From 365491c1fcf523994035e4bd28d8b5872dd6ec98 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 31 七月 2025 14:47:48 +0800
Subject: [PATCH] 除权采用掘金更新K线
---
huaxin_client/l1_api_client.py | 298 +++++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 206 insertions(+), 92 deletions(-)
diff --git a/huaxin_client/l1_api_client.py b/huaxin_client/l1_api_client.py
index dab8a67..7aab40a 100644
--- a/huaxin_client/l1_api_client.py
+++ b/huaxin_client/l1_api_client.py
@@ -1,12 +1,16 @@
import logging
+import multiprocessing
import threading
import time
+import constant
import qcvalueaddproapi
+from log_module.log import logger_system, logger_debug
from utils import tool
global g_userid, g_passwd, g_address, g_port, g_seqnum
g_seqnum = 100000
+from datetime import datetime
def new_seqnum():
@@ -26,76 +30,130 @@
def __create_request_id(self):
return new_seqnum()
- def queryTradeCalendar(self):
+ def __query_trade_calendar(self, start_date, end_date, page_locate=1, page_count=200):
+ """
+ 鏌ヨ浜ゆ槗鏃ュ巻
+ @param start_date: 鏍煎紡锛�20241201
+ @param end_date: 鏍煎紡锛�20241201
+ @param page_locate:
+ @param page_count:
+ @return: 杩斿洖鏃ユ湡[椤哄簭]
+ """
try:
queryField = qcvalueaddproapi.CQCVDReqQryShareCalendarField()
- # queryField.BegDate = "20240704"
- queryField.EndDate = "20240904"
- queryField.PageCount = 10
- queryField.PageLocate = 1
- if queryField.BegDate:
- queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_ASC
- if queryField.EndDate:
- queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
-
+ queryField.BegDate = start_date
+ queryField.EndDate = end_date
+ queryField.PageCount = page_count
+ queryField.PageLocate = page_locate
+ queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_ASC
request_id = self.__create_request_id()
results = self.m_api.ReqReqQryShareCalendar(queryField, request_id)
for i in range(0, 1000):
if request_id in self.__result_cache:
- return self.__result_cache
+ return self.__result_cache[request_id]
time.sleep(0.002)
- print("ReqReqQryShareCalendar:", results)
except Exception as e:
logging.exception(e)
+ return []
+
+ def queryTradeCalendar(self, start_date, end_date):
+ """
+ 鏌ヨ浜ゆ槗鏃ュ巻
+ @return:
+ """
+ fresults = []
+ try:
+ page_locate = 1
+ for i in range(20):
+ results = self.__query_trade_calendar(start_date.replace("-", ""), end_date.replace("-", ""),
+ page_locate=page_locate)
+ if results:
+ fresults.extend(results)
+ if len(results) != 200:
+ break
+ page_locate += 1
+ print("queryTradeCalendar:", len(fresults))
+ except Exception as e:
+ logger_debug.exception(e)
+ return fresults
+
+ def __query_bars(self, code, begin_date, end_date, page_locate=1, page_count=200):
+ queryField = qcvalueaddproapi.CQCVDReqQryStockDayQuotationField()
+
+ queryField.BegDate = begin_date.replace("-", "")
+ queryField.EndDate = end_date.replace("-", "")
+ if tool.is_sh_code(code):
+ queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SSE
+ else:
+ queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SZSE
+ queryField.SecurityID = code
+ queryField.PageCount = page_count
+ queryField.PageLocate = page_locate
+ queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
+
+ request_id = self.__create_request_id()
+ results = self.m_api.ReqReqQryStockDayQuotation(queryField, request_id)
+ # 璇诲彇缁撴灉
+ for i in range(0, 1000):
+ # 璇诲彇缁撴灉
+ if request_id in self.__result_cache:
+ results = self.__result_cache[request_id]
+ return results
+ time.sleep(0.002)
+ return []
def queryBars(self, code, begin_date, end_date):
+ """
+ 鑾峰彇鍘嗗彶K绾匡紙鍖呭惈璧锋鏃ユ湡锛�
+ @param code:
+ @param begin_date: 渚嬪锛�2024-10-31
+ @param end_date: 渚嬪锛�2024-11-30
+ @param page_locate: 绗嚑椤碉紙浠庣涓�椤靛紑濮嬶級
+ @return:
+ """
try:
- queryField = qcvalueaddproapi.CQCVDReqQryStockDayQuotationField()
- queryField.BegDate = begin_date.replace("-", "")
- queryField.EndDate = end_date.replace("-", "")
- if tool.is_sh_code(code):
- queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SSE
- else:
- queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SZSE
- queryField.SecurityID = code
- # queryField.PageCount = 10
- queryField.PageLocate = 1
- queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
- request_id = self.__create_request_id()
- results = self.m_api.ReqReqQryStockDayQuotation(queryField, request_id)
- for i in range(0, 1000):
- if request_id in self.__result_cache:
- results = self.__result_cache[request_id]
- # 鏈�鏂扮殑澶嶆潈鍥犲瓙
- start_adjust_factor = None
- for i in range(0, len(results)):
- d = results[i]
- if not start_adjust_factor:
- start_adjust_factor = d["AdjustFactor"]
- # 澶嶆潈浠锋牸
- if start_adjust_factor != d["AdjustFactor"]:
- # 寮�濮嬪鏉�
- d["PreClosePrice"] = round(d["AdjustFactor"] * d["PreClosePrice"] / start_adjust_factor, 4)
- d["OpenPrice"] = round(d["AdjustFactor"] * d["OpenPrice"] / start_adjust_factor, 4)
- d["HighPrice"] = round(d["AdjustFactor"] * d["HighPrice"] / start_adjust_factor, 4)
- d["LowPrice"] = round(d["AdjustFactor"] * d["LowPrice"] / start_adjust_factor, 4)
- d["ClosePrice"] = round(d["AdjustFactor"] * d["ClosePrice"] / start_adjust_factor, 4)
- fresults = []
- for r in results:
- fresults.append({"sec_id": r["SecurityID"],
- "open": r["TradingDay"],
- "high": r["HighPrice"],
- "low": r["LowPrice"],
- "close": r["ClosePrice"],
- "volume": r["Volume"],
- "pre_close": r["PreClosePrice"],
- "bob": f"{r['TradingDay'][:4]}-{r['TradingDay'][4:6]}-{r['TradingDay'][6:]} 00:00:00",
- "amount": r["Turnover"]
- })
- return fresults
- time.sleep(0.002)
- print("ReqReqQryStockDayQuotation:", results)
+ page_locate = 1
+ final_results = []
+ for i in range(20):
+ # 鏈�澶氱炕20椤�
+ results = self.__query_bars(code, begin_date, end_date, page_locate)
+ if results:
+ final_results.extend(results)
+ if len(results) != 200:
+ break
+ else:
+ page_locate += 1
+
+ # 鏈�鏂扮殑澶嶆潈鍥犲瓙
+ start_adjust_factor = None
+ for i in range(0, len(final_results)):
+ d = final_results[i]
+ if not start_adjust_factor:
+ start_adjust_factor = d["AdjustFactor"]
+ # 澶嶆潈浠锋牸
+ if start_adjust_factor != d["AdjustFactor"]:
+ # 寮�濮嬪鏉�
+ d["PreClosePrice"] = round(d["AdjustFactor"] * d["PreClosePrice"] / start_adjust_factor, 4)
+ d["OpenPrice"] = round(d["AdjustFactor"] * d["OpenPrice"] / start_adjust_factor, 4)
+ d["HighPrice"] = round(d["AdjustFactor"] * d["HighPrice"] / start_adjust_factor, 4)
+ d["LowPrice"] = round(d["AdjustFactor"] * d["LowPrice"] / start_adjust_factor, 4)
+ d["ClosePrice"] = round(d["AdjustFactor"] * d["ClosePrice"] / start_adjust_factor, 4)
+ fresults = []
+ for r in final_results:
+ fresults.append({"sec_id": r["SecurityID"],
+ "open": r["OpenPrice"],
+ "high": r["HighPrice"],
+ "low": r["LowPrice"],
+ "close": r["ClosePrice"],
+ "volume": r["Volume"],
+ "pre_close": r["PreClosePrice"],
+ "bob": datetime.strptime(r['TradingDay'], '%Y%m%d'),
+ "amount": r["Turnover"]
+ })
+ print("ReqReqQryStockDayQuotation:", len(fresults))
+ return fresults
+
except Exception as e:
logging.exception(e)
@@ -119,19 +177,27 @@
nRequestID,
pRspInfo.ErrorID,
pRspInfo.ErrorMsg))
- if (pRspInfo.ErrorID == 0):
+ if pRspInfo.ErrorID == 0:
+ logger_system.info("鍗庨懌澧炲�兼湇鍔PI鐧诲綍鎴愬姛")
# 鐧诲綍鎴愬姛鍚庣洿鎺ユ煡璇�
# self.ReqInquiryHistoryDelivery()
- # threading.Thread(target=lambda : print("浜ゆ槗鏃ュ巻锛�", self.queryTradeCalendar())).start()
- threading.Thread(target=lambda: print("鏃锛�", self.queryBars())).start()
+ # threading.Thread(target=lambda: print("浜ゆ槗鏃ュ巻锛�", self.queryTradeCalendar("2024-03-08", "2024-12-31"))).start()
+ # threading.Thread(
+ # target=lambda: print("鏃锛�", self.queryBars("601298", "2024-12-15", "2024-12-31"))).start()
def ReqQryGGTEODPrices(self):
- QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
- self.m_api.ReqQryGGTEODPrices(QryField, new_seqnum())
+ try:
+ QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
+ self.m_api.ReqQryGGTEODPrices(QryField, new_seqnum())
+ except:
+ pass
def ReqQryInvestor(self):
- QryField = qcvalueaddproapi.CQCVDQryInvestorField()
- self.m_api.ReqQryInvestor(QryField, new_seqnum())
+ try:
+ QryField = qcvalueaddproapi.CQCVDQryInvestorField()
+ self.m_api.ReqQryInvestor(QryField, new_seqnum())
+ except:
+ pass
def OnRspInquiryShareCalendar(self, pShareCalendar, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
"""
@@ -145,13 +211,15 @@
"""
if nRequestID not in self.__temp_cache:
self.__temp_cache[nRequestID] = []
-
- if pShareCalendar:
- self.__temp_cache[nRequestID].append(pShareCalendar.TradingDay)
- else:
- self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
- self.__temp_cache.pop(nRequestID)
- print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])
+ try:
+ if pShareCalendar:
+ self.__temp_cache[nRequestID].append(pShareCalendar.TradingDay)
+ else:
+ self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
+ self.__temp_cache.pop(nRequestID)
+ print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])
+ except:
+ pass
def OnRspInquiryStockDayQuotation(self, pStockDayQuotation, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
"""
@@ -166,45 +234,91 @@
if nRequestID not in self.__temp_cache:
self.__temp_cache[nRequestID] = []
- print("鏄惁鏈〉鏌ヨ瀹屾瘯锛�", bIsPageLast)
+ # print("鏄惁鏈〉鏌ヨ瀹屾瘯锛�", bIsPageLast)
+ try:
- if not bIsPageLast:
- self.__temp_cache[nRequestID].append({
- "SecurityID": pStockDayQuotation.SecurityID, "TradingDay": pStockDayQuotation.TradingDay,
- "AdjustFactor": pStockDayQuotation.AdjustFactor, "PreClosePrice": pStockDayQuotation.PreClosePrice,
- "OpenPrice": pStockDayQuotation.OpenPrice, "HighPrice": pStockDayQuotation.HighPrice,
- "LowPrice": pStockDayQuotation.LowPrice,
- "ClosePrice": pStockDayQuotation.ClosePrice, "Volume": int(pStockDayQuotation.Volume * 100),
- "Turnover": int(pStockDayQuotation.Turnover * 1000)
- })
- else:
- self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
- self.__temp_cache.pop(nRequestID)
- print("OnRspInquiryStockDayQuotation:", len(self.__result_cache[nRequestID]))
+ if not bIsPageLast:
+ self.__temp_cache[nRequestID].append({
+ "SecurityID": pStockDayQuotation.SecurityID, "TradingDay": pStockDayQuotation.TradingDay,
+ "AdjustFactor": pStockDayQuotation.AdjustFactor, "PreClosePrice": pStockDayQuotation.PreClosePrice,
+ "OpenPrice": pStockDayQuotation.OpenPrice, "HighPrice": pStockDayQuotation.HighPrice,
+ "LowPrice": pStockDayQuotation.LowPrice,
+ "ClosePrice": pStockDayQuotation.ClosePrice, "Volume": int(pStockDayQuotation.Volume * 100),
+ "Turnover": int(pStockDayQuotation.Turnover * 1000)
+ })
+ else:
+ self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
+ self.__temp_cache.pop(nRequestID)
+ print("OnRspInquiryStockDayQuotation:", len(self.__result_cache[nRequestID]))
+ except:
+ pass
-def main():
- # if (len(sys.argv)< 5):
- # ######杩愯鍛戒护琛�:
- # ###### ip鍦板潃 绔彛鍙� 鐢ㄦ埛鍚� 瀵嗙爜
- # print("usage: ipaddress port userid passwd")
- # return
+def __read_request(request_queue: multiprocessing.Queue, response_queue: multiprocessing.Queue):
+
+ def __set_response_data(request_id, response_data):
+ response_queue.put_nowait({"request_id": request_id, "data": response_data})
+
+ while True:
+ try:
+ val = request_queue.get()
+ type_ = val['type']
+ request_id = val['request_id']
+ data = val.get('data')
+ if type_ == 'get_trade_calendar':
+ # 鑾峰彇浜ゆ槗鏃ュ巻
+ start_date = data['start_date']
+ end_date = data['end_date']
+ results = thespi.queryTradeCalendar(start_date, end_date)
+ __set_response_data(request_id, results)
+ elif type_ == 'get_history_k_bars':
+ # 鑾峰彇鍘嗗彶K绾�
+ start_date = data['start_date']
+ end_date = data['end_date']
+ code = data['code']
+ results = thespi.queryBars(code, start_date, end_date)
+ __set_response_data(request_id, results)
+ except Exception as e:
+ pass
+
+
+def run(request_queue: multiprocessing.Queue, response_queue: multiprocessing.Queue):
+ """
+ 杩愯
+ @param request_queue: 璇锋眰闃熷垪
+ @param response_queue: 鍝嶅簲闃熷垪
+ @return:
+ """
global g_userid, g_passwd, g_address, g_port
g_address = "101.230.90.99"
g_port = 25556
g_userid = "388000013942"
g_passwd = "110808"
+ if not constant.is_windows():
+ # 鍐呯綉
+ g_address = "192.168.84.61"
+ g_port = 25557
+
+ #IP锛�192.168.84.61锛夈�佺鍙ｏ紙25557
+
+
# 鍥炴祴浜ゆ槗鏄敱鍘嗗彶琛屾儏鏉ラ┍鍔ㄦ挳鍚堟垚浜�:
# 鍥犳蹇呴』鍚屾椂浣跨敤traderapi鍜宮dapi锛屼笉鑳藉崟鐙娇鐢╰raderapi锛屽苟涓攎dapi鑷冲皯闇�瑕佽闃呬竴涓互涓婅鎯呫��
# 鐢ㄦ埛鍙娇鐢ㄥ洖娴媡raderapi鐨凴egisterFront鍑芥暟鏉ユ敞鍐屾鍦板潃鍘昏繛鎺ヤ笂鍥炴祴鏈嶅姟鍣�
print("GetApiVersion():", qcvalueaddproapi.CQCValueAddProApi_GetApiVersion())
theapi = qcvalueaddproapi.CQCValueAddProApi_CreateInfoQryApi()
+ global thespi
thespi = sampleSpi(theapi)
theapi.RegisterSpi(thespi)
theapi.RegisterFront(g_address, g_port)
+ threading.Thread(target=__read_request, args=(request_queue, response_queue, ), daemon=True).start()
theapi.Run()
- return
+
+
+def main():
+ request_queue, response_queue = multiprocessing.Queue(maxsize=1024), multiprocessing.Queue(maxsize=1024)
+ run(request_queue, response_queue)
if __name__ == '__main__':
--
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