kaq-quant-common 0.1.79__tar.gz → 0.1.81__tar.gz

{kaq_quant_common-0.1.79 → kaq_quant_common-0.1.81}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kaq_quant_common
-Version: 0.1.79
+Version: 0.1.81
 Summary: 
 Author: kevinfuture
 Author-email: liuenbofuture@foxmail.com

{kaq_quant_common-0.1.79 → kaq_quant_common-0.1.81}/kaq_quant_common/api/rest/instruction/helper/order_helper.py

@@ -113,12 +113,16 @@ class OrderHelper:
     def process_order(self, order: OrderInfo, get_order_result: Callable):
         # 获取交易所
         exchange = self._server._exchange
+
+        # 记录时间，统计成交耗时
+        start_time = time.time()
+
         #
-        if not self._do_process_order(exchange, order, get_order_result, True):
+        if not self._do_process_order(exchange, order, get_order_result, True, start_time):
             # 马上执行，没有成功，开启线程执行
             thread = threading.Thread(
                 target=self._do_process_order,
-                args=(exchange, order, get_order_result, False),
+                args=(exchange, order, get_order_result, False, start_time),
             )
             thread.name = f"process_order_{order.instruction_id}_{exchange}_{order.symbol}_{order.order_id}"
             thread.daemon = True
@@ -130,6 +134,7 @@ class OrderHelper:
         order: OrderInfo,
         get_order_result: Callable,
         first=True,
+        start_time: float = 0,
     ):
         # 获取mysql
         mysql = self._server._mysql
@@ -175,11 +180,11 @@ class OrderHelper:
                 """
                 execute_ret = mysql.execute_sql(sql, True)
 
-        # 记录时间，统计成交耗时
-        start_time = time.time()
-
         # 步骤2.查询订单状态 直到订单成交后
+        # 统计查询次数
+        query_counter = 0
         while True:
+            query_counter += 1
             # 获取订单结果
             order_info = None
             try:
@@ -195,10 +200,16 @@ class OrderHelper:
             # 等待
             time.sleep(1)
 
+        if not first:
+            # 需要加上第一查询
+            query_counter += 1
+
         # 记录时间，统计成交耗时
         end_time = time.time()
         cost_time = end_time - start_time
-        self._logger.info(f"{ins_id}_{exchange}_{symbol} step 2. {side_str}订单  {order_id} 成交 耗时 {int(cost_time * 1000)}ms")
+        self._logger.info(
+            f"{ins_id}_{exchange}_{symbol} step 2. {side_str}订单  {order_id} 成交 耗时 {int(cost_time * 1000)}ms, 查询次数 {query_counter}"
+        )
 
         # 步骤3.把最终持仓写进去
         # 平均成交价格 转float

{kaq_quant_common-0.1.79 → kaq_quant_common-0.1.81}/kaq_quant_common/resources/kaq_ddb_pool_stream_read_resources.py

@@ -7,6 +7,7 @@ import pandas as pd
 import threading
 from kaq_quant_common.utils.logger_utils import get_logger
 import traceback
+from dolphindb.settings import PROTOCOL_PICKLE
 
 mutex = threading.Lock()
 
@@ -14,7 +15,7 @@ class KaqQuantDdbPoolStreamReadRepository:
     '''
     连接池方式连接DolphinDB数据库, 支持流数据表读取
     '''
-    def __init__(self, host, port, user, passwd, pool_size=1):
+    def __init__(self, host, port, user, passwd, pool_size=1, protocal=PROTOCOL_PICKLE):
         self.logger = get_logger(self)
         try:
             mutex.acquire()
@@ -27,6 +28,7 @@ class KaqQuantDdbPoolStreamReadRepository:
                                              reConnect=True, 
                                             #  tryReconnectNums=5, # 若不开启高可用，须与 reconnect 参数搭配使用，对单节点进行有限次重连。若不填写该参数，默认进行无限重连。
                                              sqlStd=SqlStd.DolphinDB,
+                                             protocol=protocal
                                              )
         except Exception as e:
             self.logger.error(f'KaqQuantDdbPoolStreamReadRepository.__init__ is occured error: {str(e)} - {str(traceback.format_exc())}')
@@ -49,7 +51,21 @@ class KaqQuantDdbPoolStreamReadRepository:
             big_df.columns = colums
             return big_df, None
         except Exception as e:
-            self.logger.error(f'KaqQuantDdbPoolStreamReadRepository.getStreamQuery is occured error: {str(e)} - {str(traceback.format_exc())}')
+            self.logger.error(f'KaqQuantDdbPoolStreamReadRepository.query is occured error: {str(e)} - {str(traceback.format_exc())}')
+        return pd.DataFrame()
+    
+    async def fetch(self, query: str) -> pd.DataFrame:
+        '''
+        从流数据表中获取数据
+        '''
+        try:
+            data = await self.pool.run(query, pickleTableToList=False, clearMemory=True)
+            if data is None:
+                return pd.DataFrame()
+            big_df = pd.DataFrame(data)
+            return big_df
+        except Exception as e:
+            self.logger.error(f'KaqQuantDdbPoolStreamReadRepository.fetch is occured error: {str(e)} - {str(traceback.format_exc())}')
         return pd.DataFrame()
 
 

{kaq_quant_common-0.1.79 → kaq_quant_common-0.1.81}/kaq_quant_common/resources/kaq_mysql_resources.py

@@ -44,19 +44,23 @@ class KaqQuantMysqlRepository:
     -- SET autocommit = 0;
     """
 
-    def __init__(self, host, port, user, passwd, database, charset="utf8mb4"):
+    def __init__(self, host, port, user, passwd, database, charset="utf8mb4", pool_size=3):
         self.logger = get_logger(self)
         # 创建写入引擎数据库连接池
         self.conn_engine = create_engine(
             f"mysql+mysqldb://{user}:{passwd}@{host}:{port}/{database}?charset={charset}",
             # 连接池大小
-            pool_size=30,
+            pool_size=pool_size,
             # 超出连接池后，允许的最大扩展数
             max_overflow=5,
             # 池中没有线程最多等待的时间（秒）
             pool_timeout=60,
             # 多久之后，连接自动断开，-1 表示不自动断开（秒）
-            pool_recycle=3600,
+            pool_recycle=650,
+             # 启用连接前检查
+            pool_pre_ping=True,
+            echo=False,  # 关闭 SQL 语句日志
+            echo_pool=False,  # 关闭连接池日志
         )
         # 会话工厂
         self.session_maker = sessionmaker(bind=self.conn_engine, autoflush=False)
@@ -257,7 +261,6 @@ class KaqQuantMysqlRepository:
             mutex.acquire(True)
             if df is None or df.empty:
                 return
-            df = df.map(lambda x: None if pd.isna(x) else x)
             if "id" not in df:
                 df = append_id(df)
             # pandas写法
@@ -278,7 +281,7 @@ class KaqQuantMysqlRepository:
                 df_part = df.iloc[i * mysql_max_allowed_packet : (i + 1) * mysql_max_allowed_packet]
 
                 # 拼接插入的sql语句
-                value_list = ["(" + ", ".join(["'" + str(_r) + "'" if _r is not None else "NULL" for _r in row.values]) + ")" for index, row in df_part.iterrows()]
+                value_list = ["(" + ", ".join(["'" + str(_r) + "'" if str(_r) != 'NaT' and str(_r) != 'nan' else "NULL" for _r in row.values]) + ")" for index, row in df_part.iterrows()]
                 value_list_str = ", ".join(value_list)
                 query = f"INSERT INTO {table_name} ({columns}) VALUES {value_list_str} ON DUPLICATE KEY UPDATE {update_columns_str} ;"
 

{kaq_quant_common-0.1.79 → kaq_quant_common-0.1.81}/kaq_quant_common/utils/dagster_utils.py

@@ -14,6 +14,6 @@ def check_dagster_job_running(context: RunStatusSensorContext, job_name: str):
         DagsterRunStatus.STARTING,
         DagsterRunStatus.STARTED,
     ]:
-        context.log.info(f"Job {job_name} is already running")
+        # context.log.info(f"Job {job_name} is already running")
         return False
     return True

{kaq_quant_common-0.1.79 → kaq_quant_common-0.1.81}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "kaq_quant_common"
-version = "0.1.79"
+version = "0.1.81"
 description = ""
 authors = [
     {name = "kevinfuture",email = "liuenbofuture@foxmail.com"}