hikyuu 2.2.2__py3-none-win_amd64.whl

hikyuu/gui/importdata.py

@@ -0,0 +1,166 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+# cp936
+
+import os.path
+import sys
+from configparser import ConfigParser
+
+from PyQt5.Qt import QCoreApplication
+
+from hikyuu.data.weight_to_sqlite import qianlong_import_weight
+from hikyuu.data.common_pytdx import search_best_tdx
+
+from hikyuu.gui.data.EscapetimeThread import EscapetimeThread
+from hikyuu.gui.data.UseTdxImportToH5Thread import UseTdxImportToH5Thread
+from hikyuu.gui.data.UsePytdxImportToH5Thread import UsePytdxImportToH5Thread
+
+
+class HKUImportDataCMD:
+    def __init__(self):
+        self.initThreads()
+
+    def getUserConfigDir(self):
+        return os.path.expanduser('~') + '/.hikyuu'
+
+    def getCurrentConfig(self):
+        # 读取保存的配置文件信息，如果不存在，则使用默认配置
+        this_dir = self.getUserConfigDir()
+        import_config = ConfigParser()
+        import_config.read(this_dir + '/importdata-gui.ini', encoding='utf-8')
+        return import_config
+
+    def initThreads(self):
+        self.escape_time_thread = None
+        self.hdf5_import_thread = None
+        self.mysql_import_thread = None
+        self.import_running = False
+        self.progress = {'DAY': 0, '1MIN': 0, '5MIN': 0, 'TRANS': 0, 'TIME': 0}
+        self.info_type = {'DAY': '日线数据', '1MIN': '一分钟线', '5MIN': '五分钟线', 'TRANS': '历史分笔', 'TIME': '分时数据'}
+        self.escape_time = 0.0
+        self.details = []
+
+    def print_progress(self, ktype, progress):
+        if progress != self.progress[ktype]:
+            print(
+                'import progress: {}%  - {} - 已耗时 {:>.2f} 分钟'.format(progress, self.info_type[ktype], self.escape_time)
+            )
+            self.progress[ktype] = progress
+
+    def on_message_from_thread(self, msg):
+        if not msg or len(msg) < 2:
+            print("msg is empty!")
+            return
+
+        msg_name, msg_task_name = msg[:2]
+        if msg_name == 'ESCAPE_TIME':
+            self.escape_time = msg_task_name / 60
+
+        elif msg_name == 'HDF5_IMPORT':
+            if msg_task_name == 'INFO':
+                print(msg[2])
+
+            elif msg_task_name == 'THREAD':
+                status = msg[2]
+                if status == 'FAILURE':
+                    self.details.append(msg[3])
+                self.hdf5_import_thread.terminate()
+                self.hdf5_import_thread = None
+                self.escape_time_thread.stop()
+                self.escape_time_thread = None
+                print("\n导入完毕, 共耗时 {:>.2f} 分钟".format(self.escape_time))
+                print('\n=========================================================')
+                print("导入详情:")
+                for info in self.details:
+                    print(info)
+                print('=========================================================')
+                self.import_running = False
+                QCoreApplication.quit()
+
+            elif msg_task_name == 'IMPORT_KDATA':
+                ktype, progress = msg[2:4]
+                if ktype != 'FINISHED':
+                    self.print_progress(ktype, progress)
+                else:
+                    self.details.append('导入 {} {} 记录数：{}'.format(msg[3], msg[4], msg[5]))
+
+            elif msg_task_name == 'IMPORT_TRANS':
+                ktype, progress = msg[2:4]
+                if ktype != 'FINISHED':
+                    self.print_progress('TRANS', progress)
+                else:
+                    self.details.append('导入 {} 分笔记录数：{}'.format(msg[3], msg[5]))
+
+            elif msg_task_name == 'IMPORT_TIME':
+                ktype, progress = msg[2:4]
+                if ktype != 'FINISHED':
+                    self.print_progress('TIME', progress)
+                else:
+                    self.details.append('导入 {} 分时记录数：{}'.format(msg[3], msg[5]))
+
+            elif msg_task_name == 'IMPORT_WEIGHT':
+                if msg[2] == 'INFO':
+                    pass
+                elif msg[2] == 'FINISHED':
+                    print('导入权息数据完毕！')
+                elif msg[2] == '导入完成!':
+                    self.details.append('导入权息记录数：{}'.format(msg[3]))
+                elif msg[2] == '权息数据无变化':
+                    self.details.append(msg[3])
+                else:
+                    print('权息{}'.format(msg[2]))
+
+            elif msg_task_name == 'IMPORT_FINANCE':
+                print("财务数据下载: {}%".format(msg[2]))
+
+    def start_import_data(self):
+        config = self.getCurrentConfig()
+        if config.getboolean('hdf5', 'enable'):
+            if not os.path.lexists(config['hdf5']['dir']):
+                os.makedirs(f"{config['hdf5']['dir']}/tmp")
+            elif not os.path.isdir(config['hdf5']['dir']):
+                print("错误", '指定的目标数据存放目录不存在！')
+                sys.exit(-1)
+
+        if config.getboolean('tdx', 'enable'):
+            if not os.path.lexists(config['tdx']['dir']):
+                os.makedirs(f"{config['tdx']['dir']}/tmp")
+            elif not os.path.isdir(config['tdx']['dir']):
+                print("错误", "请确认通达信安装目录是否正确！")
+                sys.exit(-1)
+
+        if config.getboolean('mysql', 'enable'):
+            if not os.path.lexists(config['mysql']['tmpdir']):
+                os.makedirs(config['mysql']['tmpdir'])
+            elif not os.path.isdir(config['mysql']['tmpdir']):
+                print("错误", "请确认临时目录是否正确！")
+                sys.exit(-1)
+
+        self.import_running = True
+
+        print("正在启动任务....")
+        QCoreApplication.processEvents()
+
+        if config.getboolean('tdx', 'enable'):
+            self.hdf5_import_thread = UseTdxImportToH5Thread(None, config)
+        else:
+            self.hdf5_import_thread = UsePytdxImportToH5Thread(None, config)
+
+        self.hdf5_import_thread.message.connect(self.on_message_from_thread)
+        self.hdf5_import_thread.start()
+
+        self.escape_time = 0.0
+        self.escape_time_thread = EscapetimeThread()
+        self.escape_time_thread.message.connect(self.on_message_from_thread)
+        self.escape_time_thread.start()
+
+
+def main():
+    app = QCoreApplication(sys.argv)
+    x = HKUImportDataCMD()
+    x.start_import_data()
+    sys.exit(app.exec())
+
+
+if __name__ == '__main__':
+    main()

hikyuu/gui/spot_server.py

@@ -0,0 +1,336 @@
+# -*- coding: utf8 -*-
+# cp936
+#
+# The MIT License (MIT)
+#
+# Copyright (c) 2020 hikyuu.org
+#
+# Create on: 2020-12-13
+#    Author: fasiondog
+
+import os
+import time
+import flatbuffers
+import pynng
+import click
+import threading
+
+import hikyuu.flat as fb
+
+from hikyuu.util import *
+from hikyuu.fetcher.stock.zh_stock_a_sina_qq import get_spot as qq_get_spot
+from hikyuu.fetcher.stock.zh_stock_a_qmt import get_spot as qmt_get_spot
+from hikyuu import hikyuu_init, StockManager, constant, Datetime, TimeDelta
+
+
+def create_fb_spot_record(builder, record):
+    market = builder.CreateString(record['market'])
+    code = builder.CreateString(record['code'])
+    name = builder.CreateString(record['name'])
+    datetime = builder.CreateString(str(record['datetime']))
+
+    fb.SpotStart(builder)
+    fb.SpotAddMarket(builder, market)
+    fb.SpotAddCode(builder, code)
+    fb.SpotAddName(builder, name)
+    fb.SpotAddDatetime(builder, datetime)
+    fb.SpotAddYesterdayClose(builder, record['yesterday_close'])
+    fb.SpotAddOpen(builder, record['open'])
+    fb.SpotAddHigh(builder, record['high'])
+    fb.SpotAddLow(builder, record['low'])
+    fb.SpotAddClose(builder, record['close'])
+    fb.SpotAddAmount(builder, record['amount'])
+    fb.SpotAddVolume(builder, record['volume'])
+    fb.SpotAddBid1(builder, record['bid1'])
+    fb.SpotAddBid1Amount(builder, record['bid1_amount'])
+    fb.SpotAddBid2(builder, record['bid2'])
+    fb.SpotAddBid2Amount(builder, record['bid2_amount'])
+    fb.SpotAddBid3(builder, record['bid3'])
+    fb.SpotAddBid3Amount(builder, record['bid3_amount'])
+    fb.SpotAddBid4(builder, record['bid4'])
+    fb.SpotAddBid4Amount(builder, record['bid4_amount'])
+    fb.SpotAddBid5(builder, record['bid5'])
+    fb.SpotAddBid5Amount(builder, record['bid5_amount'])
+    fb.SpotAddAsk1(builder, record['ask1'])
+    fb.SpotAddAsk1Amount(builder, record['ask1_amount'])
+    fb.SpotAddAsk2(builder, record['ask2'])
+    fb.SpotAddAsk2Amount(builder, record['ask2_amount'])
+    fb.SpotAddAsk3(builder, record['ask3'])
+    fb.SpotAddAsk3Amount(builder, record['ask3_amount'])
+    fb.SpotAddAsk4(builder, record['ask4'])
+    fb.SpotAddAsk4Amount(builder, record['ask4_amount'])
+    fb.SpotAddAsk5(builder, record['ask5'])
+    fb.SpotAddAsk5Amount(builder, record['ask5_amount'])
+    return fb.SpotEnd(builder)
+
+
+def create_fb_spot(records):
+    builder = flatbuffers.Builder(0)
+    end = None
+    spot_list = []
+    for record in records:
+        spot_list.append(create_fb_spot_record(builder, record))
+    total = len(spot_list)
+    fb.SpotListStartSpotVector(builder, total)
+    for spot in spot_list:
+        builder.PrependUOffsetTRelative(spot)
+
+    if flatbuffers.__version__ >= '2.0':
+        inv = builder.EndVector()
+    else:
+        inv = builder.EndVector(total)
+
+    fb.SpotListStart(builder)
+    fb.SpotListAddSpot(builder, inv)
+    end = fb.SpotListEnd(builder)
+
+    builder.Finish(end)
+    return builder.Output()
+
+
+def print_spot(spot):
+    print(spot.Market().decode())
+    print(spot.Code().decode())
+    print(spot.Name().decode())
+    print(spot.Datetime().decode())
+    print(spot.YesterdayClose())
+    print(spot.Open())
+    print(spot.High())
+    print(spot.Low())
+    print(spot.Close())
+    print(spot.Amount())
+    print(spot.volume())
+    print(spot.Bid1())
+    print(spot.Bid1Amount())
+    print(spot.Bid2())
+    print(spot.Bid2Amount())
+    print(spot.Bid3())
+    print(spot.Bid3Amount())
+    print(spot.Bid4())
+    print(spot.Bid4Amount())
+    print(spot.Bid5())
+    print(spot.Bid5Amount())
+    print(spot.Ask1())
+    print(spot.Ask1Amount())
+    print(spot.Ask2())
+    print(spot.Ask2Amount())
+    print(spot.Ask3())
+    print(spot.Ask3Amount())
+    print(spot.Ask4())
+    print(spot.Ask4Amount())
+    print(spot.Ask5())
+    print(spot.Ask5Amount())
+
+
+def print_spot_list(buf):
+    spot_list = fb.SpotList.GetRootAsSpotList(buf, 0)
+    print(spot_list.SpotLength())
+    for i in range(spot_list.SpotLength()):
+        print_spot(spot_list.Spot(i))
+
+
+@hku_catch()
+def parse_phase(phase):
+    return [TimeDelta(hours=int(a[0]), minutes=int(a[1])) for a in [x.split(':') for x in phase.split('-')]]
+
+
+def next_delta(start_time, interval, phase1_delta, phase2_delta, ignore_weekend):
+    interval_delta = TimeDelta(seconds=interval)
+    phase1_start_delta, phase1_end_delta = phase1_delta
+    phase2_start_delta, phase2_end_delta = phase2_delta
+    today = Datetime.today()
+    phase1_start, phase1_end = today + phase1_start_delta, today + phase1_end_delta
+    phase2_start, phase2_end = today + phase2_start_delta, today + phase2_end_delta
+
+    current_time = Datetime.now()
+    maybe_time = current_time + interval_delta
+    if phase1_start_delta == phase1_end_delta and phase2_start_delta == phase2_end_delta:
+        # 两个时间周期各自的起止时间相等，则认为未做限制
+        delta = interval_delta - (current_time - start_time)
+    elif maybe_time > phase2_end:
+        # 如果预计的下一次时间大于周期2的结束日期, 则取下一日的周期1起始时间计算
+        next_time = today + TimeDelta(1) + phase1_start_delta
+        if ignore_weekend and next_time.day_of_week() in (0, 6):
+            next_time = today.next_week() + phase1_start_delta
+        delta = next_time - start_time
+    elif maybe_time in (phase1_start, phase1_end, phase2_start, phase2_end):
+        # 如果下一次时间刚好等于时间周期的起止点，则直接返回预计的时间间隔
+        delta = interval_delta
+    elif start_time < phase1_start:
+        # 如果本次的时间小于周期1的起始时间，则取phase1起始时间计算
+        delta = phase1_start - start_time
+    elif phase1_end < maybe_time < phase2_start:
+        delta = phase2_start - start_time
+    else:
+        delta = interval_delta - (current_time - start_time)
+    return delta
+
+
+# 多线程时锁住申请
+g_nng_sender_lock = threading.Lock()
+g_nng_ipc_sender = None
+g_nng_tcp_sender = None
+g_spot_topic = ':spot:'
+g_ipc_addr = 'ipc:///tmp/hikyuu_real.ipc'
+g_tcp_addr = 'tcp://*:9200'
+
+
+@hku_catch(trace=True)
+def get_nng_ipc_sender():
+    global g_nng_ipc_sender
+    if g_nng_ipc_sender is None:
+        g_nng_ipc_sender = pynng.Pub0()
+        g_nng_ipc_sender.listen(g_ipc_addr)
+    return g_nng_ipc_sender
+
+
+@hku_catch(trace=True)
+def get_nng_tcp_sender():
+    global g_nng_tcp_sender
+    if g_nng_tcp_sender is None:
+        g_nng_tcp_sender = pynng.Pub0()
+        g_nng_tcp_sender.listen(g_tcp_addr)
+    return g_nng_tcp_sender
+
+
+def get_nng_senders():
+    g_nng_sender_lock.acquire()
+    ipc_sender = get_nng_ipc_sender()
+    tcp_sender = get_nng_tcp_sender()
+    g_nng_sender_lock.release()
+    return ipc_sender, tcp_sender
+
+
+def release_nng_senders():
+    global g_nng_ipc_sender, g_nng_tcp_sender
+    g_nng_sender_lock.acquire()
+    if g_nng_ipc_sender is not None:
+        g_nng_ipc_sender.close()
+        g_nng_ipc_sender = None
+    if g_nng_tcp_sender is not None:
+        g_nng_tcp_sender.close()
+        g_nng_tcp_sender = None
+    g_nng_sender_lock.release()
+    hku_info("release pynng socket")
+
+
+def start_send_spot():
+    senders = get_nng_senders()
+    for sender in senders:
+        sender.send("{}{}".format(g_spot_topic, '[start spot]').encode('utf-8'))
+
+
+def end_send_spot():
+    senders = get_nng_senders()
+    for sender in senders:
+        sender.send('{}{}'.format(g_spot_topic, '[end spot]').encode('utf-8'))
+
+
+def send_spot(records):
+    spot = bytearray(g_spot_topic.encode('utf-8'))
+    buf = create_fb_spot(records)
+    spot.extend(buf)
+    senders = get_nng_senders()
+    for sender in senders:
+        sender.send(bytes(spot))
+
+
+def collect(server, use_proxy, source, seconds, phase1, phase2, ignore_weekend):
+    global g_tcp_addr
+    if len(server) >= 3 and server[:3] == 'tcp':
+        g_tcp_addr = server
+
+    phase1_delta = parse_phase(phase1)
+    if phase1_delta is None or len(phase1_delta) != 2:
+        hku_error("无效参数 phase1: {}".format(phase1))
+        exit(1)
+    if phase1_delta[0] > phase1_delta[1]:
+        hku_error("无效参数 phase1: {}, 结束时间应大于等于起始时间".format(phase1))
+        exit(1)
+
+    phase2_delta = parse_phase(phase2)
+    if phase2_delta is None or len(phase2_delta) != 2:
+        hku_error("无效参数 phase2: {}".format(phase2))
+        exit(1)
+    if phase2_delta[0] > phase2_delta[1]:
+        hku_error("无效参数 phase2: {}, 结束时间应大于等于起始时间".format(phase2))
+        exit(1)
+    if phase1_delta[1] > phase2_delta[0]:
+        hku_error("无效参数 phase1: {}, phase2: {}, phase2 起始时间应大于等于 phase1 结束时间".format(phase1, phase2))
+        exit(1)
+
+    hku_logger.info("采集时间段1：{}".format(phase1))
+    hku_logger.info("采集时间段2：{}".format(phase2))
+
+    config_file = os.path.expanduser('~') + '/.hikyuu/hikyuu.ini'
+    if not os.path.exists(config_file):
+        print("未找到配置文件，请先运行 HikyuuTDX 进行配置与数据导入")
+        exit(1)
+
+    hikyuu_init(config_file, ignore_preload=True)
+
+    sm = StockManager.instance()
+    if source == 'qmt':
+        stk_list = [s for s in sm if s.valid and s.type in (
+            constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_ETF,
+            constant.STOCKTYPE_GEM, constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)]
+    else:
+        stk_list = [
+            stk.market_code.lower() for stk in sm if stk.valid and stk.type in
+            (constant.STOCKTYPE_A, constant.STOCKTYPE_INDEX, constant.STOCKTYPE_GEM,
+             constant.STOCKTYPE_START, constant.STOCKTYPE_A_BJ)
+        ]
+
+    _ = get_nng_senders()
+
+    if source == 'qmt':
+        get_spot = qmt_get_spot
+    elif source == 'qq':
+        get_spot = qq_get_spot
+
+    start_time = Datetime.now()
+    delta = next_delta(start_time, seconds, phase1_delta, phase2_delta, ignore_weekend)
+    next_time = start_time + delta
+    hku_info("启动采集时间：{}".format(next_time))
+    time.sleep(delta.total_seconds())
+    while True:
+        try:
+            start_time = Datetime.now()
+            start_send_spot()
+            records = get_spot(stk_list, source, use_proxy, send_spot)
+            hku_info("{}:{}:{} 采集数量: {}".format(start_time.hour, start_time.minute, start_time.second, len(records)))
+            # pub_sock.send('{}{}'.format(spot_topic, '[end spot]').encode('utf-8'))
+            end_send_spot()
+            delta = next_delta(start_time, seconds, phase1_delta, phase2_delta, ignore_weekend)
+            hku_info("sleep {}'s".format(delta.total_seconds()))
+            if delta.total_seconds() > 0:
+                time.sleep(delta.total_seconds())
+            else:
+                pass
+        except KeyboardInterrupt:
+            print("Ctrl-C 终止")
+            break
+        except Exception as e:
+            hku_error(str(e))
+            time.sleep(10)
+    release_nng_senders()
+
+
+@click.command()
+@click.option('-server', '--server', default='tcp://*:9200')
+@click.option('-use_proxy', '--use_proxy', is_flag=True, help='是否使用代理，须自行申请芝麻http代理并加入ip白名单')
+@click.option('-source', '--source', default='qq', type=click.Choice(['qmt', 'qq']), help='数据来源')
+@click.option('-seconds', '--seconds', default=10)
+@click.option('-phase1', '--phase1', default='9:00-12:00')
+@click.option('-phase2', '--phase2', default='13:00-15:00')
+@click.option('-ignore_weekend', '--ignore_weekend', is_flag=True)
+def run(server, use_proxy, source, seconds, phase1, phase2, ignore_weekend):
+    collect(server, use_proxy, source, seconds, phase1, phase2, ignore_weekend)
+
+
+if __name__ == '__main__':
+    try:
+        print("采集程序运行中，可使用 Ctrl-C 终止！")
+        run()
+    except KeyboardInterrupt:
+        exit(1)