feat: initial commit - EvoTraders project
量化交易多智能体系统，包含： - 分析师、投资组合经理、风险经理等智能体 - 股票分析、投资组合管理、风险控制工具 - React 前端界面 - FastAPI 后端服务 Co-Authored-By: Claude <noreply@anthropic.com>
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175
backend/data/polling_price_manager.py
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175
backend/data/polling_price_manager.py
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# -*- coding: utf-8 -*-
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"""
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Polling-based Price Manager - Uses Finnhub REST API
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Supports real-time price fetching via polling
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"""
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import logging
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import threading
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import time
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from typing import Callable, Dict, List, Optional
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import finnhub
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logger = logging.getLogger(__name__)
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class PollingPriceManager:
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"""Polling-based price manager using Finnhub Quote API"""
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def __init__(self, api_key: str, poll_interval: int = 30):
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"""
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Args:
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api_key: Finnhub API Key
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poll_interval: Polling interval in seconds (default 30s)
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"""
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self.api_key = api_key
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self.poll_interval = poll_interval
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self.finnhub_client = finnhub.Client(api_key=api_key)
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self.subscribed_symbols: List[str] = []
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self.latest_prices: Dict[str, float] = {}
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self.open_prices: Dict[str, float] = {}
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self.price_callbacks: List[Callable] = []
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self.running = False
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self._thread: Optional[threading.Thread] = None
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logger.info(
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f"PollingPriceManager initialized (interval: {poll_interval}s)",
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)
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def subscribe(self, symbols: List[str]):
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"""Subscribe to stock symbols"""
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for symbol in symbols:
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if symbol not in self.subscribed_symbols:
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self.subscribed_symbols.append(symbol)
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logger.info(f"Subscribed to: {symbol}")
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def unsubscribe(self, symbols: List[str]):
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"""Unsubscribe from symbols"""
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for symbol in symbols:
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if symbol in self.subscribed_symbols:
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self.subscribed_symbols.remove(symbol)
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logger.info(f"Unsubscribed: {symbol}")
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def add_price_callback(self, callback: Callable):
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"""Add price update callback"""
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self.price_callbacks.append(callback)
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def _fetch_prices(self):
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"""Fetch latest prices for all subscribed stocks"""
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for symbol in self.subscribed_symbols:
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try:
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quote_data = self.finnhub_client.quote(symbol)
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current_price = quote_data.get("c")
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open_price = quote_data.get("o")
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timestamp = quote_data.get("t", int(time.time()))
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if not current_price or current_price <= 0:
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logger.warning(f"{symbol}: Invalid price data")
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continue
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# Store open price on first fetch
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if (
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symbol not in self.open_prices
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and open_price
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and open_price > 0
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):
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self.open_prices[symbol] = open_price
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logger.info(f"{symbol} open price: ${open_price:.2f}")
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stored_open = self.open_prices.get(symbol, open_price)
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ret = (
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((current_price - stored_open) / stored_open) * 100
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if stored_open > 0
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else 0
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)
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self.latest_prices[symbol] = current_price
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price_data = {
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"symbol": symbol,
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"price": current_price,
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"timestamp": timestamp * 1000,
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"open": stored_open,
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"high": quote_data.get("h"),
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"low": quote_data.get("l"),
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"previous_close": quote_data.get("pc"),
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"ret": ret,
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"change": quote_data.get("d"),
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"change_percent": quote_data.get("dp"),
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}
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for callback in self.price_callbacks:
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try:
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callback(price_data)
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except Exception as e:
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logger.error(f"Price callback error ({symbol}): {e}")
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logger.debug(
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f"{symbol}: ${current_price:.2f} [ret: {ret:+.2f}%]",
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)
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except Exception as e:
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logger.error(f"Failed to fetch {symbol} price: {e}")
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def _polling_loop(self):
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"""Main polling loop"""
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logger.info(f"Price polling started (interval: {self.poll_interval}s)")
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while self.running:
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try:
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start_time = time.time()
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self._fetch_prices()
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elapsed = time.time() - start_time
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sleep_time = max(0, self.poll_interval - elapsed)
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if sleep_time > 0:
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time.sleep(sleep_time)
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except Exception as e:
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logger.error(f"Polling loop error: {e}")
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time.sleep(5)
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def start(self):
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"""Start price polling"""
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if self.running:
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logger.warning("Price polling already running")
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return
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if not self.subscribed_symbols:
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logger.warning("No stocks subscribed")
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return
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self.running = True
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self._thread = threading.Thread(target=self._polling_loop, daemon=True)
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self._thread.start()
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logger.info(
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f"Price polling started: {', '.join(self.subscribed_symbols)}",
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)
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def stop(self):
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"""Stop price polling"""
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self.running = False
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if self._thread:
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self._thread.join(timeout=5)
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logger.info("Price polling stopped")
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def get_latest_price(self, symbol: str) -> Optional[float]:
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"""Get latest price for symbol"""
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return self.latest_prices.get(symbol)
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def get_all_latest_prices(self) -> Dict[str, float]:
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"""Get all latest prices"""
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return self.latest_prices.copy()
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def get_open_price(self, symbol: str) -> Optional[float]:
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"""Get open price for symbol"""
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return self.open_prices.get(symbol)
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def reset_open_prices(self):
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"""Reset open prices for new trading day"""
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self.open_prices.clear()
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logger.info("Open prices reset")
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