def connectQuote(self):
"""连接行情功能"""
self.quoteCtx = ft.OpenQuoteContext(self.host, self.port)
# 继承实现处理器类
class QuoteHandler(StockQuoteHandlerBase):
"""报价处理器"""
gateway = self # 缓存Gateway对象
def on_recv_rsp(self, rsp_str):
ret_code, content = super(QuoteHandler, self).on_recv_rsp(rsp_str)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.processQuote(content)
return RET_OK, content
class OrderBookHandler(OrderBookHandlerBase):
"""订单簿处理器"""
gateway = self
def on_recv_rsp(self, rsp_str):
ret_code, content = super(OrderBookHandler, self).on_recv_rsp(rsp_str)
if ret_code != RET_OK:
return RET_ERROR, content
self.gateway.processOrderBook(content)
return RET_OK, content
# 设置回调处理对象
self.quoteCtx.set_handler(QuoteHandler())
self.quoteCtx.set_handler(OrderBookHandler())
# 启动行情
self.quoteCtx.start()
self.writeLog(u'行情接口连接成功')
def setUpClass(cls):
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
cls.ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
cls.ctx.start()
cls.qh = QueryHistory(cls.ctx)
def gen_one_worker():
global ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'), int(config.get('ftserver', 'port')))
ctx.start()
lf = LF(ctx)
return lf
def main():
global lf_ctx
global hf_ctx
global hk_ctx
global us_ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
lf_ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
lf_ctx.start()
lf = LF(lf_ctx)
#lf_task(lf)
hf_ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
hf_ctx.start()
sub = Subscribe(hf_ctx, total, kline, tiker, quote, order_book, rt_data,
broker)
hf = HF(hf_ctx, sub)
hf_task(hf)
hk_ctx = ft.OpenHKTradeContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
hk_trade = Trade(hk_ctx)
hk_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
#hk_trade_task(hk_trade)
us_ctx = ft.OpenUSTradeContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
us_trade = Trade(us_ctx)
us_trade.unlock_trade(None, config.get('ftserver', 'decipher'))
def main():
global ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'), int(config.get('ftserver', 'port')))
ctx.start()
lf = LF(ctx)
# ret_arr = lf.storeservice.find_all_stocks()
# total_threads = 10
# step_length = int(len(ret_arr)/total_threads)
# mode = len(ret_arr)%total_threads
# for i in range(0,total_threads,1):
# lf = LF(ctx)
# thread_name = 'job_lf_{}'.format(i)
#
# start = i*step_length
# if i == (total_threads-1):
# end = start+step_length+mode
# else:
# end = start + step_length
# arr = ret_arr[start:end]
#
# once_global_m5_task(thread_name,arr,lf)
kline_total_tables = 11
kline_K_5M_total_tables = 17
for tindex in range(1,kline_total_tables+1,1):
ret_arr = lf.storeservice.find_stocks('hk',tindex)
lf = LF(ctx)
thread_name = 'job_lf_{}'.format(tindex)
once_global_m5_task(thread_name, ret_arr, lf)
for tindex in range(1,kline_K_5M_total_tables+1,1):
ret_arr = lf.storeservice.find_stocks('hk_5m',tindex)
print(len(ret_arr))
lf = LF(ctx)
thread_name = 'job_lf_5m_{}'.format(tindex)
time.sleep(5)
once_global_m5_task(thread_name, ret_arr, lf)
def main():
global ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
ctx.start()
lf = LF(ctx)
once_custom_task(lf)
def main():
global ctx
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'), int(config.get('ftserver', 'port')))
ctx.start()
sub = Subscribe(ctx, total, kline, tiker, quote, order_book, rt_data, broker)
hf = HF(ctx, sub)
realtime_quote_task(hf)
def setUpClass(cls):
config = AppConfig.get_config()
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
cls.ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
cls.sub = Subscribe(cls.ctx, total, kline, tiker, quote, order_book,
rt_data, broker)
cls.ctx.start()
cls.lf = LF(cls.ctx)
cls.hf = HF(cls.ctx, cls.sub)
def __init__(self):
'''
QE Engine Init
'''
config = AppConfig.get_config()
self.config = config
quote_ctx = ft.OpenQuoteContext(config.get('ftserver', 'host'),
int(config.get('ftserver', 'port')))
self.quote_ctx = quote_ctx
self.tradehk_ctx = ft.OpenHKTradeContext(
config.get('ftserver', 'host'), int(config.get('ftserver',
'port')))
self.tradeus_ctx = ft.OpenUSTradeContext(
config.get('ftserver', 'host'), int(config.get('ftserver',
'port')))
self.decipher = config.get('ftserver', 'decipher')
total = config.get('quota', 'total')
kline = config.get('quota', 'kline')
tiker = config.get('quota', 'ticker')
quote = config.get('quota', 'quote')
order_book = config.get('quota', 'order_book')
rt_data = config.get('quota', 'rt_data')
broker = config.get('quota', 'broker')
quote_ctx.start()
self.lf = LF(quote_ctx)
self.sub = Subscribe(quote_ctx, total, kline, tiker, quote, order_book,
rt_data, broker)
self.hf = HF(quote_ctx, self.sub)
self.hktrade = Trade(self.tradehk_ctx)
self.hktrade.unlock_trade(self.decipher)
self.ustrade = Trade(self.tradeus_ctx)
self.ustrade.unlock_trade(self.decipher)
self.queryhistory = QueryHistory(quote_ctx)
self.mysqlService = MysqlService()
# -*- coding: UTF-8 -*-