kaq-quant-common 0.2.12__py3-none-any.whl

kaq_quant_common/utils/date_util.py

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+import time as new_time
+from datetime import datetime, time, timedelta, timezone
+from loguru import logger
+
+yymmdd = '%Y-%m-%d'
+yymmdd_hhmm = '%Y-%m-%d %H:%M'
+yymmdd_hhmmss = '%Y-%m-%d %H:%M:%S'
+yymmdd_hhmmss_long = '%Y%m%d%H%M%S'
+yymm = '%Y%m'
+yy = '%Y'
+yyweek = '%Y%W'
+
+morning_start = time(9, 30, 0)
+morning_end = time(11, 30, 0)
+afternoon_start = time(13, 0, 0)
+afternoon_end = time(15, 0, 0)
+
+def get_day_year(_datetime : datetime=None):
+    '''
+    @param: datetime类型
+    获取日期是一年中的第几天
+    '''
+    try:
+        # 获取当前日期
+        today = datetime.today()
+        if _datetime is not None:
+            today = _datetime
+        # 获取当前日期是一年中的第几天
+        year = today.timetuple().tm_year
+        mon = today.timetuple().tm_mon
+        day_of_year = today.timetuple().tm_yday
+        return year, mon, day_of_year
+    except Exception as e:
+        logger.error(f'【date_util.get_day_year】异常, - {str(e)}')
+
+def get_week_year(_datetime : datetime=None):
+    '''
+    @param: datetime类型
+    获取日期是一年中的第几周
+    '''
+    try:
+        # 获取当前日期
+        today = datetime.today()
+        if _datetime is not None:
+            today = _datetime
+        # 获取当前日期是一年中的第几周
+        # today = datetime.date.today()
+        # 使用isocalendar()方法获取年、周数和周内日期
+        isocalendar = today.isocalendar()
+        # year_week 是一个包含三个元素的元组：年、周数、周内日期
+        return isocalendar.year, isocalendar.week
+    except Exception as e:
+        logger.error(f'【date_util.get_week_year】异常, - {str(e)}')
+
+def get_week_year_by_timestamp(timestamp: int=datetime.now().timestamp()):
+    if len(str(timestamp)) == 13:
+        timestamp = timestamp / 1000
+    _date = datetime.fromtimestamp(timestamp)
+    return get_week_year(_date)
+
+def get_mon_year(_datetime : datetime=None):
+    '''
+    @param: datetime类型
+    获取日期是一年中的第几月
+    '''
+    try:
+        # 获取当前日期
+        today = datetime.today()
+        if _datetime is not None:
+            today = _datetime
+        return today.year, today.month
+    except Exception as e:
+        logger.error(f'【date_util.get_week_year】异常, - {str(e)}')
+
+def get_mon_year_by_timestamp(timestamp : int=datetime.now().timestamp()):
+    '''
+    @param: datetime类型
+    获取日期是一年中的第几月
+    '''
+    if len(str(timestamp)) == 13:
+        timestamp = timestamp / 1000
+    _date = datetime.fromtimestamp(timestamp)
+    return get_mon_year(_date)
+
+def get_timezone_utc_timestamp_ms():
+    '''
+    获取utc时区时间戳数据
+    '''
+    utc_now = datetime.now(timezone.utc)
+    utc_now = datetime(utc_now.year, utc_now.month, utc_now.day, utc_now.hour, utc_now.minute, utc_now.second, utc_now.microsecond)
+    return int(utc_now.timestamp()) * 1000
+
+def get_time_zone_diff():
+    '''
+    获取与utc的时区差值
+    '''
+    utc_now = datetime.now(timezone.utc)
+    now = datetime.now()
+    utc_now = datetime(utc_now.year, utc_now.month, utc_now.day, utc_now.hour, utc_now.minute, utc_now.second, utc_now.microsecond)
+    now = datetime(now.year, now.month, now.day, now.hour, now.minute, now.second, now.microsecond)
+    diff = int(now.timestamp() - utc_now.timestamp())
+    return diff
+
+def get_time_zone_diff_ms():
+    
+    return get_time_zone_diff() * 1000
+
+def day2str(day, format_str='%Y-%m-%d'):
+    return datetime.strftime(day, format_str)
+
+
+def str2day(day_str, format_str='%Y-%m-%d'):
+    return datetime.strptime(day_str, format_str)
+
+
+def str2timestampe(day_str, format_str='%Y-%m-%d %H:%M:%S'):
+    dateTime = new_time.strptime(day_str, format_str)
+    timestampe = new_time.mktime(dateTime)
+    return int(timestampe)
+
+
+def time2date(time_float):
+    time_float = int(time_float)
+    return str2day(str(time_float), yymmdd_hhmmss)
+
+
+def date2time(date):
+    return float(day2str(date, yymmdd_hhmmss_long) + '000')
+
+
+def get_detail_time(_datetime=datetime.today(), hour=0, minute=0, second=0):
+    # 获取任意时刻的时间戳
+    today_0 = _datetime - timedelta(hours=_datetime.hour, minutes=_datetime.minute, seconds=_datetime.second)
+    today_anytime = today_0 + timedelta(hours=hour, minutes=minute, seconds=second)
+    # tsp = today_anytime.timestamp()
+    # print('{}  的时间戳是  {}'.format(today_anytime, tsp))
+    return today_anytime
+
+
+def get_datestr_start(date):
+    timestampe = str2timestampe(date, yymmdd)
+    start_date = datetime.fromtimestamp(timestampe)
+    ago = get_detail_time(start_date, 0, 0)
+    return int(ago.timestamp())
+
+
+def get_before_now(now, days=0, seconds=0, minutes=0, hours=0, format=yymmdd_hhmmss):
+    # 当前时间往前推30天
+    ago = now - timedelta(days=days, seconds=seconds, minutes=minutes, hours=hours)
+    return ago.strftime(format)
+
+
+def get_aftertime(n:int=0):  # 精确到分钟
+    """
+    获取当前时间往后的时间
+    :param n: 当前时间后的n分钟
+    :return: 返回当前时间后的时间，精确当分钟
+    """
+    nowtime = datetime.now().strftime('%Y-%m-%d %H:%M:%S')  # 获取当前时间
+    # 将当前时间转换为时间数组
+    timeArray1= new_time.strptime(nowtime, "%Y-%m-%d %H:%M:%S")
+    print(timeArray1)
+    # 将时间转换为时间戳:
+    timeStamp = int(new_time.mktime(timeArray1))
+    print(timeStamp)
+    # 在原来时间戳的基础上加n*60
+    timeStamp += (n * 60)
+    print(timeStamp)
+    # 把timestamp处理之后转换为时间数组，格式化为需要的格式
+    timeArray2 = new_time.localtime(timeStamp)
+    print(timeArray2)
+    aftertime = new_time.strftime("%Y-%m-%d %H:%M", timeArray2)
+    print(aftertime)
+    new_date = (datetime(timeArray2.tm_year, timeArray2.tm_mon, timeArray2.tm_mday, timeArray2.tm_hour, timeArray2.tm_min))
+    return new_date, aftertime
+
+def get_current_hour_minutes_time(current_time, hour, minutes):
+    '''
+    获取之前的时间
+    '''
+    creation = datetime(current_time.year, current_time.month, current_time.day, hour, minutes)  # 2023年3月15日 12:00
+    return creation
+
+def get_before_date(days=0, seconds=0, minutes=0, hours=0, format=yymmdd_hhmmss):
+    now = datetime.fromtimestamp(datetime.now(timezone.utc).timestamp())
+    # 当前时间往前推30天
+    ago = now - timedelta(days=days, seconds=seconds, minutes=minutes, hours=hours)
+    return ago.strftime(format)
+
+def get_before_date_start(days :int=0, format=yymmdd_hhmmss):
+    '''
+    获取当天开始时间,也就是凌晨时间0点
+    '''
+    machine_now = datetime.now(timezone.utc).timestamp()
+    now = datetime.fromtimestamp(machine_now)
+    
+    ago = now - timedelta(days=days)
+    ago = get_detail_time(ago, 0, 0)
+    return ago.strftime(format)
+
+if __name__ == '__main__':
+    get_week_year_by_timestamp(datetime.now().timestamp())
+    get_detail_time()
+    get_week_year()

kaq_quant_common/utils/enums_utils.py

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+from enum import Enum
+
+
+class KaqExchangeEnum(Enum):
+    binance = 1
+    bitget = 2
+    bybit = 3
+    gate = 4
+    htx = 5
+    okx = 6
+    mexc = 7
+
+class KaqCommsionRateRedisPrefixEnum(Enum):
+    binance_future = 'kaq_binance_futures_commission_rate'
+    bybit_future = 'kaq_bybit_futures_commission_rate'
+    okx_future = 'kaq_okx_futures_commission_rate'
+    mexc_future = 'kaq_mexc_futures_commission_rate'
+    bitget_future = 'kaq_bitget_futures_commission_rate'
+    gate_future = 'kaq_gate_futures_commission_rate'
+    htx_future = 'kaq_gate_futures_commission_rate'
+    
+    binance_spot = 'kaq_binance_spot_commsion_rate'
+    bybit_spot = 'kaq_bybit_spot_commsion_rate'
+    okx_spot = 'kaq_okx_spot_commsion_rate'
+    bitget_spot = 'kaq_bitget_spot_commsion_rate'
+    gate_spot = 'kaq_gate_spot_commsion_rate'
+    mexc_future_spot = 'kaq_mexc_spot_commsion_rate'
+    htx_spot = 'kaq_htx_spot_commsion_rate'
+    
+class KaqSpotInterestRateRedisPrefixEnum(Enum):
+    
+    binance_spot = 'kaq_binance_spot_interest_rate'
+    bybit_spot = 'kaq_bybit_spot_interest_rate'
+    okx_spot = 'kaq_okx_spot_interest_rate'
+    bitget_spot = 'kaq_bitget_spot_interest_rate'
+    gate_spot = 'kaq_gate_spot_interest_rate'
+    htx_spot = 'kaq_htx_spot_interest_rate'
+    mexc_spot = 'kaq_mexc_spot_interest_rate'
+
+class KaqCoinDataEnum(Enum):
+    '''
+    枚举检测
+    '''
+    klines = 'klines' # klines
+    global_long_short_account_ratio = 'global_long_short_account_ratio' # 多空持仓人数比
+    open_interest_hist = 'open_interest_hist' # 合约持仓量历史
+    taker_long_short_ratio = 'taker_long_short_ratio' # 合约主动买卖量
+    top_long_short_account_ratio = 'top_long_short_account_ratio' # 大户账户数多空比
+    top_long_short_position_ratio = 'top_long_short_position_ratio' # 大户持仓量多空比
+    
+    
+class KaqHighCirculationSymbolsEnum(Enum):
+    '''
+    高流通量的交易对列表: 由大到小排列
+    '''
+    symbols = 'Kaq_high_circulation_symbols' 
+    
+    
+class KaqPriceAndVolumeSymbolsEnum(Enum):
+    '''
+    量价更新订阅
+    '''
+    symbols = 'kaq_all_futures_limit_order_symbols_config' 
+
+
+class AccountIncomeType(Enum):
+    FUNDING_FEE = 1  # 资金费用
+    COMMISSION = 2  # 手续费
+    
+class KaqOrderMonitorSymbolEnum(Enum):
+    '''
+    有限档深度
+    '''
+    limit_order = 'kaq_all_futures_limit_order_symbols_config'
+    
+    '''
+    最优挂单
+    '''
+    best_order = 'kaq_all_futures_best_order_symbols_config'

kaq_quant_common/utils/error_utils.py

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+import os
+
+_path = os.getcwd()
+
+'''
+根据异常错误判断是否重试
+'''
+
+
+def retry_if_io_error(exception):
+    print("【zhima_util】异常错误为", exception)
+    return isinstance(exception, IOError) or isinstance(exception, OSError)
+
+'''
+这里只是为了提供一个重试的方式，不一定要执行代理方式
+'''
+
+
+def retry_if_env_error(exception):
+    return isinstance(exception, EnvironmentError)
+
+

kaq_quant_common/utils/hash_utils.py

@@ -0,0 +1,48 @@
+import time
+import hashlib
+
+
+def generate_hash_id(_series, time_salt=False):
+    now = time.localtime()
+    salt = str(now.tm_year) + ' ' + str(now.tm_mon) + ' ' + str(now.tm_mday) + ' ' + str(now.tm_hour)
+    sss = [str(_series.iloc[i]) for i in range(len(_series))]
+    if time_salt:
+        str_values = " ".join(sss) + ' ' + salt
+    else:
+        str_values = " ".join(sss)
+
+    return hashlib.sha3_256(str_values.encode('utf-8')).hexdigest()
+
+def row_hash_id(_series, time_salt=False):
+    now = time.localtime()
+    salt = str(now.tm_year) + ' ' + str(now.tm_mon) + ' ' + str(now.tm_mday) + ' ' + str(now.tm_hour)
+    sss = [str(_series.iloc[i]) for i in range(len(_series))]
+    if time_salt:
+        str_values = " ".join(sss) + ' ' + salt
+    else:
+        str_values = " ".join(sss)
+
+    return hashlib.sha3_256(str_values.encode('utf-8')).hexdigest()
+
+def dict_hash_id(_dict:dict, time_salt=False):
+    now = time.localtime()
+    salt = str(now.tm_year) + ' ' + str(now.tm_mon) + ' ' + str(now.tm_mday) + ' ' + str(now.tm_hour)
+    sss = [f'{key}: {value}' for key, value in _dict.items()]
+    if time_salt:
+        str_values = " ".join(sss) + ' ' + salt
+    else:
+        str_values = " ".join(sss)
+
+    return hashlib.sha3_256(str_values.encode('utf-8')).hexdigest()
+
+def array_hash_id(_array, time_salt=False):
+    now = time.localtime()
+    salt = str(now.tm_year) + ' ' + str(now.tm_mon) + ' ' + str(now.tm_mday) + ' ' + str(now.tm_hour)
+    sss = [str(i) for i in _array]
+    if time_salt:
+        str_values = " ".join(sss) + ' ' + salt
+    else:
+        str_values = " ".join(sss)
+
+    return hashlib.sha3_256(str_values.encode('utf-8')).hexdigest()
+

kaq_quant_common/utils/log_time_utils.py

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+import time
+
+from kaq_quant_common.utils import logger_utils
+
+
+def log_time(start_msg:str = ""):
+    """
+    使用示例：
+    timer = log_time("开始了吗？？？")()
+    time.sleep(2)  # 模拟一些操作
+    timer("测试操作完成1")  # 记录结束并输出
+    time.sleep(2)  # 模拟一些操作
+    timer("测试操作完成2")  # 记录结束并输出
+
+    timer2 = log_time("开始了吗？？？")()
+    time.sleep(3)
+    timer2("测试操作完成3")
+    """
+    logger = logger_utils.get_logger()
+    start = [None]
+
+    def begin():
+        start[0] = time.time()
+        logger.info(f"{start_msg}[start]")
+        return end
+    
+    def end(msg=""):
+        duration = time.time() - start[0]
+        logger.info(f"{start_msg}{msg}:[end] Duration {duration:.6f} 秒")
+        return duration
+
+    return begin

kaq_quant_common/utils/logger_utils.py

@@ -0,0 +1,97 @@
+import logging
+import os
+import sys
+from typing import Union
+
+from dagster import get_dagster_logger
+from loguru import logger
+
+# 清除所有已添加的处理器（包括默认控制台输出）
+logger.remove()
+# 自定义日志输出
+logger.add(
+    # 输出到标准输出（控制台）
+    sink=sys.stdout,
+    # TODO 配置
+    level="INFO",
+    #
+    # format="{time} {level} [{extra[module]}] {message}",  # 显示绑定的module
+    format=(
+        "<green>{time:YYYY-MM-DD HH:mm:ss.SSS}</green> | "
+        "<level>{level}</level> | "
+        "<cyan>[{extra[module]}]</cyan>"
+        "<cyan>{name}</cyan>:<cyan>{function}</cyan>:<cyan>{line}</cyan> - "
+        "<level>{message}</level>"
+    ),
+    # 启用颜色（默认已启用，显式指定更清晰）
+    colorize=True,
+)
+
+
+def _is_dagster_env():
+    # 方法1: 检查Dagster特有的环境变量（推荐）
+    # Dagster运行时会设置多个以DAGSTER_开头的环境变量
+    is_dagster_env = any(key.startswith("DAGSTER_") for key in os.environ)
+    return is_dagster_env
+
+
+def get_logger(obj: Union[str, object] = None):
+    '''
+    获取logger
+    '''
+
+    is_dagster_env = _is_dagster_env()
+
+    name = obj or ""
+    if isinstance(obj, str):
+        # do nothing
+        name = obj
+    elif hasattr(obj, '__class__'):
+        name = obj.__class__.__name__
+    elif hasattr(obj, '__name__'):
+        name = obj.__name__
+    else:
+        name = ""
+
+    l = None
+    if is_dagster_env:
+        # TODO
+        l = get_dagster_logger()
+    else:
+        # 使用loguru, 绑定module
+        l = logger.bind(module=name)
+    return l
+
+
+########################
+# 创建一个适配器，将logging日志转发到Loguru
+class LoguruHandler(logging.Handler):
+
+    def emit(self, record):
+        # 获取Loguru对应的日志级别
+        try:
+            level = logger.level(record.levelname).name
+        except ValueError:
+            level = record.levelno
+
+        # 获取日志消息
+        frame, depth = logging.currentframe(), 2
+        while frame.f_code.co_filename == logging.__file__:
+            frame = frame.f_back
+            depth += 1
+
+        # 转发到Loguru
+        logger.opt(depth=depth, exception=record.exc_info).bind(module=record.module).log(level, record.getMessage())
+
+
+# loguru接管logging
+def takeover_logging():
+    is_dagster_env = _is_dagster_env()
+    if is_dagster_env:
+        # 不用处理
+        return
+    #
+    logging.basicConfig(handlers=[LoguruHandler()], level=logging.DEBUG)
+
+
+takeover_logging()