def json(self):
data = self.dict()
if data['time']:
data['time'] = timestamp_to_str(datetime_to_timestamp(data['time']))
if data['sys_time']:
data['sys_time'] = timestamp_to_str(datetime_to_timestamp(data['sys_time']))
return json.dumps(data)
def threadDataFanout(self):
"""运行插入线程"""
while self.active:
try:
# print 'current tick queue size:', self.queue.qsize()
# dbName, collectionName, d = self.queue.get(block=True, timeout=1)
tick = self.queue.get(block=True, timeout=1)
symbol = tick.vtSymbol
dt = datetime.datetime.strptime(
' '.join([tick.date, tick.time]), '%Y%m%d %H:%M:%S.%f')
tick.ts = datetime_to_timestamp(dt) # 合约生成时间
tick.ts_host = int(time.time()) # 主机系统时间
jsondata = json.dumps(tick.__dict__)
self.dataFanout('switch0', jsondata, symbol=symbol)
# -- cache current tick into redis ---
key_name = XtpMarketSymbolTickFormat.format(
symbol=tick.vtSymbol)
redis = instance.datasourceManager.get('redis').conn
redis.hmset(key_name, tick.__dict__)
print 'Tick:', tick.__dict__
self.ticks_counter += 1
if len(self.ticks_samples) > 5:
del self.ticks_samples[0]
self.ticks_samples.append(tick.__dict__)
except Exception as e:
# self.logger.error( str(e) )
pass
def get_message_on_ctp_bars(message, ctx):
# chan.props.get('bar')
bar = json.loads(message)
bar['datetime'] = datetime.datetime.strptime(
' '.join([bar.get('date'), bar.get('time')]), '%Y%m%d %H:%M:%S.%f')
bar['ts'] = datetime_to_timestamp(bar['datetime'])
tablename = bar.get('_table_')
if not tablename:
tablename = bar.get('vtSymbol')
conn = instance.datasourceManager.get('mongodb').conn
scale = bar.get('scale', '')
dbname = ctx.get('channel').cfgs.get('extra',
{}).get('db_name', CTP_BAR_DB_NAME)
dbname = dbname.format(scale=scale)
db = conn[dbname]
table = db[tablename]
table.insert_one(bar)
def get_device_share_info():
"""查询本人创建的共享设备信息
支持 共享设备编号查询 或 设备编号查询
如果共享记录未创建则创建，并返回
"""
user = g.user
share_id = request.values.get('share_id')
# device_id = request.values.get('device_id')
link = None
# if share_id:
# link = model.SharedDeviceLink.get(user_id=user.id,_id=ObjectId(share_id))
# device = model.DeviceUserRelation.get(user_id=user.id, device_id=device_id)
# if not device:
# return ErrorReturn(ErrorDefs.ObjectNotExist,u'设备对象不存在').response
# link = model.SharedDeviceLink.get(user_id=user.id,device_id=device_id)
link = model.SharedDeviceLink.get(_id=ObjectId(share_id))
result = link.dict()
result['share_id'] = link.id
result['create_time_str'] = timestamp_to_str(result['create_time'])
expire_time = parse(link.expire_time) + relativedelta(days=+1)
expire_time = datetime_to_timestamp(expire_time)
# 共享设备是否过期
if expire_time and expire_time < timestamp_current():
result['is_expired'] = True
# 访问上限
if link.user_limit:
num = model.DeviceUserRelation.collection().find({
'share_device_link':
link.id
}).count()
if num >= link.user_limit:
result['is_limited'] = True
if link.password:
result['is_password_null'] = False
else:
result['is_password_null'] = True
return CR(result=result).response
def quoteTickRecv(message, ctx):
"""Tick进入，推送到不同的k线周期处理对象"""
# print '== current thread: ',threading.current_thread().ident
data = message
data = json.loads(data)
# tick = TickData()
# object_assign(tick, data, add_new=True)
# 这个DateTime 是交易日YMD+ 当日HMS
# 恶心的问题，在于非交易时间接收的tick的HMS居然也是错误的，shit，所以过滤是否有效tick要判断SaveTime字段了
data['DateTime'] = datetime.datetime.strptime(data['DateTime'],
'%Y%m%d %H:%M:%S.%f')
# data['SaveTime'] = datetime.datetime.strptime(data['SaveTime'], '%Y%m%d %H:%M:%S.%f')
data['SaveTime'] = datetime.datetime.now()
# 剔除 savetime 与 datetime 相距1分钟的tick
a = data['DateTime'].replace(2019, 1, 1)
b = data['SaveTime'].replace(2019, 1, 1)
if abs(datetime_to_timestamp(a) - datetime_to_timestamp(b)) > 60:
return
a = data['DateTime']
b = datetime.datetime.now()
if a > b and (a - b).seconds > 120:
# return
pass
symbol = data['InstrumentID'] # 合约名称
prd_name = TickFix.get_product_code(symbol).upper()
# where TradeData='2019-10-9' order by SaveTime asc
p = TickFix.Products.get(prd_name)
if p:
if TickFix.is_in_trading_time(
data['DateTime'],
p): # and TickFix.is_in_trading_time( data['SaveTime'], p):
rt = data['DateTime']
# 夜盘时间
if rt.time() >= datetime.time(
hour=21) and rt.time() <= datetime.time(
hour=23, minute=59, second=59,
microsecond=1000000 - 1):
# 郑州以晚上21点开盘为交易日，其他交易所以隔日为交易日
# 为保证夜盘时间在前，将非郑州的行情记录时间（21-00）算为交易日前一天晚间的记录,交易日跳跃多日的情况，夜间开盘日期会不准
if p['exchange'] != 'ZCE':
rt = rt - datetime.timedelta(
days=1) # 夜盘期间的tick日期记录为交易日的前一天
data['RealTime'] = rt
day = data['TradingDay'] # 20190917
trade_date = datetime.datetime.strptime(day, '%Y%m%d')
data['TradeDate'] = trade_date
time = '20001010 ' + data['UpdateTime'] + '.' + str(
data['UpdateMillisec'])
trade_time = datetime.datetime.strptime(time, '%Y%m%d %H:%M:%S.%f')
data['TradeTime'] = trade_time
else:
return
else:
return
tick = TickData()
object_assign(tick, data, add_new=True)
tick.datetime = data['RealTime']
# print 'symbol:',tick.InstrumentID, ' datetime:',tick.DateTime
symbol = tick.InstrumentID
ws = workerset_list.get(symbol)
if not ws:
ws = worker.BarWorkerSet(symbol, onBar).init()
workerset_list[symbol] = ws
# if TickFilter().filter(tick): # 是否有效时间段的tick
ws.onTick(tick)
def take_share_device():
"""用户接收共享设备，添加成为自己的设备
如果设置了密码，且用户未上传密码，则提示密码输入
@:return 返回新设备id
"""
user = g.user
auth = g.auth
share_id = request.values.get('share_id')
password = request.values.get('password')
link = model.SharedDeviceLink.get(_id=ObjectId(share_id))
if not link:
return ErrorReturn(ErrorDefs.ObjectNotExist, u'共享资源对象不存在').response
# 共享设备是否是自己的设备(自己注册的或者之前分享来自他人的)
rel = model.DeviceUserRelation.get(user_id=user.id,
device_id=link.device_id)
if rel:
return ErrorReturn(ErrorDefs.ObjectHasExist, u'分享设备已存在').response
expire_time = parse(link.expire_time) + relativedelta(days=+1)
expire_time = datetime_to_timestamp(expire_time)
# 共享设备是否过期
if expire_time and expire_time < timestamp_current():
return ErrorReturn(ErrorDefs.ResExpired, u'设备分享已过期').response
# 访问上限
if link.user_limit:
num = model.DeviceUserRelation.collection().find({
'share_device_link':
link.id
}).count()
if num >= link.user_limit:
return ErrorReturn(ErrorDefs.ReachLimit, u'分享已达到人数上限').response
# 检测当前用户是否被阻止
follower = model.ShareDeviceFollower.get(share_id=share_id,
user_id=user.id)
if follower and follower.denied:
return ErrorReturn(ErrorDefs.AccessDenied, u'当前用户访问共享资源受限').response
#是否要提供密码
if link.password:
if password != link.password:
return ErrorReturn(ErrorDefs.NeedPassword, u'需要提供分享访问密码').response
#创建设备
device = model.DeviceUserRelation()
device.user_id = user.id
device.device_id = link.device_id
device.device_name = link.name
device.update_time = timestamp_current()
device.is_share_device = True
device.share_user_id = link.user_id
device.share_device_link = link.id
device.save()
#添加到分享者列表
if not follower:
follower = model.ShareDeviceFollower()
follower.user_id = user.id
follower.open_id = auth.open_id
follower.share_id = link.id
follower.device_id = device.id
follower.create_time = timestamp_current()
wxuser = model.WxUser.get(open_id=auth.open_id)
if wxuser:
follower.avatar_url = wxuser.avatarUrl
follower.nick_name = wxuser.nickName
follower.save()
return CR(result=str(device.id)).response
