def link_tq(api):
"""
处理py进程到天勤的连接
根据天勤提供的命令行参数, 决定 TqApi 工作方式
* 直接调整api的参数
TqApi运行过程中的一批信息主动发送到天勤显示
* 进程启动和停止
* set_chart_data 指令全部发往天勤绘图
* 所有 log / print 信息传递一份
* exception 发送一份
* 所有报单/成交记录抄送一份
:return: (account, backtest, md_url)
"""
from tqsdk.api import TqChan, TqAccount
from tqsdk.sim import TqSim
# 解析命令行参数
parser = argparse.ArgumentParser()
# 天勤连接基本参数
parser.add_argument('--_action', type=str, required=False)
parser.add_argument('--_tq_pid', type=int, required=False)
parser.add_argument('--_tq_url', type=str, required=False)
# action==run时需要这几个
parser.add_argument('--_broker_id', type=str, required=False)
parser.add_argument('--_account_id', type=str, required=False)
parser.add_argument('--_password', type=str, required=False)
# action==backtest时需要这几个
parser.add_argument('--_start_dt', type=str, required=False)
parser.add_argument('--_end_dt', type=str, required=False)
# action==mdreplay时需要这几个
parser.add_argument('--_ins_url', type=str, required=False)
parser.add_argument('--_md_url', type=str, required=False)
args, unknown = parser.parse_known_args()
# 非天勤启动时直接返回
if args._action is None:
return None, None
if args._tq_pid is None:
raise Exception("_tq_pid 参数缺失")
if args._tq_url is None:
raise Exception("_tq_url 参数缺失")
if args._action == "run" and (not args._broker_id or not args._account_id
or not args._password):
raise Exception("run 必要参数缺失")
if args._action == "backtest" and (not args._start_dt or not args._end_dt):
raise Exception("backtest 必要参数缺失")
if args._action == "mdreplay" and (not args._ins_url or not args._md_url):
raise Exception("mdreplay 必要参数缺失")
# 监控天勤进程存活情况
TqMonitorThread(args._tq_pid).start()
# 建立到天勤进程的连接
tq_send_chan, tq_recv_chan = TqChan(api), TqChan(api) # 连接到天勤的channel
api.create_task(api._connect(args._tq_url, tq_send_chan,
tq_recv_chan)) # 启动到天勤客户端的连接
# 根据运行模式分别执行不同的初始化任务
if args._action == "run":
instance = SingleInstance(args._account_id)
api._account = TqAccount(args._broker_id, args._account_id,
args._password)
api._backtest = None
dt_func = lambda: int(datetime.datetime.now().timestamp() * 1e9)
tq_send_chan.send_nowait({
"aid": "register_instance",
"instance_id": instance.instance_id,
"full_path": get_self_full_name(),
"instance_pid": os.getpid(),
"instance_type": "RUN",
"broker_id": args._broker_id,
"account_id": args._account_id,
"password": args._password,
})
elif args._action == "backtest":
instance = SingleInstance("%s-%s" % (args._start_dt, args._end_dt))
if not isinstance(api._account, TqSim):
api._account = TqSim()
from tqsdk.backtest import TqBacktest
start_date = datetime.datetime.strptime(args._start_dt, '%Y%m%d')
end_date = datetime.datetime.strptime(args._end_dt, '%Y%m%d')
api._backtest = TqBacktest(start_dt=start_date, end_dt=end_date)
dt_func = lambda: api._account._get_current_timestamp()
tq_send_chan.send_nowait({
"aid": "register_instance",
"instance_id": instance.instance_id,
"full_path": get_self_full_name(),
"instance_pid": os.getpid(),
"instance_type": "BACKTEST",
"start_dt": args._start_dt,
"end_dt": args._end_dt,
})
elif args._action == "mdreplay":
instance = SingleInstance(args._account_id)
api._account = TqSim(account_id=args._account_id)
api._backtest = None
api._md_url = args._md_url
api._ins_url = args._ins_url
dt_func = lambda: api._account._get_current_timestamp()
tq_send_chan.send_nowait({
"aid": "register_instance",
"instance_id": instance.instance_id,
"full_path": get_self_full_name(),
"instance_pid": os.getpid(),
"instance_type": "RUN",
"account_id": "SIM",
})
else:
raise Exception("_action 参数异常")
# print输出, exception信息转发到天勤
logger = logging.getLogger("TQ")
logger.setLevel(logging.INFO)
logger.addHandler(LogHandlerChan(tq_send_chan,
dt_func=dt_func)) # log输出到天勤接口
sys.stdout = PrintWriterToLog(logger) # print信息转向log输出
sys.excepthook = partial(exception_handler, api,
sys.excepthook) # exception信息转向log输出
# 向api注入监控任务, 将账户交易信息主动推送到天勤
api.create_task(account_watcher(api, dt_func, tq_send_chan))
return tq_send_chan, tq_recv_chan
def run():
#获取命令行参数
parser = argparse.ArgumentParser()
parser.add_argument('--source_file')
parser.add_argument('--instance_id')
parser.add_argument('--instance_file')
args = parser.parse_args()
# api
api = TqApi(TqAccount("", args.instance_id, ""),
url="ws://127.0.0.1:7777/" + args.instance_id)
with closing(api):
# log
logger = logging.getLogger("TQ")
logger.setLevel(logging.INFO)
th = TqRunLogger(api.send_chan, args.instance_id)
th.setLevel(logging.INFO)
logger.addHandler(th)
try:
#加载策略文件
file_path, file_name = os.path.split(args.source_file)
sys.path.insert(0, file_path)
module_name = file_name[:-3]
param_list = []
# 加载或输入参数
try:
# 从文件读取参数表
with open(args.instance_file, "rt") as param_file:
instance = json.load(param_file)
param_list = instance.get("param_list", [])
except IOError:
# 获取用户代码中的参数表
def _fake_api_for_param_list(*args, **kwargs):
m = sys.modules[module_name]
for k, v in m.__dict__.items():
if k.upper() != k:
continue
param_list.append([k, v])
raise Exception()
tqsdk.TqApi = _fake_api_for_param_list
try:
importlib.import_module(module_name)
except Exception:
pass
param_list = input_param(param_list)
if param_list is None:
return
with open(args.instance_file, "wt") as param_file:
json.dump(
{
"instance_id": args.instance_id,
"strategy_file_name": args.source_file,
"desc": json.dumps(param_list),
"param_list": param_list,
}, param_file)
api.send_chan.send_nowait({
"aid": "status",
"instance_id": args.instance_id,
"status": "RUNNING",
"desc": json.dumps(param_list)
})
# 拉起实例并直接执行
def _fake_api_for_launch(*args, **kwargs):
m = sys.modules[module_name]
for k, v in param_list:
m.__dict__[k] = v
return api
tqsdk.TqApi = _fake_api_for_launch
importlib.import_module(module_name)
except ModuleNotFoundError:
logger.exception("加载策略文件失败")
except IndentationError:
logger.exception("策略文件缩进格式错误")
except Exception as e:
logger.exception("策略运行中遇到异常", exc_info=True)