chore: init qmt_bridge repo (HTTP+WS bridge, MCP endpoint, docs, references)

2026-08-26 16:53:15 +08:00
commit 22a5b8ca04
210 changed files with 68176 additions and 0 deletions
@@ -0,0 +1,107 @@
+# coding: utf-8
+"""BigQMT Redis RPC latency benchmark.
+
+Measures end-to-end latency for ping (no QMT API call) and get_full_tick
+(real ContextInfo call) to separate transport cost from API cost.
+"""
+import os
+import statistics
+import time
+
+import redis
+from bigqmt_signal_trader.redis_rpc import call_redis_rpc
+
+
+def _load_redis_config():
+    """Pull connection details from the local client config or env vars.
+
+    Never hardcode secrets in the repo.
+    """
+    try:
+        from bigqmt_signal_trader.xtquant_compat import load_client_config
+
+        cfg = load_client_config()
+        rc = dict(cfg.get("redis_config") or {})
+        rc.setdefault("host", os.environ.get("BIGQMT_REDIS_HOST", "127.0.0.1"))
+        rc.setdefault("port", int(os.environ.get("BIGQMT_REDIS_PORT", "6379")))
+        rc.setdefault("db", int(os.environ.get("BIGQMT_REDIS_DB", "5")))
+        return {
+            "host": rc.get("host"),
+            "port": int(rc.get("port")),
+            "db": int(rc.get("db")),
+            "username": rc.get("username") or None,
+            "password": rc.get("password") or None,
+            "socket_timeout": 8,
+        }
+    except Exception:
+        return {
+            "host": os.environ.get("BIGQMT_REDIS_HOST", "127.0.0.1"),
+            "port": int(os.environ.get("BIGQMT_REDIS_PORT", "6379")),
+            "db": int(os.environ.get("BIGQMT_REDIS_DB", "5")),
+            "socket_timeout": 8,
+        }
+
+
+ACCOUNT = os.environ.get("BIGQMT_ACCOUNT_ID", "")
+REDIS = _load_redis_config()
+
+
+def bench(r, method, params, n=20, timeout=6):
+    lats = []
+    errors = 0
+    for i in range(n):
+        t0 = time.time()
+        try:
+            resp = call_redis_rpc(r, ACCOUNT, method, params, timeout_seconds=timeout)
+            dt = (time.time() - t0) * 1000
+            if resp.get("ok"):
+                lats.append(dt)
+            else:
+                errors += 1
+                if errors <= 2:
+                    print("  %s #%d error: %s" % (method, i, resp.get("error", "")[:120]))
+        except Exception as e:
+            errors += 1
+            if errors <= 2:
+                print("  %s #%d exc: %s" % (method, i, e))
+    if not lats:
+        print("%-18s: ALL FAILED (%d errors)" % (method, errors))
+        return
+    lats.sort()
+    p50 = statistics.median(lats)
+    p95 = lats[int(len(lats) * 0.95)] if len(lats) >= 20 else lats[-1]
+    print(
+        "%-18s: n=%d ok=%d fail=%d  min=%.0f  p50=%.0f  p95=%.0f  max=%.0f  avg=%.0f ms"
+        % (
+            method,
+            len(lats),
+            len(lats),
+            errors,
+            min(lats),
+            p50,
+            p95,
+            max(lats),
+            statistics.mean(lats),
+        )
+    )
+
+
+def main():
+    r = redis.Redis(**REDIS)
+    # warmup
+    try:
+        call_redis_rpc(r, ACCOUNT, "ping", {}, timeout_seconds=6)
+        print("warmup ping ok\n")
+    except Exception as e:
+        print("warmup FAILED: %s\n" % e)
+        return
+
+    print("=== latency benchmark (20 calls each) ===")
+    bench(r, "ping", {}, n=20)
+    bench(r, "get_full_tick", {"codes": ["000001.SZ"]}, n=20)
+    bench(r, "get_full_tick", {"codes": ["000001.SZ", "600000.SH", "000333.SZ"]}, n=20)
+    bench(r, "get_instrument", {"code": "000001.SZ"}, n=20)
+
+
+if __name__ == "__main__":
+    main()