def __init__(self, thread_num=2, *args, **kwargs):
self.thread_num = thread_num
self._queue = queue.Queue(maxsize=200)
self.api_no_connection = TdxHq_API()
self._api_worker = Thread(
target=self.api_worker, args=(), name='API Worker')
self._api_worker.start()
self.executor = ThreadPoolExecutor(self.thread_num)
def __init__(self, **kwargs):
try:
default = settings.get('SERVER').get('HQ')[0]
self.bestip = config.get('BESTIP').get('HQ', default)
except ValueError:
self.config = None
self.client = TdxHq_API(**kwargs)
def request_data(stklist, parse_one_result, ip, port):
"""请求失败将抛出异常"""
api = TdxHq_API()
hku_check(api.connect(ip, port),
'Failed connect tdx ({}:{})!'.format(ip, port))
quotes_list = api.get_security_quotes(stklist)
result = [parse_one_result(q)
for q in quotes_list] if quotes_list is not None else []
return [r for r in result if r is not None]
def fetch_bars(self, typ: SeType, code, start, end, freq):
try:
tdxApi = TdxHq_API()
ex_nbr = map_exchange_to_tdx_number[Exchange.from_type_and_code(typ, code)]
if typ == SeType.Stock or typ == SeType.ETF:
tdx_fetch_func = tdxApi.get_security_bars
elif typ == SeType.Index:
tdx_fetch_func = tdxApi.get_index_bars
else:
raise Exception('Unsupported se type')
#timeout is in seconds.
with tdxApi.connect(self.server['ip'], self.server['port'], time_out=3):
frequence = map_freq_to_tdx_number[freq][0]
days_between = date_time_utils.Date.from_str(end).delta_to(start).days + 1
if days_between > MAX_DAYS:
days_between = MAX_DAYS
max_count = int(map_freq_to_tdx_number[freq][1] * days_between)
tmp_list = []
n_start = 0
while n_start < max_count:
fetch_size = min(max_count - n_start, BATCH_SIZE)
tmp_res = tdx_fetch_func(
frequence,
ex_nbr,
code, n_start, fetch_size
)
if tmp_res is None or len(tmp_res) < 1:
break
n_start += len(tmp_res)
tmp_list.extend(tmp_res)
if n_start == 0:
print('No rows fetched for {}'.format(code))
# print('total fetched rows for {}: {}'.format(code, n_start))
data = tdxApi.to_df(tmp_list)
if len(data) < 1:
return None
data = data[data['open'] != 0]
cols_to_drop = ['year', 'month', 'day']
if freq.is_minutes():
data = data.assign(datetime=data['datetime'].apply(lambda x: str(x[0:19])),
date=data['datetime'].apply(lambda x: str(x[0:10])),
code=str(code)) \
.set_index('datetime', drop=True, inplace=False) \
.drop(cols_to_drop, axis=1)
else:
cols_to_drop.extend(['datetime', 'hour', 'minute'])
data = data.assign(datetime=data['datetime'],
date=data['datetime'].apply(lambda x: str(x[0:10])),
code=str(code)) \
.set_index('date', drop=True, inplace=False) \
.drop(cols_to_drop, axis=1)
return data
except Exception as e:
print('exception caught: {}'.format(e))
def __hq_tick(self, code):
api = TdxHq_API()
ip, port = self.__hq.get()
with api.connect(ip, port):
df = api.get_security_quotes(code)
if df is not None:
df = api.to_df(df)
api.disconnect()
self.__hq.put((ip, port))
return df
def __init__(self, thread_num=3, *args, **kwargs):
self.thread_num = thread_num
self._queue = queue.Queue(maxsize=thread_num*2)
self.api_no_connection = TdxHq_API()
self._api_worker = Thread(
target=self.api_worker, args=(), name='API Worker')
self.executor = ThreadPoolExecutor(self.thread_num)
self._timer=LoopTimer(3,self.__test_connected)
self._timer.start()
def __init__(self,ip="192.168.0.106",online=True):
self.mongo = MongoDB(ip=ip)
self.api = TdxHq_API(heartbeat=True)
self.TDX_IP_SETS = STOCK_IP_SETS
self.collection = "BASIC_INFO"
self.file_incon = FILE_INCON
self.file_tdxhy = FILE_TDXHY
self.file_tdxzs = FILE_TDXZS
self.online = online #版本库获取最新文件
def get_company_info():
api = TdxHq_API()
if api.connect('119.147.212.81', 7709):
print(api.get_company_info_category(TDXParams.MARKET_SZ,
'000001')) #查询公司信息目录,参数：市场代码， 股票代码
api.get_company_info_content(0, '000001',
os.getcwd() + "/tdx_file/" + '000001.txt',
0, 100) #读取公司信息详情，参数文件路径不知干什么
print(api.get_finance_info(0, '000001')) #读取财务信息
api.disconnect()
def multiple_task(code, timeout=100):
api = TdxHq_API()
api.connect('115.238.90.165', 7709)
market = __select_market_code(code)
res = api.get_security_bars(1, market, code, 0, 800)
re=[changer(x,code) for x in res]
#print(re)
#res=api.get_security_quotes([(__select_market_code(code), code)])
return re
def __init__(self, *args, **kwargs):
self.thread_num = kwargs.pop('thread_num', 4)
self.ip = kwargs.pop('ip', '14.17.75.71')
self.executor = ThreadPoolExecutor(self.thread_num)
self.queue = queue.Queue(self.thread_num)
for i in range(self.thread_num):
api = TdxHq_API(args, kwargs)
api.connect(self.ip)
self.queue.put(api)
def ping(ip):
api = TdxHq_API()
__time1 = datetime.datetime.now()
try:
with api.connect(ip, 7709):
if len(api.get_security_list(0, 1)) > 800:
return datetime.datetime.now() - __time1
except:
print('Bad REPSONSE %s' % ip)
return datetime.timedelta(9, 9, 0)
def original_quotes():
api = TdxHq_API()
api.connect(best_ip)
now = datetime.now()
#data=api.get_security_quotes((get_market(x), x))
#print(data)
data = [api.get_security_quotes([(get_market(x), x) for x in code[80 * pos:80 * (pos + 1)]]) for pos in range(int(len(code) / 80) + 1)]
return data[0:-1]
def api(retry_count=3):
for _ in range(retry_count):
try:
api = TdxHq_API(heartbeat=True)
api.connect(ct._get_server(), ct.T_PORT)
except Exception as e:
print(e)
else:
return api
raise IOError(ct.NETWORK_URL_ERROR_MSG)
def __init__(self, thread_num=2, timeout=1, sleep_time=1, *args, **kwargs):
super().__init__(name='QATdxExecutor')
self.thread_num = thread_num
self._queue = queue.Queue(maxsize=200)
self.api_no_connection = TdxHq_API()
self._api_worker = Thread(
target=self.api_worker, args=(), name='API Worker')
self._api_worker.start()
self.timeout = timeout
self.executor = ThreadPoolExecutor(self.thread_num)
self.sleep_time = sleep_time
def __init__(self, db_interface: DBInterface = None, host: str = None, port: int = None):
super().__init__(db_interface)
if host is None:
conf = get_global_config()
host = conf['tdx_server']['host']
port = conf['tdx_server']['port']
self.api = TdxHq_API()
self.host = host
self.port = port
self._factor_param = utils.load_param('tdx_param.json')
self.stock_ticker = StockTickers(db_interface)
def QA_fetch_get_stock_realtime(code=['000001', '000002'], ip=best_ip, port=7709):
api = TdxHq_API()
__data = pd.DataFrame()
with api.connect(ip, port):
code = [code] if type(code) is str else code
for id_ in range(int(len(code) / 80) + 1):
__data = __data.append(api.to_df(api.get_security_quotes(
[(__select_market_code(x), x) for x in code[80 * id_:80 * (id_ + 1)]])))
__data['datetime'] = datetime.datetime.now()
data = __data[['datetime', 'code', 'open', 'high', 'low', 'price']]
return data.set_index('code', drop=False, inplace=False)
def api_worker(self):
for item in stock_ip_list:
_sec = self._test_speed(ip=item['ip'], port=item['port'],time_out=0.5)
if _sec < 0.15:
try:
self._queue.put(TdxHq_API(heartbeat=False,auto_retry=True).connect(
ip=item['ip'], port=item['port']))
break
except Exception:
pass
def get_block_info():
api = TdxHq_API()
if api.connect('119.147.212.81', 7709):
data = api.get_and_parse_block_info("block.dat") #一般板块
#print(api.get_and_parse_block_info("block_zs.dat")) #指数板块
#print(api.get_and_parse_block_info("block_fg.dat")) #风格板块
#print(api.get_and_parse_block_info("block_gn.dat")) #概念板块
datadf = api.to_df(data)
print(datadf)
api.disconnect()
def get_kline_data():
api = TdxHq_API()
if api.connect('119.147.212.81', 7709):
data = api.get_security_bars(
9, 0, '000001', 0,
10) # 返回普通list,五个参数分别为：category（k线),市场代码(深市),股票代码,开始时间,记录条数
print(data)
data = api.to_df(api.get_security_bars(9, 0, '000001', 0,
10)) # 返回DataFrame
print(data)
api.disconnect()
def QA_fetch_get_index_min(code, start, end, frequence='1min', ip=None, port=None):
'指数分钟线'
global best_ip
if ip is None and port is None and best_ip['stock']['ip'] is None and best_ip['stock']['port'] is None:
best_ip = select_best_ip()
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
elif ip is None and port is None and best_ip['stock']['ip'] is not None and best_ip['stock']['port'] is not None:
ip = best_ip['stock']['ip']
port = best_ip['stock']['port']
else:
pass
api = TdxHq_API()
type_ = ''
start_date = str(start)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
if str(frequence) in ['5', '5m', '5min', 'five']:
frequence, type_ = 0, '5min'
lens = 48 * lens
elif str(frequence) in ['1', '1m', '1min', 'one']:
frequence, type_ = 8, '1min'
lens = 240 * lens
elif str(frequence) in ['15', '15m', '15min', 'fifteen']:
frequence, type_ = 1, '15min'
lens = 16 * lens
elif str(frequence) in ['30', '30m', '30min', 'half']:
frequence, type_ = 2, '30min'
lens = 8 * lens
elif str(frequence) in ['60', '60m', '60min', '1h']:
frequence, type_ = 3, '60min'
lens = 4 * lens
if lens > 20800:
lens = 20800
with api.connect(ip, port):
if str(code)[0] in ['5', '1']: # ETF
data = pd.concat([api.to_df(api.get_security_bars(
frequence, 1 if str(code)[0] in ['0', '8', '9', '5'] else 0, code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
else:
data = pd.concat([api.to_df(api.get_index_bars(
frequence, 1 if str(code)[0] in ['0', '8', '9', '5'] else 0, code, (int(lens / 800) - i) * 800, 800)) for i in range(int(lens / 800) + 1)], axis=0)
data = data\
.assign(datetime=pd.to_datetime(data['datetime']), code=str(code))\
.drop(['year', 'month', 'day', 'hour', 'minute'], axis=1, inplace=False)\
.assign(code=code)\
.assign(date=data['datetime'].apply(lambda x: str(x)[0:10]))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(x)))\
.assign(time_stamp=data['datetime'].apply(lambda x: QA_util_time_stamp(x)))\
.assign(type=type_).set_index('datetime', drop=False, inplace=False)[start:end]
# data
return data.assign(datetime=data['datetime'].apply(lambda x: str(x)))
def __init__(self, *args, **kwargs):
if kwargs.pop('best_ip', False):
self.ip = self.best_ip
else:
self.ip = '14.17.75.71'
self.ip = kwargs.pop('ip', '14.17.75.71')
self.thread_num = kwargs.pop('thread_num', 1)
if not PY2 and self.thread_num != 1:
self.use_concurrent = True
else:
self.use_concurrent = False
self.api = TdxHq_API(args, kwargs)
if self.use_concurrent:
self.apis = [
TdxHq_API(args, kwargs) for i in range(self.thread_num)
]
self.executor = ThreadPoolExecutor(self.thread_num)
def _test_speed(self, ip, port=7709):
api = TdxHq_API(raise_exception=True, auto_retry=False)
_time = datetime.datetime.now()
try:
with api.connect(ip, port):
if len(api.get_security_list(0, 1)) > 800:
return (datetime.datetime.now() - _time).total_seconds()
else:
return datetime.timedelta(9, 9, 0).total_seconds()
except Exception as e:
return datetime.timedelta(9, 9, 0).total_seconds()
def api_worker(self):
data = []
if self._queue.qsize() < 80:
for item in info_ip_list:
_sec = self._test_speed(item)
if _sec < 0.1:
self._queue.put(
TdxHq_API(heartbeat=False).connect(ip=item, time_out=0.05))
else:
self._queue_clean()
Timer(0, self.api_worker).start()
Timer(300, self.api_worker).start()
def __init__(self, thread_num=2, timeout=1, max_size=80, *args, **kwargs):
self.thread_num = thread_num
self.max_size = max_size if isinstance(max_size,
int) else len(stock_ip_list)
self._queue = queue.Queue(maxsize=self.max_size)
self.api_no_connection = TdxHq_API()
self._api_worker = Thread(target=self.api_worker,
args=(),
name='API Worker')
self._api_worker.start()
self.timeout = timeout
self.executor = ThreadPoolExecutor(self.thread_num)
def QA_fetch_get_stock_latest(code, ip=best_ip, port=7709):
code = [code] if isinstance(code, str) else code
api = TdxHq_API(multithread=True)
with api.connect(ip, port):
data = pd.concat([api.to_df(api.get_security_bars(
9, __select_market_code(item), item, 0, 1)).assign(code=item) for item in code], axis=0)
return data\
.assign(date=pd.to_datetime(data['datetime']
.apply(lambda x: x[0:10])), date_stamp=data['datetime']
.apply(lambda x: QA_util_date_stamp(str(x[0:10]))))\
.set_index('date', drop=False)\
.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)
def ping(self, ip, port):
api = TdxHq_API()
time1 = datetime.datetime.now()
try:
with api.connect(ip, int(port)):
if len(api.get_security_list(0, 1)) > 800:
return datetime.datetime.now() - time1
else:
return datetime.timedelta(9, 9, 0)
except:
return datetime.timedelta(9, 9, 0)
def QA_fetch_get_index_day(code,
start_date,
end_date,
frequence='day',
ip=best_ip["stock"],
port=7709):
'指数日线'
api = TdxHq_API()
if frequence in ['day', 'd', 'D', 'DAY', 'Day']:
frequence = 9
elif frequence in ['w', 'W', 'Week', 'week']:
frequence = 5
elif frequence in ['month', 'M', 'm', 'Month']:
frequence = 6
elif frequence in ['Q', 'Quarter', 'q']:
frequence = 10
elif frequence in ['y', 'Y', 'year', 'Year']:
frequence = 11
with api.connect(ip, port):
start_date = str(start_date)[0:10]
today_ = datetime.date.today()
lens = QA_util_get_trade_gap(start_date, today_)
if str(code)[0] in ['5', '1']: # ETF
data = pd.concat([
api.to_df(
api.get_security_bars(
frequence,
1 if str(code)[0] in ['0', '8', '9', '5'] else 0, code,
(int(lens / 800) - i) * 800, 800))
for i in range(int(lens / 800) + 1)
],
axis=0)
else:
data = pd.concat([
api.to_df(
api.get_index_bars(
frequence,
1 if str(code)[0] in ['0', '8', '9', '5'] else 0, code,
(int(lens / 800) - i) * 800, 800))
for i in range(int(lens / 800) + 1)
],
axis=0)
data = data.assign(date=data['datetime'].apply(lambda x: str(x[0:10]))).assign(code=str(code))\
.assign(date_stamp=data['datetime'].apply(lambda x: QA_util_date_stamp(str(x)[0:10])))\
.set_index('date', drop=False, inplace=False)\
.assign(code=code)\
.drop(['year', 'month', 'day', 'hour',
'minute', 'datetime'], axis=1)[start_date:end_date]
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
def connect_api(self):
"""连接API"""
# 连接增强行情API并检查连接情况
try:
if not self.connected:
host = SETTINGS["TDX_HOST"]
port = SETTINGS["TDX_PORT"]
self.hq_api = TdxHq_API()
self.hq_api.connect(host, port)
self.connected = True
return True
except Exception:
raise ConnectionError("pytdx连接错误")
def connect_api(self, host: str = "", port: int = 0):
"""连接行情api"""
# 连接行情API并检查连接情况
try:
if not self.connect_status:
self.hq_api = TdxHq_API()
self.hq_api.connect(host, port)
self.connect_status = True
self.login_status = True
self.subscribe_start()
except Exception as e:
return e
def __call__(self):
count = 0
try:
connect = sqlite3.connect(self.sqlitefile)
progress = ProgressBar(self)
api = TdxHq_API()
api.connect(self.ip, self.port)
count = import_data(connect, self.market, self.ktype,
self.quotations, api, self.dest_dir, progress)
except Exception as e:
print(e)
self.queue.put([self.task_name, self.market, self.ktype, None, count])