更新:增加mongo独立接口，更新FAQ
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msincenselee
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Q_n_A.md
61
Q_n_A.md
@ -123,6 +123,7 @@
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#5、碰到的问题：version `GLIBCXX_3.4.21' not found
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conda install libgcc
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若出现更高版本需求，参见第10点
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#6、碰到的问题：在3.5 env下安装RqPlus时，报错:talib/common.c:242:28: fatal error: ta-lib/ta_defs.h: No such file or directory
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locate ta_defs.h
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@ -148,3 +149,63 @@ pip install autobahn
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pip install twisted
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若出现找不到rc.exe， 请先使用vs x86&x64界面，激活py35后，再运行
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pip install pyOpenSSL
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# 10、升级gcc
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使用奇正MOM的CTP API时，提示`GLIBCXX_3.4.22' not found，当前centos最高版本是 3.4.21，通过yum不能升级，需要手工下载升级。
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wget http://ftp.de.debian.org/debian/pool/main/g/gcc-9/libstdc++6_9.2.1-8_amd64.deb
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解压
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ar -x libstdc++6_9.2.1-8_amd64.deb
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（就是 ar 命令，不是tar）
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tar -xvf data.tar.xz
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安装
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删除： rm /usr/lib64/libstdc++.so.6
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拷贝： cp usr/lib/x86_64-linux-gnu/libstdc++.so.6.0.28 /usr/lib64/
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连接： ln /usr/lib64/libstdc++.so.6.0.28 /usr/lib64/libstdc++.so.6
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结果
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strings /usr/lib64/libstdc++.so.6 | grep GLIBCXX
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GLIBCXX_3.4
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GLIBCXX_3.4.1
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GLIBCXX_3.4.2
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GLIBCXX_3.4.3
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GLIBCXX_3.4.4
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GLIBCXX_3.4.5
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GLIBCXX_3.4.6
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GLIBCXX_3.4.7
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GLIBCXX_3.4.8
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GLIBCXX_3.4.9
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GLIBCXX_3.4.10
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GLIBCXX_3.4.11
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GLIBCXX_3.4.12
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GLIBCXX_3.4.13
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GLIBCXX_3.4.14
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GLIBCXX_3.4.15
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GLIBCXX_3.4.16
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GLIBCXX_3.4.17
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GLIBCXX_3.4.18
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GLIBCXX_3.4.19
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GLIBCXX_3.4.20
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GLIBCXX_3.4.21
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GLIBCXX_3.4.22
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GLIBCXX_3.4.23
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GLIBCXX_3.4.24
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GLIBCXX_3.4.25
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GLIBCXX_DEBUG_MESSAGE_LENGTH
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# 11、升级glibc
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使用奇正MOM的CTP API时，提示`GLIBC_2.18' not found，当前centos最高版本是 3.4.21，通过yum不能升级，需要手工下载升级。
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root 用户登录
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wget http://ftp.gnu.org/gnu/glibc/glibc-2.18.tar.gz
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tar –zxvf glibc-2.18.tar.gz
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cd glibc-2.18
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mkdir build
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cd build
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../configure --prefix=/usr --disable-profile --enable-add-ons --with-headers=/usr/include --with-binutils=/usr/bin
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make –j4
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make install
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0
vnpy/data/mongo/__init__.py
Normal file
0
vnpy/data/mongo/__init__.py
Normal file
270
vnpy/data/mongo/mongo_data.py
Normal file
270
vnpy/data/mongo/mongo_data.py
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@ -0,0 +1,270 @@
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# encoding: UTF-8
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# Mongodb 数据服务
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import sys,os,traceback
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from datetime import datetime,timedelta
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from pymongo import MongoClient, ASCENDING
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from pymongo.errors import ConnectionFailure,AutoReconnect
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from time import sleep
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from vnpy.trader.vtFunction import loadMongoSetting
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from vnpy.trader.setup_logger import setup_logger
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class MongoData(object):
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dbClient = None
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db_has_connected = False
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def __init__(self):
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self.dbConnect()
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def dbConnect(self, force=False):
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if (self.dbClient is None or self.db_has_connected == False) or force:
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host, port, logging = loadMongoSetting()
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print('connecting to Mongo:{}:{}'.format(host, port))
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try:
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# 设置MongoDB操作的超时时间为0.5秒
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self.dbClient = MongoClient(host, port, connectTimeoutMS=500)
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# 调用server_info查询服务器状态，防止服务器异常并未连接成功
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self.dbClient.server_info()
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self.db_has_connected = True
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print('mongo db connected')
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except Exception as ex:
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self.dbClient = None
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self.db_has_connected = False
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self.writeError(u'connect to mongo {}:{} exception:{}'.format(host,port,str(ex)))
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def writeLog(self,content):
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print(content)
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def writeError(self,content):
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print(content,file=sys.stderr)
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# ----------------------------------------------------------------------
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def dbInsert(self, dbName, collectionName, d):
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"""向MongoDB中插入数据，d是具体数据"""
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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collection.insert_one(d)
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else:
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self.writeError(u'db insert fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect(force=True)
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except AutoReconnect as ex:
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self.writeLog(u'数据库连接断开重连:{}'.format(str(ex)))
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sleep(1)
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect(force=True)
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except Exception as ex:
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self.writeError(u'dbInsert exception:{}'.format(str(ex)))
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def dbInsertMany(self,dbName, collectionName, data_list,ordered=True):
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"""
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向MongoDB中插入数据，data_list是具体数据 列表
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:param dbName:
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:param collectionName:
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:param data_list:
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:param ordered: 是否忽略insert error
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:return:
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"""
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if not isinstance(data_list, list):
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self.writeError('data_list should be a list')
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return
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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collection.insert_many(data_list, ordered = ordered)
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else:
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self.writeError('db insert many fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect(force=True)
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except AutoReconnect as ex:
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self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
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sleep(1)
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect(force=True)
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except Exception as ex:
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self.writeError(u'dbInsertMany exception:{}'.format(str(ex)))
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# ----------------------------------------------------------------------
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def dbQueryOne(self, dbName, collectionName, flt):
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"""从MongoDB中读取数据，d是查询要求，返回的是一个结果"""
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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return collection.find_one(flt)
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else:
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self.writeLog('db query fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except AutoReconnect as ex:
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self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
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sleep(1)
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except Exception as ex:
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self.writeError(u'dbQuery exception:{}'.format(str(ex)))
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return None
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# ----------------------------------------------------------------------
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def dbQuery(self, dbName, collectionName, d, sortKey='', sortDirection=ASCENDING):
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"""从MongoDB中读取数据，d是查询要求，返回的是数据库查询的指针"""
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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if sortKey:
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cursor = collection.find(d).sort(sortKey, sortDirection) # 对查询出来的数据进行排序
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else:
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cursor = collection.find(d)
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if cursor:
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return list(cursor)
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else:
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return []
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else:
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self.writeLog('db query fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except AutoReconnect as ex:
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self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
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sleep(1)
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except Exception as ex:
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self.writeError(u'dbQuery exception:{}'.format(str(ex)))
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return []
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def dbQueryBySort(self, dbName, collectionName, d, sortName, sortType, limitNum=0):
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"""从MongoDB中读取数据，d是查询要求，sortName是排序的字段,sortType是排序类型
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返回的是数据库查询的指针"""
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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if limitNum > 0:
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cursor = collection.find(d).sort(sortName, sortType).limit(limitNum)
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else:
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cursor = collection.find(d).sort(sortName, sortType)
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if cursor:
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return list(cursor)
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else:
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return []
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else:
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self.writeLog('db query fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except AutoReconnect as ex:
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self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
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sleep(1)
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except Exception as ex:
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self.writeError(u'dbQueryBySort exception:{}'.format(str(ex)))
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return []
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# ----------------------------------------------------------------------
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def dbUpdate(self, dbName, collectionName, d, flt, upsert=False,replace=True):
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"""向MongoDB中更新数据，d是具体数据，flt是过滤条件，upsert代表若无是否要插入"""
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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if replace:
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rtn =collection.replace_one(flt, d, upsert)
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else:
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rtn = collection.update_one(flt, {'$set':d}, upsert)
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return rtn
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else:
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self.writeLog('db update fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except AutoReconnect as ex:
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self.writeError(u'数据库连接断开重连:{}'.format(str(ex)))
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sleep(1)
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except Exception as ex:
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self.writeError(u'dbUpdate exception:{}'.format(str(ex)))
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return None
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def dbDelete(self,dbName, collectionName, flt):
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"""
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向mongodb中，删除数据，flt是过滤条件
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:param dbName:
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:param collectionName:
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:param flt:
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:return:
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"""
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try:
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if self.dbClient:
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db = self.dbClient[dbName]
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collection = db[collectionName]
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collection.delete_many(flt)
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else:
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self.writeLog('db delete fail')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except ConnectionFailure:
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self.dbClient = None
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self.writeError(u'数据库连接断开')
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if self.db_has_connected:
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self.writeLog(u'重新尝试连接数据库')
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self.dbConnect()
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except Exception as ex:
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self.writeError(u'dbDelete exception:{}'.format(str(ex)))
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