v2.0.0

v2.0.0

2023-02-24

Bug Fixes (27)

• cancel: add update local order before return cancel result
• ci: add missing need in before deploy
• container: fix wrong exec path
• cron: fix redundant argument in shcedule terminate
• dependency: fix duplicate install shioaji
• docker: fix missing makefile
• entry: add docker entrypoint back
• import: fix missing adjust import after new proto
• lint: catch all exception in yahoo get price
• lint: fix unused time
• lint: fix lint error in yahoo finance
• make: fix add clear cause fail
• make: remove clear in run
• module: add init for pb to fix no module
• position: return empty if catch timeout, instead of recursive run
• proto: fix compile proto script
• script: fix proto script, modify venv script
• shioaji: fix missing token login
• simulator: fix get_local_order missing use lock
• thread: fix system exit only exit child thread
• token: fix snapshot token expired lint error
• token: add catch token expired in snapshots
• trigger: use other action key instead of github secret
• yahoo: cancel recursive in yahoo finance to fix RecursionError
• yahoo: fix RecursionError, return 0,0 if catch error, instead ofr recursive get
• yahoo: update yahoo dependency to fix no data
• yahoo: add catch IncompleteRead, ChunkedEncodingError from yahoo finance

Features (20)

• env: add SJ_LOG_PATH SJ_CONTRACTS_PATH to docker env
• log: remove yahoo finance catch error, remove deployment in action
• log: change yfinance catced error log
• option: finish trade of option
• option: add option basic data
• order: add updated to decide return empty or updated order arr
• order: modify night market time in 0-5am order's date day
• order: use dict instead of arr in local order
• performance: add shioaji[speed] to requirements
• proto: change to re-design rpc layout
• python: update to 3.10.9, add check argument in scripts
• rabbitmq: if exchange exist skip create
• runtime: change to new proto layout, use full feature of make
• shioaji: modify trade method due to shioaji v1.0.0
• sinopac: change import way, update dependency
• sinopac: change sinopac login way to api key and secret
• unsubscribe: change name of unscribe and grpc error message
• workers: remove global workers, add worker pool to gRPC servicer, add black config
• yahoo: use history to get current and previous close
• yahoo: catch all exception and log, if catched retry

v1.2.0

v1.2.0

2022-12-10

Chore

• comment: remove all redundant comment, modify order callback log
• dependency: update dependency, modify compile proto script
• log: modify sinopac login callback message
• protobuf: change to official google proto package
• readme: modify readme, add make file, update dependencis
• sinopac: make sinopac naming, import, arrange make sense

Feat

• grpc: add otc kbar, use threading to increase speed of get order from mq
• lock: add lock for GetOrderStatusArrFromMQ
• log: add color in logger module
• logger: modify log format, remove redundant constant
• monitor: add prometheus client and listen 8887
• mq: add send order arr to mq
• order: increase efficency of send order to mq
• order: add update order status when place order cb
• proto: update latest toc trade protobuf
• simulator: split simulate trade from sinpac to a single simulate class

Fix

• ci: fix missing lint script
• lint: fix R1714: Consider merging these comparisons with 'in'
• lock: add missing lock for get local orders, remove clear local order method
• log: fix wrong message in place order callback, lower all log
• order: move update status into lock, split simulate and prod order get method
• order: add update order status for main sinopac worker after login
• order: fix place order callback cannot has name from local contract
• timeout: fix snapshots, position timeout cause exception

Refactor

• login: modify sinopac login message

Revert

• log: due to user root, no color, revert to console logger

v1.1.0

v1.1.0

2022-12-02

Chore

• changelog: modify changelog for v1.0.0
• dependency: update shioaji to 0.3.6.dev6, grpc tool version
• log: add shioaji version in start up
• logger: modifiy login message, add stock in unsubscribe bidask
• naming: refactor all naming to distinguish stock and future

Ci

• actions: remove delete deployment and productoin env
• container: move registry from docker hub to github
• deployment: run specific image tag instead of latest, catch yahoo finance key error
• docker: add git hash for docker build tag

Feat

• debug: add unsubscribe all tick and bidask when machine trading miss heartbeat in debug mode
• dependency: update shioaji to 0.3.6.dev7
• log: change all log extention to .log and modify reademe
• mypy: add check-untyped-defs and fix, update python 3.10.8
• order: change get simulate arr to send by mq
• position: add get future postion grpc method
• quantity: if deal not equal to original, use deal otherwise use order
• simulate: add clear local order list in dev mode
• simulation: reduce future simulation trade finish time to 1 sec
• sinopac: add sleep 60 sec, if sinopac login timeout
• snapshot: add GetStockSnapshotOTC rpc
• stream: add stream data from yahoo finance for grpc
• yahoo: add previousClose to yahoo finance price
• yahoo: add retry fetch if no data return

Fix

• grpc: fix wrong return of rpc method
• grpc: catch runtime error when serve grpc
• heartbeat: fix unsubscribe at wrong time
• heartbeat: fix debug prod mode in the same time does not terminate, add clear simulation order
• lint: fix lint error
• lint: fix lint Unnecessary "else" after "return"
• lint: fix Redefining built-in request connection error
• lint: fix lint error
• lint: fix missing return of list position
• login: fix wrong loging status in sinopac login callback
• login: catch sinopac login timeout error
• login: fix value error in sinopac login
• order: fix filled order quntity to deal quntity
• position: catch list position error
• quantity: deal quantity should compare to order qty not status qty
• type: fix wrong yahoo finace catch error return type
• yahoo: add missing catch urllib3 Protocol error
• yahoo: add check key exist
• yahoo: check regularMarketPrice and previousClose is None or not
• yahoo: fix yf.Ticker raise JsonDecode error
• yahoo: add catch RemoteDisconnected and ConnectionError in yahoo finance
• yahoo: add catch ConnectionResetError error
• yahoo: add catch KeyError in yahoo finance

v1.0.0

v1.0.0

2022-10-19

Chore

• badge: remove self host gitlab badge
• ca: update ca and change password
• cron: modify afternoon terminate time to 14:40, disable auto deployment
• deployment: remove gitlab k8s agent

Ci

• action: add lint, build to github actions
• actions: add workflow_dispatch in workflow condition
• actions: add checkout, on main to actions
• agent: add k8s agent for gitlab
• deployment: add deployment temp to github action
• deployment: complete whole deployment flow
• env: move export PYTHONPATH before mypy
• env: add missing PYTHONPATH
• migrate: delete gitlab ci, add reset environment before deployment
• port: add machine port in actions
• python: fix python version in actions lint
• runner: change lable which runner need
• runner: change self host runner to cloud runner
• script: use script to lint instead

Feat

• actions: add deactivate environment in actions
• actions: add stop deployment to actions
• ci: add needs lint to build
• container: change python base container
• cron: remove 1:20 terminate
• dependency: update shiaoji to 0.3.6.dev4 and other dependency
• docker: change base to python slim
• future: add simulate trade future, modifiy protobuf
• future: finish all trade of future, history data of future, modify place order cb for future
• future: add future detail, add subscribe future tick
• future: add fimtx snapshot, modifiy event callback before use rabbitmq
• log: modify order callback log, add exit if reconnect in login
• logger: add log format in env file
• protobuf: use new format of toc trade protobuf
• shiaoji: upgrade to 0.3.6.dev3
• subscribe: add subscribe future bidask

Fix

• actions: merge deployment to one action file
• actions: remove dependency in stop deployment
• actions: remove redundant double quote in mkdir of env
• actions: fix wrong image name for deployment
• actions: remove redundant command
• actions: add quote to sinopac env secrets
• actions: add PYLINTHOME to lint in action
• build: fix docker build fail
• callback: add missing future bidask callback set
• commit: add missing commit file
• deployment: change runner lable in actions
• docker: add missing copy file to image
• proto: fix wrong type of suspend and simtrade
• protobuf: modify proto file import way
• pylint: add no-menber disable, recompile protobuf
• recursive: fix kbar, ticks, close recursive arguments wrong
• request: add missing timeout in request
• simulation: fix future code does not initial in current count map
• unsubscribe: add unsubscribe future bidask in unsubscribe_all_bidask

v0.0.3

v0.0.3

2022-08-06

Feat

• fetch: change contract to num, modify fetch rate to 95 times per second
• fetch: add every 5 secs, 500 fetch limit
• limit: add request limit in env, add request limit in snapshot, ticks, kbars

Fix

• limit: remove sinopac request limit, upgrade python to 3.10.6
• log: remove redundant log get worker, limit worker one second to 85

v0.0.2

v0.0.2

2022-07-22

Feat

• cancel: add sleep 1 seccond when add times
• workder: let main worker does not join worker pool

Fix

• callback: fix key error in place order callback
• ci: fix stop docker fail at no *.log, update shioaji 0.3.6.dev2
• exception: remove exception in update status
• snapshot: fix timeout error in snapshot, ignore stock category is 00
• status: add lock in update order status instant

v0.0.1

v0.0.1

2022-07-07

Chore

• basic: add python basic file
• changelog: add changelog
• dependency: correct misspell, update dependency, modify env example
• hook: add hook for pre-commit, modify requirements
• logger: remove log in channel down callback
• package: remove docker in rabbitmq setting
• proto: fix wrong proto naming, change deploy to manual
• proto: modify protobuf method sort
• proto: update compile proto script
• protobuf: rename proto and rpc
• rabbitmq: change order_status routing key to order
• readme: update run command
• readme: modify python version, launch command

Ci

• ci: add ci/cd file, Dockerfile
• commit: add custom script to pre-commit
• commit: add standart pre-commit
• container: add stop toc-rabbitmq in ci script
• docker: add docker sock to run command

Feat

• channel: add all stream channel, sinopac trade method
• channel: change data channel from rpc to rabbit mq
• close: add check length of last count
• close: add sinopac api try get last count
• container: add docker package to start rabbitmq container self
• container: change deployment network to host
• container: add except timeout error when terminate rabbitmq
• container: change network mode to host
• container: add try except to request check health
• container: use rabbit api health check to check container is started
• exception: add try except in shioaji login to avoid login fail stuck
• grpc: add stream event to client, move sinopac callback to grpc, and set in workers
• grpc: add stream callback, remove queue block
• grpc: increase max message size to 102410241024
• health: split grpc servicer, add debug mode for machine trading
• heartbeat: add heartbeat to detect client healthy, remove server token
• history: add history kbar, close
• history: add History Tick rpc
• layout: add grpc and sinpac class alpha
• layout: let all file in same module, add load .env
• login: extend system maintenance wait time to 75 sec
• login: remove check need fetch, update shioaji to 0.3.6.dev1
• performance: add sinopac worker class to get best connection
• python: upgrade to 3.10, fix new pylint warning
• rabbitmq: deprecate run rabbitmq conatiner, put it into ci, only reset exchange in startup
• secret: add rabbit container secret to env file
• shioaji: update ver to 0.3.6.dev0
• shioaji: revert to 0.3.5.dev1
• sinopac: finish multi login
• sinopac: add constant, add main worker, add fill local stock list, order status
• snapshot: add snapshot by stock, multi threading of connection alpha
• stock: add rpc GetAllStockDetail method
• subscribe: add subscribe unscribe tick, bidask, add volume rank
• subscribe: add unsubscribe all, add last sucess fetch file
• thread: change get history tick to multi threads
• timeout: add timeout check in ticks, kbar
• trade: add trade service, schedule exit, env class, move project layout
• tse: change GetStockSnapshotTSE return single message

Fix

• ci: fix env variable missing
• ci: add double quote in env variable
• ci: fix wrong env path
• ci: add missing double quote of ssh command
• ci: temp does not use secret of ci
• ci: remove comment at yaml multi line
• ci: fix missing dependency in ci lint
• ci: add env file in docker run
• ci: remove redundant colon in docker run command
• ci: add mkdir before scp command
• ci: add missing env file by scp
• ci: fix scp wrong file name
• ci: add echo file absolute path
• close: fix len of Ticks error
• close: fix try except then get zero close
• container: add driver to docker network
• container: fix the way use docker network
• container: change env name to avoid docker host wrong
• container: fix missing encoding in bytes
• grpc: add queue full to avoid memory leak after client disconnect
• grpc: fix wrong augument in new server
• heartbeat: change the send heartbeat method to fix pika publish error
• heartbeat: fix debug has no initial
• proto: fix wrong compile proto script
• rabbitmq: fix wrong delete exchange status code
• rabbitmq: add process data to send heartbeat to avoid disconnect from rabbitmq
• shioaji: add missing sleep in login fail
• simulation: fix wrong logic in simulation buy
• simulation: key error when simulation trade in map of order count

Style

• black: add black as formatter and add to pre-commit