fix: tqsdk初始化成功

backend/package-lock.json

@@ -19,7 +19,8 @@
         "pg": "^8.11.3",
         "redis": "^4.6.12",
         "socket.io": "^4.7.4",
-        "tqsdk": "^1.3.1"
+        "tqsdk": "^1.3.1",
+        "ws": "^8.19.0"
       },
       "devDependencies": {
         "@types/cors": "^2.8.17",
@@ -28,6 +29,7 @@
         "@types/morgan": "^1.9.9",
         "@types/node": "^20.10.4",
         "@types/pg": "^8.10.9",
+        "@types/ws": "^8.18.1",
         "@typescript-eslint/eslint-plugin": "^6.15.0",
         "@typescript-eslint/parser": "^6.15.0",
         "chai": "^4.3.10",
@@ -600,6 +602,16 @@
         "@types/webidl-conversions": "*"
       }
     },
+    "node_modules/@types/ws": {
+      "version": "8.18.1",
+      "resolved": "https://registry.npmjs.org/@types/ws/-/ws-8.18.1.tgz",
+      "integrity": "sha512-ThVF6DCVhA8kUGy+aazFQ4kXQ7E1Ty7A3ypFOe0IcJV8O/M511G99AW24irKrW56Wt44yG9+ij8FaqoBGkuBXg==",
+      "dev": true,
+      "license": "MIT",
+      "dependencies": {
+        "@types/node": "*"
+      }
+    },
     "node_modules/@typescript-eslint/eslint-plugin": {
       "version": "6.21.0",
       "resolved": "https://registry.npmjs.org/@typescript-eslint/eslint-plugin/-/eslint-plugin-6.21.0.tgz",
@@ -1661,6 +1673,27 @@
         "node": ">=10.0.0"
       }
     },
+    "node_modules/engine.io/node_modules/ws": {
+      "version": "8.18.3",
+      "resolved": "https://registry.npmjs.org/ws/-/ws-8.18.3.tgz",
+      "integrity": "sha512-PEIGCY5tSlUt50cqyMXfCzX+oOPqN0vuGqWzbcJ2xvnkzkq46oOpz7dQaTDBdfICb4N14+GARUDw2XV2N4tvzg==",
+      "license": "MIT",
+      "engines": {
+        "node": ">=10.0.0"
+      },
+      "peerDependencies": {
+        "bufferutil": "^4.0.1",
+        "utf-8-validate": ">=5.0.2"
+      },
+      "peerDependenciesMeta": {
+        "bufferutil": {
+          "optional": true
+        },
+        "utf-8-validate": {
+          "optional": true
+        }
+      }
+    },
     "node_modules/es-define-property": {
       "version": "1.0.1",
       "resolved": "https://registry.npmjs.org/es-define-property/-/es-define-property-1.0.1.tgz",
@@ -4174,6 +4207,27 @@
         "ws": "~8.18.3"
       }
     },
+    "node_modules/socket.io-adapter/node_modules/ws": {
+      "version": "8.18.3",
+      "resolved": "https://registry.npmjs.org/ws/-/ws-8.18.3.tgz",
+      "integrity": "sha512-PEIGCY5tSlUt50cqyMXfCzX+oOPqN0vuGqWzbcJ2xvnkzkq46oOpz7dQaTDBdfICb4N14+GARUDw2XV2N4tvzg==",
+      "license": "MIT",
+      "engines": {
+        "node": ">=10.0.0"
+      },
+      "peerDependencies": {
+        "bufferutil": "^4.0.1",
+        "utf-8-validate": ">=5.0.2"
+      },
+      "peerDependenciesMeta": {
+        "bufferutil": {
+          "optional": true
+        },
+        "utf-8-validate": {
+          "optional": true
+        }
+      }
+    },
     "node_modules/socket.io-parser": {
       "version": "4.2.5",
       "resolved": "https://registry.npmjs.org/socket.io-parser/-/socket.io-parser-4.2.5.tgz",
@@ -4822,9 +4876,9 @@
       "license": "ISC"
     },
     "node_modules/ws": {
-      "version": "8.18.3",
+      "version": "8.19.0",
-      "resolved": "https://registry.npmjs.org/ws/-/ws-8.18.3.tgz",
+      "resolved": "https://registry.npmjs.org/ws/-/ws-8.19.0.tgz",
-      "integrity": "sha512-PEIGCY5tSlUt50cqyMXfCzX+oOPqN0vuGqWzbcJ2xvnkzkq46oOpz7dQaTDBdfICb4N14+GARUDw2XV2N4tvzg==",
+      "integrity": "sha512-blAT2mjOEIi0ZzruJfIhb3nps74PRWTCz1IjglWEEpQl5XS/UNama6u2/rjFkDDouqr4L67ry+1aGIALViWjDg==",
       "license": "MIT",
       "engines": {
         "node": ">=10.0.0"

backend/package.json

@@ -22,7 +22,8 @@
     "pg": "^8.11.3",
     "redis": "^4.6.12",
     "socket.io": "^4.7.4",
-    "tqsdk": "^1.3.1"
+    "tqsdk": "^1.3.1",
+    "ws": "^8.19.0"
   },
   "devDependencies": {
     "@types/cors": "^2.8.17",
@@ -31,6 +32,7 @@
     "@types/morgan": "^1.9.9",
     "@types/node": "^20.10.4",
     "@types/pg": "^8.10.9",
+    "@types/ws": "^8.18.1",
     "@typescript-eslint/eslint-plugin": "^6.15.0",
     "@typescript-eslint/parser": "^6.15.0",
     "chai": "^4.3.10",

backend/src/services/datasource/TQDataSource.ts

@@ -1,7 +1,7 @@
 // TQSDK数据源实现
 import { DataSource } from './DataSource';
-import TqSdk from 'tqsdk';
+import TQSDK from 'tqsdk';
-import TqAccount from 'tqsdk';
+import WebSocket from 'ws';
 
 export class TQDataSource implements DataSource {
   private tq: any = null;
@@ -15,6 +15,7 @@ export class TQDataSource implements DataSource {
   };
 
   constructor(config: any = {}) {
+    console.log('使用TQSDK数据源初始化...');
     this.config = {
       username: config.username || '',
       password: config.password || '',
@@ -22,26 +23,45 @@ export class TQDataSource implements DataSource {
       retries: config.retries || 3,
       maxConnections: config.maxConnections || 5
     };
+    console.log('TQSDK数据源配置:', this.config);
   }
 
   async initialize(): Promise<boolean> {
     try {
+      console.log('开始初始化TQSDK数据源...');
+      
       // 创建TQSDK实例，使用配置的参数
-      const tqConfig: any = {};
+      console.log('创建TQSDK实例...');
       
-      // 如果有用户名和密码，使用用户名密码登录
+      // 初始化TQSDK，传入WebSocket对象
-      if (this.config.username && this.config.password) {
+      this.tq = new TQSDK({ autoInit: true }, { WebSocket });
-        tqConfig.account = this.config.username;
+      
-        tqConfig.password = this.config.password;
+      console.log('TQSDK实例创建成功，等待就绪...');
-      }
+      
+      // 等待初始化完成，设置超时
+      const timeout = this.config.timeout || 10000;
+      console.log('等待TQSDK连接，超时时间:', timeout, 'ms');
       
-      this.tq = new TqSdk(tqConfig);
+      await new Promise((resolve, reject) => {
+        // 设置超时
+        const timeoutId = setTimeout(() => {
+          console.error('TQSDK连接超时');
+          reject(new Error('TQSDK连接超时'));
+        }, timeout);
         
-      // 等待初始化完成
+        // 监听就绪事件
-      await new Promise((resolve) => {
+        this.tq?.on('ready', () => {
-        this.tq?.on('connected', () => {
+          console.log('TQSDK就绪');
+          clearTimeout(timeoutId);
           resolve(true);
         });
+        
+        // 监听错误事件
+        this.tq?.on('error', (error: any) => {
+          console.error('TQSDK错误:', error);
+          clearTimeout(timeoutId);
+          reject(error);
+        });
       });
       
       this.initialized = true;
@@ -49,6 +69,19 @@ export class TQDataSource implements DataSource {
       return true;
     } catch (error) {
       console.error('TQSDK数据源初始化失败:', error);
+      // 清理资源
+      if (this.tq) {
+        try {
+          if (typeof this.tq.close === 'function') {
+            this.tq.close();
+          } else {
+            console.log('TqApi实例没有close方法');
+          }
+        } catch (closeError) {
+          console.error('关闭TQSDK连接失败:', closeError);
+        }
+        this.tq = null;
+      }
       this.initialized = false;
       return false;
     }
@@ -60,15 +93,31 @@ export class TQDataSource implements DataSource {
     }
 
     try {
-      // 获取所有合约
+      // 使用TQSDK的getQuotesByInput方法获取合约列表
-      const contracts = await this.tq.get_contracts();
+      // 这里使用空字符串搜索，获取所有合约
-      // 过滤期货合约，排除期权等其他类型
+      const contracts = this.tq.getQuotesByInput('', {
-      const futuresContracts = contracts.filter((contract: any) => {
+        future: true,
-        return contract.exchange.includes('SHFE') || 
+        future_index: true,
-               contract.exchange.includes('DCE') || 
+        future_cont: true,
-               contract.exchange.includes('CZCE') || 
+        option: false,
-               contract.exchange.includes('INE');
+        combine: false
       });
+      
+      // 转换合约格式
+      const futuresContracts = contracts.map((symbol: string) => {
+        try {
+          const quote = this.tq.getQuote(symbol);
+          return {
+            symbol: symbol,
+            name: quote.instrument_name,
+            exchange: symbol.split('.')[0]
+          };
+        } catch (error) {
+          console.error(`获取合约${symbol}信息失败:`, error);
+          return null;
+        }
+      }).filter((contract: any) => contract !== null);
+      
       return futuresContracts;
     } catch (error) {
       console.error('获取合约列表失败:', error);
@@ -83,8 +132,17 @@ export class TQDataSource implements DataSource {
 
     try {
       // 获取合约详情
-      const contract = await this.tq.get_contract(symbol);
+      const quote = this.tq.getQuote(symbol);
-      return contract;
+      return {
+        symbol: symbol,
+        name: quote.instrument_name,
+        exchange: symbol.split('.')[0],
+        product_id: quote.product_id,
+        price_tick: quote.price_tick,
+        volume_multiple: quote.volume_multiple,
+        margin_rate: quote.margin_rate,
+        expire_datetime: quote.expire_datetime
+      };
     } catch (error) {
       console.error(`获取合约${symbol}详情失败:`, error);
       throw error;
@@ -98,10 +156,10 @@ export class TQDataSource implements DataSource {
 
     try {
       // 转换周期格式
-      const tqPeriod = this.convertPeriod(period);
+      const duration = this.convertPeriodToDuration(period);
       // 获取K线数据
-      const kline = await this.tq.get_kline_serial(symbol, tqPeriod, count);
+      const klines = this.tq.getKlines(symbol, duration);
-      return kline;
+      return klines.data || [];
     } catch (error) {
       console.error(`获取合约${symbol}K线数据失败:`, error);
       throw error;
@@ -115,8 +173,22 @@ export class TQDataSource implements DataSource {
 
     try {
       // 获取实时行情数据
-      const tick = await this.tq.get_tick_serial(symbol, 1);
+      const quote = this.tq.getQuote(symbol);
-      return tick[0];
+      return {
+        last_price: quote.last_price,
+        price_change: quote.last_price - quote.pre_settlement,
+        pre_close: quote.pre_close,
+        open: quote.open,
+        high: quote.high,
+        low: quote.low,
+        volume: quote.volume,
+        open_interest: quote.open_interest,
+        bid_price1: quote.bid_price1,
+        bid_volume1: quote.bid_volume1,
+        ask_price1: quote.ask_price1,
+        ask_volume1: quote.ask_volume1,
+        datetime: quote.datetime
+      };
     } catch (error) {
       console.error(`获取合约${symbol}实时行情数据失败:`, error);
       throw error;
@@ -164,9 +236,10 @@ export class TQDataSource implements DataSource {
     }
 
     try {
-      // 获取历史成交数据
+      // TQSDK Node.js版本可能不支持直接获取历史成交数据
-      const trades = await this.tq.get_trade_serial(symbol, start, end);
+      // 这里返回空数组，实际使用时需要根据TQSDK文档调整
-      return trades;
+      console.warn('TQSDK Node.js版本可能不支持直接获取历史成交数据');
+      return [];
     } catch (error) {
       console.error(`获取合约${symbol}历史成交数据失败:`, error);
       throw error;
@@ -175,8 +248,16 @@ export class TQDataSource implements DataSource {
 
   async close(): Promise<void> {
     if (this.tq) {
-      if (typeof this.tq.close === 'function') {
+      try {
-        this.tq.close();
+        // TQSDK Node.js版本可能没有close方法
+        // 这里尝试关闭websocket连接
+        if (this.tq.quotesWs && typeof this.tq.quotesWs.close === 'function') {
+          this.tq.quotesWs.close();
+          console.log('TQSDK行情WebSocket连接已关闭');
+        }
+        console.log('TQSDK连接已关闭');
+      } catch (error) {
+        console.error('关闭TQSDK连接失败:', error);
       }
       this.tq = null;
       this.initialized = false;
@@ -184,27 +265,27 @@ export class TQDataSource implements DataSource {
     }
   }
 
-  // 转换周期格式
+  // 转换周期格式为TQSDK所需的纳秒格式
-  private convertPeriod(period: string): string {
+  private convertPeriodToDuration(period: string): number {
     switch (period) {
       case '1M':
-        return '1min';
+        return 60 * 1e9; // 1分钟
       case '5M':
-        return '5min';
+        return 5 * 60 * 1e9; // 5分钟
       case '15M':
-        return '15min';
+        return 15 * 60 * 1e9; // 15分钟
       case '30M':
-        return '30min';
+        return 30 * 60 * 1e9; // 30分钟
       case '1H':
-        return '60min';
+        return 60 * 60 * 1e9; // 1小时
       case '4H':
-        return '240min';
+        return 4 * 60 * 60 * 1e9; // 4小时
       case '1D':
-        return '1d';
+        return 24 * 60 * 60 * 1e9; // 1天
       case '1W':
-        return '1w';
+        return 7 * 24 * 60 * 60 * 1e9; // 1周
       default:
-        return '1min';
+        return 60 * 1e9; // 默认1分钟
     }
   }
 }