def create_app(config_name='default'):
config_name = os.environ.get('TERMINAL_ENV') or config_name
# TODO: 去掉函数
session_factory = init_db(config_name)()
dispatch_params = init_dispatch(config_name)
logging_params = init_logging(config_name)
redis_params = init_redis(config_name)
server_params = init_server(config_name)
port = init_tornado(config_name)
# 初始化dispatch参数
JsonRpcHandler.set_dispatcher(dispatch_params)
# 初始化Logging参数
Logging.set_logging_params(logging_params)
RedisUtils.set_redis_params(redis_params)
ServerUtils.set_server_params(server_params)
# 初始化Handler
handlers = [(r"/api/rpc", QuoteCloseHandler),
(r"/api/rpc", HistoricalVolHandler),
(r"/api/rpc", OptionStructureHandler),
(r"/api/rpc", OTCPositionSnapshotHandler),
(r"/api/rpc", RealTimeMarketHandler),
(r"/api/rpc", FittingModelHandler),
(r"/api/rpc", CommodityFutureContractHandler),
(r"/api/rpc", OtcAtmQuoteHandler),
(r"/api/rpc", OTCReportHandler),
(r"/api/rpc", InstrumentHandler)]
# 初始化Server
app = web.Application(handlers=handlers, session_factory=session_factory)
app.listen(port)
return app
from dags.dbo.db_model import create_db_session
import pandas as pd
from terminal.dbo import OtcAtmQuote
from terminal.dto import OptionProductType
import uuid
import os
from terminal.utils import DateTimeUtils, Logging
from datetime import datetime
logging = Logging.getLogger(__name__)
class OtcAtmQuoteService:
@staticmethod
def import_atm_vol_from_csv_file(file_path, run_id):
fname, ext = os.path.splitext(file_path)
valuation_date = DateTimeUtils.str2date(fname.split('_')[1],
pattern='%Y%m%d')
df = pd.read_csv(file_path)
atm_quote_list = []
current_time = datetime.now()
for index, row in df.iterrows():
atm_quote = OtcAtmQuote()
atm_quote.uuid = uuid.uuid4()
atm_quote.varietyType = row['udly'].strip()
atm_quote.underlyer = row['code'].strip()
atm_quote.legalEntityName = row['ctpt'].strip()
atm_quote.expireDate = DateTimeUtils.str2date(row['exe_date'])
if row['type'] == 'am':
atm_quote.productType = OptionProductType.VANILLA_AMERICAN.name
if row['type'] == 'eu':