mirror of
https://ghfast.top/https://github.com/aeroxw/easy-tdx.git
synced 2026-09-12 14:34:15 +08:00
Justin Gu
1f040afabf
彻底解决通达信服务器"跳来跳去"问题： 1. 新增 _health.py 健康分引擎：失败乘性降权(×0.5)、连续失败3次进 120s 冷却、成功加性恢复(+0.2)。rank_by_health 按 latency/score (有效延迟)重排，冷却中的剔除。全健康时恒等映射，对既有测试零影响。 2. get_index_bars/get_security_bars 空数据时自动逐台换台（此前直接 返回空 DataFrame，是日志"指数K线响应在第1/800条处被截断"后用户拿 不到数据的根因）。复用泛化后的 _find_host_returning_data。 3. select_best_host_*/find_working_host_* 应用 rank_by_health 重排； 空数据验证失败/异常时调 record_failure，命中调 record_success。 4. 8 个 _execute(A股/MAC/EX/MAC-EX × sync/async)统一注入健康分记录： 成功 record_success、连接失败 record_failure。 5. security_bars 截断日志区分"首条即空(服务器无数据)"与"末尾截断"。 测试：26 个新增（15 health + 7 failover + 4 ex-client 健康分追踪）， 全量 reconnect/failover/decode 回归通过，ruff/mypy 通过。
576 lines
20 KiB
Python
576 lines
20 KiB
Python
"""扩展行情高层 API：ExTdxClient（同步）和 AsyncExTdxClient（asyncio）。"""
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import asyncio
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import logging
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import time
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from collections import OrderedDict
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from collections.abc import Awaitable
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from types import TracebackType
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from typing import TypeVar
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from .._df import _apply_bar_time_align_bars, _category_to_minutes
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from .._health import record_failure, record_success
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from .._reconnect import (
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_RETRY_DELAYS,
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AsyncHeartbeatMixin,
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select_best_host_async,
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select_best_host_sync,
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)
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from ..commands.base import BaseCommand
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from ..config import get_best_ex_host, get_ex_hosts, save_best_ex_host
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from ..exceptions import TdxConnectionError
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from .commands.get_history_bars_range import GetExHistoryInstrumentBarsRangeCmd
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from .commands.get_instrument_bars import GetExInstrumentBarsCmd
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from .commands.get_instrument_count import GetExInstrumentCountCmd
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from .commands.get_instrument_info import GetExInstrumentInfoCmd
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from .commands.get_instrument_quote import GetExInstrumentQuoteCmd
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from .commands.get_instrument_quote_list import GetExInstrumentQuoteListCmd
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from .commands.get_markets import GetExMarketsCmd
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from .commands.get_minute_time import (
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GetExHistoryMinuteTimeDataCmd,
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GetExMinuteTimeDataCmd,
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)
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from .commands.get_transaction import (
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GetExHistoryTransactionDataCmd,
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GetExTransactionDataCmd,
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)
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from .models import (
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ExInstrumentBar,
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ExInstrumentInfo,
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ExInstrumentQuote,
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ExMarketInfo,
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ExMinuteBar,
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ExTransactionRecord,
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)
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from .transport.async_ import AsyncExTdxConnection
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from .transport.sync import ExTdxConnection, ping_ex_all
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logger = logging.getLogger(__name__)
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_DEFAULT_EX_PORT = 7727
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_T = TypeVar("_T")
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# ============================================================
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# 同步客户端
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# ============================================================
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class ExTdxClient:
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"""同步扩展行情客户端（期货、港股、外股等，端口 7727）。
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使用示例::
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with ExTdxClient("61.152.107.141") as c:
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markets = c.get_markets()
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quote = c.get_instrument_quote(47, "IFL0")
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"""
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def __init__(
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self,
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host: str | None = None,
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port: int = _DEFAULT_EX_PORT,
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timeout: float = 15.0,
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auto_reconnect: bool = True,
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) -> None:
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self._host = host if host is not None else get_best_ex_host()
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self._port = port
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self._timeout = timeout
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self._auto_reconnect = auto_reconnect
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self._conn = ExTdxConnection(self._host, port, timeout)
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@classmethod
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def from_best_host(
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cls,
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hosts: list[str] | None = None,
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port: int = _DEFAULT_EX_PORT,
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timeout: float = 15.0,
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ping_timeout: float = 5.0,
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auto_reconnect: bool = True,
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) -> "ExTdxClient":
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"""测量所有扩展行情服务器延迟，选最低延迟建立连接。自动保存最佳主机。"""
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if hosts is None:
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hosts = get_ex_hosts()
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ranked = ping_ex_all(hosts, port, ping_timeout)
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best = ranked[0][0] if ranked else hosts[0]
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save_best_ex_host(best)
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return cls(best, port, timeout, auto_reconnect)
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@staticmethod
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def ping_all(
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hosts: list[str] | None = None,
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port: int = _DEFAULT_EX_PORT,
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timeout: float = 5.0,
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) -> list[tuple[str, float]]:
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return ping_ex_all(hosts, port, timeout)
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# ------------------------------------------------------------------ #
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# 连接管理
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# ------------------------------------------------------------------ #
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def connect(self) -> None:
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self._conn.connect()
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def close(self) -> None:
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self._conn.close()
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def __enter__(self) -> "ExTdxClient":
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self.connect()
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return self
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def __exit__(
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self,
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exc_type: type[BaseException] | None,
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exc_val: BaseException | None,
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exc_tb: TracebackType | None,
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) -> None:
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self.close()
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def _reconnect(self, host: str | None = None) -> None:
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"""关闭当前连接并重建（默认连 self._host；传入 host 则切换主机）。
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扩展行情无心跳，重建仅 close → new ExTdxConnection → connect。
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供 ``_execute`` 同主机重试与跨主机故障转移复用。
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"""
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target = host if host is not None else self._host
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if host is not None:
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self._host = host
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self._conn.close()
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self._conn = ExTdxConnection(target, self._port, self._timeout)
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self._conn.connect()
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def _execute(self, cmd: "BaseCommand[_T]") -> _T:
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"""执行命令；断线时指数退避重试，同主机耗尽则跨主机故障转移。
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两阶段韧性与 A 股/MAC 统一（审计 #2）：先同主机重试 4 次，再跨主机
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故障转移（测速切到另一台扩展行情服务器）。
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健康分联动与 A 股 client 一致（成功记 success、连接失败记 failure）。
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"""
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try:
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result = self._conn.execute(cmd)
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except TdxConnectionError:
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if not self._auto_reconnect:
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raise
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record_failure(self._host)
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last_exc: TdxConnectionError | None = None
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for delay in _RETRY_DELAYS:
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time.sleep(delay)
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self._reconnect()
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try:
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result = self._conn.execute(cmd)
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record_success(self._host)
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return result
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except TdxConnectionError as e:
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last_exc = e
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record_failure(self._host)
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# 第二阶段：跨主机故障转移
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new_host = select_best_host_sync(
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get_ex_hosts(),
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ping_ex_all,
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save_best_ex_host,
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self._port,
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5.0,
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self._host,
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)
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if new_host is not None:
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self._reconnect(new_host)
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try:
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result = self._conn.execute(cmd)
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record_success(self._host)
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return result
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except TdxConnectionError as e:
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last_exc = e
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record_failure(self._host)
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raise last_exc # type: ignore[misc]
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else:
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record_success(self._host)
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return result
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# ------------------------------------------------------------------ #
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# 市场信息
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# ------------------------------------------------------------------ #
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def get_markets(self) -> list[ExMarketInfo]:
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"""获取扩展行情支持的市场列表。"""
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return self._execute(GetExMarketsCmd())
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def get_instrument_count(self) -> int:
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"""获取扩展行情商品总数。"""
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return self._execute(GetExInstrumentCountCmd())
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def get_instrument_info(self, start: int, count: int = 100) -> list[ExInstrumentInfo]:
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"""获取商品信息列表（分页）。"""
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return self._execute(GetExInstrumentInfoCmd(start, count))
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# ------------------------------------------------------------------ #
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# 行情
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# ------------------------------------------------------------------ #
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def get_instrument_quote(self, market: int, code: str) -> ExInstrumentQuote | None:
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"""获取单个商品五档实时行情。"""
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return self._execute(GetExInstrumentQuoteCmd(market, code))
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def get_instrument_quote_list(
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self,
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market: int,
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category: int,
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start: int = 0,
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count: int = 80,
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) -> list[OrderedDict[str, object]]:
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"""按类别获取商品行情列表。"""
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return self._execute(GetExInstrumentQuoteListCmd(market, category, start, count))
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# ------------------------------------------------------------------ #
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# K线
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# ------------------------------------------------------------------ #
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def get_instrument_bars(
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self,
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category: int,
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market: int,
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code: str,
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start: int = 0,
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count: int = 700,
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*,
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bar_time: str = "start",
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) -> list[ExInstrumentBar]:
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"""获取K线数据。
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Args:
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bar_time: 时间戳语义。 ``"start"``（默认）= bar 开始时间（通达信原始）；
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``"end"`` = bar 右端点（与 Tushare/同花顺对齐）。仅分钟级周期生效。
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"""
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bars = self._execute(GetExInstrumentBarsCmd(category, market, code, start, count))
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delta = _category_to_minutes(category)
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return _apply_bar_time_align_bars(
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bars, is_intraday=delta is not None, delta_minutes=delta, bar_time=bar_time
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)
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def get_history_instrument_bars_range(
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self,
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market: int,
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code: str,
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start_date: int,
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end_date: int,
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*,
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bar_time: str = "start",
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) -> list[ExInstrumentBar]:
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"""按日期范围获取历史K线。
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Note:
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``bar_time="end"`` 需要知道每根 bar 的周期时长，但本接口按日期范围查询、
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不携带周期信息，无法推断。传入 ``"end"`` 时发出 warning 并原样返回（通达信
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原始开始时间）。如需对齐 Tushare，请改用 :meth:`get_instrument_bars`。
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"""
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bars = self._execute(GetExHistoryInstrumentBarsRangeCmd(market, code, start_date, end_date))
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if bar_time == "end":
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logger.warning(
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"get_history_instrument_bars_range 不支持 bar_time='end'（缺少周期信息），"
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"原样返回通达信开始时间。"
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)
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return bars
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# ------------------------------------------------------------------ #
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# 分时
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# ------------------------------------------------------------------ #
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def get_minute_time_data(self, market: int, code: str) -> list[ExMinuteBar]:
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"""获取当日分时行情数据。"""
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return self._execute(GetExMinuteTimeDataCmd(market, code))
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def get_history_minute_time_data(
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self,
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market: int,
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code: str,
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date: int,
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) -> list[ExMinuteBar]:
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"""获取历史某日分时行情数据（date: YYYYMMDD）。"""
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return self._execute(GetExHistoryMinuteTimeDataCmd(market, code, date))
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# ------------------------------------------------------------------ #
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# 成交
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# ------------------------------------------------------------------ #
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def get_transaction_data(
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self,
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market: int,
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code: str,
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start: int = 0,
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count: int = 1800,
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) -> list[ExTransactionRecord]:
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"""获取当日分笔成交数据。"""
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return self._execute(GetExTransactionDataCmd(market, code, start, count))
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def get_history_transaction_data(
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self,
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market: int,
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code: str,
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date: int,
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start: int = 0,
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count: int = 1800,
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) -> list[ExTransactionRecord]:
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"""获取历史某日分笔成交数据（date: YYYYMMDD）。"""
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return self._execute(GetExHistoryTransactionDataCmd(market, code, date, start, count))
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# ============================================================
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# 异步客户端
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# ============================================================
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class AsyncExTdxClient(AsyncHeartbeatMixin):
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"""异步扩展行情客户端（asyncio，端口 7727）。
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使用示例::
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async with AsyncExTdxClient("61.152.107.141") as c:
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markets = await c.get_markets()
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"""
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def __init__(
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self,
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host: str | None = None,
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port: int = _DEFAULT_EX_PORT,
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timeout: float = 15.0,
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auto_reconnect: bool = True,
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heartbeat_interval: float = 60.0,
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) -> None:
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self._host = host if host is not None else get_best_ex_host()
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self._port = port
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self._timeout = timeout
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self._auto_reconnect = auto_reconnect
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self._heartbeat_interval = heartbeat_interval
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self._conn = AsyncExTdxConnection(self._host, port, timeout)
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self._execute_lock = asyncio.Lock()
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self._heartbeat_task: asyncio.Task[None] | None = None
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@classmethod
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def from_best_host(
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cls,
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hosts: list[str] | None = None,
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port: int = _DEFAULT_EX_PORT,
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timeout: float = 15.0,
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ping_timeout: float = 5.0,
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auto_reconnect: bool = True,
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heartbeat_interval: float = 60.0,
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) -> "AsyncExTdxClient":
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if hosts is None:
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hosts = get_ex_hosts()
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ranked = ping_ex_all(hosts, port, ping_timeout)
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best = ranked[0][0] if ranked else hosts[0]
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save_best_ex_host(best)
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return cls(best, port, timeout, auto_reconnect, heartbeat_interval)
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@staticmethod
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def ping_all(
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hosts: list[str] | None = None,
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port: int = _DEFAULT_EX_PORT,
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timeout: float = 5.0,
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) -> list[tuple[str, float]]:
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return ping_ex_all(hosts, port, timeout)
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# ------------------------------------------------------------------ #
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# 连接管理
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# ------------------------------------------------------------------ #
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async def connect(self) -> None:
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await self._conn.connect()
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self._start_heartbeat()
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async def close(self) -> None:
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await self._stop_heartbeat()
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await self._conn.close()
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async def __aenter__(self) -> "AsyncExTdxClient":
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await self.connect()
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return self
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async def __aexit__(
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self,
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exc_type: type[BaseException] | None,
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exc_val: BaseException | None,
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exc_tb: TracebackType | None,
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) -> None:
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await self.close()
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def _heartbeat_cmd(self) -> Awaitable[object]:
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"""心跳使用的轻量请求（get_instrument_count，复用 _execute 重连）。"""
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return self.get_instrument_count()
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async def _areconnect(self, host: str | None = None) -> None:
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"""关闭当前连接并重建（默认连 self._host；传入 host 则切换主机）。
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供 ``_execute`` 同主机重试与跨主机故障转移复用。
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"""
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target = host if host is not None else self._host
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if host is not None:
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self._host = host
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await self._stop_heartbeat()
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await self._conn.close()
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self._conn = AsyncExTdxConnection(target, self._port, self._timeout)
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await self._conn.connect()
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self._start_heartbeat()
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async def _execute(self, cmd: "BaseCommand[_T]") -> _T:
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"""执行命令；断线时指数退避重试，同主机耗尽则跨主机故障转移。
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健康分联动与 sync 版对称。
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"""
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async with self._execute_lock:
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try:
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result = await self._conn.execute(cmd)
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except TdxConnectionError:
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if not self._auto_reconnect:
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raise
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record_failure(self._host)
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last_exc: TdxConnectionError | None = None
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for delay in _RETRY_DELAYS:
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await asyncio.sleep(delay)
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await self._areconnect()
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try:
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result = await self._conn.execute(cmd)
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record_success(self._host)
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return result
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except TdxConnectionError as e:
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last_exc = e
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record_failure(self._host)
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# 第二阶段：跨主机故障转移
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new_host = await select_best_host_async(
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get_ex_hosts(),
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ping_ex_all,
|
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save_best_ex_host,
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self._port,
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5.0,
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self._host,
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)
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if new_host is not None:
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await self._areconnect(new_host)
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try:
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result = await self._conn.execute(cmd)
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record_success(self._host)
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return result
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except TdxConnectionError as e:
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last_exc = e
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record_failure(self._host)
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raise last_exc # type: ignore[misc]
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else:
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record_success(self._host)
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return result
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# ------------------------------------------------------------------ #
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# 市场信息
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# ------------------------------------------------------------------ #
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async def get_markets(self) -> list[ExMarketInfo]:
|
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return await self._execute(GetExMarketsCmd())
|
||
|
||
async def get_instrument_count(self) -> int:
|
||
return await self._execute(GetExInstrumentCountCmd())
|
||
|
||
async def get_instrument_info(
|
||
self,
|
||
start: int,
|
||
count: int = 100,
|
||
) -> list[ExInstrumentInfo]:
|
||
return await self._execute(GetExInstrumentInfoCmd(start, count))
|
||
|
||
# ------------------------------------------------------------------ #
|
||
# 行情
|
||
# ------------------------------------------------------------------ #
|
||
|
||
async def get_instrument_quote(
|
||
self,
|
||
market: int,
|
||
code: str,
|
||
) -> ExInstrumentQuote | None:
|
||
return await self._execute(GetExInstrumentQuoteCmd(market, code))
|
||
|
||
async def get_instrument_quote_list(
|
||
self,
|
||
market: int,
|
||
category: int,
|
||
start: int = 0,
|
||
count: int = 80,
|
||
) -> list[OrderedDict[str, object]]:
|
||
return await self._execute(GetExInstrumentQuoteListCmd(market, category, start, count))
|
||
|
||
# ------------------------------------------------------------------ #
|
||
# K线
|
||
# ------------------------------------------------------------------ #
|
||
|
||
async def get_instrument_bars(
|
||
self,
|
||
category: int,
|
||
market: int,
|
||
code: str,
|
||
start: int = 0,
|
||
count: int = 700,
|
||
*,
|
||
bar_time: str = "start",
|
||
) -> list[ExInstrumentBar]:
|
||
"""获取K线数据。``bar_time`` 见同步版 :meth:`get_instrument_bars`。"""
|
||
bars = await self._execute(GetExInstrumentBarsCmd(category, market, code, start, count))
|
||
delta = _category_to_minutes(category)
|
||
return _apply_bar_time_align_bars(
|
||
bars, is_intraday=delta is not None, delta_minutes=delta, bar_time=bar_time
|
||
)
|
||
|
||
async def get_history_instrument_bars_range(
|
||
self,
|
||
market: int,
|
||
code: str,
|
||
start_date: int,
|
||
end_date: int,
|
||
*,
|
||
bar_time: str = "start",
|
||
) -> list[ExInstrumentBar]:
|
||
"""按日期范围获取历史K线。``bar_time`` 见同步版（不支持 ``"end"``）。"""
|
||
bars = await self._execute(
|
||
GetExHistoryInstrumentBarsRangeCmd(market, code, start_date, end_date)
|
||
)
|
||
if bar_time == "end":
|
||
logger.warning(
|
||
"get_history_instrument_bars_range 不支持 bar_time='end'（缺少周期信息），"
|
||
"原样返回通达信开始时间。"
|
||
)
|
||
return bars
|
||
|
||
# ------------------------------------------------------------------ #
|
||
# 分时
|
||
# ------------------------------------------------------------------ #
|
||
|
||
async def get_minute_time_data(self, market: int, code: str) -> list[ExMinuteBar]:
|
||
return await self._execute(GetExMinuteTimeDataCmd(market, code))
|
||
|
||
async def get_history_minute_time_data(
|
||
self,
|
||
market: int,
|
||
code: str,
|
||
date: int,
|
||
) -> list[ExMinuteBar]:
|
||
return await self._execute(GetExHistoryMinuteTimeDataCmd(market, code, date))
|
||
|
||
# ------------------------------------------------------------------ #
|
||
# 成交
|
||
# ------------------------------------------------------------------ #
|
||
|
||
async def get_transaction_data(
|
||
self,
|
||
market: int,
|
||
code: str,
|
||
start: int = 0,
|
||
count: int = 1800,
|
||
) -> list[ExTransactionRecord]:
|
||
return await self._execute(GetExTransactionDataCmd(market, code, start, count))
|
||
|
||
async def get_history_transaction_data(
|
||
self,
|
||
market: int,
|
||
code: str,
|
||
date: int,
|
||
start: int = 0,
|
||
count: int = 1800,
|
||
) -> list[ExTransactionRecord]:
|
||
return await self._execute(GetExHistoryTransactionDataCmd(market, code, date, start, count))
|