From 1c2c21812f1741e0b03525f567aa044f894965e7 Mon Sep 17 00:00:00 2001 From: msincenselee Date: Tue, 26 May 2020 09:31:14 +0800 Subject: [PATCH] =?UTF-8?q?[=E5=8A=9F=E8=83=BD=E5=A2=9E=E5=BC=BA]=20?= =?UTF-8?q?=E6=9F=90=E4=B8=AA=E6=9C=8D=E5=8A=A1=E5=99=A8=E5=87=BA=E9=94=99?= =?UTF-8?q?=E6=97=B6=EF=BC=8C=E5=BC=BA=E5=88=B6=E6=9B=B4=E6=8D=A2?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/data/tdx/tdx_future_data.py | 58 +++++++++++++++++++++----------- 1 file changed, 38 insertions(+), 20 deletions(-) diff --git a/vnpy/data/tdx/tdx_future_data.py b/vnpy/data/tdx/tdx_future_data.py index 824ee045..b622e7ac 100644 --- a/vnpy/data/tdx/tdx_future_data.py +++ b/vnpy/data/tdx/tdx_future_data.py @@ -130,25 +130,37 @@ class TdxFutureData(object): self.write_log(u'开始连接通达信行情服务器') self.api = TdxExHq_API(heartbeat=True, auto_retry=True, raise_exception=True) + exclude_ips = [] # 选取最佳服务器 if is_reconnect or len(self.best_ip) == 0: self.best_ip = get_cache_json(TDX_FUTURE_CONFIG) - last_datetime_str = self.best_ip.get('datetime', None) - if last_datetime_str: - try: - last_datetime = datetime.strptime(last_datetime_str, '%Y-%m-%d %H:%M:%S') - if (datetime.now() - last_datetime).total_seconds() > 60 * 60 * 2: - self.best_ip = {} - except Exception as ex: # noqa - self.best_ip = {} - else: + + if is_reconnect: + if is_reconnect: + exclude_ips.append(self.best_ip.get('ip')) self.best_ip = {} + else: + # 超时的话，重新选择 + last_datetime_str = self.best_ip.get('datetime', None) + if last_datetime_str: + try: + last_datetime = datetime.strptime(last_datetime_str, '%Y-%m-%d %H:%M:%S') + if (datetime.now() - last_datetime).total_seconds() > 60 * 60 * 2: + self.best_ip = {} + except Exception as ex: # noqa + self.best_ip = {} + else: + self.best_ip = {} if len(self.best_ip) == 0: - self.best_ip = self.select_best_ip() + self.best_ip = self.select_best_ip(exclude_ips) + self.write_log(f'选取服务器:{self.best_ip}') + else: + self.write_log(f'使用缓存服务器:{self.best_ip}') # 如果配置proxy5，使用vnpy项目下的pytdx if len(self.proxy_ip) > 0 and self.proxy_port > 0: + self.write_log(f'使用proxy5代理 {self.proxy_ip}:{self.proxy_port}') self.api.connect(ip=self.best_ip['ip'], port=self.best_ip['port'], proxy_ip=self.proxy_ip, proxy_port=self.proxy_port) else: @@ -198,14 +210,14 @@ class TdxFutureData(object): return timedelta(9, 9, 0) # ---------------------------------------------------------------------- - def select_best_ip(self): + def select_best_ip(self, exclude_ips=[]): """ 选择行情服务器 :return: """ self.write_log(u'选择通达信行情服务器') - data_future = [self.ping(x['ip'], x['port']) for x in TDX_FUTURE_HOSTS] + data_future = [self.ping(x['ip'], x['port']) for x in TDX_FUTURE_HOSTS if x['ip'] not in exclude_ips] best_future_ip = TDX_FUTURE_HOSTS[data_future.index(min(data_future))] @@ -478,14 +490,20 @@ class TdxFutureData(object): index = 0 count = 100 results = [] - while (True): - print(u'查询{}下：{}~{}个合约'.format(exchange, index, index + count)) - result = self.api.get_instrument_quote_list(int(market_id), 3, index, count) - results.extend(result) - index += count - if len(result) < count: - break - return results + try: + while (True): + print(u'查询{}下：{}~{}个合约'.format(exchange, index, index + count)) + result = self.api.get_instrument_quote_list(int(market_id), 3, index, count) + results.extend(result) + index += count + if len(result) < count: + break + return results + except Exception as ex: + print(f'接口查询异常:{str(ex)}') + self.connect(is_reconnect=True) + return results + def get_mi_contracts2(self): """ 获取主力合约"""