def debug_pub(exchange, model, routing_key, user, password, host, port,
content):
if model == 'fanout':
publisher(host=host,
port=port,
user=user,
password=password,
exchange=exchange).pub(content)
elif model == 'direct':
print(routing_key)
publisher_routing(host=host,
port=port,
user=user,
password=password,
exchange=exchange,
routing_key=routing_key).pub(content,
routing_key=routing_key)
elif model == 'topic':
publisher_topic(host=host,
port=port,
user=user,
password=password,
exchange=exchange,
routing_key=routing_key).pub(content,
routing_key=routing_key)
def __init__(self, name, app=None, model='ctpx'):
super().__init__(name, app)
if model == 'ctpx':
self.pub = publisher_routing(host=eventmq_ip,
exchange='CTPX',
routing_key='')
else:
self.pub = publisher_topic(host=eventmq_ip,
exchange='CTPPRO',
routing_key='')
def _debug_sim(self):
self.running_mode = 'sim'
if self.frequence.endswith('min'):
self._old_data = QA.QA_fetch_get_future_min(
'tdx', self.code.upper(),
QA.QA_util_get_last_day(
QA.QA_util_get_real_date(str(datetime.date.today()))),
str(datetime.datetime.now()),
self.frequence)[:-1].set_index(['datetime', 'code'])
self._old_data = self._old_data.assign(
volume=self._old_data.trade
).loc[:, ['open', 'high', 'low', 'close', 'volume']]
else:
pass
self.database = pymongo.MongoClient(mongo_ip).QAREALTIME
self.client = self.database.account
self.subscriber_client = self.database.subscribe
self.acc = QIFI_Account(username=self.strategy_id,
password=self.strategy_id,
trade_host=mongo_ip,
init_cash=self.init_cash)
self.acc.initial()
self.pub = publisher_routing(exchange='QAORDER_ROUTER',
host=self.trade_host,
port=self.trade_port,
user=self.trade_user,
password=self.trade_password)
self.pubacc = publisher_topic(exchange='QAAccount',
host=self.trade_host,
port=self.trade_port,
user=self.trade_user,
password=self.trade_password)
self.subscribe_data(self.code.lower(), self.frequence, self.data_host,
self.data_port, self.data_user, self.data_password)
self.database.strategy_schedule.job_control.update(
{'strategy_id': self.strategy_id}, {
'strategy_id': self.strategy_id,
'taskid': self.taskid,
'filepath': os.path.abspath(__file__),
'status': 200
},
upsert=True)
def __init__(self,
code_list: list,
frequency='60min',
strategy="HS300Enhance",
init_data=None):
"""
:param code_list:
:param indicator_fun:
:param frequency:
:param strategy:
"""
super().__init__()
if isinstance(frequency, float):
self.frequency = int(frequency)
elif isinstance(frequency, str):
_frequency = frequency.replace('min', '')
if str.isnumeric(_frequency):
self.frequency = int(_frequency)
else:
print("unknown frequency: %s" % frequency)
return
elif isinstance(frequency, int):
self.frequency = frequency
else:
print("unknown frequency: %s" % frequency)
return
self.market_data = init_data
self.stock_code_list = code_list
self.strategy = strategy
# 接收stock 重采样的数据
self.sub = subscriber(host=eventmq_ip,
exchange='realtime_stock_{}_min'.format(
self.frequency))
self.sub.callback = self.stock_min_callback
# 发送stock indicator result
self.pub = publisher_topic(
host=eventmq_ip,
exchange='realtime_stock_calculator_{}_{}_min'.format(
self.strategy, self.frequency))
threading.Thread(target=self.sub.start).start()
print("REALTIME_STOCK_CACULATOR INIT, strategy: %s frequency: %s" %
(self.strategy, self.frequency))
def __init__(self, username, password, model="SIM", broker_name="QAPaperTrading", trade_host=mongo_ip, init_cash=1000000,
eventmq_ip=eventmq_ip, eventmq_port=eventmq_port):
super().__init__(username, password, model, broker_name, trade_host, init_cash)
self.pub = producer.publisher_routing(
exchange='qamdgateway', host=eventmq_ip, port=eventmq_port, durable=True)
self.subrealtime = subscriber_topic(
host=eventmq_ip, port=eventmq_port, exchange='QASMG', routing_key=username)
self.ordersub = subscriber_routing(
host=eventmq_ip, port=eventmq_port, exchange='QAORDER_ROUTER', routing_key=username)
self.subrealtime.callback = self.realtime_data_callback
self.ordersub.callback = self.listen_order_callback
threading.Thread(target=self.subrealtime.start).start()
threading.Thread(target=self.ordersub.start).start()
self.pub_acc = producer.publisher_topic(
exchange='qaStandardAcc', host=eventmq_ip, port=eventmq_port, durable=True)
import threading
from QAPUBSUB.consumer import subscriber_topic
from QAPUBSUB.producer import publisher_topic
z1 = subscriber_topic(exchange='testTopic', routing_key='000001.#')
z2 = subscriber_topic(exchange='testTopic', routing_key='#.000300.#')
z2.add_sub(exchange='testTopic', routing_key='#.000050.#')
z3 = subscriber_topic(exchange='testTopic', routing_key='#.SZ.#')
z1.callback = lambda a, b, c, x: print('FROM 个股订阅 000001 {}'.format(x))
z2.callback = lambda a, b, c, x: print('FROM 板块订阅/ 沪深300/ 上证50 {}'.format(x))
z3.callback = lambda a, b, c, x: print('FROM 市场订阅/深圳市场 {}'.format(x))
p = publisher_topic(exchange='testTopic', )
threading.Thread(target=z1.start).start()
threading.Thread(target=z2.start).start()
threading.Thread(target=z3.start).start()
p.pub('000001', routing_key='000001.SZ.000300.000050')
p.pub('000002', routing_key='000002.SZ.000300.000050')
p.pub('601318', routing_key='601318.SH.000300.000050')
"""
在exchange为 xx的mq中
import sys
import threading
import uuid
from datetime import timedelta
import pymongo
from celery import Celery, platforms
from celery.schedules import crontab
from qaenv import (eventmq_amqp, eventmq_ip, eventmq_password, eventmq_port,
eventmq_username, mongo_ip, mongo_port)
from QAPUBSUB.consumer import subscriber, subscriber_routing
from QAPUBSUB.producer import publisher, publisher_routing, publisher_topic
platforms.C_FORCE_ROOT = True # 加上这一行
publisher_R = publisher_topic(host=eventmq_ip,
port=eventmq_port,
exchange='QAEventTopic')
class celeryconfig():
broker_url = eventmq_amqp
RESULT_BACKEND = "rpc://"
task_default_queue = 'default'
task_serializer = 'json'
result_serializer = 'json'
accept_content = ['application/json']
task_compression = 'gzip'
timezone = "Asia/Shanghai" #时区设置
result_backend = "rpc://"
enable_utc = False
worker_hijack_root_logger = False #celery默认开启自己的日志，可关闭自定义日志，不关闭自定义日志输出为空