Merge branch 'dev' of https://github.com/vnpy/vnpy into dev
This commit is contained in:
vn.py
commit
50277d79a5
@ -4,6 +4,7 @@ import urllib
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import hashlib
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import json
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import logging
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import requests
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import hmac
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import time
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@ -11,7 +12,7 @@ from datetime import datetime
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from time import time, sleep , mktime
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from Queue import Queue, Empty
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from threading import Thread
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import urllib
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import urllib
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import websocket
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import inspect
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@ -49,9 +50,9 @@ class Korbit_TradeApi(object):
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# self.reqQueue = Queue() # 请求队列
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self.reqQueue = [] # 请求的队列
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self.reqThread = Thread(target=self.processQueue) # 请求处理线程
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self.reqThread = Thread(target=self.processQueue) # 请求处理线程
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self.DEBUG = True
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self.DEBUG = True
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'''
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直接发送 request ,获得身份
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@ -104,9 +105,9 @@ class Korbit_TradeApi(object):
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def exit(self):
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"""退出"""
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self.active = False
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if self.reqThread.isAlive():
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self.reqThread.join()
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self.reqThread.join()
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@property
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def nonce(self):
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@ -173,7 +174,7 @@ class Korbit_TradeApi(object):
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return data
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except Exception,ex:
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print ex
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return None
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return None
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#----------------------------------------------------------------------
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def processQueue(self):
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@ -184,10 +185,10 @@ class Korbit_TradeApi(object):
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if len(self.reqQueue) > 0:
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(Type , req) = self.reqQueue[0]
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self.reqQueue.pop(0)
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callback = req['callback']
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reqID = req['reqID']
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data = self.processRequest(req)
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# 请求成功
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@ -195,18 +196,18 @@ class Korbit_TradeApi(object):
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if self.DEBUG:
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print callback.__name__
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callback(data, req, reqID)
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sleep(0.1)
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except Exception,ex:
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print ex
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#----------------------------------------------------------------------
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def sendRequest(self, url , method, callback, kwargs = None,optional=None):
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"""发送请求"""
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# 请求编号加1
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self.reqID += 1
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# 生成请求字典并放入队列中
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req = {}
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req['url'] = url
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@ -227,26 +228,26 @@ class Korbit_TradeApi(object):
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else:
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self.reqQueue.append( (method , req))
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#self.reqQueue.put(req)
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# 返回请求编号
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return self.reqID
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#----------------------------------------------------------------------
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def exit(self):
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"""退出"""
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self.active = False
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if self.reqThread.isAlive():
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self.reqThread.join()
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self.reqThread.join()
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####################################################
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## 主动函数
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####################################################
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####################################################
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#----------------------------------------------------------------------
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def init(self, accessKey, secretKey , username , password):
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"""初始化"""
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self.accessKey = accessKey
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self.secretKey = secretKey
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self.create_token_directly( username , password)
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self.active = True
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@ -293,7 +294,7 @@ class Korbit_TradeApi(object):
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class Korbit_DataApi(object):
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simple_ticker_url = korbit_host + "ticker"
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detail_ticker_url = korbit_host + "ticker/detailed"
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detail_ticker_url = korbit_host + "ticker/detailed"
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orderbook_url = korbit_host + "orderbook"
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transactions_url = korbit_host + "transactions"
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constants_url = korbit_host + "constants"
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@ -310,7 +311,7 @@ class Korbit_DataApi(object):
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"""初始化"""
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self.taskInterval = interval
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self.DEBUG = debug
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self.active = True
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self.taskThread.start()
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@ -318,10 +319,10 @@ class Korbit_DataApi(object):
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def exit(self):
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"""退出"""
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self.active = False
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if self.taskThread.isAlive():
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self.taskThread.join()
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#----------------------------------------------------------------------
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def run(self):
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"""连续运行"""
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@ -353,11 +354,11 @@ class Korbit_DataApi(object):
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url = self.transactions_url + "?currency_pair=" + symbol + "&time=" + "minute"
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task = (url, self.onTrades , symbol)
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self.taskList.append(task)
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#----------------------------------------------------------------------
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def subscribeOrderbooks(self, symbol):
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"""订阅实时成交数据"""
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url = self.orderbook_url + "?currency_pair=" + symbol
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url = self.orderbook_url + "?currency_pair=" + symbol
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task = (url, self.onOrderbooks , symbol)
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self.taskList.append(task)
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@ -374,4 +375,3 @@ class Korbit_DataApi(object):
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def onOrderbooks(self, data):
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"""实时成交推送"""
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print data
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@ -1,8 +1,4 @@
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{
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"MONGO_HOST": "localhost",
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"MONGO_PORT": 27017,
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"SYMBOLS": ["IF1710", "IF1711", "IF1712", "IF1803",
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"IH1710", "IH1711", "IH1712", "IH1803",
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"IC1710", "IC1711", "IC1712", "IC1803"]
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"MONGO_PORT": 27017
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}
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@ -18,7 +18,6 @@ setting = json.load(config)
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MONGO_HOST = setting['MONGO_HOST']
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MONGO_PORT = setting['MONGO_PORT']
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SYMBOLS = setting['SYMBOLS']
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mc = MongoClient(MONGO_HOST, MONGO_PORT) # Mongo连接
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db = mc[MINUTE_DB_NAME] # 数据库
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@ -80,16 +79,16 @@ def downMinuteBarBySymbol(symbol, num):
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api.subscribe_chart(symbol, 60, num, onChart)
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#----------------------------------------------------------------------
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def downloadAllMinuteBar(num):
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def downloadAllMinuteBar(num, symbols):
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"""下载所有配置中的合约的分钟线数据"""
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print '-' * 50
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print u'开始下载合约分钟线数据'
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print '-' * 50
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# 添加下载任务
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taskList.extend(SYMBOLS)
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taskList.extend(symbols)
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for symbol in SYMBOLS:
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for symbol in symbols:
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downMinuteBarBySymbol(str(symbol), num)
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while True:
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@ -2,10 +2,16 @@
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"""
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立即下载数据到数据库中，用于手动执行更新操作。
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注意: 请先在本机启动天勤终端 (0.8.0 以上版本) 并保持运行, 再执行本程序
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"""
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from dataService import *
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if __name__ == '__main__':
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downloadAllMinuteBar(1000)
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symbols = ["CFFEX.IF1710", "CFFEX.IF1711", "CFFEX.IF1712", "CFFEX.IF1803",
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"CFFEX.IH1710", "CFFEX.IH1711", "CFFEX.IH1712", "CFFEX.IH1803",
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"CFFEX.IC1710", "CFFEX.IC1711", "CFFEX.IC1712", "CFFEX.IC1803"]
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downloadAllMinuteBar(1000, symbols)
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@ -2,6 +2,8 @@
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"""
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定时服务，可无人值守运行，实现每日自动下载更新历史行情数据到数据库中。
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注意: 请确保本程序运行时, 本机天勤终端 (0.8.0 以上版本)正在运行中
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"""
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import time
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@ -15,7 +17,11 @@ if __name__ == '__main__':
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# 生成一个随机的任务下载时间，用于避免所有用户在同一时间访问数据服务器
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taskTime = datetime.time(hour=17, minute=0)
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symbols = ["CFFEX.IF1710", "CFFEX.IF1711", "CFFEX.IF1712", "CFFEX.IF1803",
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"CFFEX.IH1710", "CFFEX.IH1711", "CFFEX.IH1712", "CFFEX.IH1803",
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"CFFEX.IC1710", "CFFEX.IC1711", "CFFEX.IC1712", "CFFEX.IC1803"]
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# 进入主循环
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while True:
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t = datetime.datetime.now()
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@ -23,7 +29,7 @@ if __name__ == '__main__':
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# 每天到达任务下载时间后，执行数据下载的操作
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if t.time() > taskTime and (taskCompletedDate is None or t.date() != taskCompletedDate):
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# 下载1000根分钟线数据，足以覆盖过去两天的行情
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downloadAllMinuteBar(1000)
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downloadAllMinuteBar(1000, symbols)
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# 更新任务完成的日期
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taskCompletedDate = t.date()
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@ -277,4 +277,5 @@ class TqApi(object):
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def _generate_chart_id(self, ins_id, duration_seconds):
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"""生成图表编号"""
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chart_id = "VN_%s_%d" % (ins_id, duration_seconds)
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chart_id = chart_id.replace(".", "_")
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return chart_id
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@ -1,5 +1,6 @@
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# encoding: UTF-8
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from __future__ import print_function
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from time import sleep
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from vnrpc import RpcClient
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@ -13,21 +14,21 @@ class TestClient(RpcClient):
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def __init__(self, reqAddress, subAddress):
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"""Constructor"""
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super(TestClient, self).__init__(reqAddress, subAddress)
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#----------------------------------------------------------------------
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def callback(self, topic, data):
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"""回调函数实现"""
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print 'client received topic:', topic, ', data:', data
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print('client received topic:', topic, ', data:', data)
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if __name__ == '__main__':
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reqAddress = 'tcp://localhost:2014'
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subAddress = 'tcp://localhost:0602'
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tc = TestClient(reqAddress, subAddress)
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tc.subscribeTopic('')
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tc.start()
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while 1:
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print tc.add(1, 3)
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sleep(2)
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print(tc.add(1, 3))
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sleep(2)
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@ -1,5 +1,6 @@
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# encoding: UTF-8
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from __future__ import print_function
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from time import sleep, time
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from vnrpc import RpcServer
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@ -19,19 +20,19 @@ class TestServer(RpcServer):
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#----------------------------------------------------------------------
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def add(self, a, b):
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"""测试函数"""
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print 'receiving: %s, %s' % (a,b)
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print('receiving: %s, %s' % (a,b))
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return a + b
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if __name__ == '__main__':
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repAddress = 'tcp://*:2014'
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pubAddress = 'tcp://*:0602'
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ts = TestServer(repAddress, pubAddress)
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ts.start()
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while 1:
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content = 'current server time is %s' % time()
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print content
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print(content)
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ts.publish('test', content)
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sleep(2)
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sleep(2)
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@ -21,16 +21,16 @@ signal.signal(signal.SIGINT, signal.SIG_DFL)
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class RpcObject(object):
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"""
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RPC对象
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|
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提供对数据的序列化打包和解包接口，目前提供了json、msgpack、cPickle三种工具。
|
||||
|
||||
|
||||
msgpack：性能更高，但通常需要安装msgpack相关工具；
|
||||
json：性能略低但通用性更好，大部分编程语言都内置了相关的库。
|
||||
cPickle：性能一般且仅能用于Python，但是可以直接传送Python对象，非常方便。
|
||||
|
||||
|
||||
因此建议尽量使用msgpack，如果要和某些语言通讯没有提供msgpack时再使用json，
|
||||
当传送的数据包含很多自定义的Python对象时建议使用cPickle。
|
||||
|
||||
|
||||
如果希望使用其他的序列化工具也可以在这里添加。
|
||||
"""
|
||||
|
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@ -40,59 +40,59 @@ class RpcObject(object):
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# 默认使用msgpack作为序列化工具
|
||||
#self.useMsgpack()
|
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self.usePickle()
|
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|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def pack(self, data):
|
||||
"""打包"""
|
||||
pass
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def unpack(self, data):
|
||||
"""解包"""
|
||||
pass
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __jsonPack(self, data):
|
||||
"""使用json打包"""
|
||||
return dumps(data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __jsonUnpack(self, data):
|
||||
"""使用json解包"""
|
||||
return loads(data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __msgpackPack(self, data):
|
||||
"""使用msgpack打包"""
|
||||
return packb(data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __msgpackUnpack(self, data):
|
||||
"""使用msgpack解包"""
|
||||
return unpackb(data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __picklePack(self, data):
|
||||
"""使用cPickle打包"""
|
||||
return pDumps(data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __pickleUnpack(self, data):
|
||||
"""使用cPickle解包"""
|
||||
return pLoads(data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def useJson(self):
|
||||
"""使用json作为序列化工具"""
|
||||
self.pack = self.__jsonPack
|
||||
self.unpack = self.__jsonUnpack
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def useMsgpack(self):
|
||||
"""使用msgpack作为序列化工具"""
|
||||
self.pack = self.__msgpackPack
|
||||
self.unpack = self.__msgpackUnpack
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def usePickle(self):
|
||||
"""使用cPickle作为序列化工具"""
|
||||
@ -108,43 +108,43 @@ class RpcServer(RpcObject):
|
||||
def __init__(self, repAddress, pubAddress):
|
||||
"""Constructor"""
|
||||
super(RpcServer, self).__init__()
|
||||
|
||||
|
||||
# 保存功能函数的字典，key是函数名，value是函数对象
|
||||
self.__functions = {}
|
||||
self.__functions = {}
|
||||
|
||||
# zmq端口相关
|
||||
self.__context = zmq.Context()
|
||||
|
||||
|
||||
self.__socketREP = self.__context.socket(zmq.REP) # 请求回应socket
|
||||
self.__socketREP.bind(repAddress)
|
||||
|
||||
|
||||
self.__socketPUB = self.__context.socket(zmq.PUB) # 数据广播socket
|
||||
self.__socketPUB.bind(pubAddress)
|
||||
|
||||
|
||||
# 工作线程相关
|
||||
self.__active = False # 服务器的工作状态
|
||||
self.__thread = threading.Thread(target=self.run) # 服务器的工作线程
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def start(self):
|
||||
"""启动服务器"""
|
||||
# 将服务器设为启动
|
||||
self.__active = True
|
||||
|
||||
|
||||
# 启动工作线程
|
||||
if not self.__thread.isAlive():
|
||||
self.__thread.start()
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def stop(self):
|
||||
"""停止服务器"""
|
||||
# 将服务器设为停止
|
||||
self.__active = False
|
||||
|
||||
|
||||
# 等待工作线程退出
|
||||
if self.__thread.isAlive():
|
||||
self.__thread.join()
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def run(self):
|
||||
"""服务器运行函数"""
|
||||
@ -152,16 +152,16 @@ class RpcServer(RpcObject):
|
||||
# 使用poll来等待事件到达，等待1秒（1000毫秒）
|
||||
if not self.__socketREP.poll(1000):
|
||||
continue
|
||||
|
||||
|
||||
# 从请求响应socket收取请求数据
|
||||
reqb = self.__socketREP.recv()
|
||||
|
||||
|
||||
# 序列化解包
|
||||
req = self.unpack(reqb)
|
||||
|
||||
|
||||
# 获取函数名和参数
|
||||
name, args, kwargs = req
|
||||
|
||||
|
||||
# 获取引擎中对应的函数对象，并执行调用，如果有异常则捕捉后返回
|
||||
try:
|
||||
func = self.__functions[name]
|
||||
@ -169,13 +169,13 @@ class RpcServer(RpcObject):
|
||||
rep = [True, r]
|
||||
except Exception as e:
|
||||
rep = [False, traceback.format_exc()]
|
||||
|
||||
|
||||
# 序列化打包
|
||||
repb = self.pack(rep)
|
||||
|
||||
|
||||
# 通过请求响应socket返回调用结果
|
||||
self.__socketREP.send(repb)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def publish(self, topic, data):
|
||||
"""
|
||||
@ -185,10 +185,10 @@ class RpcServer(RpcObject):
|
||||
"""
|
||||
# 序列化数据
|
||||
datab = self.pack(data)
|
||||
|
||||
|
||||
# 通过广播socket发送数据
|
||||
self.__socketPUB.send_multipart([topic, datab])
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def register(self, func):
|
||||
"""注册函数"""
|
||||
@ -198,24 +198,24 @@ class RpcServer(RpcObject):
|
||||
########################################################################
|
||||
class RpcClient(RpcObject):
|
||||
"""RPC客户端"""
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __init__(self, reqAddress, subAddress):
|
||||
"""Constructor"""
|
||||
super(RpcClient, self).__init__()
|
||||
|
||||
|
||||
# zmq端口相关
|
||||
self.__reqAddress = reqAddress
|
||||
self.__subAddress = subAddress
|
||||
|
||||
|
||||
self.__context = zmq.Context()
|
||||
self.__socketREQ = self.__context.socket(zmq.REQ) # 请求发出socket
|
||||
self.__socketSUB = self.__context.socket(zmq.SUB) # 广播订阅socket
|
||||
self.__socketSUB = self.__context.socket(zmq.SUB) # 广播订阅socket
|
||||
|
||||
# 工作线程相关，用于处理服务器推送的数据
|
||||
self.__active = False # 客户端的工作状态
|
||||
self.__thread = threading.Thread(target=self.run) # 客户端的工作线程
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __getattr__(self, name):
|
||||
"""实现远程调用功能"""
|
||||
@ -223,49 +223,49 @@ class RpcClient(RpcObject):
|
||||
def dorpc(*args, **kwargs):
|
||||
# 生成请求
|
||||
req = [name, args, kwargs]
|
||||
|
||||
|
||||
# 序列化打包请求
|
||||
reqb = self.pack(req)
|
||||
|
||||
|
||||
# 发送请求并等待回应
|
||||
self.__socketREQ.send(reqb)
|
||||
repb = self.__socketREQ.recv()
|
||||
|
||||
|
||||
# 序列化解包回应
|
||||
rep = self.unpack(repb)
|
||||
|
||||
|
||||
# 若正常则返回结果，调用失败则触发异常
|
||||
if rep[0]:
|
||||
return rep[1]
|
||||
else:
|
||||
raise RemoteException(rep[1])
|
||||
|
||||
|
||||
return dorpc
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def start(self):
|
||||
"""启动客户端"""
|
||||
# 连接端口
|
||||
self.__socketREQ.connect(self.__reqAddress)
|
||||
self.__socketSUB.connect(self.__subAddress)
|
||||
|
||||
|
||||
# 将服务器设为启动
|
||||
self.__active = True
|
||||
|
||||
|
||||
# 启动工作线程
|
||||
if not self.__thread.isAlive():
|
||||
self.__thread.start()
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def stop(self):
|
||||
"""停止客户端"""
|
||||
# 将客户端设为停止
|
||||
self.__active = False
|
||||
|
||||
|
||||
# 等待工作线程退出
|
||||
if self.__thread.isAlive():
|
||||
self.__thread.join()
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def run(self):
|
||||
"""客户端运行函数"""
|
||||
@ -273,32 +273,32 @@ class RpcClient(RpcObject):
|
||||
# 使用poll来等待事件到达，等待1秒（1000毫秒）
|
||||
if not self.__socketSUB.poll(1000):
|
||||
continue
|
||||
|
||||
|
||||
# 从订阅socket收取广播数据
|
||||
topic, datab = self.__socketSUB.recv_multipart()
|
||||
|
||||
|
||||
# 序列化解包
|
||||
data = self.unpack(datab)
|
||||
|
||||
# 调用回调函数处理
|
||||
self.callback(topic, data)
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def callback(self, topic, data):
|
||||
"""回调函数，必须由用户实现"""
|
||||
raise NotImplementedError
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def subscribeTopic(self, topic):
|
||||
"""
|
||||
订阅特定主题的广播数据
|
||||
|
||||
|
||||
可以使用topic=''来订阅所有的主题
|
||||
|
||||
|
||||
注意topic必须是ascii编码
|
||||
"""
|
||||
self.__socketSUB.setsockopt(zmq.SUBSCRIBE, topic)
|
||||
|
||||
|
||||
|
||||
########################################################################
|
||||
class RemoteException(Exception):
|
||||
@ -308,10 +308,8 @@ class RemoteException(Exception):
|
||||
def __init__(self, value):
|
||||
"""Constructor"""
|
||||
self.__value = value
|
||||
|
||||
|
||||
#----------------------------------------------------------------------
|
||||
def __str__(self):
|
||||
"""输出错误信息"""
|
||||
return self.__value
|
||||
|
||||
|
||||
Loading…
Reference in New Issue
Block a user