[增强] 缓存最优IP地址
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msincenselee
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e9e6a3bb99
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c59b508275
@ -25,7 +25,7 @@ from pytdx.exhq import TdxExHq_API
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from vnpy.trader.constant import Exchange
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from vnpy.trader.object import BarData
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from vnpy.trader.utility import (get_underlying_symbol, get_full_symbol, get_trading_date)
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from vnpy.trader.utility import (get_underlying_symbol, get_full_symbol, get_trading_date, load_json, save_json)
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from vnpy.data.tdx.tdx_common import (TDX_FUTURE_HOSTS, PERIOD_MAPPING)
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@ -67,6 +67,28 @@ ALL_MARKET_BEGIN_HOUR = 8
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ALL_MARKET_END_HOUR = 16
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def get_cache_ip():
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"""获取本地缓存的最快IP地址信息"""
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config_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), 'tdx_config.json'))
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return load_json(config_file_name)
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def save_cache_ip(best_ip: dict):
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"""保存本地缓存的最快IP地址信息"""
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config_file_name = os.path.abspath(os.path.join(os.path.dirname(__file__), 'tdx_config.json'))
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save_json(filename=config_file_name, data=best_ip)
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def get_tdx_marketid(symbol):
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"""普通合约/指数合约=》tdx合约所在市场id"""
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underlying_symbol = get_underlying_symbol(symbol)
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tdx_index_symbol = underlying_symbol.upper() + 'L9'
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market_id = INIT_TDX_MARKET_MAP.get(tdx_index_symbol, None)
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if market_id is None:
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raise KeyError(f'{tdx_index_symbol}不存在INIT_TDX_MARKET_MAP中')
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return market_id
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class TdxFutureData(object):
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# ----------------------------------------------------------------------
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@ -108,6 +130,9 @@ class TdxFutureData(object):
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# 选取最佳服务器
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if is_reconnect or len(self.best_ip) == 0:
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self.best_ip = get_cache_ip()
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if len(self.best_ip) == 0:
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self.best_ip = self.select_best_ip()
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self.api.connect(self.best_ip['ip'], self.best_ip['port'])
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@ -120,9 +145,9 @@ class TdxFutureData(object):
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self.write_log(u'创建tdx连接, IP: {}/{}'.format(self.best_ip['ip'], self.best_ip['port']))
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# print(u'创建tdx连接, IP: {}/{}'.format(self.best_ip['ip'], self.best_ip['port']))
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self.connection_status = True
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if not is_reconnect:
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# if not is_reconnect:
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# 更新 symbol_exchange_dict , symbol_market_dict
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self.qryInstrument()
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# self.qryInstrument()
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except Exception as ex:
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self.write_log(u'连接服务器tdx异常:{},{}'.format(str(ex), traceback.format_exc()))
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return
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@ -165,6 +190,7 @@ class TdxFutureData(object):
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self.write_log(u'选取 {}:{}'.format(best_future_ip['ip'], best_future_ip['port']))
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# print(u'选取 {}:{}'.format(best_future_ip['ip'], best_future_ip['port']))
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save_cache_ip(best_future_ip)
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return best_future_ip
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# ----------------------------------------------------------------------
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@ -203,14 +229,11 @@ class TdxFutureData(object):
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ret_bars = []
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tdx_symbol = symbol.upper().replace('_', '')
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tdx_symbol = tdx_symbol.replace('99', 'L9')
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tdx_index_symbol = get_underlying_symbol(symbol) + 'L9'
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self.connect()
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if self.api is None:
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return False, ret_bars
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if tdx_symbol not in self.symbol_exchange_dict.keys():
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self.write_error(u'{} 合约{}/{}不在下载清单中: {}'
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.format(datetime.now(), symbol, tdx_symbol, self.symbol_exchange_dict.keys()))
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return False, ret_bars
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if period not in PERIOD_MAPPING.keys():
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self.write_error(u'{} 周期{}不在下载清单中: {}'.format(datetime.now(), period, list(PERIOD_MAPPING.keys())))
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return False, ret_bars
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@ -236,7 +259,7 @@ class TdxFutureData(object):
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while _start_date > qry_start_date:
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_res = self.api.get_instrument_bars(
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PERIOD_MAPPING[period],
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self.symbol_market_dict.get(tdx_symbol, 0),
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self.symbol_market_dict.get(tdx_index_symbol, 0),
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tdx_symbol,
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_pos,
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QSIZE)
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@ -362,11 +385,11 @@ class TdxFutureData(object):
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if query_symbol != tdx_symbol:
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self.write_log('转换合约:{}=>{}'.format(tdx_symbol, query_symbol))
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index_symbol = short_symbol + 'L9'
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tdx_index_symbol = short_symbol + 'L9'
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self.connect()
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if self.api is None:
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return 0
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market_id = self.symbol_market_dict.get(index_symbol, 0)
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market_id = self.symbol_market_dict.get(tdx_index_symbol, 0)
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_res = self.api.get_instrument_quote(market_id, query_symbol)
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if not isinstance(_res, list):
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@ -466,7 +489,12 @@ class TdxFutureData(object):
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max_data_size = sys.maxsize
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symbol = symbol.upper()
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if '99' in symbol:
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# 查询的是指数合约
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symbol = symbol.replace('99', 'L9')
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tdx_index_symbol = symbol
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else:
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# 查询的是普通合约
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tdx_index_symbol = get_underlying_symbol(symbol).upper() + 'L9'
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self.connect()
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@ -482,7 +510,7 @@ class TdxFutureData(object):
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while(True):
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_res = self.api.get_transaction_data(
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market=self.symbol_market_dict.get(symbol, 0),
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market=self.symbol_market_dict.get(tdx_index_symbol, 0),
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code=symbol,
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start=_pos,
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count=q_size)
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@ -589,8 +617,12 @@ class TdxFutureData(object):
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max_data_size = sys.maxsize
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symbol = symbol.upper()
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if '99' in symbol:
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# 查询的是指数合约
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symbol = symbol.replace('99', 'L9')
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tdx_index_symbol = symbol
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else:
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# 查询的是普通合约
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tdx_index_symbol = get_underlying_symbol(symbol).upper() + 'L9'
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q_size = QSIZE * 5
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# 每秒 2个， 10小时
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max_data_size = 1000000
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@ -612,7 +644,7 @@ class TdxFutureData(object):
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while(True):
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_res = self.api.get_history_transaction_data(
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market=self.symbol_market_dict.get(symbol, 0),
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market=self.symbol_market_dict.get(tdx_index_symbol, 0),
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date=date,
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code=symbol,
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start=_pos,
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