mike
37f5ac8bd3
【更新】longport-http-module.md line 82: 旧路径 ~/.hermes/scripts/dividend_alert.py → 新路径 ~/.hermes/skills/trading/dividend-investing/scripts/dividend_alert.py 其他 reference 文档 (devops/, software-development/) 不在 trading git 仓库, 本地已改但不同步
105 lines
4.0 KiB
Markdown
105 lines
4.0 KiB
Markdown
# longport_http.py 公共模块 (2026-07-21 新建, 2026-07-23 更新 get_candlesticks)
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## 背景
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长桥 Python SDK (`openapi.QuoteContext` / `openapi.TradeContext`) 走 **WSS (WebSocket)**,而国内 VPS + Clash 代理下 WSS 经常超时 (`error sending request for url (https://openapi.longport.com/v1/socket/token): client error (Connect)`)。多次观察到:
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- 长桥 quote 公共 API (HTTP) 走 mihomo 代理**能通**
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- 长桥 SDK WSS 走 mihomo 代理**必败**
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- 长桥 CLI 走 mihomo 代理**能通** (HTTP 协议)
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**结论**:**长桥 SDK 不可用,长桥 CLI 完全够用**。
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## 公共模块: `~/.hermes/scripts/longport_http.py`
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路径: `~/.hermes/scripts/longport_http.py`
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### 提供函数
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| 函数 | 替代 | 说明 |
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|------|------|------|
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| `get_quote(symbol)` | `ctx.quote([symbol])` | 拿 1 只票实时报价, fallback candlesticks day |
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| `get_quotes(symbols)` | `ctx.quote(batch)` | 批量,失败的 symbol 不会出现在结果里 |
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| `get_candlesticks(symbol, period="day", count=30)` | `ctx.candlesticks(...)` | K 线,返回 `[{"timestamp","open","high","low","close","volume"},...]` |
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| `get_positions()` | `trade_ctx.stock_positions()` | 查持仓 |
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| `submit_order(...)` | `trade_ctx.submit_order(...)` | 下单 (limit) |
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### get_candlesticks 详解 (2026-07-23 新增)
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```python
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klines = get_candlesticks('600519.SH', 'day', 5)
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# 返回: [{"timestamp": "2026-07-23T00:00", "open": 1299.8, "high": 1299.97,
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# "low": 1285.43, "close": 1294.95, "volume": 14448.0}, ...]
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klines = get_candlesticks('NVDA.US', '5m', 30)
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# period: 'day' | '5m' | '15m' | '1h' | '1m' 等
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```
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A 股价格单位是**元**,不需要除以 100。
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### 内部实现
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```python
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def _run(*args) -> str:
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cmd = [PROXYCHAINS, "-f", PROXYCHAINS_CONF, LONGBRIDGE_BIN,
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"--profile", PROFILE, *args]
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r = subprocess.run(cmd, capture_output=True, text=True, timeout=TIMEOUT)
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return r.stdout if r.returncode == 0 else ""
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```
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**所有调用走 `proxychains4` + `longbridge` CLI**,避开 WSS。
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### A 股 / 长 symbol 截断问题
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`longbridge quote 600519.SH` 表格列宽限制,symbol 显示成 `600519…`,价格也截断成 `1308.0…`。
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**fallback**:`get_quote` 失败时调 `candlesticks day --count 1` 取日线收盘价(完整数字, 不是实时但可用)。
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```python
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if out:
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symbol_trunc = symbol[:7] + "…"
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for cand in [symbol, symbol_trunc]:
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m = re.search(r"│\s*" + re.escape(cand) + ... , out)
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if m:
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price_str = m.group(1)
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if "…" in price_str or len(price_str) < 4:
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break # 截断, 走 candlesticks fallback
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...
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# fallback
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cs_out = _run("candlesticks", symbol, "day", "--count", "1")
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```
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### 性能 (实测 2026-07-21)
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| 标的数 | 平均耗时 | 5 次连续成功率 |
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|--------|----------|----------------|
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| 3 (DCA US) | 4-5s | 5/5 ✅ |
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| 10 (dividend 港+美+A) | 21-26s | 3/3 ✅ |
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| 1 (cron 每 15min) | 4s | 5/5 ✅ |
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## 已迁移的脚本
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- `~/.hermes/skills/trading/dividend-investing/scripts/dividend_alert.py` ✅ (2026-07-24 迁移到 skill 仓库)
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- `~/.hermes/scripts/dca_monitor.py` ✅
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- `~/.hermes/skills/trading/strategy-management/scripts/calc_cn_levels.py` ✅ (2026-07-23 新建)
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## 待迁移 (Phase 2)
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| 脚本 | 当前 | 推广后 |
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|------|------|--------|
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| `~/.hermes/scripts/stock_t.py` | 直接调 ccxt | `from longport_http import get_quote, get_positions` |
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| `~/.hermes/scripts/daily_t_analysis.py` (cron `cb187ab5f9fc`) | 走 SDK | 改 longport_http |
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| `~/.hermes/scripts/dca_scanner.py` | 走 SDK | 改 longport_http |
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## 实战铁律 (2026-07-21)
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- **`LONGPORT_*` env vars 在 cron 不生效** — 必须走 proxychains + longbridge CLI 走 mihomo
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- **`get_quote` 返回 None 不抛异常** — 让调用方自己判断
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- **失败不重试** — 一次拿不到, 下一分钟 cron 会再跑
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- **不要 fallback 到 SDK** — SDK 永远不通, 走了更糟
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## 关联 reference
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- `longbridge-cli/SKILL.md` - 长桥 CLI 主文档
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- `strategy-management/SKILL.md` - A 股/港股/美股点位计算脚本(含 get_candlesticks 用法)
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