicKV(
json_basic_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(
json_basic_data, 'code')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_basic_data)
else:
basic_data = PushKLineMinData()
basic_data.ParseFromString(rev_data.data)
json_basic_data = json_format.MessageToJson(basic_data)
json_basic_data = json.loads(json_basic_data)
json_basic_list.append(json_basic_data)
req_source_time = self.common.searchDicKV(
json_basic_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_basic_data, 'code')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_basic_data)
# print('PushKLineMinDataApi json_rsp_list:{}'.format(json_basic_list))
return json_basic_list
# 手机Api---请求分时页面数据，会主推静态、快照、盘口、逐笔、分时数据，此方法用于接收
async def AppQuoteAllApi(self, recv_num=20):
all_req = await self.client.recv(recv_num)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.PUSH_BASIC:
single_data = QuoteBasicInfo()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
elif rev_data.type == QuoteMsgType.PUSH_SNAPSHOT:
single_data = QuoteSnapshot()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
elif rev_data.type == QuoteMsgType.PUSH_ORDER_BOOK:
single_data = QuoteOrderBookData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
elif rev_data.type == QuoteMsgType.PUSH_TRADE_DATA:
single_data = QuoteTradeData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data,
'instrCode')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
elif rev_data.type == QuoteMsgType.PUSH_KLINE_MIN:
single_data = PushKLineMinData()
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)
req_source_time = self.common.searchDicKV(
json_single_data, 'sourceUpdateTime')
instr_code = self.common.searchDicKV(json_single_data, 'code')
# self.sq.subscribe_new_record(rev_data.type, instr_code, req_source_time, json_single_data)
# print('AppQuoteAllApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# 手机Api---查询K线数据
async def QueryKLineMsgReqApi(self, exchange, code, peroid_type, type,
direct, start, end):
now_timestamp = int(time.time() * 1000) # 毫秒时间戳
data_send = QueryKLineMsgReq(exchange=exchange,
code=code,
peroid_type=peroid_type,
type=type,
direct=direct,
start=start,
end=end,
start_time_stamp=now_timestamp)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.QUERY_KLINE_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg)
json_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.QUERY_KLINE_RSP:
single_data = QueryKLineMsgRsp()
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('QueryKLineMsgReqApi json_rsp_list:{}'.format(json_rsp_list))
return json_rsp_list
# app查询分时数据
async def QueryKLineMinMsgReqApi(
self,
isSubKLineMin,
exchange,
code,
query_type=None,
direct=None,
start=None,
end=None,
vol=None,
start_time_stamp=None,
recv_num=1,
sub_quote_type=SubQuoteMsgType.REAL_QUOTE_MSG):
# app订阅服务中，该api只会自动返回当天的分时数据，与入参无关
'''
message QueryKLineMinMsgReq
{
bool isSubKLineMin = 1; // 是否订阅KLineMin
common.ExchangeType exchange = 2; // 交易所
string code = 3; // 合约代码
QueryKLineMsgType type = 4; // 获取K线的方式
QueryKLineDirectType direct = 5; // 查询K线的方向
uint64 start = 6; // 开始时间
uint64 end = 7; // 结束时间
uint64 vol = 8; // 按量查询时此字段表示多少根
uint64 start_time_stamp = 9; // 发起请求的时间戳 UTC时间戳
}
'''
await self.HearbeatReqApi(connid=10086, isKeep=True) # 避免循环接消息时心跳断掉
data_send = QueryKLineMinMsgReq(isSubKLineMin=isSubKLineMin,
exchange=exchange,
code=code,
type=query_type,
direct=direct,
start=start,
end=end,
vol=vol,
start_time_stamp=start_time_stamp,
sub_quote_type=sub_quote_type)
quote_msg = QuoteMsgCarrier(type=QuoteMsgType.QUERY_KLINE_MIN_REQ,
data=data_send.SerializeToString())
quote_msg = quote_msg.SerializeToString()
all_req = await self.client.send_and_recv(quote_msg, recv_num=recv_num)
final_rsp = {}
query_kline_min_rsp_list = []
sub_kline_min_rsp_list = []
for base_req in all_req:
rev_data = QuoteMsgCarrier()
rev_data.ParseFromString(base_req)
if rev_data.type == QuoteMsgType.QUERY_KLINE_MIN_RSP:
single_data = QueryKLineMinMsgRsp()
single_data.ParseFromString(rev_data.data)
json_single_data = json_format.MessageToJson(single_data)
json_single_data = json.loads(json_single_data)
query_kline_min_rsp_list.append(json_single_data)
elif rev_data.type == QuoteMsgType.SUBSCRIBE_KLINE_MIN_RSP:
single_data = SubscribeKlineMinRsp()
single_data.ParseFromString(rev_data.data)
json_single_data = json_format.MessageToJson(single_data)
json_single_data = json.loads(json_single_data)
sub_kline_min_rsp_list.append(json_single_data)
final_rsp['query_kline_min_rsp_list'] = query_kline_min_rsp_list
final_rsp['sub_kline_min_rsp_list'] = sub_kline_min_rsp_list
# print(final_rsp)
return final_rsp
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")
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()
