def get_trading_date():
from dHydra.core.Functions import get_vendor
sina = get_vendor("Sina")
sh000300 = sina.get_quote(symbols=["sh000300"])
sh000300_date = sh000300.iloc[0].date
return sh000300_date
def init_accounts(self, accounts="easyuncle.json"):
"""
初始化acctouns中配置的所有帐号
@return dict
{
"account_name": {
"type": "ctp/easytrader/other",
"trader": "生成的实例对象",
"timestamp": "对象生成时间",
}
}
"""
result = {}
if accounts[0] != '/':
accounts = os.getcwd() + '/' + accounts
accounts_dict = util.read_config(accounts)
for account in accounts_dict.keys():
result[account] = dict()
result[account]["type"] = accounts_dict[account]["type"]
if result[account]["type"] == "ctp":
result[account]["trader"] = get_vendor(
"CTPTraderApi",
account=copy.deepcopy(accounts_dict[account])
console_log=True, # 关闭它的log
info_log=False,
error_log=False,
)
result[account]["timestamp"] = datetime.now()
return result
def get_trading_date():
from dHydra.core.Functions import get_vendor
sina = get_vendor("Sina")
sh000300 = sina.get_quote(symbols=["sh000300"])
sh000300_date = sh000300.iloc[0].date
return sh000300_date
def kline_history(
self,
symbols=None,
end=None,
types=["normal", "before", "after"],
dbName="stock",
collectionName="kline_history",
host="localhost",
port=27017
):
if symbols is None:
# 我选择从新浪获取一份股票列表
sina = get_vendor("Sina")
symbolList = sina.get_symbols()
elif isinstance(symbols, str):
symbolList = symbols.split(',')
else:
symbolList = list(symbols)
for symbol in symbolList:
self.kline_to_mongodb(
symbol,
types=types,
end=end,
dbName=dbName,
collectionName=collectionName,
host=host,
port=port
)
return True
def init_mdapi(self):
self.mdapi = get_vendor("CtpMdApi",
account=self.__account__,
instrument_ids=self.instrument_ids)
self.mdapi.OnRtnDepthMarketData = self.OnRtnDepthMarketData
self.logger.info("开启CtpMd")
self.mdapi.Init()
def kline_to_mongodb(
self,
symbol,
types=["normal", "before", "after"],
end=None,
dbName='stock',
collectionName='kline_history',
host='localhost',
port=27017
):
if end is None:
end = datetime.now().date()
else:
end = util.string_to_date(end)
if self.mongodb is None:
self.mongodb = get_vendor("DB").get_mongodb(host=host, port=port)
if self.mongodb is False:
self.logger.error("没有连接上mongodb")
return False
for fqType in types:
# 先找到mongodb中这条股票的最新记录
latest = self.mongodb[dbName][collectionName].find_one(
{"symbol" : symbol, "type": fqType}, sort=[("time", -1)]
)
if latest is not None:
begin = (latest["time"] + timedelta(days=1)
).strftime("%Y-%m-%d")
self.logger.info("symbol = {}, {}\t最近更新记录为 {}".format(
symbol, fqType, latest["time"]))
if latest["time"].date() >= end:
self.logger.info("不需要更新")
return True
else:
begin = None
self.logger.info(
"symbol = {}, {}\t无最近更新记录".format(symbol, fqType))
self.logger.info("开始更新symbol = {} \t {}".format(symbol, fqType))
kline = False
while kline is False:
try:
kline = self.get_kline(symbol, begin=begin)
except Exception as e:
self.logger.warning(e)
if len(kline) > 0:
kline["type"] = fqType
kline = kline.iloc[0:len(kline)].to_dict(orient="records")
result = self.mongodb[dbName][
collectionName].insert_many(kline)
self.logger.info(
"更新完毕symbol = {} \t {} \t 插入结果：{}"
.format(symbol, fqType, result)
)
else:
self.logger.info("没有新的记录")
return True
def init_mdapi(self):
self.mdapi = get_vendor(
"CtpMdApi",
account=self.__account__,
instrument_ids=self.instrument_ids
)
self.mdapi.OnRtnDepthMarketData = self.OnRtnDepthMarketData
self.logger.info("开启CtpMd")
self.mdapi.Init()
def get_trading_date():
from dHydra.core.Functions import get_vendor
print("实例化Sina")
sina = get_vendor("Sina")
print("尝试获取交易日")
sh000300 = sina.get_quote(symbols=["sh000300"],timeout=5)
sh000300_date = sh000300.iloc[0].date
return sh000300_date
def __init__(self, **kwargs):
super().__init__(**kwargs)
self.redis = get_vendor("DB").get_redis()
self.worker_names = list()
self.worker_info = dict()
self.updating = False
if "auto_remove_terminated" in kwargs:
self.auto_remove_terminated = kwargs["auto_remove_terminated"]
else:
self.auto_remove_terminated = -1
def __init__(self, **kwargs):
super().__init__(**kwargs)
self.redis = get_vendor("DB").get_redis()
self.worker_names = list()
self.worker_info = dict()
self.updating = False
if "auto_remove_terminated" in kwargs:
self.auto_remove_terminated = kwargs["auto_remove_terminated"]
else:
self.auto_remove_terminated = -1
def init_ctp(self, account="ctp.json"):
self.ctp = get_vendor("CTPTraderApi", account=account)
# 初始化持仓情况
self.ctp.OnRspQryInvestorPosition = self.OnRspQryInvestorPosition
self.ctp.OnRspQryInvestorPositionDetail =\
self.OnRspQryInvestorPositionDetail
self.ctp.OnRspQryTradingAccount = self.OnRspQryTradingAccount
self.ctp.OnRspQryOrder = self.OnRspQryOrder
self.get_position_detail_ctp()
self.get_position_ctp()
def __producer__(self):
"""
定时更新redis中各个worker的状态
:return:
"""
import time
# wm: short for "worker_manager"
self.wm = get_vendor("WorkerManager", auto_remove_terminated=3600 * 24)
while True:
time.sleep(1)
self.wm.update_workers()
def __producer__(self):
self.mdapi = get_vendor("CTPMdApi",
account=self.__account__,
instrument_ids=self.instrument_ids)
self.mdapi.OnRtnDepthMarketData = self.OnRtnDepthMarketData
self.logger.info("开启CTPMd")
self.mdapi.Init()
try:
while 1:
time.sleep(10)
except Exception as e:
self.logger.warning(e)
def __producer__(self):
"""
定时更新redis中各个worker的状态
:return:
"""
import time
# wm: short for "worker_manager"
self.wm = get_vendor(
"WorkerManager",
auto_remove_terminated=3600*24
)
while True:
time.sleep(1)
self.wm.update_workers()
def init_mdapi(self):
if self.mdapi is not None:
try:
self.mdapi.Release()
except Exception as e:
self.logger.error("MdApi Release Failed: {}".format(e))
instrument_ids = self.get_all_instruments()
self.logger.info("成功获取Instruments: {}".format(len(instrument_ids)))
self.mdapi = get_vendor("CtpMdApi",
account=self.__account__,
instrument_ids=instrument_ids)
self.mdapi.OnRtnDepthMarketData = self.OnRtnDepthMarketData
self.logger.info("开启CtpMd")
self.mdapi.Init()
def get_all_instruments(self):
trader = get_vendor("CtpTraderApi", account=self.__account__)
result = list()
instruments = list()
while instruments == list():
time.sleep(3)
try:
instruments = list(trader.instruments.InstrumentID)
except Exception as e:
trader.prepare_instruments_info()
print("获取instruments失败，1秒后重试")
trader.Release()
for item in instruments:
if ("&" in item) or (" " in item):
continue
else:
result.append(item)
# 确保我们配置文件中规定的instruments必须在列表中
result = list(set(result) | set(self.instrument_ids))
return result
def hail(what=None):
import threading
import time
import dHydra.web
try:
if what:
if what[0] != "dHydra":
print("Hail What??")
exit(0)
else:
print("Welcome to dHydra! Following is the "
"Architecture of dHydra")
doc = \
"""
"hail dHydra"
|
|
┌────┴─────┐ ┌────────────┐
| dHydra | | Tornado |
| Server ├─────────┤ Web Server ├──http://127.0.0.1:5000────┐
└────┬─────┘ └──────┬─────┘ |
| | 默认两种url映射规则，例如：
┌────┴────┐ | /api/Worker/BackTest/method/
| Redis ├─────────────────┘ /Worker/BackTest/index
└──┬──────┘ 详情参考文档
| |
├─────Publish────┬─────Subscribe──────┬─────Publish───┐────┤
| | | |
┌──────┴──┐ ┌────┴─────┐ ┌────┴─────┐ ┌────┴─────┐
| (Worker)| | (Worker) | | (Worker) | | (Worker) |
| CTP | | Strategy | | BackTest | | Sina L2 |
└─────────┘ └──────────┘ └──────────┘ └──────────┘
"""
print(doc)
# open a thread for the Worker of Monitor
start_worker("Monitor")
logger.info("Monitor has started")
# open a thread for webserver
thread_tornado = threading.Thread(
target=dHydra.web.start_server)
thread_tornado.setDaemon(True)
thread_tornado.start()
logger.info("Tornado webserver has started")
# 绑定退出信号
bind_quit_signals()
redis_conn = get_vendor("DB").get_redis()
command_listener = redis_conn.pubsub()
channel_name = "dHydra.Command"
command_listener.subscribe([channel_name])
while True:
msg_command = command_listener.get_message()
if msg_command:
if msg_command["type"] == "message":
__command_handler__(msg_command["data"])
else:
time.sleep(0.1)
else:
print("Hail What?")
except Exception as e:
print("Hail What?")
traceback.print_exc()
from dHydra.console import logger, get_worker_class
from dHydra.core.Functions import get_vendor
import click
import signal
import multiprocessing
import time
import os
import json
import traceback
import sys
__redis__ = get_vendor("DB").get_redis()
__current_process__ = multiprocessing.current_process()
worker_dict = dict()
def __on_termination__(sig, frame):
logger.info("The dHydra Server is about to terminate, pid:{}".format(
os.getpid()))
sys.exit(0)
def bind_quit_signals():
shutdown_signals = [
signal.SIGQUIT, # quit 信号
signal.SIGINT, # 键盘信号
signal.SIGHUP, # nohup 命令
signal.SIGTERM, # kill 命令
]
for s in shutdown_signals:
from dHydra.console import logger, get_worker_class
from dHydra.core.Functions import get_vendor
import click
import multiprocessing
import time
import os
import json
import traceback
import sys
import pickle
__redis__ = get_vendor("DB").get_redis()
__current_process__ = multiprocessing.current_process()
worker_dict = dict()
def __on_termination__(sig, frame):
logger.info("The dHydra Server is about to terminate, pid:{}"
.format(os.getpid())
)
sys.exit(0)
def bind_quit_signals():
import signal
shutdown_signals = [
"SIGQUIT", # quit 信号
"SIGINT", # 键盘信号
"SIGHUP", # nohup 命令
"SIGTERM", # kill 命令
def hail(what=None):
import threading
import time
import dHydra.web
try:
if what:
if what[0] != "dHydra":
print("Hail What??")
exit(0)
else:
print(
"Welcome to dHydra! Following is the "
"Architecture of dHydra"
)
doc = \
"""
"hail dHydra"
|
|
┌────┴─────┐ ┌────────────┐
| dHydra | | Tornado |
| Server ├─────────┤ Web Server ├──http://127.0.0.1:5000────┐
└────┬─────┘ └──────┬─────┘ |
| | 默认两种url映射规则，例如：
┌────┴────┐ | /api/Worker/BackTest/method/
| Redis ├─────────────────┘ /Worker/BackTest/index
└──┬──────┘ 详情参考文档
| |
├─────Publish────┬─────Subscribe──────┬─────Publish───┐────┤
| | | |
┌──────┴──┐ ┌────┴─────┐ ┌────┴─────┐ ┌────┴─────┐
| (Worker)| | (Worker) | | (Worker) | | (Worker) |
| CTP | | Strategy | | BackTest | | Sina L2 |
└─────────┘ └──────────┘ └──────────┘ └──────────┘
"""
print(doc)
# open a thread for the Worker of Monitor
start_worker(worker_name="Monitor",nickname="Monitor")
logger.info("Monitor has started")
# 开启Tornado
if len(what) == 1:
# 没指定http端口，不开启Tornado
pass
else:
port = int(what[1])
start_worker(worker_name="Web", nickname="Tornado")
# 绑定退出信号
bind_quit_signals()
redis_conn = get_vendor("DB").get_redis()
command_listener = redis_conn.pubsub()
channel_name = "dHydra.Command"
command_listener.subscribe([channel_name])
while True:
msg_command = command_listener.get_message()
if msg_command:
if msg_command["type"] == "message":
__command_handler__(msg_command["data"])
else:
time.sleep(0.1)
else:
print("Hail What?")
except Exception as e:
traceback.print_exc()
logger.error("{}".format(e))
print("Hail What?")
