def do_hq_api_call(self, method_name, *args, **kwargs):
"""
代理发送请求到实际的客户端
:param method_name: 调用的方法名称
:param args: 参数
:param kwargs: kv参数
:return: 调用结果
"""
try:
result = getattr(self.api, method_name)(*args, **kwargs)
if result is None:
log.info("api(%s) call return None" % (method_name, ))
except Exception as e:
log.info("api(%s) call failed, Exception is %s" %
(method_name, str(e)))
result = None
# 如果无法获取信息，则进行重试
if result is None:
if self.api_call_retry_times >= self.api_call_max_retry_times:
log.info("(method_name=%s) max retry times(%d) reached" %
(method_name, self.api_call_max_retry_times))
raise TdxHqApiCallMaxRetryTimesReachedException(
"(method_name=%s) max retry times reached" % method_name)
old_api_ip = self.api.ip
new_api_ip = None
if self.hot_failover_api:
new_api_ip = self.hot_failover_api.ip
log.info(
"api call from init client (ip=%s) err, perform rotate to (ip =%s)..."
% (old_api_ip, new_api_ip))
self.api.disconnect()
self.api = self.hot_failover_api
log.info("retry times is " + str(self.api_call_max_retry_times))
# 从池里再次获取备用ip
new_ips = self.ippool.get_ips()
choise_ip = None
for _test_ip in new_ips:
if _test_ip[0] == old_api_ip or _test_ip[0] == new_api_ip:
continue
choise_ip = _test_ip
break
if choise_ip:
self.hot_failover_api = self.hq_cls(multithread=True,
heartbeat=True)
self.hot_failover_api.connect(*choise_ip)
else:
self.hot_failover_api = None
# 阻塞0.2秒，然后递归调用自己
time.sleep(self.api_retry_interval)
result = self.do_hq_api_call(method_name, *args, **kwargs)
self.api_call_retry_times += 1
else:
self.api_call_retry_times = 0
return result
def do_hq_api_call(self, method_name, *args, **kwargs):
"""
代理发送请求到实际的客户端
:param method_name: 调用的方法名称
:param args: 参数
:param kwargs: kv参数
:return: 调用结果
"""
try:
result = getattr(self.api, method_name)(*args, **kwargs)
if result is None:
log.info("api(%s) call return None" % (method_name,))
except Exception as e:
log.info("api(%s) call failed, Exception is %s" % (method_name, str(e)))
result = None
# 如果无法获取信息，则进行重试
if result is None:
if self.api_call_retry_times >= self.api_call_max_retry_times:
log.info("(method_name=%s) max retry times(%d) reached" % (method_name, self.api_call_max_retry_times))
raise TdxHqApiCallMaxRetryTimesReachedException("(method_name=%s) max retry times reached" % method_name)
old_api_ip = self.api.ip
new_api_ip = None
if self.hot_failover_api:
new_api_ip = self.hot_failover_api.ip
log.info("api call from init client (ip=%s) err, perform rotate to (ip =%s)..." %(old_api_ip, new_api_ip))
self.api.disconnect()
self.api = self.hot_failover_api
log.info("retry times is " + str(self.api_call_max_retry_times))
# 从池里再次获取备用ip
new_ips = self.ippool.get_ips()
choise_ip = None
for _test_ip in new_ips:
if _test_ip[0] == old_api_ip or _test_ip[0] == new_api_ip:
continue
choise_ip = _test_ip
break
if choise_ip:
self.hot_failover_api = self.hq_cls(multithread=True, heartbeat=True)
self.hot_failover_api.connect(*choise_ip)
else:
self.hot_failover_api = None
# 阻塞0.2秒，然后递归调用自己
time.sleep(self.api_retry_interval)
result = self.do_hq_api_call(method_name, *args, **kwargs)
self.api_call_retry_times += 1
else:
self.api_call_retry_times = 0
return result
data = pd.concat([self.to_df(self.get_security_bars(9, __select_market_code(
code), code, (9 - i) * 800, 800)) for i in range(10)], axis=0)
data = data.assign(date=data['datetime'].apply(lambda x: str(x)[0:10])).assign(code=str(code))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date]
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
if __name__ == '__main__':
import pprint
api = TdxHq_API()
if api.connect('101.227.73.20', 7709):
log.info("获取股票行情")
# stocks = api.get_security_quotes([(0, "000001"), (1, "600300")])
# stocks = api.to_df(stocks)
# pprint.pprint(stocks)
# log.info("获取k线")
# data = api.get_security_bars(9, 0, '000001', 4, 3)
# pprint.pprint(data)
# log.info("获取 深市 股票数量")
# pprint.pprint(api.get_security_count(0))
# log.info("获取股票列表")
# stocks = api.get_security_list(1, 255)
# pprint.pprint(stocks)
# log.info("获取指数k线")
# data = api.get_index_bars(9, 1, '000001', 1, 2)
# pprint.pprint(data)
# log.info("查询分时行情")
data = self.to_df(data)
data['date'] = data['datetime'].apply(lambda x: x[0:10])
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date')
data = data.drop(
['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)
return data[start_date:end_date]
if __name__ == '__main__':
import pprint
api = TdxHq_API()
if api.connect('101.227.73.20', 7709):
log.info("获取股票行情")
stocks = api.get_security_quotes([(0, "000001"), (1, "600300")])
pprint.pprint(stocks)
log.info("获取k线")
data = api.get_security_bars(9, 0, '000001', 4, 3)
pprint.pprint(data)
log.info("获取 深市 股票数量")
pprint.pprint(api.get_security_count(0))
log.info("获取股票列表")
stocks = api.get_security_list(1, 255)
pprint.pprint(stocks)
log.info("获取指数k线")
data = api.get_index_bars(9, 1, '000001', 1, 2)
pprint.pprint(data)
log.info("查询分时行情")
data = api.get_minute_time_data(TDXParams.MARKET_SH, '600300')
@update_last_ack_time
def get_minute_time_data(self, market, code):
cmd = GetMinuteTimeData(self.client)
cmd.setParams(market, code)
return cmd.call_api()
def do_heartbeat(self):
self.get_instrument_count()
if __name__ == '__main__':
import pprint
api = TdxExHq_API()
with api.connect('121.14.110.210', 7727):
log.info("获取市场代码")
#pprint.pprint(api.to_df(api.get_markets()))
log.info("查询市场中商品数量")
#pprint.pprint(api.get_instrument_count())
log.info("查询五档行情")
#pprint.pprint(api.to_df(api.get_instrument_quote(47, "IF1709")))
#pprint.pprint(api.get_instrument_quote(8, "10000889"))
#pprint.pprint(api.get_instrument_quote(31, "00020"))
log.info("查询分时行情")
#pprint.pprint(api.to_df(api.get_minute_time_data(47, "IF1709")))
#pprint.pprint(api.get_minute_time_data(8, "10000889"))
#pprint.pprint(api.get_minute_time_data(31, "00020"))
log.info("查询k线")
#pprint.pprint(api.to_df(api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 8, "10000843")))
pprint.pprint(
data = pd.concat([self.to_df(self.get_security_bars(9, __select_market_code(
code), code, (9 - i) * 800, 800)) for i in range(10)], axis=0)
data = data.assign(date=data['datetime'].apply(lambda x: str(x)[0:10])).assign(code=str(code))\
.set_index('date', drop=False, inplace=False)\
.drop(['year', 'month', 'day', 'hour', 'minute', 'datetime'], axis=1)[start_date:end_date]
return data.assign(date=data['date'].apply(lambda x: str(x)[0:10]))
if __name__ == '__main__':
import pprint
api = TdxHq_API()
if api.connect('101.227.73.20', 7709):
log.info("获取股票行情")
stocks = api.get_security_quotes([(0, "000001"), (1, "600300")])
pprint.pprint(stocks)
log.info("获取k线")
data = api.get_security_bars(9, 0, '000001', 4, 3)
pprint.pprint(data)
log.info("获取 深市 股票数量")
pprint.pprint(api.get_security_count(0))
log.info("获取股票列表")
stocks = api.get_security_list(1, 255)
pprint.pprint(stocks)
log.info("获取指数k线")
data = api.get_index_bars(9, 1, '000001', 1, 2)
pprint.pprint(data)
log.info("查询分时行情")
data = api.get_minute_time_data(TDXParams.MARKET_SH, '600300')
api = TdxExHq_API()
with api.connect('182.131.7.196', 7709):
# log.info("获取市场代码")
# pprint.pprint(api.to_df(api.get_markets()))
# log.info("查询市场中商品数量")
# pprint.pprint(api.get_instrument_count())
# log.info("查询五档行情")
#pprint.pprint(api.to_df(api.get_instrument_quote(47, "IF1709")))
#pprint.pprint(api.get_instrument_quote(8, "10000889"))
#pprint.pprint(api.get_instrument_quote(31, "00020"))
# log.info("查询分时行情")
#api.get_minute_time_data(47, "IFL0")
#pprint.pprint(api.to_df(api.get_minute_time_data(47, "IFL0")))
#pprint.pprint(api.to_df(api.get_minute_time_data(8, "10000889")).tail())
#pprint.pprint(api.get_minute_time_data(31, "00020"))
log.info("查询历史分时行情")
pprint.pprint(
api.to_df(api.get_history_minute_time_data(31, "00020",
20170811)).tail())
log.info("查询分时成交")
pprint.pprint(api.to_df(api.get_transaction_data(31, "00020")).tail())
log.info("查询历史分时成交")
pprint.pprint(
api.to_df(api.get_history_transaction_data(31, "00020",
20170811)).tail())
#data = api.get_history_minute_time_data(47, 'IFL0', 20170811)
# pprint.pprint(data)
# log.info("查询k线")
#pprint.pprint(api.to_df(api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 8, "10000843")))
# pprint.pprint(data)
# log.info("查询分时行情")
# data = api.get_minute_time_data(TDXParams.MARKET_SH, '600300')
# pprint.pprint(data)
# log.info("查询历史分时行情")
# data = api.get_history_minute_time_data(
# TDXParams.MARKET_SH, '600300', 20161209)
# pprint.pprint(data)
# log.info("查询分时成交")
# data = api.get_transaction_data(TDXParams.MARKET_SZ, '000001', 0, 30)
# pprint.pprint(data)
# log.info("查询历史分时成交")
# data = api.get_history_transaction_data(
# TDXParams.MARKET_SZ, '000001', 0, 10, 20170209)
# pprint.pprint(data)
log.info("查询公司信息目录")
data = api.get_company_info_category(TDXParams.MARKET_SZ, '000001')
pprint.pprint(data)
# log.info("读取公司信息-最新提示")
# data = api.get_company_info_content(0,'000001','000001.txt',8367,43379)
# print(data)
# log.info("读取除权除息信息")
# data = api.get_xdxr_info(1, '600300')
# pprint.pprint(data)
# log.info("读取财务信息")
# data = api.get_finance_info(0, '000001')
# pprint.pprint(data)
# log.info("日线级别k线获取函数")
# data = api.get_k_data('000001', '2017-07-01', '2017-07-10')
# pprint.pprint(data)
# pprint.pprint(api.get_instrument_count())
# log.info("查询五档行情")
#pprint.pprint(api.to_df(api.get_instrument_quote(47, "IF1709")))
#pprint.pprint(api.get_instrument_quote(8, "10000889"))
#pprint.pprint(api.get_instrument_quote(31, "00020"))
# log.info("查询分时行情")
#api.get_minute_time_data(47, "IFL0")
#pprint.pprint(api.to_df(api.get_minute_time_data(47, "IFL0")))
#pprint.pprint(api.to_df(api.get_minute_time_data(8, "10000889")).tail())
#pprint.pprint(api.get_minute_time_data(31, "00020"))
# log.info("查询历史分时行情")
# pprint.pprint(api.to_df(api.get_history_minute_time_data(31, "00020", 20170811)).tail())
# log.info("查询分时成交")
# pprint.pprint(api.to_df(api.get_transaction_data(31, "00020")).tail())
log.info("查询历史分时成交")
pprint.pprint(
api.to_df(api.get_history_transaction_data(47, "IFL0",
20200222)).tail())
#data = api.get_history_minute_time_data(47, 'IFL0', 20170811)
# pprint.pprint(data)
# log.info("查询k线")
#pprint.pprint(api.to_df(api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 8, "10000843")))
#pprint.pprint(api.to_df(api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 31, "00700")))
# log.info("查询代码列表")
#pprint.pprint(api.to_df(api.get_instrument_info(10000, 98)))
# x = api.to_df(api.get_history_instrument_bars_range(47, "IFL0", 20210201, 20210210))
# pprint.pprint(x.tail())
# log.info("查询k线")
# pprint.pprint(api.to_df(api.get_instrument_bars(9, 8, "10000843")))
return cmd.call_api()
def do_heartbeat(self):
self.get_instrument_count()
if __name__ == '__main__':
import pprint
api = TdxExHq_API()
if api.connect('16.152.107.141', 7727):
# log.info("获取市场代码")
# pprint.pprint(api.to_df(api.get_markets()))
# log.info("查询市场中商品数量")
# pprint.pprint(api.get_instrument_count())
log.info("查询五档行情")
#pprint.pprint(api.to_df(api.get_instrument_quote(47, "IF1709")))
#pprint.pprint(api.get_instrument_quote(8, "10000889"))
pprint.pprint(api.get_instrument_quote(31, "00020"))
# log.info("查询分时行情")
#api.get_minute_time_data(47, "IFL0")
#pprint.pprint(api.to_df(api.get_minute_time_data(47, "IFL0")))
#pprint.pprint(api.to_df(api.get_minute_time_data(8, "10000889")).tail())
#pprint.pprint(api.get_minute_time_data(31, "00020"))
#log.info("查询历史分时行情")
#pprint.pprint(api.to_df(api.get_history_minute_time_data(31, "00020", 20170811)).tail())
#log.info("查询分时成交")
#pprint.pprint(api.to_df(api.get_transaction_data(31, "00020")).tail())
# log.info("查询历史分时成交")
#pprint.pprint(api.to_df(api.get_history_transaction_data(31, "00020", 20170811)).tail())
return cmd.call_api()
def get_instrument_count(self):
cmd = GetInstrumentCount(self.client)
return cmd.call_api()
def get_instrument_quote(self, market, code):
cmd = GetInstrumentQuote(self.client)
cmd.setParams(market, code)
return cmd.call_api()
def get_minute_time_data(self, market, code):
cmd = GetMinuteTimeData(self.client)
cmd.setParams(market, code)
return cmd.call_api()
if __name__ == '__main__':
import pprint
api = TdxExHq_API()
with api.connect('61.152.107.141', 7727):
log.info("获取市场代码")
pprint.pprint(api.get_markets())
log.info("查询市场中商品数量")
pprint.pprint(api.get_instrument_count())
log.info("查询行情")
pprint.pprint(api.get_instrument_quote(47, "IF1709"))
log.info("查询分时行情")
pprint.pprint(api.get_minute_time_data(47, "IF1709"))
api = TdxExHq_API()
with api.connect('121.14.110.210', 7727):
# log.info("获取市场代码")
# pprint.pprint(api.to_df(api.get_markets()))
# log.info("查询市场中商品数量")
# pprint.pprint(api.get_instrument_count())
# log.info("查询五档行情")
#pprint.pprint(api.to_df(api.get_instrument_quote(47, "IF1709")))
#pprint.pprint(api.get_instrument_quote(8, "10000889"))
#pprint.pprint(api.get_instrument_quote(31, "00020"))
# log.info("查询分时行情")
#api.get_minute_time_data(47, "IFL0")
#pprint.pprint(api.to_df(api.get_minute_time_data(47, "IFL0")))
#pprint.pprint(api.to_df(api.get_minute_time_data(8, "10000889")).tail())
#pprint.pprint(api.get_minute_time_data(31, "00020"))
log.info("查询历史分时行情")
pprint.pprint(api.to_df(api.get_history_minute_time_data(31, "00020", 20170811)).tail())
log.info("查询分时成交")
pprint.pprint(api.to_df(api.get_transaction_data(31, "00020")).tail())
log.info("查询历史分时成交")
pprint.pprint(api.to_df(api.get_history_transaction_data(31, "00020", 20170811)).tail())
#data = api.get_history_minute_time_data(47, 'IFL0', 20170811)
# pprint.pprint(data)
# log.info("查询k线")
#pprint.pprint(api.to_df(api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 8, "10000843")))
#pprint.pprint(api.to_df(api.get_instrument_bars(TDXParams.KLINE_TYPE_DAILY, 31, "00700")))
# log.info("查询代码列表")
#pprint.pprint(api.to_df(api.get_instrument_info(10000, 98)))
