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# TQSDK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tqsdk
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try:
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from tqsdk import TqApi, TqAuth
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TQSDK_AVAILABLE = True
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except Exception as e:
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print(f"tqsdk导入失败：{e}，将使用模拟数据")
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TQSDK_AVAILABLE = False
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class TqSdkAdapter(BaseDataAdapter):
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"""TQSDK数据适配器
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使用天勤TQSDK获取期货数据。
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"""
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def __init__(self):
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self.api = None
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# 交易所映射
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self.exchange_map = {
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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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'CU': 'SHFE', # 铜 - 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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}
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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 TQSDK_AVAILABLE:
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# 使用天勤TQSDK连接
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username = os.getenv('TQSDK_USERNAME', '')
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password = os.getenv('TQSDK_PASSWORD', '')
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if username and password:
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self.api = TqApi(auth=TqAuth(username, password))
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print("TQSDK API连接成功")
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return True
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else:
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print("TQSDK账号密码未配置，将使用模拟数据")
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self.api = None
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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("TQSDK不可用，使用模拟API")
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self.api = None
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return False
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except Exception as e:
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print(f"TQSDK API连接失败：{e}")
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# 模拟API，用于测试
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self.api = None
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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:
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try:
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self.api.close()
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print("TQSDK API连接已断开")
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except:
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pass
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def _convert_duration(self, duration: str) -> int:
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"""将时间周期字符串转换为分钟数
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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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分钟数
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"""
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duration_map = {
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'1m': 1,
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'5m': 5,
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'15m': 15,
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'30m': 30,
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'1h': 60,
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'2h': 120,
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'4h': 240,
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'6h': 360,
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'12h': 720,
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'1d': 1440,
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'1w': 10080
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}
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return duration_map.get(duration, 60) # 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TQSDK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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TQSDK格式的合约代码，如 'SHFE.cu2603'
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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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# 3字符品种代码
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if len(symbol) >= 5:
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product_code = symbol[:3].upper()
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if product_code in self.exchange_map:
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contract_month = symbol[3:].lower()
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exchange = self.exchange_map[product_code]
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return f"{exchange}.{product_code.lower()}{contract_month}"
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# 2字符品种代码
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product_code = symbol[:2].upper()
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if product_code in self.exchange_map:
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contract_month = symbol[2:].lower()
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exchange = self.exchange_map[product_code]
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return f"{exchange}.{product_code.lower()}{contract_month}"
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# 1字符品种代码
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product_code = symbol[:1].upper()
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if product_code in self.exchange_map:
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contract_month = symbol[1:].lower()
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exchange = self.exchange_map[product_code]
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return f"{exchange}.{product_code.lower()}{contract_month}"
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# 无法识别的合约代码，返回原始代码
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return 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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print(f"[TqSdkAdapter]获取K线数据: {symbol}, {duration}, {count}")
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try:
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if TQSDK_AVAILABLE and self.api:
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# 转换合约代码为TQSDK格式
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tq_symbol = self._convert_symbol(symbol)
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print(f"使用TQSDK格式合约代码: {tq_symbol}")
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# 转换时间周期为分钟数
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duration_minutes = self._convert_duration(duration)
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# 使用真实API获取数据
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klines = self.api.get_kline_serial(tq_symbol, duration_minutes, data_length=count)
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# 等待数据准备就绪
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import time
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start_time = time.time()
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timeout = 5 # 5秒超时
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while True:
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if hasattr(klines, 'datetime') and len(klines.datetime) > 0:
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break
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if time.time() - start_time > timeout:
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print("获取K线数据超时")
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return None
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time.sleep(0.1)
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# 转换为DataFrame
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data = {
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'datetime': klines.datetime,
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'open': klines.open,
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'high': klines.high,
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'low': klines.low,
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'close': klines.close,
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'volume': klines.volume,
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'open_interest': klines.open_oi
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}
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df = pd.DataFrame(data)
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df['datetime'] = pd.to_datetime(df['datetime'], unit='ns')
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df.set_index('datetime', inplace=True)
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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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# 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 else 'TQSDK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 TQSDK_AVAILABLE and self.api:
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# 使用真实API获取数据
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ticks = self.api.get_tick_serial(symbol, data_length=count)
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self.api.wait_update()
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# 转换为DataFrame
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data = {
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'datetime': ticks.datetime,
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'last_price': ticks.last_price,
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'volume': ticks.volume,
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'open_interest': ticks.open_interest,
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'bid_price1': ticks.bid_price1,
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'bid_volume1': ticks.bid_volume1,
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'ask_price1': ticks.ask_price1,
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'ask_volume1': ticks.ask_volume1
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}
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df = pd.DataFrame(data)
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df['datetime'] = pd.to_datetime(df['datetime'], unit='ns')
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df.set_index('datetime', inplace=True)
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return df
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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 else 'TQSDK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 TQSDK_AVAILABLE and self.api:
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# 使用真实API获取数据
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quote = self.api.get_quote(symbol)
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self.api.wait_update()
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return {
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'symbol': symbol,
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'name': quote.instrument_name,
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'exchange': quote.exchange_id,
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'product': quote.product_id,
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'price_tick': quote.price_tick,
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'volume_multiple': quote.volume_multiple,
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'margin_rate': quote.margin_rate,
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'expire_datetime': quote.expire_datetime,
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'create_datetime': quote.create_datetime
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}
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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 else 'TQSDK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 TQSDK_AVAILABLE and self.api:
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quote = self.api.get_quote(symbol)
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self.api.wait_update()
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market_data[symbol] = {
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'latest_price': quote.last_price,
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'open': quote.open,
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'high': quote.high,
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'low': quote.low,
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'pre_close': quote.pre_close,
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'volume': quote.volume,
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'open_interest': quote.open_interest,
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'bid_price1': quote.bid_price1,
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'ask_price1': quote.ask_price1
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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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'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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except Exception as e:
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print(f"获取{symbol}市场数据失败：{e}")
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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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return market_data
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def get_all_symbols(self) -> List[str]:
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"""获取所有品种列表
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Returns:
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List[str]: 所有品种的合约代码列表
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"""
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try:
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if TQSDK_AVAILABLE and self.api:
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# TQSDK 没有直接获取所有品种列表的方法，使用模拟数据
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print("TQSDK 不支持获取所有品种列表，使用模拟数据")
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return self._get_mock_all_symbols()
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else:
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# 返回模拟数据
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print("使用模拟品种列表")
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return self._get_mock_all_symbols()
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except Exception as e:
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print(f"获取所有品种列表失败：{e}")
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return self._get_mock_all_symbols()
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def _get_mock_all_symbols(self) -> List[str]:
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"""获取模拟品种列表"""
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# 返回exchange_map中映射的所有品种
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symbols = []
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# 为每个品种生成一个合约代码（使用2603月份）
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for product_code in self.exchange_map:
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# 生成合约代码，格式：品种代码+2603
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contract_code = f"{product_code}2603"
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symbols.append(contract_code)
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print(f"模拟品种列表: {symbols}")
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return symbols
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