def sendOrderHistorySyncEvent(self, exchange, fSymbol, tSymbol, limit,
ratio):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
ORDER_HISTORY_SYNC_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
exchange=exchange,
fSymbol=fSymbol,
tSymbol=tSymbol,
limit=limit,
ratio=ratio))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendOrderHistorySyncEvent: " +
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.sendOrderHistorySyncEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def sendListenMarketKlineEvent(self, exchange, fSymbol, tSymbol, interval,
start, end):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
LISTEN_MARKET_KLINE_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
exchange=exchange,
fSymbol=fSymbol,
tSymbol=tSymbol,
interval=interval,
start=start,
end=end))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendListenMarketKlineEvent: " +
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.sendListenMarketKlineEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def sendJudgeMarketKlineEvent(self, args):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
JUDGE_MARKET_KLINE_EVENT.substitute(
id=self._engine.getEventID(),
timeStamp=utcnow_timestamp(),
args=""))
event = Event(TEMP_EVENT)
self._logger.debug(
"src.core.engine.sender.Sender.sendJudgeMarketKlineEvent: " +
json.dumps(TEMP_EVENT))
# 发送事件
pass
except Exception as err:
errStr = "src.core.engine.sender.Sender.sendJudgeMarketKlineEvent: %s" % EngineException(
err)
raise EngineException(errStr)
def sendStatiscJudgeEvent(self, exchange, types):
try:
# 构造事件对象
TEMP_EVENT = json.loads(
STATISTIC_JUDGE_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.sendStatiscJudgeEvent: " +
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.sendStatiscJudgeEvent: %s" % 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 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 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 backtestUpdateSignalStatusByOrders(self, infoOrders, resInfoSymbol):
self._logger.debug(
"src.core.calc.signal.Signal.backtestUpdateSignalStatusByOrders: {infoOrders=%s, resInfoSymbol=%s}"
% ('infoOrders', 'resInfoSymbol'))
try:
if not self._signals:
raise Exception("NO SIGNAL ERROR, signals empty.")
calc = Calc()
resStatus = []
timeStamp = utcnow_timestamp()
for signal in self._signals:
orders = infoOrders[(
infoOrders['group_id'] == signal['group_id'])]
status = calc.calcSignalStatusByOrders(signal, orders,
resInfoSymbol,
SIGNAL_BASECOIN)
if not status == []:
resStatus.append({
"signal_id": signal['signal_id'],
"status": status
})
if not resStatus == []:
for signal in self._signals:
for res in resStatus:
if signal['signal_id'] == res['signal_id']:
signal['timeStamp'] = timeStamp
signal['status_done'] = res['status'][
'status_done']
signal['status_assets'] = res['status'][
'status_assets']
signal['status_gain'] = res['status'][
'status_gain']
except Exception as err:
errStr = "src.core.calc.signal.Signal.backtestUpdateSignalStatusByOrders: {infoOrders=%s, resInfoSymbol=%s}, exception err=%s" % (
'infoOrders', 'resInfoSymbol', err)
raise CalcException(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 _configSignals(self, exchange, types):
self._logger.debug("src.core.calc.signal.Signal._configSignals")
try:
signals = []
strList = ast.literal_eval(self._signals_str)
if not strList == []:
pid = os.getpid()
timeStamp = utcnow_timestamp()
id = 0
for s in strList:
id = id + 1
signal = {}
if s['type'] == TYPE_DIS:
if (types == 'all' or TYPE_DIS in types) and (
exchange == 'all' or
(s['bid_server'] in exchange
and s['ask_server'] in exchange)):
id_str = str(pid) + str(timeStamp) + str(id)
signal['timeStamp'] = timeStamp
signal['signal_id'] = '0x1c-' + str(
uuid.uuid3(uuid.NAMESPACE_DNS, id_str))
signal['type'] = s['type']
signal['bid_server'] = s['bid_server']
signal['ask_server'] = s['ask_server']
signal['fSymbol'] = s['fSymbol']
signal['tSymbol'] = s['tSymbol']
signal['forward_ratio'] = float(s['forward_ratio'])
signal['backward_ratio'] = float(
s['backward_ratio'])
signal['base_start'] = float(s['base_start'])
signal['base_gain'] = float(s['base_gain'])
signal['base_timeout'] = float(s['base_timeout'])
signal['group_id'] = str(s['group_id'])
signal['status_done'] = False
signal['status_assets'] = [{
"server":
s['bid_server'],
"asset":
SIGNAL_BASECOIN,
"balance":
float(s['base_start']) / 2,
"free":
float(s['base_start']) / 2,
"locked":
0.0
}, {
"server":
s['ask_server'],
"asset":
SIGNAL_BASECOIN,
"balance":
float(s['base_start']) / 2,
"free":
float(s['base_start']) / 2,
"locked":
0.0
}]
signal['status_gain'] = 0.0
if s['type'] == TYPE_TRA:
if (types == 'all' or TYPE_TRA in types) and (
exchange == 'all' or s['server'] in exchange):
tuple = tuple_str_to_list(s['symbol_pair'])
id_str = str(pid) + str(timeStamp) + str(id)
signal['timeStamp'] = timeStamp
signal['signal_id'] = '0x2c-' + str(
uuid.uuid3(uuid.NAMESPACE_DNS, id_str))
signal['type'] = s['type']
signal['server'] = s['server']
signal['V1_fSymbol'] = tuple[0][0]
signal['V1_tSymbol'] = tuple[0][1]
signal['V2_fSymbol'] = tuple[1][0]
signal['V2_tSymbol'] = tuple[1][1]
signal['V3_fSymbol'] = tuple[2][0]
signal['V3_tSymbol'] = tuple[2][1]
signal['forward_ratio'] = float(s['forward_ratio'])
signal['base_start'] = float(s['base_start'])
signal['base_gain'] = float(s['base_gain'])
signal['base_timeout'] = float(s['base_timeout'])
signal['group_id'] = str(s['group_id'])
signal['status_done'] = False
signal['status_assets'] = [{
"server":
s['server'],
"asset":
SIGNAL_BASECOIN,
"balance":
float(s['base_start']),
"free":
float(s['base_start']),
"locked":
0.0
}]
signal['status_gain'] = 0.0
if s['type'] == TYPE_PAIR:
if (types == 'all' or TYPE_PAIR in types) and (
exchange == 'all' or
(s['J1_server'] in exchange
and s['J2_server'] in exchange)):
tuple = tuple_str_to_list(s['symbol_pair'])
id_str = str(pid) + str(timeStamp) + str(id)
signal['timeStamp'] = timeStamp
signal['signal_id'] = '0x3c-' + str(
uuid.uuid3(uuid.NAMESPACE_DNS, id_str))
signal['type'] = s['type']
signal['J1_server'] = s['J1_server']
signal['J2_server'] = s['J2_server']
signal['V1_fSymbol'] = tuple[0][0]
signal['V1_tSymbol'] = tuple[0][1]
signal['V2_fSymbol'] = tuple[1][0]
signal['V2_tSymbol'] = tuple[1][1]
signal['V3_fSymbol'] = tuple[2][0]
signal['V3_tSymbol'] = tuple[2][1]
signal['forward_ratio'] = float(s['forward_ratio'])
signal['base_start'] = float(s['base_start'])
signal['base_gain'] = float(s['base_gain'])
signal['base_timeout'] = float(s['base_timeout'])
signal['group_id'] = str(s['group_id'])
signal['status_done'] = False
signal['status_assets'] = [{
"server":
s['J1_server'],
"asset":
SIGNAL_BASECOIN,
"balance":
float(s['base_start']) / 2,
"free":
float(s['base_start']) / 2,
"locked":
0.0
}, {
"server":
s['J2_server'],
"asset":
SIGNAL_BASECOIN,
"balance":
float(s['base_start']) / 2,
"free":
float(s['base_start']) / 2,
"locked":
0.0
}]
signal['status_gain'] = 0.0
if not signal == {}:
signals.append(signal)
# return signals
return signals
except Exception as err:
errStr = "src.core.calc.signal.Signal.signals, exception err=%s" % err
raise CalcException(errStr)
