hikyuu 2.6.8.4__py3-none-manylinux2014_x86_64.whl → 2.6.9__py3-none-manylinux2014_x86_64.whl

hikyuu/gui/start_huatai_insight.py

@@ -1,510 +0,0 @@
-#!/usr/bin/python3
-# -*- coding: utf-8 -*-
-
-try:
-    from insight_sdk.com.interface.mdc_gateway_base_define import ESubscribeActionType, ESecurityIDSource, ESecurityType, \
-        EMarketDataType, MDPlaybackExrightsType
-    from insight_sdk.com.insight import common, query, playback, subscribe
-    from insight_sdk.com.insight.market_service import market_service
-except Exception as e:
-    print(e)
-    print('You must "pip install insgith_sdk"!')
-    exit(-1)
-
-from hikyuu.fetcher.stock.zh_stock_a_huatai import parse_one_result_huatai
-from hikyuu.gui.spot_server import release_nng_senders, start_send_spot, end_send_spot, send_spot
-
-
-# ************************************用户登录************************************
-# 登陆
-# user 用户名
-# password 密码
-def login(user, password):
-    markets = insightmarketservice()
-    # 登陆前 初始化
-    # result格式为string格式
-    result = common.login(markets, user, password)
-    print("login result: ", result)
-
-
-class insightmarketservice(market_service):
-    def __init__(self):
-        pass
-
-    # ************************************处理数据订阅************************************
-    # 处理订阅的股票Tick数据，mdStock格式为json格式
-    # 订阅的证券类型为ESecurityType.StockType
-    def onSubscribe_StockType_MD_TICK(self, mdStock):
-        # print(mdStock)
-        result = parse_one_result_huatai(mdStock)
-        # print("{}{}".format(result['market'], result['code']))
-        start_send_spot()
-        send_spot([result])
-        end_send_spot()
-        # pass
-
-    # 处理订阅的指数Tick数据，mdIndex格式为json格式
-    # 订阅的证券类型为ESecurityType.IndexType
-    def onSubscribe_IndexType_MD_TICK(self, mdIndex):
-        print(mdIndex)
-        pass
-
-    # 处理订阅的债券Tick数据，mdBond格式为json格式
-    # 订阅的证券类型为ESecurityType.BondType
-    def onSubscribe_BondType_MD_TICK(self, mdBond):
-        pass
-        # print(mdBond)
-
-    # 处理订阅的基金Tick数据，mdFund格式为json格式
-    # 订阅的证券类型为ESecurityType.FundType
-    def onSubscribe_FundType_MD_TICK(self, mdFund):
-        # print(mdFund)
-        pass
-
-    # 处理订阅的逐笔成交，marketdatajson格式为json格式
-    # 订阅的证券类型为ESecurityType.MD_TRANSACTION
-    # 处理订阅的逐笔委托，格式为json格式
-    # 订阅的证券类型为ESecurityType.MD_ORDER
-    def onSubscribe_MD_TRANSACTION_and_MD_ORDER(self, marketdatajson):
-        if marketdatajson["marketDataType"] == EMarketDataType.MD_TRANSACTION:  # 逐笔成交
-            mdtransaction = marketdatajson["mdTransaction"]
-            pass
-            # print(mdtransaction)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_ORDER:  # 逐笔委托
-            mdorder = marketdatajson["mdOrder"]
-            pass
-            # print(mdorder)
-        # print(marketdatajsons)
-
-    # 处理订阅的K线指标模型，marketdatajson格式为json格式
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_15S 返回#15秒钟K线
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_1MIN 返回#1分钟K线
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_5MIN 返回#5分钟K线
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_15MIN 返回#15分钟K线
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_30MIN 返回#30分钟K线
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_60MIN 返回#60分钟K线
-    # 订阅的数据类型为EMarketDataType.MD_KLINE_1D 返回#日K线
-    def onSubscribe_MD_KLINE(self, marketdatajson):
-        if marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15S:  # 15秒钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1MIN:  # 1分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_5MIN:  # 5分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15MIN:  # 15分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_30MIN:  # 30分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_60MIN:  # 60分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1D:  # 日K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-
-        # print(marketdatajson)
-
-    # 处理订阅的资金流向数据，mdFundFlowAnalysis格式为json格式
-    # 订阅的证券类型为ESecurityType.AD_FUND_FLOW_ANALYSIS
-    def onSubscribe_AD_FUND_FLOW_ANALYSIS(self, mdFundFlowAnalysis):
-        pass
-        # print(mdFundFlowAnalysis)
-
-    # 处理订阅的融券通数据，mdSecurityLending格式为json格式
-    # 订阅的证券类型为ESecurityType.MD_SECURITY_LENDING
-    def onSubscribe_MD_SECURITY_LENDING(self, mdSecurityLending):
-        pass
-        # print(mdSecurityLending)
-
-    # ************************************处理回放数据************************************
-    # 处理回放的股票Tick数据，mdStock格式为json格式
-    # 回放的证券类型为ESecurityType.StockType
-    def onPlayback_StockType_MD_TICK(self, mdStock):
-        pass
-        # print(mdStock)
-
-    # 处理回放的指数Tick数据，mdIndex格式为json格式
-    # 回放的证券类型为ESecurityType.IndexType
-    def onPlayback_IndexType_MD_TICK(self, mdIndex):
-        pass
-        # print(mdIndex)
-
-    # 处理回放的债券Tick数据，mdBond格式为json格式
-    # 回放的证券类型为ESecurityType.BondType
-    def onPlayback_BondType_MD_TICK(self, mdBond):
-        pass
-        # print(mdBond)
-
-    # 处理回放的基金Tick数据，mdFund格式为json格式
-    # 回放的证券类型为ESecurityType.FundType
-    def onPlayback_FundType_MD_TICK(self, mdFund):
-        pass
-        # print(mdFund)
-
-    # 处理回放的期权Tick数据，mdOption格式为json格式
-    # 回放的证券类型为ESecurityType.OptionType
-    def onPlayback_OptionType_MD_TICK(self, mdOption):
-        pass
-        # print(mdOption)
-
-    # 处理回放的期货Tick数据，mdFuture格式为json格式
-    # 回放的证券类型为ESecurityType.OptionType
-    def onPlayback_FuturesType_MD_TICK(self, mdFuture):
-        pass
-        # print(mdFuture)
-
-    # 处理回放的逐笔成交，marketdatajson格式为json格式
-    # 回放的证券类型为ESecurityType.MD_TRANSACTION
-    # 处理回放的逐笔委托，格式为json格式
-    # 回放的证券类型为ESecurityType.MD_ORDER
-    def onPlayback_MD_TRANSACTION_and_MD_ORDER(self, marketdatajson):
-        if marketdatajson["marketDataType"] == EMarketDataType.MD_TRANSACTION:  # 逐笔成交
-            mdtransaction = marketdatajson["mdTransaction"]
-            pass
-            # print(mdtransaction)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_ORDER:  # 逐笔委托
-            mdorder = marketdatajson["mdOrder"]
-            pass
-            # print(mdorder)
-        # print(marketdatajsons)
-
-    # 处理回放的K线指标模型，marketdatajson格式为json格式
-    # 回放的数据类型为EMarketDataType.MD_KLINE_15S 返回#15秒钟K线
-    # 回放的数据类型为EMarketDataType.MD_KLINE_1MIN 返回#1分钟K线
-    # 回放的数据类型为EMarketDataType.MD_KLINE_5MIN 返回#5分钟K线
-    # 回放的数据类型为EMarketDataType.MD_KLINE_15MIN 返回#15分钟K线
-    # 回放的数据类型为EMarketDataType.MD_KLINE_30MIN 返回#30分钟K线
-    # 回放的数据类型为EMarketDataType.MD_KLINE_60MIN 返回#60分钟K线
-    # 回放的数据类型为EMarketDataType.MD_KLINE_1D 返回#日K线
-    def onPlayback_MD_KLINE(self, marketdatajson):
-        if marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15S:  # 15秒钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1MIN:  # 1分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_5MIN:  # 5分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15MIN:  # 15分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_30MIN:  # 30分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_60MIN:  # 60分钟K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-        elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1D:  # 日K线
-            mdKLine = marketdatajson["mdKLine"]
-            pass
-            # print(mdKLine)
-
-        # print(marketdatajson)
-
-    # 处理回放的资金流向数据，mdFundFlowAnalysis格式为json格式
-    # 回放的证券类型为ESecurityType.AD_FUND_FLOW_ANALYSIS
-    def onPlayback_AD_FUND_FLOW_ANALYSIS(self, mdFundFlowAnalysis):
-        pass
-        # print(mdFundFlowAnalysis)
-
-    # 处理回放的融券通数据，mdSecurityLending格式为json格式
-    # 回放的证券类型为ESecurityType.MD_SECURITY_LENDING
-    def onPlayback_MD_SECURITY_LENDING(self, mdSecurityLending):
-        pass
-        # print(mdSecurityLending)
-
-    # 处理回放的状态，status格式为string格式
-    def onPlaybackStatus(self, status):
-        pass
-        # print(status)
-
-    # 处理回放请求返回结果，response格式为string格式
-    def onPlaybackResponse(self, response):
-        pass
-        # print(response)
-
-    # 处理回放控制请求返回结果，response格式为string格式
-    def onPlaybackControlResponse(self, response):
-        pass
-        # print(response)
-
-    # ************************************处理查询请求返回结果************************************
-    # 处理查询历史上所有的指定证券的基础信息 query_mdcontant_by_type()的返回结果，queryresponse格式为list[json]
-    # 处理查询今日最新的指定证券的基础信息 query_last_mdcontant_by_type()的返回结果，queryresponse格式为list[json]
-    # 处理查询历史上所有的指定证券的基础信息 query_mdcontant_by_id()的返回结果，queryresponse格式为list[json]
-    # 处理查询今日最新的指定证券的基础信息 query_last_mdcontant_by_id()的返回结果，queryresponse格式为list[json]
-    # 处理查询指定证券的ETF的基础信息 query_ETFinfo()的返回结果，queryresponse格式为list[json]
-    # 处理查询指定证券的最新一条Tick数据 query_last_mdtick()的返回结果，queryresponse格式为list[json]
-    def onQueryResponse(self, queryresponse):
-        pass
-        for resonse in iter(queryresponse):
-            # response格式为json格式
-            print(resonse)
-
-
-# 配置日志打开
-# open_trace trace日志开关     True为打开日志False关闭日志
-# open_file_log  本地file日志开关     True为打开日志False关闭日志
-# open_cout_log  控制台日志开关     True为打开日志False关闭日志
-def config(open_trace=True, open_file_log=True, open_cout_log=True):
-    common.config(open_trace, open_file_log, open_cout_log)
-
-
-# ************************************数据订阅************************************
-# 根据证券数据来源订阅行情数据,由三部分确定行情数据
-# 行情源(SecurityIdSource):XSHG(沪市)|XSHE(深市)|...
-# 证券类型(SecurityType):BondType(债)|StockType(股)|FundType(基)|IndexType(指)|OptionType(期权)|...
-# 数据类型(MarketDataTypes):MD_TICK(快照)|MD_TRANSACTION(逐笔成交)|MD_ORDER(逐笔委托)|...
-# 异步接口，返回函数在functional_test.py
-# 结果返回 onSubscribe_StockType_MD_TICK 处理订阅的股票Tick数据
-# 结果返回 onSubscribe_IndexType_MD_TICK 处理订阅的指数Tick数据
-# 结果返回 onSubscribe_BondType_MD_TICK 处理订阅的债券Tick数据
-# 结果返回 onSubscribe_FundType_MD_TICK 处理订阅的基金Tick数据
-# 结果返回 onSubscribe_OptionType_MD_TICK 处理订阅的期权Tick数据
-# 结果返回 onSubscribe_FuturesType_MD_TICK 处理订阅的期货Tick数据
-# 结果返回 onSubscribe_MD_TRANSACTION_and_MD_ORDER 处理订阅的逐笔成交和逐笔委托的数据
-# 结果返回 onSubscribe_MD_KLINE 处理订阅的K线指标模型数据
-# 结果返回 onSubscribe_AD_FUND_FLOW_ANALYSIS 处理订阅的资金流向数据
-# 结果返回 onSubscribe_MD_SECURITY_LENDING 处理订阅的融券通数据
-def subscribe_by_type():
-    # element
-    # params1: ESecurityIDSource枚举值 --行情源
-    # params2: ESecurityType的枚举值 --证券类型
-    # params3: EMarketDataType的枚举值集合 --数据类型
-    datatype = ESubscribeActionType.COVERAGE
-    marketdatatypes = []
-    marketdatatype = {
-        "ESecurityIDSource": ESecurityIDSource.XSHG,
-        "ESecurityType": ESecurityType.StockType,
-        "EMarketDataType": EMarketDataType.MD_SECURITY_LENDING
-    }
-    marketdatatypes.append(marketdatatype)
-    marketdatatype1 = {
-        "ESecurityIDSource": ESecurityIDSource.XSHE,
-        "ESecurityType": ESecurityType.StockType,
-        "EMarketDataType": EMarketDataType.MD_TICK
-    }
-    marketdatatypes.append(marketdatatype1)
-
-    subscribe.subscribe_by_type(marketdatatypes, datatype)
-
-
-# 根据证券ID来源订阅行情数据
-# 异步接口，返回函数在functional_test.py
-# 结果返回 onSubscribe_StockType_MD_TICK 处理订阅的股票Tick数据
-# 结果返回 onSubscribe_IndexType_MD_TICK 处理订阅的指数Tick数据
-# 结果返回 onSubscribe_BondType_MD_TICK 处理订阅的债券Tick数据
-# 结果返回 onSubscribe_FundType_MD_TICK 处理订阅的基金Tick数据
-# 结果返回 onSubscribe_OptionType_MD_TICK 处理订阅的期权Tick数据
-# 结果返回 onSubscribe_FuturesType_MD_TICK 处理订阅的期货Tick数据
-# 结果返回 onSubscribe_MD_TRANSACTION_and_MD_ORDER 处理订阅的逐笔成交和逐笔委托的数据
-# 结果返回 onSubscribe_MD_KLINE 处理订阅的K线指标模型数据
-# 结果返回 onSubscribe_AD_FUND_FLOW_ANALYSIS 处理订阅的资金流向数据
-# 结果返回 onSubscribe_MD_SECURITY_LENDING 处理订阅的融券通数据
-def subscribe_by_id():
-    # params1:HTSCSecurityID华泰内部证券标string --证券代码
-    # params2: EMarketDataType的枚举值集合 --数据类型
-    datatype = ESubscribeActionType.COVERAGE
-    HTSCSecurityIDs = []
-    HTSCSecurityID = {"HTSCSecurityID": "002371.SZ", "EMarketDataType": EMarketDataType.MD_TICK}
-    HTSCSecurityIDs.append(HTSCSecurityID)
-
-    HTSCSecurityID1 = {"HTSCSecurityID": "002714.SZ", "EMarketDataType": EMarketDataType.MD_TICK}
-    HTSCSecurityIDs.append(HTSCSecurityID1)
-    subscribe.subscribe_by_id(HTSCSecurityIDs, datatype)
-
-
-# ************************************数据查询************************************
-# 查询findata数据，返回结果list[json]
-# 同步接口，返回结果为result，格式为list[json]
-def query_fin_info():
-    # params1:Hquery_type  int
-    # params2:params  dict{}
-    query_type = 1102010003
-    params = {"HTSC_SECURITY_ID": "510050.SH", "START_DATE": "20210101", "END_DATE": "20210107"}
-    # query_type = 1002010001
-    # params = {"HTSC_SECURITY_ID": "601688.SH", "START_DATE": "20191211", "END_DATE": "20201010"}
-    # query_type = 1002070003
-    # params = {"HTSC_SECURITY_ID": "600498.SH", "START_TIME": "20200101000000", "END_TIME": "20210107000000", "EXRIGHTS_TYPE": "NoExrights", "EMD_PERIOD_TYPE":"Period1D"}
-    result = query.query_fin_info(query_type, params)
-    if isinstance(result, list):
-        for response in iter(result):
-            print(response)
-    else:
-        print(result)
-
-
-# 查询历史上所有的指定证券的基础信息
-# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
-# 异步接口，返回函数在functional_test.py
-# 结果返回在onQueryResponse函数
-def query_mdcontant_by_type():
-    # params:security_idsource 为 ESecurityIDSource枚举值
-    # params:security_type 为 ESecurityType枚举值
-    # 沪市 股票
-    idsource_and_types = []
-    security_idsource = ESecurityIDSource.XSHG
-    security_type = ESecurityType.StockType
-    idsource_and_type = {"ESecurityIDSource": security_idsource, "ESecurityType": security_type}
-    idsource_and_types.append(idsource_and_type)
-    security_idsource1 = ESecurityIDSource.XSHE
-    security_type1 = ESecurityType.IndexType
-    idsource_and_type1 = {"ESecurityIDSource": security_idsource1, "ESecurityType": security_type1}
-    idsource_and_types.append(idsource_and_type1)
-
-    query.query_basicInfo_by_type(idsource_and_types, False)
-
-
-# 查询今日最新的指定证券的基础信息
-# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
-# 异步接口，返回函数在functional_test.py
-# 结果返回在onQueryResponse函数
-def query_last_mdcontant_by_type():
-    # 按市场查询
-    # 沪市 股票
-
-    idsource_and_types = []
-    security_idsource = ESecurityIDSource.XSHG
-    security_type = ESecurityType.StockType
-    idsource_and_type = {"ESecurityIDSource": security_idsource, "ESecurityType": security_type}
-    idsource_and_types.append(idsource_and_type)
-    security_idsource1 = ESecurityIDSource.XSHE
-    security_type1 = ESecurityType.IndexType
-    idsource_and_type1 = {"ESecurityIDSource": security_idsource1, "ESecurityType": security_type1}
-    idsource_and_types.append(idsource_and_type1)
-
-    query.query_basicInfo_by_type(idsource_and_types, True)
-
-
-# 查询历史上所有的指定证券的基础信息 -- 结果返回在onQueryResponse
-# param:HTSCSecurityID华泰内部证券标string --证券代码
-# params:list[HTSCSecurityID]
-# 异步接口，返回函数在functional_test.py
-# 结果返回在onQueryResponse函数
-def query_mdcontant_by_id():
-    # params:security_idsource 为 ESecurityIDSource枚举值
-    # params:security_type 为 ESecurityType枚举值
-    # params:security_id_list 为 标的集合
-    security_id_list = ["601688.SH", "002714.SZ"]  # 置空表示不额外查询某些标的
-    query.query_basicInfo_by_id(security_id_list, False)
-
-
-# 查询今日最新的指定证券的基础信息 -- 结果返回在onQueryResponse
-# param:HTSCSecurityID华泰内部证券标string --证券代码
-# params:list[HTSCSecurityID]
-# 异步接口，返回函数在functional_test.py
-# 结果返回在onQueryResponse函数
-def query_last_mdcontant_by_id():
-    # 按市场查询
-    # 沪市 股票
-
-    # params:security_id_list 为 标的集合
-    security_id_list = ["601688.SH"]  # 置空表示不额外查询某些标的
-    query.query_basicInfo_by_id(security_id_list, True)
-
-
-# 查询指定证券的ETF的基础信息 -- 结果返回在onQueryResponse
-# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
-# 异步接口，返回函数在functional_test.py
-# 结果返回在onQueryResponse函数
-def query_ETFinfo():
-    # params:securityIDSource 为 ESecurityIDSource枚举值
-    # params:securityType 为 ESecurityType枚举值
-    query.query_ETFinfo(ESecurityIDSource.XSHG, ESecurityType.FundType)
-
-
-# 查询指定证券的最新一条Tick数据 --  结果返回在onQueryResponse
-# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
-# 异步接口，返回函数在functional_test.py
-# 结果返回在onQueryResponse函数
-def query_last_mdtick():
-    # params:security_idsource 为 ESecurityIDSource枚举值
-    # params:security_type 为 ESecurityType枚举值
-    # 沪市 股票
-    query.query_last_tick_by_type(ESecurityIDSource.XSHG, ESecurityType.StockType)
-
-
-# 获取当前版本号
-def get_version():
-    print(common.get_version())
-
-
-# 释放资源
-def fini():
-    common.fini()
-
-
-def subscribe_by_hikyuu():
-    datatype = ESubscribeActionType.COVERAGE
-    marketdatatypes = [
-        {
-            "ESecurityIDSource": ESecurityIDSource.XSHE,
-            "ESecurityType": ESecurityType.StockType,
-            "EMarketDataType": EMarketDataType.MD_TICK
-        },
-        {
-            "ESecurityIDSource": ESecurityIDSource.XSHE,
-            "ESecurityType": ESecurityType.IndexType,
-            "EMarketDataType": EMarketDataType.MD_TICK
-        },
-        {
-            "ESecurityIDSource": ESecurityIDSource.XSHE,
-            "ESecurityType": ESecurityType.FundType,
-            "EMarketDataType": EMarketDataType.MD_TICK
-        },
-        {
-            "ESecurityIDSource": ESecurityIDSource.XSHG,
-            "ESecurityType": ESecurityType.StockType,
-            "EMarketDataType": EMarketDataType.MD_TICK
-        },
-        {
-            "ESecurityIDSource": ESecurityIDSource.XSHG,
-            "ESecurityType": ESecurityType.IndexType,
-            "EMarketDataType": EMarketDataType.MD_TICK
-        },
-        {
-            "ESecurityIDSource": ESecurityIDSource.XSHG,
-            "ESecurityType": ESecurityType.FundType,
-            "EMarketDataType": EMarketDataType.MD_TICK
-        },
-    ]
-
-    subscribe.subscribe_by_type(marketdatatypes, datatype)
-
-
-if __name__ == "__main__":
-    # 登陆部分调用
-    get_version()
-
-    login(user="", password="")
-
-    config(False, False, False)
-
-    try:
-        # 订阅部分接口调用
-        subscribe_by_type()
-    except KeyboardInterrupt:
-        pass
-
-    # 退出释放资源
-    release_nng_senders()
-    fini()

hikyuu/tools/update_block_info.py

@@ -1,168 +0,0 @@
-#!/usr/bin/python
-# -*- coding: utf8 -*-
-#
-# Create on: 2023-12-18
-#    Author: fasiondog
-
-import requests
-import akshare as ak
-from hikyuu.interactive import *
-
-
-def get_code_market_dict():
-    ret = {}
-    for s in sm:
-        if s.type in (constant.STOCKTYPE_A, constant.STOCKTYPE_A_BJ, constant.STOCKTYPE_B, constant.STOCKTYPE_GEM, constant.STOCKTYPE_START):
-            ret[s.code] = "0" if s.market == 'SH' else "1"
-    return ret
-
-
-def get_all_hybk_info():
-    code_market = get_code_market_dict()
-    blk_names = ak.stock_board_industry_name_em()['板块名称']
-    ret = {}
-    for blk_name in blk_names:
-        print(blk_name)
-        ret[blk_name] = []
-        stk_codes = ak.stock_board_industry_cons_em(blk_name)
-        stk_codes = stk_codes['代码'].to_list()
-        for stk_code in stk_codes:
-            try:
-                ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
-            except:
-                print(stk_code)
-    return ret
-
-
-def get_all_gnbk_info():
-    code_market = get_code_market_dict()
-    blk_names = ak.stock_board_concept_name_em()['板块名称']
-    ret = {}
-    for blk_name in blk_names:
-        print(blk_name)
-        ret[blk_name] = []
-        stk_codes = ak.stock_board_concept_cons_em(blk_name)
-        stk_codes = stk_codes['代码'].to_list()
-        for stk_code in stk_codes:
-            try:
-                ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
-            except:
-                print(stk_code)
-    return ret
-
-
-def get_all_dybk_info():
-    url = "http://13.push2.eastmoney.com/api/qt/clist/get"
-    params = {
-        "pn": "1",
-        "pz": "50000",
-        "po": "1",
-        "np": "1",
-        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
-        "fltt": "2",
-        "invt": "2",
-        "fid": "f3",
-        "fs": "m:90+t:1+f:!50",
-        "fields": "f12,f14",
-        # "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,f25,f22,f11,f62,f128,"
-        #           "f136,f115,f152",
-        "_": "1623833739532",
-    }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    data_json = data_json["data"]["diff"]
-
-    params = {
-        "pn": "1",
-        "pz": "2000",
-        "po": "1",
-        "np": "1",
-        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
-        "fltt": "2",
-        "invt": "2",
-        "fid": "f3",
-        # "fs": f"b:{stock_board_code} f:!50",
-        "fields": "f12",
-        "_": "1626081702127",
-    }
-
-    ret = {}
-    code_market = get_code_market_dict()
-    for v in data_json:
-        # print(v)
-        blk_code = v["f12"]
-        blk_name = v["f14"]
-        print(blk_name)
-        ret[blk_name] = []
-        params["fs"] = f"b:{blk_code} f:!50"
-        r = requests.get(url, params=params)
-        stk_json = r.json()
-        stk_json = stk_json["data"]["diff"]
-
-        for item in stk_json:
-            stk_code = item["f12"]
-            try:
-                ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
-            except:
-                print(stk_code)
-    return ret
-
-
-def get_all_zsbk_info():
-    code_market = get_code_market_dict()
-    blk_info = ak.index_stock_info()
-    blk_codes = blk_info["index_code"]
-    blk_names = blk_info["display_name"]
-    ret = {}
-    total = len(blk_codes)
-    # for blk_name in blk_names:
-    for i in range(total):
-        blk_name = blk_names[i]
-        blk_code = blk_codes[i]
-        print(i, blk_name)
-        # 沪深指数有重复，避免深指覆盖
-        if blk_name in ret:
-            continue
-        try:
-            ret[blk_name] = []
-            stk_codes = ak.index_stock_cons_csindex(symbol=blk_code)
-            stk_codes = stk_codes['成分券代码'].to_list()
-            for stk_code in stk_codes:
-                try:
-                    ret[blk_name].append(f"{code_market[stk_code]},{stk_code}")
-                except:
-                    print(stk_code)
-        except KeyboardInterrupt:
-            exit(-1)
-        except:
-            print("Failed!", blk_code, blk_name)
-    return ret
-
-
-def write_blk_file(blk_info, filename):
-    with open(filename, 'w', encoding='utf-8') as f:
-        for k in blk_info:
-            print(k)
-            if blk_info[k]:
-                f.write(f"[{k}]\n")
-                for code in blk_info[k]:
-                    f.write(f'{code}\n')
-
-
-if __name__ == "__main__":
-    # # 更新行业板块
-    # x = get_all_hybk_info()
-    # write_blk_file(x, 'hikyuu/config/block/hybk.ini')
-
-    # # 更新概念板块
-    # x = get_all_gnbk_info()
-    # write_blk_file(x, 'hikyuu/config/block/gnbk.ini')
-
-    # # 更新地域板块
-    # x = get_all_dybk_info()
-    # write_blk_file(x, 'hikyuu/config/block/dybk.ini')
-
-    # 更新指数成分
-    x = get_all_zsbk_info()
-    write_blk_file(x, 'hikyuu/config/block/zsbk.ini')
-    # print(x)