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