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, code):
self.data = {}
self.min5_data = {}
self.pro = producer.publisher(host=eventmq_ip, exchange='1min_{}'.format(code),
user=market_data_user, password=market_data_password)
self.pro_realtimemin = producer.publisher(host=eventmq_ip, exchange='realtime_min_{}'.format(
code), user=market_data_user, password=market_data_password)
self.is_send = False
self.last_volume = 0
self.c = consumer.subscriber_routing(host=eventmq_ip,
exchange='CTPX', routing_key=code, user=market_data_user, password=market_data_password)
def __init__(self, frequency='5min'):
"""
暂时不支持单个股票重采样
:param frequency:
"""
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 = None
# 接收stock tick 数据
self.sub = subscriber(
host=eventmq_ip, exchange='realtime_stock_min')
self.sub.callback = self.stock_min_callback
# 发送重采样的数据
self.pub = publisher(
host=eventmq_ip, exchange='realtime_stock_{}_min'.format(self.frequency))
threading.Thread(target=self.sub.start).start()
print("QA_REALTIME_COLLECTOR_STOCK_BAR_RESAMPLER INIT, frequency: %s" % self.frequency)
def __init__(self,
delay=10.5,
date: datetime.datetime = None,
log_dir='./log',
debug=False):
super().__init__(name='QA_REALTIME_COLLECTOR_STOCK_BAR',
thread_num=None,
timeout=0.5)
cur_time = datetime.datetime.now() if date is None else date
# set qa_tdx_excutor is debug mode
self.debug = debug
self.cur_year = cur_time.year
self.cur_month = cur_time.month
self.cur_day = cur_time.day
self.isRequesting = False
self.delay = delay # 数据获取请求间隔
self.code_list = []
self.sub = subscriber_routing(host=eventmq_ip,
exchange='QARealtime_Market',
routing_key='stock')
self.sub.callback = self.callback
self.pub = publisher(host=eventmq_ip, exchange='realtime_stock_min')
self.log_dir = log_dir
self.pre_market_data = None
self.last_update_time = cur_time
threading.Thread(target=self.sub.start, daemon=True).start()
logger.info("QA_REALTIME_COLLECTOR_STOCK_BAR INIT, delay %s" %
self.delay)
def __init__(self):
super().__init__(name='QAREALTIME_COLLECTOR_STOCK')
self.codelist = []
self.sub = subscriber_routing(host=eventmq_ip,
exchange='QARealtime_Market',
routing_key='stock')
self.sub.callback = self.callback
self.pub = publisher(host=eventmq_ip, exchange='stocktransaction')
threading.Thread(target=self.sub.start, daemon=True).start()
def __init__(self, code, subexchange='tick'):
self.data = {}
self.is_send = False
self.last_volume = 0
self.pro = producer.publisher(exchange='bar_1min_{}'.format(code),
user='******',
password='******',
host=eventmq_ip)
self.pro_realtimemin = producer.publisher(
exchange='realtime_min_{}'.format(code),
user='******',
password='******',
host=eventmq_ip)
self.c = consumer.subscriber_routing(exchange='tick',
routing_key=code,
user='******',
password='******',
host=eventmq_ip)
print('start ctptick collector {}'.format(code))
def __init__(self, delay=30.5):
super().__init__(name='QA_REALTIME_COLLECTOR_STOCK_BAR')
# 数据获取请求间隔
self.isOK = True
self.delay = delay
self.codelist = []
self.sub = subscriber_routing(host=eventmq_ip,
exchange='QARealtime_Market',
routing_key='stock')
self.sub.callback = self.callback
self.pub = publisher(host=eventmq_ip, exchange='realtime_stock_min')
print("QA_REALTIME_COLLECTOR_STOCK_BAR INIT, delay %s" % self.delay)
threading.Thread(target=self.sub.start, daemon=True).start()
def __init__(self, code='rb1910', freqence='60min', model='tb'):
super().__init__()
self.code = code
self.freqence = freqence
self.sub = subscriber(host=eventmq_ip,
exchange='realtime_min_{}'.format(self.code))
self.pub = publisher(host=eventmq_ip,
exchange='realtime_{}_{}'.format(
self.freqence, self.code))
self.sub.callback = self.callback
self.market_data = []
self.dt = None
self.model = model
def __init__(self,
frequency='5min',
date: datetime.datetime = None,
log_dir='./log'):
"""
暂时不支持单个股票重采样
:param frequency:
"""
super().__init__()
logger.info("QA实时股票Bar重采样,初始化...周期: %s" % frequency)
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:
logger.error("不支持的周期 unknownFrequency: %s" % frequency)
return
elif isinstance(frequency, int):
self.frequency = frequency
else:
logger.error("不支持的周期 unknownFrequency: %s" % frequency)
return
self.market_data = None
# 接收stock tick 数据
self.sub = subscriber(host=eventmq_ip, exchange='realtime_stock_min')
self.sub.callback = self.on_message_callback
self.stock_sub = subscriber_routing(host=eventmq_ip,
exchange='QARealtime_Market',
routing_key='stock')
self.stock_sub.callback = self.on_stock_subscribe_message_callback
# 发送重采样的数据
self.pub = publisher(host=eventmq_ip,
exchange='realtime_stock_{}_min'.format(
self.frequency))
self.count = 0
self.code_list = []
cur_time = datetime.datetime.now() if date is None else date
self.cur_year = cur_time.year
self.cur_month = cur_time.month
self.cur_day = cur_time.day
# 多进程计算
self.cpu_count = multiprocessing.cpu_count() - 1
self.log_dir = log_dir
threading.Thread(target=self.sub.start, daemon=True).start()
threading.Thread(target=self.stock_sub.start, daemon=True).start()
def __init__(self, investor='008107', pwd='1', broker='9999', front_md='tcp://180.168.146.187:10031', front_td='tcp://180.168.146.187:10030'):
self.req = 0
self.ordered = False
self.needAuth = False
self.RelogEnable = True
self.broker = broker
self.investor = investor
self.pwd = pwd
self.front_md = front_md
self.front_td = front_td
self.prepare()
self.market_data = []
self.min_t = 0
self._trading_code = []
self.pro = producer.publisher(exchange='ctp')
self.subscribed_code = []
#!/usr/bin/env python
from QAPUBSUB import producer
import zsorder_pb2
# z1= subscriber_routing(exchange='xx',routing_key='x1')
# z2 = subscriber_routing(exchange='xx',routing_key='x2')
# z3 = subscriber_routing(exchange='xx',routing_key='x2')
# z1.callback= lambda a,b,c,x: print('FROM X1 {}'.format(x))
# z2.callback= lambda a,b,c,x: print('FROM X2 {}'.format(x))
# z3.callback= lambda a,b,c,x: print('FROM X3 {}'.format(x))
# p = publisher_routing(exchange='zsorder')
p = producer.publisher(exchange='zsorder')
# threading.Thread(target=z1.start).start()
# threading.Thread(target=z2.start).start()
# threading.Thread(target=z3.start).start()
zsorder = zsorder_pb2.zsorder()
zsorder.code = '000001'
zsorder.vol = 1000
zsorder.price = 0.0
zsorder.bsflg = 1
# p.pub('xxxxx',routing_key='x1')
# p.pub('1',routing_key='x2')
print(zsorder.SerializeToString())
from QAPUBSUB import producer
c = producer.publisher(exchange='ctp')
while True:
c.pub('I1111111')
