forked from QuantFans/quantdigger
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathbackend.py
More file actions
91 lines (74 loc) · 2.84 KB
/
Copy pathbackend.py
File metadata and controls
91 lines (74 loc) · 2.84 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
# -*- coding: utf-8 -*-
from quantdigger.event.rpc import EventRPCServer
from quantdigger.event.eventengine import ZMQEventEngine
from quantdigger.interaction.interface import BackendInterface
from quantdigger.util import mlogger as log
from quantdigger.datasource.data import DataManager
from quantdigger.datastruct import Contract, PContract
from quantdigger.interaction.serialize import (
serialize_pcontract_bars,
serialize_all_pcontracts,
serialize_all_contracts,
)
class Backend(BackendInterface):
SERVER_FOR_UI = 'backend4ui'
SERVER_FOR_SHELL = "backend4shell"
def __init__(self):
log.info("Init Backend..")
self._dm = DataManager()
self._engine = ZMQEventEngine('Backend')
self._engine.start()
self._shell_srv = EventRPCServer(self._engine,
self.SERVER_FOR_SHELL)
self._ui_srv = EventRPCServer(self._engine,
self.SERVER_FOR_UI)
self.register_functions(self._shell_srv)
self.register_functions(self._ui_srv)
def register_functions(self, server):
server.register('get_all_contracts', self.get_all_contracts)
server.register('get_all_pcontracts', self.get_all_pcontracts)
server.register('get_pcontract', self.get_pcontract)
server.register('get_strategies', self.get_strategies)
server.register('run_strategy', self.run_strategy)
server.register('run_technical', self.run_technical)
def stop(self):
log.info('Backend stopped.')
self._engine.stop()
def get_all_contracts(self):
return "hello world!"
def _mk_contract(code, exchage):
s = '%s.%s' % (code, exchage)
return Contract(s)
# 模拟接口
df = self._dm.get_contracts()
contracts = [str(_mk_contract(row['code'], row['exchange'])) for _, row in df.iterrows()]
return serialize_all_contracts(contracts)
def get_all_pcontracts(self):
# 模拟接口
data = ['CC.SHFE-1.MINUTE', 'BB.SHFE-1.MINUTE']
pcontracts = [PContract.from_string(d) for d in data]
return serialize_all_pcontracts(pcontracts)
def get_pcontract(self, str_pcontract):
da = self._dm.get_bars(str_pcontract)
return serialize_pcontract_bars(str_pcontract, da.data)
def run_strategy(self, name):
""""""
return
def run_technical(self, name):
return
def get_technicals(self):
""" 获取系统的所有指标。 """
from quantdigger.technicals import get_techs
return get_techs()
def get_strategies(self):
return 'hello'
if __name__ == '__main__':
backend = Backend()
import time
import sys
try:
while True:
time.sleep(1)
except KeyboardInterrupt:
backend.stop()
sys.exit(0)