Repository: timercrack/trader
Branch: master
Commit: 371edcfa1ad1
Files: 81
Total size: 1.6 MB
Directory structure:
gitextract_abenshp1/
├── .gitignore
├── LICENSE.md
├── README.md
├── README.rst
├── __init__.py
├── ctp_native/
│ ├── __init__.py
│ ├── bus.py
│ ├── gateway.py
│ └── state_store.py
├── dashboard/
│ ├── __init__.py
│ ├── settings.py
│ ├── static/
│ │ ├── css/
│ │ │ └── global.css
│ │ └── js/
│ │ ├── bar.js
│ │ ├── corr.js
│ │ ├── global.js
│ │ ├── nav.js
│ │ └── status.js
│ ├── templates/
│ │ ├── global/
│ │ │ ├── base_site.html
│ │ │ ├── paginator-mobile.html
│ │ │ ├── paginator.html
│ │ │ └── top_navbar.html
│ │ └── panel/
│ │ ├── correlation.html
│ │ ├── instrument.html
│ │ ├── performance.html
│ │ └── status.html
│ ├── urls.py
│ └── wsgi.py
├── main.py
├── manage.py
├── native/
│ └── ctp_bridge/
│ ├── CMakeLists.txt
│ ├── CMakePresets.json
│ ├── README.md
│ ├── api/
│ │ ├── linux/
│ │ │ ├── DataCollect.h
│ │ │ ├── ThostFtdcMdApi.h
│ │ │ ├── ThostFtdcTraderApi.h
│ │ │ ├── ThostFtdcUserApiDataType.h
│ │ │ ├── ThostFtdcUserApiStruct.h
│ │ │ ├── error.dtd
│ │ │ └── error.xml
│ │ └── win/
│ │ ├── DataCollect.h
│ │ ├── ThostFtdcMdApi.h
│ │ ├── ThostFtdcTraderApi.h
│ │ ├── ThostFtdcUserApiDataType.h
│ │ ├── ThostFtdcUserApiStruct.h
│ │ ├── WinDataCollect.lib
│ │ ├── error.dtd
│ │ ├── error.xml
│ │ ├── thostmduserapi_se.lib
│ │ └── thosttraderapi_se.lib
│ ├── build_win.bat
│ ├── scripts/
│ │ ├── build_native_bridge.ps1
│ │ └── sync_thost_api.ps1
│ └── src/
│ └── py_module.cpp
├── panel/
│ ├── __init__.py
│ ├── admin.py
│ ├── apps.py
│ ├── const.py
│ ├── forms.py
│ ├── models.py
│ ├── templatetags/
│ │ ├── __init__.py
│ │ └── custom_tag.py
│ ├── tests.py
│ ├── urls.py
│ └── views.py
├── requirements.txt
├── runtime_config.py
├── strategy/
│ ├── __init__.py
│ ├── base_strategy.py
│ ├── brother2.py
│ └── kronos.py
├── utils/
│ ├── ApiStruct.py
│ ├── __init__.py
│ ├── fetch_data.py
│ ├── func_container.py
│ ├── model/
│ │ ├── __init__.py
│ │ ├── kronos.py
│ │ └── module.py
│ ├── my_logger.py
│ ├── read_config.py
│ └── tick.py
└── weixin_notifier.py
================================================
FILE CONTENTS
================================================
================================================
FILE: .gitignore
================================================
# ===== Python =====
__pycache__/
*.py[cod]
*$py.class
*.pyd
*.so
*.egg-info/
.Python
.github/
# Virtual environments
.venv/
venv/
env/
ENV/
.python-version
# Packaging / build artifacts
build/
dist/
pip-wheel-metadata/
# Test / type-check / coverage caches
.pytest_cache/
.mypy_cache/
.ruff_cache/
.pyre/
.hypothesis/
.coverage
.coverage.*
htmlcov/
# ===== Django =====
*.log
db.sqlite3
db.sqlite3-journal
media/
staticfiles/
# ===== Local runtime/config/secrets =====
config.ini
config.yaml
examples/
test/
deploy/
brother3.py
doc/
migrations/
# ===== IDE / Editor =====
.idea/
.vscode/
*.swp
*.swo
.cache/
**/.cache/
.clang*
# ===== OS files =====
.DS_Store
Thumbs.db
Desktop.ini
# ===== C/C++ / CMake / Visual Studio artifacts =====
CMakeCache.txt
CMakeFiles/
cmake_install.cmake
compile_commands.json
Makefile
*.dir/
*.vcxproj.user
*.suo
*.user
*.userosscache
*.sln.docstates
*.obj
*.o
*.pdb
*.idb
*.ilk
*.exp
# Project-native build outputs
native/**/build/
native/**/x64/
native/**/Release/
native/**/Debug/
ctp_native/**/build/
# CTP runtime flow/log dirs
native/ctp_bridge/flow/
dashboard/Logs/
# Runtime state / local snapshots
native_state.json
*.pid
================================================
FILE: LICENSE.md
================================================
Apache License
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Copyright 2016 timercrack
Licensed under the Apache License, Version 2.0 (the "License");
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================================================
FILE: README.md
================================================
# trader
`trader` 是一个以 **CTP 原生链路** 为核心的交易项目，包含：
- 原生网关（`native/ctp_bridge` + `ctp_native`）
- 策略执行（`strategy`）
- Django 管理与可视化（`dashboard` + `panel`）
## 架构概览
### 核心模块
- `runtime_config.py`：运行时配置入口（仅读取根目录 `config.yaml`）
- `ctp_native/`：Python 侧网关与本地消息总线
- `native/ctp_bridge/`：pybind11 C++ 扩展，连接 Thost API
- `strategy/`：交易策略与查询/报单流程
- `dashboard/` + `panel/`：Django 后台与页面展示
### 运行链路（简化）
1. 读取 `config.yaml`
2. 初始化 `ctp_bridge_native` 并登录 CTP
3. `ctp_native` 在本地总线上分发请求/回报
4. `strategy` 消费事件并执行策略逻辑
## 快速开始
### 1) 环境准备
- Python 3.14（项目当前使用版本）
- 安装依赖：`requirements.txt`
- Windows 如使用 CTP 原生扩展：需可用 MSVC + CMake
### 2) 配置
编辑项目根目录 `config.yaml`，重点检查 `ctp_native` 章节：
- `gateway = pybind`
- `module = ctp_bridge_native`
- `module_path` 指向本地编译输出目录
- 补齐登录参数（`broker_id`、`investor_id`、`password`、`appid`、`authcode` 等）
企业微信日志推送配置在 `weixin` 章节：
- `CorpID`
- `Secret`
- `Token`、`EncodingAESKey`（保留与 flower 配置结构对齐）
发送策略默认沿用旧 flower 行为：`agentid=0`、`touser=@all`。
配置后，`trader` 会直接推送日志到企业微信，不再依赖单独运行 `flower`。
默认配置键结构（示例值）如下，和当前代码中的默认配置字典保持一致：
```yaml
trade:
command_timeout: 5
ignore_inst: ""
transport: native
ctp_native:
gateway: pybind
module: ctp_bridge_native
client_class: CtpClient
module_path: /path/to/trader/native/ctp_bridge/build
dll_dir: /path/to/trader/native/ctp_bridge/api/win
trade_front: tcp://xxx:xxx
market_front: tcp://xxx:xxx
broker_id: "9999"
investor_id: "123456"
password: passwd
appid: xxx
authcode: xxx
userinfo: xxx
flow_path: /path/to/trader/native/ctp_bridge/flow
request_timeout_ms: 10000
test_instrument: IF99
log:
level: DEBUG
format: "%(asctime)s %(name)s [%(levelname)s] %(message)s"
weixin_level: INFO
weixin_format: "[%(levelname)s] %(message)s"
host:
ip: 1.2.3.4
mac: 02:03:04:5a:6b:7c
ssh_tunnel:
enabled: false
host: 127.0.0.1
port: 22
local_node: localhost
private_key_linux: /root/.ssh/id_ed25519
private_key_win: C:\\Users\\timer\\.ssh\\id_ed25519.ppk
weixin:
Token: ""
EncodingAESKey: ""
CorpID: ""
Secret: ""
```
### 3) 常用命令
- 启动交易主程序：`python main.py`
- Django 检查：`python manage.py check`
- Native 查询烟测：`python test/test_ctp.py`
### 4) 原生扩展构建（可选）
若需要本地编译 `ctp_bridge_native`：
- Windows（MSVC）：
```powershell
cd native/ctp_bridge
cmake -S . -B build -G "Visual Studio 17 2022" -A x64
cmake --build build --config Release
```
- Linux：
```bash
cd native/ctp_bridge
cmake -S . -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build -j
```
详细说明见：`native/ctp_bridge/README.md`
## 目录说明
- `native/ctp_bridge`：C++ 扩展源码与 CMake
- `ctp_native`：Python 网关封装
- `strategy`：策略实现
- `dashboard`、`panel`、`templates`、`static`：Web 展示与后台
================================================
FILE: README.rst
================================================
trader
======
操盘大哥的交易组件
INSTALL
=======
先装talib的C库，再用pip装依赖。
修改 mysql 配置文件 /etc/my.cnf.d/server.cnf ，增加如下配置:
[mysqld]
wait_timeout=31536000
interactive_timeout=31536000
重启mysql服务
License
-------
``trader`` is offered under the Apache 2 license.
================================================
FILE: __init__.py
================================================
# coding=utf-8
#
# Copyright 2016 timercrack
#
# Licensed under the Apache License, Version 2.0 (the "License"); you may
# not use this file except in compliance with the License. You may obtain
# a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
# WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
# License for the specific language governing permissions and limitations
# under the License.
# version is a human-readable version number.
# version_info is a four-tuple for programmatic comparison. The first
# three numbers are the components of the version number. The fourth
# is zero for an official release, positive for a development branch,
# or negative for a release candidate or beta (after the base version
# number has been incremented)
version = "0.1"
version_info = (0, 1, 0, 0)
================================================
FILE: ctp_native/__init__.py
================================================
# coding=utf-8
from .bus import LocalRedisLikeClient
from .gateway import NativeGateway, get_gateway
from .state_store import state_store
__all__ = [
'LocalRedisLikeClient',
'NativeGateway',
'get_gateway',
'state_store',
]
================================================
FILE: ctp_native/bus.py
================================================
# coding=utf-8
from __future__ import annotations
import asyncio
import fnmatch
import inspect
import logging
from typing import Any
import orjson
from ctp_native.gateway import NativeGateway, get_gateway
from ctp_native.state_store import state_store
from runtime_config import runtime_config
logger = logging.getLogger('NativeBus')
class LocalPubSub:
def __init__(self, bus: 'LocalEventBus', ignore_subscribe_messages: bool = True):
self._bus = bus
self._ignore_subscribe_messages = ignore_subscribe_messages
self._queue: asyncio.Queue[dict[str, Any]] = asyncio.Queue()
self._patterns: set[str] = set()
self.in_pubsub = False
self._closed = False
async def psubscribe(self, *patterns: str):
for pattern in patterns:
self._patterns.add(pattern)
self._bus.register(pattern, self)
if not self._ignore_subscribe_messages:
await self._queue.put({'type': 'psubscribe', 'pattern': pattern, 'channel': None, 'data': 1})
self.in_pubsub = len(self._patterns) > 0
async def punsubscribe(self, *patterns: str):
targets = set(patterns) if patterns else set(self._patterns)
for pattern in list(targets):
self._bus.unregister(pattern, self)
self._patterns.discard(pattern)
if not self._ignore_subscribe_messages:
await self._queue.put({'type': 'punsubscribe', 'pattern': pattern, 'channel': None, 'data': 0})
self.in_pubsub = len(self._patterns) > 0
await self._queue.put({'type': 'punsubscribe', 'pattern': None, 'channel': None, 'data': 0})
async def unsubscribe(self):
await self.punsubscribe()
async def close(self):
if self._closed:
return
await self.punsubscribe()
self._closed = True
async def _push(self, pattern: str, channel: str, data: Any):
await self._queue.put({'type': 'pmessage', 'pattern': pattern, 'channel': channel, 'data': data})
async def listen(self):
while True:
msg = await self._queue.get()
yield msg
if msg.get('type') == 'punsubscribe' and not self.in_pubsub:
break
class LocalEventBus:
def __init__(self):
self._subs: dict[str, set[LocalPubSub]] = {}
def register(self, pattern: str, sub: LocalPubSub):
self._subs.setdefault(pattern, set()).add(sub)
def unregister(self, pattern: str, sub: LocalPubSub):
subs = self._subs.get(pattern)
if not subs:
return
subs.discard(sub)
if not subs:
self._subs.pop(pattern, None)
async def publish(self, channel: str, payload: Any):
for pattern, subs in list(self._subs.items()):
if not fnmatch.fnmatch(channel, pattern):
continue
for sub in list(subs):
await sub._push(pattern, channel, payload)
class LocalRedisLikeClient:
def __init__(self, loop: asyncio.AbstractEventLoop):
self._loop = loop
self._bus = LocalEventBus()
self._gateway: NativeGateway = get_gateway()
self._request_format = runtime_config.get('MSG_CHANNEL', 'request_format', fallback='MSG:CTP:REQ:{}')
self._trade_response_format = runtime_config.get('MSG_CHANNEL', 'trade_response_format', fallback='MSG:CTP:RSP:TRADE:{}:{}')
self._market_response_format = runtime_config.get('MSG_CHANNEL', 'market_response_format', fallback='MSG:CTP:RSP:MARKET:{}:{}')
self._request_prefix = self._request_format.split('{}')[0]
self._gateway.set_event_callback(self._on_gateway_event_sync)
async def start(self):
await self._gateway.start()
async def stop(self):
await self._gateway.stop()
state_store.dump_snapshot()
def pubsub(self, ignore_subscribe_messages: bool = True):
return LocalPubSub(self._bus, ignore_subscribe_messages=ignore_subscribe_messages)
def get(self, key: str):
return state_store.get(key)
def set(self, key: str, value: Any, ex: int | None = None):
state_store.set(key, value, ex=ex)
def publish(self, channel: str, payload: Any):
if channel.startswith(self._request_prefix):
req_name = channel[len(self._request_prefix):]
self._schedule(self._handle_request(req_name, payload))
return 1
self._schedule(self._bus.publish(channel, payload))
return 1
async def _on_gateway_event(self, topic: str, data: dict[str, Any]):
if topic in {
'OnFrontConnected',
'OnFrontDisconnected',
'OnFrontConnectedMd',
'OnFrontDisconnectedMd',
'OnRspAuthenticate',
'OnRspUserLogin',
'OnRspUserLoginMd',
'OnRspSettlementInfoConfirm',
'OnRspError',
}:
logger.debug('gateway event %s: %s', topic, data)
# 统一兼容历史 channel 风格
if topic.startswith('OnRtnDepthMarketData'):
inst = data.get('InstrumentID', 'UNKNOWN')
channel = self._market_response_format.format('OnRtnDepthMarketData', inst)
else:
order_ref = data.get('OrderRef', data.get('RequestID', 0))
channel = self._trade_response_format.format(topic, order_ref)
await self._bus.publish(channel, orjson.dumps(data))
def _on_gateway_event_sync(self, topic: str, data: dict[str, Any]):
self._schedule(self._on_gateway_event(topic, data))
async def _handle_request(self, req_name: str, payload: Any):
try:
data = orjson.loads(payload) if payload else {}
except Exception:
data = payload
request_id = 0
if isinstance(data, dict):
request_id = int(data.get('RequestID', 0) or 0)
try:
rows = await self._gateway.request(req_name, data)
rows = rows or []
if req_name.startswith('ReqQry'):
rsp_name = 'OnRspQry' + req_name[6:]
await self._publish_rows(self._trade_response_format.format(rsp_name, request_id), rows)
elif req_name in {'SubscribeMarketData', 'UnSubscribeMarketData'}:
rsp_name = 'OnRspSubMarketData' if req_name == 'SubscribeMarketData' else 'OnRspUnSubMarketData'
await self._publish_rows(self._market_response_format.format(rsp_name, 0), rows)
elif req_name == 'ReqOrderAction':
await self._publish_rows(self._trade_response_format.format('OnRspOrderAction', 0), rows)
else:
# ReqOrderInsert 无需同步回包，回报由 OnRtnOrder/OnRtnTrade 异步事件提供
pass
except Exception as e:
logger.warning('native request failed: %s payload=%s err=%s', req_name, data, repr(e), exc_info=True)
err_row = {'ErrorID': -1, 'ErrorMsg': repr(e), 'RequestID': request_id, 'bIsLast': True}
if req_name in {'SubscribeMarketData', 'UnSubscribeMarketData'}:
await self._bus.publish(self._market_response_format.format('OnRspError', request_id), orjson.dumps(err_row))
else:
await self._bus.publish(self._trade_response_format.format('OnRspError', request_id), orjson.dumps(err_row))
async def _publish_rows(self, channel: str, rows: list[dict[str, Any]]):
if not rows:
await self._bus.publish(channel, orjson.dumps({'empty': True, 'bIsLast': True}))
return
for idx, row in enumerate(rows):
if 'bIsLast' not in row:
row['bIsLast'] = idx == len(rows) - 1
await self._bus.publish(channel, orjson.dumps(row))
def _schedule(self, coro):
if inspect.isawaitable(coro):
self._loop.call_soon_threadsafe(asyncio.create_task, coro) # type: ignore[arg-type]
================================================
FILE: ctp_native/gateway.py
================================================
# coding=utf-8
from __future__ import annotations
import logging
import importlib
import sys
import os
import asyncio
from abc import ABC, abstractmethod
from typing import Any, Callable
from runtime_config import runtime_config
logger = logging.getLogger('NativeGateway')
REPO_ROOT = os.path.dirname(os.path.dirname(os.path.abspath(__file__))).replace('\\', '/')
class NativeGateway(ABC):
@abstractmethod
async def start(self):
raise NotImplementedError()
@abstractmethod
async def stop(self):
raise NotImplementedError()
@abstractmethod
async def request(self, req_name: str, payload: Any) -> list[dict[str, Any]]:
raise NotImplementedError()
@abstractmethod
def set_event_callback(self, cb: Callable[[str, dict[str, Any]], Any]):
raise NotImplementedError()
class PlaceholderGateway(NativeGateway):
def __init__(self):
self._cb = None
async def start(self):
logger.warning('当前使用 PlaceholderGateway，请接入 pybind11 Thost 原生扩展。')
async def stop(self):
return None
async def request(self, req_name: str, payload: Any) -> list[dict[str, Any]]:
request_id = 0
if isinstance(payload, dict):
request_id = int(payload.get('RequestID', 0) or 0)
return [{
'ErrorID': -1,
'ErrorMsg': f'Native gateway is not implemented for {req_name}',
'RequestID': request_id,
'bIsLast': True,
'empty': True,
}]
def set_event_callback(self, cb: Callable[[str, dict[str, Any]], Any]):
self._cb = cb
class PybindGateway(NativeGateway):
def __init__(self):
self._cb = None
self._client = None
self._fallback_reason = None
self._request_timeout_ms = 10000
async def start(self):
try:
def _resolve(path: str) -> str:
"""将相对路径解析为相对于项目根目录的绝对路径"""
if path and not os.path.isabs(path):
return os.path.normpath(os.path.join(REPO_ROOT, path))
return path
dll_dir = _resolve(runtime_config.get('CTP_NATIVE', 'dll_dir', fallback=f'{REPO_ROOT}/native/ctp_bridge/api/win').strip())
if os.name == 'nt' and dll_dir and os.path.isdir(dll_dir):
os.add_dll_directory(dll_dir)
module_path = _resolve(runtime_config.get('CTP_NATIVE', 'module_path', fallback=f'{REPO_ROOT}/native/ctp_bridge/build').strip())
if module_path and module_path not in sys.path:
sys.path.insert(0, module_path)
module_name = runtime_config.get('CTP_NATIVE', 'module', fallback='ctp_bridge_native')
class_name = runtime_config.get('CTP_NATIVE', 'client_class', fallback='CtpClient')
module = importlib.import_module(module_name)
client_cls = getattr(module, class_name)
self._client = client_cls()
login_cfg = {
'trade_front': runtime_config.get('CTP_NATIVE', 'trade_front', fallback='').strip(),
'market_front': runtime_config.get('CTP_NATIVE', 'market_front', fallback='').strip(),
'broker_id': runtime_config.get('CTP_NATIVE', 'broker_id', fallback='').strip(),
'investor_id': runtime_config.get('CTP_NATIVE', 'investor_id', fallback='').strip(),
'password': runtime_config.get('CTP_NATIVE', 'password', fallback='').strip(),
'appid': runtime_config.get('CTP_NATIVE', 'appid', fallback='').strip(),
'authcode': runtime_config.get('CTP_NATIVE', 'authcode', fallback='').strip(),
'userinfo': runtime_config.get('CTP_NATIVE', 'userinfo', fallback='').strip(),
}
missing = [k for k, v in login_cfg.items() if not v]
if missing:
raise RuntimeError(f'CTP_NATIVE required config missing: {", ".join(missing)}')
if hasattr(self._client, 'configure'):
self._request_timeout_ms = runtime_config.getint('CTP_NATIVE', 'request_timeout_ms', fallback=10000)
self._client.configure({
**login_cfg,
'ip': runtime_config.get('CTP_NATIVE', 'ip', fallback='1.2.3.4'),
'mac': runtime_config.get('CTP_NATIVE', 'mac', fallback='02:03:04:5a:6b:7c'),
'flow_path': _resolve(runtime_config.get('CTP_NATIVE', 'flow_path', fallback=f'{REPO_ROOT}/native/ctp_bridge/flow')),
'request_timeout_ms': self._request_timeout_ms,
})
if self._cb and hasattr(self._client, 'set_event_callback'):
self._client.set_event_callback(self._cb)
if hasattr(self._client, 'start'):
self._client.start()
self._fallback_reason = None
except Exception as e:
self._client = None
self._fallback_reason = repr(e)
logger.warning('Pybind gateway unavailable, fallback to placeholder mode: %s', self._fallback_reason)
async def stop(self):
if self._client and hasattr(self._client, 'stop'):
loop = asyncio.get_running_loop()
await loop.run_in_executor(None, self._client.stop)
async def request(self, req_name: str, payload: Any) -> list[dict[str, Any]]:
if not self._client:
request_id = 0
if isinstance(payload, dict):
request_id = int(payload.get('RequestID', 0) or 0)
return [{
'ErrorID': -1,
'ErrorMsg': f'Pybind gateway unavailable: {self._fallback_reason}',
'RequestID': request_id,
'bIsLast': True,
'empty': True,
}]
if not hasattr(self._client, 'request'):
raise RuntimeError('pybind client missing request(req_name, payload) method')
loop = asyncio.get_running_loop()
timeout_s = max(float(self._request_timeout_ms) / 1000.0 + 2.0, 3.0)
try:
result = await asyncio.wait_for(
loop.run_in_executor(None, self._client.request, req_name, payload),
timeout=timeout_s,
)
except asyncio.TimeoutError as exc:
raise TimeoutError(f'Pybind request timeout after {timeout_s:.1f}s: {req_name}') from exc
if result is None:
return []
if isinstance(result, dict):
return [result]
return list(result)
def set_event_callback(self, cb: Callable[[str, dict[str, Any]], Any]):
self._cb = cb
if self._client and hasattr(self._client, 'set_event_callback'):
self._client.set_event_callback(cb)
def get_gateway() -> NativeGateway:
gateway_name = runtime_config.get('CTP_NATIVE', 'gateway', fallback='placeholder').lower().strip()
if gateway_name == 'pybind':
return PybindGateway()
if gateway_name == 'placeholder':
return PlaceholderGateway()
logger.warning('未知 native gateway=%s，自动回退 placeholder', gateway_name)
return PlaceholderGateway()
================================================
FILE: ctp_native/state_store.py
================================================
# coding=utf-8
import os
import threading
import time
from typing import Any
from appdirs import AppDirs
import orjson
class NativeStateStore:
def __init__(self):
self._lock = threading.RLock()
self._kv: dict[str, Any] = {}
self._expire_at: dict[str, float] = {}
dirs = AppDirs('trader')
self._cache_dir = dirs.user_cache_dir
self._snapshot_file = os.path.join(self._cache_dir, 'native_state.json')
self._load_snapshot()
def _load_snapshot(self):
if not os.path.exists(self._snapshot_file):
return
try:
with open(self._snapshot_file, 'rt', encoding='utf-8') as f:
data = orjson.loads(f.read())
if isinstance(data, dict):
self._kv.update(data.get('kv', {}))
expire_at = data.get('expire_at', {})
if isinstance(expire_at, dict):
self._expire_at.update({str(k): float(v) for k, v in expire_at.items()})
except Exception:
# 快照损坏不应阻塞主流程
pass
def dump_snapshot(self):
try:
if not os.path.exists(self._cache_dir):
os.makedirs(self._cache_dir)
payload = {
'kv': self._kv,
'expire_at': self._expire_at,
}
with open(self._snapshot_file, 'wb') as f:
f.write(orjson.dumps(payload))
except Exception:
# 快照失败不影响交易流程
pass
def _is_expired(self, key: str) -> bool:
expire_at = self._expire_at.get(key)
if expire_at is None:
return False
if expire_at <= time.time():
self._kv.pop(key, None)
self._expire_at.pop(key, None)
return True
return False
def get(self, key: str, default: Any = None):
with self._lock:
if self._is_expired(key):
return default
return self._kv.get(key, default)
def set(self, key: str, value: Any, ex: int | None = None):
with self._lock:
self._kv[key] = value
if ex is not None:
self._expire_at[key] = time.time() + ex
else:
self._expire_at.pop(key, None)
def delete(self, key: str):
with self._lock:
self._kv.pop(key, None)
self._expire_at.pop(key, None)
state_store = NativeStateStore()
================================================
FILE: dashboard/__init__.py
================================================
# coding=utf-8
#
# Copyright 2016 timercrack
#
# Licensed under the Apache License, Version 2.0 (the "License"); you may
# not use this file except in compliance with the License. You may obtain
# a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
# WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
# License for the specific language governing permissions and limitations
# under the License.
================================================
FILE: dashboard/settings.py
================================================
"""
Django settings for mysite project.
Generated by 'django-admin startproject' using Django 3.2.9.
For more information on this file, see
https://docs.djangoproject.com/en/3.2/topics/settings/
For the full list of settings and their values, see
https://docs.djangoproject.com/en/3.2/ref/settings/
"""
import os
import sys
import atexit
import logging
from appdirs import AppDirs
from pathlib import Path
import platform
import yaml
LOCAL_PORT = 3306
logger = logging.getLogger('dashboard.settings')
ssh_tunnel = None
BASE_DIR = Path(__file__).resolve().parent.parent
def _load_root_config_yaml():
config_path = BASE_DIR / 'config.yaml'
if not config_path.exists():
return {}
with open(config_path, 'rt', encoding='utf-8') as f:
data = yaml.safe_load(f) or {}
return data if isinstance(data, dict) else {}
ROOT_CONFIG = _load_root_config_yaml()
def _start_ssh_tunnel_if_needed():
global ssh_tunnel, LOCAL_PORT
tunnel_cfg = ROOT_CONFIG.get('ssh_tunnel', {}) if isinstance(ROOT_CONFIG.get('ssh_tunnel', {}), dict) else {}
local_node = str(tunnel_cfg.get('local_node', '')).strip()
if local_node and platform.node() == local_node:
return
try:
enabled = bool(tunnel_cfg.get('enabled', True))
if not enabled:
logger.info('SSH tunnel disabled by config.yaml ssh_tunnel.enabled=false')
return
from sshtunnel import SSHTunnelForwarder
ssh_host = str(tunnel_cfg.get('host', '')).strip()
ssh_port = int(tunnel_cfg.get('port', 22) or 22)
ssh_username = 'root'
if sys.platform == 'win32':
ssh_key = str(tunnel_cfg.get('private_key_win', '')).strip()
else:
ssh_key = str(tunnel_cfg.get('private_key_linux', '')).strip()
if not ssh_host or not ssh_key:
logger.warning('SSH tunnel config missing required fields(host/private_key_[linux|win]), fallback to local mysql 3306')
LOCAL_PORT = 3306
return
ssh_tunnel = SSHTunnelForwarder(
(ssh_host, ssh_port),
ssh_private_key=ssh_key,
ssh_username=ssh_username,
remote_bind_address=('127.0.0.1', 3306),
)
ssh_tunnel.start()
LOCAL_PORT = ssh_tunnel.local_bind_port
def _cleanup_tunnel():
try:
if ssh_tunnel:
ssh_tunnel.stop()
except Exception:
pass
atexit.register(_cleanup_tunnel)
except Exception as e:
logger.warning('SSH tunnel start failed, fallback to local mysql 3306: %s', repr(e))
LOCAL_PORT = 3306
_start_ssh_tunnel_if_needed()
# Quick-start development settings - unsuitable for production
# See https://docs.djangoproject.com/en/3.2/howto/deployment/checklist/
# SECURITY WARNING: keep the secret key used in production secret!
SECRET_KEY = 'django-insecure-m@zyyr4j=$8t4n^cj7!y4$yep&6-&kor6+zn8bk)ygfq*l2kk('
# SECURITY WARNING: don't run with debug turned on in production!
DEBUG = True
ALLOWED_HOSTS = []
# Application definition
INSTALLED_APPS = [
'django.contrib.admin',
'django.contrib.auth',
'django.contrib.contenttypes',
'django.contrib.sessions',
'django.contrib.messages',
'django.contrib.staticfiles',
'panel.apps.PanelConfig'
]
MIDDLEWARE = [
'django.middleware.security.SecurityMiddleware',
'django.contrib.sessions.middleware.SessionMiddleware',
'django.middleware.common.CommonMiddleware',
'django.middleware.csrf.CsrfViewMiddleware',
'django.contrib.auth.middleware.AuthenticationMiddleware',
'django.contrib.messages.middleware.MessageMiddleware',
'django.middleware.clickjacking.XFrameOptionsMiddleware',
]
ROOT_URLCONF = 'dashboard.urls'
TEMPLATES = [
{
'BACKEND': 'django.template.backends.django.DjangoTemplates',
'DIRS': [os.path.join(BASE_DIR, 'templates')],
'APP_DIRS': True,
'OPTIONS': {
'context_processors': [
'django.template.context_processors.debug',
'django.template.context_processors.request',
'django.contrib.auth.context_processors.auth',
'django.contrib.messages.context_processors.messages',
],
},
},
]
WSGI_APPLICATION = 'dashboard.wsgi.application'
# Database
# https://docs.djangoproject.com/en/3.2/ref/settings/#databases
DATABASES = {
'default': {
'ENGINE': 'django.db.backends.mysql',
'NAME': 'quantdb',
'HOST': '127.0.0.1',
'USER': 'quant',
'PASSWORD': '123456',
'PORT': LOCAL_PORT
},
}
app_dir = AppDirs('dashboard')
LOGGING = {
'version': 1,
'formatters': {'my_formatter': {'format': '%(asctime)s %(name)s [%(levelname)s] %(message)s'}},
'handlers': {
'file': {
'level': 'DEBUG',
'class': 'logging.handlers.RotatingFileHandler',
'filename': os.path.join(app_dir.user_log_dir, 'dashboard.log'),
'maxBytes': 1024 * 1024 * 5, # 5 MB
'backupCount': 5,
'formatter': 'my_formatter',
},
'console': {'level': 'DEBUG', 'class': 'logging.StreamHandler', 'formatter': 'my_formatter'},
},
'loggers': {
'panel': {'handlers': ['file', 'console'], 'level': 'DEBUG'},
'dashboard.settings': {'handlers': ['file', 'console'], 'level': 'DEBUG'},
}
}
# Password validation
# https://docs.djangoproject.com/en/3.2/ref/settings/#auth-password-validators
AUTH_PASSWORD_VALIDATORS = [
{
'NAME': 'django.contrib.auth.password_validation.UserAttributeSimilarityValidator',
},
{
'NAME': 'django.contrib.auth.password_validation.MinimumLengthValidator',
},
{
'NAME': 'django.contrib.auth.password_validation.CommonPasswordValidator',
},
{
'NAME': 'django.contrib.auth.password_validation.NumericPasswordValidator',
},
]
CACHES = {
"default": {
"BACKEND": "django.core.cache.backends.locmem.LocMemCache",
"LOCATION": "trader-dashboard-local-cache",
"TIMEOUT": 3600 * 24, # one day
}
}
# Internationalization
# https://docs.djangoproject.com/en/3.2/topics/i18n/
LANGUAGE_CODE = 'zh-hans'
TIME_ZONE = 'Asia/Shanghai'
USE_I18N = True
USE_L10N = True
USE_TZ = True
# Static files (CSS, JavaScript, Images)
# https://docs.djangoproject.com/en/3.2/howto/static-files/
STATIC_URL = '/static/'
STATICFILES_DIRS = [
os.path.join(BASE_DIR, "static"),
]
LOGIN_URL = '/admin/'
LOGIN_REDIRECT_URL = '/'
# Default primary key field type
# https://docs.djangoproject.com/en/3.2/ref/settings/#default-auto-field
DEFAULT_AUTO_FIELD = 'django.db.models.BigAutoField'
if sys.platform == 'linux':
DEBUG = True
ALLOWED_HOSTS = ['*']
================================================
FILE: dashboard/static/css/global.css
================================================
body {
font-family: -apple-system, "Helvetica Neue", "Arial", "PingFang SC", "Hiragino Sans GB", "STHeiti", "Microsoft YaHei", "Microsoft JhengHei", "Source Han Sans SC", "Noto Sans CJK SC", "Source Han Sans CN", "Noto Sans SC", "Source Han Sans TC", "Noto Sans CJK TC", "WenQuanYi Micro Hei", SimSun, sans-serif;
}
.panel-heading-sm{
height: 28px;
padding: 4px 10px;
}
.panel-body-sm{
padding: 5px 10px;
}
table.table-heading-sm thead tr th, table.table-heading-sm tbody tr td{
font-size: 12px;
height: 28px;
padding: 4px 10px;
}
.table-body-sm{
padding: 5px 10px;
}
.capitalize {
text-transform: capitalize;
}
.navbar-default {
background-color: #2da8e4;
border-color: #108ec9;
}
.navbar-default .navbar-brand {
color: #ffffff;
}
.navbar-default .navbar-brand:hover,
.navbar-default .navbar-brand:focus {
color: #ffffff;
}
.navbar-default .navbar-text {
color: #ffffff;
}
.navbar-default .navbar-nav > li > a {
color: #ffffff;
}
.navbar-default .navbar-nav > li > a:hover,
.navbar-default .navbar-nav > li > a:focus {
color: #ffffff;
}
.navbar-default .navbar-nav > li > .dropdown-menu {
background-color: #2da8e4;
}
.navbar-default .navbar-nav > li > .dropdown-menu > li > a {
color: #ffffff;
}
.navbar-default .navbar-nav > li > .dropdown-menu > li > a:hover,
.navbar-default .navbar-nav > li > .dropdown-menu > li > a:focus {
color: #ffffff;
background-color: #108ec9;
}
.navbar-default .navbar-nav > li > .dropdown-menu > li > .divider {
background-color: #108ec9;
}
.navbar-default .navbar-nav .open .dropdown-menu > .active > a,
.navbar-default .navbar-nav .open .dropdown-menu > .active > a:hover,
.navbar-default .navbar-nav .open .dropdown-menu > .active > a:focus {
color: #ffffff;
background-color: #108ec9;
}
.navbar-default .navbar-nav > .active > a,
.navbar-default .navbar-nav > .active > a:hover,
.navbar-default .navbar-nav > .active > a:focus {
color: #ffffff;
background-color: #108ec9;
}
.navbar-default .navbar-nav > .open > a,
.navbar-default .navbar-nav > .open > a:hover,
.navbar-default .navbar-nav > .open > a:focus {
color: #ffffff;
background-color: #108ec9;
}
.navbar-default .navbar-toggle {
border-color: #108ec9;
}
.navbar-default .navbar-toggle:hover,
.navbar-default .navbar-toggle:focus {
background-color: #108ec9;
}
.navbar-default .navbar-toggle .icon-bar {
background-color: #ffffff;
}
.navbar-default .navbar-collapse,
.navbar-default .navbar-form {
border-color: #ffffff;
}
.navbar-default .navbar-link {
color: #ffffff;
}
.navbar-default .navbar-link:hover {
color: #ffffff;
}
@media (max-width: 767px) {
.navbar-default .navbar-nav .open .dropdown-menu > li > a {
color: #ffffff;
}
.navbar-default .navbar-nav .open .dropdown-menu > li > a:hover,
.navbar-default .navbar-nav .open .dropdown-menu > li > a:focus {
color: #ffffff;
}
.navbar-default .navbar-nav .open .dropdown-menu > .active > a,
.navbar-default .navbar-nav .open .dropdown-menu > .active > a:hover,
.navbar-default .navbar-nav .open .dropdown-menu > .active > a:focus {
color: #ffffff;
background-color: #108ec9;
}
}
================================================
FILE: dashboard/static/js/bar.js
================================================
// 基于准备好的dom，初始化echarts实例
var myChart = echarts.init(document.getElementById("main"));
option = {
backgroundColor: "#000000",
color: [
"#ff0",
"#0f0",
"#61a0a8",
"#d48265",
"#91c7ae",
"#749f83",
"#ca8622",
"#bda29a",
"#6e7074",
"#546570",
"#c4ccd3",
],
title: {
text: "交易信号",
left: 0,
textStyle: {
color: "#ffdf00",
},
},
animation: false,
grid: {
left: "4%",
right: "3%",
},
tooltip: {
trigger: "axis",
axisPointer: {
type: "line",
},
},
legend: {
data: [
"日K",
{
name: "UP_LINE",
},
{
name: "DOWN_LINE",
},
],
selectedMode: false,
textStyle: {
color: "#fff",
},
},
xAxis: {
type: "category",
data: [],
axisLine: {
lineStyle: {
color: "#9c0000",
},
},
boundaryGap: false,
},
yAxis: {
type: "value",
splitNumber: 3,
splitLine: {
lineStyle: {
color: "#9c0000",
},
},
axisLine: {
lineStyle: {
color: "#9c0000",
},
},
scale: true,
min: "dataMin",
max: "dataMax",
},
dataZoom: [
{
show: true,
type: "slider",
backgroundColor: "#000",
fillerColor: "#212421",
borderColor: "#525152",
handleIcon:
"M10.7,11.9v-1.3H9.3v1.3c-4.9,0.3-8.8,4.4-8.8,9.4c0,5,3.9,9.1,8.8,9.4v1.3h1.3v-1.3c4.9-0.3,8.8-4.4,8.8-9.4C19.5,16.3,15.6,12.2,10.7,11.9z M13.3,24.4H6.7V23h6.6V24.4z M13.3,19.6H6.7v-1.4h6.6V19.6z",
handleSize: "70%",
textStyle: {
color: "#94aede",
},
throttle: 0,
start: 80,
end: 100,
},
],
series: [
{
name: "日K",
type: "candlestick",
data: [],
itemStyle: {
normal: {
color: "#000000",
color0: "#6be7ff",
borderColor: "#ff4142",
borderColor0: "#6be7ff",
},
},
markLine: {
symbol: ["none", "none"],
label: {
normal: { show: false },
emphasis: { show: false },
},
lineStyle: {
normal: {
width: 3,
type: "solid",
color: "#fff",
},
},
animation: false,
data: [],
},
},
{
name: "UP_LINE",
type: "line",
lineStyle: { normal: { width: 1, color: "#ff0" } },
showSymbol: false,
data: [],
},
{
name: "DOWN_LINE",
type: "line",
lineStyle: { normal: { width: 1, color: "#0f0" } },
showSymbol: false,
data: [],
},
],
};
// 使用刚指定的配置项和数据显示图表。
myChart.setOption(option);
$.get(
"/bar_data?strategy=" +
getUrlParameter("strategy") +
"&inst_id=" +
getUrlParameter("inst_id"),
function (rst) {
myChart.setOption({
title: {
text: rst.title,
},
xAxis: {
data: rst.x,
},
series: [
{
name: "日K",
data: rst.k,
markLine: {
data: rst.trade,
},
},
{
name: "UP_LINE",
data: rst.up,
},
{
name: "DOWN_LINE",
data: rst.down,
},
],
});
},
);
$(window).on("resize", function () {
myChart.resize();
});
================================================
FILE: dashboard/static/js/corr.js
================================================
// 基于准备好的dom，初始化echarts实例
var myChart = echarts.init(document.getElementById("main"));
option = {
tooltip: {
position: "top",
},
grid: {
top: "8%",
left: "11%",
right: "1%",
bottom: "1%",
},
xAxis: {
type: "category",
position: "top",
axisLabel: {
interval: 0,
rotate: -45,
},
data: [],
},
yAxis: {
type: "category",
axisLabel: { interval: 0 },
inverse: true,
data: [],
},
visualMap: {
type: "piecewise",
min: -1,
max: 1,
calculable: true,
precision: 0.01,
splitNumber: 8,
orient: "vertical",
left: "right",
bottom: "19%",
inRange: {
color: [
"#313695",
"#4575b4",
"#74add1",
"#abd9e9",
"#e0f3f8",
"#ffffbf",
"#fee090",
"#fdae61",
"#f46d43",
"#d73027",
"#a50026",
],
},
},
series: [
{
name: "相关性系数",
type: "heatmap",
data: [],
},
{
name: "投资组合评分",
title: { offsetCenter: [0, "20%"] },
type: "gauge",
axisLine: {
lineStyle: {
color: [
[0.2, "#be201f"],
[0.4, "#f99a27"],
[0.6, "#fade00"],
[0.8, "#8bc536"],
[1, "#009f47"],
],
},
},
splitLine: { show: false },
min: 0,
max: 100,
center: ["75%", "31%"],
radius: "45%",
data: [],
},
],
};
// 使用刚指定的配置项和数据显示图表。
myChart.showLoading();
myChart.setOption(option);
function load_chart() {
myChart.showLoading();
var $checked = $("input[type=checkbox]:checked");
if ($checked.length == 0) {
return;
}
var ids = [];
$checked.each(function () {
ids.push($(this).val());
});
$.get(
"/corr_data?strategy=" +
getUrlParameter("strategy") +
"&year=" +
getUrlParameter("year") +
"&insts=" +
JSON.stringify(ids),
function (rst) {
myChart.hideLoading();
myChart.setOption({
xAxis: {
data: rst.index,
},
yAxis: {
data: rst.index,
},
series: [
{
name: "相关性系数",
data: rst.data,
},
{
name: "投资组合评分",
data: [{ value: rst.score, name: "投资组合评分" }],
},
],
});
},
);
}
$(window).on("resize", function () {
myChart.resize();
});
$(function () {
$(".button-checkbox").each(function () {
// Settings
var $widget = $(this),
$button = $widget.find("button"),
$checkbox = $widget.find("input:checkbox"),
color = $button.data("color"),
settings = {
on: {
icon: "glyphicon glyphicon-check",
},
off: {
icon: "glyphicon glyphicon-unchecked",
},
};
// Event Handlers
$button.on("click", function () {
$checkbox.prop("checked", !$checkbox.is(":checked"));
var checks = $(
"#div" + $(this).data("sec") + " > span > input:checked",
).length;
$("#" + $(this).data("sec") + " > b").text(checks);
load_chart();
$checkbox.triggerHandler("change");
updateDisplay();
});
$checkbox.on("change", function () {
updateDisplay();
});
// Actions
function updateDisplay() {
var isChecked = $checkbox.is(":checked");
// Set the button's state
$button.data("state", isChecked ? "on" : "off");
// Set the button's icon
$button
.find(".state-icon")
.removeClass()
.addClass("state-icon " + settings[$button.data("state")].icon);
// Update the button's color
if (isChecked) {
$button.removeClass("btn-default").addClass("btn-" + color + " active");
} else {
$button.removeClass("btn-" + color + " active").addClass("btn-default");
}
}
// Initialization
function init() {
updateDisplay();
// Inject the icon if applicable
if ($button.find(".state-icon").length == 0) {
$button.prepend(
'',
);
}
}
init();
});
load_chart();
});
================================================
FILE: dashboard/static/js/global.js
================================================
var getUrlParameter = function getUrlParameter(sParam) {
var sPageURL = decodeURIComponent(window.location.search.substring(1)),
sURLVariables = sPageURL.split('&'),
sParameterName,
i;
for (i = 0; i < sURLVariables.length; i++) {
sParameterName = sURLVariables[i].split('=');
if (sParameterName[0] === sParam) {
return sParameterName[1] === undefined ? true : sParameterName[1];
}
}
};
================================================
FILE: dashboard/static/js/nav.js
================================================
// 基于准备好的dom，初始化echarts实例
var myChart = echarts.init(document.getElementById("main"));
// 指定图表的配置项和数据
var option = {
title: {
text: "操盘大哥v2.0",
},
tooltip: {
trigger: "axis",
},
toolbox: {
feature: {
saveAsImage: {},
},
},
legend: {
data: ["单位净值"],
},
xAxis: {
type: "time",
splitLine: {
show: false,
},
},
yAxis: {
type: "value",
splitLine: {
show: false,
},
scale: true,
boundaryGap: ["10%", "10%"],
},
// dataZoom: [
// { // 这个dataZoom组件，默认控制x轴。
// type: 'slider', // 这个 dataZoom 组件是 slider 型 dataZoom 组件
// start: 50, // 左边在 10% 的位置。
// end: 100 // 右边在 60% 的位置。
// }
// ],
series: [
{
name: "单位净值",
type: "line",
data: [],
},
],
};
// 使用刚指定的配置项和数据显示图表。
myChart.setOption(option);
$.get("/nav_data?strategy=" + getUrlParameter("strategy"), function (rst) {
myChart.setOption({
series: [
{
name: "单位净值",
data: rst,
},
],
});
});
$(window).on("resize", function () {
myChart.resize();
});
================================================
FILE: dashboard/static/js/status.js
================================================
// 基于准备好的dom，初始化echarts实例
var secChart = echarts.init(document.getElementById("section"));
var posChart = echarts.init(document.getElementById("position"));
secChart.setOption({
title: {
text: "持仓合约分类",
},
tooltip: {
trigger: "axis",
},
legend: {
x: "center",
data: ["持仓"],
},
radar: [
{
indicator: [],
},
],
series: [
{
type: "radar",
tooltip: {
trigger: "item",
},
itemStyle: { normal: { areaStyle: { type: "default" } } },
data: [
{
value: [],
name: "持仓",
},
],
},
],
color: ["#2e78b9"],
});
posChart.setOption({
title: {
text: "持仓方向对比",
x: "center",
},
color: [
"#ab4340",
"#3a773a",
"#61a0a8",
"#d48265",
"#91c7ae",
"#749f83",
"#ca8622",
"#bda29a",
"#6e7074",
"#546570",
"#c4ccd3",
],
tooltip: {
trigger: "item",
formatter: "{a} {b} : {c} ({d}%)",
},
legend: {
orient: "vertical",
left: "left",
data: ["多头持仓", "空头持仓"],
},
series: [
{
name: "持仓",
type: "pie",
data: [],
label: {
normal: {
show: true,
position: "inside",
formatter: "{c}",
},
},
itemStyle: {
emphasis: {
shadowBlur: 10,
shadowOffsetX: 0,
shadowColor: "rgba(0, 0, 0, 0.5)",
},
},
},
],
});
$.get("/status_data?strategy=" + getUrlParameter("strategy"), function (rst) {
var maxVal = Math.max.apply(null, rst.section) || 10;
secChart.setOption({
radar: [
{
indicator: rst.section_labels.map(function (label) {
return { text: label, max: maxVal };
}),
},
],
series: [
{
data: [
{
value: rst.section,
name: "持仓",
},
],
},
],
});
posChart.setOption({
series: [
{
name: "持仓",
data: [
{ value: rst.long, name: "多头持仓" },
{ value: rst.short, name: "空头持仓" },
],
},
],
});
});
$(window).on("resize", function () {
secChart.resize();
});
================================================
FILE: dashboard/templates/global/base_site.html
================================================
{% load static %}
和弦基金
{% block extracss %}{% endblock %}
{% include 'global/top_navbar.html' %}