kaq-quant-common 0.1.80__py3-none-any.whl → 0.1.81__py3-none-any.whl

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/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/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-0.1.80.dist-info → kaq_quant_common-0.1.81.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kaq_quant_common
-Version: 0.1.80
+Version: 0.1.81
 Summary: 
 Author: kevinfuture
 Author-email: liuenbofuture@foxmail.com

{kaq_quant_common-0.1.80.dist-info → kaq_quant_common-0.1.81.dist-info}/RECORD

@@ -6,7 +6,7 @@ kaq_quant_common/api/common/auth.py,sha256=XqirJRL4D01YfSrBY4hyugw-Op6OJveNE--An
 kaq_quant_common/api/rest/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kaq_quant_common/api/rest/api_client_base.py,sha256=LYpqjjVGbVRVyP8qdmlgMelUtEY-jGA0JlMJy9d1r4w,1673
 kaq_quant_common/api/rest/api_server_base.py,sha256=URrvzerHIE6XQLERYFcFH1ftLbCYTz3sENAxFD0HWY0,4653
-kaq_quant_common/api/rest/instruction/helper/order_helper.py,sha256=h9hTAvo5SyqYmHmmlJPHVLt4NNj3WswRjxo2TjACYBA,11545
+kaq_quant_common/api/rest/instruction/helper/order_helper.py,sha256=8tsuzv86uVBqOQKeVKlF83_Ye0qoGoZjO6wpUlYnOPI,11832
 kaq_quant_common/api/rest/instruction/instruction_client.py,sha256=-OH3_KNDkvsJ9zBsyhsitDm5d3U2xYBKLIDQwHp2B2U,3293
 kaq_quant_common/api/rest/instruction/instruction_server_base.py,sha256=bM17HoGqAsrw01ecI-xe7NznTS38R_dL0vgSvHPkHKw,4895
 kaq_quant_common/api/rest/instruction/models/__init__.py,sha256=fx5pnfcf9L5KvAqhsQBZkl9fUf9oABuroLGZqDNycpc,312
@@ -36,7 +36,7 @@ kaq_quant_common/common/redis_table_monitor.py,sha256=nckt1-Jq2hU2fBA-OWSRyoSwOC
 kaq_quant_common/common/ws_wrapper.py,sha256=JNJ0CIjDXgCsRjOLSbCi7ysYDHw7tT_aK7V4ADqw3vA,452
 kaq_quant_common/config/config.yaml,sha256=ST_QBLo7kwVaoNOvuN3mpeSF7LPNSWdD7EjxrBYZYBs,230
 kaq_quant_common/resources/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-kaq_quant_common/resources/kaq_ddb_pool_stream_read_resources.py,sha256=QSvOqCnHDfKf9-7JM3dTJCqKtu6-C9YgTLkpgE7-rNk,2668
+kaq_quant_common/resources/kaq_ddb_pool_stream_read_resources.py,sha256=v8k-hDzR_eK1LBe1J0aYH_tpqJ_w5mY6-FvODVHYCtA,3349
 kaq_quant_common/resources/kaq_ddb_stream_init_resources.py,sha256=0FY0cmqedrLSYoaHJah2QiO0L7l3lsQJzIfXXpd9WSQ,3347
 kaq_quant_common/resources/kaq_ddb_stream_read_resources.py,sha256=yqeruZELmxAKjVsdnZ7ieAeV3Wt7KpFYJdt8Vn_Y_qA,3163
 kaq_quant_common/resources/kaq_ddb_stream_write_resources.py,sha256=JSPJeq3YboDgXNcakCo5n7x-AnBc6tFem4VTUWIdpfA,4096
@@ -47,7 +47,7 @@ kaq_quant_common/resources/kaq_quant_hive_resources.py,sha256=r114aeRzWkp6ReFPOk
 kaq_quant_common/resources/kaq_redis_resources.py,sha256=MFBdl0v6ehbtUVhQw0XzH_DmpxNTfjWqlOG210NWYAo,4480
 kaq_quant_common/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 kaq_quant_common/utils/dagster_job_check_utils.py,sha256=tiijAt_jAc08DJOAa3z43sOTCi-4lizPI-IqWqbBI20,1488
-kaq_quant_common/utils/dagster_utils.py,sha256=EPIA87qPs_S8tDlmENUrqjFbFjBorRvlAN7N0mChqbw,666
+kaq_quant_common/utils/dagster_utils.py,sha256=Zp9tYKVoF-9i9KcC00hrhKwiECOY7a3HyfLkZBR0o8A,668
 kaq_quant_common/utils/date_util.py,sha256=ur-h8kUVqNYUW2P2t4cZL8oRRXXo8oPMV9S_w5lZCPM,6928
 kaq_quant_common/utils/enums_utils.py,sha256=UH7epXLxRJ9fLNzzFe5ksfv1fdACfkeCD3id2h64wdE,2023
 kaq_quant_common/utils/error_utils.py,sha256=u9jGnfQItSSgCeFJf8_67ud_F_uV_sY5Dh5HcbILJDs,423
@@ -59,6 +59,6 @@ kaq_quant_common/utils/signal_utils.py,sha256=zBSyEltNTKqkQCsrETd47kEBb3Q_OWUBUn
 kaq_quant_common/utils/sqlite_utils.py,sha256=UDDFKfwL0N-jFifl40HdyOCENh2YQfW5so6hRaSJpv0,5722
 kaq_quant_common/utils/uuid_utils.py,sha256=pm_pnXpd8n9CI66x3A20cOEUiriJyqHaKGCeLrgkBxU,71
 kaq_quant_common/utils/yml_utils.py,sha256=gcKjb_-uuUajBGAl5QBPIZTg2wXm7qeeJvtHflj_zOE,4513
-kaq_quant_common-0.1.80.dist-info/METADATA,sha256=Pi7vNe8gR46OTQxrFny4TXi3sabwigGqFtJxlbYTuM4,1971
-kaq_quant_common-0.1.80.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
-kaq_quant_common-0.1.80.dist-info/RECORD,,
+kaq_quant_common-0.1.81.dist-info/METADATA,sha256=zJ9K9XzpDQcpeUdcLgyuMF93hiMAYSe6OYtu3lW_7dE,1971
+kaq_quant_common-0.1.81.dist-info/WHEEL,sha256=zp0Cn7JsFoX2ATtOhtaFYIiE2rmFAD4OcMhtUki8W3U,88
+kaq_quant_common-0.1.81.dist-info/RECORD,,