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Merge branch 'dev' of https://github.com/vnpy/vnpy into dev

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vn.py 2017-09-04 16:16:00 +08:00
commit 7b2888200f
1 changed files with 22 additions and 17 deletions
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39
vnpy/data/tq/vntq.py
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@ -26,6 +26,7 @@ class TqApi(object):
self.requests = [] # 请求缓存
self.quote_callback_func = None # tick回调函数
self.quote_ins_list = []
self.chart_subscribes = {} # k线回调函数
#----------------------------------------------------------------------
@ -36,7 +37,7 @@ class TqApi(object):
self.start()
# 启动tornado的IO线程
loop_thread = threading.Thread(target=lambda : tornado.ioloop.IOLoop.current().start())
loop_thread = threading.Thread(target=lambda: tornado.ioloop.IOLoop.current().start())
loop_thread.setDaemon(True)
loop_thread.start()
@ -53,7 +54,8 @@ class TqApi(object):
"""
if callback_func:
self.quote_callback_func = callback_func
self.quote_ins_list = ins_list
req = {
"aid": "subscribe_quote",
"ins_list": ",".join(ins_list),
@ -72,8 +74,8 @@ class TqApi(object):
:param data_length: 需要获取的序列长度。每个序列最大支持请求 8964 个数据
:param callback_func (可选): callback_func 是一个回调函数，每当序列数据变更时会触发。此函数应该接受2个参数 ins_id, duration_seconds
:example:
订阅 cu1803 的1分钟线： subscribe_chart("s1", "cu1803", 60)
订阅 IF1709 的tick线： subscribe_chart("s2", "IF1709", 0)
订阅 cu1803 的1分钟线： subscribe_chart("cu1803", 60)
订阅 IF1709 的tick线： subscribe_chart("IF1709", 0)
"""
chart_id = self._generate_chart_id(ins_id, duration_seconds)
@ -219,31 +221,34 @@ class TqApi(object):
if selector == "quotes":
if self.quote_callback_func:
for ins_id in section.keys():
self.quote_callback_func(ins_id)
if ins_id in self.quote_ins_list:
self.quote_callback_func(ins_id)
elif selector == "ticks":
for ins_id in section.keys():
chart_id = self._generate_chart_id(ins_id, 0)
sub_info = self.chart_subscribes.get(chart_id)
sub_info = self.chart_subscribes.get(chart_id, None)
tick_serial = self.get_tick_serial(ins_id)
while len(tick_serial) > sub_info["view_width"]:
tick_serial.popitem(last=False)
callback_func = sub_info["callback"]
if callback_func:
callback_func(ins_id, 0)
if tick_serial and sub_info:
while len(tick_serial) > sub_info["view_width"]:
tick_serial.popitem(last=False)
callback_func = sub_info["callback"]
if callback_func:
callback_func(ins_id, 0)
elif selector == "klines":
for ins_id, sub_section in section.items():
for dur_nanoseconds in sub_section.keys():
dur_seconds = int(dur_nanoseconds) / 1000000000
chart_id = self._generate_chart_id(ins_id, dur_seconds)
sub_info = self.chart_subscribes.get(chart_id)
sub_info = self.chart_subscribes.get(chart_id, None)
kline_serial = self.get_kline_serial(ins_id, dur_seconds)
while len(kline_serial) > sub_info["view_width"]:
kline_serial.popitem(last=False)
callback_func = sub_info["callback"]
if callback_func:
callback_func(ins_id, dur_seconds)
if kline_serial and sub_info:
while len(kline_serial) > sub_info["view_width"]:
kline_serial.popitem(last=False)
callback_func = sub_info["callback"]
if callback_func:
callback_func(ins_id, dur_seconds)
#----------------------------------------------------------------------
def _merge_obj(self, result, obj):