def history_exists(c):
return False
if c.offers_at:
first_date_before = c.offers_at + timedelta(days=7)
q = Quote.query_one({
'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': {
'$lte': first_date_before
}
})
count = Quote.count({
'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d'
})
past_days = (datetime.utcnow() - c.offers_at).days
if past_days <= 2:
return True
trades_ratio = 1. * count / past_days
if q and trades_ratio > 3 / 7.:
return True
return False
def sync_collections():
from ybk.config import setup_config
from ybk.models import Collection as C1
from ybk.models import Quote as Q1
setup_config()
for c in C1.query():
print(c.exchange, c.symbol)
td = Q1.count({'exchange': c.exchange,
'symbol': c.symbol,
'type_': '1d'}) + 1
if td == 1:
if not c.offers_at:
# 没录入过, 基本上会挂
continue
# 如果K线不存在, 可能是交易行情无法获取, 直接用估算数字
td = (datetime.utcnow() - c.offers_at).days - 1
c2 = Collection({
'exchange': c.exchange,
'symbol': c.symbol,
'name': c.name,
'trade_day': td,
})
c2.upsert()
def realtime(site):
conf = get_conf(site)
exchange = conf['abbr']
url = conf['quote']['realtime']['url']
type_ = conf['quote']['realtime']['type']
today = datetime.utcnow().replace(
minute=0, second=0, microsecond=0) + timedelta(hours=8)
if not url:
log.warning('{}尚未配置实时行情url'.format(exchange))
return
if today.hour < 9 or today.hour > 22:
log.warning('不在9点到22点之间, 不做解析')
return
today = today.replace(hour=0)
text = session.get(url, timeout=(3, 7)).text
quotes = parse_quotes(type_, text)
saved = 0
for q in quotes:
Collection.update_one({'exchange': exchange,
'symbol': q['symbol'].strip()},
{'$set': {'name': q['name']}},
upsert=True)
q['exchange'] = exchange
q['quote_type'] = '1d'
q['quote_at'] = today
if q['open_'] in ['—', '-', None, '']:
continue
else:
# 找到上一个交易日的数据, 如果和lclose不符则舍弃
# 需要保证数据每天更新/不足时需要把日线补足才能正常显示
lq = Quote.query_one({'exchange': exchange,
'symbol': q['symbol'].strip(),
'quote_type': '1d',
'quote_at': {'$lt': today}},
sort=[('quote_at', -1)])
if not lq or abs(lq.close - q['lclose']) < 0.01:
Quote(q).upsert()
saved += 1
log.info('{} 导入 {}/{} 条实时交易记录'.format(exchange, saved, len(quotes)))
def history_exists(c):
return False
if c.offers_at:
first_date_before = c.offers_at + timedelta(days=7)
q = Quote.query_one({'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': {'$lte':
first_date_before}})
count = Quote.count({'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d'})
past_days = (datetime.utcnow() - c.offers_at).days
if past_days <= 2:
return True
trades_ratio = 1. * count / past_days
if q and trades_ratio > 3 / 7.:
return True
return False
def save_quotes(q, c, first_quote=False):
if first_quote:
# 看一下需不需要补齐申购数据
if not c.name.endswith('指数'):
if not c.offers_at or abs((c.offers_at - q['quote_at']).days) >= 7:
c.offers_at = q['quote_at'] - timedelta(days=2)
c.offer_price = q['high'] / 1.3
if 'quantity' in q:
# 假定申购是全部数量的1/10
c.offer_quantity = q['quantity'] // 10
log.info('补齐数据:{}_{}, 申购价:{}, 申购量:{}, 时间:{}'
''.format(c.exchange, c.symbol, c.offer_price,
c.offer_quantity, c.offers_at))
# 然而实际上不补齐
# c.upsert()
Quote(q).upsert()
def collection():
nav = 'collection'
search = request.args.get('search', '')
exchange = request.args.get('exchange', '')
page = int(request.args.get('page', 1) or 1)
limit = 25
skip = limit * (page - 1)
cond = {}
if exchange:
cond['exchange'] = exchange
total = Collection.count(cond)
pagination = Pagination(page, limit, total)
collections = list(
Collection.query(cond,
sort=[('offers_at', -1)],
skip=skip, limit=limit))
for c in collections:
lp = Quote.latest_price(c.exchange, c.symbol)
if lp and c.offer_price:
c.total_increase = lp / c.offer_price - 1
return render_template('frontend/collection.html', **locals())
def collection_list():
exchange = request.args.get('exchange', '')
search = request.args.get('search', '')
sort = request.args.get('sort', 'offers_at')
order = request.args.get('order', 'desc')
limit = int(request.args.get('limit', 25))
offset = int(request.args.get('offset', 0))
if sort in ['offers_at', 'exchange', 'name', 'symbol',
'offer_price', 'offer_quantity']:
dbsort = [(sort, 1 if order == 'asc' else -1)]
else:
dbsort = None
cond = {}
if exchange:
cond['exchange'] = exchange
if search:
cond['$or'] = [
{'exchange': {'$regex': search}},
{'name': {'$regex': search}},
{'symbol': {'$regex': search}},
]
total = Collection.count(cond)
qs = Collection.find(cond)
if dbsort:
qs = [Collection(c) for c in
qs.sort(dbsort).skip(offset).limit(limit)]
rows = [{
'offers_at': c.offers_at,
'exchange': c.exchange,
'name': c.name,
'symbol': c.symbol,
'offer_price': c.offer_price,
'offer_quantity': c.offer_quantity,
'offer_cash_ratio': c.offer_cash_ratio,
'offer_cash': c.offer_cash,
'result_ratio_cash': c.result_ratio_cash,
}
for c in qs]
for d in rows:
d['total_increase'] = None
lp = Quote.latest_price(d['exchange'], d['symbol'])
if lp and d['offer_price']:
d['total_increase'] = lp / d['offer_price'] - 1
if not dbsort:
rows = sorted(rows,
key=lambda x: x.get(sort) or 0,
reverse=order == 'desc')
rows = rows[offset:offset + limit]
for d in rows:
d['offers_at'] = d['offers_at'].strftime(
'%Y-%m-%d') if d['offers_at'] else None
if d['offer_price']:
d['offer_price'] = '{:.2f}'.format(d['offer_price'])
if d['offer_cash_ratio']:
d['offer_cash_ratio'] = '{:.0f}%'.format(
d['offer_cash_ratio'] * 100)
if d['offer_cash']:
d['offer_cash'] = '{:.1f}'.format(d['offer_cash'])
if d['result_ratio_cash']:
d['result_ratio_cash'] = '{:.3f}%'.format(
d['result_ratio_cash'] * 100)
if d['total_increase']:
d['total_increase'] = '{:.1f}%'.format(
100 * (d['total_increase']))
return jsonify(total=total, rows=rows)
def accounting(user):
""" 对账号进行自动记账(如果用户已配置) """
operated_at = datetime.utcnow() + timedelta(hours=8)
def add_transaction(type_, exchange, symbol, price, quantity):
t = Transaction({
'user': user._id,
'type_': type_,
'operated_at': operated_at,
'exchange': exchange,
'symbol': symbol,
'price': price,
'quantity': quantity,
})
t.save()
if not Position.do_op(t):
t.remove()
if user.auto_accounting:
op = Position.user_position(user._id)
p2pairs = {}
for ta in TradeAccount.query({'user': user._id}):
for p in ta.position or []:
pair = (ta.exchange, p.symbol)
if pair not in p2pairs:
p2pairs[pair] = p
else:
pp = p2pairs[pair]
amount = p.average_price * p.quantity + \
pp.average_price * pp.quantity
p.quantity += pp.quantity
if p.quantity > 0:
p.average_price = amount / p.quantity
p2pairs[pair] = p
p1pairs = {(p1['exchange'], p1['symbol']): p1 for p1 in op}
# 检查更改项
for p1 in op:
pair = p1['exchange'], p1['symbol']
if pair[0] in ['湖南文交所', '海西文交所', '上海邮币卡',
'上海文交所', '中俄邮币卡']:
continue
if pair in p2pairs:
p2 = p2pairs[pair]
quantity = p2.quantity - p1['quantity']
if quantity != 0:
type_ = 'buy' if quantity > 0 else 'sell'
if type_ == 'buy':
price = (p2.average_price * p2.quantity -
p1['avg_buy_price'] * p1['quantity']) / quantity
else:
price = p2.price
if price < 0.01:
price = Quote.latest_price(p1['exchange'], p1['symbol'])
price = int(price * 100) / 100.
add_transaction(
type_, pair[0], pair[1], price, abs(quantity))
else:
# 按现价计算已卖出
if p1['quantity'] > 0:
price = Quote.latest_price(p1['exchange'], p1['symbol'])
price = int(price * 100) / 100.
add_transaction(
'sell', pair[0], pair[1], price, p1['quantity'])
# 检查新增项
for pair, p2 in p2pairs.items():
if pair[0] in ['湖南文交所', '海西文交所', '上海邮币卡',
'上海文交所', '中俄邮币卡']:
continue
if pair not in p1pairs and p2.quantity > 0:
price = int(p2.average_price * 100) / 100.
add_transaction('buy', pair[0], pair[1], price, p2.quantity)
def trade_quote_history():
""" K线数据 """
exchange = request.args.get('exchange', '')
symbol = request.args.get('symbol', '')
c = Collection.query_one({'exchange': exchange, 'symbol': symbol})
period = request.args.get('period', '1d')
# chart1
qs = list(Quote.cached(3600).query({'exchange': exchange,
'symbol': symbol,
'quote_type': period}))
name = '{}({}_{})'.format(Collection.get_name(exchange, symbol),
exchange, symbol)
xdata = [q.quote_at.strftime('%Y/%m/%d') for q in qs]
sdata = [
(q.open_, q.close, q.low, q.high,)
for q in qs]
adata = [int(q.amount / 10000) for q in qs]
num_prefix = 100 - len(xdata)
if num_prefix > 0:
xdata = xdata + [''] * num_prefix
sdata = sdata + [()] * num_prefix
adata = adata + [0] * num_prefix
option1 = {
'title': {
'text': name
},
'xAxis': [{
'type': 'category',
'boundaryGap': True,
'axisTick': {'onGap': False},
'splitLine': {'show': False},
'data': xdata,
}],
'legend': {
'data': [name, '成交额(万)']
},
'dataZoom': {
'show': False,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
'series': [
{'name': '{}({}_{})'.format(c.name, c.exchange, c.symbol),
'type': 'k',
'data': sdata,
},
{'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': [],
},
],
}
# chart2
option2 = {
'title': {
'text': '',
},
'toolbox': {
'y': -30,
'show': True,
'feature': {
'mark': {'show': True},
'dataZoom': {'show': True},
'dataView': {'show': True, 'readOnly': False},
'magicType': {'show': True, 'type': ['line', 'bar']},
'restore': {'show': True},
'saveAsImage': {'show': True}
}
},
'tooltip': {
'trigger': 'axis',
'showDelay': 0,
},
'legend': {
'y': -30,
'data': ['成交额(万)'],
},
'xAxis': [
{
'type': 'category',
'position': 'top',
'boundaryGap': True,
'axisLabel': {'show': False},
'axisTick': {'onGap': False},
'splitLine': {'show': False},
'data': xdata,
}
],
'yAxis': {
'splitNumber': 3,
},
'series': [
{
'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': adata,
}
],
'grid': {
'x': 80,
'y': 5,
'x2': 20,
'y2': 40
},
'dataZoom': {
'show': True,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
}
return jsonify(status=200,
option1=option1,
option2=option2)
def trade_quote_realtime():
""" 实时数据/列表 """
# 全部 -> all
# 指数 -> index
# 持仓 -> position
# 自选 -> diy
category = request.args.get('category', '').strip()
search = request.args.get('search', '').strip()
sort = request.args.get('sort', '').strip()
order = request.args.get('order', 'asc').strip()
today = Quote.cached(3600).query_one({'quote_type': '1d'},
sort=[('quote_at', -1)]).quote_at
cond = {'quote_type': '1d',
'quote_at': today}
colls = set()
symbols = []
if search:
pairs = Collection.search(search)
symbols = [p[1] for p in pairs]
colls = set(pairs)
cond['symbol'] = {'$in': symbols}
elif category == 'all':
pass
elif category == 'index':
cs = list(Collection.cached(3600).query({'name': {'$regex': '指数$'}}))
colls = set((c.exchange, c.symbol) for c in cs)
symbols = [c.symbol for c in cs]
cond['symbol'] = {'$in': symbols}
elif category == 'position':
position = Position.user_position(current_user._id)
colls = set((p['exchange'], p['symbol']) for p in position)
symbols = [p['symbol'] for p in position]
cond['symbol'] = {'$in': symbols}
elif category == 'diy':
raise NotImplementedError
qs = [q for q in Quote.query(cond)
if (not colls) or
((q.exchange, q.symbol) in colls)]
qs = [{
'open_': q.open_,
'high': q.high,
'low': q.low,
'close': q.close,
'lclose': q.lclose,
'volume': q.volume,
'amount': q.amount,
'increase': 0 if not q.lclose else q.close / q.lclose - 1,
'exchange': q.exchange,
'symbol': q.symbol,
'name': Collection.get_name(q.exchange, q.symbol),
} for q in qs]
# sort
if sort:
qs = sorted(qs,
key=lambda x: x[sort],
reverse=order == 'desc')
# format
for q in qs:
if q['lclose']:
q['lclose'] = '{:.2f}'.format(q['lclose'])
q['open_'] = '{:.2f}'.format(q['open_'])
q['high'] = '{:.2f}'.format(q['high'])
q['low'] = '{:.2f}'.format(q['low'])
q['close'] = '{:.2f}'.format(q['close'])
q['amount'] = '{:.1f}万'.format(q['amount'] / 10000)
q['increase'] = '{:.1f}%'.format(q['increase'] * 100)
# add no result symbols
exist_pairs = set((q['exchange'], q['symbol']) for q in qs)
for exchange, symbol in (colls - exist_pairs):
qs.append({
'open_': '-',
'high': '-',
'low': '-',
'close': '-',
'lclose': '-',
'volume': '-',
'amount': '-',
'increase': '-',
'exchange': exchange,
'symbol': symbol,
'name': Collection.get_name(exchange, symbol),
})
return jsonify(status=200,
total=len(qs),
rows=qs)
def accounting(user):
""" 对账号进行自动记账(如果用户已配置) """
operated_at = datetime.utcnow() + timedelta(hours=8)
def add_transaction(type_, exchange, symbol, price, quantity):
t = Transaction({
'user': user._id,
'type_': type_,
'operated_at': operated_at,
'exchange': exchange,
'symbol': symbol,
'price': price,
'quantity': quantity,
})
t.save()
if not Position.do_op(t):
t.remove()
if user.auto_accounting:
op = Position.user_position(user._id)
p2pairs = {}
for ta in TradeAccount.query({'user': user._id}):
for p in ta.position or []:
pair = (ta.exchange, p.symbol)
if pair not in p2pairs:
p2pairs[pair] = p
else:
pp = p2pairs[pair]
amount = p.average_price * p.quantity + \
pp.average_price * pp.quantity
p.quantity += pp.quantity
if p.quantity > 0:
p.average_price = amount / p.quantity
p2pairs[pair] = p
p1pairs = {(p1['exchange'], p1['symbol']): p1 for p1 in op}
# 检查更改项
for p1 in op:
pair = p1['exchange'], p1['symbol']
if pair[0] in ['湖南文交所', '海西文交所', '上海邮币卡', '上海文交所', '中俄邮币卡']:
continue
if pair in p2pairs:
p2 = p2pairs[pair]
quantity = p2.quantity - p1['quantity']
if quantity != 0:
type_ = 'buy' if quantity > 0 else 'sell'
if type_ == 'buy':
price = (
p2.average_price * p2.quantity -
p1['avg_buy_price'] * p1['quantity']) / quantity
else:
price = p2.price
if price < 0.01:
price = Quote.latest_price(p1['exchange'],
p1['symbol'])
price = int(price * 100) / 100.
add_transaction(type_, pair[0], pair[1], price,
abs(quantity))
else:
# 按现价计算已卖出
if p1['quantity'] > 0:
price = Quote.latest_price(p1['exchange'], p1['symbol'])
price = int(price * 100) / 100.
add_transaction('sell', pair[0], pair[1], price,
p1['quantity'])
# 检查新增项
for pair, p2 in p2pairs.items():
if pair[0] in ['湖南文交所', '海西文交所', '上海邮币卡', '上海文交所', '中俄邮币卡']:
continue
if pair not in p1pairs and p2.quantity > 0:
price = int(p2.average_price * 100) / 100.
add_transaction('buy', pair[0], pair[1], price, p2.quantity)
def trade_quote_history():
""" K线数据 """
exchange = request.args.get('exchange', '')
symbol = request.args.get('symbol', '')
c = Collection.query_one({'exchange': exchange, 'symbol': symbol})
period = request.args.get('period', '1d')
# chart1
qs = list(
Quote.cached(3600).query({
'exchange': exchange,
'symbol': symbol,
'quote_type': period
}))
name = '{}({}_{})'.format(Collection.get_name(exchange, symbol), exchange,
symbol)
xdata = [q.quote_at.strftime('%Y/%m/%d') for q in qs]
sdata = [(
q.open_,
q.close,
q.low,
q.high,
) for q in qs]
adata = [int(q.amount / 10000) for q in qs]
num_prefix = 100 - len(xdata)
if num_prefix > 0:
xdata = xdata + [''] * num_prefix
sdata = sdata + [()] * num_prefix
adata = adata + [0] * num_prefix
option1 = {
'title': {
'text': name
},
'xAxis': [{
'type': 'category',
'boundaryGap': True,
'axisTick': {
'onGap': False
},
'splitLine': {
'show': False
},
'data': xdata,
}],
'legend': {
'data': [name, '成交额(万)']
},
'dataZoom': {
'show': False,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
'series': [
{
'name': '{}({}_{})'.format(c.name, c.exchange, c.symbol),
'type': 'k',
'data': sdata,
},
{
'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': [],
},
],
}
# chart2
option2 = {
'title': {
'text': '',
},
'toolbox': {
'y': -30,
'show': True,
'feature': {
'mark': {
'show': True
},
'dataZoom': {
'show': True
},
'dataView': {
'show': True,
'readOnly': False
},
'magicType': {
'show': True,
'type': ['line', 'bar']
},
'restore': {
'show': True
},
'saveAsImage': {
'show': True
}
}
},
'tooltip': {
'trigger': 'axis',
'showDelay': 0,
},
'legend': {
'y': -30,
'data': ['成交额(万)'],
},
'xAxis': [{
'type': 'category',
'position': 'top',
'boundaryGap': True,
'axisLabel': {
'show': False
},
'axisTick': {
'onGap': False
},
'splitLine': {
'show': False
},
'data': xdata,
}],
'yAxis': {
'splitNumber': 3,
},
'series': [{
'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': adata,
}],
'grid': {
'x': 80,
'y': 5,
'x2': 20,
'y2': 40
},
'dataZoom': {
'show': True,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
}
return jsonify(status=200, option1=option1, option2=option2)
def trade_quote_realtime():
""" 实时数据/列表 """
# 全部 -> all
# 指数 -> index
# 持仓 -> position
# 自选 -> diy
category = request.args.get('category', '').strip()
search = request.args.get('search', '').strip()
sort = request.args.get('sort', '').strip()
order = request.args.get('order', 'asc').strip()
today = Quote.cached(3600).query_one({
'quote_type': '1d'
},
sort=[('quote_at', -1)]).quote_at
cond = {'quote_type': '1d', 'quote_at': today}
colls = set()
symbols = []
if search:
pairs = Collection.search(search)
symbols = [p[1] for p in pairs]
colls = set(pairs)
cond['symbol'] = {'$in': symbols}
elif category == 'all':
pass
elif category == 'index':
cs = list(Collection.cached(3600).query({'name': {'$regex': '指数$'}}))
colls = set((c.exchange, c.symbol) for c in cs)
symbols = [c.symbol for c in cs]
cond['symbol'] = {'$in': symbols}
elif category == 'position':
position = Position.user_position(current_user._id)
colls = set((p['exchange'], p['symbol']) for p in position)
symbols = [p['symbol'] for p in position]
cond['symbol'] = {'$in': symbols}
elif category == 'diy':
raise NotImplementedError
qs = [
q for q in Quote.query(cond)
if (not colls) or ((q.exchange, q.symbol) in colls)
]
qs = [{
'open_': q.open_,
'high': q.high,
'low': q.low,
'close': q.close,
'lclose': q.lclose,
'volume': q.volume,
'amount': q.amount,
'increase': 0 if not q.lclose else q.close / q.lclose - 1,
'exchange': q.exchange,
'symbol': q.symbol,
'name': Collection.get_name(q.exchange, q.symbol),
} for q in qs]
# sort
if sort:
qs = sorted(qs, key=lambda x: x[sort], reverse=order == 'desc')
# format
for q in qs:
if q['lclose']:
q['lclose'] = '{:.2f}'.format(q['lclose'])
q['open_'] = '{:.2f}'.format(q['open_'])
q['high'] = '{:.2f}'.format(q['high'])
q['low'] = '{:.2f}'.format(q['low'])
q['close'] = '{:.2f}'.format(q['close'])
q['amount'] = '{:.1f}万'.format(q['amount'] / 10000)
q['increase'] = '{:.1f}%'.format(q['increase'] * 100)
# add no result symbols
exist_pairs = set((q['exchange'], q['symbol']) for q in qs)
for exchange, symbol in (colls - exist_pairs):
qs.append({
'open_': '-',
'high': '-',
'low': '-',
'close': '-',
'lclose': '-',
'volume': '-',
'amount': '-',
'increase': '-',
'exchange': exchange,
'symbol': symbol,
'name': Collection.get_name(exchange, symbol),
})
return jsonify(status=200, total=len(qs), rows=qs)
def open_at(exchange):
q = Quote.query_one({"exchange": exchange}, sort=[("quote_at", 1)])
d = q.quote_at if q else None
return d.strftime("%Y年%m月") if d else "尚未"
def open_at(exchange):
q = Quote.query_one({'exchange': exchange}, sort=[('quote_at', 1)])
d = q.quote_at if q else None
return d.strftime('%Y年%m月') if d else '尚未'