def update_context_with_context(context):
db = bs.SharedDatabase.tradeDatabase
# 序列化 context
serialize_ctx = pkl.dumps(context)
ctx = {
'context': serialize_ctx,
'user_id': context.user_id,
'broker_id': context.broker_id,
'strategy_id': context.strategy_id,
'strategy_name': context.strategy_name,
}
ctx = bs.insertTime(ctx)
if db.contexts.find({
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id'],
'strategy_id': ctx['strategy_id'],
'strategy_name': ctx['strategy_name']
}).count() > 0:
db.contexts.update(
{
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id'],
'strategy_id': ctx['strategy_id'],
'strategy_name': ctx['strategy_name']
}, {"$set": ctx})
else:
db.contexts.insert(ctx)
def updateContext(event):
db = bs.SharedDatabase.tradeDatabase
ctxs = event.dict
# contexts 永远只保存正在运行的策略的context
if len(ctxs) != 0:
for ctx in ctxs:
# 如果是日内清仓的 clear = True 删除context
# 否则更新context
if ctx['clear']:
db.contexts.remove({
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id']
})
else:
ctx = bs.insertTime(ctx)
if db.contexts.find({
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id']
}).count() > 0:
db.contexts.update(
{
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id']
}, {"$set": ctx})
else:
db.contexts.insert(ctx)
def getStrategyInfo(dict):
db = bs.SharedDatabase.tradeDatabase
dict = bs.insertTime(dict)
# result = list(db.send_order.find({'order_ref':int(dict['OrderRef']),'user_id':dict['InvestorID'],'broker_id':dict['BrokerID']}))
# if len(result) > 0:
# result = result[0]
# dict['strategy_name'] = result['strategy_name']
# dict['strategy_id'] = result['strategy_id']
# else:
# dict['strategy_name'] = '未知'
# dict['strategy_id'] = '未知'
return dict
def adjust_context():
db = bs.SharedDatabase.tradeDatabase
result = db.contexts.find({
'user_id': '00305188',
'broker_id': '6000',
'strategy_id': 'boll_00305188',
'strategy_name': '布林策略'
}).limit(1)
res = result.next()['context']
ctx = pkl.loads(res)
ctx.portfolio.static_total_value = 101126
ctx.portfolio.daily_pnl = 28.6
ctx.portfolio.daily_commission = 28.6
serialize_ctx = pkl.dumps(ctx)
dict = {
'context': serialize_ctx,
'user_id': ctx.user_id,
'broker_id': ctx.broker_id,
'strategy_id': ctx.strategy_id,
'strategy_name': ctx.strategy_name,
}
print(dict)
ctxs = [dict]
if len(ctxs) != 0:
for ctx in ctxs:
# 如果是日内清仓的 clear = True 删除context
# 否则更新context
# if ctx['clear']:
# db.contexts.remove({'user_id': ctx['user_id'], 'broker_id': ctx['broker_id'], 'strategy_id':ctx['strategy_id'], 'strategy_name':ctx['strategy_name']})
# else:
ctx = bs.insertTime(ctx)
if db.contexts.find({
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id'],
'strategy_id': ctx['strategy_id'],
'strategy_name': ctx['strategy_name']
}).count() > 0:
db.contexts.update(
{
'user_id': ctx['user_id'],
'broker_id': ctx['broker_id'],
'strategy_id': ctx['strategy_id'],
'strategy_name': ctx['strategy_name']
}, {"$set": ctx})
else:
db.contexts.insert(ctx)
def updatePosition(event):
db = bs.SharedDatabase.tradeDatabase
dict = bs.insertTime(event.dict)
if db.position.find({
'user_id': dict['user_id'],
'broker_id': dict['broker_id'],
'trading_day': dict['trading_day']
}).count() > 0:
db.position.update(
{
'user_id': dict['user_id'],
'broker_id': dict['broker_id'],
'trading_day': dict['trading_day']
}, {"$set": dict})
else:
db.position.insert(dict)
def insertSendOrderArgs(event):
db = bs.SharedDatabase.tradeDatabase
# 枚举类型要转字符串保存
direction = str(event.dict['direction']).split('.')[-1]
event.dict['direction'] = direction
price_type = str(event.dict['price_type']).split('.')[-1]
event.dict['price_type'] = price_type
stop_price = str(event.dict['stop_price']).split('.')[-1]
event.dict['stop_price'] = stop_price
contingent_condition = str(
event.dict['contingent_condition']).split('.')[-1]
event.dict['contingent_condition'] = contingent_condition
event.dict = bs.insertTime(event.dict)
db.send_order.insert(event.dict)
def updateAccount(event):
db = bs.SharedDatabase.tradeDatabase
dict = bs.insertTime(event.dict)
if db.account.find({
'AccountID': dict['AccountID'],
'BrokerID': dict['BrokerID'],
'TradingDay': dict['TradingDay']
}).count() > 0:
db.account.update(
{
'AccountID': dict['AccountID'],
'BrokerID': dict['BrokerID'],
'TradingDay': dict['TradingDay']
}, {"$set": dict})
else:
db.account.insert(dict)
def insertTick(tick):
db = bs.SharedDatabase.futuresDatabase
# db = bs.SharedDatabase.testDatabase
tk = bs.insertTime(tick)
collection_name = tl.symbol_classify(tk['InstrumentID'])
db[collection_name].insert(tk)
def insertCancelOrderArgs(event):
db = bs.SharedDatabase.tradeDatabase
event.dict = bs.insertTime(event.dict)
db.cancel_order.insert(event.dict)
def insertLog(event):
db = bs.SharedDatabase.tradeDatabase
dict = bs.insertTime(event.dict)
db.log.insert(dict)
def insertSendOrderArgs(event):
db = bs.SharedDatabase.tradeDatabase
event.dict = bs.insertTime(event.dict)
db.send_order.insert(event.dict)