hikyuu 2.6.8__py3-none-manylinux2014_aarch64.whl

hikyuu/gui/start_huatai_insight.py

@@ -0,0 +1,510 @@
+#!/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/gui/start_qmt.py

@@ -0,0 +1,139 @@
+#!/usr/bin/python3
+# -*- coding: utf-8 -*-
+
+
+from hikyuu.fetcher.stock.zh_stock_a_qmt import parse_one_result_qmt, get_spot
+from hikyuu.gui.spot_server import release_nng_senders, start_send_spot, end_send_spot, send_spot
+from hikyuu.util import hku_info
+
+
+def callback(datas):
+    records = []
+    for stock_code, data in datas.items():
+        records.append(parse_one_result_qmt(stock_code, data))
+    hku_info(f"接收: {len(records)}")
+
+    if records:
+        start_send_spot()
+        send_spot(records)
+        end_send_spot()
+
+
+if __name__ == "__main__":
+    import os
+    import configparser
+
+    from hikyuu.data.hku_config_template import generate_default_config
+    from hikyuu import *
+
+    config_file = os.path.expanduser('~') + "/.hikyuu/hikyuu.ini"
+    if not os.path.exists(config_file):
+        # 创建默认配置
+        hku_info("创建默认配置文件")
+        generate_default_config()
+
+    ini = configparser.ConfigParser()
+    ini.read(config_file, encoding='utf-8')
+    hku_param = Parameter()
+    hku_param["tmpdir"] = ini.get('hikyuu', 'tmpdir')
+    hku_param["datadir"] = ini.get('hikyuu', 'datadir')
+    if ini.has_option('hikyuu', 'quotation_server'):
+        hku_param["quotation_server"] = ini['hikyuu']['quotation_server']
+    if ini.has_option('hikyuu', 'plugindir'):
+        hku_param["plugindir"] = ini.get('hikyuu', 'plugindir')
+    else:
+        hku_param["plugindir"] = plugin_path
+
+    # 不加载历史财务信息及权息数据
+    hku_param["load_history_finance"] = False
+    hku_param["load_stock_weight"] = False
+
+    base_param = Parameter()
+    base_info_config = ini.options('baseinfo')
+    for p in base_info_config:
+        base_param[p] = ini.get('baseinfo', p)
+
+    block_param = Parameter()
+    block_config = ini.options('block')
+    for p in block_config:
+        block_param[p] = ini.get('block', p)
+
+    # 不使用配置文件中的预加载参数
+    preload_param = Parameter()
+    if p in Query.get_all_ktype():
+        preload_param[p] = False
+
+    kdata_param = Parameter()
+    kdata_config = ini.options('kdata')
+    for p in kdata_config:
+        if p == "convert":
+            kdata_param[p] = ini.getboolean('kdata', p)
+            continue
+        kdata_param[p] = ini.get('kdata', p)
+
+    context = StrategyContext(["all"])
+    context.ktype_list = ["day"]
+
+    sm.init(base_param, block_param, kdata_param, preload_param, hku_param, context)
+
+    # 后续希望每次先主动获取一次全部的tick, 这里需要等待所有数据加载完毕，以便保证全部证券收到第一次tick通知
+    hku_info("waiting all data loaded ...")
+    while not sm.data_ready:
+        import time
+        time.sleep(1)
+
+    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)]
+
+    hku_info("start xtquant")
+    code_list = [f'{s.code}.{s.market}' for s in stk_list]
+    from xtquant import xtdata
+    import time
+    # xtdata.subscribe_whole_quote(['SH', 'SZ', 'BJ'], callback)
+    batch_size = 250
+    n = len(code_list) // batch_size
+    for i in range(n):
+        codes = code_list[i * batch_size: (i + 1) * batch_size]
+        v = xtdata.subscribe_whole_quote(codes, callback)
+        hku_info_if(v < 0, "订阅失败")
+        time.sleep(0.5)
+    codes = code_list[n * batch_size:]
+    if codes:
+        v = xtdata.subscribe_whole_quote(codes, callback)
+        hku_info_if(v < 0, "订阅失败")
+
+    # 每日 9:30 时，主动读取行情一次，以便 hikyuu 生成当日首个分钟线
+    while True:
+        try:
+            today = Datetime.today()
+            if today.day_of_week() not in (0, 6) and not sm.is_holiday(today):
+                hku_info("get full tick ...")
+                start_send_spot()
+                records = get_spot(stk_list, None, None, send_spot)
+                end_send_spot()
+            now = Datetime.now()
+            today_open = today + TimeDelta(0, 9, 30)
+            if now < today_open:
+                delta = today_open - Datetime.now()
+            else:
+                delta = today_open + Days(1) - Datetime.now()
+            hku_info(f"start timer: {delta}s")
+            time.sleep(delta.total_seconds())
+        except KeyboardInterrupt:
+            print("Ctrl-C 终止")
+            break
+        except Exception as e:
+            hku_error(str(e))
+            time.sleep(10)
+
+    release_nng_senders()
+
+    # try:
+    #     xtdata.run()
+    # except Exception as e:
+    #     hku_error(str(e))
+    # finally:
+    #     # 退出释放资源
+    #     release_nng_senders()
+    #     exit(0)