def sendStatiscOrderEvent(self, signals):
try:
for signal in signals:
signal['status_assets'] = json_escape(signal['status_assets'])
# 构造事件对象
TEMP_EVENT = json.loads(
STATISTIC_ORDER_EVENT.substitute(id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
signals=signals))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendStatiscOrderEvent: " +
json.dumps(TEMP_EVENT))
# 发送事件
self._engine.sendEvent(event)
# 返回参数
return event.id
except Exception as err:
errStr = "src.core.engine.sender.Sender.sendStatiscOrderEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def __process(self, event):
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__process: {id=%s, type=%s, priority=%s, timeStamp=%s, args=%s}"
% (event.id, event.type, event.priority, event.timeStamp,
event.args))
try:
if event.type in self.__handlers:
for handler in self.__handlers[event.type]:
# 开一个进程去异步处理
p = Process(
target=handler, args=(event, self.__status.delEventStatus))
# 运行进程
p.start()
# 同步抄送至事件运行状态表格里
self.__status.addEventStatus(event.id)
# 保存到进程池
self.__processPool.append((event.id, p.pid))
except Exception as err:
errStr = "src.core.engine.engine.EventEngine.__mainProcess.__run.__process: {id=%s, type=%s, priority=%s, timeStamp=%s, args=%s}, exception err=%s" % (
event.id, event.type, event.priority, event.timeStamp, event.args, EngineException(err))
raise EngineException(errStr)
def register(self):
self._logger.debug("src.core.engine.register.Register.register")
try:
# 注册事件
self._eventEngine.register(
self.LISTEN_ACCOUNT_BALANCE_EVENT_TYPE,
self.LISTEN_ACCOUNT_BALANCE_EVENT_HANDLER)
self._eventEngine.register(
self.LISTEN_ACCOUNT_WITHDRAW_EVENT_TYPE,
self.LISTEN_ACCOUNT_WITHDRAW_EVENT_HANDLER)
self._eventEngine.register(self.LISTEN_MARKET_KLINE_EVENT_TYPE,
self.LISTEN_MARKET_KLINE_EVENT_HANDLER)
self._eventEngine.register(self.LISTEN_MARKET_TICKER_EVENT_TYPE,
self.LISTEN_MARKET_TICKER_EVENT_HANDLER)
self._eventEngine.register(self.LISTEN_MARKET_DEPTH_EVENT_TYPE,
self.LISTEN_MARKET_DEPTH_EVENT_HANDLER)
self._eventEngine.register(self.JUDGE_MARKET_DEPTH_EVENT_TYPE,
self.JUDGE_MARKET_DEPTH_EVENT_HANDLER)
self._eventEngine.register(self.JUDGE_MARKET_KLINE_EVENT_TYPE,
self.JUDGE_MARKET_KLINE_EVENT_HANDLER)
self._eventEngine.register(self.JUDGE_MARKET_TICKER_EVENT_TYPE,
self.JUDGE_MARKET_TICKER_EVENT_HANDLER)
self._eventEngine.register(
self.BACKTEST_HISTORY_CREAT_EVENT_TYPE,
self.BACKTEST_HISTORY_CREAT_EVENT_HANDLER)
self._eventEngine.register(self.ORDER_HISTORY_SYNC_EVENT_TYPE,
self.ORDER_HISTORY_SYNC_EVENT_HANDLER)
self._eventEngine.register(self.ORDER_HISTORY_CREAT_EVENT_TYPE,
self.ORDER_HISTORY_CREAT_EVENT_HANDLER)
self._eventEngine.register(self.STATISTIC_JUDGE_EVENT_TYPE,
self.STATISTIC_JUDGE_EVENT_HANDLER)
self._eventEngine.register(self.STATISTIC_BACKTEST_EVENT_TYPE,
self.STATISTIC_BACKTEST_EVENT_HANDLER)
self._eventEngine.register(self.STATISTIC_ORDER_EVENT_TYPE,
self.STATISTIC_ORDER_EVENT_HANDLER)
except Exception as err:
errStr = "src.core.engine.register.Register.register: %s" % EngineException(
err)
self._logger.error(errStr)
raise EngineException(err)
def delEventStatus(self, id):
self._logger.debug(
"src.core.engine.status.Status.delEventStatus: {id=%s}" % id)
try:
if id in self._activeStatus:
self._activeStatus.remove(id)
if id not in self._doneStatus:
if len(self._doneStatus) < self._cachesize:
self._doneStatus.append(id)
else:
self._doneStatus.pop(0)
self._doneStatus.append(id)
except Exception as err:
raise (EngineException(err))
def register(self, type, handler):
self.__logger.debug(
"src.core.engine.engine.EventEngine.register: {type:%s, handler:%s}"
% (type, handler))
# 尝试获取该事件类型对应的处理函数列表，若无则创建
try:
try:
handlerList = self.__handlers[type]
except KeyError:
handlerList = []
# 若要注册的处理器不在该事件的处理器列表中，则注册该事件
if handler not in handlerList:
handlerList.append(handler)
self.__handlers[type] = handlerList
except (KeyError, Exception) as err:
errStr = "src.core.engine.engine.EventEngine.register: {type:%s, handler:%s}, exception err=%s" % (type, handler, EngineException(
err))
raise EngineException(errStr)
def sendListenAccountBalanceEvent(self, exchange):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
LISTEN_ACCOUNT_BALANCE_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
exchange=exchange))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendListenAccountBalanceEvent: "
+ json.dumps(TEMP_EVENT))
# 发送事件
self._engine.sendEvent(event)
# 返回参数
return event.id
except Exception as err:
errStr = "src.core.engine.sender.Sender.sendListenAccountBalanceEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def sendJudgeMarketTickerEvent(self, exchange, types):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
JUDGE_MARKET_TICKER_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
exchange=exchange,
types=types))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendJudgeMarketTickerEvent: " +
json.dumps(TEMP_EVENT))
# 发送事件
self._engine.sendEvent(event)
# 返回参数
return event.id
except Exception as err:
errStr = "src.core.engine.sender.Sender.sendJudgeMarketTickerEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def sendOrderHistoryCreatEvent(self, exchange, signals, timeout):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
BACKTEST_HISTORY_CREAT_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
exchange=exchange,
signals=signals,
timeout=timeout))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendOrderHistoryCreatEvent: " +
json.dumps(TEMP_EVENT))
# 发送事件
self._engine.sendEvent(event)
# 返回参数
return event.id
except Exception as err:
errStr = "src.core.engine.sender.Sender.sendOrderHistoryCreatEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def sendListenMarketTickerEvent(self, exchange, fSymbol, tSymbol,
aggDepth):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
LISTEN_MARKET_TICKER_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
exchange=exchange,
fSymbol=fSymbol,
tSymbol=tSymbol,
aggDepth=aggDepth))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendListenMarketTickerEvent: " +
json.dumps(TEMP_EVENT))
# 发送事件
self._engine.sendEvent(event)
# 返回参数
return event.id
except Exception as err:
errStr = "src.core.engine.sender.Sender.sendListenMarketTickerEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def __run(self):
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run")
try:
while self.__active.value:
# 执行 Epoch
time.sleep(self.__epoch)
# 控制最大进程数量
if self.getActiveEventNum() > int(self.__maxProcess):
self.__logger.warn(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__eventQueue: Too Many"
)
else:
# 按优先级 获取队列中的事件 超时1秒
event = None
if not self.__highEventQueue.empty():
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__highEventQueue"
)
event = self.__highEventQueue.get(block=False)
while utcnow_timestamp(
) - event.timeStamp > HIGH_PRIORITY_EVENT_TIMEOUT:
self.__status.delEventStatus(event)
if not self.__highEventQueue.empty():
self.__logger.error(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__highEventQueue TIMEOUT: {id=%s, type=%s, priority=%s, timeStamp=%s, args=%s}"
% (event.id, event.type, event.priority,
event.timeStamp, event.args))
event = self.__highEventQueue.get(block=False)
else:
event = None
break
if not self.__mediumEventQueue.empty() and event == None:
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__mediumEventQueue"
)
event = self.__mediumEventQueue.get(block=False)
while utcnow_timestamp(
) - event.timeStamp > MEDIUM_PRIORITY_EVENT_TIMEOUT:
self.__status.delEventStatus(event)
if not self.__mediumEventQueue.empty():
self.__logger.error(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__mediumEventQueue TIMEOUT: {id=%s, type=%s, priority=%s, timeStamp=%s, args=%s}"
% (event.id, event.type, event.priority,
event.timeStamp, event.args))
event = self.__mediumEventQueue.get(
block=False)
else:
event = None
break
if not self.__lowEnventQueue.empty() and event == None:
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__lowEnventQueue"
)
event = self.__lowEnventQueue.get(block=False)
while utcnow_timestamp(
) - event.timeStamp > LOW_PRIORITY_EVENT_TIMEOUT:
self.__status.delEventStatus(event)
if not self.__lowEnventQueue.empty():
self.__logger.error(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__lowEnventQueue TIMEOUT: {id=%s, type=%s, priority=%s, timeStamp=%s, args=%s}"
% (event.id, event.type, event.priority,
event.timeStamp, event.args))
event = self.__lowEnventQueue.get(block=False)
else:
event = None
break
# 事件队列非空
if not event == None:
# 执行事件
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__eventQueue: {id=%s, type=%s, priority=%s, timeStamp=%s, args=%s}"
% (event.id, event.type, event.priority,
event.timeStamp, event.args))
self.__process(event)
else:
self.__logger.debug(
"src.core.engine.engine.EventEngine.__mainProcess.__run.__eventQueue: empty"
)
# 定期清理进程池
if len(self.__processPool) > self.__maxProcess:
for (_id, _pid) in self.__processPool:
if not psutil.pid_exists(_pid):
self.__processPool.remove((_id, _pid))
# break out while
# 终止所有事件处理进程
for (_id, _pid) in self.__processPool:
if psutil.pid_exists(_pid):
_p = psutil.Process(_pid)
_p.terminate()
self.__processPool.remove((_id, _pid))
except Exception as err:
errStr = "src.core.engine.engine.EventEngine.__mainProcess.__run: exception err=%s" % EngineException(
err)
raise EngineException(errStr)
def getDoneStatusTable(self):
self._logger.debug("src.core.engine.status.Status.getDoneStatusTable")
try:
return self._doneStatus
except Exception as err:
raise (EngineException(err))