senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

[增强功能] 增加本地代理

Browse Source
This commit is contained in:
msincenselee 2020-07-02 17:27:03 +08:00
parent 6ddcbf7b0c
commit 08175de6d0
1 changed files with 25 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
vnpy/data/tdx/tdx_stock_data.py
View File

@ -28,9 +28,11 @@ from vnpy.data.tdx.tdx_common import (
PERIOD_MAPPING, PERIOD_MAPPING,
get_tdx_market_code, get_tdx_market_code,
get_cache_config, get_cache_config,
get_cache_json,
save_cache_config, save_cache_config,
get_stock_type, get_stock_type,
TDX_STOCK_CONFIG) TDX_STOCK_CONFIG,
TDX_PROXY_CONFIG)
# 每个周期包含多少分钟 # 每个周期包含多少分钟
NUM_MINUTE_MAPPING = {} NUM_MINUTE_MAPPING = {}
@ -64,16 +66,28 @@ RQ_TDX_STOCK_MARKET_MAP = {v: k for k, v in TDX_RQ_STOCK_MARKET_MAP.items()}
class TdxStockData(object): class TdxStockData(object):
def __init__(self, strategy=None): def __init__(self, strategy=None, proxy_ip="", proxy_port=0):
""" """
构造函数 构造函数
:param strategy: 上层策略，主要用与使用write_log（） :param strategy: 上层策略，主要用与使用write_log（）
""" """
self.api = None self.strategy = strategy
self.proxy_ip = proxy_ip
self.proxy_port = proxy_port
if self.proxy_port == 0 and len(self.proxy_ip)==0:
proxy_config = get_cache_json(TDX_PROXY_CONFIG)
proxy_ip = proxy_config.get('proxy_ip', '')
proxy_port = proxy_config.get('proxy_port', 0)
if len(proxy_ip) > 0 and proxy_port > 0:
self.proxy_ip = proxy_ip
self.proxy_port = proxy_port
self.write_log(f'使用vnpy/data/tdx/{TDX_PROXY_CONFIG}的proxy:{proxy_ip}:{proxy_port}')
self.api = None
self.connection_status = False # 连接状态 self.connection_status = False # 连接状态
self.strategy = strategy
self.best_ip = None self.best_ip = None
self.symbol_market_dict = {} # tdx合约与tdx市场的字典 self.symbol_market_dict = {} # tdx合约与tdx市场的字典
@ -116,7 +130,7 @@ class TdxStockData(object):
if len(self.best_ip) == 0: if len(self.best_ip) == 0:
from pytdx.util.best_ip import select_best_ip from pytdx.util.best_ip import select_best_ip
self.best_ip = select_best_ip() self.best_ip = select_best_ip(_type='socket', proxy_ip=self.proxy_ip, proxy_port=self.proxy_port)
self.config.update({'best_ip': self.best_ip}) self.config.update({'best_ip': self.best_ip})
save_cache_config(self.config, TDX_STOCK_CONFIG) save_cache_config(self.config, TDX_STOCK_CONFIG)
@ -282,7 +296,8 @@ class TdxStockData(object):
axis=1) axis=1)
data = data.rename( data = data.rename(
index=str, index=str,
columns={'amount': 'volume'}) columns={'vol': 'volume'})
if len(data) == 0: if len(data) == 0:
print('{} Handling {}, len2={}..., continue'.format( print('{} Handling {}, len2={}..., continue'.format(
str(datetime.now()), tdx_code, len(data))) str(datetime.now()), tdx_code, len(data)))
@ -452,16 +467,16 @@ class TdxStockData(object):
if is_today: if is_today:
# 获取当前交易日得交易记录 # 获取当前交易日得交易记录
_res = self.api.get_transaction_data( _res = self.api.get_transaction_data(
market=self.symbol_market_dict[symbol], market=self.symbol_market_dict[tdx_code],
code=symbol, code=tdx_code,
start=_pos, start=_pos,
count=q_size) count=q_size)
else: else:
# 获取历史交易记录 # 获取历史交易记录
_res = self.api.get_history_transaction_data( _res = self.api.get_history_transaction_data(
market=self.symbol_market_dict[symbol], market=self.symbol_market_dict[tdx_code],
date=trading_date, date=trading_date,
code=symbol, code=tdx_code,
start=_pos, start=_pos,
count=q_size) count=q_size)
last_dt = None last_dt = None