def login():
# 登录行情服务器
user = MyMdApi(instruments=inst,
broker_id=BROKER_ID,
investor_id=INVESTOR_ID,
password=PASSWORD)
user.Create("data")
user.RegisterFront(ADDRESS_MD)
user.Init()
print('行情服务器登录成功')
bars = load_data_from_server(server_base='http://106.14.119.122',
instruments_id=inst[0],
granularity=granularity)
while True:
if Utils.exit_flag:
msg = 'Thread CTPDataCollectEngine say bye-bye'
print(msg)
logger.info(msg=msg)
return
try:
payload = q_depth_market_data.get(timeout=1)
q_depth_market_data.task_done()
instrument_id = payload.InstrumentID
action_day = payload.ActionDay
update_time = payload.UpdateTime.replace(':', '')
last_price = payload.LastPrice
volume = payload.Volume
if volume == 0:
continue
tickToBar(payload, 13)
if not q_bar.empty():
bar = q_bar.get()
bars.append(bar)
high = get_k_line_column(data=bars, depth=20)
low = get_k_line_column(data=bars, ohlc='low')
ma_5 = ma(elements=high, step=5)
ma_10 = ma(elements=high, step=10)
print(high)
print(ma_5)
print(ma_10)
cu = cross(ma_5, ma_10)
print(cu)
far = be_apart_from(cu)
print(far)
except queue.Empty as e:
pass
def run_loop(self):
while True:
if Utils.exit_flag:
msg = 'Thread vir_event_loop_poll_run say bye-bye'
print msg
logger.info(msg=msg)
return
self.run_once()
def launch(cls):
workdays = TradingPeriod.get_workdays(begin='2016-12-31',
end='2019-12-31')
workdays_exchange_trading_period_by_ts = \
TradingPeriod.get_workdays_exchange_trading_period(
_workdays=workdays, exchange_trading_period=EXCHANGE_TRADING_PERIOD)
while True:
if Utils.exit_flag:
msg = 'Thread DataArrangeEngine say bye-bye'
print msg
logger.info(msg=msg)
return
try:
awp_tick = db.r.lpop(app.config['data_stream_queue'])
if awp_tick is None:
time.sleep(1)
continue
awp_tick = json.loads(awp_tick)
# 过滤交易量为 0 的假数据
if 'volume' in awp_tick and awp_tick['volume'] == 0:
continue
contract_code = pattern.match(
awp_tick['instrument_id']).group()
action_day = awp_tick['action_day']
update_time = awp_tick['update_time']
# 时间合法性校验
if not trading_time_filter(
date_time=' '.join([action_day, update_time]),
contract_code=contract_code,
exchange_trading_period_by_ts=
workdays_exchange_trading_period_by_ts['-'.join([
action_day[:4], action_day[4:6], action_day[6:]
])]):
continue
cls.data_arrange(awp_tick=awp_tick)
except AttributeError as e:
logger.error(traceback.format_exc())
time.sleep(1)
if db.r is None:
db.init_conn_redis()
except Exception as e:
logger.error(traceback.format_exc())
time.sleep(1)
def launch(cls):
logger.info(msg='Thread EventProcessor is launched.')
while True:
if Utils.exit_flag:
msg = 'Thread EventProcessor say bye-bye'
print msg
logger.info(msg=msg)
return
try:
report = db.r.lpop(app.config['upstream_queue'])
if report is None:
time.sleep(1)
continue
cls.message = json.loads(report)
if cls.message['kind'] == EmitKind.log.value:
cls.log_processor()
elif cls.message['kind'] == EmitKind.guest_event.value:
cls.guest_event_processor()
elif cls.message['kind'] == EmitKind.host_event.value:
cls.host_event_processor()
elif cls.message['kind'] == EmitKind.response.value:
cls.response_processor()
elif cls.message[
'kind'] == EmitKind.guest_collection_performance.value:
cls.guest_collection_performance_processor()
elif cls.message[
'kind'] == EmitKind.host_collection_performance.value:
cls.host_collection_performance_processor()
else:
pass
except AttributeError as e:
logger.error(traceback.format_exc())
time.sleep(1)
if db.r is None:
db.init_conn_redis()
except Exception as e:
logger.error(traceback.format_exc())
time.sleep(1)
def ws_engine_for_vnc():
logger.info(msg='VNC ws engine is launched.')
while True:
payload = db.r.lpop(app.config['ipc_queue'])
if payload is None:
time.sleep(1)
continue
payload = json.loads(payload)
c_pid = os.fork()
if c_pid == 0:
instantiation_ws_vnc(payload['listen_port'], payload['target_host'], payload['target_port'])
# 因为 WebSocketProxy 使用了 daemon 参数，所以当执行到 ws.start_server() 时，会退出其所在的子进程，
# 故而这里设置wait来处理结束的子进程的环境，避免出现僵尸进程。
os.wait()
def login():
# 登录行情服务器
user = MyMdApi(instruments=inst,
broker_id=BROKER_ID,
investor_id=INVESTOR_ID,
password=PASSWORD)
user.Create("data")
user.RegisterFront(ADDRESS_MD)
user.Init()
print u'行情服务器登录成功'
while True:
if Utils.exit_flag:
msg = 'Thread CTPDataCollectEngine say bye-bye'
print msg
logger.info(msg=msg)
return
try:
payload = q_depth_market_data.get(timeout=1)
q_depth_market_data.task_done()
awp_tick = {
'granularities': granularities,
'instrument_id': payload.InstrumentID,
'last_price': payload.LastPrice,
'action_day': payload.ActionDay,
'update_time': payload.UpdateTime.replace(':', ''),
'volume': payload.Volume
}
print awp_tick
db.r.rpush(app.config['data_stream_queue'],
json.dumps(awp_tick, ensure_ascii=False))
except Queue.Empty as e:
pass
def login():
# 登录行情服务器
user = MyMdApi(instruments=inst, broker_id=BROKER_ID, investor_id=INVESTOR_ID, password=PASSWORD)
user.Create("data")
user.RegisterFront(ADDR_MD)
user.Init()
print('行情服务器登录成功')
while True:
if Utils.exit_flag:
msg = 'Thread CTPDataCollectEngine say bye-bye'
print(msg)
logger.info(msg=msg)
return
try:
payload = q_depth_market_data.get(timeout=1)
print(payload)
q_depth_market_data.task_done()
instrument_id = payload.InstrumentID
action_day = payload.ActionDay
update_time = payload.UpdateTime.replace(':', '')
last_price = payload.LastPrice
volume = payload.Volume
if volume == 0:
continue
if update_time.find('.') != -1:
dt = datetime.strptime(' '.join([action_day, update_time]), "%Y%m%d %H%M%S.%f")
timestamp = time.mktime(dt.timetuple()) + (dt.microsecond / 1e6)
else:
timestamp = int(time.mktime(time.strptime(' '.join([action_day, update_time]), "%Y%m%d %H%M%S")))
date_time = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(timestamp))
ohlc_key = generate_ohlc_key(instrument_id=instrument_id, granularity=granularity, timestamp=timestamp)
if ohlc_key not in nest:
nest[ohlc_key] = {
'date_time': date_time,
'last_timestamp': timestamp,
'high': last_price,
'low': last_price,
'close': last_price,
'open': last_price
}
nest[ohlc_key]['last_timestamp'] = timestamp
nest[ohlc_key]['date_time'] = date_time
nest[ohlc_key]['close'] = last_price
if last_price > decimal.Decimal(nest[ohlc_key]['high']):
nest[ohlc_key]['high'] = last_price
elif last_price < decimal.Decimal(nest[ohlc_key]['low']):
nest[ohlc_key]['low'] = last_price
if nest.__len__() > 1:
for k, v in list(nest.items()):
if k == ohlc_key:
continue
data.append(nest[k]) #
del nest[k]
high = get_k_line_column(data=data, depth=20)
ma_5 = ma(elements=high, step=5)
ma_10 = ma(elements=high, step=10)
# print high
# print ma_5
# print ma_10
cu = cross(ma_5, ma_10)
print(cu)
far = be_apart_from(cu)
print(far)
print(nest)
except queue.Empty as e:
pass
def main():
pidfile = PidFile(file_name=config['pidfile'])
pidfile.create(pid=os.getpid())
atexit.register(pidfile.unlink)
threads = []
signal.signal(signal.SIGTERM, Utils.signal_handle)
signal.signal(signal.SIGINT, Utils.signal_handle)
guest_creating_progress_report_engine_engine = Host()
t_ = threading.Thread(target=guest_creating_progress_report_engine_engine.
guest_creating_progress_report_engine,
args=())
threads.append(t_)
host_use_for_instruction_process_engine = Host()
t_ = threading.Thread(target=host_use_for_instruction_process_engine.
instruction_process_engine,
args=())
threads.append(t_)
host_use_for_host_state_report_engine = Host()
t_ = threading.Thread(
target=host_use_for_host_state_report_engine.host_state_report_engine,
args=())
threads.append(t_)
host_use_for_guest_performance_collection_engine = Host()
t_ = threading.Thread(
target=host_use_for_guest_performance_collection_engine.
guest_performance_collection_engine,
args=())
threads.append(t_)
host_use_for_host_performance_collection_engine = Host()
t_ = threading.Thread(
target=host_use_for_host_performance_collection_engine.
host_performance_collection_engine,
args=())
threads.append(t_)
vir_event_loop_poll_register()
t_ = threading.Thread(target=vir_event_loop_poll_run,
name="libvirtEventLoop")
threads.append(t_)
host_use_for_refresh_guest_state = Host()
host_use_for_refresh_guest_state.refresh_guest_state()
for t in threads:
t.setDaemon(True)
t.start()
EventProcess.guest_event_register()
while True:
if Utils.exit_flag:
# 主线程即将结束
EventProcess.guest_event_deregister()
break
if config['DEBUG']:
print threads_status
time.sleep(1)
# 等待子线程结束
for t in threads:
t.join()
msg = 'Main say bye-bye!'
print msg
logger.info(msg=msg)
def main():
pidfile = PidFile(file_name=config['pidfile'])
pidfile.create(pid=os.getpid())
atexit.register(pidfile.unlink)
threads = []
signal.signal(signal.SIGTERM, Utils.signal_handle)
signal.signal(signal.SIGINT, Utils.signal_handle)
t_ = threading.Thread(target=Host().guest_creating_progress_report_engine,
args=())
threads.append(t_)
t_ = threading.Thread(target=Host().guest_state_report_engine, args=())
threads.append(t_)
t_ = threading.Thread(target=Host().instruction_process_engine, args=())
threads.append(t_)
t_ = threading.Thread(target=Host().host_state_report_engine, args=())
threads.append(t_)
t_ = threading.Thread(target=Host().guest_performance_collection_engine,
args=())
threads.append(t_)
t_ = threading.Thread(target=Host().host_performance_collection_engine,
args=())
threads.append(t_)
vir_event_loop_poll_register()
t_ = threading.Thread(target=vir_event_loop_poll_run,
name="libvirtEventLoop")
threads.append(t_)
for t in threads:
t.setDaemon(True)
t.start()
i = 0
while not eventLoop.runningPoll and i <= 10:
"""
避免在 timer 还没启动的时候，就去注册事件。那样会抛出如下异常：
libvirtError: internal error: could not initialize domain event timer
"""
i += 1
time.sleep(1)
EventProcess.guest_event_register()
while True:
if Utils.exit_flag:
# 主线程即将结束
EventProcess.guest_event_deregister()
break
if config['DEBUG']:
print threads_status
for k, v in threads_status.items():
# 如果某个引擎脱线 120 秒，则自动重启 JimV-N。
if (ji.Common.ts() - v['timestamp']) > 120:
Host.restart()
time.sleep(1)
# 等待子线程结束
for t in threads:
t.join()
msg = 'Main say bye-bye!'
print msg
logger.info(msg=msg)