├── .gitignore
├── MANIFEST.in
├── requirements.txt
├── rqalpha_mod_event_queue
    ├── __init__.py
    ├── mod.py
    └── queued_event_bus.py
└── setup.py


/.gitignore:
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 1 | *~
 2 | .DS_Store
 3 | *.iml
 4 | *.pyc
 5 | dist
 6 | *.ipynb
 7 | *.log
 8 | *.con
 9 | .coverage
10 | .idea
11 | *.egg-info
12 | 


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/MANIFEST.in:
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1 | include requirements.txt


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/requirements.txt:
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1 | rqalpha


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/rqalpha_mod_event_queue/__init__.py:
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1 | # -*- coding: utf-8 -*-
2 | 
3 | def load_mod():
4 |     from .mod import EventQueueMod
5 |     return EventQueueMod()
6 | 


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/rqalpha_mod_event_queue/mod.py:
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 1 | # -*- coding: utf-8 -*-
 2 | 
 3 | from rqalpha.interface import AbstractMod
 4 | from rqalpha.const import RUN_TYPE
 5 | 
 6 | from .queued_event_bus import QueuedEventBus
 7 | 
 8 | 
 9 | class EventQueueMod(AbstractMod):
10 |     def __init__(self):
11 |         self._env = None
12 |         self._mod_config = None
13 | 
14 |     def start_up(self, env, mod_config):
15 |         self._env = env
16 |         self._mod_config = mod_config
17 |         if self._env.config.base.run_type == RUN_TYPE.BACKTEST:
18 |             return
19 |         self._env.event_bus = QueuedEventBus(self._env.event_bus)
20 |         self._env.event_bus.start()
21 | 
22 |     def tear_down(self, code, exception=None):
23 |         if self._env.config.base.run_type == RUN_TYPE.BACKTEST:
24 |             return
25 | 
26 |         if isinstance(self._env.event_bus, QueuedEventBus):
27 |             self._env.event_bus.stop()
28 | 
29 | 


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/rqalpha_mod_event_queue/queued_event_bus.py:
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 1 | # -*- coding: utf-8 -*-
 2 | 
 3 | try:
 4 |     from queue import Queue, Empty
 5 | except ImportError:
 6 |     from Queue import Queue, Empty
 7 | 
 8 | from threading import Thread
 9 | 
10 | from rqalpha.events import EventBus, EVENT
11 | 
12 | 
13 | EVENT.TIMER = 'timer'
14 | 
15 | 
16 | class QueuedEventBus(EventBus):
17 |     def __init__(self, event_bus=None):
18 |         super(QueuedEventBus, self).__init__()
19 | 
20 |         self._event_queue = Queue()
21 |         self._thread = Thread(target=self.run)
22 |         self._running = False
23 | 
24 |         if event_bus:
25 |             self._listeners = event_bus._listeners
26 | 
27 |     DISTINCT_EVENTS = [
28 |         EVENT.TICK,
29 |         EVENT.BAR,
30 |         EVENT.DO_PERSIST,
31 |         EVENT.TIMER,
32 |     ]
33 | 
34 |     def publish_event(self, event):
35 |         self._event_queue.put(event)
36 | 
37 |     def run(self):
38 |         while self._running:
39 |             try:
40 |                 events = [self._event_queue.get(timeout=1)]
41 |             except Empty:
42 |                 continue
43 |             while True:
44 |                 try:
45 |                     events.append(self._event_queue.get_nowait())
46 |                 except Empty:
47 |                     break
48 | 
49 |             last_pos = {}
50 | 
51 |             for i, e in enumerate(events):
52 |                 if e.event_type in self.DISTINCT_EVENTS:
53 |                     last_pos[e.event_type] = i
54 | 
55 |             for i, e in enumerate(events):
56 |                 if e.event_type in self.DISTINCT_EVENTS and i != last_pos[e.event_type]:
57 |                     continue
58 |                 for l in self._listeners[e.event_type]:
59 |                     # 如果返回 True ，那么消息不再传递下去
60 |                     if l(e):
61 |                         break
62 | 
63 |     def start(self):
64 |         self._running = True
65 |         self._thread.start()
66 | 
67 |     def stop(self):
68 |         self._running = False
69 |         self._thread.join()
70 | 


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/setup.py:
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 1 | # -*- coding: utf-8 -*-
 2 | 
 3 | from setuptools import setup, find_packages
 4 | from pip.req import parse_requirements
 5 | 
 6 | 
 7 | setup(
 8 |     name='rqalpha-mod-event-queue',
 9 |     version='0.0.5',
10 |     description='A mod for RQAlpha to replace its default event bus with a queued event bus.',
11 |     packages=find_packages(exclude=[]),
12 |     author='cuizi7',
13 |     author_email='cuizi7@163.com',
14 |     license='Apache License v2',
15 |     package_data={'': ['*.*']},
16 |     install_requires=[str(ir.req) for ir in parse_requirements("requirements.txt", session=False)],
17 |     zip_safe=False,
18 |     classifiers=[
19 |         'Programming Language :: Python',
20 |         'Operating System :: Microsoft :: Windows',
21 |         'Operating System :: Unix',
22 |         'Programming Language :: Python :: 2.7',
23 |         'Programming Language :: Python :: 3.4',
24 |         'Programming Language :: Python :: 3.5',
25 |         'Programming Language :: Python :: 3.6',
26 |     ],
27 | )
28 | 


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