Files
ProStock/src/data/rate_limiter.py
liaozhaorun a56433e440 refactor(factor): 完全重构因子计算框架 - 引入DSL表达式系统
- 删除旧因子框架:移除 base.py、composite.py、data_loader.py、data_spec.py
  及所有子模块(momentum、financial、quality、sentiment等)
- 新增DSL表达式系统:实现 factor DSL 编译器和翻译器
  - dsl.py: 领域特定语言定义
  - compiler.py: AST编译与优化
  - translator.py: Polars表达式翻译
  - api.py: 统一API接口
- 新增数据路由层:data_router.py 实现字段到表的动态路由
- 新增API封装:api_pro_bar.py 提供pro_bar数据接口
- 更新执行引擎:engine.py 适配新的DSL架构
- 重构测试体系:删除旧测试,新增 test_dsl_promotion.py、
  test_factor_integration.py、test_pro_bar.py
- 清理文档:删除8个过时文档(factor_design、db_sync_guide等)
2026-02-27 22:22:23 +08:00

195 lines
6.8 KiB
Python

"""API 速率限制器实现。
提供基于固定时间窗口的速率限制,适合 Tushare 等按分钟计费的 API。
"""
import time
import threading
from typing import Optional
from dataclasses import dataclass
@dataclass
class RateLimiterStats:
"""速率限制器统计信息。"""
total_requests: int = 0
successful_requests: int = 0
denied_requests: int = 0
total_wait_time: float = 0.0
current_window_requests: int = 0
window_start_time: float = 0.0
class TokenBucketRateLimiter:
"""基于固定时间窗口的速率限制器。
适合 Tushare 等按时间窗口(如每分钟)限制请求数的 API 场景。
在窗口期内,请求数达到上限后将阻塞或等待下一个窗口。
Attributes:
capacity: 每个时间窗口内允许的最大请求数
window_seconds: 时间窗口长度(秒)
"""
def __init__(
self,
capacity: int = 100,
refill_rate_per_second: float = 1.67,
initial_tokens: Optional[int] = None,
) -> None:
"""初始化速率限制器。
Args:
capacity: 每个时间窗口内允许的最大请求数
refill_rate_per_second: 保留参数(向后兼容),实际使用 window_seconds=60
initial_tokens: 保留参数(向后兼容)
"""
self.capacity = capacity
# Tushare 通常按分钟限制,所以固定使用 60 秒窗口
self.window_seconds = 60.0
self._requests_in_window = 0
self._window_start = time.monotonic()
self._lock = threading.RLock()
self._stats = RateLimiterStats()
self._stats.window_start_time = self._window_start
def _is_new_window(self) -> bool:
"""检查是否已进入新的时间窗口。"""
current_time = time.monotonic()
elapsed = current_time - self._window_start
return elapsed >= self.window_seconds
def _reset_window(self) -> None:
"""重置时间窗口。"""
self._window_start = time.monotonic()
self._requests_in_window = 0
self._stats.window_start_time = self._window_start
def acquire(self, timeout: float = float("inf")) -> tuple[bool, float]:
"""获取请求许可。
如果在当前窗口内请求数已达上限,则等待到下一个窗口。
Args:
timeout: 最大等待时间(秒),默认无限等待
Returns:
(success, wait_time): 是否成功获取许可,以及等待时间
"""
start_time = time.monotonic()
with self._lock:
# 检查是否需要进入新窗口
if self._is_new_window():
self._reset_window()
# 如果当前窗口还有余量,直接通过
if self._requests_in_window < self.capacity:
self._requests_in_window += 1
self._stats.total_requests += 1
self._stats.successful_requests += 1
self._stats.current_window_requests = self._requests_in_window
return True, 0.0
# 当前窗口已满,计算需要等待的时间
current_time = time.monotonic()
time_to_next_window = self.window_seconds - (
current_time - self._window_start
)
if time_to_next_window <= 0:
# 刚好进入新窗口
self._reset_window()
self._requests_in_window = 1
self._stats.total_requests += 1
self._stats.successful_requests += 1
self._stats.current_window_requests = 1
return True, 0.0
# 检查是否能在超时时间内等待
if timeout != float("inf") and time_to_next_window > timeout:
self._stats.total_requests += 1
self._stats.denied_requests += 1
return False, timeout
# 需要等待到下一个窗口
if timeout != float("inf"):
time_to_wait = min(time_to_next_window, timeout)
else:
time_to_wait = time_to_next_window
time.sleep(time_to_wait)
# 重新尝试获取许可
with self._lock:
# 再次检查窗口状态(可能其他线程已经重置了窗口)
if self._is_new_window():
self._reset_window()
if self._requests_in_window < self.capacity:
self._requests_in_window += 1
wait_time = time.monotonic() - start_time
self._stats.total_requests += 1
self._stats.successful_requests += 1
self._stats.total_wait_time += wait_time
self._stats.current_window_requests = self._requests_in_window
return True, wait_time
else:
# 在极端情况下,等待后仍然无法获取(其他线程抢先)
wait_time = time.monotonic() - start_time
self._stats.total_requests += 1
self._stats.denied_requests += 1
return False, wait_time
def acquire_nonblocking(self) -> tuple[bool, float]:
"""尝试非阻塞地获取请求许可。
Returns:
(success, wait_time): 是否成功获取许可,以及需要等待的时间
"""
with self._lock:
# 检查是否需要进入新窗口
if self._is_new_window():
self._reset_window()
# 如果当前窗口还有余量,直接通过
if self._requests_in_window < self.capacity:
self._requests_in_window += 1
self._stats.total_requests += 1
self._stats.successful_requests += 1
self._stats.current_window_requests = self._requests_in_window
return True, 0.0
# 当前窗口已满,计算需要等待的时间
current_time = time.monotonic()
time_to_next_window = self.window_seconds - (
current_time - self._window_start
)
self._stats.total_requests += 1
self._stats.denied_requests += 1
return False, max(0.0, time_to_next_window)
def get_available_tokens(self) -> float:
"""获取当前窗口剩余可用请求数。
Returns:
当前窗口剩余可用请求数
"""
with self._lock:
if self._is_new_window():
return float(self.capacity)
return float(self.capacity - self._requests_in_window)
def get_stats(self) -> RateLimiterStats:
"""获取速率限制器统计信息。
Returns:
RateLimiterStats 实例
"""
with self._lock:
self._stats.current_window_requests = self._requests_in_window
return self._stats