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328 lines (256 loc) · 8.82 KB
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#coding:utf-8
import os, sys
import datetime as dt
import traceback
import json
from . import xtbson as bson, xtutil
### connection
__client = None
__client_last_spec = ('', None)
def connect(ip = '', port = None, remember_if_success = True):
global __client
if __client:
if __client.is_connected():
return __client
__client.shutdown()
__client = None
from . import xtconn
if not ip:
ip = 'localhost'
if port:
server_list = [f'{ip}:{port}']
__client = xtconn.connect_any(server_list)
else:
server_list = xtconn.scan_available_server()
default_addr = 'localhost:58610'
if not default_addr in server_list:
server_list.append(default_addr)
__client = xtconn.connect_any(server_list)
if not __client or not __client.is_connected():
raise Exception("无法连接xtquant服务，请检查QMT-投研版或QMT-极简版是否开启")
if remember_if_success:
global __client_last_spec
__client_last_spec = (ip, port)
return __client
def reconnect(ip = '', port = None, remember_if_success = True):
global __client
if __client:
__client.shutdown()
__client = None
return connect(ip, port, remember_if_success)
def get_client():
global __client
if not __client or not __client.is_connected():
global __client_last_spec
ip, port = __client_last_spec
__client = connect(ip, port, False)
return __client
### utils
def try_except(func):
def wrapper(*args, **kwargs):
try:
return func(*args, **kwargs)
except Exception:
exc_type, exc_instance, exc_traceback = sys.exc_info()
formatted_traceback = ''.join(traceback.format_tb(exc_traceback))
message = '\n{0} raise {1}:{2}'.format(
formatted_traceback,
exc_type.__name__,
exc_instance
)
# raise exc_type(message)
print(message)
return None
return wrapper
def __bsoncall_common(interface, func, param):
return bson.BSON.decode(interface(func, bson.BSON.encode(param)))
def create_view(viewID, view_type, title, group_id):
client = get_client()
return client.createView(viewID, view_type, title, group_id)
#def reset_view(viewID):
# return
def close_view(viewID):
client = get_client()
return client.closeView(viewID)
#def set_view_index(viewID, datas):
# '''
# 设置模型指标属性
# index: { "output1": { "datatype": se::OutputDataType } }
# '''
# client = get_client()
# return client.setViewIndex(viewID, datas)
def push_view_data(viewID, datas):
'''
推送模型结果数据
datas: { "timetags: [t1, t2, ...], "outputs": { "output1": [value1, value2, ...], ... }, "overwrite": "full/increase" }
'''
client = get_client()
bresult = client.pushViewData(viewID, 'index', bson.BSON.encode(datas))
return bson.BSON.decode(bresult)
def switch_graph_view(stock_code = None, period = None, dividendtype = None, graphtype = None):
cl = get_client()
result = __bsoncall_common(
cl.commonControl, 'switchgraphview'
, {
"stockcode": stock_code
, "period": period
, "dividendtype": dividendtype
, "graphtype": graphtype
}
)
def add_schedule(schedule_name, begin_time = '', finish_time = '', interval = 60, run = False, only_work_date = False, always_run = False):
"""
ToDo: 向客户端添加调度任务
Args:
schedule_name(str): 调度任务的方案名
begin_time(str) : 定时下载开始的时间 格式为'%H%M%S'
interval(int) : 下载任务执行间隔，单位为秒, 例如要每24小时执行一次则填写 60*60*24
run(bool) : 是否自动运行, 默认为False
only_work_date(bool) : 是否仅工作日运行, 默认为False
always_run(bool) : 当前时间超过设定时间的情况下是否运行, 默认为False
Return:
None
Example::
# 向客户端添加一个每日下载沪深A股市场的日K任务
from xtquant import xtview, xtdata
stock_list = xtdata.get_stock_list_in_sector("沪深A股")
xtview.add_schedule(
schedule_name = "test计划",
begin_time ="150500",
interval = 60*60*24,
run = True,
only_work_date = True,
always_run = False)
"""
cl = get_client()
result = __bsoncall_common(
cl.commonControl, 'addschedule'
, {
'name': schedule_name
, 'starttime': -1 if begin_time == '' else int(begin_time)
, 'endtime': -1
, 'interval': interval * 1000
, 'run': run
, 'onlyworkdate': only_work_date
, 'alwaysrun': always_run
}
)
def add_schedule_download_task(schedule_name, stock_code = [], period = '', recentday = 0, start_time = '', end_time = '', incrementally = False):
'''
Args:
stock_code(list) : 下载标的的code组成的list
period(str) : 下载数据的周期, 参考gmd
recentday(int) : *仅在非增量的情况下生效*
下载当日往前 N 个周期的数据, 当此参数不为0时,start_time不生效, 否则下载全部数据
start_time(str) : 下载数据的起始时间 格式为 '%Y%m%d' 或者 '%Y%m%d%H%M%S'
end_time(str) : 下载数据的结束时间 格式为 '%Y%m%d' 或者 '%Y%m%d%H%M%S'
incrementally(bool) : 是否增量下载, 默认为False
Return:
None
Example::
# 向客户端现存的调度方案中添加一个下载任务
xtview.add_schedule_download_task(
schedule_name = "test计划",
stock_code = stock_list
period = "1d" )
"""
'''
d_stockcode = {}
for stock in stock_code:
sp_stock = stock.split('.')
if len(sp_stock) == 2:
if sp_stock[1] not in d_stockcode:
d_stockcode[sp_stock[1]] = []
d_stockcode[sp_stock[1]].append(sp_stock[0])
else:
d_stockcode[stock] = []
cl = get_client()
result = __bsoncall_common(
cl.commonControl, 'addscheduledownloadtask'
, {
'name': schedule_name
, 'market': list(d_stockcode.keys())
, 'stockcode': list(d_stockcode.values())
, 'period': period
, 'recentday': recentday
, 'starttime': start_time
, 'endtime': end_time
, 'incrementally': incrementally
}
)
return
def modify_schedule_task(schedule_name, begin_time = '', finish_time = '', interval = 60, run = False, only_work_date = False, always_run = False):
cl = get_client()
result = __bsoncall_common(
cl.commonControl, 'modifyschedule'
, {
'name': schedule_name
, 'starttime': -1 if begin_time == '' else int(begin_time)
, 'endtime': -1
, 'interval': interval * 1000
, 'run': run
, 'onlyworkdate': only_work_date
, 'alwaysrun': always_run
}
)
def remove_schedule(schedule_name):
cl = get_client()
result = __bsoncall_common(
cl.commonControl, 'removeschedule'
, {
'name': schedule_name
}
)
return
def remove_schedule_download_task(schedule_name, task_id):
cl = get_client()
result = __bsoncall_common(
cl.commonControl, 'removescheduledownloadtask'
, {
'name': schedule_name
, 'taskids': task_id
}
)
return
def query_schedule_task():
cl = get_client()
inst = __bsoncall_common(
cl.commonControl, 'queryschedule', {}
)
return inst.get('result', [])
def push_xtview_data(data_type, time, datas):
cl = get_client()
timeData = 0
types = []
numericDatas = []
stringDatas = []
if type(time) == int:
name_list = list(datas.keys())
value_list = []
for name in name_list:
value_list.append([datas[name]])
timeData = [time]
if type(time) == list:
time_list = time
name_list = list(datas.keys())
value_list = list(datas.values())
timeData = time_list
for value in value_list:
if isinstance(value[0], str):
stringDatas.append(value)
types.append(3)
else:
numericDatas.append(value)
types.append(0)
result = __bsoncall_common(
cl.custom_data_control, 'pushxtviewdata'
, {
'dataType': data_type
,'timetags': timeData
, 'names' : name_list
, 'types' : types
, 'numericDatas' : numericDatas
, 'stringDatas' : stringDatas
}
)
return