def main(ifcode, code, period_short, period_long):
today = date.today()
year, month, day = today.year, today.month, today.day
week = today.weekday()
if week in [5, 6]:
push_sig('周六周日不交易')
return
datetime_start = datetime(year, month, day, 9, 30, 00)
datetime_end = datetime(year, month, day, 15, 00, 00)
datetime_now = datetime.now()
coll_name = '%s_data_second' % ifcode.lower()
coll = yh_mongodb[coll_name]
#df_list = realtime_data(ifcode, code, today, coll)
#push_signal(df_list, code, ifcode, today, period_short, period_long)
while True:
try:
if datetime_now > datetime_start and datetime_now <= datetime_end:
df_list = realtime_data(ifcode, code, today, coll)
#print '*'*20
#print len(df_list)
try:
push_signal(df_list, code, ifcode, today, period_short,
period_long)
except BaseException, e:
print traceback.format_exc()
push_sig('push_signal_error', traceback.format_exc())
else:
break
def push_signal(df_list, code, ifcode, today, period_short, period_long):
df = pd.DataFrame(df_list, columns=['time_index', 'price', 'volume'])
price = list(df['price'])
df['ema_short'] = Indicator.ema_metric(period_short, price)
df['ema_long'] = Indicator.ema_metric(period_long, price)
sig_infos = PushSellSignal.compare_ema(df)
profit_infos = PushSellSignal.profit_infos(sig_infos)
if is_push(profit_infos, ifcode, today):
if len(profit_infos) == 1:
print '*' * 20
print 'init message~!'
time_str = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
info_dict = profit_infos[0]
theevent = info_dict.get('event', '')
is_success = 'failed'
#添加交易接口
if theevent == '卖出信号':
trans_session = yinhe_trans()
r = trans_short_start(trans_session, code, ifcode)
if 'error_info' not in r:
is_success = '交易成功'
elif theevent == '买入信号':
trans_session = yinhe_trans()
r = trans_long_start(trans_session, code, ifcode)
if 'error_info' not in r:
is_success = '交易成功'
tip = 'ema 策略: \n%s, 交易价格: %s; 时间: %s; %s' % (
theevent, info_dict.get('price', 0), time_str, is_success)
push_sig(tip)
elif len(profit_infos) >= 2:
print '*' * 20
print 'push message~!'
time_str = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
info_dict_1 = profit_infos[-2]
info_dict_2 = profit_infos[-1]
_p = info_dict_2.get('price', 0)
trading_fee = cal_fee(_p)
_g = info_dict_1.get('gain', 0)
gain = _g - trading_fee
theevent = info_dict_2.get('event', '')
is_success = 'failed'
#添加交易接口
if theevent == '卖出信号':
trans_session = yinhe_trans()
r1 = trans_short_close(trans_session, code, ifcode)
r2 = trans_short_start(trans_session, code, ifcode)
if 'error_info' not in r1 and 'error_info' not in r2:
is_success = '交易成功'
elif theevent == '买入信号':
trans_session = yinhe_trans()
r1 = trans_long_close(trans_session, code, ifcode)
r2 = trans_long_start(trans_session, code, ifcode)
if 'error_info' not in r1 and 'error_info' not in r2:
is_success = '交易成功'
tip = 'ema 策略: \n%s, 盈利: %s, 实际盈利: %s, 交易费用: %s; \n%s, 交易价格: %s; 时间: %s; %s' % (
info_dict_1.get('event', ''), _g, gain, trading_fee,
info_dict_2.get('event', ''), _p, time_str, is_success)
push_sig(tip)
def get_trans_session(ifcode, today):
_file = '%s/%s_%s' % (trans_session_dir, ifcode, today)
f = open(_file)
try:
trans_session = int(f.read())
f.close()
except BaseException, e:
f.close()
push_sig('读取 session 文件失败')
trans_session = None
def is_push(new_infos, ifcode, today):
_file = '%s/%s_%s' % (old_infos_dir_macd, ifcode, today)
old_infos = []
if not os.path.isfile(_file): # init
f = open(_file, 'w')
try:
f.write(simplejson.dumps(new_infos))
f.close()
except BaseException, e:
tip = '写信号文件失败'
push_sig(tip)
f.close()
return False
return True
def push_signal(df_list,
code,
ifcode,
today,
period_short=12,
period_long=26,
period_dif=9):
df = pd.DataFrame(df_list, columns=['time_index', 'price', 'volume'])
#macd
macd_df = point_prosess_v3(df, 8)
macd_df['ma_short'] = Indicator.ewma_metric(period_short,
macd_df[['price']], 'price',
False)
macd_df['ma_long'] = Indicator.ewma_metric(period_long, macd_df[['price']],
'price', False)
macd_df['macd_dif'] = macd_df['ma_short'] - macd_df['ma_long']
macd_df['macd_dem'] = Indicator.ewma_metric(period_dif,
macd_df[['macd_dif']],
'macd_dif')
sig_infos = PushSellSignal.compare_sig(macd_df, 'macd_dif', 'macd_dem', 14)
profit_infos = PushSellSignal.profit_infos(sig_infos)
trans_session = get_trans_session(ifcode, today)
if is_push(profit_infos, ifcode, today):
if len(profit_infos) == 1:
print 'init message~!'
time_str = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
info_dict = profit_infos[0]
theevent = info_dict.get('event', '')
is_success = 'failed'
r = 'init info'
#添加交易接口
if theevent == '卖出信号':
r = trans_short_start(trans_session, code, ifcode.upper())
if 'error_info' not in r:
is_success = '交易成功'
elif theevent == '买入信号':
r = trans_long_start(trans_session, code, ifcode.upper())
if 'error_info' not in r:
is_success = '交易成功'
tip = 'macd 策略: \n%s, 交易价格: %s; 时间: %s; %s' % (info_dict.get(
'event', ''), info_dict.get('price', 0), time_str, is_success)
push_sig(tip, r)
elif len(profit_infos) >= 2:
print 'push message~!'
time_str = datetime.now().strftime('%Y-%m-%d %H:%M:%S')
info_dict_1 = profit_infos[-2]
info_dict_2 = profit_infos[-1]
_p = info_dict_2.get('price', 0)
trading_fee = cal_fee(_p)
_g = info_dict_1.get('gain', 0)
gain = _g - trading_fee
theevent = info_dict_2.get('event', '')
is_success = 'failed'
r = 'init info'
#添加交易接口
if theevent == '卖出信号':
r1 = trans_short_close(trans_session, code, ifcode.upper())
r2 = trans_short_start(trans_session, code, ifcode.upper())
r = r1 + r2
if ('error_info' not in r1 and 'error_info' not in r2) or (
'error_no":"30' in r1 and 'error_info' not in r2):
is_success = '交易成功'
elif theevent == '买入信号':
r1 = trans_long_close(trans_session, code, ifcode.upper())
r2 = trans_long_start(trans_session, code, ifcode.upper())
r = r1 + r2
if ('error_info' not in r1 and 'error_info' not in r2) or (
'error_no":"30' in r1 and 'error_info' not in r2):
is_success = '交易成功'
elif theevent == '收盘平仓':
_event = profit_infos[-3]
if _event.get('event', '') == '买入信号':
r = trans_short_close(trans_session, code, ifcode.upper())
if 'error_info' not in r:
is_success = '交易成功'
elif _event.get('event', '') == '卖出信号':
r = trans_long_close(trans_session, code, ifcode.upper())
if 'error_info' not in r:
is_success = '交易成功'
tip = 'macd 策略: \n%s, 盈利: %s, 实际盈利: %s, 交易费用: %s; \n%s, 交易价格: %s; 时间: %s; %s' % (
info_dict_1.get('event', ''), _g, gain, trading_fee,
info_dict_2.get('event', ''), _p, time_str, is_success)
push_sig(tip, r)
f.write(simplejson.dumps(new_infos))
f.close()
except BaseException, e:
tip = '写信号文件失败'
push_sig(tip)
f.close()
return False
return True
else:
f = open(_file)
try:
old_infos = simplejson.loads(f.read())
f.close()
except BaseException, e:
tip = '读信号文件失败'
push_sig(tip)
f.close()
return False
if len(new_infos) != len(old_infos):
f = open(_file, 'w')
try:
f.write(simplejson.dumps(new_infos))
f.close()
except BaseException, e:
tip = '写信号文件失败'
push_sig(tip)
f.close()
return False
return True
return False
