[update] websocket支持gzip自动解压
This commit is contained in:
msincenselee
parent
a446ce08fc
commit
310ff555a3
@ -29,7 +29,7 @@ if __name__ == "__main__":
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cta_path = os.path.abspath(os.path.join(vnpy_root, account_folder))
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if not os.path.exists(cta_path):
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print(f'{cta_path}不存在', file=sys.stderr)
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exit()
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continue
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print(f'开始检查{cta_path}下的策略运行配置文件')
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account_name = account_folder.split('/')[-1]
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# 创建API对象
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@ -59,6 +59,7 @@ if __name__ == "__main__":
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print(f'文件{bar_file_path}存在，最后时间:{start_date}')
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else:
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last_dt = None
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start_dt = datetime.strptime(start_date, '%Y%m%d')
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print(f'文件{bar_file_path}不存在，开始时间:{start_date}')
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@ -35,7 +35,8 @@ class RemoteClient:
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"""
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params = locals().copy()
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params.pop("self")
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# if exe_path is None:
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# params['exe_path'] = 'C:\\THS\\xiadan.exe'
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if config_path is not None:
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account = file2dict(config_path)
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params["user"] = account["user"]
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@ -1,5 +1,6 @@
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import json
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import logging
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import gzip
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import socket
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import ssl
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import sys
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@ -197,19 +198,21 @@ class WebsocketClient:
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self._ensure_connection()
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ws = self._ws
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if ws:
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text = ws.recv()
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recv_data = ws.recv()
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# ws object is closed when recv function is blocking
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if not text:
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if not recv_data:
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self._disconnect()
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continue
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self._record_last_received_text(text)
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self._record_last_received_text(recv_data)
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try:
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data = self.unpack_data(text)
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if isinstance(recv_data, bytes):
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recv_data = gzip.decompress(recv_data)
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data = self.unpack_data(recv_data)
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except ValueError as e:
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print("websocket unable to parse data: " + text)
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print("websocket unable to parse data: " + recv_data)
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raise e
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self._log('recv data: %s', data)
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@ -2143,7 +2143,7 @@ class CtaSpotTemplate(CtaTemplate):
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.format(self.cur_datetime, self.vt_symbol, self.cur_price, self.entrust))
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if len(self.active_orders) > 0:
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self.write_log('当前活动订单:{}'.format(json.dumps(self.active_orders, indent=2, ensure_ascii=False)))
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self.write_log('当前活动订单数:{}'.format(len(self.active_orders))) #json.dumps(self.active_orders, indent=2, ensure_ascii=False)))
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if hasattr(self, 'policy'):
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policy = getattr(self, 'policy')
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@ -279,9 +279,10 @@ class CtaEngine(BaseEngine):
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strategy = self.orderid_strategy_map.get(order.vt_orderid, None)
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if not strategy:
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self.write_log(f'委托单没有对应的策略设置:order:{order}')
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self.write_log(f'委托单没有对应的策略设置:order:{order.__dict__}')
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self.write_log(f'当前策略侦听委托单:{list(self.orderid_strategy_map.keys())}')
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return
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self.write_log(f'委托更新:{order.vt_orderid} => 策略:{strategy.strategy_name}')
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# Remove vt_orderid if order is no longer active.
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vt_orderids = self.strategy_orderid_map[strategy.strategy_name]
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if order.vt_orderid in vt_orderids and not order.is_active():
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@ -311,15 +312,18 @@ class CtaEngine(BaseEngine):
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# Filter duplicate trade push
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if trade.vt_tradeid in self.vt_tradeids:
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self.write_log(f'成交单的委托编号不属于本引擎实例:{trade}')
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self.write_log(f'成交单的交易编号{trade.vt_tradeid}已处理完毕,不再处理')
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return
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self.vt_tradeids.add(trade.vt_tradeid)
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strategy = self.orderid_strategy_map.get(trade.vt_orderid, None)
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if not strategy:
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self.write_log(f'成交单没有对应的策略设置:order:{trade}')
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self.write_log(f'成交单没有对应的策略设置:trade:{trade.__dict__}')
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self.write_log(f'当前策略侦听委托单:{list(self.orderid_strategy_map.keys())}')
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return
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self.write_log(f'成交更新:{trade.vt_orderid} => 策略:{strategy.strategy_name}')
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# Update strategy pos before calling on_trade method
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# 取消外部干预策略pos，由策略自行完成更新
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# if trade.direction == Direction.LONG:
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@ -512,13 +516,10 @@ class CtaEngine(BaseEngine):
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vt_orderid = self.main_engine.send_order(
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req, gateway_name)
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# Check if sending order successful
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if not vt_orderid:
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vt_orderids
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vt_orderids.append(vt_orderid)
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# Save relationship between orderid and strategy.
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self.write_log(f'委托成功绑定{vt_orderid} <==> {strategy.strategy_name}')
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self.orderid_strategy_map[vt_orderid] = strategy
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self.strategy_orderid_map[strategy.strategy_name].add(vt_orderid)
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@ -874,7 +875,7 @@ class CtaEngine(BaseEngine):
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def get_account(self, vt_accountid: str = ""):
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""" 查询账号的资金"""
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# 如果启动风控，则使用风控中的最大仓位
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if self.main_engine.rm_engine:
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if self.main_engine.rm_engine and len(vt_accountid) > 0:
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return self.main_engine.rm_engine.get_account(vt_accountid)
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if len(vt_accountid) > 0:
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@ -2003,7 +2003,7 @@ class BackTestingEngine(object):
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# 计算每个策略实例的持仓盈亏
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strategy_pnl.update({longpos.strategy_name: strategy_pnl.get(longpos.strategy_name, 0) + holding_profit})
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positionMsg += "{},long,p={},v={},m={};".format(symbol, longpos.price, longpos.volume, holding_profit)
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positionMsg += "{:<10},long ,p:{:<10},vol:{:<3},pnl:{};\n".format(symbol, round(longpos.price,3), longpos.volume, round(holding_profit,3))
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for shortpos in self.short_position_list:
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# 不计算套利合约的持仓盈亏
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@ -2023,7 +2023,7 @@ class BackTestingEngine(object):
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# 计算每个策略实例的持仓盈亏
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strategy_pnl.update({shortpos.strategy_name: strategy_pnl.get(shortpos.strategy_name, 0) + holding_profit})
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positionMsg += "{},short,p={},v={},m={};".format(symbol, shortpos.price, shortpos.volume, holding_profit)
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positionMsg += "{:<10},short,p:{:<10},vol:{:<3},pnl:{};\n".format(symbol, round(shortpos.price,3), shortpos.volume, round(holding_profit,3))
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data['net'] = c + today_holding_profit # 当日净值（含持仓盈亏）
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data['rate'] = (c + today_holding_profit) / self.init_capital
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@ -2049,7 +2049,7 @@ class BackTestingEngine(object):
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self.daily_max_drawdown_rate = drawdown_rate
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self.max_drawdown_rate_time = data['date']
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msg = u'{}: net={}, capital={} max={} holding_profit={} commission={}， pos: {}' \
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msg = u'{}: net={}, capital={} max={} holding_profit={} commission={}， pos: \n{}' \
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.format(data['date'],
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data['net'], c, m,
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today_holding_profit,
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@ -2143,6 +2143,7 @@ class BackTestingEngine(object):
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d = {}
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d['init_capital'] = self.init_capital
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d['profit'] = self.cur_capital - self.init_capital
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d['net_capital'] = self.net_capital
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d['max_capital'] = self.max_net_capital # 取消原 maxCapital
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if len(self.pnl_list) == 0:
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@ -2223,8 +2224,11 @@ class BackTestingEngine(object):
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result_info.update({u'期初资金': d['init_capital']})
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self.output(u'期初资金：\t%s' % format_number(d['init_capital']))
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result_info.update({u'总盈亏': d['profit']})
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self.output(u'总盈亏：\t%s' % format_number(d['profit']))
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result_info.update({u'期末资金': d['net_capital']})
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self.output(u'期末资金：\t%s' % format_number(d['net_capital']))
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result_info.update({u'平仓盈亏': d['profit']})
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self.output(u'平仓盈亏：\t%s' % format_number(d['profit']))
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result_info.update({u'资金最高净值': d['max_capital']})
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self.output(u'资金最高净值：\t%s' % format_number(d['max_capital']))
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@ -713,7 +713,11 @@ class CtaProTemplate(CtaTemplate):
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cb_on_bar = strategy_kline.cb_on_bar
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# 缓存实例数据 =》 当前实例数据
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strategy_kline.__dict__.update(cache_kline.__dict__)
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kline_first_bar_dt = None
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kline_last_bar_dt = None
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if len(strategy_kline.line_bar) > 0:
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kline_first_bar_dt = strategy_kline.line_bar[0].datetime
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kline_last_bar_dt = strategy_kline.line_bar[-1].datetime
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# 所有K线的最后时间
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if last_bar_dt and strategy_kline.cur_datetime:
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last_bar_dt = max(last_bar_dt, strategy_kline.cur_datetime)
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@ -724,7 +728,7 @@ class CtaProTemplate(CtaTemplate):
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strategy_kline.strategy = self
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strategy_kline.cb_on_bar = cb_on_bar
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self.write_log(f'恢复{kline_name}缓存数据,最新bar结束时间:{last_bar_dt}')
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self.write_log(f'恢复{kline_name}缓存数据:[{kline_first_bar_dt}] => [{kline_last_bar_dt}], bar结束时间:{last_bar_dt}')
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self.write_log(u'加载缓存k线数据完毕')
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return last_bar_dt
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@ -1880,7 +1884,7 @@ class CtaProFutureTemplate(CtaProTemplate):
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elif order_info['traded'] > 0:
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self.write_log('撤单逻辑 = > 部分开仓')
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if order_grid.traded_volume < order_info['traded']:
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self.write_log('撤单逻辑 = > 调整网格开仓数 {} => {}'.format(order_grid.traded_volume, order_grid['traded'] ))
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self.write_log('撤单逻辑 = > 调整网格开仓数 {} => {}'.format(order_grid.traded_volume, order_info['traded'] ))
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order_grid.traded_volume = order_info['traded']
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self.write_log(f'撤单逻辑 => 调整网格委托状态=> False, 开仓状态:True, 开仓数量:{order_grid.volume}=>{order_grid.traded_volume}')
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order_grid.order_status = False
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@ -654,6 +654,7 @@ class CtaLineBar(object):
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self.dict_dif = {} # datetime str: dif mapping
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self.line_dea = [] # DEA = （前一日DEA X 8/10 + 今日DIF X 2/10），即为talib-MACD返回值
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self.line_macd = [] # (dif-dea)*2，但是talib中MACD的计算是bar = (dif-dea)*1,国内一般是乘以2
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self.dict_macd = {} # datetime str: macd mapping
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self.macd_segment_list = [] # macd 金叉/死叉的段列表，记录价格的最高/最低，Dif的最高，最低，Macd的最高/最低，Macd面接
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self._rt_dif = None
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self._rt_dea = None
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@ -940,6 +941,7 @@ class CtaLineBar(object):
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if self.bar_len > self.max_hold_bars:
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del self.line_bar[0]
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self.dict_dif.pop(self.index_list[0], None)
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self.dict_macd.pop(self.index_list[0], None)
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del self.index_list[0]
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self.bar_len = self.bar_len - 1 # 删除了最前面的bar，bar长度少一位
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@ -1256,13 +1258,13 @@ class CtaLineBar(object):
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# K线的日期时间
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self.cur_bar.trading_day = tick.trading_day # K线所在的交易日期
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#self.cur_bar.date = tick.date # K线的日期，（夜盘的话，与交易日期不同哦）
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# self.cur_bar.date = tick.date # K线的日期，（夜盘的话，与交易日期不同哦）
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self.cur_bar.datetime = tick.datetime
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if (self.interval == Interval.SECOND and self.bar_interval % 60 == 0) \
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or self.interval in [Interval.MINUTE, Interval.HOUR, Interval.DAILY, Interval.WEEKLY]:
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# K线的日期时间（去除秒）设为第一个Tick的时间
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self.cur_bar.datetime = self.cur_bar.datetime.replace(second=0, microsecond=0)
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#self.cur_bar.time = self.cur_bar.datetime.strftime('%H:%M:%S')
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# self.cur_bar.time = self.cur_bar.datetime.strftime('%H:%M:%S')
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self.cur_bar.volume = tick.last_volume if tick.last_volume > 0 else tick.volume
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if self.cur_trading_day != self.cur_bar.trading_day or not self.line_bar:
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# bar的交易日与记录的当前交易日不一致：
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@ -1784,7 +1786,7 @@ class CtaLineBar(object):
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# 当前笔 不是中枢最后一笔， 方向是回归中枢的
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else:
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# 向下的一笔，且回落中枢高位下方，变成中枢的最后一笔
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if direction == -1 and cur_bi.get('low') < self.cur_tqn_zs.get('high')\
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if direction == -1 and cur_bi.get('low') < self.cur_tqn_zs.get('high') \
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and cur_bi.get('high') > self.cur_tqn_zs.get('low'):
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# 对比中枢之前所有的确认低点，不能超过
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zs_lows = self.cur_tqn_zs.get("lows", [self.cur_tqn_zs.get('low')])
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@ -1814,7 +1816,7 @@ class CtaLineBar(object):
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self.cur_tqn_zs.update({"end": cur_bi.get("start")})
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# 向上的一笔，回抽中枢下轨上方，变成中枢的一笔
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if direction == 1 and cur_bi.get('high') > self.cur_tqn_zs.get('low')\
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if direction == 1 and cur_bi.get('high') > self.cur_tqn_zs.get('low') \
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and cur_bi.get('low') < self.cur_tqn_zs.get('high'):
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# 对比中枢之前所有的确认高点，不能超过
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zs_highs = self.cur_tqn_zs.get("highs", [self.cur_tqn_zs.get('high')])
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@ -3753,15 +3755,19 @@ class CtaLineBar(object):
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del self.line_dif[0]
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dif = round(dif_list[-1], self.round_n)
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self.line_dif.append(dif)
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if len(self.index_list) > 0:
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self.dict_dif.update({self.index_list[-1]: dif})
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if len(self.line_dea) > self.max_hold_bars:
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del self.line_dea[0]
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self.line_dea.append(round(dea_list[-1], self.round_n))
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macd = round(macd_list[-1] * 2, self.round_n)
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if len(self.line_macd) > self.max_hold_bars:
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del self.line_macd[0]
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self.line_macd.append(round(macd_list[-1] * 2, self.round_n)) # 国内一般是2倍
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self.line_macd.append(macd) # 国内一般是2倍
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if len(self.index_list) > 0:
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self.dict_dif.update({self.index_list[-1]: dif})
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self.dict_macd.update({self.index_list[-1]: macd})
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# 更新 “段”（金叉-》死叉；或 死叉-》金叉)
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segment = self.macd_segment_list[-1] if len(self.macd_segment_list) > 0 else {}
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@ -3889,7 +3895,11 @@ class CtaLineBar(object):
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# 通过bar的时间，获取dif值
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def get_dif_by_dt(self, str_dt):
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return self.dict_dif.get(str_dt, 0)
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return self.dict_dif.get(str_dt, None)
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# 通过bar的时间，获取macd值
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def get_macd_by_dt(self, str_dt):
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return self.dict_macd.get(str_dt, None)
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@property
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def rt_dif(self):
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@ -5390,6 +5400,15 @@ class CtaLineBar(object):
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# self.__count_chanlun()
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# return self._duan_zs_list
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def is_duan(self, direction):
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"""当前最新一线段，是否与输入方向一致"""
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if isinstance(direction, Direction):
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direction = 1 if direction == Direction.LONG else -1
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if len(self.duan_list) == 0:
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return False
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return self.duan_list[-1].direction == direction
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def is_bi_beichi_inside_duan(self, direction, cur_duan=None):
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"""
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当前段内的笔，是否形成背驰
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@ -5402,7 +5421,7 @@ class CtaLineBar(object):
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direction = 1 if direction == Direction.LONG else -1
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if cur_duan is None:
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if len(self._duan_list) == 0:
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if len(self.duan_list) == 0:
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return False
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# 分型需要确认
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@ -5410,7 +5429,7 @@ class CtaLineBar(object):
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return False
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# 取当前段
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cur_duan = self._duan_list[-1]
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cur_duan = self.duan_list[-1]
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# 获取最近2个匹配direction的分型
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fx_list = [fx for fx in self._fenxing_list[-4:] if fx.direction == direction]
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if len(fx_list) != 2:
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@ -5450,26 +5469,22 @@ class CtaLineBar(object):
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return False
|
||||
|
||||
def is_fx_macd_divergence(self, direction):
|
||||
def is_fx_macd_divergence(self, direction, cur_duan=None, use_macd=False):
|
||||
"""
|
||||
分型的macd背离
|
||||
:param direction: 1，-1 或者 Direction.LONG（判断是否顶背离）, Direction.SHORT（判断是否底背离）
|
||||
|
||||
: cur_duan 当前段
|
||||
: use_macd 使用macd红柱，绿柱进行比较
|
||||
:return:
|
||||
"""
|
||||
if isinstance(direction, Direction):
|
||||
direction = 1 if direction == Direction.LONG else -1
|
||||
if len(self._duan_list) == 0:
|
||||
if cur_duan is None:
|
||||
|
||||
if len(self.duan_list) == 0:
|
||||
return False
|
||||
# 当前段
|
||||
duan = self._duan_list[-1]
|
||||
|
||||
if duan.direction != direction:
|
||||
return False
|
||||
|
||||
# 当前段包含的分笔，必须大于3
|
||||
if len(duan.bi_list) <= 3:
|
||||
return False
|
||||
cur_duan = self.duan_list[-1]
|
||||
|
||||
# 获取最近2个匹配direction的分型
|
||||
fx_list = [fx for fx in self._fenxing_list[-4:] if fx.direction == direction]
|
||||
@ -5477,24 +5492,34 @@ class CtaLineBar(object):
|
||||
return False
|
||||
|
||||
# 这里是排除段的信号出错，获取了很久之前的一段，而不是最新的一段
|
||||
if duan.end < fx_list[0].index:
|
||||
if cur_duan.end < fx_list[0].index:
|
||||
return False
|
||||
|
||||
pre_dif = self.get_dif_by_dt(fx_list[0].index)
|
||||
cur_dif = self.get_dif_by_dt(fx_list[1].index)
|
||||
if pre_dif is None or cur_dif is None:
|
||||
if cur_duan.direction != direction:
|
||||
return False
|
||||
|
||||
# 当前段包含的分笔，必须大于3
|
||||
if len(cur_duan.bi_list) < 3:
|
||||
return False
|
||||
|
||||
# 获取倒数第二根同向分笔的结束dif值或macd值
|
||||
pre_value = self.get_macd_by_dt(cur_duan.bi_list[-3].end) if use_macd else self.get_dif_by_dt(
|
||||
cur_duan.bi_list[-3].end)
|
||||
cur_value = self.get_macd_by_dt(cur_duan.bi_list[-1].end) if use_macd else self.get_dif_by_dt(
|
||||
cur_duan.bi_list[-1].end)
|
||||
if pre_value is None or cur_value is None:
|
||||
return False
|
||||
if direction == 1:
|
||||
# 前顶分型顶部价格
|
||||
pre_price = fx_list[0].high
|
||||
pre_price = cur_duan.bi_list[-3].high
|
||||
# 当前顶分型顶部价格
|
||||
cur_price = fx_list[1].high
|
||||
if pre_price < cur_price and pre_dif >= cur_dif and 0 < self.line_dif[-1] < self.line_dif[-2]:
|
||||
cur_price = cur_duan.bi_list[-1].high
|
||||
if pre_price < cur_price and pre_value >= cur_value > 0:
|
||||
return True
|
||||
else:
|
||||
pre_price = fx_list[0].low
|
||||
cur_price = fx_list[1].low
|
||||
if pre_price > cur_price and pre_dif <= cur_dif and self.line_dif[-2] < self.line_dif[-1] < 0:
|
||||
pre_price = cur_duan.bi_list[-3].low
|
||||
cur_price = cur_duan.bi_list[-1].low
|
||||
if pre_price > cur_price and pre_value <= cur_value < 0:
|
||||
return True
|
||||
|
||||
return False
|
||||
|
||||
@ -43,10 +43,10 @@ class TickData(BaseData):
|
||||
trading_day: str = "" # '%Y-%m-%d'
|
||||
|
||||
name: str = ""
|
||||
volume: float = 0
|
||||
volume: float = 0 # 当前交易日累计成交量
|
||||
open_interest: float = 0
|
||||
last_price: float = 0
|
||||
last_volume: float = 0
|
||||
last_volume: float = 0 # 当前切片的成交量
|
||||
limit_up: float = 0
|
||||
limit_down: float = 0
|
||||
|
||||
|
||||
@ -622,6 +622,7 @@ def display_dual_axis(df, columns1, columns2=[], invert_yaxis1=False, invert_yax
|
||||
:param file_name: 保存的excel 文件名称
|
||||
:param sheet_name: excel 的sheet
|
||||
:param image_name: 保存的image 文件名
|
||||
颜色色系:https://www.osgeo.cn/matplotlib/tutorials/colors/colormaps.html
|
||||
:return:
|
||||
"""
|
||||
|
||||
@ -634,7 +635,7 @@ def display_dual_axis(df, columns1, columns2=[], invert_yaxis1=False, invert_yax
|
||||
fig, ax1 = plt.subplots()
|
||||
if invert_yaxis1:
|
||||
ax1.invert_yaxis()
|
||||
ax1.plot(df1)
|
||||
df1.plot(ax=ax1,cmap='tab20b')
|
||||
|
||||
if len(columns2) > 0:
|
||||
df2 = df[columns2]
|
||||
@ -642,7 +643,8 @@ def display_dual_axis(df, columns1, columns2=[], invert_yaxis1=False, invert_yax
|
||||
ax2 = ax1.twinx()
|
||||
if invert_yaxis2:
|
||||
ax2.invert_yaxis()
|
||||
ax2.plot(df2)
|
||||
df2.plot(ax=ax2, cmap='tab20c')
|
||||
|
||||
|
||||
# 修改x轴得label为时间
|
||||
xt = ax1.get_xticks()
|
||||
|
||||
Loading…
Reference in New Issue
Block a user