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feat QMT_API.py

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This commit is contained in:
yanweidong
2026-09-02 21:03:45 +08:00
parent 66ccd42d4e
commit 9d8b913465
13 changed files with 91 additions and 163 deletions
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121
api/qmt_rest_new.py
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@@ -26,10 +26,9 @@ def safe_call(func, *args, **kwargs):
except HTTPError:
raise
except Exception as e:
logger.exception("%s call failed", func.__name__)
raise HTTPError(
502,
reason="QMT upstream call failed: %s" % func.__name__,
500,
reason="QMT: %s call failed." % func.__name__,
) from e
@@ -48,16 +47,13 @@ class BaseHandler(RequestHandler):
if self.__class__ not in AUTH_EXEMPT:
token = self.request.headers.get('X-Token')
if token != TOKEN:
raise HTTPError(401, "Authentication failed: invalid or missing token")
raise HTTPError(500, "Authentication failed: invalid or missing token")
def set_default_headers(self):
self.set_header("Content-Type", "application/json; charset=utf-8")
def write_error(self, status_code, **kwargs):
self.finish(json.dumps({
"error": self._reason,
"status_code": status_code
}, separators=(',', ':'), ensure_ascii=False))
def write_error(self, **kwargs):
self.finish(self._reason)
def ctx(self):
return self.application.ContextInfo
@@ -67,6 +63,7 @@ class BaseHandler(RequestHandler):
# ============= 1. ContextInfo properties =============
# "/api/v2/context/info"
class ContextInfoHandler(BaseHandler):
def get(self):
ctx = self.ctx()
@@ -80,38 +77,47 @@ class ContextInfoHandler(BaseHandler):
"do_back_test": ctx.do_back_test,
"benchmark": ctx.benchmark,
"capital": ctx.capital,
"timetag":ctx.timetag,
"universe": ctx.get_universe(),
}
self.write(data, separators=(',', ':'), ensure_ascii=False)
# ============= 2. Data queries (ContextInfo get_*) =============
# ContextInfo.get_stock_name() - Get a stock name by symbol
class StockNameHandler(BaseHandler):
def post(self):
data = json.loads(self.request.body)
stockcode = data.get('stockcode', '')
ret = safe_call(self.ctx().get_stock_name, stockcode)
self.write(json.dumps({"stockcode": stockcode, "name": ret}, separators=(',', ':'), ensure_ascii=False))
# get_open_date() - Get the listing date by symbol
class OpenDateHandler(BaseHandler):
def post(self):
data = json.loads(self.request.body)
stockcode = data.get('stockcode', '')
ret = safe_call(get_open_date, stockcode)
self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_last_volume() - Get the latest outstanding shares
class LastVolumeHandler(BaseHandler):
def post(self):
data = json.loads(self.request.body)
stockcode = data.get('stockcode', '')
ret = safe_call(self.ctx().get_last_volume, stockcode)
if ret is None:
raise HTTPError(500, "Failed to get outstanding shares")
self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, separators=(',', ':'), ensure_ascii=False))
STOCK_HANDLER = {
# stock_name|open_date|last_volume|total_share|svol|bvol
"stock_name": ("get_stock_name", "stock_code", True),
"open_date": ("get_open_date", "stock_code", True),
"last_volume": ("get_last_volume", "stock_code", True),
"total_share": ("get_total_share", "stock_code", True),
"svol": ("get_svol", "stock_code", True),
"bvol": ("get_bvol", "stock_code", True),
}
# "/api/v2/get/*" ContextInfo.* Get a stock name by symbol
class StockGetHandler(BaseHandler):
def get(self,handler_type):
# 快速路径：配置查找
cfg = STOCK_HANDLER.get(handler_type)
if not cfg:
self.write_error(500, reason="Unknown API")
return
# 参数验证
query_vals = self.get_query_argument(cfg.index[1], "").strip()
if not query_vals:
self.write_error(500, reason=f"{cfg.index[1]} required")
return
# 方法调用
method = getattr(self.ctx(), cfg.index[0])
result = safe_call(method, query_vals)
# 响应
self.finish({
"stock_code": query_vals,
"ref": result
})
# ContextInfo.get_bar_timetag() - Get the bar timestamp
class BarTimetagHandler(BaseHandler):
@@ -121,12 +127,6 @@ class BarTimetagHandler(BaseHandler):
ret = safe_call(self.ctx().get_bar_timetag, index)
self.write(json.dumps({"index": index, "timetag": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_tick_timetag() - Get the latest tick timestamp
class TickTimetagHandler(BaseHandler):
def get(self):
ret = safe_call(self.ctx().get_tick_timetag)
self.write(json.dumps({"timetag": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_sector() - Get index constituents
class SectorHandler(BaseHandler):
def post(self):
@@ -285,14 +285,6 @@ class TimetagToDatetimeHandler(BaseHandler):
ret = safe_call(timetag_to_datetime, timetag, fmt)
self.write(json.dumps({"timetag": timetag, "datetime": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_total_share() - Get total shares
class TotalShareHandler(BaseHandler):
def post(self):
data = json.loads(self.request.body)
stockcode = data.get('stockcode', '')
ret = safe_call(self.ctx().get_total_share, stockcode)
self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_trading_dates() - Get the trading-day list
class TradingDatesHandler(BaseHandler):
def post(self):
@@ -306,22 +298,6 @@ class TradingDatesHandler(BaseHandler):
ret = safe_call(self.ctx().get_trading_dates, stockcode, start_date, end_date, count_int, period)
self.write(json.dumps({"dates": ret or []}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_svol() - Get sell-side volume
class SvolHandler(BaseHandler):
def post(self):
data = json.loads(self.request.body)
stockcode = data.get('stockcode', '')
ret = safe_call(self.ctx().get_svol, stockcode)
self.write(json.dumps({"stockcode": stockcode, "svol": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_bvol() - Get buy-side volume
class BvolHandler(BaseHandler):
def post(self):
data = json.loads(self.request.body)
stockcode = data.get('stockcode', '')
ret = safe_call(self.ctx().get_bvol, stockcode)
self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, separators=(',', ':'), ensure_ascii=False))
# ContextInfo.get_longhubang() - Get Dragon-Tiger List data
class LonghubangHandler(BaseHandler):
def post(self):
@@ -1272,6 +1248,9 @@ def make_app():
# V2
(r"/api/v2/positions", HoldingHandler),
(r"/api/v2/assets", AssetsHandler),
# ContextInfo properties
(r"/api/v2/context/info", ContextInfoHandler),
(r"/api/v2/get/(stock_name|open_date|last_volume|total_share|svol|bvol)", StockGetHandler),
# Legacy compatibility routes
(r"/api/holding", HoldingHandler),
@@ -1283,15 +1262,8 @@ def make_app():
(r"/api/order/cancel_by_id", CancelByIdHandler),
(r"/api/order/deal", DealHandler),
# ContextInfo properties
(r"/api/context/info", ContextInfoHandler),
# Data queries
(r"/api/data/stock_name", StockNameHandler),
(r"/api/data/open_date", OpenDateHandler),
(r"/api/data/last_volume", LastVolumeHandler),
(r"/api/data/bar_timetag", BarTimetagHandler),
(r"/api/data/tick_timetag", TickTimetagHandler),
(r"/api/data/sector", SectorHandler),
(r"/api/data/industry", IndustryHandler),
(r"/api/data/stock_list_in_sector", StockListInSectorHandler),
@@ -1306,10 +1278,7 @@ def make_app():
(r"/api/data/divid_factors", DividFactorsHandler),
(r"/api/data/main_contract", MainContractHandler),
(r"/api/data/timetag_to_datetime", TimetagToDatetimeHandler),
(r"/api/data/total_share", TotalShareHandler),
(r"/api/data/trading_dates", TradingDatesHandler),
(r"/api/data/svol", SvolHandler),
(r"/api/data/bvol", BvolHandler),
(r"/api/data/longhubang", LonghubangHandler),
(r"/api/data/top10_share_holder", Top10ShareHolderHandler),
(r"/api/data/option_detail", OptionDetailHandler),