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# RQData数据适配器
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import os
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import time
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import pandas as pd
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from typing import Dict, Optional, List
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from qihuo_analyzer.data.api_adapters.base_adapter import BaseDataAdapter
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# 尝试导入rqdatac
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try:
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import rqdatac as rqd
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RQDATA_AVAILABLE = True
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except Exception as e:
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print(f"RQData导入失败：{e}，将使用模拟数据")
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RQDATA_AVAILABLE = False
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class RqDataAdapter(BaseDataAdapter):
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"""RQData数据适配器
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使用RQData获取期货数据。
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"""
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def __init__(self):
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self.api_connected = False
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def connect(self) -> bool:
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"""连接API
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Returns:
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bool: 连接是否成功
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"""
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try:
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if RQDATA_AVAILABLE:
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# 使用RQData连接
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username = os.getenv('RQDATA_USERNAME', '')
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password = os.getenv('RQDATA_PASSWORD', '')
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if username and password:
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rqd.init(username, password)
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print("RQData API连接成功")
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self.api_connected = True
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return True
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else:
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print("RQData账号密码未配置，将使用模拟数据")
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self.api_connected = False
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return False
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else:
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# 模拟API，用于测试
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print("RQData不可用，使用模拟API")
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self.api_connected = False
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return False
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except Exception as e:
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print(f"RQData API连接失败：{e}")
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# 模拟API，用于测试
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self.api_connected = False
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return False
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def disconnect(self):
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"""断开连接"""
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if self.api_connected:
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try:
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# RQData不需要显式断开连接
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print("RQData API连接已断开")
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self.api_connected = False
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except:
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pass
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def _convert_duration(self, duration: str) -> str:
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"""将时间周期字符串转换为RQData格式
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Args:
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duration: 时间周期，如 '1m', '5m', '15m', '1h', '1d'
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Returns:
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RQData格式的时间周期
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"""
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duration_map = {
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'1m': '1m',
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'5m': '5m',
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'15m': '15m',
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'30m': '30m',
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'1h': '60m',
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'2h': '120m',
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'4h': '240m',
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'6h': '360m',
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'12h': '720m',
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'1d': '1d',
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'1w': '1w'
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}
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return duration_map.get(duration, '60m') # 默认60分钟
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def _convert_symbol(self, symbol: str) -> str:
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"""将合约代码转换为RQData格式
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Args:
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symbol: 合约代码，如 'CU2603'
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Returns:
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RQData格式的合约代码，如 'SHFE.CU2603'
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"""
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# 交易所映射
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exchange_map = {
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'CU': 'SHFE', # 铜 - 上海期货交易所
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'AL': 'SHFE', # 铝 - 上海期货交易所
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'ZN': 'SHFE', # 锌 - 上海期货交易所
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'PB': 'SHFE', # 铅 - 上海期货交易所
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'NI': 'SHFE', # 镍 - 上海期货交易所
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'SN': 'SHFE', # 锡 - 上海期货交易所
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'AU': 'SHFE', # 黄金 - 上海期货交易所
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'AG': 'SHFE', # 白银 - 上海期货交易所
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'RB': 'SHFE', # 螺纹钢 - 上海期货交易所
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'HC': 'SHFE', # 热轧卷板 - 上海期货交易所
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'BU': 'SHFE', # 沥青 - 上海期货交易所
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'RU': 'SHFE', # 橡胶 - 上海期货交易所
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'FU': 'SHFE', # 燃油 - 上海期货交易所
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'SC': 'INE', # 原油 - 上海国际能源交易中心
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'I': 'DCE', # 铁矿石 - 大连商品交易所
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'J': 'DCE', # 焦炭 - 大连商品交易所
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'JM': 'DCE', # 焦煤 - 大连商品交易所
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'A': 'DCE', # 大豆 - 大连商品交易所
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'B': 'DCE', # 豆粕 - 大连商品交易所
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'M': 'DCE', # 豆粕 - 大连商品交易所
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'Y': 'DCE', # 豆油 - 大连商品交易所
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'P': 'DCE', # 棕榈油 - 大连商品交易所
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'C': 'DCE', # 玉米 - 大连商品交易所
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'CS': 'DCE', # 玉米淀粉 - 大连商品交易所
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'L': 'DCE', # 聚乙烯 - 大连商品交易所
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'V': 'DCE', # 聚氯乙烯 - 大连商品交易所
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'PP': 'DCE', # 聚丙烯 - 大连商品交易所
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'TA': 'CZCE', # PTA - 郑州商品交易所
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'CF': 'CZCE', # 棉花 - 郑州商品交易所
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'SR': 'CZCE', # 白糖 - 郑州商品交易所
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'MA': 'CZCE', # 甲醇 - 郑州商品交易所
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'ZC': 'CZCE', # 动力煤 - 郑州商品交易所
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'FG': 'CZCE', # 玻璃 - 郑州商品交易所
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'RM': 'CZCE', # 菜籽粕 - 郑州商品交易所
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'OI': 'CZCE', # 菜籽油 - 郑州商品交易所
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'RS': 'CZCE', # 菜籽 - 郑州商品交易所
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'WH': 'CZCE', # 强麦 - 郑州商品交易所
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'JR': 'CZCE', # 粳稻 - 郑州商品交易所
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'LR': 'CZCE', # 晚籼稻 - 郑州商品交易所
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}
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# 提取品种代码和合约月份
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if len(symbol) >= 4:
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product_code = symbol[:2].upper()
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contract_month = symbol[2:].upper()
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# 获取交易所代码
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exchange = exchange_map.get(product_code, 'SHFE')
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# 构建RQData格式的合约代码
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rq_symbol = f"{exchange}.{product_code}{contract_month}"
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return rq_symbol
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else:
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return symbol
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def get_kline_data(self, symbol: str, duration: str, count: int = 200) -> Optional[pd.DataFrame]:
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"""获取K线数据
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Args:
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symbol: 合约代码
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duration: 时间周期，如 '1m', '5m', '15m', '1h', '1d'
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count: 数据数量
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Returns:
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K线数据DataFrame，如果无法获取真实数据则返回None
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"""
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try:
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if RQDATA_AVAILABLE and self.api_connected:
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# 转换合约代码为RQData格式
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rq_symbol = self._convert_symbol(symbol)
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print(f"使用RQData格式合约代码: {rq_symbol}")
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# 转换时间周期为RQData格式
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rq_duration = self._convert_duration(duration)
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# 计算开始时间
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from datetime import datetime, timedelta
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end_date = datetime.now()
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# 根据时间周期计算开始日期
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if rq_duration == '1d':
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start_date = end_date - timedelta(days=count)
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elif rq_duration == '1w':
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start_date = end_date - timedelta(weeks=count)
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else:
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# 对于分钟级别，计算大致的天数
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minutes_per_period = int(rq_duration[:-1])
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total_minutes = minutes_per_period * count
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start_date = end_date - timedelta(minutes=total_minutes)
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# 使用RQData获取K线数据
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df = rqd.get_price(
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rq_symbol,
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start_date=start_date,
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end_date=end_date,
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frequency=rq_duration,
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fields=['open', 'high', 'low', 'close', 'volume', 'open_interest'],
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adjust_type='none'
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)
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if not df.empty:
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print(f"成功获取K线数据，数据长度: {len(df)}")
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return df
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else:
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print("获取K线数据失败：无数据返回")
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return None
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else:
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# 不再自动返回模拟数据，返回None
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print(f"无法获取真实数据：{'API未连接' if not self.api_connected else 'RQData不可用'}")
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return None
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except Exception as e:
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print(f"获取K线数据失败：{e}")
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# 不再自动返回模拟数据，返回None
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return None
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def get_tick_data(self, symbol: str, count: int = 1000) -> Optional[pd.DataFrame]:
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"""获取Tick数据"""
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try:
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if RQDATA_AVAILABLE and self.api_connected:
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# 转换合约代码为RQData格式
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rq_symbol = self._convert_symbol(symbol)
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print(f"使用RQData格式合约代码: {rq_symbol}")
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# 计算开始时间
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from datetime import datetime, timedelta
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end_date = datetime.now()
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start_date = end_date - timedelta(days=1) # RQData Tick数据通常只能获取最近1天
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# 使用RQData获取Tick数据
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df = rqd.get_price(
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rq_symbol,
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start_date=start_date,
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end_date=end_date,
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frequency='tick',
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fields=['last', 'volume', 'open_interest', 'bid_price1', 'bid_volume1', 'ask_price1', 'ask_volume1'],
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adjust_type='none'
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)
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if not df.empty:
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# 重命名列以保持与原来的接口一致
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df = df.rename(columns={
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'last': 'last_price',
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'bid_price1': 'bid_price1',
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'bid_volume1': 'bid_volume1',
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'ask_price1': 'ask_price1',
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'ask_volume1': 'ask_volume1'
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})
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print(f"成功获取Tick数据，数据长度: {len(df)}")
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return df.tail(count) # 只返回最近的count条数据
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else:
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print("获取Tick数据失败：无数据返回")
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return None
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else:
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# 返回模拟数据
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print(f"无法获取真实数据：{'API未连接' if not self.api_connected else 'RQData不可用'}")
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return None
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except Exception as e:
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print(f"获取Tick数据失败：{e}")
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return None
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def get_contract_info(self, symbol: str) -> Optional[Dict]:
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"""获取合约信息"""
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try:
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if RQDATA_AVAILABLE and self.api_connected:
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# 转换合约代码为RQData格式
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rq_symbol = self._convert_symbol(symbol)
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print(f"使用RQData格式合约代码: {rq_symbol}")
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# 使用RQData获取合约信息
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instrument = rqd.instruments(rq_symbol)
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if instrument:
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return {
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'symbol': symbol,
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'name': instrument[0].name,
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'exchange': instrument[0].exchange,
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'product': instrument[0].underlying_symbol,
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'price_tick': instrument[0].price_tick,
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'volume_multiple': instrument[0].contract_multiplier,
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'margin_rate': instrument[0].margin_rate,
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'expire_datetime': instrument[0].maturity_date,
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'create_datetime': instrument[0].listed_date
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}
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else:
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print("获取合约信息失败：合约不存在")
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return None
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else:
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# 返回模拟数据
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print(f"无法获取真实数据：{'API未连接' if not self.api_connected else 'RQData不可用'}")
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return None
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except Exception as e:
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print(f"获取合约信息失败：{e}")
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return None
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def get_market_data(self, symbols: List[str]) -> Dict[str, Dict]:
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"""批量获取市场数据"""
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market_data = {}
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for symbol in symbols:
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try:
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if RQDATA_AVAILABLE and self.api_connected:
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# 转换合约代码为RQData格式
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rq_symbol = self._convert_symbol(symbol)
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print(f"使用RQData格式合约代码: {rq_symbol}")
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# 使用RQData获取最新行情数据
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quote = rqd.get_quote(rq_symbol)
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if not quote.empty:
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market_data[symbol] = {
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'latest_price': quote['last'].iloc[0],
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'open': quote['open'].iloc[0],
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'high': quote['high'].iloc[0],
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'low': quote['low'].iloc[0],
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'pre_close': quote['prev_close'].iloc[0],
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'volume': quote['volume'].iloc[0],
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'open_interest': quote['open_interest'].iloc[0],
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'bid_price1': quote['bid1'].iloc[0],
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'ask_price1': quote['ask1'].iloc[0]
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}
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else:
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print(f"获取{symbol}市场数据失败：无数据返回")
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|
|
market_data[symbol] = {
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'latest_price': 0,
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'open': 0,
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'high': 0,
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'low': 0,
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'pre_close': 0,
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'volume': 0,
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'open_interest': 0,
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'bid_price1': 0,
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'ask_price1': 0
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}
|
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else:
|
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|
# 模拟数据
|
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|
|
market_data[symbol] = {
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|
|
'latest_price': 0,
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|
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'open': 0,
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'high': 0,
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'low': 0,
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'pre_close': 0,
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'volume': 0,
|
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|
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'open_interest': 0,
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|
|
'bid_price1': 0,
|
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|
|
'ask_price1': 0
|
|
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|
|
}
|
|
|
|
|
|
except Exception as e:
|
|
|
|
|
|
print(f"获取{symbol}市场数据失败：{e}")
|
|
|
|
|
|
market_data[symbol] = {
|
|
|
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|
|
'latest_price': 0,
|
|
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|
|
'open': 0,
|
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|
|
'high': 0,
|
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|
|
'low': 0,
|
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|
|
'pre_close': 0,
|
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|
|
'volume': 0,
|
|
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|
|
'open_interest': 0,
|
|
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|
|
'bid_price1': 0,
|
|
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|
|
'ask_price1': 0
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
return market_data
|
|
|
|
|
|
|
|
|
|
|
|
def get_all_symbols(self) -> List[str]:
|
|
|
|
|
|
"""获取所有品种列表
|
|
|
|
|
|
|
|
|
|
|
|
Returns:
|
|
|
|
|
|
List[str]: 所有品种的合约代码列表
|
|
|
|
|
|
"""
|
|
|
|
|
|
try:
|
|
|
|
|
|
# 直接使用本地枚举数据，不使用RQData获取
|
|
|
|
|
|
print("使用本地枚举品种列表")
|
|
|
|
|
|
# 从get_all_symbols_by_exchange获取所有品种
|
|
|
|
|
|
from qihuo_analyzer.data.data_fetcher import DataFetcher
|
|
|
|
|
|
data_fetcher = DataFetcher()
|
|
|
|
|
|
symbols_by_exchange = data_fetcher.get_all_symbols_by_exchange()
|
|
|
|
|
|
symbols = []
|
|
|
|
|
|
for exchange, products in symbols_by_exchange.items():
|
|
|
|
|
|
for product, product_data in products.items():
|
|
|
|
|
|
# 使用每个品种的第一个合约作为代表
|
|
|
|
|
|
if product_data['contracts']:
|
|
|
|
|
|
symbols.append(product_data['contracts'][0])
|
|
|
|
|
|
return symbols
|
|
|
|
|
|
except Exception as e:
|
|
|
|
|
|
print(f"获取所有品种列表失败：{e}")
|
|
|
|
|
|
# 返回模拟数据
|
|
|
|
|
|
return [
|
|
|
|
|
|
"CU2603", "AL2603", "ZN2603", "PB2603", "NI2603", "SN2603",
|
|
|
|
|
|
"AU2603", "AG2603", "RB2603", "HC2603", "BU2603", "RU2603",
|
|
|
|
|
|
"SC2603", "I2603", "J2603", "JM2603", "A2603", "M2603",
|
|
|
|
|
|
"Y2603", "P2603", "C2603", "CS2603", "L2603", "V2603",
|
|
|
|
|
|
"PP2603", "TA2603", "CF2603", "SR2603", "MA2603", "FG2603"
|
|
|
|
|
|
]
|
