From ae8d76a456b64c1c6c4ebf11b6ec33b7df217b1a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 18 八月 2025 13:43:46 +0800
Subject: [PATCH] bug修复
---
third_data/history_k_data_util.py | 215 ++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 162 insertions(+), 53 deletions(-)
diff --git a/third_data/history_k_data_util.py b/third_data/history_k_data_util.py
index cac3680..197e0e0 100644
--- a/third_data/history_k_data_util.py
+++ b/third_data/history_k_data_util.py
@@ -4,14 +4,19 @@
import datetime
import decimal
import json
+import time
import requests
import constant
-from db.redis_manager import RedisUtils
-from utils import tool
-from db import redis_manager
-import gm.api as gmapi
+from db.redis_manager_delegate import RedisUtils
+from log_module.log import logger_request_api, logger_debug
+from third_data import hx_qc_value_util
+from utils import tool, middle_api_protocol
+from db import redis_manager_delegate as redis_manager
+
+
+# import gm.api as gmapi
class JueJinHttpApi:
@@ -25,25 +30,39 @@
return datetime.datetime.fromisoformat(val)
return val
- 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:
- data = resultJson['data']
- if type(data) == list:
- for d in data:
+ 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(data) == dict:
- for k in data:
- data[k] = deformat_date(data[k])
- return data
-
- return None
+ 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):
@@ -63,6 +82,11 @@
return cls.__request("get_instruments",
{"exchanges": exchanges, "sec_types": sec_types, "skip_suspended": skip_suspended,
"skip_st": skip_st, "fields": fields})
+
+ @classmethod
+ def get_history_instruments(cls, symbols, start_date, end_date, fields):
+ return cls.__request("get_history_instruments",
+ {"symbols": symbols, "start_date": start_date, "end_date": end_date, "fields": fields})
@classmethod
def get_previous_trading_date(cls, exchange, date):
@@ -87,20 +111,19 @@
redis = cls.__redisManager.getRedis()
try:
account_id = RedisUtils.get(redis, "juejin-account-id", auto_free=False)
- strategy_id =RedisUtils.get(redis, "juejin-strategy-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:
- redis.connection_pool.disconnect()
-
+ RedisUtils.realse(redis)
@classmethod
def get_juejin_code_list_with_prefix(cls, codes):
list = []
for d in codes:
- if d[0:2] == '00':
+ if tool.is_sz_code(d):
list.append("SZSE.{}".format(d))
- elif d[0:2] == '60':
+ elif tool.is_sh_code(d):
list.append("SHSE.{}".format(d))
return list
@@ -131,7 +154,7 @@
return results
@classmethod
- def get_gp_current_info(cls, codes):
+ def get_gp_current_info(cls, codes, fields=None):
if not codes:
return []
symbols = cls.get_juejin_code_list_with_prefix(codes)
@@ -141,29 +164,43 @@
data = gmapi.current(symbols=",".join(symbols))
return data
else:
- data = JueJinHttpApi.current(symbols=",".join(symbols), fields='')
+ data = JueJinHttpApi.current(symbols=",".join(symbols), fields=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):
+ def get_exchanges_codes(cls, exchanges, skip_suspended=True, skip_st=True, fields=None):
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,
+ return gmapi.get_instruments(exchanges=exchanges, sec_types=[1], skip_suspended=skip_suspended,
+ skip_st=skip_st,
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")
+ if not fields:
+ fields = "symbol,sec_type,sec_id,sec_name,listed_date,sec_level," "is_suspended,pre_close"
+ return JueJinHttpApi.get_exchanges_codes(exchanges=exchanges, sec_types=[1], skip_suspended=skip_suspended,
+ skip_st=skip_st,
+ fields=fields)
+
+ @classmethod
+ def get_history_instruments(cls, symbols, start_date, end_date, fields=None):
+ if constant.JUEJIN_LOCAL_API:
+ account_id, s_id, token = cls.getJueJinAccountInfo()
+ gmapi.set_token(token)
+ return gmapi.get_history_instruments(symbols=symbols, start_date=start_date, end_date=end_date,
+ fields="symbol,sec_type,sec_id,sec_name,listed_date,sec_level,is_suspended,pre_close")
+ else:
+ return JueJinHttpApi.get_history_instruments(symbols, start_date, end_date, fields)
@classmethod
def get_previous_trading_date(cls, 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)
+ # account_id, s_id, token = cls.getJueJinAccountInfo()
+ # gmapi.set_token(token)
+ # return gmapi.get_previous_trading_date("SHSE", date)
+ pass
else:
return JueJinHttpApi.get_previous_trading_date("SHSE", date)
@@ -188,14 +225,23 @@
class HistoryKDatasUtils(object):
+ __previous_trading_date_cache = {}
+ __latest_trading_date_cache = {}
@classmethod
def get_gp_latest_info(cls, codes, fields=None):
return JueJinApi.get_gp_latest_info(codes, fields)
@classmethod
- def get_history_tick_n(cls, code, count, fields=None):
- return JueJinApi.get_history_tick_n(code, count, fields)
+ def get_history_tick_n(cls, code, count, fields=None, juejin=False):
+ # return JueJinApi.get_history_tick_n(code, count, fields)
+ if constant.is_windows() or juejin:
+ return JueJinApi.get_history_tick_n(code, count, fields)
+ else:
+ try:
+ return hx_qc_value_util.get_history_k_bars(code, count)
+ except Exception as e:
+ logger_debug.exception(e)
@classmethod
def get_gp_current_info(cls, codes):
@@ -204,16 +250,65 @@
# 杩斿洖鎸囧畾鏃ユ湡鐨勪笂涓氦鏄撴棩
@classmethod
def get_previous_trading_date(cls, date):
- return JueJinApi.get_previous_trading_date(date)
+ if constant.is_windows():
+ return JueJinApi.get_previous_trading_date(date)
+ else:
+ try:
+ return hx_qc_value_util.get_previous_trading_date(date)
+ except:
+ 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):
+ """
+ 鑾峰彇鏈�杩戝嚑涓氦鏄撴棩锛堜笉鍖呭惈浠婂ぉ锛�
+ @param day_count:
+ @return:
+ """
+ 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):
+ """
+ 鑾峰彇鏈�杩戝嚑涓氦鏄撴棩锛堜笉鍖呭惈浠婂ぉ锛�
+ @param day_count:
+ @return:
+ """
+ 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
def get_next_trading_date(cls, date):
- return JueJinApi.get_next_trading_date(date)
+ # return JueJinApi.get_next_trading_date(date)
+ if constant.is_windows():
+ return JueJinApi.get_next_trading_date(date)
+ else:
+ return hx_qc_value_util.get_next_trading_date(date)
@classmethod
def get_trading_dates(cls, start_date, end_date):
- return JueJinApi.get_trading_dates(start_date, end_date)
+ return hx_qc_value_util.get_trade_calendar(start_date, end_date)
@classmethod
def get_now_price(cls, codes):
@@ -266,19 +361,33 @@
results[code] = code_name
return results
+ @classmethod
+ def get_st_codes(cls):
+ """
+ 鑾峰彇st浠ｇ爜
+ @return:
+ """
+ results = JueJinApi.get_exchanges_codes("SHSE,SZSE", skip_st=False, fields="sec_id,sec_level")
+ codes = [x["sec_id"] for x in results if x["sec_level"] != 1]
+ return codes
+
+
+def get_k_bar_dead_date():
+ """
+ 鑾峰彇K绾跨殑鎴鏃ユ湡
+ @return:
+ """
+ dates = HistoryKDatasUtils.get_latest_trading_date_cache(5)
+ latest_trading_date = None
+ if dates:
+ latest_trading_date = dates[0]
+ if latest_trading_date is None:
+ raise Exception("娌℃湁鑾峰彇鍒颁笂涓�涓氦鏄撴棩鐨勬棩鏈�")
+ # 4鐐逛箣鍚庢敼涓鸿幏鍙栦粖鏃ョ殑鏁版嵁
+ if tool.get_now_time_as_int() > 160000:
+ latest_trading_date = tool.get_now_date_str()
+ return latest_trading_date
+
if __name__ == "__main__":
- constant.JUEJIN_LOCAL_API = False
- list_ = JueJinApi.get_exchanges_codes(["SHSE","SZSE"])
- fdatas = []
- for d in list_:
- if d["sec_id"].find("60") != 0 and d["sec_id"].find("00") != 0:
- continue
- if d["sec_level"] != 1:
- continue
- if d["pre_close"] * 1.1 > 40:
- continue
- if (d["listed_date"] + datetime.timedelta(days=100)).timestamp() > datetime.datetime.now().timestamp():
- continue
- fdatas.append(d)
- print(len(fdatas))
+ pass
--
Gitblit v1.8.0