def __init__(self, server_ip=None):
if server_ip is None:
cfg_dict = getConfig()
self.server_ip = cfg_dict['host']
self.user = cfg_dict['user']
self.password = cfg_dict['password']
else:
self.server_ip = server_ip
def get_all_server(self):
update_server_list = []
update_server_str = getConfig()['update_server']
for server_name in update_server_str.strip().split(','):
update_server_list.append(self.server_dict[server_name])
return update_server_list
from datetime import datetime
from model.BaseModel import *
from model.server_constans import ServerConstant
from tools.getConfig import getConfig
from model.instrument import Instrument
from tools.file_utils import FileUtils
from model.eod_parse_arguments import parse_arguments
# from public.main_config import platform_logger, get_log_format_string
reload(sys)
sys.setdefaultencoding('utf8')
now = datetime.now()
server_constant = ServerConstant()
file_path = getConfig()['datafetcher_file_path']
session = None
instrument_db_dict = dict()
instrument_insert_list = []
undl_ticker_dict = dict()
structured_fund_dict = dict()
def read_position_file_lts(lts_file_path):
fr = codecs.open(lts_file_path, 'r', 'gbk')
sf_instrument_array = []
option_array = []
stock_array = []
structured_fund_array = []
# 货币基金
mmf_fund_array = []
l1r0 += qty
elif direction == '1':
a = min(l1r0, qty)
l1r0 -= a
l1r1 -= max(qty - a, 0)
print 'l1r1:', l1r1, 'l0r1:', l0r1, 'l1r0:', l1r0
redpuravail = l1r1 + l0r1
longavail = l1r1 + l1r0
print 'account_id:', account_id, 'longavail:', longavail, 'redpuravail', redpuravail, '\n'
update_sql = "update portfolio.account_position t set t.LONG_AVAIL=%s,t.purchase_avail=%s where t.DATE = %s and t.id = %s and SYMBOL = %s"
update_param = (longavail, redpuravail, todayStr, account_id, ticker)
cursor.execute(update_sql, update_param)
if __name__ == '__main__':
cfg_dict = getConfig()
try:
conn = MySQLdb.connect( \
host=cfg_dict['host'], user='******', passwd='adminP@ssw0rd', \
db='common', charset='utf8')
print 'db ip:', cfg_dict['host']
except Exception, e:
print e
sys.exit()
cursor = conn.cursor()
# update_sql = "update om.trade2_broker t, om.order_broker o set t.TIME = o.INSERT_TIME where t.ORDER_ID = o.sys_id and t.Direction in ('O','N') and o.INSERT_TIME like %s"
# update_param = (todayStr + '%',)
# cursor.execute(update_sql, update_param)
query_sql = 'select id,symbol,yd_position_long,yd_position_short from portfolio.account_position t where t.DATE = %s'
# -*- coding: utf-8 -*-
import sys
import os
import MySQLdb
from datetime import datetime
from model.BaseModel import *
import codecs
import json
from tools.getConfig import getConfig
now = datetime.now()
todayStr = now.strftime('%Y-%m-%d')
file_path = getConfig()['datafetcher_file_path']
baseIp = getConfig()['host']
total_cancel_times = '400'
def strategy_parameter_update(cursor):
query_sql = "select `NAME` from strategy.strategy_parameter t where name like 'CalendarMA%' group by `NAME`"
cursor.execute(query_sql)
strategy_name_list = []
for row in cursor.fetchall():
strategy_name_list.append(row[0])
update_param_list = []
for strategy_name in strategy_name_list:
query_sql = "select TIME, NAME, VALUE from strategy.strategy_parameter where NAME = %s \
order by TIME desc limit 1"
query_param = (strategy_name, )
from model.order import Order
from model.trade import Trade
from model.position import Position
from model.instrument_commission_rate import InstrumentCommissionRate
from model.BaseModel import *
from model.eod_const import const
from model.server_constans import ServerConstant
from tools.getConfig import getConfig
from tools.file_utils import FileUtils
from tools.date_utils import DateUtils
now = datetime.now()
now_date_str = now.strftime('%Y-%m-%d')
now_datetime_str = now.strftime('%Y-%m-%d %H:%M:%S')
last_trading_day = DateUtils().get_last_trading_day('%Y-%m-%d', now_date_str)
file_path = getConfig()['datafetcher_file_path']
local_server_name = getConfig()['server_name']
def read_position_file_ctp(ctp_file_path):
print 'Start read file:' + ctp_file_path
fr = open(ctp_file_path)
order_array = []
trade_array = []
trading_account_array = []
investor_position_array = []
commission_rate_array = []
for line in fr.readlines():
if 'Account_ID' in line:
account_id = line.replace('\n', '').split(':')[1]
else:
def __init__(self):
server_model_host = ServerModel('host')
server_model_host.ip = getConfig()['host']
server_model_host.db_ip = getConfig()['host']
server_model_host.db_port = getConfig()['db_port']
server_model_host.db_user = getConfig()['db_user']
server_model_host.db_password = getConfig()['db_password']
server_model_125 = ServerModel('local125')
server_model_125.ip = '172.16.11.125'
server_model_125.db_ip = '172.16.11.125'
server_model_125.db_port = 3306
server_model_125.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient'
server_model_125.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives'
server_model_125.etf_folder = '/home/trader/etf'
server_model_125.etf_upload_folder = '/home/trader/dailyjob/ETF'
server_model_125.log_file_path = '/home/trader/apps/IndexArb/log'
server_model_40 = ServerModel('aliyun_40')
server_model_40.ip = '121.41.22.40'
server_model_40.db_ip = '121.41.22.40'
server_model_40.db_port = 3306
server_model_40.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient'
server_model_40.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives'
server_model_40.etf_upload_folder = '/home/trader/dailyjob/ETF'
server_model_40.log_file_path = '/home/trader/apps/TradePlat/log'
server_model_118 = BackTestServerModel('local118')
server_model_118.ip = '172.16.12.118'
server_model_118.db_ip = '172.16.12.118'
server_model_118.db_port = 3306
server_model_118.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient'
server_model_118.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives'
server_model_118.etf_upload_folder = '/home/trader/dailyjob/ETF'
server_model_118.log_file_path = '/home/trader/apps/TradePlat/log'
server_model_118.log_zip_folder_list = [
'/home/backtest/dailyjob/DerivativesClient/messageFile',
'/home/backtest/dailyjob/DerivativesClient/marketFile'
]
server_model_118.log_clear_folder_list = server_model_118.log_zip_folder_list
server_model_166 = ServerModel('local166')
server_model_166.ip = '172.16.12.166'
server_model_166.userName = '******'
server_model_166.passWord = '******'
server_model_168 = ServerModel('local168')
server_model_168.ip = '172.16.12.168'
server_model_168.userName = '******'
server_model_168.passWord = '******'
server_model_196 = ServerModel('local196')
server_model_196.ip = '172.16.12.196'
server_model_196.userName = '******'
server_model_196.passWord = '******'
server_model_66 = ServerModel('local66')
server_model_66.ip = '172.16.12.66'
server_model_66.db_ip = '172.16.12.66'
server_model_66.db_user = '******'
server_model_66.db_password = '******'
server_model_88 = ServerModel('local88')
server_model_88.ip = '172.16.12.88'
server_model_88.db_ip = '172.16.12.88'
server_model_88.db_port = 3306
server_model_88.db_user = '******'
server_model_88.db_password = '******'
server_model_88.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient'
server_model_88.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives'
server_model_88.etf_upload_folder = '/home/trader/dailyjob/ETF'
server_model_88.log_file_path = '/home/trader/apps/TradePlat/log'
server_model_88.log_zip_folder_list = [
'/home/backtest/dailyjob/DerivativesClient/messageFile',
'/home/backtest/dailyjob/DerivativesClient/marketFile'
]
server_model_88.log_clear_folder_list = server_model_88.log_zip_folder_list
self.server_dict['host'] = server_model_host
self.server_dict['local88'] = server_model_88
self.server_dict['local125'] = server_model_125
self.server_dict['local118'] = server_model_118
self.server_dict['local166'] = server_model_166
self.server_dict['local168'] = server_model_168
self.server_dict['local196'] = server_model_196
self.server_dict['aliyun_40'] = server_model_40
self.server_dict['local66'] = server_model_66
