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 __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, methodName='runTest'):
super().__init__(methodName)
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))
class GlobalMap:
# 拼装成字典构造全局变量 借鉴_map 包含变量的增删改查
logger = get_log()
_map = {}
def set_map(self, key, value):
if (isinstance(value, dict)):
# 把dict转为str
value = json.dumps(value)
self._map[key] = value
def set_List(self, key, value):
if (isinstance(value, list)):
self._map[key] = value
def set_value(self, **keys):
try:
for key_, value_ in keys.items():
self._map[key_] = str(value_)
# self.logger.debug(key_+":"+str(value_))
except BaseException as msg:
self.logger.error(msg)
raise msg
def set_bool(self, **keys):
try:
for key_, value_ in keys.items():
self._map[key_] = value_
# self.logger.debug(key_+":"+str(value_))
except BaseException as msg:
self.logger.error(msg)
raise msg
def del_map(self, key):
try:
# 删除变量
# del语句作用在变量上，而不是数据对象上。
del self._map[key]
return self._map
except KeyError:
self.logger.error("key:'" + str(key) + "' 不存在")
def get_value(self, *args):
try:
dic = {}
for key in args:
if len(args) == 1:
dic = self._map[key]
# self.logger.debug(key+":"+str(dic))
elif len(args) == 1 and args[0] == 'all':
dic = self._map
else:
dic[key] = self._map[key]
return dic
except KeyError:
self.logger.warning("key:'" + str(key) + "' 不存在")
return None
def __init__(self, methodName='runTest', check_json_list=None, is_before_data=False, sub_time=None, start_time=None, instr_code=None, exchange=None, peroid_type=None):
super().__init__(methodName)
self.check_json_list = check_json_list
self.is_before_data = is_before_data
self.sub_time = sub_time
self.start_time = start_time
self.instr_code = instr_code
self.exchange = exchange
self.peroid_type = peroid_type
self.logger = get_log()
self.tolerance_time = 30000
def __init__(self, is_subscribe_record=False):
self.conn = sqlite3.connect(dbPath, check_same_thread=False)
self.common = Common()
self.logger = get_log()
currentDayTimeStampInfo = self.common.getCurrentDayTimeStampInfo()
self.todayBeginTimeStamp = currentDayTimeStampInfo['todayBeginTimeStamp']
self.todayEndTimeStamp = currentDayTimeStampInfo['todayEndTimeStamp']
self.is_subscribe_record = is_subscribe_record
self.assemble_num = 100 # sqlite单条插入数值最多为500个
self.assemble_sql = ''
self.assemble_float_num = 0
self.transaction_num = 1 # 为了减少执行sql的次数，此处优化为使用事务一次性批量插入: 此参数表示事务里执行的sql命令个数
self.transaction_float_num = 0
def __init__(self, url, loop=None, close_timeout=5):
self.url = url
self.loop = loop
self.close_timeout = close_timeout
self.logger = get_log()
def __init__(self, db_path):
self.db = rocksdb.DB(db_path,
rocksdb.Options(create_if_missing=False),
read_only=True)
self.logger = get_log()
def __init__(self):
self.logger = get_log()
# -*- coding: utf-8 -*-
# !/usr/bin/python
# @Author: WX
# @Create Time: 2020/6/22
# @Software: PyCharm
from pb_files.quote_type_def_pb2 import *
from pb_files.common_type_def_pb2 import *
from common.test_log.ed_log import get_log
logger = get_log()
def k_type_convert(input_str):
if isinstance(input_str, int):
return input_str
try:
return KLinePeriodType.Value(input_str)
except:
logger.error('Error klinePeriodType: {}'.format(input_str))
def exchange_convert(input_str):
try:
return ExchangeType.Value(input_str)
except:
logger.error('Error exchange: {}'.format(input_str))
def k_type_min(peroid):
# 返回K线频率对应的分钟数
def __init__(self, host=redis_host, port=redis_port):
self.host = host
self.port = port
self.conn = self.__connectPika(self.host, self.port)
self.logger = get_log()
self.common = Common()
class Test_Comtrast_PRD():
common = Common()
logger = get_log()
market_token = None
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_StartChartDataReq(self, SZ_api, HK_api, exchange, code):
"""订阅手机图表数据(手机专用)--订阅一个港股，frequence=4"""
# exchange = SEHK_exchange
# code = "00700"
exchange = exchange
code = code
frequence = None
start_time_stamp = int(time.time() * 1000)
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'订阅深圳--手机图表')
sz_rsp_list = loop.run_until_complete(
future=SZ_api.StartChartDataReqApi(
exchange, code, start_time_stamp, recv_num=1))
app_rsp = sz_rsp_list[0]
assert self.common.searchDicKV(app_rsp, 'retCode') == 'SUCCESS'
sz_basic_json_list = app_rsp['basicData']
sz_before_snapshot_json_list = app_rsp['snapshot']
sz_before_orderbook_json_list = []
if self.common.searchDicKV(sz_before_snapshot_json_list,
"dataType") != "EX_INDEX":
sz_before_orderbook_json_list = app_rsp['orderbook']
del sz_basic_json_list["commonInfo"]
del sz_before_snapshot_json_list["commonInfo"]
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'订阅香港--手机图表')
hk_rsp_list = loop.run_until_complete(
future=HK_api.StartChartDataReqApi(
exchange, code, start_time_stamp, recv_num=1))
app_rsp = hk_rsp_list[0]
assert self.common.searchDicKV(app_rsp, 'retCode') == 'SUCCESS'
hk_basic_json_list = app_rsp['basicData']
hk_before_snapshot_json_list = app_rsp['snapshot']
hk_before_orderbook_json_list = []
if self.common.searchDicKV(hk_before_snapshot_json_list,
"dataType") != "EX_INDEX":
hk_before_orderbook_json_list = app_rsp['orderbook']
del hk_basic_json_list["commonInfo"]
del hk_before_snapshot_json_list["commonInfo"]
assert sz_basic_json_list == hk_basic_json_list
assert sz_before_snapshot_json_list == hk_before_snapshot_json_list
if sz_before_orderbook_json_list or hk_before_orderbook_json_list:
del sz_before_orderbook_json_list["commonInfo"]
del hk_before_orderbook_json_list["commonInfo"]
assert sz_before_orderbook_json_list == hk_before_orderbook_json_list
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryKLineMinMsgReqApi(self, SZ_api, HK_api, exchange,
code):
"""分时查询--查询并订阅港股的分时数据： isSubKLineMin = True"""
frequence = 100
isSubKLineMin = False
exchange = exchange
code = code
query_type = QueryKLineMsgType.UNKNOWN_QUERY_KLINE # app 订阅服务该字段无意义
direct = QueryKLineDirectType.WITH_BACK # app 订阅服务该字段无意义
start = 0 # app 订阅服务该字段无意义
end = 0 # app 订阅服务该字段无意义
vol = 0 # app 订阅服务该字段无意义
start_time_stamp = int(time.time() * 1000)
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'查询深圳分时数据')
final_rsp = loop.run_until_complete(
future=SZ_api.QueryKLineMinMsgReqApi(
isSubKLineMin, exchange, code, query_type, direct, start, end,
vol, start_time_stamp))
sz_query_kline_min_rsp_list = final_rsp['query_kline_min_rsp_list'][0]
assert self.common.searchDicKV(sz_query_kline_min_rsp_list,
'retCode') == 'SUCCESS'
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'查询深圳分时数据')
final_rsp = loop.run_until_complete(
future=HK_api.QueryKLineMinMsgReqApi(
isSubKLineMin, exchange, code, query_type, direct, start, end,
vol, start_time_stamp))
hk_query_kline_min_rsp_list = final_rsp['query_kline_min_rsp_list'][0]
assert self.common.searchDicKV(hk_query_kline_min_rsp_list,
'retCode') == 'SUCCESS'
assert sz_query_kline_min_rsp_list.get(
"data") == hk_query_kline_min_rsp_list.get("data")
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryFiveDaysKLineMinReqApi(self, SZ_api, HK_api,
exchange, code):
"""五日分时查询, 查询并订阅数据： isSubKLineMin = True"""
frequence = 100
isSubKLineMin = False
exchange = exchange
code = code
start = None # app 订阅服务该字段无意义
start_time_stamp = int(time.time() * 1000)
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
# 深圳
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
final_rsp = loop.run_until_complete(
future=SZ_api.QueryFiveDaysKLineMinReqApi(
isSubKLineMin, exchange, code, start, start_time_stamp))
sz_query_5day_klinemin_rsp_list = final_rsp[
'query_5day_klinemin_rsp_list'][0]
assert self.common.searchDicKV(sz_query_5day_klinemin_rsp_list,
'retCode') == 'SUCCESS'
# 香港
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
final_rsp = loop.run_until_complete(
future=HK_api.QueryFiveDaysKLineMinReqApi(
isSubKLineMin, exchange, code, start, start_time_stamp))
hk_query_5day_klinemin_rsp_list = final_rsp[
'query_5day_klinemin_rsp_list'][0]
assert self.common.searchDicKV(hk_query_5day_klinemin_rsp_list,
'retCode') == 'SUCCESS'
assert sz_query_5day_klinemin_rsp_list.get(
"hk_query_5day_klinemin_rsp_list"
) == hk_query_5day_klinemin_rsp_list.get(
"hk_query_5day_klinemin_rsp_list")
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
("SEHK", SEHK_indexCode1),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryKLineMsgReqApi(self, SZ_api, HK_api, exchange,
code):
"""K线查询港股: 按BY_DATE_TIME方式查询, 1分K, 前一小时的数据, 并订阅K线数据"""
frequence = None
isSubKLine = False
exchange = SEHK_exchange
code = SEHK_code1
peroid_type = KLinePeriodType.MINUTE
query_type = QueryKLineMsgType.BY_VOL
direct = QueryKLineDirectType.WITH_FRONT
start_time_stamp = int(time.time() * 1000)
start = start_time_stamp
end = None
vol = 80
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'查询K线数据，并检查返回结果')
final_rsp = loop.run_until_complete(future=SZ_api.QueryKLineMsgReqApi(
isSubKLine, exchange, code, peroid_type, query_type, direct, start,
end, vol, start_time_stamp))
sz_query_kline_rsp_list = final_rsp['query_kline_rsp_list']
assert self.common.searchDicKV(sz_query_kline_rsp_list[0],
'retCode') == 'SUCCESS'
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'查询K线数据，并检查返回结果')
final_rsp = loop.run_until_complete(future=HK_api.QueryKLineMsgReqApi(
isSubKLine, exchange, code, peroid_type, query_type, direct, start,
end, vol, start_time_stamp))
hk_query_kline_rsp_list = final_rsp['query_kline_rsp_list']
assert self.common.searchDicKV(hk_query_kline_rsp_list[0],
'retCode') == 'SUCCESS'
assert sz_query_kline_rsp_list[0].get(
"kData") == hk_query_kline_rsp_list[0].get("kData")
@pytest.mark.parametrize("exchange, code", [
("SEHK", "00700"),
(ASE_exchange, ASE_code1),
(NASDAQ_exchange, NASDAQ_code1),
(NYSE_exchange, NYSE_code1),
(HK_exchange, HK_main1),
(NYMEX_exchange, NYMEX_code1),
])
def test_contrast_QueryTradeTickMsgReqApi(self, SZ_api, HK_api, exchange,
code):
"""
查询逐笔成交--查询5分钟的逐笔成交数据, 并订阅逐笔成交
"""
frequence = 100
isSubTrade = False
exchange = exchange
code = code
type = QueryKLineMsgType.BY_VOL
direct = QueryKLineDirectType.WITH_FRONT
start_time_stamp = int(time.time() * 1000)
start_time = start_time_stamp
end_time = None
vol = 100
loop = asyncio.get_event_loop()
asyncio.set_event_loop(loop)
loop.run_until_complete(
future=SZ_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(SZ_api.hearbeat_job(), loop)
self.logger.debug(u'逐笔成交查询，并检查返回结果')
_start = time.time()
final_rsp = loop.run_until_complete(
future=SZ_api.QueryTradeTickMsgReqApi(
isSubTrade, exchange, code, type, direct, start_time, end_time,
vol, start_time_stamp))
self.logger.debug("查询回包时间 : {}".format(time.time() - _start))
sz_query_trade_tick_rsp_list = final_rsp['query_trade_tick_rsp_list']
assert self.common.searchDicKV(sz_query_trade_tick_rsp_list[0],
'retCode') == 'SUCCESS'
loop.run_until_complete(
future=HK_api.LoginReq(token=self.market_token,
start_time_stamp=start_time_stamp,
frequence=frequence))
asyncio.run_coroutine_threadsafe(HK_api.hearbeat_job(), loop)
self.logger.debug(u'逐笔成交查询，并检查返回结果')
final_rsp = loop.run_until_complete(
future=HK_api.QueryTradeTickMsgReqApi(
isSubTrade, exchange, code, type, direct, start_time, end_time,
vol, start_time_stamp))
hk_query_trade_tick_rsp_list = final_rsp['query_trade_tick_rsp_list']
assert self.common.searchDicKV(hk_query_trade_tick_rsp_list[0],
'retCode') == 'SUCCESS'
assert sz_query_trade_tick_rsp_list[0].get(
"tickData") == hk_query_trade_tick_rsp_list[0].get("tickData")
