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https://gitee.com/fasiondog/hikyuu.git
synced 2024-12-02 03:48:19 +08:00
update for interactive realtime_update
This commit is contained in:
fasiondog
parent
c4b00893f4
commit
5910413c7a
@ -40,7 +40,7 @@ try:
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result[f'ask{i+1}_amount'] = data['askVol'][i]
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return result
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def get_spot(stocklist, unused1, unused2, batch_func=None):
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def get_spot(stocklist, unused1=None, unused2=None, batch_func=None):
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code_list = [f'{s.code}.{s.market}' for s in stocklist]
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full_tick = xtdata.get_full_tick(code_list)
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records = [parse_one_result_qmt(code, data) for code, data in full_tick.items()]
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@ -53,6 +53,6 @@ except:
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hku_error("Not fount xtquant")
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return dict()
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def get_spot(stocklist, unused1, unused2, batch_func=None):
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def get_spot(stocklist, unused1=None, unused2=None, batch_func=None):
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hku_error("Not fount xtquant")
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return list()
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@ -61,7 +61,9 @@ def parse_one_result_sina(resultstr):
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def parse_one_result_qq(resultstr):
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result = {}
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hku_check_ignore(resultstr, "Invalid input param!")
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hku_check_ignore(len(resultstr) > 3 and resultstr[:2] == 'v_', "Invalid input param! {}", resultstr)
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# hku_check_ignore(len(resultstr) > 3 and resultstr[:2] == 'v_', "Invalid input param! {}", resultstr)
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if (len(resultstr) <= 3 or resultstr[:2] != 'v_'):
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return None
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a = resultstr.split('~')
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market = a[0][2:4].upper()
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@ -266,133 +266,33 @@ def select(cond, start=Datetime(201801010000), end=Datetime.now(), print_out=Tru
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# ==============================================================================
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def UpdateOneRealtimeRecord_from_qq(tmpstr):
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try:
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if len(tmpstr) > 3 and tmpstr[:2] == 'v_':
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a = tmpstr.split('~')
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if len(a) < 9:
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return
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open, close, high, low = float(a[5]), float(a[3]), float(a[33]), float(a[34])
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transamount = float(a[36])
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transcount = float(a[37])
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d = Datetime(int(a[30][:8] + '0000'))
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temp = (open, high, low, close)
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if 0 in temp:
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return
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stockstr = a[0].split('=')
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stock = sm[stockstr[0][-8:]]
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record = KRecord()
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record.datetime = d
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record.open = open
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record.high = high
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record.low = low
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record.close = close
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record.amount = transamount
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record.volume = transcount / 100
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stock.realtime_update(record)
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except Exception as e:
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print(tmpstr)
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print(e)
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def realtimePartUpdate_from_qq(queryStr):
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result = urllib.request.urlopen(queryStr).read()
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try:
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result = result.decode('gbk')
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except Exception as e:
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print(result)
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print(e)
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return
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result = result.split('\n')
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for tmpstr in result:
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UpdateOneRealtimeRecord_from_qq(tmpstr)
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def realtime_update_from_website(source, stk_list=None):
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if source == 'qq':
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queryStr = "http://qt.gtimg.cn/q="
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update_func = realtimePartUpdate_from_qq
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max_size = 60
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else:
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print('Not support!')
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return
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count = 0
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# urls = []
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tmpstr = queryStr
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if stk_list is None:
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stk_list = sm
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for stock in stk_list:
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if stock.valid and stock.type in (
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constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF, constant.STOCKTYPE_GEM, constant.STOCKTYPE_A_BJ,
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):
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tmpstr += ("%s,") % (stock.market_code.lower())
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count = count + 1
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if count >= max_size:
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# urls.append(tmpstr)
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update_func(tmpstr)
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count = 0
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tmpstr = queryStr
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if tmpstr != queryStr:
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# urls.append(tmpstr)
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update_func(tmpstr)
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# 不用并行，防止过快，ip被网站屏蔽
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# from multiprocessing import Pool
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# from multiprocessing.dummy import Pool as ThreadPool
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# pool = ThreadPool()
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# if source == 'sina':
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# pool.map(realtimePartUpdate_from_sina, urls)
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# else:
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# pool.map(realtimePartUpdate_from_qq, urls)
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# pool.close()
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# pool.join()
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def realtime_update_from_qmt(stk_list=None):
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try:
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from xtquant import xtdata
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except:
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# xtquant 不支持 linux，需自行下载安装
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return
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if stk_list is None:
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stk_list = sm
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code_list = [f'{s.code}.{s.market}' for s in stk_list if s.valid]
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full_tick = xtdata.get_full_tick(code_list)
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for qmt_code, data in full_tick.items():
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try:
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code, market = qmt_code.split(".")
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stock = sm[f'{market}{code}']
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record = KRecord()
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record.datetime = Datetime(data['timetag'].split(' ')[0])
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record.open = data['open']
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record.high = data['high']
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record.low = data['low']
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record.close = data['lastPrice']
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record.volume = data['volume'] * 0.1
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record.amount = data['amount'] * 0.001
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stock.realtime_update(record)
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except Exception as e:
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hku_error(str(e))
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except:
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pass
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def realtime_update_inner(source='qq', stk_list=None):
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if stk_list is None:
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stk_list = sm
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if source == 'qq':
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realtime_update_from_website(source, stk_list)
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from hikyuu.fetcher.stock.zh_stock_a_sina_qq import get_spot
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stk_list = [s.market_code.lower() for s in stk_list]
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records = get_spot(stk_list, 'qq')
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elif source == 'qmt':
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realtime_update_from_qmt(stk_list)
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from hikyuu.fetcher.stock.zh_stock_a_qmt import get_spot
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records = get_spot(stk_list)
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else:
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hku_error(f'Not support website source: {source}!')
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return
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for r in records:
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stk = sm[f'{r["market"]}{r["code"]}']
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if stk.is_null():
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continue
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k = KRecord()
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k.datetime = Datetime(r['datetime'])
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k.open = r['open']
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k.high = r['high']
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k.low = r['low']
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k.close = r['close']
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k.volume = r['volume']
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k.amount = r['amount']
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stk.realtime_update(k)
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def realtime_update_wrap():
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@ -25,6 +25,7 @@ void export_Datetime(py::module& m) {
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.def(py::init<>())
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.def(py::init<const std::string&>())
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.def(py::init<unsigned long long>())
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.def(py::init<const Datetime&>())
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.def(py::init<long, long, long, long, long, long, long, long>(), py::arg("year"),
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py::arg("month"), py::arg("day"), py::arg("hour") = 0, py::arg("minute") = 0,
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py::arg("second") = 0, py::arg("millisecond") = 0, py::arg("microsecond") = 0)
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