Files
evotraders/backend/data/polling_price_manager.py
cillin 12de93aa30 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>
2026-03-13 04:34:06 +08:00

176 lines
5.8 KiB
Python

# -*- coding: utf-8 -*-
"""
Polling-based Price Manager - Uses Finnhub REST API
Supports real-time price fetching via polling
"""
import logging
import threading
import time
from typing import Callable, Dict, List, Optional
import finnhub
logger = logging.getLogger(__name__)
class PollingPriceManager:
"""Polling-based price manager using Finnhub Quote API"""
def __init__(self, api_key: str, poll_interval: int = 30):
"""
Args:
api_key: Finnhub API Key
poll_interval: Polling interval in seconds (default 30s)
"""
self.api_key = api_key
self.poll_interval = poll_interval
self.finnhub_client = finnhub.Client(api_key=api_key)
self.subscribed_symbols: List[str] = []
self.latest_prices: Dict[str, float] = {}
self.open_prices: Dict[str, float] = {}
self.price_callbacks: List[Callable] = []
self.running = False
self._thread: Optional[threading.Thread] = None
logger.info(
f"PollingPriceManager initialized (interval: {poll_interval}s)",
)
def subscribe(self, symbols: List[str]):
"""Subscribe to stock symbols"""
for symbol in symbols:
if symbol not in self.subscribed_symbols:
self.subscribed_symbols.append(symbol)
logger.info(f"Subscribed to: {symbol}")
def unsubscribe(self, symbols: List[str]):
"""Unsubscribe from symbols"""
for symbol in symbols:
if symbol in self.subscribed_symbols:
self.subscribed_symbols.remove(symbol)
logger.info(f"Unsubscribed: {symbol}")
def add_price_callback(self, callback: Callable):
"""Add price update callback"""
self.price_callbacks.append(callback)
def _fetch_prices(self):
"""Fetch latest prices for all subscribed stocks"""
for symbol in self.subscribed_symbols:
try:
quote_data = self.finnhub_client.quote(symbol)
current_price = quote_data.get("c")
open_price = quote_data.get("o")
timestamp = quote_data.get("t", int(time.time()))
if not current_price or current_price <= 0:
logger.warning(f"{symbol}: Invalid price data")
continue
# Store open price on first fetch
if (
symbol not in self.open_prices
and open_price
and open_price > 0
):
self.open_prices[symbol] = open_price
logger.info(f"{symbol} open price: ${open_price:.2f}")
stored_open = self.open_prices.get(symbol, open_price)
ret = (
((current_price - stored_open) / stored_open) * 100
if stored_open > 0
else 0
)
self.latest_prices[symbol] = current_price
price_data = {
"symbol": symbol,
"price": current_price,
"timestamp": timestamp * 1000,
"open": stored_open,
"high": quote_data.get("h"),
"low": quote_data.get("l"),
"previous_close": quote_data.get("pc"),
"ret": ret,
"change": quote_data.get("d"),
"change_percent": quote_data.get("dp"),
}
for callback in self.price_callbacks:
try:
callback(price_data)
except Exception as e:
logger.error(f"Price callback error ({symbol}): {e}")
logger.debug(
f"{symbol}: ${current_price:.2f} [ret: {ret:+.2f}%]",
)
except Exception as e:
logger.error(f"Failed to fetch {symbol} price: {e}")
def _polling_loop(self):
"""Main polling loop"""
logger.info(f"Price polling started (interval: {self.poll_interval}s)")
while self.running:
try:
start_time = time.time()
self._fetch_prices()
elapsed = time.time() - start_time
sleep_time = max(0, self.poll_interval - elapsed)
if sleep_time > 0:
time.sleep(sleep_time)
except Exception as e:
logger.error(f"Polling loop error: {e}")
time.sleep(5)
def start(self):
"""Start price polling"""
if self.running:
logger.warning("Price polling already running")
return
if not self.subscribed_symbols:
logger.warning("No stocks subscribed")
return
self.running = True
self._thread = threading.Thread(target=self._polling_loop, daemon=True)
self._thread.start()
logger.info(
f"Price polling started: {', '.join(self.subscribed_symbols)}",
)
def stop(self):
"""Stop price polling"""
self.running = False
if self._thread:
self._thread.join(timeout=5)
logger.info("Price polling stopped")
def get_latest_price(self, symbol: str) -> Optional[float]:
"""Get latest price for symbol"""
return self.latest_prices.get(symbol)
def get_all_latest_prices(self) -> Dict[str, float]:
"""Get all latest prices"""
return self.latest_prices.copy()
def get_open_price(self, symbol: str) -> Optional[float]:
"""Get open price for symbol"""
return self.open_prices.get(symbol)
def reset_open_prices(self):
"""Reset open prices for new trading day"""
self.open_prices.clear()
logger.info("Open prices reset")