xtquant-big-convert 0.3.2__tar.gz → 0.3.4__tar.gz

{xtquant_big_convert-0.3.2/src/xtquant_big_convert.egg-info → xtquant_big_convert-0.3.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: xtquant-big-convert
-Version: 0.3.2
+Version: 0.3.4
 Summary: Big QMT RPC bridge and MiniQMT-compatible adapter layer (redis/zmq/mysql transports)
 Author: litaolemo
 License: MIT

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "xtquant-big-convert"
-version = "0.3.2"
+version = "0.3.4"
 description = "Big QMT RPC bridge and MiniQMT-compatible adapter layer (redis/zmq/mysql transports)"
 readme = "README.md"
 requires-python = ">=3.8"

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/src/bigqmt_backtest/qmt_runtime.py

@@ -119,6 +119,12 @@ def _is_qmt_backtest(context):
     return False
 
 
+# What ContextInfo.get_history_data actually serves (API reference 5.2).
+# Anything outside this set produces an ERROR line in QMT's log rather than a
+# quiet miss, so it must never be probed (issue #109).
+HISTORY_DATA_FIELDS = frozenset(("open", "high", "low", "close", "quoter"))
+
+
 class QmtBarExtractor(object):
     def __init__(self):
         self.previous_close = {}
@@ -160,7 +166,47 @@ class QmtBarExtractor(object):
                 result.append(text)
         return result
 
+    def _market_data_ex_value(self, context, field):
+        """The recommended getter (API reference 5.2, 主推接口).
+
+        get_history_data is marked 不推荐 there and QMT logs a deprecation
+        notice for it, which is what a reporter saw first (issue #109).
+        """
+        getter = getattr(context, "get_market_data_ex", None)
+        if not callable(getter):
+            return None
+        symbol = self._symbol(context)
+        for period in self._periods(context):
+            try:
+                frame = (getter([field], [symbol], period=period, count=1)
+                         or {}).get(symbol)
+            except Exception:
+                continue
+            if frame is None:
+                continue
+            try:
+                column = frame[field]
+            except Exception:
+                continue
+            value = _last_value(column)
+            if value not in (None, ""):
+                return value
+        return None
+
     def _history_value(self, context, field):
+        # get_history_data serves exactly open/high/low/close/quoter (API
+        # reference 5.2). Asking it for anything else is not a miss, it is an
+        # ERROR line in QMT's own log -- one per field, per period, per bar:
+        #
+        #     [系统]ERROR获取历史数据,不支持'prev_close'数据字段
+        #     [系统]ERROR获取历史数据,不支持'preClose'数据字段
+        #     [系统]ERROR获取历史数据,不支持'lastClose'数据字段
+        #
+        # which is what issue #109 reported. The probe was guaranteed to fail
+        # for those names, and prev_close is derived from the previous bar's
+        # close anyway, so there was never anything to gain by asking.
+        if field not in HISTORY_DATA_FIELDS:
+            return None
         getter = getattr(context, "get_history_data", None)
         if not callable(getter):
             return None
@@ -179,11 +225,16 @@ class QmtBarExtractor(object):
         return None
 
     def _field(self, context, field, aliases=()):
-        for name in (field,) + tuple(aliases):
+        names = (field,) + tuple(aliases)
+        for name in names:
             value = _last_value(getattr(context, name, None))
             if value not in (None, ""):
                 return value
-        for name in (field,) + tuple(aliases):
+        for name in names:
+            value = self._market_data_ex_value(context, name)
+            if value not in (None, ""):
+                return value
+        for name in names:
             value = self._history_value(context, name)
             if value not in (None, ""):
                 return value
@@ -650,7 +701,12 @@ class QmtBacktestBridgeRuntime(object):
         )
         self.server_thread.start()
         if not self.server.wait_until_ready(5.0) or not self.server.actual_endpoint:
-            raise RuntimeError("QMT native backtest ZMQ service failed to bind")
+            reason = self.server.bind_error
+            raise RuntimeError(
+                "QMT native backtest ZMQ service failed to bind %s%s"
+                % (self.server.endpoint,
+                   ": %s. A previous run may still hold the port -- stop it, "
+                   "or wait a moment and start again" % reason if reason else ""))
         print(
             "[bigqmt_backtest] QMT native service started run_id=%s endpoint=%s account=%s live_ready=False"
             % (self.engine.config.run_id, self.server.actual_endpoint, self.engine.config.account_id)
@@ -668,8 +724,19 @@ class QmtBacktestBridgeRuntime(object):
     def on_qmt_stop(self):
         self.engine.on_qmt_stop()
 
-    def stop_server(self):
+    def stop_server(self, timeout_seconds=5.0):
+        """Stop serving and wait for the port to be released.
+
+        Without the wait, a re-run binds while the previous socket is still
+        open and fails with EADDRINUSE -- the endpoint is a fixed port, so
+        there is no fallback to a free one (issue #109).
+        """
         self.server.stop()
+        thread = self.server_thread
+        if thread is not None and thread.is_alive():
+            self.server.wait_until_stopped(timeout_seconds)
+            thread.join(timeout_seconds)
+        self.server_thread = None
 
 
 def reset_runtime():
@@ -710,8 +777,16 @@ def deal_callback(ContextInfo, dealInfo):
 
 
 def stop(ContextInfo=None):
+    """QMT calls this when the strategy is stopped -- including the stop
+    button next to the chart.
+
+    This used to tell the engine and leave the ZMQ service running, so the
+    port stayed bound to a strategy that was no longer there and the next
+    run failed to bind (issue #109).
+    """
     if _RUNTIME is not None:
         _RUNTIME.on_qmt_stop()
+        _RUNTIME.stop_server()
 
 
 def after_backtest(ContextInfo=None):

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/src/bigqmt_backtest/zmq_server.py

@@ -12,11 +12,22 @@ class ZmqBacktestServer(object):
         self.poll_ms = int(poll_ms)
         self._stop_event = threading.Event()
         self._ready_event = threading.Event()
+        self._stopped_event = threading.Event()
         self.actual_endpoint = None
+        self.bind_error = None
 
     def wait_until_ready(self, timeout_seconds=None):
         return self._ready_event.wait(timeout_seconds)
 
+    def wait_until_stopped(self, timeout_seconds=None):
+        """True once the socket is closed and the port is free again.
+
+        stop() only sets a flag; the serving thread notices up to poll_ms
+        later and closes the socket after that. A re-run that binds in
+        between gets EADDRINUSE (issue #109).
+        """
+        return self._stopped_event.wait(timeout_seconds)
+
     def stop(self):
         self._stop_event.set()
 
@@ -29,13 +40,21 @@ class ZmqBacktestServer(object):
         socket.setsockopt(zmq.RCVHWM, 1000)
         socket.setsockopt(zmq.SNDHWM, 1000)
         try:
-            if self.endpoint.endswith(":0"):
-                base = self.endpoint.rsplit(":", 1)[0]
-                port = socket.bind_to_random_port(base)
-                self.actual_endpoint = "%s:%d" % (base, port)
-            else:
-                socket.bind(self.endpoint)
-                self.actual_endpoint = self.endpoint
+            try:
+                if self.endpoint.endswith(":0"):
+                    base = self.endpoint.rsplit(":", 1)[0]
+                    port = socket.bind_to_random_port(base)
+                    self.actual_endpoint = "%s:%d" % (base, port)
+                else:
+                    socket.bind(self.endpoint)
+                    self.actual_endpoint = self.endpoint
+            except Exception as exc:
+                # Keep the reason: the caller only sees "failed to bind"
+                # otherwise, and the reason is nearly always a previous run
+                # still holding the port (issue #109). Raising it on this
+                # daemon thread would only print a traceback nobody reads.
+                self.bind_error = exc
+                return
             self._ready_event.set()
             poller = zmq.Poller()
             poller.register(socket, zmq.POLLIN)
@@ -63,3 +82,5 @@ class ZmqBacktestServer(object):
         finally:
             self._ready_event.set()
             socket.close(linger=0)
+            # Only now is the endpoint actually free.
+            self._stopped_event.set()

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/src/bigqmt_signal_trader/init_config.py

@@ -144,7 +144,7 @@ def render_client_config(answers):
         '"""',
         "",
         "BIGQMT_ACCOUNT_ID = %r" % str(answers["account_id"]),
-        "BIGQMT_RPC_TIMEOUT_SECONDS = 6.0",
+        "BIGQMT_RPC_TIMEOUT_SECONDS = 30.0",
         "",
         "BIGQMT_REDIS_CONFIG = {",
         '    "transport": %r,' % transport,

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/src/bigqmt_signal_trader/redis_rpc.py

@@ -1097,7 +1097,32 @@ class BigQmtRpcHandlers:
             raise ValueError(
                 "order_type %s has no implicit buy/sell side; pass action "
                 "explicitly" % raw)
-        raise ValueError("action or order_type is required")
+        if raw in (None, ""):
+            raise ValueError("action or order_type is required")
+        # An order_type WAS supplied and was not recognised. Saying "required"
+        # here sent a reporter looking at their own call for twenty minutes
+        # (issue #92): the real answer is almost always that the package
+        # deployed inside QMT predates the type they are using, and a
+        # client-side pip upgrade cannot fix that -- this code runs in QMT.
+        raise ValueError(
+            # ASCII only: this text is written to QMT's own log, which drops
+            # non-ASCII characters (a Chinese install path came back mangled).
+            "order_type %r is not recognised by the package deployed in QMT "
+            "(%s). Credit order types (27-32, and 40-45 special) need 0.3.1 "
+            "or newer HERE, in the QMT python directory -- upgrading the "
+            "client with pip does not change this file. Run "
+            "xt_trader.sync_deployment(), restart the strategy, then check "
+            "xtdata.get_deployment_info()." % (raw, self._deployed_version()))
+
+    @staticmethod
+    def _deployed_version():
+        """Never raises: this only ever runs while building an error message."""
+        try:
+            from bigqmt_signal_trader.version import __version__
+
+            return __version__
+        except Exception:
+            return "unknown version"
 
     def _credit_order_type_from_params(self, params):
         """The MiniQMT order_type to forward, when it is a credit operation."""

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/src/bigqmt_signal_trader/version.py

@@ -21,7 +21,7 @@ copy never happened" and "the copy landed but was not picked up" look identical
 from the outside.
 """
 
-__version__ = "0.3.2"
+__version__ = "0.3.4"
 
 
 def deployment_report(package_dir=None):

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4}/src/bigqmt_signal_trader/xtquant_compat.py

@@ -533,7 +533,7 @@ class BigQmtRpcClient:
             if timeout_seconds is not None
             else config_timeout
             if config_timeout is not None
-            else _env_float("BIGQMT_RPC_TIMEOUT_SECONDS", 6.0)
+            else _env_float("BIGQMT_RPC_TIMEOUT_SECONDS", DEFAULT_RPC_TIMEOUT_SECONDS)
         )
         config_download_wait = client_config.get("download_wait_seconds")
         self.download_wait_seconds = float(
@@ -882,6 +882,15 @@ def ipo_market_of(code):
 MARKET_TOKENS = frozenset({"SH", "SZ", "BJ", "HK"})
 # Above this many explicit codes, one RPC's single timeout starts to matter more
 # than the extra payload of reading the exchange and filtering (issue #104).
+# Measured against a live bridge: query_orders 1.5s, get_asset 1.4s,
+# get_financial_data 0.8s warm, a whole-market get_full_tick 7.7s. The old
+# 6s default sat under the cost of ordinary QMT data calls, and timing out
+# here is worse than waiting: the bridge keeps working on the abandoned
+# request, so the next call queues behind it and one timeout breeds more.
+# 30s is also what the whole-market snapshot path already used, so there is
+# one number rather than two.
+DEFAULT_RPC_TIMEOUT_SECONDS = 30.0
+
 LARGE_CODE_LIST = 1000
 # What the fallback reads first. Stocks are 8.7% of an exchange listing, so
 # starting narrow is 1.08s against 7.4s; it widens to "all" only if that misses.
@@ -1096,8 +1105,9 @@ class BigQmtXtData:
         Args:
             code_list: stock codes to query.
             timeout_seconds: per-request RPC timeout. None = auto (30s for whole-market
-                snapshots, else client default 120s). Callers can pass a larger value
-                when querying many codes (e.g. 1256 ETF options may need 150-180s).
+                snapshots, else the client default, DEFAULT_RPC_TIMEOUT_SECONDS).
+                Callers can pass a larger value when querying many codes (e.g. 1256
+                ETF options may need 150-180s).
         """
         codes = list(code_list or [])
         if not codes:

{xtquant_big_convert-0.3.2 → xtquant_big_convert-0.3.4/src/xtquant_big_convert.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: xtquant-big-convert
-Version: 0.3.2
+Version: 0.3.4
 Summary: Big QMT RPC bridge and MiniQMT-compatible adapter layer (redis/zmq/mysql transports)
 Author: litaolemo
 License: MIT