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