[增强] 缓存最优IP地址

vnpy/data/tdx/tdx_future_data.py

@@ -25,7 +25,7 @@ from pytdx.exhq import TdxExHq_API
 
 from vnpy.trader.constant import Exchange
 from vnpy.trader.object import BarData
-from vnpy.trader.utility import (get_underlying_symbol, get_full_symbol, get_trading_date)
+from vnpy.trader.utility import (get_underlying_symbol, get_full_symbol, get_trading_date, load_json, save_json)
 from vnpy.data.tdx.tdx_common import (TDX_FUTURE_HOSTS, PERIOD_MAPPING)
 
 
@@ -67,6 +67,28 @@ ALL_MARKET_BEGIN_HOUR = 8
 ALL_MARKET_END_HOUR = 16
 
 
+def get_cache_ip():
+    """获取本地缓存的最快IP地址信息"""
+    config_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), 'tdx_config.json'))
+    return load_json(config_file_name)
+
+
+def save_cache_ip(best_ip: dict):
+    """保存本地缓存的最快IP地址信息"""
+    config_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), 'tdx_config.json'))
+    save_json(filename=config_file_name, data=best_ip)
+
+
+def get_tdx_marketid(symbol):
+    """普通合约/指数合约=》tdx合约所在市场id"""
+    underlying_symbol = get_underlying_symbol(symbol)
+    tdx_index_symbol = underlying_symbol.upper() + 'L9'
+    market_id = INIT_TDX_MARKET_MAP.get(tdx_index_symbol, None)
+    if market_id is None:
+        raise KeyError(f'{tdx_index_symbol}不存在INIT_TDX_MARKET_MAP中')
+    return market_id
+
+
 class TdxFutureData(object):
 
     # ----------------------------------------------------------------------
@@ -108,6 +130,9 @@ class TdxFutureData(object):
 
                 # 选取最佳服务器
                 if is_reconnect or len(self.best_ip) == 0:
+                    self.best_ip = get_cache_ip()
+
+                if len(self.best_ip) == 0:
                     self.best_ip = self.select_best_ip()
 
                 self.api.connect(self.best_ip['ip'], self.best_ip['port'])
@@ -120,9 +145,9 @@ class TdxFutureData(object):
                     self.write_log(u'创建tdx连接, IP: {}/{}'.format(self.best_ip['ip'], self.best_ip['port']))
                     # print(u'创建tdx连接, IP: {}/{}'.format(self.best_ip['ip'], self.best_ip['port']))
                     self.connection_status = True
-                    if not is_reconnect:
+                    # if not is_reconnect:
                     # 更新 symbol_exchange_dict , symbol_market_dict
-                        self.qryInstrument()
+                    #    self.qryInstrument()
         except Exception as ex:
             self.write_log(u'连接服务器tdx异常:{},{}'.format(str(ex), traceback.format_exc()))
             return
@@ -165,6 +190,7 @@ class TdxFutureData(object):
 
         self.write_log(u'选取 {}:{}'.format(best_future_ip['ip'], best_future_ip['port']))
         # print(u'选取 {}:{}'.format(best_future_ip['ip'], best_future_ip['port']))
+        save_cache_ip(best_future_ip)
         return best_future_ip
 
     # ----------------------------------------------------------------------
@@ -203,14 +229,11 @@ class TdxFutureData(object):
         ret_bars = []
         tdx_symbol = symbol.upper().replace('_', '')
         tdx_symbol = tdx_symbol.replace('99', 'L9')
+        tdx_index_symbol = get_underlying_symbol(symbol) + 'L9'
         self.connect()
         if self.api is None:
             return False, ret_bars
 
-        if tdx_symbol not in self.symbol_exchange_dict.keys():
-            self.write_error(u'{} 合约{}/{}不在下载清单中: {}'
-                             .format(datetime.now(), symbol, tdx_symbol, self.symbol_exchange_dict.keys()))
-            return False, ret_bars
         if period not in PERIOD_MAPPING.keys():
             self.write_error(u'{} 周期{}不在下载清单中: {}'.format(datetime.now(), period, list(PERIOD_MAPPING.keys())))
             return False, ret_bars
@@ -236,7 +259,7 @@ class TdxFutureData(object):
             while _start_date > qry_start_date:
                 _res = self.api.get_instrument_bars(
                     PERIOD_MAPPING[period],
-                    self.symbol_market_dict.get(tdx_symbol, 0),
+                    self.symbol_market_dict.get(tdx_index_symbol, 0),
                     tdx_symbol,
                     _pos,
                     QSIZE)
@@ -362,11 +385,11 @@ class TdxFutureData(object):
         if query_symbol != tdx_symbol:
             self.write_log('转换合约:{}=>{}'.format(tdx_symbol, query_symbol))
 
-        index_symbol = short_symbol + 'L9'
+        tdx_index_symbol = short_symbol + 'L9'
         self.connect()
         if self.api is None:
             return 0
-        market_id = self.symbol_market_dict.get(index_symbol, 0)
+        market_id = self.symbol_market_dict.get(tdx_index_symbol, 0)
 
         _res = self.api.get_instrument_quote(market_id, query_symbol)
         if not isinstance(_res, list):
@@ -466,7 +489,12 @@ class TdxFutureData(object):
         max_data_size = sys.maxsize
         symbol = symbol.upper()
         if '99' in symbol:
+            # 查询的是指数合约
             symbol = symbol.replace('99', 'L9')
+            tdx_index_symbol = symbol
+        else:
+            # 查询的是普通合约
+            tdx_index_symbol = get_underlying_symbol(symbol).upper() + 'L9'
 
         self.connect()
 
@@ -482,7 +510,7 @@ class TdxFutureData(object):
 
             while(True):
                 _res = self.api.get_transaction_data(
-                    market=self.symbol_market_dict.get(symbol, 0),
+                    market=self.symbol_market_dict.get(tdx_index_symbol, 0),
                     code=symbol,
                     start=_pos,
                     count=q_size)
@@ -589,8 +617,12 @@ class TdxFutureData(object):
         max_data_size = sys.maxsize
         symbol = symbol.upper()
         if '99' in symbol:
+            # 查询的是指数合约
             symbol = symbol.replace('99', 'L9')
-
+            tdx_index_symbol = symbol
+        else:
+            # 查询的是普通合约
+            tdx_index_symbol = get_underlying_symbol(symbol).upper() + 'L9'
         q_size = QSIZE * 5
         # 每秒 2个， 10小时
         max_data_size = 1000000
@@ -612,7 +644,7 @@ class TdxFutureData(object):
 
             while(True):
                 _res = self.api.get_history_transaction_data(
-                    market=self.symbol_market_dict.get(symbol, 0),
+                    market=self.symbol_market_dict.get(tdx_index_symbol, 0),
                     date=date,
                     code=symbol,
                     start=_pos,