274 lines
8.9 KiB
Python
274 lines
8.9 KiB
Python
# encoding: UTF-8
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from __future__ import print_function
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import json
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import ctypes
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from datetime import datetime, timedelta, time
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from time import sleep
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from threading import Thread
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from collections import OrderedDict
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import qdarkstyle
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from pymongo import MongoClient, ASCENDING, DESCENDING
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from pymongo.errors import ConnectionFailure
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from vnpy.trader.uiQt import QtCore, QtWidgets, QtGui
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from vnpy.trader.vtObject import VtBarData
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from vnpy.trader.app.ctaStrategy.ctaBase import MINUTE_DB_NAME, DAILY_DB_NAME
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DAY_START = time(9, 0) # 日盘启动和停止时间
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DAY_END = time(15, 15)
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NIGHT_START = time(21, 0) # 夜盘启动和停止时间
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NIGHT_END = time(2, 30)
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########################################################################
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class RqDataManager(QtWidgets.QWidget):
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""""""
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signal = QtCore.Signal(str)
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#----------------------------------------------------------------------
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def __init__(self):
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"""Constructor"""
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super(RqDataManager, self).__init__()
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self.client = None
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self.rq = None
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self.thread = Thread(target=self.run)
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self.productList = []
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self.symbolExchangeDict = OrderedDict()
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self.initUi()
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n1 = self.connectMongo()
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if not n1:
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return
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n2 = self.initRqData()
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if not n2:
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return
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self.count = 0
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self.active = True
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self.thread.start()
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#----------------------------------------------------------------------
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def connectMongo(self):
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"""连接数据库"""
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try:
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self.client = MongoClient(serverSelectionTimeoutMS=10)
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self.client.server_info()
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self.writeLog(u'MongoDB连接成功')
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return True
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except ConnectionFailure:
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self.client = None
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self.writeLog(u'MongoDB连接失败')
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return False
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#----------------------------------------------------------------------
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def initUi(self):
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"""初始化界面"""
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self.setWindowTitle(u'RQData数据服务')
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self.setWindowIcon(QtGui.QIcon('vnpy.ico'))
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self.setFixedHeight(500)
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self.setFixedWidth(900)
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self.logMonitor = QtWidgets.QTextEdit()
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self.logMonitor.setReadOnly(True)
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vbox = QtWidgets.QVBoxLayout()
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vbox.addWidget(self.logMonitor)
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self.setLayout(vbox)
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self.signal.connect(self.updateLog)
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# 托盘配置
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self.tray = QtWidgets.QSystemTrayIcon()
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self.tray.setIcon(QtGui.QIcon('vnpy.ico'))
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self.tray.activated.connect(self.showManager)
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restoreAction = QtWidgets.QAction(u'还原', self, triggered=self.show)
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quitAction = QtWidgets.QAction(u'退出', self, triggered=self.exit)
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menu = QtWidgets.QMenu(QtWidgets.QApplication.desktop())
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menu.addAction(restoreAction)
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menu.addAction(quitAction)
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self.tray.setContextMenu(menu)
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self.tray.show()
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#----------------------------------------------------------------------
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def initRqData(self):
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""""""
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with open('config.json') as config:
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setting = json.load(config)
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for product in setting['product']:
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self.productList.append(product.upper())
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# 检查是否填写了RQData配置
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username = setting.get('rqUsername', None)
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password = setting.get('rqPassword', None)
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if not username or not password:
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self.writeLog(u'RQData的用户名和密码配置错误，请在config.json中修改')
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return False
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# 加载RQData
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try:
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import rqdatac as rq
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except ImportError:
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self.writeLog(u'没有安装RQData客户端，请先安装rqdatac')
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return False
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# 登录RQData
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self.rq = rq
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self.rq.init(username, password)
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# 获取本日可交易合约代码
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try:
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df = self.rq.all_instruments(type='Future', date=datetime.now())
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for ix, row in df.iterrows():
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self.symbolExchangeDict[row['order_book_id']] = row['exchange']
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except RuntimeError:
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self.writeLog(u'RQData的用户名和密码无效，请联系米筐申请试用或者购买')
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return False
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self.writeLog(u'RQData客户端登录成功')
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return True
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#----------------------------------------------------------------------
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def downloadBar(self, symbol, frequency):
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"""下载合约数据"""
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if 'frequency' == '1m':
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db = self.client[MINUTE_DB_NAME]
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else:
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db = self.client[DAILY_DB_NAME]
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# 上期所和大商所代码改为小写
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exchange = self.symbolExchangeDict[symbol]
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if exchange in ['SHFE', 'DCE']:
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localSymbol = symbol.lower()
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else:
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localSymbol = symbol
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collection = db[localSymbol]
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# 获取本地数据库中最后一条记录的时间，并下载新数据
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result = collection.find_one(sort=[("datetime", DESCENDING)])
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if result:
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startDate = result['datetime']
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else:
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startDate = '20180101'
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if startDate:
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self.writeLog(u'%s下载更新数据，开始时间：%s' %(localSymbol, startDate))
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else:
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self.writeLog(u'%s初次下载数据，耗时可能较长，请耐心等待' %(localSymbol))
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df = self.rq.get_price(symbol,
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frequency=frequency,
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fields=['open', 'high', 'low', 'close', 'volume'],
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start_date=startDate,
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end_date=datetime.now())
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# 插入到数据库
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for ix, row in df.iterrows():
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bar = self.generateBar(row, localSymbol)
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d = bar.__dict__
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flt = {'datetime': bar.datetime}
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collection.replace_one(flt, d, True)
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self.writeLog(u'%s数据更新完成：%s - %s' %(localSymbol, df.index[0], df.index[-1]))
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#----------------------------------------------------------------------
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def generateBar(self, row, symbol):
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"""生成K线对象"""
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bar = VtBarData()
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bar.symbol = symbol
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bar.vtSymbol = symbol
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bar.open = row['open']
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bar.high = row['high']
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bar.low = row['low']
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bar.close = row['close']
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bar.volume = row['volume']
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bar.datetime = row.name
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bar.date = bar.datetime.strftime("%Y%m%d")
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bar.time = bar.datetime.strftime("%H:%M:%S")
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return bar
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#----------------------------------------------------------------------
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def writeLog(self, msg):
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"""记录日志"""
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self.signal.emit(msg)
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#----------------------------------------------------------------------
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def updateLog(self, msg):
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"""更新日志"""
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dt = datetime.now()
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msg = '%s: %s' %(dt, msg)
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self.logMonitor.append(msg)
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#----------------------------------------------------------------------
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def run(self):
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"""运行"""
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while self.active:
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sleep(1)
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self.count += 1
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if self.count < 10:
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continue
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self.count = 0
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now = datetime.now().time()
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if ((DAY_START <= now <= DAY_END) or
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(now >= NIGHT_START) or
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(now <= NIGHT_END)):
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for symbol in self.symbolExchangeDict.keys():
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download = False
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for product in self.productList:
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if product in symbol:
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download = True
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if download:
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self.downloadBar(symbol, '1m')
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else:
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self.writeLog(u'非交易时间段，不执行更新')
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#----------------------------------------------------------------------
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def showManager(self, reason):
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""""""
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self.show()
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#----------------------------------------------------------------------
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def closeEvent(self, event):
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""""""
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self.hide()
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event.ignore()
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#----------------------------------------------------------------------
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def exit(self):
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""""""
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self.active = False
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self.thread.join()
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QtWidgets.qApp.quit()
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if __name__ == '__main__':
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font = QtGui.QFont(u'微软雅黑', 12)
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app = QtWidgets.QApplication([])
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app.setFont(font)
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app.setStyleSheet(qdarkstyle.load_stylesheet_from_environment())
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ctypes.windll.shell32.SetCurrentProcessExplicitAppUserModelID('RQDataService')
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manager = RqDataManager()
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manager.show()
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app.exec_() |