def run():
args = env_utils.get_args()
ts_code = args.code
to_date = args.date
if to_date is None:
to_date = date_utils.get_current_dt()
fetch_broker_recommend.fetch(to_date)
fetch_trade_cal.fetch(to_date)
fetch_dividend.update_dividend_to(to_date)
init_ts_basic.init()
basic_list = []
session: Session = db_client.get_session()
if ts_code is not None and ts_code != '':
basic_list = session.query(TsBasic).filter(
TsBasic.ts_code == ts_code).all()
else:
basic_list = session.query(TsBasic).all()
session.close()
for basic in basic_list:
if env_utils.parallel():
threadpool.submit(fetch_by_code,
ts_code=basic.ts_code,
to_date=to_date)
else:
fetch_by_code(ts_code=basic.ts_code, to_date=to_date)
threadpool.join()
strategy.generate_strategy_pool(to_date)
def run(to_date: str = date_utils.get_current_dt()):
dt_code_map = {}
# 股票基础信息
init_ts_basic.init()
# 交易日历
fetch_trade_cal.fetch(to_date)
trade_date_service.refresh_cache(fetch_data_start_date,
date_utils.format_delta(to_date, 30))
to_fetch_list = [
# 同花顺指数
fetch_ths_index.run,
# 券商金股
fetch_broker_recommend.fetch,
# 分红记录
fetch_dividend.update_dividend_to,
# 每日指标
fetch_daily_basic.fetch_by_date,
# 每日交易
fetch_daily_bar.fetch_by_date,
# 复权因子
fetch_adj_factor.fetch_by_date,
# 涨跌停价格
fetch_stk_limit.fetch_by_date,
# 利润表
fetch_income.fetch_by_period,
# 资产负债表
fetch_balance_sheet.fetch_by_period,
# 现金流量表
fetch_cash_flow.fetch_by_period,
# 预报
fetch_forecast.fetch_by_period,
# 快报
fetch_express.fetch_by_period,
# 财务指标
fetch_fina_indicator.fetch_by_period
]
if env_utils.parallel():
fl = []
for func in to_fetch_list:
fl.append(threadpool.submit(func, to_date=to_date))
for f in fl:
m = f.result()
if m is not None:
fetch.merge_from_map(dt_code_map, m)
else:
for func in to_fetch_list:
m = func(to_date=to_date)
if m is not None:
fetch.merge_from_map(dt_code_map, m)
return dt_code_map
def daily_run(dt_code_map={}, to_date=date_utils.get_current_dt(), ts_code=None):
basic_list = []
session: Session = db_client.get_session()
if ts_code is not None and ts_code != '':
basic_list = session.query(TsBasic).filter(TsBasic.ts_code == ts_code).all()
else:
basic_list = session.query(TsBasic).all()
session.close()
f_list = []
for basic in basic_list:
ts_code = basic.ts_code
clear_from_date = dt_code_map[ts_code] if ts_code in dt_code_map else None
if env_utils.parallel():
f_list.append(
threadpool.submit(cal_by_code, ts_code=ts_code, to_date=to_date, clear_from_date=clear_from_date))
else:
cal_by_code(ts_code=ts_code, to_date=to_date, clear_from_date=clear_from_date)
for f in f_list:
f.result()
def cal_ths_index(to_date: str = date_utils.get_current_dt()):
"""
计算同花顺指数相关的成交量占比，根据配置控制是否并发计算
:param to_date:
:return:
"""
s: Session = db_client.get_session()
index_list = s.query(ThsIndex).all()
s.close()
ignore_index_list = [
'885338.TI', '885867.TI', '885694.TI', '885520.TI', '885745.TI',
'885598.TI', '883303.TI', '883300.TI', '883302.TI', '885796.TI',
'885873.TI', '885869.TI', '885803.TI', '885916.TI', '885907.TI',
'885906.TI', '885905.TI', '885893.TI', '885639.TI'
]
if env_utils.parallel():
f_list = []
for index in index_list: # type: ThsIndex
if index.ts_code in ignore_index_list:
continue
f_list.append(
threadpool.submit(cal_by_ths_index_code,
index_code=index.ts_code,
index_name=index.name,
to_date=to_date))
for f in f_list:
f.result()
else:
for index in index_list: # type: ThsIndex
if index.ts_code in ignore_index_list:
continue
cal_by_ths_index_code(index_code=index.ts_code,
index_name=index.name,
to_date=to_date)
if new_num > max_num:
new_num = max_num
self.__left[name] = new_num
# 处理增加令牌后，有足够令牌可以消耗
if self.__left[name] >= num_to_get:
self.__left[name] = self.__left[name] - num_to_get
get = True
finally:
l.release()
if get:
break
else:
time.sleep(rate)
log.debug('Rate limiter. api: %s. time: %s. cnt: %d' %
(name, self.__last_time[name], self.__left[name]))
return True
def test_get(trt):
trt.get('test', 60.0 / 40, 40, 2)
if __name__ == '__main__':
trt = RateLimiter()
for i in range(200):
threadpool.submit(test_get, trt=trt)
threadpool.join()
import time
from moquant.algo.ratelimit import RateLimiter
from moquant.log import get_logger
from moquant.utils import threadpool
log = get_logger(__name__)
def test_func(r: RateLimiter, start_time, n):
r.get('test', 1.2, 50)
now = time.time()
log.info('%d time, cost %.2f' % (n, now - start_time))
if __name__ == '__main__':
start = time.time()
rt = RateLimiter()
for i in range(200):
threadpool.submit(test_func, r=rt, start_time=start, n=i)
threadpool.join()