fix bug

2026-04-12 23:24:43 +08:00
parent ca28d0c691
commit 0335523c68
8 changed files with 562 additions and 0 deletions
--- a/client_go/TIMESTAMP_MECHANISM.md
+++ b/client_go/TIMESTAMP_MECHANISM.md
@@ -0,0 +1,159 @@
+# 共享内存时间戳机制说明
+
+## 问题背景
+
+原始实现中，Python 端每 30 秒更新一次共享内存数据，而 Go 客户端每秒读取一次。由于共享内存中的数据不会自动清除，Go 客户端每次读取的都是同一份旧数据，导致看起来像是每秒都收到了新行情。
+
+## 解决方案：时间戳版本检测
+
+### 核心思路
+
+在共享内存头部添加**时间戳字段**，Go 客户端通过检测时间戳变化来判断数据是否真正更新。
+
+### 共享内存头部结构（16字节）
+
+```
+偏移量  | 字段名         | 类型   | 说明
+--------|---------------|--------|------------------
+0-3     | version       | uint32 | 版本号（当前为1）
+4-7     | write_pos     | uint32 | 写入位置指针
+8-11    | last_data_len | uint32 | 最后一条数据的长度
+12-15   | timestamp     | uint32 | Unix 时间戳（秒级）
+```
+
+### 工作流程
+
+#### Python 端（生产者）
+
+1. 每次调用 `publish_tick()` 时：
+   - 序列化数据并写入共享内存
+   - **更新头部时间戳为当前 Unix 时间戳**
+   
+2. 关键代码位置：`src/qmt/tick_push.py` 第 93-97 行
+
+```python
+# 更新写入位置、最后数据长度和时间戳
+new_pos = current_pos + 4 + data_len
+timestamp = int(time.time())  # Unix 时间戳
+struct.pack_into('<I', buf, 4, new_pos)
+struct.pack_into('<I', buf, 8, data_len)
+struct.pack_into('<I', buf, 12, timestamp)  # 更新时间戳
+```
+
+#### Go 端（消费者）
+
+1. `TickReader` 结构体新增字段：
+   ```go
+   type TickReader struct {
+       shmName       string
+       bufferSize    int
+       mappedFile    windows.Handle
+       view          uintptr
+       lastTimestamp uint32 // 上次读取的时间戳
+   }
+   ```
+
+2. `ReadLatestTick()` 方法增加时间戳检测：
+   - 读取头部时间戳
+   - **与上次读取的时间戳比较**
+   - 如果相同，返回错误 "数据未更新"
+   - 如果不同，继续读取数据并更新 `lastTimestamp`
+
+3. 关键代码位置：`client_go/tick_reader.go` 第 105-152 行
+
+```go
+// 解析时间戳
+currentTimestamp := binary.LittleEndian.Uint32(header[12:16])
+
+// 检查数据是否更新
+if currentTimestamp == r.lastTimestamp {
+    return nil, fmt.Errorf("数据未更新")
+}
+
+// ... 读取数据 ...
+
+// 更新最后时间戳
+r.lastTimestamp = currentTimestamp
+```
+
+### 优势
+
+1. **高频读取无浪费**：Go 客户端可以每秒甚至更频繁地读取，但只在数据真正更新时才处理
+2. **实时响应**：一旦 Python 端写入新数据，Go 端最多延迟 1 秒就能检测到
+3. **向后兼容**：只需修改头部最后一个字段（reserved → timestamp），不影响其他逻辑
+4. **简单高效**：无需额外的事件通知机制，纯轮询方式实现
+
+### 测试验证
+
+#### Python 端测试
+
+运行测试脚本验证时间戳是否正确更新：
+
+```bash
+cd d:\work\quant\qmt
+python test\test_timestamp.py
+```
+
+预期输出：
+```
+============================================================
+测试共享内存时间戳机制
+============================================================
+
+[1] 第一次发布数据...
+    时间戳: 1775996840 (20:27:20)
+
+[2] 等待 2 秒...
+
+[3] 第二次发布数据（相同内容）...
+    时间戳: 1775996842 (20:27:22)
+
+✓ 时间戳已更新: 2 秒
+
+[4] 再次等待 2 秒...
+
+[5] 第三次发布数据（不同内容）...
+    时间戳: 1775996844 (20:27:24)
+
+✓ 时间戳继续更新: 2 秒
+
+============================================================
+✓ 所有测试通过！
+============================================================
+```
+
+#### Go 端测试
+
+编译并运行 Go 客户端：
+
+```bash
+cd d:\work\quant\qmt\client_go
+go build -o tick_reader.exe tick_reader.go
+.\tick_reader.exe
+```
+
+预期行为：
+- Go 客户端每秒读取一次共享内存
+- 只有当 Python 端更新数据时（每 30 秒），才会打印 "接收到新行情"
+- 其余时间会跳过处理（因为时间戳未变化）
+
+### 性能对比
+
+| 方案 | 读取频率 | CPU 占用 | 响应延迟 | 实现复杂度 |
+|------|---------|---------|---------|-----------|
+| 方案1：调整读取间隔 | 30秒/次 | 低 | 最高 30 秒 | 简单 |
+| **方案2：时间戳检测** | **1秒/次** | **低** | **最高 1 秒** | **中等** |
+| 方案3：事件通知 | 实时 | 最低 | 毫秒级 | 复杂 |
+
+### 注意事项
+
+1. **时间戳精度**：当前使用秒级时间戳，如果需要更高精度可改为毫秒级（需要 8 字节存储）
+2. **时钟回拨**：理论上系统时钟回拨可能导致时间戳倒退，但在实际交易中几乎不可能发生
+3. **溢出问题**：uint32 时间戳可使用到 2106 年，短期内无需担心
+
+### 未来优化方向
+
+如果需要更低延迟的响应，可以考虑：
+1. 缩短 Python 端的 `DEFAULT_TICK_INTERVAL`（如改为 5 秒）
+2. 使用 Windows Event 对象实现真正的推送机制
+3. 采用环形缓冲区 + 序列号的无锁设计
--- a/client_go/go.mod
+++ b/client_go/go.mod
@@ -0,0 +1,10 @@
+module tick_reader
+
+go 1.21
+
+require (
+	github.com/vmihailenco/msgpack/v5 v5.4.1
+	golang.org/x/sys v0.15.0
+)
+
+require github.com/vmihailenco/tagparser/v2 v2.0.0 // indirect
--- a/client_go/go.sum
+++ b/client_go/go.sum
@@ -0,0 +1,14 @@
+github.com/davecgh/go-spew v1.1.0 h1:ZDRjVQ15GmhC3fiQ8ni8+OwkZQO4DARzQgrnXU1Liz8=
+github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
+github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
+github.com/stretchr/testify v1.6.1 h1:hDPOHmpOpP40lSULcqw7IrRb/u7w6RpDC9399XyoNd0=
+github.com/stretchr/testify v1.6.1/go.mod h1:6Fq8oRcR53rry900zMqJjRRixrwX3KX962/h/Wwjteg=
+github.com/vmihailenco/msgpack/v5 v5.4.1 h1:cQriyiUvjTwOHg8QZaPihLWeRAAVoCpE00IUPn0Bjt8=
+github.com/vmihailenco/msgpack/v5 v5.4.1/go.mod h1:GaZTsDaehaPpQVyxrf5mtQlH+pc21PIudVV/E3rRQok=
+github.com/vmihailenco/tagparser/v2 v2.0.0 h1:y09buUbR+b5aycVFQs/g70pqKVZNBmxwAhO7/IwNM9g=
+github.com/vmihailenco/tagparser/v2 v2.0.0/go.mod h1:Wri+At7QHww0WTrCBeu4J6bNtoV6mEfg5OIWRZA9qds=
+golang.org/x/sys v0.15.0 h1:h48lPFYpsTvQJZF4EKyI4aLHaev3CxivZmv7yZig9pc=
+golang.org/x/sys v0.15.0/go.mod h1:/VUhepiaJMQUp4+oa/7Zr1D23ma6VTLIYjOOTFZPUcA=
+gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c h1:dUUwHk2QECo/6vqA44rthZ8ie2QXMNeKRTHCNY2nXvo=
+gopkg.in/yaml.v3 v3.0.0-20200313102051-9f266ea9e77c/go.mod h1:K4uyk7z7BCEPqu6E+C64Yfv1cQ7kz7rIZviUmN+EgEM=
--- a/client_go/tick_reader.go
+++ b/client_go/tick_reader.go
@@ -0,0 +1,206 @@
+package main
+
+import (
+	"encoding/binary"
+	"fmt"
+	"log"
+	"time"
+	"unsafe"
+
+	"github.com/vmihailenco/msgpack/v5"
+	"golang.org/x/sys/windows"
+)
+
+// TickData 行情数据结构
+type TickData map[string]interface{}
+
+// TickReader 共享内存读取器
+type TickReader struct {
+	shmName       string
+	bufferSize    int
+	mappedFile    windows.Handle
+	view          uintptr
+	lastTimestamp uint32 // 上次读取的时间戳
+}
+
+// NewTickReader 创建新的读取器
+func NewTickReader(shmName string, bufferSize int) (*TickReader, error) {
+	if shmName == "" {
+		shmName = "tick_ipc"
+	}
+	if bufferSize == 0 {
+		bufferSize = 10 * 1024 * 1024 // 10MB
+	}
+
+	reader := &TickReader{
+		shmName:       shmName,
+		bufferSize:    bufferSize,
+		lastTimestamp: 0,
+	}
+
+	// 打开共享内存
+	err := reader.openSharedMemory()
+	if err != nil {
+		return nil, fmt.Errorf("打开共享内存失败: %w", err)
+	}
+
+	log.Printf("✓ 成功连接到共享内存: %s (大小: %d bytes)", shmName, bufferSize)
+	return reader, nil
+}
+
+// openSharedMemory 打开 Windows 共享内存
+func (r *TickReader) openSharedMemory() error {
+	// 打开已存在的共享内存（Python 创建的）
+	namePtr, err := windows.UTF16PtrFromString(r.shmName)
+	if err != nil {
+		return fmt.Errorf("转换字符串失败: %w", err)
+	}
+
+	// 使用 syscall 直接调用 Windows API
+	kernel32 := windows.NewLazySystemDLL("kernel32.dll")
+	openFileMappingProc := kernel32.NewProc("OpenFileMappingW")
+	mapViewOfFileProc := kernel32.NewProc("MapViewOfFile")
+
+	// 调用 OpenFileMappingW
+	handle, _, callErr := openFileMappingProc.Call(
+		uintptr(windows.FILE_MAP_READ),
+		0, // bInheritHandle
+		uintptr(unsafe.Pointer(namePtr)),
+	)
+	if callErr != nil && callErr.Error() != "The operation completed successfully." {
+		return fmt.Errorf("打开文件映射失败: %w", callErr)
+	}
+	if handle == 0 {
+		return fmt.Errorf("打开文件映射失败: 返回空句柄")
+	}
+	mappingHandle := windows.Handle(handle)
+
+	// 映射视图
+	view, _, callErr := mapViewOfFileProc.Call(
+		uintptr(mappingHandle),
+		uintptr(windows.FILE_MAP_READ),
+		0,
+		0,
+		uintptr(r.bufferSize),
+	)
+	if callErr != nil && callErr.Error() != "The operation completed successfully." {
+		windows.CloseHandle(mappingHandle)
+		return fmt.Errorf("映射视图失败: %w", callErr)
+	}
+	if view == 0 {
+		windows.CloseHandle(mappingHandle)
+		return fmt.Errorf("映射视图失败: 返回空地址")
+	}
+
+	r.mappedFile = mappingHandle
+	r.view = view
+
+	return nil
+}
+
+// ReadLatestTick 读取最新的行情数据
+func (r *TickReader) ReadLatestTick() (TickData, error) {
+	if r.view == 0 {
+		return nil, fmt.Errorf("共享内存未初始化")
+	}
+
+	// 读取头部信息（16字节）
+	// 格式: [version(4)] [write_pos(4)] [last_data_len(4)] [timestamp(4)]
+	header := unsafeByteSlice(r.view, 0, 16)
+
+	// 解析时间戳
+	currentTimestamp := binary.LittleEndian.Uint32(header[12:16])
+
+	// 检查数据是否更新
+	if currentTimestamp == r.lastTimestamp {
+		return nil, fmt.Errorf("数据未更新")
+	}
+
+	// 解析最后数据长度
+	lastDataLen := binary.LittleEndian.Uint32(header[8:12])
+	if lastDataLen == 0 {
+		return nil, fmt.Errorf("无可用数据")
+	}
+
+	// 解析写入位置
+	writePos := binary.LittleEndian.Uint32(header[4:8])
+
+	// 计算数据起始位置
+	var dataStart uint32
+	if writePos >= lastDataLen+4 {
+		dataStart = 16 + writePos - lastDataLen - 4
+	} else {
+		dataStart = 16
+	}
+
+	// 读取数据长度
+	dataLenBytes := unsafeByteSlice(r.view, int(dataStart), 4)
+	dataLen := binary.LittleEndian.Uint32(dataLenBytes)
+
+	// 读取 msgpack 数据
+	packedData := unsafeByteSlice(r.view, int(dataStart)+4, int(dataLen))
+
+	// 反序列化 msgpack
+	var tickData TickData
+	err := msgpack.Unmarshal(packedData, &tickData)
+	if err != nil {
+		return nil, fmt.Errorf("反序列化失败: %w", err)
+	}
+
+	// 更新最后时间戳
+	r.lastTimestamp = currentTimestamp
+
+	return tickData, nil
+}
+
+// unsafeByteSlice 将内存地址转换为字节切片
+func unsafeByteSlice(base uintptr, offset int, length int) []byte {
+	return (*[1 << 30]byte)(unsafe.Pointer(base + uintptr(offset)))[:length:length]
+}
+
+// Close 关闭读取器
+func (r *TickReader) Close() {
+	if r.view != 0 {
+		windows.UnmapViewOfFile(r.view)
+		r.view = 0
+	}
+	if r.mappedFile != 0 {
+		windows.CloseHandle(r.mappedFile)
+		r.mappedFile = 0
+	}
+	log.Println("✓ 共享内存连接已关闭")
+}
+
+// StartContinuousRead 持续读取行情数据
+func (r *TickReader) StartContinuousRead(interval time.Duration, handler func(TickData)) {
+	log.Printf("开始持续读取，间隔: %v", interval)
+
+	ticker := time.NewTicker(interval)
+	defer ticker.Stop()
+
+	for range ticker.C {
+		tick, err := r.ReadLatestTick()
+		if err != nil {
+			continue
+		}
+
+		if handler != nil {
+			handler(tick)
+		}
+	}
+}
+
+func main() {
+	// 创建读取器
+	reader, err := NewTickReader("tick_ipc", 0)
+	if err != nil {
+		log.Fatalf("初始化失败: %v", err)
+	}
+	defer reader.Close()
+
+	// 示例2：持续读取（取消注释以启用）
+	fmt.Println("\n=== 持续读取示例（按 Ctrl+C 停止）===")
+	reader.StartContinuousRead(time.Second, func(tick TickData) {
+		fmt.Printf("\n[%s] 接收到新行情:%d个标的\n", time.Now().Format("15:04:05"), len(tick))
+	})
+}
--- a/cmd/main.go
+++ b/cmd/main.go
@@ -0,0 +1,22 @@
+package main
+
+import (
+	"git.apinb.com/quant/tick-computing/internal"
+	"github.com/gin-gonic/gin"
+)
+
+func main() {
+
+	// 初始化Gin引擎
+	app := gin.Default()
+
+	// use middleware
+	app.Use(gin.Recovery())
+	app.POST("/tick", internal.TickRecv)
+
+	// 启动HTTP服务器
+	err := app.Run("127.0.0.1:9798")
+	if err != nil {
+		panic(err)
+	}
+}
--- a/go.mod
+++ b/go.mod
@@ -0,0 +1,38 @@
+module git.apinb.com/quant/tick-computing
+
+go 1.26.1
+
+require github.com/gin-gonic/gin v1.12.0
+
+require (
+	github.com/bytedance/gopkg v0.1.3 // indirect
+	github.com/bytedance/sonic v1.15.0 // indirect
+	github.com/bytedance/sonic/loader v0.5.0 // indirect
+	github.com/cloudwego/base64x v0.1.6 // indirect
+	github.com/gabriel-vasile/mimetype v1.4.12 // indirect
+	github.com/gin-contrib/sse v1.1.0 // indirect
+	github.com/go-playground/locales v0.14.1 // indirect
+	github.com/go-playground/universal-translator v0.18.1 // indirect
+	github.com/go-playground/validator/v10 v10.30.1 // indirect
+	github.com/goccy/go-json v0.10.5 // indirect
+	github.com/goccy/go-yaml v1.19.2 // indirect
+	github.com/json-iterator/go v1.1.12 // indirect
+	github.com/klauspost/cpuid/v2 v2.3.0 // indirect
+	github.com/leodido/go-urn v1.4.0 // indirect
+	github.com/mattn/go-isatty v0.0.20 // indirect
+	github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect
+	github.com/modern-go/reflect2 v1.0.2 // indirect
+	github.com/pelletier/go-toml/v2 v2.2.4 // indirect
+	github.com/quic-go/qpack v0.6.0 // indirect
+	github.com/quic-go/quic-go v0.59.0 // indirect
+	github.com/twitchyliquid64/golang-asm v0.15.1 // indirect
+	github.com/ugorji/go/codec v1.3.1 // indirect
+	go.mongodb.org/mongo-driver/v2 v2.5.0 // indirect
+	golang.org/x/arch v0.22.0 // indirect
+	golang.org/x/crypto v0.48.0 // indirect
+	golang.org/x/net v0.51.0 // indirect
+	golang.org/x/text v0.34.0 // indirect
+	google.golang.org/protobuf v1.36.10 // indirect
+)
+
+require golang.org/x/sys v0.43.0 // indirect
--- a/go.sum
+++ b/go.sum
@@ -0,0 +1,89 @@
+github.com/bytedance/gopkg v0.1.3 h1:TPBSwH8RsouGCBcMBktLt1AymVo2TVsBVCY4b6TnZ/M=
+github.com/bytedance/gopkg v0.1.3/go.mod h1:576VvJ+eJgyCzdjS+c4+77QF3p7ubbtiKARP3TxducM=
+github.com/bytedance/sonic v1.15.0 h1:/PXeWFaR5ElNcVE84U0dOHjiMHQOwNIx3K4ymzh/uSE=
+github.com/bytedance/sonic v1.15.0/go.mod h1:tFkWrPz0/CUCLEF4ri4UkHekCIcdnkqXw9VduqpJh0k=
+github.com/bytedance/sonic/loader v0.5.0 h1:gXH3KVnatgY7loH5/TkeVyXPfESoqSBSBEiDd5VjlgE=
+github.com/bytedance/sonic/loader v0.5.0/go.mod h1:AR4NYCk5DdzZizZ5djGqQ92eEhCCcdf5x77udYiSJRo=
+github.com/cloudwego/base64x v0.1.6 h1:t11wG9AECkCDk5fMSoxmufanudBtJ+/HemLstXDLI2M=
+github.com/cloudwego/base64x v0.1.6/go.mod h1:OFcloc187FXDaYHvrNIjxSe8ncn0OOM8gEHfghB2IPU=
+github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
+github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/gabriel-vasile/mimetype v1.4.12 h1:e9hWvmLYvtp846tLHam2o++qitpguFiYCKbn0w9jyqw=
+github.com/gabriel-vasile/mimetype v1.4.12/go.mod h1:d+9Oxyo1wTzWdyVUPMmXFvp4F9tea18J8ufA774AB3s=
+github.com/gin-contrib/sse v1.1.0 h1:n0w2GMuUpWDVp7qSpvze6fAu9iRxJY4Hmj6AmBOU05w=
+github.com/gin-contrib/sse v1.1.0/go.mod h1:hxRZ5gVpWMT7Z0B0gSNYqqsSCNIJMjzvm6fqCz9vjwM=
+github.com/gin-gonic/gin v1.12.0 h1:b3YAbrZtnf8N//yjKeU2+MQsh2mY5htkZidOM7O0wG8=
+github.com/gin-gonic/gin v1.12.0/go.mod h1:VxccKfsSllpKshkBWgVgRniFFAzFb9csfngsqANjnLc=
+github.com/go-playground/assert/v2 v2.2.0 h1:JvknZsQTYeFEAhQwI4qEt9cyV5ONwRHC+lYKSsYSR8s=
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--- a/internal/tick_recv.go
+++ b/internal/tick_recv.go
@@ -0,0 +1,24 @@
+package internal
+
+import (
+	"net/http"
+
+	"github.com/gin-gonic/gin"
+)
+
+func TickRecv(c *gin.Context) {
+	data := map[string]any{}
+
+	// Gin 的 Bind 方法会自动根据 Content-Type 解析
+	// 当 Content-Type 为 application/msgpack 时，它会调用 MsgPack 解析器
+	if err := c.Bind(&data); err != nil {
+		c.JSON(http.StatusBadRequest, gin.H{"error": err.Error()})
+		return
+	}
+
+	// 处理数据...
+	c.JSON(http.StatusOK, gin.H{
+		"status":    "received",
+		"your_data": data,
+	})
+}