新浪实时数据获取；完善编码基础设施

hikyuu/deprecated.py

@@ -1,7 +1,7 @@
 # 已废弃接口
 
 from .extend import *
-from .util.mylog import escapetime
+from .util.mylog import spend_time
 
 
 def deprecated_func(new_func, old_func_name, new_func_name):

hikyuu/draw/volume.py

@@ -31,7 +31,7 @@
 """
 绘制普通K线图 + 成交量（成交金额）
 """
-from hikyuu.util.mylog import escapetime
+from hikyuu.util.mylog import spend_time
 from hikyuu import Query
 from hikyuu.indicator import Indicator, IF, MA, CLOSE, VOL, CVAL, PRICELIST, SG_Cross
 from .drawplot import (

hikyuu/fetcher/proxy.py

@@ -5,10 +5,58 @@
 # Created on: 2020-11-29
 #     Author: fasiondog
 
+import requests
+import json
+import datetime
+from hikyuu.util import hku_logger, hku_catch, hku_check
 
-def getProxy():
+zhimahttp_url = 'http://webapi.http.zhimacangku.com/getip?num=1&type=2&pro=330000&city=0&yys=0&port=1&time=1&ts=1&ys=1&cs=1&lb=1&sb=0&pb=45&mr=2&regions='
+
+# 上次获取时间
+g_pre_fetch_time = datetime.datetime.now()
+
+# 过期时间
+g_expire_time = None
+
+# 当前代理ip
+g_host_ip = None
+
+# 当前代理端口号
+g_host_port = None
+
+# 最大重试次数
+g_max_retry_count = 10
+
+
+def request_proxy_from_zhima():
+    """返回格式如下：
+    {'ip': '115.226.137.200',
+    'port': 4223,
+    'expire_time': '2020-12-01 00:12:33',
+    'city': '浙江省丽水市',
+    'isp': '电信'}
+    """
+    ret = requests.get(zhimahttp_url).text
+    x = json.loads(ret)
+    hku_check(x['success'], "fetch failed!")
+    return x['data'][0]
+
+
+def get_proxy_from_zhima():
+    global g_max_retry_count
+    for i in range(g_max_retry_count):
+        try:
+            data = request_proxy_from_zhima()
+            return "{}:{}".format(data['ip'], data['port'])
+        except:
+            pass
+
+
+def get_proxy():
     """ 
     返回代理地址，格式 :代理ip地址:代理端口号，如：183.164.239.57:4264
     如无法获取时，返回 None
     """
-    return None
+    #return None
+    #ProxyError
+    return "123.156.181.103:4281"

hikyuu/fetcher/stock/zh_stock_a_sina.py

@@ -7,39 +7,67 @@
 
 import requests
 from hikyuu.util import *
+from hikyuu.fetcher.proxy import get_proxy
 
 
+@hku_catch()
 def parse_one_result(resultstr):
     result = {}
-    try:
-        HKU_CHECK(resultstr, "Invalid input param!")
-        HKU_CHECK(len(resultstr) <= 3 and resultstr[:3] != 'var', "Invalid input param!")
+    hku_check_ignore(resultstr, "Invalid input param: {}!".format(resultstr))
+    hku_check_ignore(
+        len(resultstr) > 3 and resultstr[:3] == 'var', "Invalid input param! {}".format(resultstr)
+    )
 
-        a = resultstr.split(',')
-        HKU_CHECK(len(a) < 9, "被解析的字符串长度小于9，无效")
-
-        tmp = a[0].split('"')
-        result['name'] = tmp[1]
-    except HKUCheckError as e:
-        print(e)
-    except Exception as e:
-        print(e)
+    a = resultstr.split(',')
+    result['market'] = a[0][11:13]
+    result['code'] = a[0][13:19]
+    result['name'] = a[0][21:]
+    result['open'] = float(a[1])  # 今日开盘价
+    result['yesterday close'] = float(a[2])  # 昨日收盘价
+    result['last_price'] = float(a[3])  # 当前价格
+    result['high'] = float(a[4])  # 今日最高价
+    result['low'] = float(a[5])  # 今日最低价
+    result['bid'] = float(a[6])  # 竞买价，即“买一”报价
+    result['ask'] = float(a[7])  # 竞卖价，即“卖一”报价
+    result['amount'] = float(a[8])  # 成交的股票数，由于股票交易以一百股为基本单位，所以在使用时，通常把该值除以一百
+    result['volumn'] = float(a[9])  # 成交金额，单位为“元”，若要以“万元”为成交金额的单位，需要把该值除以一万
+    result['bid1_amount'] = float(a[10])  # “买一”申请4695股，即47手
+    result['bid1'] = float(a[11])  # “买一”报价
+    result['bid2_amount'] = float(a[12])
+    result['bid2'] = float(a[13])
+    result['bid3_amount'] = float(a[14])
+    result['bid3'] = float(a[15])
+    result['bid4_amount'] = float(a[16])
+    result['bid4'] = float(a[16])
+    result['bid5_amount'] = float(a[18])
+    result['bid5'] = float(a[19])
+    result['ask1_amount'] = float(a[20])  # “卖一”申报3100股，即31手
+    result['ask1'] = float(a[21])  #“卖一”报价
+    result['ask2_amount'] = float(a[22])
+    result['ask2'] = float(a[23])
+    result['ask3_amount'] = float(a[24])
+    result['ask3'] = float(a[25])
+    result['ask4_amount'] = float(a[26])
+    result['ask4'] = float(a[27])
+    result['ask5_amount'] = float(a[28])
+    result['ask5'] = float(a[29])
+    result['date'] = a[30]
+    result['time'] = a[31]
     return result
 
 
-def request_func(querystr):
-    try:
-        result = requests.get(querystr).text
-    except Exception as e:
-        print(result)
-        print(e)
-        return
-
-    result = result.split('\n')
-    for tmpstr in result:
-        parse_one_result(tmpstr)
-
-    return
+def request_data(querystr):
+    proxy = get_proxy()
+    proxies = {'http': 'http://{}'.format(proxy)} if proxy else None
+    print(proxies)
+    query = requests.get(querystr, proxies=proxies).text
+    query = query.split('\n')
+    result = []
+    for tmpstr in query:
+        one_record = parse_one_result(tmpstr)
+        if one_record is not None:
+            result.append(one_record)
+    return result
 
 
 def get_spot_from_sina(stocklist):
@@ -47,16 +75,21 @@ def get_spot_from_sina(stocklist):
     max_size = 140
     count = 0
     tmpstr = queryStr
+    result = []
     for stock in stocklist:
         tmpstr += ("%s,") % (stock)
-        count = count + 1
+        count += 1
         if count >= max_size:
-            request_func(tmpstr)
+            phase_result = request_data(tmpstr)
+            if phase_result:
+                result.extend(phase_result)
             count = 0
             tmpstr = queryStr
-
     if tmpstr != queryStr:
-        request_func(tmpstr)
+        phase_result = request_data(tmpstr)
+        if phase_result:
+            result.extend(phase_result)
+    return result
 
 
 if __name__ == "__main__":

hikyuu/util/__init__.py

@@ -13,7 +13,6 @@ from .mylog import *
 from .check import *
 
 __all__ = [
-    'escapetime', 'class_logger', 'add_class_logger_handler', 'HKU_TRACE', 'HKU_DEBUG', 'HKU_TRACE',
-    'HKU_INFO', 'HKU_WARN', 'HKU_ERROR', 'HKU_FATAL', 'HKUCheckError', 'HKU_CHECK',
-    'HKU_CHECK_THROW'
+    'spend_time', 'hku_logger', 'class_logger', 'add_class_logger_handler', 'HKUCheckError',
+    'hku_check', 'hku_check_throw', 'hku_check_ignore', 'hku_catch'
 ]

hikyuu/util/check.py

@@ -7,7 +7,10 @@
 # 1. 20200821, Added by fasiondog
 #==========================================================
 
-from .mylog import mylogger
+import sys
+import traceback
+from functools import wraps
+from .mylog import hku_logger
 
 
 class HKUCheckError(Exception):
@@ -16,7 +19,16 @@ class HKUCheckError(Exception):
         self.message = message
 
     def __str__(self):
-        return self.message
+        return str(self.message)
+
+
+class HKUIngoreError(Exception):
+    def __init__(self, expression, message=None):
+        self.expression = expression
+        self.message = message if message is not None else 'ignore'
+
+    def __str__(self):
+        return str(self.message)
 
 
 def checkif(expression, message, excepion=None, **kwargs):
@@ -33,12 +45,12 @@ def checkif(expression, message, excepion=None, **kwargs):
             raise excepion(message, **kwargs)
 
 
-def HKU_CHECK(exp, msg):
+def hku_check(exp, msg):
     if not exp:
         raise HKUCheckError(exp, msg)
 
 
-def HKU_CHECK_THROW(expression, message, excepion=None, **kwargs):
+def hku_check_throw(expression, message, excepion=None, **kwargs):
     """如果 expression 为 False，则抛出异常。
 
     :param boolean expression: 判断条件
@@ -50,3 +62,46 @@ def HKU_CHECK_THROW(expression, message, excepion=None, **kwargs):
             raise HKUCheckError(expression, message)
         else:
             raise excepion(message, **kwargs)
+
+
+def hku_check_ignore(exp, msg=None):
+    """可忽略的检查"""
+    if not exp:
+        raise HKUIngoreError(exp, msg)
+
+
+def get_exception_info():
+    info = sys.exc_info()
+    return "{}: {}".format(info[0].__name__, info[1])
+
+
+def hku_catch(ret=None, trace=False):
+    """捕获发生的异常, 包装方式: @hku_catch()
+    :param ret: 异常发生时返回值
+    :param boolean trace: 打印异常堆栈信息
+    """
+    def hku_catch_wrap(func):
+        def wrappedFunc(*args, **kargs):
+            try:
+                return func(*args, **kargs)
+            except HKUIngoreError:
+                hku_logger.debug(
+                    "{} [{}.{}]".format(get_exception_info(), func.__module__, func.__name__)
+                )
+            except Exception:
+                hku_logger.error(
+                    "{} [{}.{}]".format(get_exception_info(), func.__module__, func.__name__)
+                )
+                traceback.print_exc()
+            except:
+                hku_logger.error(
+                    "Unknown error! {} [{}.{}]".format(
+                        get_exception_info(), func.__module__, func.__name__
+                    )
+                )
+                traceback.print_exc()
+            return ret
+
+        return wrappedFunc
+
+    return hku_catch_wrap

hikyuu/util/mylog.py

@@ -8,7 +8,7 @@ import time
 from functools import wraps
 
 
-def escapetime(func):
+def spend_time(func):
     @wraps(func)
     def wrappedFunc(*args, **kargs):
         starttime = time.time()
@@ -17,16 +17,16 @@ def escapetime(func):
             return func(*args, **kargs)
         finally:
             endtime = time.time()
-            print("Escaped time: %.4fs, %.2fm" % (endtime - starttime, (endtime - starttime) / 60))
+            print("spend time: %.4fs, %.2fm" % (endtime - starttime, (endtime - starttime) / 60))
 
     return wrappedFunc
 
 
-FORMAT = '%(asctime)-15s [%(levelname)s] : %(message)s [%(name)s::%(funcName)s]'
+FORMAT = '%(asctime)-15s [%(levelname)s] %(message)s [%(name)s::%(funcName)s]'
 logging.basicConfig(format=FORMAT)
 
-mylogger_name = 'hikyuu'
-mylogger = logging.getLogger(mylogger_name)
+hku_logger_name = 'hikyuu'
+hku_logger = logging.getLogger(hku_logger_name)
 
 
 def class_logger(cls, enable=False):
@@ -53,27 +53,3 @@ def add_class_logger_handler(handler, class_list, level=logging.INFO):
         logger = logging.getLogger("{}".format(cls.__name__))
         logger.addHandler(handler)
         logger.setLevel(level)
-
-
-def HKU_TRACE(msg):
-    mylogger.debug(msg)
-
-
-def HKU_DEBUG(msg):
-    mylogger.debug(msg)
-
-
-def HKU_INFO(msg):
-    mylogger.info(msg)
-
-
-def HKU_WARN(msg):
-    mylogger.warning(msg)
-
-
-def HKU_ERROR(msg):
-    mylogger.error(msg)
-
-
-def HKU_FATAL(msg):
-    mylogger.critical(msg)