def ensure_profits(cls, user):
""" 确保生成收益日志 """
log.info('为用户{}生成收益日志'.format(user))
ts = list(reversed(Transaction.user_recent_transactions(user)))
if ts:
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
di = 0
date = ts[di].operated_at
positions = {}
realized_profits = defaultdict(float)
while date <= today:
profit = 0
# include new transactions
while di < len(ts) and ts[di].operated_at <= date:
t = ts[di]
op = 1 if t.type_ == 'buy' else -1
pair = (t.exchange, t.symbol)
if pair not in positions:
positions[pair] = (t.price, t.quantity * op)
else:
pv = positions[pair]
amount = pv[0] * pv[1] + t.price * t.quantity * op
quantity = pv[1] + t.quantity * op
if quantity == 0:
realized_profits[pair] += pv[1] * (t.price - pv[0])
del positions[pair]
else:
positions[pair] = (amount / quantity, quantity)
di += 1
# calculate profit
for pair in positions:
q = Quote.query_one(
{
'exchange': pair[0],
'symbol': pair[1],
'quote_type': '1d',
'quote_at': {
'$lte': date
}
},
sort=[('quote_at', -1)])
if q:
pv = positions[pair]
profit += (q.close - pv[0]) * pv[1]
profit += sum(realized_profits.values())
# update profit
cls.update_one({
'date': date,
'user': user
}, {'$set': {
'profit': profit
}},
upsert=True)
date += timedelta(days=1)
def send_sms_yunpian(mobile, text):
log.info('向 {} 发送 "{}"'.format(mobile, text))
url = "http://yunpian.com/v1/sms/send.json"
conf = current_app.config
data = {"apikey": conf.get("yunpian_apikey", ""), "mobile": mobile, "text": text}
r = requests.post(url, data=data).json()
log.info("...发送结果为 {}".format(r))
if r["code"] == 0:
r["status"] = 200
else:
r["status"] = 500
r["reason"] = r["msg"]
return r
def ensure_profits(cls, user):
""" 确保生成收益日志 """
log.info('为用户{}生成收益日志'.format(user))
ts = list(reversed(Transaction.user_recent_transactions(user)))
if ts:
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
di = 0
date = ts[di].operated_at
positions = {}
realized_profits = defaultdict(float)
while date <= today:
profit = 0
# include new transactions
while di < len(ts) and ts[di].operated_at <= date:
t = ts[di]
op = 1 if t.type_ == 'buy' else -1
pair = (t.exchange, t.symbol)
if pair not in positions:
positions[pair] = (t.price, t.quantity * op)
else:
pv = positions[pair]
amount = pv[0] * pv[1] + t.price * t.quantity * op
quantity = pv[1] + t.quantity * op
if quantity == 0:
realized_profits[pair] += pv[1] * (t.price - pv[0])
del positions[pair]
else:
positions[pair] = (amount / quantity, quantity)
di += 1
# calculate profit
for pair in positions:
q = Quote.query_one({'exchange': pair[0],
'symbol': pair[1],
'quote_type': '1d',
'quote_at': {'$lte': date}},
sort=[('quote_at', -1)])
if q:
pv = positions[pair]
profit += (q.close - pv[0]) * pv[1]
profit += sum(realized_profits.values())
# update profit
cls.update_one({'date': date, 'user': user},
{'$set': {'profit': profit}},
upsert=True)
date += timedelta(days=1)
def send_sms_yunpian(mobile, text):
log.info('向 {} 发送 "{}"'.format(mobile, text))
url = 'http://yunpian.com/v1/sms/send.json'
conf = current_app.config
data = {
'apikey': conf.get('yunpian_apikey', ''),
'mobile': mobile,
'text': text,
}
r = requests.post(url, data=data).json()
log.info('...发送结果为 {}'.format(r))
if r['code'] == 0:
r['status'] = 200
else:
r['status'] = 500
r['reason'] = r['msg']
return r
