From dedbf63a92f8aaf241405090beaf295556b0ec2b Mon Sep 17 00:00:00 2001 From: yanweidong Date: Mon, 31 Aug 2026 23:18:04 +0800 Subject: [PATCH] fix bug --- api/{qmt_api_rele.py => qmt_rest_new.py} | 293 +++++++++-------------- api/{qmt_api_new.py => qmt_rest_rele.py} | 218 ++++++++--------- buf.gen.yaml | 9 + grpc/qmt_grpc_new.py | 61 +++++ grpc/qmt_service.proto | 19 ++ 5 files changed, 313 insertions(+), 287 deletions(-) rename api/{qmt_api_rele.py => qmt_rest_new.py} (87%) rename api/{qmt_api_new.py => qmt_rest_rele.py} (88%) create mode 100644 buf.gen.yaml create mode 100644 grpc/qmt_grpc_new.py create mode 100644 grpc/qmt_service.proto diff --git a/api/qmt_api_rele.py b/api/qmt_rest_new.py similarity index 87% rename from api/qmt_api_rele.py rename to api/qmt_rest_new.py index 17a9cc9..015d1a4 100644 --- a/api/qmt_api_rele.py +++ b/api/qmt_rest_new.py @@ -57,7 +57,7 @@ class BaseHandler(RequestHandler): self.finish(json.dumps({ "error": self._reason, "status_code": status_code - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) def ctx(self): return self.application.ContextInfo @@ -67,55 +67,23 @@ class BaseHandler(RequestHandler): # ============= 1. ContextInfo properties ============= -# ContextInfo.period - Get the current period -class ContextPeriodHandler(BaseHandler): +class ContextInfoHandler(BaseHandler): def get(self): - self.write(json.dumps({"period": self.ctx().period}, ensure_ascii=False)) + ctx = self.ctx() + data = { + "period": ctx.period, + "barpos": ctx.barpos, + "time_tick_size": ctx.time_tick_size, + "stockcode": ctx.stockcode, + "dividend_type": ctx.dividend_type, + "market": ctx.market, + "do_back_test": ctx.do_back_test, + "benchmark": ctx.benchmark, + "capital": ctx.capital, + "universe": ctx.get_universe(), + } + self.write(data, separators=(',', ':'), ensure_ascii=False) -# ContextInfo.barpos - Get the current bar index -class ContextBarposHandler(BaseHandler): - def get(self): - self.write(json.dumps({"barpos": self.ctx().barpos}, ensure_ascii=False)) - -# ContextInfo.time_tick_size - Get the current bar count -class ContextTimeTickSizeHandler(BaseHandler): - def get(self): - self.write(json.dumps({"time_tick_size": self.ctx().time_tick_size}, ensure_ascii=False)) - -# ContextInfo.stockcode - Get the current chart symbol -class ContextStockCodeHandler(BaseHandler): - def get(self): - self.write(json.dumps({"stockcode": self.ctx().stockcode}, ensure_ascii=False)) - -# ContextInfo.dividend_type - Get the current adjustment mode -class ContextDividendTypeHandler(BaseHandler): - def get(self): - self.write(json.dumps({"dividend_type": self.ctx().dividend_type}, ensure_ascii=False)) - -# ContextInfo.market - Get the current chart market -class ContextMarketHandler(BaseHandler): - def get(self): - self.write(json.dumps({"market": self.ctx().market}, ensure_ascii=False)) - -# ContextInfo.do_back_test - Check whether backtesting is enabled -class ContextDoBackTestHandler(BaseHandler): - def get(self): - self.write(json.dumps({"do_back_test": self.ctx().do_back_test}, ensure_ascii=False)) - -# ContextInfo.benchmark - Get the backtest benchmark -class ContextBenchmarkHandler(BaseHandler): - def get(self): - self.write(json.dumps({"benchmark": self.ctx().benchmark}, ensure_ascii=False)) - -# ContextInfo.capital - Get the initial backtest capital -class ContextCapitalHandler(BaseHandler): - def get(self): - self.write(json.dumps({"capital": self.ctx().capital}, ensure_ascii=False)) - -# ContextInfo.get_universe() - Get symbols in the universe -class ContextUniverseHandler(BaseHandler): - def get(self): - self.write(json.dumps({"universe": self.ctx().get_universe()}, ensure_ascii=False)) # ============= 2. Data queries (ContextInfo get_*) ============= @@ -125,7 +93,7 @@ class StockNameHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_stock_name, stockcode) - self.write(json.dumps({"stockcode": stockcode, "name": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "name": ret}, separators=(',', ':'), ensure_ascii=False)) # get_open_date() - Get the listing date by symbol class OpenDateHandler(BaseHandler): @@ -133,7 +101,7 @@ class OpenDateHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(get_open_date, stockcode) - self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_last_volume() - Get the latest outstanding shares class LastVolumeHandler(BaseHandler): @@ -143,7 +111,7 @@ class LastVolumeHandler(BaseHandler): ret = safe_call(self.ctx().get_last_volume, stockcode) if ret is None: raise HTTPError(500, "Failed to get outstanding shares") - self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_bar_timetag() - Get the bar timestamp class BarTimetagHandler(BaseHandler): @@ -151,13 +119,13 @@ class BarTimetagHandler(BaseHandler): data = json.loads(self.request.body) index = int(data.get('index', -1)) ret = safe_call(self.ctx().get_bar_timetag, index) - self.write(json.dumps({"index": index, "timetag": ret}, ensure_ascii=False)) + self.write(json.dumps({"index": index, "timetag": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_tick_timetag() - Get the latest tick timestamp class TickTimetagHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().get_tick_timetag) - self.write(json.dumps({"timetag": ret}, ensure_ascii=False)) + self.write(json.dumps({"timetag": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_sector() - Get index constituents class SectorHandler(BaseHandler): @@ -168,7 +136,7 @@ class SectorHandler(BaseHandler): if not sector: raise HTTPError(400, "need args sector") ret = safe_call(self.ctx().get_sector, sector, int(realtime) if realtime != '0' else 0) - self.write(json.dumps({"sector": sector, "stocks": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"sector": sector, "stocks": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_industry() - Get industry constituents class IndustryHandler(BaseHandler): @@ -179,7 +147,7 @@ class IndustryHandler(BaseHandler): raise HTTPError(400, "need args industry") print(industry) ret = safe_call(self.ctx().get_industry, industry) - self.write(json.dumps({"industry": industry, "stocks": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"industry": industry, "stocks": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_stock_list_in_sector() - Get sector constituents class StockListInSectorHandler(BaseHandler): @@ -189,7 +157,7 @@ class StockListInSectorHandler(BaseHandler): if not sectorname: raise HTTPError(400, "need args sectorname") ret = safe_call(self.ctx().get_stock_list_in_sector, sectorname) - self.write(json.dumps({"sectorname": sectorname, "stocks": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"sectorname": sectorname, "stocks": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_weight_in_index() - Get weights in an index class WeightInIndexHandler(BaseHandler): @@ -198,7 +166,7 @@ class WeightInIndexHandler(BaseHandler): indexcode = data.get('indexcode', '') stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_weight_in_index, indexcode, stockcode) - self.write(json.dumps({"indexcode": indexcode, "stockcode": stockcode, "weight": ret}, ensure_ascii=False)) + self.write(json.dumps({"indexcode": indexcode, "stockcode": stockcode, "weight": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_contract_multiplier() - Get the contract multiplier class ContractMultiplierHandler(BaseHandler): @@ -206,7 +174,7 @@ class ContractMultiplierHandler(BaseHandler): data = json.loads(self.request.body) contractcode = data.get('contractcode', '') ret = safe_call(self.ctx().get_contract_multiplier, contractcode) - self.write(json.dumps({"contractcode": contractcode, "multiplier": ret}, ensure_ascii=False)) + self.write(json.dumps({"contractcode": contractcode, "multiplier": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_risk_free_rate() - Get the risk-free rate class RiskFreeRateHandler(BaseHandler): @@ -214,7 +182,7 @@ class RiskFreeRateHandler(BaseHandler): data = json.loads(self.request.body) index = int(data.get('index', '-1')) ret = safe_call(self.ctx().get_risk_free_rate, index) - self.write(json.dumps({"index": index, "risk_free_rate": ret}, ensure_ascii=False)) + self.write(json.dumps({"index": index, "risk_free_rate": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_date_location() - Get the bar index for a date class DateLocationHandler(BaseHandler): @@ -222,7 +190,7 @@ class DateLocationHandler(BaseHandler): data = json.loads(self.request.body) strdate = data.get('strdate', '') ret = safe_call(self.ctx().get_date_location, strdate) - self.write(json.dumps({"strdate": strdate, "location": ret}, ensure_ascii=False)) + self.write(json.dumps({"strdate": strdate, "location": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_history_data() - Get historical market data for multiple symbols class HistoryDataHandler(BaseHandler): @@ -234,7 +202,7 @@ class HistoryDataHandler(BaseHandler): dividend_type = int(data.get('dividend_type', '0')) skip_paused = data.get('skip_paused', 'true').lower() == 'true' ret = safe_call(self.ctx().get_history_data, length, period, field, dividend_type, skip_paused) - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get historical data"}, ensure_ascii=False)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get historical data"}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_market_data() - Get market data as a DataFrame class MarketDataHandler(BaseHandler): @@ -254,7 +222,7 @@ class MarketDataHandler(BaseHandler): raise HTTPError(500, "Failed to get market data") if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_market_data_ex() - Get extended Level 2 market data class MarketDataExHandler(BaseHandler): @@ -278,7 +246,7 @@ class MarketDataExHandler(BaseHandler): result[k] = v.to_dict() else: result[k] = str(v) - self.write(json.dumps({"data": result}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_full_tick() - Get full tick data class FullTickHandler(BaseHandler): @@ -290,7 +258,7 @@ class FullTickHandler(BaseHandler): ret = safe_call(self.ctx().get_full_tick, stocks) if not ret: raise HTTPError(500, "Failed to get tick data") - self.write(json.dumps(ret, ensure_ascii=False, default=str)) + self.write(json.dumps(ret, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_divid_factors() - Get dividend and adjustment factors class DividFactorsHandler(BaseHandler): @@ -298,7 +266,7 @@ class DividFactorsHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_divid_factors, stockcode) - self.write(json.dumps({"stockcode": stockcode, "factors": ret or {}}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "factors": ret or {}}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_main_contract() - Get the main futures contract class MainContractHandler(BaseHandler): @@ -306,7 +274,7 @@ class MainContractHandler(BaseHandler): data = json.loads(self.request.body) codemarket = data.get('codemarket', '') ret = safe_call(self.ctx().get_main_contract, codemarket) - self.write(json.dumps({"codemarket": codemarket, "main_contract": ret}, ensure_ascii=False)) + self.write(json.dumps({"codemarket": codemarket, "main_contract": ret}, separators=(',', ':'), ensure_ascii=False)) # timetag_to_datetime() - Convert a millisecond timestamp to datetime class TimetagToDatetimeHandler(BaseHandler): @@ -315,7 +283,7 @@ class TimetagToDatetimeHandler(BaseHandler): timetag = int(data.get('timetag', '0')) fmt = data.get('format', '%Y-%m-%d %H:%M:%S') ret = safe_call(timetag_to_datetime, timetag, fmt) - self.write(json.dumps({"timetag": timetag, "datetime": ret}, ensure_ascii=False)) + self.write(json.dumps({"timetag": timetag, "datetime": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_total_share() - Get total shares class TotalShareHandler(BaseHandler): @@ -323,7 +291,7 @@ class TotalShareHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_total_share, stockcode) - self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_trading_dates() - Get the trading-day list class TradingDatesHandler(BaseHandler): @@ -336,7 +304,7 @@ class TradingDatesHandler(BaseHandler): period = data.get('period', '1d') count_int = int(count) if count else -1 ret = safe_call(self.ctx().get_trading_dates, stockcode, start_date, end_date, count_int, period) - self.write(json.dumps({"dates": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"dates": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_svol() - Get sell-side volume class SvolHandler(BaseHandler): @@ -344,7 +312,7 @@ class SvolHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_svol, stockcode) - self.write(json.dumps({"stockcode": stockcode, "svol": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "svol": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_bvol() - Get buy-side volume class BvolHandler(BaseHandler): @@ -352,7 +320,7 @@ class BvolHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_bvol, stockcode) - self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_longhubang() - Get Dragon-Tiger List data class LonghubangHandler(BaseHandler): @@ -365,7 +333,7 @@ class LonghubangHandler(BaseHandler): ret = safe_call(self.ctx().get_longhubang, slist, startTime, endTime) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get Dragon-Tiger List data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get Dragon-Tiger List data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_top10_share_holder() - Get top-ten shareholder data class Top10ShareHolderHandler(BaseHandler): @@ -379,7 +347,7 @@ class Top10ShareHolderHandler(BaseHandler): ret = safe_call(get_top10_share_holder, slist, data_name, start_time, end_time) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get top-ten shareholder data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get top-ten shareholder data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_option_detail_data() - Get option details class OptionDetailHandler(BaseHandler): @@ -387,7 +355,7 @@ class OptionDetailHandler(BaseHandler): data = json.loads(self.request.body) optioncode = data.get('optioncode', '') ret = safe_call(self.ctx().get_option_detail_data, optioncode) - self.write(json.dumps({"optioncode": optioncode, "detail": ret or {}}, ensure_ascii=False)) + self.write(json.dumps({"optioncode": optioncode, "detail": ret or {}}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_turnover_rate() - Get turnover rate class TurnoverRateHandler(BaseHandler): @@ -400,7 +368,7 @@ class TurnoverRateHandler(BaseHandler): ret = safe_call(self.ctx().get_turnover_rate, slist, startTime, endTime) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get turnover rate"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get turnover rate"}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_etf_info() - Get ETF creation/redemption and constituent data class EtfInfoHandler(BaseHandler): @@ -408,7 +376,7 @@ class EtfInfoHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(get_etf_info, stockcode) - self.write(json.dumps({"stockcode": stockcode, "info": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"stockcode": stockcode, "info": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_etf_iopv() - Get the ETF indicative optimized portfolio value class EtfIopvHandler(BaseHandler): @@ -416,7 +384,7 @@ class EtfIopvHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(get_etf_iopv, stockcode) - self.write(json.dumps({"stockcode": stockcode, "iopv": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "iopv": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_instrumentdetail() - Get instrument details class InstrumentDetailHandler(BaseHandler): @@ -424,7 +392,7 @@ class InstrumentDetailHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_instrumentdetail, stockcode) - self.write(json.dumps({"stockcode": stockcode, "detail": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"stockcode": stockcode, "detail": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_contract_expire_date() - Get the futures contract expiration date class ContractExpireDateHandler(BaseHandler): @@ -432,7 +400,7 @@ class ContractExpireDateHandler(BaseHandler): data = json.loads(self.request.body) codemarket = data.get('codemarket', '') ret = safe_call(self.ctx().get_contract_expire_date, codemarket) - self.write(json.dumps({"codemarket": codemarket, "expire_date": ret}, ensure_ascii=False)) + self.write(json.dumps({"codemarket": codemarket, "expire_date": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_option_undl_data() - Get option products for an underlying asset class OptionUndlDataHandler(BaseHandler): @@ -440,7 +408,7 @@ class OptionUndlDataHandler(BaseHandler): data = json.loads(self.request.body) undl_code_ref = data.get('undl_code_ref', '') ret = safe_call(self.ctx().get_option_undl_data, undl_code_ref) - self.write(json.dumps({"data": ret or []}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret or []}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_financial_data() - Get financial data class FinancialDataHandler(BaseHandler): @@ -465,7 +433,7 @@ class FinancialDataHandler(BaseHandler): ret = safe_call(self.ctx().get_financial_data, fields, stocks, start_date, end_date, rtype) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get financial data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get financial data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_factor_data() - Get multi-factor data class FactorDataHandler(BaseHandler): @@ -484,7 +452,7 @@ class FactorDataHandler(BaseHandler): ret = safe_call(self.ctx().get_factor_data, fields, stocks, start_date, end_date) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get factor data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get factor data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_his_st_data() - Get historical ST data class HisStDataHandler(BaseHandler): @@ -492,7 +460,7 @@ class HisStDataHandler(BaseHandler): data = json.loads(self.request.body) stockCode = data.get('stockCode', '') ret = safe_call(self.ctx().get_his_st_data, stockCode) - self.write(json.dumps({"stockCode": stockCode, "data": ret or {}}, ensure_ascii=False)) + self.write(json.dumps({"stockCode": stockCode, "data": ret or {}}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_his_index_data() - Get historical index data class HisIndexDataHandler(BaseHandler): @@ -500,13 +468,13 @@ class HisIndexDataHandler(BaseHandler): data = json.loads(self.request.body) index = data.get('index', '') ret = safe_call(self.ctx().get_his_index_data, index) - self.write(json.dumps({"index": index, "data": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"index": index, "data": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_all_subscription() - Get all current market-data subscriptions class AllSubscriptionHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().get_all_subscription) - self.write(json.dumps({"subscriptions": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"subscriptions": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_option_list() - Get a specified option list class OptionListHandler(BaseHandler): @@ -517,7 +485,7 @@ class OptionListHandler(BaseHandler): opttype = data.get('opttype', '') isavailable = data.get('isavailable', 'true').lower() == 'true' ret = safe_call(self.ctx().get_option_list, undl_code, dedate, opttype, isavailable) - self.write(json.dumps({"option_list": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"option_list": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_his_contract_list() - Get expired contracts class HisContractListHandler(BaseHandler): @@ -525,7 +493,7 @@ class HisContractListHandler(BaseHandler): data = json.loads(self.request.body) market = data.get('market', '') ret = safe_call(self.ctx().get_his_contract_list, market) - self.write(json.dumps({"market": market, "contracts": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"market": market, "contracts": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_option_iv() - Get real-time option implied volatility class OptionIvHandler(BaseHandler): @@ -533,7 +501,7 @@ class OptionIvHandler(BaseHandler): data = json.loads(self.request.body) optioncode = data.get('optioncode', '') ret = safe_call(self.ctx().get_option_iv, optioncode) - self.write(json.dumps({"optioncode": optioncode, "iv": ret}, ensure_ascii=False)) + self.write(json.dumps({"optioncode": optioncode, "iv": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.bsm_price() - Calculate a European option price with the Black-Scholes model class BsmPriceHandler(BaseHandler): @@ -551,7 +519,7 @@ class BsmPriceHandler(BaseHandler): except ValueError: op = [float(x) for x in objectPrices.split(',')] ret = safe_call(self.ctx().bsm_price, optionType, op, strikePrice, riskFree, sigma, days, dividend) - self.write(json.dumps({"price": ret}, ensure_ascii=False, default=str)) + self.write(json.dumps({"price": ret}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.bsm_iv() - Calculate European option implied volatility class BsmIvHandler(BaseHandler): @@ -565,7 +533,7 @@ class BsmIvHandler(BaseHandler): days = int(data.get('days', '0')) dividend = float(data.get('dividend', '0')) ret = safe_call(self.ctx().bsm_iv, optionType, objectPrices, strikePrice, optionPrice, riskFree, days, dividend) - self.write(json.dumps({"iv": ret}, ensure_ascii=False)) + self.write(json.dumps({"iv": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_local_data() - Get market data from local storage class LocalDataHandler(BaseHandler): @@ -580,7 +548,7 @@ class LocalDataHandler(BaseHandler): ret = safe_call(self.ctx().get_local_data, stock_code, start_time, end_time, period, divid_type, count) if ret is None: raise HTTPError(500, "Failed to get local market data") - self.write(json.dumps({"data": ret}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.subscribe_quote() - Subscribe to market data class SubscribeQuoteHandler(BaseHandler): @@ -590,7 +558,7 @@ class SubscribeQuoteHandler(BaseHandler): period = data.get('period', 'follow') dividend_type = data.get('dividend_type', 'follow') ret = safe_call(self.ctx().subscribe_quote, stock_code, period, dividend_type) - self.write(json.dumps({"status": "success" if ret is not None else "failed", "sub_id": ret}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret is not None else "failed", "sub_id": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.unsubscribe_quote() - Unsubscribe from market data class UnsubscribeQuoteHandler(BaseHandler): @@ -598,7 +566,7 @@ class UnsubscribeQuoteHandler(BaseHandler): data = json.loads(self.request.body) sub_id = int(data.get('sub_id', '0')) safe_call(self.ctx().unsubscribe_quote, sub_id) - self.write(json.dumps({"status": "success", "sub_id": sub_id}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "sub_id": sub_id}, separators=(',', ':'), ensure_ascii=False)) # ============= 3. Predicate functions (is_*) ============= @@ -606,13 +574,13 @@ class UnsubscribeQuoteHandler(BaseHandler): class IsLastBarHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().is_last_bar) - self.write(json.dumps({"is_last_bar": ret}, ensure_ascii=False)) + self.write(json.dumps({"is_last_bar": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.is_new_bar() - Check whether this is a new bar class IsNewBarHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().is_new_bar) - self.write(json.dumps({"is_new_bar": ret}, ensure_ascii=False)) + self.write(json.dumps({"is_new_bar": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.is_suspended_stock() - Check whether a stock is suspended class IsSuspendedStockHandler(BaseHandler): @@ -620,7 +588,7 @@ class IsSuspendedStockHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().is_suspended_stock, stockcode) - self.write(json.dumps({"stockcode": stockcode, "is_suspended": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "is_suspended": ret}, separators=(',', ':'), ensure_ascii=False)) # is_sector_stock() - Check whether a stock belongs to a sector class IsSectorStockHandler(BaseHandler): @@ -630,7 +598,7 @@ class IsSectorStockHandler(BaseHandler): market = data.get('market', '') stockcode = data.get('stockcode', '') ret = safe_call(is_sector_stock, sectorname, market, stockcode) - self.write(json.dumps({"sectorname": sectorname, "stockcode": stockcode, "is_in_sector": ret}, ensure_ascii=False)) + self.write(json.dumps({"sectorname": sectorname, "stockcode": stockcode, "is_in_sector": ret}, separators=(',', ':'), ensure_ascii=False)) # is_typed_stock() - Check whether a stock belongs to a category class IsTypedStockHandler(BaseHandler): @@ -640,7 +608,7 @@ class IsTypedStockHandler(BaseHandler): market = data.get('market', '') stockcode = data.get('stockcode', '') ret = safe_call(is_typed_stock, stocktypenum, market, stockcode) - self.write(json.dumps({"stocktypenum": stocktypenum, "stockcode": stockcode, "result": ret}, ensure_ascii=False)) + self.write(json.dumps({"stocktypenum": stocktypenum, "stockcode": stockcode, "result": ret}, separators=(',', ':'), ensure_ascii=False)) # get_industry_name_of_stock() - Get a stock's industry classification class GetIndustryNameOfStockHandler(BaseHandler): @@ -649,7 +617,7 @@ class GetIndustryNameOfStockHandler(BaseHandler): industryType = data.get('industryType', '') stockcode = data.get('stockcode', '') ret = safe_call(get_industry_name_of_stock, industryType, stockcode) - self.write(json.dumps({"industryType": industryType, "stockcode": stockcode, "industry_name": ret}, ensure_ascii=False)) + self.write(json.dumps({"industryType": industryType, "stockcode": stockcode, "industry_name": ret}, separators=(',', ':'), ensure_ascii=False)) # ============= 4. Trading functions ============= @@ -691,7 +659,7 @@ class PassorderHandler(BaseHandler): "strategy_name": strategy_name, "local_order_id": order_id, "order_ref": str(order_ref) - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) # algo_passorder() - Submit an algorithmic order class AlgoPassorderHandler(BaseHandler): @@ -706,7 +674,7 @@ class AlgoPassorderHandler(BaseHandler): data.get('userOrderId', ''), data.get('userOrderParam', {}), self.ctx() ) - self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("algo_passorder failed") raise HTTPError(400, f"Algorithmic order submission failed: {str(e)}") @@ -725,7 +693,7 @@ class SmartAlgoPassorderHandler(BaseHandler): data.get('startTime', ''), data.get('endTime', ''), self.ctx() ) - self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("smart_algo_passorder failed") raise HTTPError(400, f"Smart algorithmic order submission failed: {str(e)}") @@ -737,7 +705,7 @@ class OrderLotsHandler(BaseHandler): data = json.loads(self.request.body) order_lots(data['stock'], int(data['lots']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_lots", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_lots", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_lots failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -749,7 +717,7 @@ class OrderValueHandler(BaseHandler): data = json.loads(self.request.body) order_value(data['stock'], float(data['value']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_value", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_value", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_value failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -761,7 +729,7 @@ class OrderPercentHandler(BaseHandler): data = json.loads(self.request.body) order_percent(data['stock'], float(data['percent']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_percent", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_percent", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_percent failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -773,7 +741,7 @@ class OrderTargetValueHandler(BaseHandler): data = json.loads(self.request.body) order_target_value(data['stock'], float(data['tar_value']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_target_value", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_target_value", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_target_value failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -785,7 +753,7 @@ class OrderTargetPercentHandler(BaseHandler): data = json.loads(self.request.body) order_target_percent(data['stock'], float(data['tar_percent']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_target_percent", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_target_percent", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_target_percent failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -797,7 +765,7 @@ class OrderSharesHandler(BaseHandler): data = json.loads(self.request.body) order_shares(data['stock'], int(data['shares']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_shares", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_shares", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_shares failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -811,7 +779,7 @@ class FuturesBuyOpenHandler(BaseHandler): data = json.loads(self.request.body) buy_open(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "buy_open", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "buy_open", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("buy_open failed") raise HTTPError(400, f"Failed to open a long futures position: {str(e)}") @@ -823,7 +791,7 @@ class FuturesBuyCloseTdayFirstHandler(BaseHandler): data = json.loads(self.request.body) buy_close_tdayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "buy_close_tdayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "buy_close_tdayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("buy_close_tdayfirst failed") raise HTTPError(400, f"Failed to close a short futures position (today first): {str(e)}") @@ -835,7 +803,7 @@ class FuturesBuyCloseYdayFirstHandler(BaseHandler): data = json.loads(self.request.body) buy_close_ydayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "buy_close_ydayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "buy_close_ydayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("buy_close_ydayfirst failed") raise HTTPError(400, f"Failed to close a short futures position (yesterday first): {str(e)}") @@ -847,7 +815,7 @@ class FuturesSellOpenHandler(BaseHandler): data = json.loads(self.request.body) sell_open(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "sell_open", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "sell_open", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("sell_open failed") raise HTTPError(400, f"Failed to open a short futures position: {str(e)}") @@ -859,7 +827,7 @@ class FuturesSellCloseTdayFirstHandler(BaseHandler): data = json.loads(self.request.body) sell_close_tdayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "sell_close_tdayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "sell_close_tdayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("sell_close_tdayfirst failed") raise HTTPError(400, f"Failed to close a long futures position (today first): {str(e)}") @@ -871,7 +839,7 @@ class FuturesSellCloseYdayFirstHandler(BaseHandler): data = json.loads(self.request.body) sell_close_ydayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "sell_close_ydayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "sell_close_ydayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("sell_close_ydayfirst failed") raise HTTPError(400, f"Failed to close a long futures position (yesterday first): {str(e)}") @@ -886,7 +854,7 @@ class CancelTaskHandler(BaseHandler): taskId = data['taskId'] accountType = data.get('accountType', 'stock') ret = cancel_task(taskId, self.acc(), accountType, self.ctx()) - self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("cancel_task failed") raise HTTPError(400, f"Failed to cancel task: {str(e)}") @@ -899,7 +867,7 @@ class PauseTaskHandler(BaseHandler): taskId = data['taskId'] accountType = data.get('accountType', 'stock') ret = pause_task(taskId, self.acc(), accountType, self.ctx()) - self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("pause_task failed") raise HTTPError(400, f"Failed to pause task: {str(e)}") @@ -912,7 +880,7 @@ class ResumeTaskHandler(BaseHandler): taskId = data['taskId'] accountType = data.get('accountType', 'stock') ret = resume_task(taskId, self.acc(), accountType, self.ctx()) - self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("resume_task failed") raise HTTPError(400, f"Failed to resume task: {str(e)}") @@ -922,7 +890,7 @@ class DoOrderHandler(BaseHandler): def post(self): try: do_order(self.ctx()) - self.write(json.dumps({"status": "success", "message": "Signal triggered"}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "message": "Signal triggered"}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("do_order failed") raise HTTPError(400, f"Failed to trigger signal: {str(e)}") @@ -966,8 +934,7 @@ class TradeDetailDataHandler(BaseHandler): ret = safe_call(get_trade_detail_data, self.acc(), account, datatype) if ret is None: ret = [] - result = [fixed_fields(obj) for obj in ret] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False)) # get_value_by_order_id() - Get order or trade details by order ID class ValueByOrderIdHandler(BaseHandler): @@ -978,7 +945,7 @@ class ValueByOrderIdHandler(BaseHandler): datatype = data.get('datatype', 'ORDER') ret = safe_call(get_value_by_order_id, orderId, self.acc(), accountType, datatype) attrs = fixed_fields(ret) if ret else {} - self.write(json.dumps({"orderId": orderId, "data": attrs}, ensure_ascii=False)) + self.write(json.dumps({"orderId": orderId, "data": attrs}, separators=(',', ':'), ensure_ascii=False)) # get_last_order_id() - Get the latest order ID class LastOrderIdHandler(BaseHandler): @@ -987,7 +954,7 @@ class LastOrderIdHandler(BaseHandler): account = data.get('account', 'stock') datatype = data.get('datatype', 'ORDER') ret = safe_call(get_last_order_id, self.acc(), account, datatype) - self.write(json.dumps({"last_order_id": ret}, ensure_ascii=False)) + self.write(json.dumps({"last_order_id": ret}, separators=(',', ':'), ensure_ascii=False)) # can_cancel_order() - Check whether an order can be canceled class CanCancelOrderHandler(BaseHandler): @@ -996,7 +963,7 @@ class CanCancelOrderHandler(BaseHandler): orderId = data.get('orderId', '') accountType = data.get('accountType', 'stock') ret = safe_call(can_cancel_order, orderId, self.acc(), accountType) - self.write(json.dumps({"orderId": orderId, "can_cancel": ret}, ensure_ascii=False)) + self.write(json.dumps({"orderId": orderId, "can_cancel": ret}, separators=(',', ':'), ensure_ascii=False)) class CancelByIdHandler(BaseHandler): @@ -1012,13 +979,13 @@ class CancelByIdHandler(BaseHandler): self.write(json.dumps({ "status": "failed", "order_id": order_id, "message": "Order does not exist or cannot currently be canceled" - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) return result = safe_call(cancel, order_id, self.acc(), account_type, self.ctx()) self.write(json.dumps({ "status": "success" if result is not False else "failed", "order_id": order_id, - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) # get_debt_contract() - Get margin financing and securities lending debt contracts class DebtContractHandler(BaseHandler): @@ -1027,7 +994,7 @@ class DebtContractHandler(BaseHandler): accId = data.get('accId', self.acc()) ret = safe_call(get_debt_contract, accId) result = [fixed_fields(obj) for obj in (ret or [])] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False)) # get_assure_contract() - Get margin collateral instruments class AssureContractHandler(BaseHandler): @@ -1036,7 +1003,7 @@ class AssureContractHandler(BaseHandler): accId = data.get('accId', self.acc()) ret = safe_call(get_assure_contract, accId) result = [fixed_fields(obj) for obj in (ret or [])] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False)) # get_enable_short_contract() - Get securities available for short selling class EnableShortContractHandler(BaseHandler): @@ -1045,7 +1012,7 @@ class EnableShortContractHandler(BaseHandler): accId = data.get('accId', self.acc()) ret = safe_call(get_enable_short_contract, accId) result = [fixed_fields(obj) for obj in (ret or [])] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False)) # get_ipo_data() - Get today's new stock and bond offerings class IpoDataHandler(BaseHandler): @@ -1053,7 +1020,7 @@ class IpoDataHandler(BaseHandler): data = json.loads(self.request.body) typ = data.get('type', '') ret = safe_call(get_ipo_data, typ) - self.write(json.dumps({"data": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_new_purchase_limit() - Get the new-share subscription quota class NewPurchaseLimitHandler(BaseHandler): @@ -1061,7 +1028,7 @@ class NewPurchaseLimitHandler(BaseHandler): data = json.loads(self.request.body) accid = data.get('accid', self.acc()) ret = safe_call(get_new_purchase_limit, accid) - self.write(json.dumps({"data": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ============= 8. Reference functions (ext_data) ============= @@ -1073,7 +1040,7 @@ class ExtDataHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(ext_data, extdataname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "value": ret}, ensure_ascii=False)) + self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "value": ret}, separators=(',', ':'), ensure_ascii=False)) # ext_data_rank() - Get an extended-data ranking class ExtDataRankHandler(BaseHandler): @@ -1083,7 +1050,7 @@ class ExtDataRankHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(ext_data_rank, extdataname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "rank": ret}, ensure_ascii=False)) + self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "rank": ret}, separators=(',', ':'), ensure_ascii=False)) # get_factor_value() - Get a factor value class GetFactorValueHandler(BaseHandler): @@ -1093,7 +1060,7 @@ class GetFactorValueHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(get_factor_value, factorname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "value": ret}, ensure_ascii=False)) + self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "value": ret}, separators=(',', ':'), ensure_ascii=False)) # get_factor_rank() - Get a factor ranking class GetFactorRankHandler(BaseHandler): @@ -1103,7 +1070,7 @@ class GetFactorRankHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(get_factor_rank, factorname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "rank": ret}, ensure_ascii=False)) + self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "rank": ret}, separators=(',', ':'), ensure_ascii=False)) # ============= 9. Legacy handlers (compatibility) ============= @@ -1113,28 +1080,7 @@ class HoldingHandler(BaseHandler): data = json.loads(self.request.body) account = data.get('account', 'stock') positions = safe_call(get_trade_detail_data, self.acc(), account, 'position') or [] - holding = {} - for position in positions: - stock = position.m_strInstrumentID + '.' + position.m_strExchangeID - holding[stock] = { - 'StockCode': stock, - 'StockName': position.m_strInstrumentName, - 'Direction': position.m_nDirection, - 'Volume': position.m_nVolume, - 'OpenPrice': position.m_dOpenPrice, - 'FloatProfit': position.m_dFloatProfit, - 'MarketValue': position.m_dMarketValue, - 'StockHolder': position.m_strStockHolder, - 'FrozenVolume': position.m_nFrozenVolume, - 'CanUseVolume': position.m_nCanUseVolume, - 'OnRoadVolume': position.m_nOnRoadVolume, - 'YesterdayVolume': position.m_nYesterdayVolume, - 'LastPrice': position.m_dLastPrice, - 'ProfitRate': position.m_dProfitRate, - 'FutureTradeType': position.m_eFutureTradeType, - 'ExpireDate': position.m_strExpireDate - } - self.write(json.dumps(holding, ensure_ascii=False)) + self.write(json.dumps({"data": positions}, separators=(',', ':'), ensure_ascii=False)) # get_trade_detail_data('account') - Query account assets class AssetsHandler(BaseHandler): @@ -1145,7 +1091,7 @@ class AssetsHandler(BaseHandler): info = _data[0] if _data else None if not info: raise HTTPError(500, "Failed to get account data") - self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, ensure_ascii=False)) + self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False)) # get_trade_detail_data('account') - Query total assets @@ -1157,7 +1103,7 @@ class TotalMoneyHandler(BaseHandler): info = _data[0] if _data else None if not info: raise HTTPError(500, "Failed to get account data") - self.write(json.dumps({"total_money": round(info.m_dBalance, 2)}, ensure_ascii=False)) + self.write(json.dumps({"total_money": round(info.m_dBalance, 2)}, separators=(',', ':'), ensure_ascii=False)) # get_trade_detail_data('account') - Query available cash class AvailableMoneyHandler(BaseHandler): @@ -1168,7 +1114,7 @@ class AvailableMoneyHandler(BaseHandler): info = _data[0] if _data else None if not info: raise HTTPError(500, "Failed to get account data") - self.write(json.dumps({"available_money": round(info.m_dAvailable, 2)}, ensure_ascii=False)) + self.write(json.dumps({"available_money": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False)) # passorder(23) - Simplified buy order wrapper class BuyHandler(BaseHandler): @@ -1184,7 +1130,7 @@ class BuyHandler(BaseHandler): self.write(json.dumps({ "status": "success", "action": "buy", "stock": stock, "order_ref": str(order_ref) if order_ref else "unknown" - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Buy order submission failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -1203,7 +1149,7 @@ class SellHandler(BaseHandler): self.write(json.dumps({ "status": "success", "action": "sell", "stock": stock, "order_ref": str(order_ref) if order_ref else "unknown" - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Sell order submission failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -1223,7 +1169,7 @@ class OrderStatusHandler(BaseHandler): "volume_left": order.m_nVolumeTotal, "volume_traded": order.m_nVolumeTraded, }) - self.write(json.dumps({"orders": rets}, ensure_ascii=False)) + self.write(json.dumps({"orders": rets}, separators=(',', ':'), ensure_ascii=False)) # cancel() - Cancel all orders class CancelAllHandler(BaseHandler): @@ -1246,7 +1192,7 @@ class CancelAllHandler(BaseHandler): "status": "success", "message": f"Submitted {len(canceled_list)} cancellation requests", "canceled_orders": canceled_list - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Cancel-all operation failed") raise HTTPError(500, f"Order cancellation failed: {str(e)}") @@ -1269,7 +1215,7 @@ class CancelByRuleHandler(BaseHandler): if order.m_nVolumeTotal + order.m_nVolumeTraded == cancel_volume and order_code == stock and can_cancel_order(order.m_strOrderSysID, self.acc(), account): target_orders.append(order) if not target_orders: - self.write(json.dumps({"status": "failed", "message": "No matching active orders found"}, ensure_ascii=False)) + self.write(json.dumps({"status": "failed", "message": "No matching active orders found"}, separators=(',', ':'), ensure_ascii=False)) return canceled_ids = [] for t_order in target_orders: @@ -1279,7 +1225,7 @@ class CancelByRuleHandler(BaseHandler): "status": "success", "message": f"Matched {len(target_orders)} orders and submitted cancellation requests", "canceled_sys_ids": canceled_ids - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Rule-based cancellation failed") raise HTTPError(500, f"Order cancellation failed: {str(e)}") @@ -1299,13 +1245,13 @@ class PythonVersionHandler(BaseHandler): "serial": sys.version_info.serial, } } - self.write(json.dumps(version_info, ensure_ascii=False)) + self.write(json.dumps(version_info, separators=(',', ':'), ensure_ascii=False)) # sys: Shut down the HTTP service class ShutdownHandler(BaseHandler): def post(self): logger.info("Shutdown request received; the server is stopping...") - self.write(json.dumps({"status": "success", "message": "Server is shutting down..."}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "message": "Server is shutting down..."}, separators=(',', ':'), ensure_ascii=False)) self.finish() IOLoop.current().add_callback(IOLoop.current().stop) @@ -1317,7 +1263,7 @@ class DealHandler(BaseHandler): sn = data.get('sn','') deals = safe_call(get_trade_detail_data, self.acc(), account, 'deal', sn) or [] rets = [fixed_fields(deal) for deal in deals] - self.write(json.dumps({"deals": rets}, ensure_ascii=False)) + self.write(json.dumps({"deals": rets}, separators=(',', ':'), ensure_ascii=False)) # ============= Route registration ============= @@ -1340,16 +1286,7 @@ def make_app(): (r"/api/order/deal", DealHandler), # ContextInfo properties - (r"/api/context/period", ContextPeriodHandler), - (r"/api/context/barpos", ContextBarposHandler), - (r"/api/context/time_tick_size", ContextTimeTickSizeHandler), - (r"/api/context/stockcode", ContextStockCodeHandler), - (r"/api/context/dividend_type", ContextDividendTypeHandler), - (r"/api/context/market", ContextMarketHandler), - (r"/api/context/do_back_test", ContextDoBackTestHandler), - (r"/api/context/benchmark", ContextBenchmarkHandler), - (r"/api/context/capital", ContextCapitalHandler), - (r"/api/context/universe", ContextUniverseHandler), + (r"/api/context/info", ContextInfoHandler), # Data queries (r"/api/data/stock_name", StockNameHandler), diff --git a/api/qmt_api_new.py b/api/qmt_rest_rele.py similarity index 88% rename from api/qmt_api_new.py rename to api/qmt_rest_rele.py index 46039f6..0f14d60 100644 --- a/api/qmt_api_new.py +++ b/api/qmt_rest_rele.py @@ -57,7 +57,7 @@ class BaseHandler(RequestHandler): self.finish(json.dumps({ "error": self._reason, "status_code": status_code - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) def ctx(self): return self.application.ContextInfo @@ -70,52 +70,52 @@ class BaseHandler(RequestHandler): # ContextInfo.period - Get the current period class ContextPeriodHandler(BaseHandler): def get(self): - self.write(json.dumps({"period": self.ctx().period}, ensure_ascii=False)) + self.write(json.dumps({"period": self.ctx().period}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.barpos - Get the current bar index class ContextBarposHandler(BaseHandler): def get(self): - self.write(json.dumps({"barpos": self.ctx().barpos}, ensure_ascii=False)) + self.write(json.dumps({"barpos": self.ctx().barpos}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.time_tick_size - Get the current bar count class ContextTimeTickSizeHandler(BaseHandler): def get(self): - self.write(json.dumps({"time_tick_size": self.ctx().time_tick_size}, ensure_ascii=False)) + self.write(json.dumps({"time_tick_size": self.ctx().time_tick_size}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.stockcode - Get the current chart symbol class ContextStockCodeHandler(BaseHandler): def get(self): - self.write(json.dumps({"stockcode": self.ctx().stockcode}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": self.ctx().stockcode}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.dividend_type - Get the current adjustment mode class ContextDividendTypeHandler(BaseHandler): def get(self): - self.write(json.dumps({"dividend_type": self.ctx().dividend_type}, ensure_ascii=False)) + self.write(json.dumps({"dividend_type": self.ctx().dividend_type}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.market - Get the current chart market class ContextMarketHandler(BaseHandler): def get(self): - self.write(json.dumps({"market": self.ctx().market}, ensure_ascii=False)) + self.write(json.dumps({"market": self.ctx().market}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.do_back_test - Check whether backtesting is enabled class ContextDoBackTestHandler(BaseHandler): def get(self): - self.write(json.dumps({"do_back_test": self.ctx().do_back_test}, ensure_ascii=False)) + self.write(json.dumps({"do_back_test": self.ctx().do_back_test}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.benchmark - Get the backtest benchmark class ContextBenchmarkHandler(BaseHandler): def get(self): - self.write(json.dumps({"benchmark": self.ctx().benchmark}, ensure_ascii=False)) + self.write(json.dumps({"benchmark": self.ctx().benchmark}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.capital - Get the initial backtest capital class ContextCapitalHandler(BaseHandler): def get(self): - self.write(json.dumps({"capital": self.ctx().capital}, ensure_ascii=False)) + self.write(json.dumps({"capital": self.ctx().capital}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_universe() - Get symbols in the universe class ContextUniverseHandler(BaseHandler): def get(self): - self.write(json.dumps({"universe": self.ctx().get_universe()}, ensure_ascii=False)) + self.write(json.dumps({"universe": self.ctx().get_universe()}, separators=(',', ':'), ensure_ascii=False)) # ============= 2. Data queries (ContextInfo get_*) ============= @@ -125,7 +125,7 @@ class StockNameHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_stock_name, stockcode) - self.write(json.dumps({"stockcode": stockcode, "name": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "name": ret}, separators=(',', ':'), ensure_ascii=False)) # get_open_date() - Get the listing date by symbol class OpenDateHandler(BaseHandler): @@ -133,7 +133,7 @@ class OpenDateHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(get_open_date, stockcode) - self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "open_date": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_last_volume() - Get the latest outstanding shares class LastVolumeHandler(BaseHandler): @@ -143,7 +143,7 @@ class LastVolumeHandler(BaseHandler): ret = safe_call(self.ctx().get_last_volume, stockcode) if ret is None: raise HTTPError(500, "Failed to get outstanding shares") - self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "last_volume": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_bar_timetag() - Get the bar timestamp class BarTimetagHandler(BaseHandler): @@ -151,13 +151,13 @@ class BarTimetagHandler(BaseHandler): data = json.loads(self.request.body) index = int(data.get('index', -1)) ret = safe_call(self.ctx().get_bar_timetag, index) - self.write(json.dumps({"index": index, "timetag": ret}, ensure_ascii=False)) + self.write(json.dumps({"index": index, "timetag": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_tick_timetag() - Get the latest tick timestamp class TickTimetagHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().get_tick_timetag) - self.write(json.dumps({"timetag": ret}, ensure_ascii=False)) + self.write(json.dumps({"timetag": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_sector() - Get index constituents class SectorHandler(BaseHandler): @@ -168,7 +168,7 @@ class SectorHandler(BaseHandler): if not sector: raise HTTPError(400, "need args sector") ret = safe_call(self.ctx().get_sector, sector, int(realtime) if realtime != '0' else 0) - self.write(json.dumps({"sector": sector, "stocks": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"sector": sector, "stocks": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_industry() - Get industry constituents class IndustryHandler(BaseHandler): @@ -179,7 +179,7 @@ class IndustryHandler(BaseHandler): raise HTTPError(400, "need args industry") print(industry) ret = safe_call(self.ctx().get_industry, industry) - self.write(json.dumps({"industry": industry, "stocks": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"industry": industry, "stocks": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_stock_list_in_sector() - Get sector constituents class StockListInSectorHandler(BaseHandler): @@ -189,7 +189,7 @@ class StockListInSectorHandler(BaseHandler): if not sectorname: raise HTTPError(400, "need args sectorname") ret = safe_call(self.ctx().get_stock_list_in_sector, sectorname) - self.write(json.dumps({"sectorname": sectorname, "stocks": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"sectorname": sectorname, "stocks": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_weight_in_index() - Get weights in an index class WeightInIndexHandler(BaseHandler): @@ -198,7 +198,7 @@ class WeightInIndexHandler(BaseHandler): indexcode = data.get('indexcode', '') stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_weight_in_index, indexcode, stockcode) - self.write(json.dumps({"indexcode": indexcode, "stockcode": stockcode, "weight": ret}, ensure_ascii=False)) + self.write(json.dumps({"indexcode": indexcode, "stockcode": stockcode, "weight": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_contract_multiplier() - Get the contract multiplier class ContractMultiplierHandler(BaseHandler): @@ -206,7 +206,7 @@ class ContractMultiplierHandler(BaseHandler): data = json.loads(self.request.body) contractcode = data.get('contractcode', '') ret = safe_call(self.ctx().get_contract_multiplier, contractcode) - self.write(json.dumps({"contractcode": contractcode, "multiplier": ret}, ensure_ascii=False)) + self.write(json.dumps({"contractcode": contractcode, "multiplier": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_risk_free_rate() - Get the risk-free rate class RiskFreeRateHandler(BaseHandler): @@ -214,7 +214,7 @@ class RiskFreeRateHandler(BaseHandler): data = json.loads(self.request.body) index = int(data.get('index', '-1')) ret = safe_call(self.ctx().get_risk_free_rate, index) - self.write(json.dumps({"index": index, "risk_free_rate": ret}, ensure_ascii=False)) + self.write(json.dumps({"index": index, "risk_free_rate": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_date_location() - Get the bar index for a date class DateLocationHandler(BaseHandler): @@ -222,7 +222,7 @@ class DateLocationHandler(BaseHandler): data = json.loads(self.request.body) strdate = data.get('strdate', '') ret = safe_call(self.ctx().get_date_location, strdate) - self.write(json.dumps({"strdate": strdate, "location": ret}, ensure_ascii=False)) + self.write(json.dumps({"strdate": strdate, "location": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_history_data() - Get historical market data for multiple symbols class HistoryDataHandler(BaseHandler): @@ -234,7 +234,7 @@ class HistoryDataHandler(BaseHandler): dividend_type = int(data.get('dividend_type', '0')) skip_paused = data.get('skip_paused', 'true').lower() == 'true' ret = safe_call(self.ctx().get_history_data, length, period, field, dividend_type, skip_paused) - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get historical data"}, ensure_ascii=False)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get historical data"}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_market_data() - Get market data as a DataFrame class MarketDataHandler(BaseHandler): @@ -254,7 +254,7 @@ class MarketDataHandler(BaseHandler): raise HTTPError(500, "Failed to get market data") if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_market_data_ex() - Get extended Level 2 market data class MarketDataExHandler(BaseHandler): @@ -278,7 +278,7 @@ class MarketDataExHandler(BaseHandler): result[k] = v.to_dict() else: result[k] = str(v) - self.write(json.dumps({"data": result}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_full_tick() - Get full tick data class FullTickHandler(BaseHandler): @@ -290,7 +290,7 @@ class FullTickHandler(BaseHandler): ret = safe_call(self.ctx().get_full_tick, stocks) if not ret: raise HTTPError(500, "Failed to get tick data") - self.write(json.dumps(ret, ensure_ascii=False, default=str)) + self.write(json.dumps(ret, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_divid_factors() - Get dividend and adjustment factors class DividFactorsHandler(BaseHandler): @@ -298,7 +298,7 @@ class DividFactorsHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_divid_factors, stockcode) - self.write(json.dumps({"stockcode": stockcode, "factors": ret or {}}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "factors": ret or {}}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_main_contract() - Get the main futures contract class MainContractHandler(BaseHandler): @@ -306,7 +306,7 @@ class MainContractHandler(BaseHandler): data = json.loads(self.request.body) codemarket = data.get('codemarket', '') ret = safe_call(self.ctx().get_main_contract, codemarket) - self.write(json.dumps({"codemarket": codemarket, "main_contract": ret}, ensure_ascii=False)) + self.write(json.dumps({"codemarket": codemarket, "main_contract": ret}, separators=(',', ':'), ensure_ascii=False)) # timetag_to_datetime() - Convert a millisecond timestamp to datetime class TimetagToDatetimeHandler(BaseHandler): @@ -315,7 +315,7 @@ class TimetagToDatetimeHandler(BaseHandler): timetag = int(data.get('timetag', '0')) fmt = data.get('format', '%Y-%m-%d %H:%M:%S') ret = safe_call(timetag_to_datetime, timetag, fmt) - self.write(json.dumps({"timetag": timetag, "datetime": ret}, ensure_ascii=False)) + self.write(json.dumps({"timetag": timetag, "datetime": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_total_share() - Get total shares class TotalShareHandler(BaseHandler): @@ -323,7 +323,7 @@ class TotalShareHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_total_share, stockcode) - self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "total_share": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_trading_dates() - Get the trading-day list class TradingDatesHandler(BaseHandler): @@ -336,7 +336,7 @@ class TradingDatesHandler(BaseHandler): period = data.get('period', '1d') count_int = int(count) if count else -1 ret = safe_call(self.ctx().get_trading_dates, stockcode, start_date, end_date, count_int, period) - self.write(json.dumps({"dates": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"dates": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_svol() - Get sell-side volume class SvolHandler(BaseHandler): @@ -344,7 +344,7 @@ class SvolHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_svol, stockcode) - self.write(json.dumps({"stockcode": stockcode, "svol": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "svol": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_bvol() - Get buy-side volume class BvolHandler(BaseHandler): @@ -352,7 +352,7 @@ class BvolHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_bvol, stockcode) - self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "bvol": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_longhubang() - Get Dragon-Tiger List data class LonghubangHandler(BaseHandler): @@ -365,7 +365,7 @@ class LonghubangHandler(BaseHandler): ret = safe_call(self.ctx().get_longhubang, slist, startTime, endTime) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get Dragon-Tiger List data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get Dragon-Tiger List data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_top10_share_holder() - Get top-ten shareholder data class Top10ShareHolderHandler(BaseHandler): @@ -379,7 +379,7 @@ class Top10ShareHolderHandler(BaseHandler): ret = safe_call(get_top10_share_holder, slist, data_name, start_time, end_time) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get top-ten shareholder data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get top-ten shareholder data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_option_detail_data() - Get option details class OptionDetailHandler(BaseHandler): @@ -387,7 +387,7 @@ class OptionDetailHandler(BaseHandler): data = json.loads(self.request.body) optioncode = data.get('optioncode', '') ret = safe_call(self.ctx().get_option_detail_data, optioncode) - self.write(json.dumps({"optioncode": optioncode, "detail": ret or {}}, ensure_ascii=False)) + self.write(json.dumps({"optioncode": optioncode, "detail": ret or {}}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_turnover_rate() - Get turnover rate class TurnoverRateHandler(BaseHandler): @@ -400,7 +400,7 @@ class TurnoverRateHandler(BaseHandler): ret = safe_call(self.ctx().get_turnover_rate, slist, startTime, endTime) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get turnover rate"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret else {"error": "Failed to get turnover rate"}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_etf_info() - Get ETF creation/redemption and constituent data class EtfInfoHandler(BaseHandler): @@ -408,7 +408,7 @@ class EtfInfoHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(get_etf_info, stockcode) - self.write(json.dumps({"stockcode": stockcode, "info": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"stockcode": stockcode, "info": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_etf_iopv() - Get the ETF indicative optimized portfolio value class EtfIopvHandler(BaseHandler): @@ -416,7 +416,7 @@ class EtfIopvHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(get_etf_iopv, stockcode) - self.write(json.dumps({"stockcode": stockcode, "iopv": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "iopv": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_instrumentdetail() - Get instrument details class InstrumentDetailHandler(BaseHandler): @@ -424,7 +424,7 @@ class InstrumentDetailHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().get_instrumentdetail, stockcode) - self.write(json.dumps({"stockcode": stockcode, "detail": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"stockcode": stockcode, "detail": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_contract_expire_date() - Get the futures contract expiration date class ContractExpireDateHandler(BaseHandler): @@ -432,7 +432,7 @@ class ContractExpireDateHandler(BaseHandler): data = json.loads(self.request.body) codemarket = data.get('codemarket', '') ret = safe_call(self.ctx().get_contract_expire_date, codemarket) - self.write(json.dumps({"codemarket": codemarket, "expire_date": ret}, ensure_ascii=False)) + self.write(json.dumps({"codemarket": codemarket, "expire_date": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_option_undl_data() - Get option products for an underlying asset class OptionUndlDataHandler(BaseHandler): @@ -440,7 +440,7 @@ class OptionUndlDataHandler(BaseHandler): data = json.loads(self.request.body) undl_code_ref = data.get('undl_code_ref', '') ret = safe_call(self.ctx().get_option_undl_data, undl_code_ref) - self.write(json.dumps({"data": ret or []}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret or []}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_financial_data() - Get financial data class FinancialDataHandler(BaseHandler): @@ -465,7 +465,7 @@ class FinancialDataHandler(BaseHandler): ret = safe_call(self.ctx().get_financial_data, fields, stocks, start_date, end_date, rtype) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get financial data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get financial data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_factor_data() - Get multi-factor data class FactorDataHandler(BaseHandler): @@ -484,7 +484,7 @@ class FactorDataHandler(BaseHandler): ret = safe_call(self.ctx().get_factor_data, fields, stocks, start_date, end_date) if hasattr(ret, 'to_dict'): ret = ret.to_dict() - self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get factor data"}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret} if ret is not None else {"error": "Failed to get factor data"}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_his_st_data() - Get historical ST data class HisStDataHandler(BaseHandler): @@ -492,7 +492,7 @@ class HisStDataHandler(BaseHandler): data = json.loads(self.request.body) stockCode = data.get('stockCode', '') ret = safe_call(self.ctx().get_his_st_data, stockCode) - self.write(json.dumps({"stockCode": stockCode, "data": ret or {}}, ensure_ascii=False)) + self.write(json.dumps({"stockCode": stockCode, "data": ret or {}}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_his_index_data() - Get historical index data class HisIndexDataHandler(BaseHandler): @@ -500,13 +500,13 @@ class HisIndexDataHandler(BaseHandler): data = json.loads(self.request.body) index = data.get('index', '') ret = safe_call(self.ctx().get_his_index_data, index) - self.write(json.dumps({"index": index, "data": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"index": index, "data": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_all_subscription() - Get all current market-data subscriptions class AllSubscriptionHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().get_all_subscription) - self.write(json.dumps({"subscriptions": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"subscriptions": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.get_option_list() - Get a specified option list class OptionListHandler(BaseHandler): @@ -517,7 +517,7 @@ class OptionListHandler(BaseHandler): opttype = data.get('opttype', '') isavailable = data.get('isavailable', 'true').lower() == 'true' ret = safe_call(self.ctx().get_option_list, undl_code, dedate, opttype, isavailable) - self.write(json.dumps({"option_list": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"option_list": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_his_contract_list() - Get expired contracts class HisContractListHandler(BaseHandler): @@ -525,7 +525,7 @@ class HisContractListHandler(BaseHandler): data = json.loads(self.request.body) market = data.get('market', '') ret = safe_call(self.ctx().get_his_contract_list, market) - self.write(json.dumps({"market": market, "contracts": ret or []}, ensure_ascii=False)) + self.write(json.dumps({"market": market, "contracts": ret or []}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_option_iv() - Get real-time option implied volatility class OptionIvHandler(BaseHandler): @@ -533,7 +533,7 @@ class OptionIvHandler(BaseHandler): data = json.loads(self.request.body) optioncode = data.get('optioncode', '') ret = safe_call(self.ctx().get_option_iv, optioncode) - self.write(json.dumps({"optioncode": optioncode, "iv": ret}, ensure_ascii=False)) + self.write(json.dumps({"optioncode": optioncode, "iv": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.bsm_price() - Calculate a European option price with the Black-Scholes model class BsmPriceHandler(BaseHandler): @@ -551,7 +551,7 @@ class BsmPriceHandler(BaseHandler): except ValueError: op = [float(x) for x in objectPrices.split(',')] ret = safe_call(self.ctx().bsm_price, optionType, op, strikePrice, riskFree, sigma, days, dividend) - self.write(json.dumps({"price": ret}, ensure_ascii=False, default=str)) + self.write(json.dumps({"price": ret}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.bsm_iv() - Calculate European option implied volatility class BsmIvHandler(BaseHandler): @@ -565,7 +565,7 @@ class BsmIvHandler(BaseHandler): days = int(data.get('days', '0')) dividend = float(data.get('dividend', '0')) ret = safe_call(self.ctx().bsm_iv, optionType, objectPrices, strikePrice, optionPrice, riskFree, days, dividend) - self.write(json.dumps({"iv": ret}, ensure_ascii=False)) + self.write(json.dumps({"iv": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.get_local_data() - Get market data from local storage class LocalDataHandler(BaseHandler): @@ -580,7 +580,7 @@ class LocalDataHandler(BaseHandler): ret = safe_call(self.ctx().get_local_data, stock_code, start_time, end_time, period, divid_type, count) if ret is None: raise HTTPError(500, "Failed to get local market data") - self.write(json.dumps({"data": ret}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False, default=str)) # ContextInfo.subscribe_quote() - Subscribe to market data class SubscribeQuoteHandler(BaseHandler): @@ -590,7 +590,7 @@ class SubscribeQuoteHandler(BaseHandler): period = data.get('period', 'follow') dividend_type = data.get('dividend_type', 'follow') ret = safe_call(self.ctx().subscribe_quote, stock_code, period, dividend_type) - self.write(json.dumps({"status": "success" if ret is not None else "failed", "sub_id": ret}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret is not None else "failed", "sub_id": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.unsubscribe_quote() - Unsubscribe from market data class UnsubscribeQuoteHandler(BaseHandler): @@ -598,7 +598,7 @@ class UnsubscribeQuoteHandler(BaseHandler): data = json.loads(self.request.body) sub_id = int(data.get('sub_id', '0')) safe_call(self.ctx().unsubscribe_quote, sub_id) - self.write(json.dumps({"status": "success", "sub_id": sub_id}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "sub_id": sub_id}, separators=(',', ':'), ensure_ascii=False)) # ============= 3. Predicate functions (is_*) ============= @@ -606,13 +606,13 @@ class UnsubscribeQuoteHandler(BaseHandler): class IsLastBarHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().is_last_bar) - self.write(json.dumps({"is_last_bar": ret}, ensure_ascii=False)) + self.write(json.dumps({"is_last_bar": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.is_new_bar() - Check whether this is a new bar class IsNewBarHandler(BaseHandler): def get(self): ret = safe_call(self.ctx().is_new_bar) - self.write(json.dumps({"is_new_bar": ret}, ensure_ascii=False)) + self.write(json.dumps({"is_new_bar": ret}, separators=(',', ':'), ensure_ascii=False)) # ContextInfo.is_suspended_stock() - Check whether a stock is suspended class IsSuspendedStockHandler(BaseHandler): @@ -620,7 +620,7 @@ class IsSuspendedStockHandler(BaseHandler): data = json.loads(self.request.body) stockcode = data.get('stockcode', '') ret = safe_call(self.ctx().is_suspended_stock, stockcode) - self.write(json.dumps({"stockcode": stockcode, "is_suspended": ret}, ensure_ascii=False)) + self.write(json.dumps({"stockcode": stockcode, "is_suspended": ret}, separators=(',', ':'), ensure_ascii=False)) # is_sector_stock() - Check whether a stock belongs to a sector class IsSectorStockHandler(BaseHandler): @@ -630,7 +630,7 @@ class IsSectorStockHandler(BaseHandler): market = data.get('market', '') stockcode = data.get('stockcode', '') ret = safe_call(is_sector_stock, sectorname, market, stockcode) - self.write(json.dumps({"sectorname": sectorname, "stockcode": stockcode, "is_in_sector": ret}, ensure_ascii=False)) + self.write(json.dumps({"sectorname": sectorname, "stockcode": stockcode, "is_in_sector": ret}, separators=(',', ':'), ensure_ascii=False)) # is_typed_stock() - Check whether a stock belongs to a category class IsTypedStockHandler(BaseHandler): @@ -640,7 +640,7 @@ class IsTypedStockHandler(BaseHandler): market = data.get('market', '') stockcode = data.get('stockcode', '') ret = safe_call(is_typed_stock, stocktypenum, market, stockcode) - self.write(json.dumps({"stocktypenum": stocktypenum, "stockcode": stockcode, "result": ret}, ensure_ascii=False)) + self.write(json.dumps({"stocktypenum": stocktypenum, "stockcode": stockcode, "result": ret}, separators=(',', ':'), ensure_ascii=False)) # get_industry_name_of_stock() - Get a stock's industry classification class GetIndustryNameOfStockHandler(BaseHandler): @@ -649,7 +649,7 @@ class GetIndustryNameOfStockHandler(BaseHandler): industryType = data.get('industryType', '') stockcode = data.get('stockcode', '') ret = safe_call(get_industry_name_of_stock, industryType, stockcode) - self.write(json.dumps({"industryType": industryType, "stockcode": stockcode, "industry_name": ret}, ensure_ascii=False)) + self.write(json.dumps({"industryType": industryType, "stockcode": stockcode, "industry_name": ret}, separators=(',', ':'), ensure_ascii=False)) # ============= 4. Trading functions ============= @@ -691,7 +691,7 @@ class PassorderHandler(BaseHandler): "strategy_name": strategy_name, "local_order_id": order_id, "order_ref": str(order_ref) - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) # algo_passorder() - Submit an algorithmic order class AlgoPassorderHandler(BaseHandler): @@ -706,7 +706,7 @@ class AlgoPassorderHandler(BaseHandler): data.get('userOrderId', ''), data.get('userOrderParam', {}), self.ctx() ) - self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("algo_passorder failed") raise HTTPError(400, f"Algorithmic order submission failed: {str(e)}") @@ -725,7 +725,7 @@ class SmartAlgoPassorderHandler(BaseHandler): data.get('startTime', ''), data.get('endTime', ''), self.ctx() ) - self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "order_ref": str(order_ref) if order_ref else "unknown"}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("smart_algo_passorder failed") raise HTTPError(400, f"Smart algorithmic order submission failed: {str(e)}") @@ -737,7 +737,7 @@ class OrderLotsHandler(BaseHandler): data = json.loads(self.request.body) order_lots(data['stock'], int(data['lots']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_lots", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_lots", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_lots failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -749,7 +749,7 @@ class OrderValueHandler(BaseHandler): data = json.loads(self.request.body) order_value(data['stock'], float(data['value']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_value", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_value", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_value failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -761,7 +761,7 @@ class OrderPercentHandler(BaseHandler): data = json.loads(self.request.body) order_percent(data['stock'], float(data['percent']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_percent", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_percent", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_percent failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -773,7 +773,7 @@ class OrderTargetValueHandler(BaseHandler): data = json.loads(self.request.body) order_target_value(data['stock'], float(data['tar_value']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_target_value", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_target_value", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_target_value failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -785,7 +785,7 @@ class OrderTargetPercentHandler(BaseHandler): data = json.loads(self.request.body) order_target_percent(data['stock'], float(data['tar_percent']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_target_percent", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_target_percent", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_target_percent failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -797,7 +797,7 @@ class OrderSharesHandler(BaseHandler): data = json.loads(self.request.body) order_shares(data['stock'], int(data['shares']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "order_shares", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "order_shares", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("order_shares failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -811,7 +811,7 @@ class FuturesBuyOpenHandler(BaseHandler): data = json.loads(self.request.body) buy_open(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "buy_open", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "buy_open", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("buy_open failed") raise HTTPError(400, f"Failed to open a long futures position: {str(e)}") @@ -823,7 +823,7 @@ class FuturesBuyCloseTdayFirstHandler(BaseHandler): data = json.loads(self.request.body) buy_close_tdayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "buy_close_tdayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "buy_close_tdayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("buy_close_tdayfirst failed") raise HTTPError(400, f"Failed to close a short futures position (today first): {str(e)}") @@ -835,7 +835,7 @@ class FuturesBuyCloseYdayFirstHandler(BaseHandler): data = json.loads(self.request.body) buy_close_ydayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "buy_close_ydayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "buy_close_ydayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("buy_close_ydayfirst failed") raise HTTPError(400, f"Failed to close a short futures position (yesterday first): {str(e)}") @@ -847,7 +847,7 @@ class FuturesSellOpenHandler(BaseHandler): data = json.loads(self.request.body) sell_open(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "sell_open", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "sell_open", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("sell_open failed") raise HTTPError(400, f"Failed to open a short futures position: {str(e)}") @@ -859,7 +859,7 @@ class FuturesSellCloseTdayFirstHandler(BaseHandler): data = json.loads(self.request.body) sell_close_tdayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "sell_close_tdayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "sell_close_tdayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("sell_close_tdayfirst failed") raise HTTPError(400, f"Failed to close a long futures position (today first): {str(e)}") @@ -871,7 +871,7 @@ class FuturesSellCloseYdayFirstHandler(BaseHandler): data = json.loads(self.request.body) sell_close_ydayfirst(data['stock'], int(data['amount']), data.get('style', 'LATEST'), float(data.get('price', 0)), self.ctx(), data.get('accId', self.acc())) - self.write(json.dumps({"status": "success", "action": "sell_close_ydayfirst", "stock": data['stock']}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "action": "sell_close_ydayfirst", "stock": data['stock']}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("sell_close_ydayfirst failed") raise HTTPError(400, f"Failed to close a long futures position (yesterday first): {str(e)}") @@ -886,7 +886,7 @@ class CancelTaskHandler(BaseHandler): taskId = data['taskId'] accountType = data.get('accountType', 'stock') ret = cancel_task(taskId, self.acc(), accountType, self.ctx()) - self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("cancel_task failed") raise HTTPError(400, f"Failed to cancel task: {str(e)}") @@ -899,7 +899,7 @@ class PauseTaskHandler(BaseHandler): taskId = data['taskId'] accountType = data.get('accountType', 'stock') ret = pause_task(taskId, self.acc(), accountType, self.ctx()) - self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("pause_task failed") raise HTTPError(400, f"Failed to pause task: {str(e)}") @@ -912,7 +912,7 @@ class ResumeTaskHandler(BaseHandler): taskId = data['taskId'] accountType = data.get('accountType', 'stock') ret = resume_task(taskId, self.acc(), accountType, self.ctx()) - self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, ensure_ascii=False)) + self.write(json.dumps({"status": "success" if ret else "failed", "taskId": taskId}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("resume_task failed") raise HTTPError(400, f"Failed to resume task: {str(e)}") @@ -922,7 +922,7 @@ class DoOrderHandler(BaseHandler): def post(self): try: do_order(self.ctx()) - self.write(json.dumps({"status": "success", "message": "Signal triggered"}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "message": "Signal triggered"}, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("do_order failed") raise HTTPError(400, f"Failed to trigger signal: {str(e)}") @@ -966,7 +966,7 @@ class TradeDetailDataHandler(BaseHandler): ret = safe_call(get_trade_detail_data, self.acc(), account, datatype) if ret is None: ret = [] - self.write(json.dumps({"data": ret}, ensure_ascii=False)) + self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False)) # get_value_by_order_id() - Get order or trade details by order ID class ValueByOrderIdHandler(BaseHandler): @@ -977,7 +977,7 @@ class ValueByOrderIdHandler(BaseHandler): datatype = data.get('datatype', 'ORDER') ret = safe_call(get_value_by_order_id, orderId, self.acc(), accountType, datatype) attrs = fixed_fields(ret) if ret else {} - self.write(json.dumps({"orderId": orderId, "data": attrs}, ensure_ascii=False)) + self.write(json.dumps({"orderId": orderId, "data": attrs}, separators=(',', ':'), ensure_ascii=False)) # get_last_order_id() - Get the latest order ID class LastOrderIdHandler(BaseHandler): @@ -986,7 +986,7 @@ class LastOrderIdHandler(BaseHandler): account = data.get('account', 'stock') datatype = data.get('datatype', 'ORDER') ret = safe_call(get_last_order_id, self.acc(), account, datatype) - self.write(json.dumps({"last_order_id": ret}, ensure_ascii=False)) + self.write(json.dumps({"last_order_id": ret}, separators=(',', ':'), ensure_ascii=False)) # can_cancel_order() - Check whether an order can be canceled class CanCancelOrderHandler(BaseHandler): @@ -995,7 +995,7 @@ class CanCancelOrderHandler(BaseHandler): orderId = data.get('orderId', '') accountType = data.get('accountType', 'stock') ret = safe_call(can_cancel_order, orderId, self.acc(), accountType) - self.write(json.dumps({"orderId": orderId, "can_cancel": ret}, ensure_ascii=False)) + self.write(json.dumps({"orderId": orderId, "can_cancel": ret}, separators=(',', ':'), ensure_ascii=False)) class CancelByIdHandler(BaseHandler): @@ -1011,13 +1011,13 @@ class CancelByIdHandler(BaseHandler): self.write(json.dumps({ "status": "failed", "order_id": order_id, "message": "Order does not exist or cannot currently be canceled" - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) return result = safe_call(cancel, order_id, self.acc(), account_type, self.ctx()) self.write(json.dumps({ "status": "success" if result is not False else "failed", "order_id": order_id, - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) # get_debt_contract() - Get margin financing and securities lending debt contracts class DebtContractHandler(BaseHandler): @@ -1026,7 +1026,7 @@ class DebtContractHandler(BaseHandler): accId = data.get('accId', self.acc()) ret = safe_call(get_debt_contract, accId) result = [fixed_fields(obj) for obj in (ret or [])] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False)) # get_assure_contract() - Get margin collateral instruments class AssureContractHandler(BaseHandler): @@ -1035,7 +1035,7 @@ class AssureContractHandler(BaseHandler): accId = data.get('accId', self.acc()) ret = safe_call(get_assure_contract, accId) result = [fixed_fields(obj) for obj in (ret or [])] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False)) # get_enable_short_contract() - Get securities available for short selling class EnableShortContractHandler(BaseHandler): @@ -1044,7 +1044,7 @@ class EnableShortContractHandler(BaseHandler): accId = data.get('accId', self.acc()) ret = safe_call(get_enable_short_contract, accId) result = [fixed_fields(obj) for obj in (ret or [])] - self.write(json.dumps({"data": result}, ensure_ascii=False)) + self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False)) # get_ipo_data() - Get today's new stock and bond offerings class IpoDataHandler(BaseHandler): @@ -1052,7 +1052,7 @@ class IpoDataHandler(BaseHandler): data = json.loads(self.request.body) typ = data.get('type', '') ret = safe_call(get_ipo_data, typ) - self.write(json.dumps({"data": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # get_new_purchase_limit() - Get the new-share subscription quota class NewPurchaseLimitHandler(BaseHandler): @@ -1060,7 +1060,7 @@ class NewPurchaseLimitHandler(BaseHandler): data = json.loads(self.request.body) accid = data.get('accid', self.acc()) ret = safe_call(get_new_purchase_limit, accid) - self.write(json.dumps({"data": ret or {}}, ensure_ascii=False, default=str)) + self.write(json.dumps({"data": ret or {}}, separators=(',', ':'), ensure_ascii=False, default=str)) # ============= 8. Reference functions (ext_data) ============= @@ -1072,7 +1072,7 @@ class ExtDataHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(ext_data, extdataname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "value": ret}, ensure_ascii=False)) + self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "value": ret}, separators=(',', ':'), ensure_ascii=False)) # ext_data_rank() - Get an extended-data ranking class ExtDataRankHandler(BaseHandler): @@ -1082,7 +1082,7 @@ class ExtDataRankHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(ext_data_rank, extdataname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "rank": ret}, ensure_ascii=False)) + self.write(json.dumps({"extdataname": extdataname, "stockcode": stockcode, "rank": ret}, separators=(',', ':'), ensure_ascii=False)) # get_factor_value() - Get a factor value class GetFactorValueHandler(BaseHandler): @@ -1092,7 +1092,7 @@ class GetFactorValueHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(get_factor_value, factorname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "value": ret}, ensure_ascii=False)) + self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "value": ret}, separators=(',', ':'), ensure_ascii=False)) # get_factor_rank() - Get a factor ranking class GetFactorRankHandler(BaseHandler): @@ -1102,7 +1102,7 @@ class GetFactorRankHandler(BaseHandler): stockcode = data.get('stockcode', '') deviation = int(data.get('deviation', '0')) ret = safe_call(get_factor_rank, factorname, stockcode, deviation, self.ctx()) - self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "rank": ret}, ensure_ascii=False)) + self.write(json.dumps({"factorname": factorname, "stockcode": stockcode, "rank": ret}, separators=(',', ':'), ensure_ascii=False)) # ============= 9. Legacy handlers (compatibility) ============= @@ -1112,7 +1112,7 @@ class HoldingHandler(BaseHandler): data = json.loads(self.request.body) account = data.get('account', 'stock') positions = safe_call(get_trade_detail_data, self.acc(), account, 'position') or [] - self.write(json.dumps({"data": positions}, ensure_ascii=False)) + self.write(json.dumps({"data": positions}, separators=(',', ':'), ensure_ascii=False)) # get_trade_detail_data('account') - Query account assets class AssetsHandler(BaseHandler): @@ -1123,7 +1123,7 @@ class AssetsHandler(BaseHandler): info = _data[0] if _data else None if not info: raise HTTPError(500, "Failed to get account data") - self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, ensure_ascii=False)) + self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False)) # get_trade_detail_data('account') - Query total assets @@ -1135,7 +1135,7 @@ class TotalMoneyHandler(BaseHandler): info = _data[0] if _data else None if not info: raise HTTPError(500, "Failed to get account data") - self.write(json.dumps({"total_money": round(info.m_dBalance, 2)}, ensure_ascii=False)) + self.write(json.dumps({"total_money": round(info.m_dBalance, 2)}, separators=(',', ':'), ensure_ascii=False)) # get_trade_detail_data('account') - Query available cash class AvailableMoneyHandler(BaseHandler): @@ -1146,7 +1146,7 @@ class AvailableMoneyHandler(BaseHandler): info = _data[0] if _data else None if not info: raise HTTPError(500, "Failed to get account data") - self.write(json.dumps({"available_money": round(info.m_dAvailable, 2)}, ensure_ascii=False)) + self.write(json.dumps({"available_money": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False)) # passorder(23) - Simplified buy order wrapper class BuyHandler(BaseHandler): @@ -1162,7 +1162,7 @@ class BuyHandler(BaseHandler): self.write(json.dumps({ "status": "success", "action": "buy", "stock": stock, "order_ref": str(order_ref) if order_ref else "unknown" - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Buy order submission failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -1181,7 +1181,7 @@ class SellHandler(BaseHandler): self.write(json.dumps({ "status": "success", "action": "sell", "stock": stock, "order_ref": str(order_ref) if order_ref else "unknown" - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Sell order submission failed") raise HTTPError(400, f"Order submission failed: {str(e)}") @@ -1201,7 +1201,7 @@ class OrderStatusHandler(BaseHandler): "volume_left": order.m_nVolumeTotal, "volume_traded": order.m_nVolumeTraded, }) - self.write(json.dumps({"orders": rets}, ensure_ascii=False)) + self.write(json.dumps({"orders": rets}, separators=(',', ':'), ensure_ascii=False)) # cancel() - Cancel all orders class CancelAllHandler(BaseHandler): @@ -1224,7 +1224,7 @@ class CancelAllHandler(BaseHandler): "status": "success", "message": f"Submitted {len(canceled_list)} cancellation requests", "canceled_orders": canceled_list - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Cancel-all operation failed") raise HTTPError(500, f"Order cancellation failed: {str(e)}") @@ -1247,7 +1247,7 @@ class CancelByRuleHandler(BaseHandler): if order.m_nVolumeTotal + order.m_nVolumeTraded == cancel_volume and order_code == stock and can_cancel_order(order.m_strOrderSysID, self.acc(), account): target_orders.append(order) if not target_orders: - self.write(json.dumps({"status": "failed", "message": "No matching active orders found"}, ensure_ascii=False)) + self.write(json.dumps({"status": "failed", "message": "No matching active orders found"}, separators=(',', ':'), ensure_ascii=False)) return canceled_ids = [] for t_order in target_orders: @@ -1257,7 +1257,7 @@ class CancelByRuleHandler(BaseHandler): "status": "success", "message": f"Matched {len(target_orders)} orders and submitted cancellation requests", "canceled_sys_ids": canceled_ids - }, ensure_ascii=False)) + }, separators=(',', ':'), ensure_ascii=False)) except Exception as e: logger.exception("Rule-based cancellation failed") raise HTTPError(500, f"Order cancellation failed: {str(e)}") @@ -1277,13 +1277,13 @@ class PythonVersionHandler(BaseHandler): "serial": sys.version_info.serial, } } - self.write(json.dumps(version_info, ensure_ascii=False)) + self.write(json.dumps(version_info, separators=(',', ':'), ensure_ascii=False)) # sys: Shut down the HTTP service class ShutdownHandler(BaseHandler): def post(self): logger.info("Shutdown request received; the server is stopping...") - self.write(json.dumps({"status": "success", "message": "Server is shutting down..."}, ensure_ascii=False)) + self.write(json.dumps({"status": "success", "message": "Server is shutting down..."}, separators=(',', ':'), ensure_ascii=False)) self.finish() IOLoop.current().add_callback(IOLoop.current().stop) @@ -1295,7 +1295,7 @@ class DealHandler(BaseHandler): sn = data.get('sn','') deals = safe_call(get_trade_detail_data, self.acc(), account, 'deal', sn) or [] rets = [fixed_fields(deal) for deal in deals] - self.write(json.dumps({"deals": rets}, ensure_ascii=False)) + self.write(json.dumps({"deals": rets}, separators=(',', ':'), ensure_ascii=False)) # ============= Route registration ============= diff --git a/buf.gen.yaml b/buf.gen.yaml new file mode 100644 index 0000000..ad9d2c1 --- /dev/null +++ b/buf.gen.yaml @@ -0,0 +1,9 @@ +version: v2 +clean: true +inputs: + - directory: proto +plugins: + - remote: buf.build/protocolbuffers/python:v3.14.0 + out: api/gen + - remote: buf.build/grpc/python:v1.62.1 + out: api/gen # 必须与上面保持同一输出目录 \ No newline at end of file diff --git a/grpc/qmt_grpc_new.py b/grpc/qmt_grpc_new.py new file mode 100644 index 0000000..2a69d5e --- /dev/null +++ b/grpc/qmt_grpc_new.py @@ -0,0 +1,61 @@ +# -*- coding: gbk -*- +import grpc +import qmt_service_pb2 +import qmt_service_pb2_grpc +import time + +class QmtServiceServicer(qmt_service_pb2_grpc.QmtServiceServicer): + """实现QMT服务（单线程版本）""" + + def GetAsset(self, request, context): + """实现GetAsset方法""" + print(f"收到查询请求，账户: {request.account_id}") + + # 这里是你调用大QMT API获取数据的逻辑 + # 实际使用时，请替换为真实的xt_trader查询代码 + # 参考: asset = xt_trader.query_stock_asset(acc) + + # 模拟数据 + total = 1000000.0 + cash = 500000.0 + market_val = 500000.0 + + # 模拟一些耗时操作（如查询数据库） + # time.sleep(0.1) # 如果需要可以取消注释 + + # 返回响应 + return qmt_service_pb2.AssetResponse( + total_asset=total, + cash=cash, + market_value=market_val + ) + +def serve(): + """启动gRPC服务（单线程）""" + # 使用单线程服务器，通过设置maximum_concurrent_rpcs参数限制并发 + # 或者使用同步服务器，直接处理请求 + server = grpc.server() + + # 注册服务 + qmt_service_pb2_grpc.add_QmtServiceServicer_to_server( + QmtServiceServicer(), + server + ) + + # 监听端口 + server.add_insecure_port('[::]:58051') + + # 启动服务器 + server.start() + print("QMT gRPC 服务已启动（单线程模式），监听端口 58051...") + print("所有请求将串行处理，不会并发执行") + + # 保持服务运行 + try: + server.wait_for_termination() + except KeyboardInterrupt: + print("\n服务已停止") + server.stop(0) + +if __name__ == '__main__': + serve() \ No newline at end of file diff --git a/grpc/qmt_service.proto b/grpc/qmt_service.proto new file mode 100644 index 0000000..82defe8 --- /dev/null +++ b/grpc/qmt_service.proto @@ -0,0 +1,19 @@ +syntax = "proto3"; + +// 定义服务 +service QmtService { + // 查询账户资产 + rpc GetAsset (AssetRequest) returns (AssetResponse) {} +} + +// 请求消息 +message AssetRequest { + string account_id = 1; // 账户ID +} + +// 响应消息 +message AssetResponse { + double total_asset = 1; // 总资产 + double cash = 2; // 可用资金 + double market_value = 3; // 持仓市值 +} \ No newline at end of file