trading: 日内T/长桥/六合彩文档与脚本 + quant-factor-mining 新目录

2026-09-25 01:25:38 +08:00
parent 734b168082
commit 3f17a4eb1f
23 changed files with 1821 additions and 376 deletions
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+# LongPort HTTP Endpoint Fallback (2026-08-02)
+
+## Problem
+
+Cron scripts that use the LongPort Python SDK fail with:
+```
+longport.OpenApiException: error sending request for url
+(https://openapi.longportapp.cn/v1/socket/token): client error (Connect)
+```
+
+The script set `LONGBRIDGE_HTTP_URL`, but the SDK silently ignores it and uses the default `openapi.longportapp.cn`. When the .cn endpoint is down (Aliyun load balancer 502), the cron fails.
+
+## Root Cause
+
+The SDK's `Config.from_env()` reads **`LONGPORT_HTTP_URL`**, NOT `LONGBRIDGE_HTTP_URL`. The CLI uses `LONGBRIDGE_*`; the Python SDK uses `LONGPORT_*`. This is a frequent bug because:
+
+1. The CLI's documentation uses `LONGBRIDGE_*`
+2. The Python wheel's type stubs (`.pyi`) document `LONGPORT_*`
+3. Scripts often copy bashrc exports (`LONGBRIDGE_*`) and assume they work
+
+## Fix Pattern
+
+Always set **both** env vars in cron wrappers (they don't conflict):
+
+```bash
+# In the wrapper script (e.g. cn_dividend_buy_timing_cron.sh):
+export LONGPORT_HTTP_URL=https://openapi.longportapp.cn
+export LONGPORT_QUOTE_WS_URL=wss://openapi-quote.longportapp.cn
+export LONGPORT_TRADE_WS_URL=wss://openapi-trade.longportapp.cn
+export LONGPORT_LANGUAGE=zh-CN
+```
+
+## Fallback Pattern (Python init)
+
+When the .cn endpoint is down, try the .com endpoint:
+
+```python
+def get_longbridge():
+    """带重试的长桥 SDK init - 优先 .cn (国内), fallback .com (海外)"""
+    import time
+    load_longbridge_env()
+
+    configs = [
+        {
+            'http': 'https://openapi.longportapp.cn',
+            'quote_ws': 'wss://openapi-quote.longportapp.cn',
+            'trade_ws': 'wss://openapi-trade.longportapp.cn',
+        },
+        {
+            'http': 'https://openapi.longbridge.com',
+            'quote_ws': 'wss://openapi-quote.longbridge.com/v2',
+            'trade_ws': 'wss://openapi-trade.longbridge.com/v2',
+        },
+    ]
+
+    from longport import openapi
+    last_err = None
+    for i, c in enumerate(configs):
+        try:
+            os.environ['LONGPORT_HTTP_URL'] = c['http']
+            os.environ['LONGPORT_QUOTE_WS_URL'] = c['quote_ws']
+            os.environ['LONGPORT_TRADE_WS_URL'] = c['trade_ws']
+            os.environ.setdefault('LONGPORT_LANGUAGE', 'zh-CN')
+            cfg = openapi.Config.from_env()
+            ctx = openapi.QuoteContext(config=cfg)
+            try:
+                ctx.quote(['600000.SH'])  # test connection
+            except Exception as e:
+                last_err = e
+                if i < len(configs) - 1:
+                    print(f"[longbridge] {c['http']} quote 失败: {e}, 重试下一节点", flush=True)
+                    time.sleep(1)
+                    continue
+                else:
+                    return ctx, openapi.Period
+            print(f"[longbridge] 使用 {c['http']} ✓", flush=True)
+            return ctx, openapi.Period
+        except Exception as e:
+            last_err = e
+            print(f"[longbridge] {c['http']} init 失败: {e}", flush=True)
+            if i < len(configs) - 1:
+                time.sleep(1)
+                continue
+
+    raise last_err or RuntimeError("长桥 SDK init 全部失败")
+```
+
+## Test
+
+2026-08-02: cron `8000d3cfed23 cn-dividend-buy-timing` failed at 11:30 with `OpenApiException: client error (Connect)`. After applying the fix:
+
+- `.cn` (Aliyun) endpoint came back online — script ran successfully
+- `longrun_http_url=https://openapi.longportapp.cn` printed ✓
+
+## Open Questions
+
+- Are `.cn` and `.com` endpoints actually interchangeable? E.g. do quotes for the same symbol return identical data? The fallback assumes yes; not verified.
+- Could there be a subtle difference between the SDK's hardcoded `openapi.longportapp.cn` and the user-configured one? E.g. token validation, rate limits, etc.?
+
+## Files Touched
+
+- `~/.hermes/scripts/cn_dividend_buy_timing.py` — get_longbridge() with fallback
+- `~/.hermes/skills/trading/lottery-hk/scripts/lottery_4frame.py` — same idempotent init
+- `~/.hermes/scripts/cn_dividend_buy_timing_cron.sh` — wrapper sets LONGPORT_* env vars