From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
third_data/history_k_data_util.py | 88 ++++++++++++++++++++++++++++++++++++++-----
1 files changed, 77 insertions(+), 11 deletions(-)
diff --git a/third_data/history_k_data_util.py b/third_data/history_k_data_util.py
index 7f014eb..c29f6f7 100644
--- a/third_data/history_k_data_util.py
+++ b/third_data/history_k_data_util.py
@@ -4,13 +4,17 @@
import datetime
import decimal
import json
+import time
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
@@ -29,7 +33,14 @@
fdata = None
if DELEGATE:
fdata = middle_api_protocol.load_juejin(path_str, data_json)
- fdata = middle_api_protocol.request(fdata)
+ __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
@@ -72,6 +83,11 @@
"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):
return cls.__request("get_previous_trading_date", {"exchange": exchange, "date": date})
@@ -104,9 +120,9 @@
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
@@ -137,7 +153,7 @@
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)
@@ -147,22 +163,33 @@
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):
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,
+ return JueJinHttpApi.get_exchanges_codes(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")
+
+ @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):
@@ -194,6 +221,8 @@
class HistoryKDatasUtils(object):
+ __previous_trading_date_cache = {}
+ __latest_trading_date_cache = {}
@classmethod
def get_gp_latest_info(cls, codes, fields=None):
@@ -211,6 +240,35 @@
@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
@@ -274,5 +332,13 @@
if __name__ == "__main__":
- constant.JUEJIN_LOCAL_API = False
- print(HistoryKDatasUtils.get_lowest_price_rate("000725", 30))
+ now_day = tool.get_now_date_str()
+ results = JueJinApi.get_history_instruments(JueJinApi.get_juejin_code_list_with_prefix(["600265"]),
+ tool.date_sub(now_day, 30), tool.date_sub(now_day, 1))
+ results = results[-5:]
+ normal = True
+ for r in results:
+ if r["sec_level"] != 1:
+ normal = False
+ break
+ print(normal)
--
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