448 lines
15 KiB
Python
448 lines
15 KiB
Python
# -*- coding: utf-8 -*-
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import json
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import locale
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import os
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import sys
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from urllib.request import Request, urlopen
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from tornado.web import Application, RequestHandler, HTTPError
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from tornado.ioloop import IOLoop
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import logging
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# Configuration
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ACCOUNT_ID = os.environ.get('QMT_ACCOUNT_ID', '')
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DATA_DIR = os.environ.get('QMT_DATA_DIR', r'D:\qmt_strategy_data')
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TOKEN="QMTbyYanweidong"
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PORT = 10086
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PASS_CODES_URL = "http://139.224.247.176:13499/a/pass_codes"
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# ===================================
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logging.basicConfig(level=logging.INFO)
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logger = logging.getLogger(__name__)
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locale.setlocale(locale.LC_CTYPE, 'chinese')
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def safe_call(func, *args, **kwargs):
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try:
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return func(*args, **kwargs)
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except HTTPError:
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raise
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except Exception as e:
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raise HTTPError(
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500,
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reason="QMT: %s call failed." % func.__name__,
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) from e
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def get_pass_codes(account_id):
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request = Request(
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PASS_CODES_URL,
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headers={"Accept": "application/json", "User-Agent": "big-qmt/1"},
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)
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with urlopen(request, timeout=10) as response:
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payload = json.load(response)
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remote_codes = payload.get("data")
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if not isinstance(remote_codes, list):
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raise ValueError("pass_codes response data must be an array")
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positions = safe_call(
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get_trade_detail_data, account_id, 'stock', 'position'
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) or []
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position_codes = [
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position.m_strInstrumentID + '.' + position.m_strExchangeID
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for position in positions
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]
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codes = []
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seen = set()
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for code in remote_codes + position_codes:
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code = str(code).strip()
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if code and code not in seen:
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seen.add(code)
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codes.append(code)
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return codes
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# ============= BaseHandler =============
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AUTH_EXEMPT = set()
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def no_auth(cls):
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AUTH_EXEMPT.add(cls)
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return cls
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class BaseHandler(RequestHandler):
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def prepare(self):
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if self.__class__ not in AUTH_EXEMPT:
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token = self.request.headers.get('X-Token')
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if token != TOKEN:
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raise HTTPError(500, "Authentication failed: invalid or missing token")
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def set_default_headers(self):
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self.set_header("Content-Type", "application/json; charset=utf-8")
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def write_error(self,status_code, **kwargs):
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self.finish(self._reason)
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def ctx(self):
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return self.application.ContextInfo
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def acc(self):
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return self.application.accountID
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def write_json(self, data, default=None):
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self.write(json.dumps(
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data,
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separators=(',', ':'),
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ensure_ascii=False,
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default=default,
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))
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# ============= 1. ContextInfo properties =============
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# "/api/v2/context/info"
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class ContextInfoHandler(BaseHandler):
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def get(self):
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ctx = self.ctx()
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data = {
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"period": ctx.period,
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"barpos": ctx.barpos,
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"time_tick_size": ctx.time_tick_size,
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"stockcode": ctx.stockcode,
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"dividend_type": ctx.dividend_type,
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"market": ctx.market,
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"do_back_test": ctx.do_back_test,
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"benchmark": ctx.benchmark,
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"capital": ctx.capital,
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"timetag":ctx.timetag,
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"universe": ctx.get_universe(),
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}
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self.write_json(data)
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# ============= 2. Data queries (ContextInfo get_*) =============
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STOCK_HANDLER = {
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# handler_type: (method_name, use_context)
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"stock_name": ("get_stock_name", True),
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"open_date": ("get_open_date", True),
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"last_volume": ("get_last_volume", True),
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"total_share": ("get_total_share", True),
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"svol": ("get_svol", True),
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"bvol": ("get_bvol", True),
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"divid_factors": ("get_divid_factors", True),
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"etf_info": ("get_etf_info", False),
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"etf_iopv": ("get_etf_iopv", False),
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"instrumentdetail": ("get_instrumentdetail", True),
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"his_st_data": ("get_his_st_data", True),
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}
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# "/api/v2/get/*" Stock-related single-symbol queries
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class StockGetHandler(BaseHandler):
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def get(self, handler_type):
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# 快速路径：配置查找
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cfg = STOCK_HANDLER.get(handler_type)
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if not cfg:
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raise HTTPError(500, "Unknown API")
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# 参数验证
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query_vals = self.get_query_argument("stock_code", "").strip()
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if not query_vals:
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raise HTTPError(500, "stock_code required")
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# 方法调用
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method_name, use_context = cfg
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method = getattr(self.ctx(), method_name) if use_context else globals()[method_name]
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result = safe_call(method, query_vals)
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# 响应
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self.write_json({
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"stock_code": query_vals,
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"ref": result
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}, default=str)
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# Aggregate assets, positions, and orders in one request.
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class PortfolioHandler(BaseHandler):
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def get(self):
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account_id = self.acc()
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account_data = safe_call(get_trade_detail_data, account_id, 'stock', 'account')
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positions = safe_call(get_trade_detail_data, account_id, 'stock', 'position') or []
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orders = safe_call(get_trade_detail_data, account_id, 'stock', 'order') or []
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result = {
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"assets": format_assets(account_data),
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"positions": format_holding(positions),
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"orders": format_orders(orders),
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}
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self.write_json(result)
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# get_trade_detail_data('position') - Query positions in the wrapped format
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class HoldingHandler(BaseHandler):
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def get(self):
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positions = safe_call(get_trade_detail_data, self.acc(), 'stock', 'position') or []
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self.write_json(format_holding(positions))
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class OrgHandler(BaseHandler):
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def get(self, handler_type):
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result = safe_call(
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get_trade_detail_data, self.acc(), 'stock', handler_type
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) or []
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data = []
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for item in result:
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fields = {}
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for name in dir(item):
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if name.startswith('_'):
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continue
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value = getattr(item, name)
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if not callable(value):
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fields[name] = value
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data.append(fields)
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self.write_json({"data": data})
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# get_trade_detail_data('account') - Query account assets
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class AssetsHandler(BaseHandler):
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def get(self):
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_data = safe_call(get_trade_detail_data, self.acc(), 'stock', 'account') or []
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self.write_json(format_assets(_data))
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class OrderHandler(BaseHandler):
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def get(self):
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ret = safe_call(get_trade_detail_data, self.acc(), 'stock', 'order') or []
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self.write_json(format_orders(ret))
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class DealHandler(BaseHandler):
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def get(self):
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deals = safe_call(get_trade_detail_data, self.acc(), 'stock', 'deal') or []
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self.write_json(format_deals(deals))
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# ContextInfo.get_full_tick() - Get full tick data
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class FullTickHandler(BaseHandler):
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def post(self):
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data = json.loads(self.request.body)
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stocks = data.get('stocks', [])
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#if not stocks:
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# raise HTTPError(400, "need args stocks")
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ret = safe_call(self.ctx().get_full_tick, stocks)
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if not ret:
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raise HTTPError(500, "Failed to get tick data")
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self.write_json(ret, default=str)
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# passorder() - Submit a general trading order
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class PassorderHandler(BaseHandler):
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def post(self):
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try:
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data = json.loads(self.request.body)
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opType = int(data['opType'])
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orderType = int(data.get('orderType', 1101))
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stockCode = data['stockCode']
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pr_type = int(data.get('prType', 11))
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price = float(data['price'])
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volume = int(data['volume'])
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quickTrade = int(data.get('quickTrade', 2))
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strategy_name = str(data.get('strategyName', '')).strip()
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order_id = str(data.get('orderId', '')).strip()
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except (json.JSONDecodeError, KeyError, TypeError, ValueError) as e:
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raise HTTPError(400, reason="Invalid order parameters: %s" % e) from e
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# QMT stores strategyName in the order remark; preserve the signal key and local order ID.
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try:
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order_ref = passorder(opType, orderType, self.acc(), stockCode, pr_type, price, volume, strategy_name, quickTrade,order_id, self.ctx())
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except HTTPError:
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raise
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except Exception as e:
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logger.exception("passorder failed")
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raise HTTPError(500, reason="QMT order submission failed") from e
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self.write_json({
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"status": "success",
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"opType": opType,
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"stockCode": stockCode,
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"strategy_name": strategy_name,
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"local_order_id": order_id,
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"order_ref": str(order_ref)
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})
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class CancelByIdHandler(BaseHandler):
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"""Cancel an order by its actual system order ID."""
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def post(self):
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data = json.loads(self.request.body)
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order_id = str(data.get('order_id', '')).strip()
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if not order_id:
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raise HTTPError(400, "order_id cannot be empty")
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cancelable = safe_call(can_cancel_order, order_id, self.acc(), 'stock')
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if not cancelable:
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self.write_json({
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"status": "failed", "order_id": order_id,
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"message": "Order does not exist or cannot currently be canceled"
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})
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return
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result = safe_call(cancel, order_id, self.acc(), 'stock', self.ctx())
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self.write_json({
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"status": "success" if result is not False else "failed",
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"order_id": order_id,
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})
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# get_ipo_data() - Get today's new stock and bond offerings
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class IpoDataHandler(BaseHandler):
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def post(self):
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data = json.loads(self.request.body)
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typ = data.get('type', 'STOCK')
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ret = safe_call(get_ipo_data, typ)
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self.write_json(ret)
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# sys: Python version information
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class PythonVersionHandler(BaseHandler):
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def get(self):
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version_info = {
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"python_version": sys.version,
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"python_version_info": {
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"major": sys.version_info.major,
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"minor": sys.version_info.minor,
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"micro": sys.version_info.micro,
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"releaselevel": sys.version_info.releaselevel,
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"serial": sys.version_info.serial,
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}
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}
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self.write_json(version_info)
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def format_assets(account_data):
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info = account_data[0] if account_data else None
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if not info:
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raise HTTPError(500, "Failed to get account data")
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return {
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"total": round(info.m_dBalance, 2),
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"available": round(info.m_dAvailable, 2),
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}
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def format_holding(positions):
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holding = {}
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for position in positions:
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stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
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holding[stock] = {
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'stock_code': stock,
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'stock_name': position.m_strInstrumentName,
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'direction': position.m_nDirection,
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'volume': position.m_nVolume,
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'open_price': position.m_dOpenPrice,
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'open_cost':position.m_dOpenCost,
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'float_profit': position.m_dFloatProfit,
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'market_value': position.m_dMarketValue,
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'stock_holder': position.m_strStockHolder,
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'frozen_volume': position.m_nFrozenVolume,
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'can_use_volume': position.m_nCanUseVolume,
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'on_road_volume': position.m_nOnRoadVolume,
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'yesterday_volume': position.m_nYesterdayVolume,
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'last_price': position.m_dLastPrice,
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'profit_rate': position.m_dProfitRate,
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'future_trade_type': position.m_eFutureTradeType,
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'expire_date': position.m_strExpireDate
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}
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return holding
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def format_orders(orders):
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"""显式转换委托/成交字段，保留原始数值类型。"""
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result = []
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for order in orders:
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result.append({
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'stock_code': order.m_strInstrumentID + '.' + order.m_strExchangeID,
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'order_sys_id': order.m_strOrderSysID,
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'ref': order.m_nRef,
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'order_ref': order.m_strOrderRef,
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'direction': order.m_nDirection,
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'offset_flag': order.m_nOffsetFlag,
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'limit_price': order.m_dLimitPrice,
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'volume_total_original': order.m_nVolumeTotalOriginal,
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'volume_traded': order.m_nVolumeTraded,
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'volume_total': order.m_nVolumeTotal,
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'traded_price': order.m_dTradedPrice,
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'trade_amount': order.m_dTradeAmount,
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'insert_date': order.m_strInsertDate,
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'insert_time': order.m_strInsertTime,
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'remark': order.m_strRemark,
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'order_status': order.m_nOrderStatus,
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})
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return result
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def format_deals(deals):
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"""显式转换委托/成交字段，保留原始数值类型。"""
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result = []
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for d in deals:
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result.append({
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'stock_code': d.m_strInstrumentID + '.' + d.m_strExchangeID,
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'order_sys_id': d.m_strOrderSysID,
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'ref': d.m_nRef,
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'order_ref': d.m_strOrderRef,
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'direction': d.m_nDirection,
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'offset_flag': d.m_nOffsetFlag,
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'price': d.m_dPrice,
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'volume': d.m_nVolume,
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'trade_amount': d.m_dTradeAmount,
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'trade_date': d.m_strTradeDate,
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'trade_time': d.m_strTradeTime,
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'remark': d.m_strRemark,
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'close_profit': d.m_dCloseProfit,
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})
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return result
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# ============= Route registration =============
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def make_app():
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return Application([
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# ContextInfo properties
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(r"/api/context/info", ContextInfoHandler),
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(r"/api/get/(stock_name|open_date|last_volume|total_share|svol|bvol|divid_factors|etf_info|etf_iopv|instrumentdetail|his_st_data)", StockGetHandler),
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# Portfolio
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(r"/api/portfolio", PortfolioHandler),
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(r"/api/portfolio/positions", HoldingHandler),
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(r"/api/portfolio/org/(account|order|deal|position)",OrgHandler),
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(r"/api/portfolio/assets", AssetsHandler),
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(r"/api/portfolio/order", OrderHandler),
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(r"/api/portfolio/deal", DealHandler),
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(r"/api/data/full_tick", FullTickHandler),
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(r"/api/trade/ipo_data", IpoDataHandler),
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(r"/api/trade/cancel_by_id", CancelByIdHandler),
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(r"/api/trade/passorder", PassorderHandler),
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# System
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(r"/api/sys/python_version", PythonVersionHandler),
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], debug=False)
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def init(ContextInfo):
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if not (ACCOUNT_ID or "").strip():
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msg = "ACCOUNT_ID is empty; startup aborted"
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logger.error(msg)
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raise ValueError(msg)
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if not (DATA_DIR or "").strip():
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msg = "DATA_DIR is empty; startup aborted"
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logger.error(msg)
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raise ValueError(msg)
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try:
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ContextInfo.accountID = ACCOUNT_ID
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ContextInfo.set_account(ACCOUNT_ID)
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codes = get_pass_codes(ContextInfo.accountID)
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ContextInfo.set_universe(list(codes))
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# Api App
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app = make_app()
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app.ContextInfo = ContextInfo
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app.accountID = ContextInfo.accountID
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app.listen(PORT, address='0.0.0.0')
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logger.info(f"ACCOUNT_ID: {ACCOUNT_ID}")
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logger.info(f"DATA_DIR: {DATA_DIR}")
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logger.info(f"TOKEN: {TOKEN}")
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logger.info(f"Initialized symbol universe with {len(codes)} instruments")
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logger.info(f"QMT HTTP Server started at http://0.0.0.0:{PORT} (all APIs loaded)")
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IOLoop.current().start()
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except Exception as e:
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logger.exception(f"server start failed: {e}")
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