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// TQAPI数据源实现 - 使用Python服务
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import { DataSource } from './DataSource';
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// 简化的HTTP客户端
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class HttpClient {
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private baseUrl: string;
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constructor(baseUrl: string) {
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this.baseUrl = baseUrl;
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}
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async get<T>(endpoint: string, params?: Record<string, string>): Promise<T> {
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let url = `${this.baseUrl}${endpoint}`;
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if (params) {
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const queryString = new URLSearchParams(params).toString();
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url += `?${queryString}`;
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}
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console.log('发送GET请求:', url);
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try {
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// 设置20秒超时
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const controller = new AbortController();
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const timeoutId = setTimeout(() => {
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console.error('GET请求超时，正在中止请求...');
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controller.abort();
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}, 20000);
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try {
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console.log('正在发送GET请求...');
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const start = Date.now();
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const response = await fetch(url, {
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method: 'GET',
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headers: {
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'Content-Type': 'application/json'
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},
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signal: controller.signal
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});
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const end = Date.now();
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console.log(`GET请求完成，耗时: ${end - start}ms`);
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console.log('GET请求响应状态:', response.status);
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if (!response.ok) {
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const errorText = await response.text();
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console.error('GET请求失败:', errorText);
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throw new Error(`HTTP error! status: ${response.status}, message: ${errorText}`);
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}
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console.log('正在解析GET响应数据...');
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const data = await response.json();
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console.log('GET请求响应数据:', data);
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return data as T;
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} finally {
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clearTimeout(timeoutId);
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}
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} catch (error: any) {
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console.error('GET请求网络错误:', error.message || error);
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console.error('错误详情:', error);
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console.error('错误堆栈:', error.stack);
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throw new Error(`网络请求失败: ${error.message || error}`);
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}
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}
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async post<T>(endpoint: string, data?: any): Promise<T> {
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const url = `${this.baseUrl}${endpoint}`;
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console.log('发送POST请求:', url, '数据:', data);
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try {
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// 设置20秒超时
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const controller = new AbortController();
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const timeoutId = setTimeout(() => {
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console.error('POST请求超时，正在中止请求...');
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controller.abort();
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}, 20000);
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try {
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console.log('正在发送请求...');
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const start = Date.now();
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const response = await fetch(url, {
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method: 'POST',
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headers: {
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'Content-Type': 'application/json'
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},
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body: data ? JSON.stringify(data) : undefined,
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signal: controller.signal
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});
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const end = Date.now();
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console.log(`请求完成，耗时: ${end - start}ms`);
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console.log('POST请求响应状态:', response.status);
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if (!response.ok) {
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const errorText = await response.text();
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console.error('POST请求失败:', errorText);
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throw new Error(`HTTP error! status: ${response.status}, message: ${errorText}`);
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}
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console.log('正在解析响应数据...');
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const responseData = await response.json();
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console.log('POST请求响应数据:', responseData);
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return responseData as T;
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} finally {
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clearTimeout(timeoutId);
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}
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} catch (error: any) {
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console.error('POST请求网络错误:', error.message || error);
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console.error('错误详情:', error);
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console.error('错误堆栈:', error.stack);
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throw new Error(`网络请求失败: ${error.message || error}`);
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}
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}
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}
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export class TQDataSource implements DataSource {
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private httpClient: HttpClient;
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private initialized: boolean = false;
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private config: {
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username?: string;
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password?: string;
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timeout?: number;
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retries?: number;
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maxConnections?: number;
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pythonServiceUrl?: string;
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};
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constructor(config: any = {}) {
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console.log('使用TQAPI数据源初始化...');
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// 从配置中读取端口，默认8001
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const port = config.pythonPort || 8001;
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this.config = {
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username: config.username || '',
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password: config.password || '',
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timeout: config.timeout || 30000,
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retries: config.retries || 3,
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maxConnections: config.maxConnections || 5,
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pythonServiceUrl: config.pythonServiceUrl || `http://127.0.0.1:${port}/api`
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};
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console.log('TQAPI数据源配置:', this.config);
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// 测试Python服务URL是否正确
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console.log('测试Python服务URL:', this.config.pythonServiceUrl);
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this.httpClient = new HttpClient(this.config.pythonServiceUrl!);
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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TQAPI数据源...');
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console.log('Python服务URL:', this.config.pythonServiceUrl);
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console.log('连接参数:', {
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username: this.config.username ? '***' : '',
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password: this.config.password ? '***' : ''
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});
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// 先测试Python服务是否可达
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console.log('测试Python服务是否可达...');
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try {
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const testUrl = `${this.config.pythonServiceUrl}/../health`;
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console.log('测试URL:', testUrl);
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// 使用AbortController设置超时
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const controller = new AbortController();
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const timeoutId = setTimeout(() => controller.abort(), 10000);
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try {
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const testResponse = await fetch(testUrl, {
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method: 'GET',
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signal: controller.signal
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});
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console.log('Python服务健康检查响应:', testResponse.status);
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if (testResponse.ok) {
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console.log('Python服务可达');
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} else {
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console.error('Python服务不可达，状态码:', testResponse.status);
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}
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} finally {
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clearTimeout(timeoutId);
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}
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} catch (error: any) {
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console.error('Python服务健康检查失败:', error.message || error);
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}
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// 连接到天勤服务器
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console.log('连接到天勤服务器...');
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try {
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const response = await this.httpClient.post<any>('/connect', {
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username: this.config.username,
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password: this.config.password
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});
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console.log('连接响应:', response);
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if (response.success) {
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console.log('TQAPI连接成功');
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this.initialized = true;
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return true;
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} else {
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console.error('TQAPI连接失败:', response.message);
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this.initialized = false;
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return false;
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}
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} catch (error: any) {
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console.error('连接请求失败:', error.message || error);
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console.error('错误详情:', error);
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throw error;
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}
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} catch (error) {
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console.error('TQAPI数据源初始化失败:', error);
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this.initialized = false;
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return false;
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}
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}
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async getContractList(): Promise<any[]> {
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if (!this.initialized) {
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throw new Error('TQAPI数据源未初始化');
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}
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try {
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console.log('获取合约列表...');
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const response = await this.httpClient.get<any>('/contracts');
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if (response.success && Array.isArray(response.data)) {
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console.log('获取合约列表成功，数量:', response.data.length);
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return response.data;
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} else {
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console.error('获取合约列表失败:', response.message);
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return [];
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}
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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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throw error;
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}
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}
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async getContractDetail(symbol: string): Promise<any> {
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if (!this.initialized) {
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throw new Error('TQAPI数据源未初始化');
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}
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try {
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console.log(`获取合约${symbol}详情...`);
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const response = await this.httpClient.get<any>(`/contract/${symbol}`);
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if (response.success) {
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console.log(`获取合约${symbol}详情成功`);
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return response.data;
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} else {
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console.error(`获取合约${symbol}详情失败:`, response.message);
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throw new Error(`获取合约${symbol}详情失败`);
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}
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} catch (error) {
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console.error(`获取合约${symbol}详情失败:`, error);
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throw error;
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}
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}
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async getKlineData(symbol: string, period: string, count: number): Promise<any[]> {
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if (!this.initialized) {
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throw new Error('TQAPI数据源未初始化');
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}
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try {
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console.log('开始获取K线数据:', {
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symbol: symbol,
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period: period,
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count: count
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});
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// 确保合约代码格式正确
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let contractSymbol = symbol;
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if (!contractSymbol.includes('.')) {
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// 如果没有交易所前缀，尝试添加默认交易所
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console.warn('合约代码缺少交易所前缀，尝试添加默认交易所');
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contractSymbol = `SHFE.${contractSymbol}`;
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}
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console.log('使用的合约代码:', contractSymbol);
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const response = await this.httpClient.get<any>('/klines/' + contractSymbol, {
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period: period,
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count: count.toString()
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});
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if (response.success && Array.isArray(response.data)) {
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console.log('获取K线数据成功，长度:', response.data.length);
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return response.data;
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} else {
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console.error('获取K线数据失败:', response.message);
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return [];
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}
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} catch (error) {
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console.error(`获取合约${symbol}K线数据失败:`, error);
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throw error;
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}
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}
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async getTickData(symbol: string): Promise<any> {
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if (!this.initialized) {
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throw new Error('TQAPI数据源未初始化');
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}
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try {
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console.log(`获取合约${symbol}实时行情数据...`);
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// 确保合约代码格式正确
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let contractSymbol = symbol;
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if (!contractSymbol.includes('.')) {
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// 如果没有交易所前缀，尝试添加默认交易所
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console.warn('合约代码缺少交易所前缀，尝试添加默认交易所');
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contractSymbol = `SHFE.${contractSymbol}`;
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}
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console.log('使用的合约代码:', contractSymbol);
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console.log('正在发送GET请求到:', `/tick/${contractSymbol}`);
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const start = Date.now();
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const response = await this.httpClient.get<any>(`/tick/${contractSymbol}`);
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const end = Date.now();
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console.log(`GET请求完成，耗时: ${end - start}ms`);
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console.log('响应数据:', response);
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if (response.success) {
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console.log(`获取合约${symbol}实时行情数据成功`);
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// 计算价格变化
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const tickData = response.data;
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tickData.price_change = tickData.last_price - (tickData.pre_close || 0);
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console.log('计算价格变化后的数据:', tickData);
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return tickData;
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} else {
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console.error(`获取合约${symbol}实时行情数据失败:`, response.message);
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// 返回默认数据，避免整个请求失败
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return {
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last_price: 0,
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pre_close: 0,
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open: 0,
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high: 0,
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low: 0,
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volume: 0,
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open_interest: 0,
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bid_price1: 0,
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bid_volume1: 0,
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ask_price1: 0,
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ask_volume1: 0,
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price_change: 0,
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datetime: Date.now()
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};
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}
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} catch (error) {
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console.error(`获取合约${symbol}实时行情数据失败:`, error);
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// 返回默认数据，避免整个请求失败
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return {
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last_price: 0,
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pre_close: 0,
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open: 0,
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high: 0,
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low: 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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bid_volume1: 0,
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ask_price1: 0,
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ask_volume1: 0,
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price_change: 0,
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datetime: Date.now()
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};
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}
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}
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async getMarketOverview(): Promise<any[]> {
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if (!this.initialized) {
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throw new Error('TQAPI数据源未初始化');
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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.getContractList();
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// 限制获取的合约数量，避免请求过多
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const limitedContracts = contracts.slice(0, 20);
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// 获取每个合约的实时行情
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const overview = [];
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for (const contract of limitedContracts) {
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try {
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const tick = await this.getTickData(contract.symbol);
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// 确保所有值都是有效的数字
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const price = typeof tick.last_price === 'number' ? tick.last_price : 0;
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const change = typeof tick.price_change === 'number' ? tick.price_change : 0;
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const pre_close = typeof tick.pre_close === 'number' && tick.pre_close !== 0 ? tick.pre_close : 1;
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const volume = typeof tick.volume === 'number' ? tick.volume : 0;
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const open_interest = typeof tick.open_interest === 'number' ? tick.open_interest : 0;
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overview.push({
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symbol: contract.symbol,
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name: contract.name,
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price: price,
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change: change,
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change_percent: change / pre_close * 100,
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volume: volume,
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open_interest: open_interest
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});
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} catch (error) {
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console.error(`获取合约${contract.symbol}行情失败:`, error);
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}
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}
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return overview;
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} catch (error) {
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console.error('获取市场概览失败:', error);
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throw error;
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}
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}
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async getHistoricalTrades(symbol: string, start: number, end: number): Promise<any[]> {
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if (!this.initialized) {
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throw new Error('TQAPI数据源未初始化');
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}
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try {
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// 目前Python服务未实现此功能
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console.warn('TQAPI服务暂未实现历史成交数据获取功能');
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return [];
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} catch (error) {
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console.error(`获取合约${symbol}历史成交数据失败:`, error);
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throw error;
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}
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}
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|
async close(): Promise<void> {
|
|
|
try {
|
|
|
console.log('关闭TQAPI连接...');
|
|
|
const response = await this.httpClient.post<any>('/disconnect');
|
|
|
|
|
|
if (response.success) {
|
|
|
console.log('TQAPI连接已关闭');
|
|
|
} else {
|
|
|
console.error('关闭TQAPI连接失败:', response.message);
|
|
|
}
|
|
|
} catch (error) {
|
|
|
console.error('关闭TQAPI连接失败:', error);
|
|
|
} finally {
|
|
|
this.initialized = false;
|
|
|
console.log('TQAPI数据源已关闭');
|
|
|
}
|
|
|
}
|
|
|
} |
