def __init__(self):
# 新浪接口
self.Int = sinaInterface()
# sqlserver 期权每3秒行情记录
self.sPrice = sh50_price()
# sqlserver sh510050 每3秒行情记录
self.Owner = sh510050()
# sqlserver 监测结果表
self.Spy = sh50_spy()
self.price_owner = 0
# 资金成本
self.interest = float(config_ini.get("interest", session="SH50")) / 365
# 带融券的资金成本
self.interest_rong = float(
config_ini.get("interest_rong", session="SH50")) / 365
# 买入阈值
self.buy_line_0 = float(config_ini.get("buy_line_0", session="SH50"))
self.buy_line_1 = float(config_ini.get("buy_line_1", session="SH50"))
self.table_head = ""
self.table_end = ""
self.method = 'ma60'
self.ws = s_webSocket("ws://%s:8090/etf50option" %
config_ini.get("ws.host", session="db"))
self.keylist2 = ["result", "price_ask", "price_bid"]
self.titlesList = self.Spy.keylist[:-2] + [
"result_1", "price_ask", "price_bid"
]
def __init__(self):
# 新浪接口
super().__init__()
self.codes = ['510050.XSHG']
self.iniAmount = 40000
self.multiplier = 10000
self.currentVol = 0
self.currentPositionType = 0
self.scale = 2.0
self.ratio = 2
self.shift = 0.002
self.scaleDiff2 = 1.0
self.isParamSave = True
self.ws = s_webSocket("ws://%s:8090/etf50boll" %
config_ini.get("ws.host", session="db"))
self.titleList = [
'createdate', 'code', 'name', 'isBuy', 'vol', 'price', 'ownerPrice'
]
self.table_head = ""
self.table_end = ""
self.method = 'bull4'
self.viewItemList = [
'createTime', 'close', 'pow', 'top', 'low', 'sarm', 'kdjm', 'powm',
'isopen'
]
def __init__(self):
self.stage = "ETF"
self.FT = fytuObject()
# 股票列表
self.stock_code_list = "SZ.159901,SZ.159902,SZ.159915,SH.510050,SH.510900, SH.510300,SH.519920,\
SH.512160,SH.512880,SH.512800,SH.510180,SH.512660".split(
",")
#账户
self.account = self.iniKey('account')
#interval = self.iniKey('interval')
self.k_amount = int(self.iniKey('k_amount'))
self.k_type = self.iniKey('k_type')
#self.ETF = ETFRecord() #
#self.Acc = account() # 账户
self.Matic = Matic_interface() # matic 接口类
# 上一k线时段成交量
self.lastVolume_Map = {}
self.ws = s_webSocket("ws://%s:8090/forward" %
config_ini.get("ws.host", session="db"))
def checkPosition(self, docs, isOpen, reverse=1, refresh=True):
""" 提交前检查持仓和资金状况 """
if isOpen == 1:
# 开仓检查资金余额
minRate = float(config_ini.get("minMarginRate", "CTP")) # 保证金准备金比例
fund = self.Available # 可用保证金和所有保证金
needs = sum([
d['vol'] * self.baseInfo.att(d['code'], 'margin_rate')
for d in docs
])
return 0 if (fund[0] > needs and
((fund[0] - needs) / fund[1] > minRate)) else -1
else:
# 平仓检查仓位余额
if not refresh and self.preMap is not None:
posMap = self.preMap
else:
self.preMap = posMap = self.posMap
for doc in docs:
# if doc['name'] =='IH': print(posMap.keys())
if 'name' in doc:
key = '%s_%s' % (doc['name'],
('0' if
(doc['mode'] * reverse < 0) else '1')) #
else:
key = '%s_%s' % (doc['symbol'],
('0' if
(doc['mode'] * reverse < 0) else '1')) #
if not key in posMap or posMap[key][0] < doc['hands']:
return -2 #
elif len(posMap[key]) > 2 and posMap[key][1] < doc[
'hands'] and posMap[key][2] == 'SHFE':
"""区分是否时上期所平今仓, 仓位小于Yd持仓 """
doc.update({'istoday': 1})
return 0
def __init__(self):
# 新浪接口
self.Int = sinaInterface()
self.Record = sh50_orderForm()
self.Rice = interface_Rice()
self.Rice.iniTimeArea = [('09:30:00', "11:30:00"),
('13:00:00', '15:00:00')]
self.Rice.setTimeArea('15:00:00')
self.Tick = mon_tick()
self.isParamSave = False
self.codes = ['510050.XSHG']
self.ktypeMap = {'510050.XSHG': 30}
self.period = '30m'
self.timePeriodList = [5, 10, 20, 60]
self.timePeriods = 60
self.iniAmount = 40000
self.multiplier = 10000
self.currentVol = 0
self.currentPositionType = 0
self.ratio = 2
self.status = 0
self.ws = s_webSocket("ws://%s:8090/etf50optiontrend" %
config_ini.get("ws.host", session="db"))
self.titleList = [
'createdate', 'code', 'name', 'isBuy', 'mode', 'vol', 'price',
'ownerPrice'
]
self.table_head = ""
self.table_end = ""
self.method = 'ma60'
self.viewItemList = [
'createTime', 'close', 'ma5', 'ma10', 'ma20', 'ma60', 'vol', 'mode'
]
def iniKey(self, key, db='GuangFa'):
return config_ini.get(key, session=db)
Created on Sat Apr 1 14:35:13 2017
@author: admin
手动通知ETF买单
"""
# from com.data.model_warrant import warModel
from com.base.public import public, config_ini, logger
from com.model.model_etf4 import etf4_compare
import time
import sys
if __name__ == '__main__':
inter = int(config_ini.get("interval", session="ETF"))
obj = etf4_compare()
while 1:
try:
obj.FT.reconnect()
except:
sys.exit()
break
# 非交易日，退出
if not obj.FT.isTradeDate("SH"):
print("非交易日")
exit()
d, t = public.getDate(), public.getDatetime()
def iniKey(self, key, db='Matic'):
return config_ini.get(key, session=db)
sh50自动记录
"""
# from com.data.model_warrant import warModel
from com.base.public import public, config_ini, logger
from com.model.model_sh50 import model_sh50
from com.data.data_base import Stock
import time
import sys
import os
if __name__ == '__main__':
inter = int(config_ini.get("interval", session="SH50"))
obj = model_sh50()
ST = Stock()
print(inter)
while 1:
# 非交易日，退出
time0 = time.time()
if not ST.isTradeDate():
print("非交易日")
break
isT = ST.isTradeTime("SH")
if isT[0]:
# 交易时间记录
obj.record()
#logger.info("sh50记录并计算，耗时: %s" % str(time.time()-time0))
def iniKey(self, key):
return config_ini.get(key, session=self.stage)