自用策略初始提交

2025-11-06 10:26:02 +08:00
commit 8a7583f111
90 changed files with 1053065 additions and 0 deletions
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+# -*- coding: utf-8 -*-
+import abc
+import datetime
+import re,json
+import time
+from typing import List
+import requests
+from log import logger
+from misc import parse_cookies_str
+
+
+class BaseFollower(metaclass=abc.ABCMeta):
+    """
+    slippage: 滑点，取值范围为 [0, 1]
+    """
+
+    LOGIN_PAGE = ""
+    LOGIN_API = ""
+    TRANSACTION_API = ""
+    CMD_CACHE_FILE = "cmd_cache.pk"
+    WEB_REFERER = ""
+    WEB_ORIGIN = ""
+
+    def __init__(self):
+        #self.trade_queue = queue.Queue()
+        #self.expired_cmds = set()
+
+        self.s = requests.Session()
+        self.s.verify = False
+
+        self.slippage: float = 0.0
+
+    def login(self, user=None, password=None, **kwargs):
+        """
+        雪球登陆， 需要设置 cookies
+        :param cookies: 雪球登陆需要设置 cookies， 具体见
+            https://smalltool.github.io/2016/08/02/cookie/
+        :return:
+        """
+        cookies = kwargs.get("cookies")
+        
+        if cookies is None:
+            raise TypeError(
+                "雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
+            )
+        headers = self._generate_headers()
+        self.s.headers.update(headers)
+
+        self.s.get(self.LOGIN_PAGE)
+
+        cookie_dict = parse_cookies_str(cookies)
+        self.s.cookies.update(cookie_dict)
+        #extract_strategy_name(self, 'ZH1332574')
+        logger.info("登录成功")
+
+    def _generate_headers(self):
+        headers = {
+            "Accept": "application/json, text/javascript, */*; q=0.01",
+            "Accept-Encoding": "gzip, deflate, br",
+            "Accept-Language": "en-US,en;q=0.8",
+            "User-Agent": "Mozilla/5.0 (X11; Linux x86_64) "
+            "AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/54.0.2840.100 Safari/537.36",
+            "Referer": self.WEB_REFERER,
+            "X-Requested-With": "XMLHttpRequest",
+            "Origin": self.WEB_ORIGIN,
+            "Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
+        }
+        return headers
+
+    def check_login_success(self, rep):
+        """检查登录状态是否成功
+        :param rep: post login 接口返回的 response 对象
+        :raise 如果登录失败应该抛出 NotLoginError """
+        pass
+
+    def create_login_params(self, user, password, **kwargs) -> dict:
+        """生成 post 登录接口的参数
+        :param user: 用户名
+        :param password: 密码
+        :return dict 登录参数的字典
+        """
+        return {}
+
+
+
+    def extract_strategy_name(self, strategy_url):
+        """
+        抽取 策略名，主要用于日志打印，便于识别
+        :param strategy_url:
+        :return: str 策略名
+        """
+        pass
+    #新增
+    def _query_zh_(self,userid):
+        
+        url = 'https://im.xueqiu.com/im-comet/v2/sessions/1681984443-0/messages.json?user_id=%s&limit=%d' %(userid, 1)
+        chat_history = self.s.get(url).json()
+        for chat_record in chat_history:
+            new=chat_record['messageId']#获取messageId
+            messageType=chat_record['messageType']#获取messageId
+            starte='1'
+            if messageType=='VIEW':
+                view1 = json.loads(chat_record['view'])#策略代号
+                starte=view1['url'][21:] #策略代号
+            time.sleep(1)
+            
+        return new,starte
+    
+    #非开盘时间调仓，补充
+    def minutes_2(self, strategys, userid, assets,**kwargs):
+        dayOfWeek = datetime.datetime.now().weekday()
+        time_n=datetime.datetime.now()
+        hour=str(time_n)[11:13]
+        minute=int(str(time_n)[14:16])
+        print(time_n)
+        if dayOfWeek<=4 and ((hour=='09' and minute<32 and minute>=30) or (hour=='13' and minute<2)) :
+        #if dayOfWeek<=6 or (hour=='11' or minute<=59):
+            for  j in range(0,len(strategys)):
+                print('开盘自动监测中......',strategys[j])
+                try:
+                    transactions = self.query_strategy_transaction(strategys[j], assets[j],**kwargs)
+                    if len(transactions)>0:
+                        return transactions
+                except Exception as e:
+                    #logger.exception("无法获取策略 %s 调仓信息, 错误: %s, 跳过此次调仓查询", name, e)
+                    time.sleep(3)
+                    if j < len(strategys)-1:
+                        continue
+                    else:
+                        return []
+        else:
+            return []
+
+    def track_strategy_worker(self, strategys, userid,users, assets, interval=10, **kwargs):
+        
+        """跟踪下单worker
+        :param strategy: 策略id
+        :param name: 策略名字
+        :param interval: 轮询策略的时间间隔，单位为秒"""
+        old,starte=self._query_zh_(userid)
+
+        transactions=[]
+        k=0
+        while True:
+            k=k+1
+            print(k)
+            if k>=100:
+                return []
+            
+            #前两分钟补充，非开盘调仓
+            minutes_2_data=self.minutes_2( strategys,  userid, assets,**kwargs)
+            if not minutes_2_data is None and len(minutes_2_data)>0:
+                return minutes_2_data
+            
+            try:
+                new,starte_n=self._query_zh_(userid)#新增
+            except:
+                time.sleep(5)
+
+            for  j in range(0,len(strategys)):
+                print('自动监测中......',strategys[j])
+                if new != old and starte_n==strategys[j]:
+                #if new == old:
+                    old=new
+                    try:
+                        transactions = self.query_strategy_transaction(strategys[j], assets[j],**kwargs)
+                        
+                        if len(transactions)>0:
+                            k=5
+                            return transactions
+                        if k==5:
+                            break
+                            
+                    except Exception as e:
+                        logger.exception("无法获取策略 %s 调仓信息, 错误: %s, 跳过此次调仓查询",  e)
+                        time.sleep(3)
+                        continue
+
+ 
+
+    def query_strategy_transaction(self, strategy,assets, **kwargs):
+        
+        params = self.create_query_transaction_params(strategy)
+        
+        rep = self.s.get(self.TRANSACTION_API, params=params)
+        
+        history = rep.json()
+
+        transactions = self.extract_transactions(history)
+
+        return self.project_transactions(transactions,assets, **kwargs)
+
+
+    def extract_transactions(self, history) -> List[str]:
+        """
+        抽取接口返回中的调仓记录列表
+        :param history: 调仓接口返回信息的字典对象
+        :return: [] 调参历史记录的列表
+        """
+        return []
+
+    def create_query_transaction_params(self, strategy) -> dict:
+        """
+        生成用于查询调参记录的参数
+        :param strategy: 策略 id
+        :return: dict 调参记录参数
+        """
+        return {}
+
+
+    def project_transactions(self, transactions, **kwargs):
+        
+        """
+        修证调仓记录为内部使用的统一格式
+        :param transactions: [] 调仓记录的列表
+        :return: [] 修整后的调仓记录
+        """
+        pass