import multiprocessing
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import random
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import threading
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import time
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from local_api import juejin
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from local_api.code_block_manager import CodeKPLBlockManager
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from local_api.limit_up_manager import KPLLimitUpDataManager
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from local_api.log_module import async_log_util
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from local_api.log_module.log import logger_print
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from local_api.tick_data_manager import TickQueueManager
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from local_api.util import event_type, l1_data_api
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import concurrent.futures
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from local_api.util.juejin_util import JueJinApi
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class APICallback:
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def OnJueJinInited(self):
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"""
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掘金初始化完成
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:return:
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"""
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pass
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def OnTick(self, tick, blocks: set, limit_up_list: list):
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"""
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Tick回调
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:param tick:
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:param blocks: 代码的板块: 例如{"光伏"}
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:param limit_up_list: 所有涨停
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:return:
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"""
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pass
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def OnTrade(self, trade_info):
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"""
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交易回调：当有成交或挂单时回调
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:param trade_info:
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:return:
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"""
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pass
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def OnLimitUpListUpdated(self, limit_up_list):
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"""
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涨停列表更新回调
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:param limit_up_list:
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:return:
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"""
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class __TradeApi:
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def __init__(self):
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self.__result_dict = {}
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self.__not_request_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=20)
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def init(self, command_queue: multiprocessing.Queue, result_queue: multiprocessing.Queue,
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api_callback: APICallback):
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self.command_queue = command_queue
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self.result_queue = result_queue
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self.api_callback = api_callback
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@classmethod
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def __create_request_id(cls, type):
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return f"request_id-{type}-{int(time.time() * 1000000)}-{random.randint(0, 100000)}"
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def __read_result(self, request_id, timeout=3.0):
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"""
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读取结果
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:param request_id:
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:param timeout: 超时时间
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:return:
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"""
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start_time = time.time()
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# 最大超时时间50s
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for i in range(10000):
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if request_id in self.__result_dict:
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return self.__result_dict.pop(request_id)
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time.sleep(0.005)
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if time.time() - start_time > timeout:
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raise Exception("读取结果超时")
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raise Exception("未获取到请求结果")
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def buy(self, code, volume, price, blocking=True):
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"""
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买入下单
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:param code:
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:param volume:
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:param price:
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:param blocking: True表示需要等待结果
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:return:
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"""
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commands = ("buy", {"code": code, "volume": volume, "price": price}, self.__create_request_id("buy"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2])
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def sell(self, code, volume, price, blocking=True):
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"""
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买入下单
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:param code:
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:param volume:
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:param price:
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:param blocking: True表示需要等待结果
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:return:
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"""
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commands = ("sell", {"code": code, "volume": volume, "price": price}, self.__create_request_id("sell"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2])
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def positions(self, blocking=True):
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"""
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买入下单
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:param code:
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:param volume:
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:param price:
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:param blocking: True表示需要等待结果
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:return:
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"""
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commands = ("position", {}, self.__create_request_id("position"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2], timeout=10)
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def position_by_symbol(self, symbol, blocking=True):
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commands = ("get_position_by_symbol", {"symbol": symbol}, self.__create_request_id("get_position_by_symbol"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2], timeout=10)
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def get_unfinish_orders(self, blocking=True):
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"""
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获取委托列表
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:param blocking:
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:return:
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"""
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commands = ("get_unfinish_orders", {}, self.__create_request_id("get_unfinish_orders"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2], timeout=10)
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def cancel_order(self, local_order_id, account_id, blocking=True):
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"""
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撤单
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:param local_order_id:
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:param account_id:
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:param blocking:
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:return:
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"""
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commands = ("cancel_order", {"local_order_id": local_order_id, "account_id": account_id},
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self.__create_request_id("cancel_order"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2], timeout=10)
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def get_symbol_names(self, symbols):
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"""
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获取名称
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:param symbols:
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:return:
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"""
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results = JueJinApi().get_gp_latest_info(symbols, "symbol,sec_name")
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return {x["symbol"]: x["sec_name"] for x in results}
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def get_execution_reports(self, blocking=True):
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commands = ("get_execution_reports", {},
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self.__create_request_id("cancel_order"))
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self.command_queue.put_nowait(commands)
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if not blocking:
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return
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return self.__read_result(commands[2], timeout=10)
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def start_read_results(self):
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while True:
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try:
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result = self.result_queue.get()
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type, request_id, data = result[0], result[1], result[2]
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logger_print.debug("API读取到结果：{}", result)
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if type == event_type.EVENT_TYPE_REQUEST:
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self.__result_dict[request_id] = data
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elif type == event_type.EVENT_TYPE_JUEJIN_INIT:
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if self.api_callback:
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# 采用线程调用
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self.__not_request_thread_pool.submit(self.api_callback.OnJueJinInited)
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except:
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time.sleep(0.005)
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trade_api = __TradeApi()
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target_codes = set()
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def update_blocks(force=False):
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"""
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更新板块
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:param force:是否强制更新
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:return:
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"""
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CodeKPLBlockManager().request_block(target_codes, force)
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def get_blocks_count_info():
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"""
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获取更新到板块的数量
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:return: (今日更新到板块的代码数量, 上个交易日的代码数量）
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"""
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return CodeKPLBlockManager().get_codes_count_info()
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# 最新的tick数据
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latest_tick_dict = {}
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def tick_callback(tick):
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code = tick[0]
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if code in latest_tick_dict and latest_tick_dict[code][7] == tick[7]:
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return
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latest_tick_dict[code] = tick
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blocks = CodeKPLBlockManager().get_blocks(code)
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limit_up_info = KPLLimitUpDataManager().get_current_limitup_info()
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api_callback.OnTick(tick, blocks, limit_up_info[1] if limit_up_info else [])
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__TickQueueManager = TickQueueManager(60, tick_callback)
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def __run_tick_tasks():
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threading.Thread(target=__TickQueueManager.run(), daemon=True).start()
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while True:
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try:
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datas = l1_data_api.get_current_info()
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for d in datas:
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__TickQueueManager.add_tick(d[0], d)
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except:
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pass
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finally:
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time.sleep(3)
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def run(jeujin_strategy_id, juejin_token, target_codes_, api_callback_: APICallback):
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"""
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启动API
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:param jeujin_strategy_id: 掘金策略ID
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:param juejin_token: TOKEN
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:param target_codes: 目标代码
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:param api_callback: 回调
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:return:
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"""
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# 设置全局的目标代码
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global target_codes, api_callback
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api_callback = api_callback_
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target_codes.clear()
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target_codes |= set(target_codes_)
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# 初始化掘金API的参数
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JueJinApi.init(jeujin_strategy_id, juejin_token)
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command_queue, result_queue = multiprocessing.Queue(), multiprocessing.Queue()
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trade_api.init(command_queue, result_queue, api_callback)
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threading.Thread(target=trade_api.start_read_results, daemon=True).start()
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# 启动异步日志
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threading.Thread(target=async_log_util.run_sync, daemon=True).start()
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# 运行tick
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threading.Thread(target=__run_tick_tasks, daemon=True).start()
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# 运行掘金策略
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# 开启新进程访问
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jueJinProcess = multiprocessing.Process(target=juejin.start_run,
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args=(jeujin_strategy_id, juejin_token, command_queue, result_queue,))
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jueJinProcess.start()
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# 运行异步日志
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# threading.Thread(target=lambda:, daemon=True).start()
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