From a00da3062c6c825b585f82275823ac45cdeb6502 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 一月 2024 19:16:20 +0800
Subject: [PATCH] L后成交太快撤单
---
third_data/history_k_data_util.py | 221 +++++++++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 189 insertions(+), 32 deletions(-)
diff --git a/third_data/history_k_data_util.py b/third_data/history_k_data_util.py
index ab6fc25..ed60d06 100644
--- a/third_data/history_k_data_util.py
+++ b/third_data/history_k_data_util.py
@@ -1,11 +1,99 @@
"""
鍘嗗彶K绾挎湇鍔�
"""
+import datetime
import decimal
+import json
+import time
-import tool
-from db import redis_manager
-import gm.api as gmapi
+import requests
+
+import constant
+from db.redis_manager_delegate import RedisUtils
+from log_module.log import logger_request_api
+from utils import tool, middle_api_protocol
+from db import redis_manager_delegate as redis_manager
+
+
+# import gm.api as gmapi
+
+
+class JueJinHttpApi:
+ __BASE_URL = "http://193.112.35.168:10009/"
+
+ @classmethod
+ def __request(cls, path_str, data_json):
+ def deformat_date(val):
+ if type(val) == str and val.find('T') > -1 and val.find(':') > -1 and val.find(
+ '+') > -1:
+ return datetime.datetime.fromisoformat(val)
+ return val
+
+ DELEGATE = True
+ fdata = None
+ if DELEGATE:
+ fdata = middle_api_protocol.load_juejin(path_str, data_json)
+ __start_time = time.time()
+ try:
+ fdata = middle_api_protocol.request(fdata)
+ finally:
+ __use_time = time.time() - __start_time
+ if __use_time > 5:
+ logger_request_api.info(f"鎺橀噾API璇锋眰鏃堕棿锛歿path_str}-{int(__use_time)}")
+
+ else:
+ url = f'{cls.__BASE_URL}{path_str}'
+ # 鍙戦�丳OST璇锋眰
+ response = requests.post(url, json=data_json)
+ result = response.text
+ resultJson = json.loads(result)
+ if resultJson['code'] == 0:
+ fdata = resultJson['data']
+ if fdata:
+ if type(fdata) == list:
+ for d in fdata:
+ if type(d) != dict:
+ continue
+ for k in d:
+ d[k] = deformat_date(d[k])
+ elif type(fdata) == dict:
+ for k in fdata:
+ fdata[k] = deformat_date(fdata[k])
+ return fdata
+ else:
+ return None
+
+ @classmethod
+ def get_instruments(cls, symbols, fields):
+ return cls.__request("get_instruments", {"symbols": symbols, "fields": fields})
+
+ @classmethod
+ def history_n(cls, symbol, frequency, count, adjust, fields):
+ return cls.__request("history_n", {"symbol": symbol, "frequency": frequency, "count": count, "adjust": adjust,
+ "fields": fields})
+
+ @classmethod
+ def current(cls, symbols, fields):
+ return cls.__request("current", {"symbols": symbols, "fields": fields})
+
+ @classmethod
+ def get_exchanges_codes(cls, exchanges, sec_types, skip_suspended, skip_st, fields):
+ return cls.__request("get_instruments",
+ {"exchanges": exchanges, "sec_types": sec_types, "skip_suspended": skip_suspended,
+ "skip_st": skip_st, "fields": fields})
+
+ @classmethod
+ def get_previous_trading_date(cls, exchange, date):
+ return cls.__request("get_previous_trading_date", {"exchange": exchange, "date": date})
+
+ @classmethod
+ def get_next_trading_date(cls, exchange, date):
+ return cls.__request("get_next_trading_date", {"exchange": exchange, "date": date})
+
+ @classmethod
+ def get_trading_dates(cls, exchange, start_date, end_date):
+ return cls.__request("get_trading_dates",
+ {"exchange": exchange, "start_date": start_date, "end_date": end_date})
class JueJinApi:
@@ -15,10 +103,13 @@
@classmethod
def getJueJinAccountInfo(cls):
redis = cls.__redisManager.getRedis()
- account_id = redis.get("juejin-account-id")
- strategy_id = redis.get("juejin-strategy-id")
- token = redis.get("juejin-token")
- return account_id, strategy_id, token
+ try:
+ account_id = RedisUtils.get(redis, "juejin-account-id", auto_free=False)
+ strategy_id = RedisUtils.get(redis, "juejin-strategy-id", auto_free=False)
+ token = RedisUtils.get(redis, "juejin-token", auto_free=False)
+ return account_id, strategy_id, token
+ finally:
+ RedisUtils.realse(redis)
@classmethod
def get_juejin_code_list_with_prefix(cls, codes):
@@ -34,56 +125,88 @@
def get_gp_latest_info(cls, codes, fields=None):
if not codes:
return []
- account_id, s_id, token = cls.getJueJinAccountInfo()
symbols = cls.get_juejin_code_list_with_prefix(codes)
- gmapi.set_token(token)
- data = gmapi.get_instruments(symbols=",".join(symbols), fields=fields)
- print(data)
- return data
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ data = gmapi.get_instruments(symbols=",".join(symbols), fields=fields)
+ return data
+ else:
+ return JueJinHttpApi.get_instruments(symbols=",".join(symbols), fields=fields)
@classmethod
def get_history_tick_n(cls, code, count, fields=None):
- account_id, s_id, token = cls.getJueJinAccountInfo()
symbols = cls.get_juejin_code_list_with_prefix([code])
- gmapi.set_token(token)
- # 鍓嶉櫎鏉�
- results = gmapi.history_n(symbol=symbols[0], frequency="1d", count=count, adjust=1, fields=fields)
- return results
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ # 鍓嶉櫎鏉�
+ results = gmapi.history_n(symbol=symbols[0], frequency="1d", count=count, adjust=1, fields=fields)
+ return results
+ else:
+ results = JueJinHttpApi.history_n(symbol=symbols[0], frequency="1d", count=count, adjust=1, fields=fields)
+ return results
@classmethod
def get_gp_current_info(cls, codes):
if not codes:
return []
- account_id, s_id, token = cls.getJueJinAccountInfo()
symbols = cls.get_juejin_code_list_with_prefix(codes)
- gmapi.set_token(token)
- data = gmapi.current(symbols=",".join(symbols))
- print(data)
- return data
-
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ data = gmapi.current(symbols=",".join(symbols))
+ return data
+ else:
+ data = JueJinHttpApi.current(symbols=",".join(symbols), fields='')
+ return data
# 杩斿洖鎸囧畾鏃ユ湡鐨勪笂涓氦鏄撴棩
+
+ # 鑾峰彇浜ゆ槗鎵�鐨勪唬鐮�
+ @classmethod
+ def get_exchanges_codes(cls, exchanges):
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ return gmapi.get_instruments(exchanges=exchanges, sec_types=[1], skip_suspended=True, skip_st=True,
+ fields="symbol,sec_type,sec_id,sec_name,listed_date,sec_level,is_suspended,pre_close")
+ else:
+ return JueJinHttpApi.get_exchanges_codes(exchanges=exchanges, sec_types=[1], skip_suspended=True,
+ skip_st=True,
+ fields="symbol,sec_type,sec_id,sec_name,listed_date,sec_level,is_suspended,pre_close")
@classmethod
def get_previous_trading_date(cls, date):
- account_id, s_id, token = cls.getJueJinAccountInfo()
- gmapi.set_token(token)
- return gmapi.get_previous_trading_date("SHSE", date)
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ return gmapi.get_previous_trading_date("SHSE", date)
+ else:
+ return JueJinHttpApi.get_previous_trading_date("SHSE", date)
# 杩斿洖鎸囧畾鏃ユ湡鐨勪笅涓氦鏄撴棩
@classmethod
def get_next_trading_date(cls, date):
- account_id, s_id, token = cls.getJueJinAccountInfo()
- gmapi.set_token(token)
- return gmapi.get_previous_trading_date("SHSE", date)
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ return gmapi.get_next_trading_date("SHSE", date)
+ else:
+ return JueJinHttpApi.get_next_trading_date("SHSE", date)
@classmethod
def get_trading_dates(cls, start_date, end_date):
- account_id, s_id, token = cls.getJueJinAccountInfo()
- gmapi.set_token(token)
- return gmapi.get_trading_dates("SHSE", start_date, end_date)
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ return gmapi.get_trading_dates("SHSE", start_date, end_date)
+ else:
+ return JueJinHttpApi.get_trading_dates("SHSE", start_date, end_date)
class HistoryKDatasUtils(object):
+ __previous_trading_date_cache = {}
+ __latest_trading_date_cache = {}
@classmethod
def get_gp_latest_info(cls, codes, fields=None):
@@ -101,6 +224,35 @@
@classmethod
def get_previous_trading_date(cls, date):
return JueJinApi.get_previous_trading_date(date)
+
+ @classmethod
+ def get_previous_trading_date_cache(cls, date):
+ if date in cls.__previous_trading_date_cache:
+ return cls.__previous_trading_date_cache.get(date)
+ fdata = cls.get_previous_trading_date(date)
+ if fdata:
+ cls.__previous_trading_date_cache[date] = fdata
+ return fdata
+
+ # 鑾峰彇鏈�杩戠殑浜ゆ槗鏃�
+ @classmethod
+ def get_latest_trading_date(cls, day_count):
+ now_day = tool.get_now_date_str()
+ days = []
+ for i in range(day_count):
+ pday = cls.get_previous_trading_date_cache(now_day)
+ days.append(pday)
+ now_day = pday
+ return days
+
+ @classmethod
+ def get_latest_trading_date_cache(cls, day_count):
+ key = f"{tool.get_now_date_str()}-{day_count}"
+ if key in cls.__latest_trading_date_cache:
+ return cls.__latest_trading_date_cache[key]
+ days = cls.get_latest_trading_date(day_count)
+ cls.__latest_trading_date_cache[key] = days
+ return days
# 杩斿洖鎸囧畾鏃ユ湡鐨勪笅涓氦鏄撴棩
@classmethod
@@ -161,3 +313,8 @@
code_name = data['sec_name']
results[code] = code_name
return results
+
+
+if __name__ == "__main__":
+ results = HistoryKDatasUtils.get_codes_limit_rate(list({"000422", "600610"}))
+ print(results)
--
Gitblit v1.8.0