def _debug_sim(self):
self.running_mode = 'sim'
#QA_SU_save_huobi_min(frequency= self.frequence, fetch_range= self.code)
frequence_int = int(re.findall("\d+", self.frequence)[0])
self.frequenceInt = frequence_int
start = (datetime.datetime.now() + datetime.timedelta(
minutes=-500 * frequence_int)).strftime("%Y-%m-%d %H:%M:%S")
end = (datetime.datetime.now() + datetime.timedelta(
minutes=-frequence_int)).strftime("%Y-%m-%d %H:%M:%S")
code_list = [huobi_SYMBOL.format(x) for x in self.code]
self._old_data = QA.QA_fetch_cryptocurrency_min(
code_list, start, end, format='pd',
frequence=self.frequence).set_index(['datetime', 'code'])
#print(self._old_data)
self._old_data = self._old_data.loc[:, [
'open', 'high', 'low', 'close', 'volume'
]]
self.database = pymongo.MongoClient(mongo_ip).QAREALTIME
self.client = self.database.account
self.subscriber_client = self.database.subscribe
self.acc = QIFI_Account(username=self.strategy_id,
password=self.strategy_id,
trade_host=mongo_ip)
self.acc.initial()
self.pub = publisher_routing(exchange='QAORDER_ROUTER',
host=self.trade_host,
port=self.trade_port,
user=self.trade_user,
password=self.trade_password)
'''
self.subscribe_data(self.code, self.frequence, self.data_host,
self.data_port, self.data_user, self.data_password)
'''
self.database.strategy_schedule.job_control.update(
{'strategy_id': self.strategy_id}, {
'strategy_id': self.strategy_id,
'taskid': self.taskid,
'filepath': os.path.abspath(__file__),
'status': 200
},
upsert=True)
# threading.Thread(target=, daemon=True).start()
#print(self.subscribe_data)
#self.sub.start()
#self.subscriber.start()
self.callback(1, 2, 3, 4)
def callback(self, a, b, c, body):
"""在strategy的callback中,我们需要的是
1. 更新数据
2. 更新bar
3. 更新策略状态
4. 推送事件
Arguments:
a {[type]} -- [description]
b {[type]} -- [description]
c {[type]} -- [description]
body {[type]} -- [description]
"""
print(time.strftime("%H:%M:%S", time.localtime()))
while True:
time_now_min = int(time.strftime("%M", time.localtime()))
time_now_s = int(time.strftime("%S", time.localtime()))
frequence_int = self.frequenceInt
if (time_now_min%frequence_int == 0 and (time_now_s%30 == 0 or time_now_s%59 == 0)) :
time.sleep(1) # 延迟1s 防止上边的if重复执行
QA.QA_util_log_info('{} while开始....'.format(
str(datetime.datetime.now())))
code_list = [huobi_SYMBOL.format(x) for x in self.code]
# new_data = json.loads(str(body, encoding='utf-8'))
lastPreMinTime = (datetime.datetime.now()).strftime(
"%Y-%m-%d %H:%M:%S")
preLastPreMinTime = (datetime.datetime.now() + datetime.timedelta(minutes=-4 * frequence_int)).strftime(
"%Y-%m-%d %H:%M:%S")
print(preLastPreMinTime, lastPreMinTime, self.frequence)
self._new_data = QA.QA_fetch_cryptocurrency_min(code_list, preLastPreMinTime, lastPreMinTime, format='pd',
frequence=self.frequence)
if (self._new_data.empty):
continue
self._new_data = self._new_data.loc[:, ['code','open', 'high', 'low', 'close', 'volume','datetime']]
#self._market_data.iloc[-1:]
print('NEW DATA:', self._new_data)
#整理成一个code的一个frequence为一个bar
for idx, row in self._new_data.iterrows():
#print("当前row:",row)
code = row['code']
self.latest_price[row['code']] = code
self.running_time = row['datetime']
#if self.dt != str(row['datetime'])[0:16]:
if code not in self.dtcode or self.dtcode[code] < str(row['datetime'])[0:16]:
# [0:16]是分钟线位数
print('update!!!!!!!!!!!!')
self.dtcode[code] = str(row['datetime'])[0:16]
self.isupdate = True
self.acc.on_price_change(code, row['close'])
bar = pd.DataFrame([row]).set_index(['datetime', 'code']).loc[:, ['open', 'high', 'low', 'close', 'volume']]
#print(bar)
self.upcoming_data(bar)