def get_response_by_user_data(request: str, license_key: str, hwid: str, ip: str) -> str:
# user_db = db_interface.UserDB()
# user_state = user_db.get_user_state(request, license_key, hwid, ip)
user_state = db_interface.get_user_state(request, license_key, hwid, ip)
if user_state == cfg.g_user_state_ok:
logger.info(cfg.g_user_state_ok)
return get_response_by_request(request)
else:
symbol = cfg.separateSymbol
user_metadata = symbol.join([license_key, hwid, ip])
logger.warning(user_metadata)
if user_state == cfg.g_user_state_wrong_license_key:
logger.warning(cfg.g_user_state_wrong_license_key)
return cfg.g_user_state_wrong_license_key
elif user_state == cfg.g_user_state_other_subscribe_type:
logger.warning(cfg.g_user_state_other_subscribe_type)
return cfg.g_user_state_other_subscribe_type
elif user_state == cfg.g_user_state_outdated_license_key:
logger.warning(cfg.g_user_state_outdated_license_key)
return cfg.g_user_state_outdated_license_key
elif user_state == cfg.g_user_state_other_pc:
logger.warning(cfg.g_user_state_other_pc)
return cfg.g_user_state_other_pc
elif user_state == cfg.g_user_state_hacker:
logger.critical(user_metadata)
logger.critical(cfg.g_user_state_hacker)
remember_hacker()
#raise g_user_state_hacker
return cfg.g_user_state_hacker
else:
logger.warning(cfg.g_user_state_undefined)
return cfg.g_user_state_undefined
return cfg.g_user_state_undefined
def main():
current_dir = os.getcwd()
current_folder = current_dir.split('/')[-1]
if current_folder == cfg.g_name_of_main_folder:
print("Current folder: ", current_folder)
print("Change current folder...")
os.chdir(current_dir + generator_cfg.g_path_from_script_to_main)
print("Current folder: ", os.getcwd)
## FAKE-UNIT TEST
## data = b'mo|1337-7331|deadbeaf'
#data = b'mo|12|beefdea'
#response = request_handler.processingRequest(data)
#logger.debug(response)
#exit(0)
## DELETE
while True:
try:
logger.info("Server is started")
server = EchoServer(cfg.HOST, cfg.PORT)
asyncore.loop()
except Exception as err:
logger.error(err)
time.sleep(cfg.g_error_sleep_sec)
def sync(self, idx, director=True):
stocks = self.products[idx]["stocklst"]
for stock, number in stocks.items():
if not director: number = 2 * number #空信号,清仓
else: number = 4 * number
#判断现有持仓
try:
h_number = self.hd_df.ix[stock]["证券数量"]
except:
h_number = 0
#补仓差
cangcha = int((number - h_number) / 100) * 100
if h_number > 0 and abs(
cangcha
) / number < 0.05: #如果有持仓，同时仓差小于5% 不进行更改，为了处理频繁加减仓达到问题
return
if cangcha > 0:
logger.info("[RUN]:buy code:{}, number:{}".format(
stock, number - h_number))
self.buy(stock, cangcha)
elif cangcha < 0:
logger.info("[RUN]:sell code:{}, number:{}".format(
stock, h_number - number))
lastholdnumber = self.hd_df.ix[stock]["可卖数量"]
self.sell(stock, min(-cangcha, lastholdnumber))
def processingRequest(data_bytes: str, ip="127.0.0.1") -> bytes:
response = cfg.g_empty_response
for attempts in range(cfg.g_max_attempts):
try:
"""
Receive the encrypted data
"""
data = data_bytes.decode('ascii')
if data[-1] != cfg.separateSymbol:
data = decrypt_data(data)
logger.info(data)
data = data.lower()
data_list = data.split(cfg.separateSymbol)
# check for hacker
if len(data_list) < 3:
logger.warning([data_bytes, ip])
logger.warning(cfg.g_user_state_hacker)
remember_hacker()
break
# Empty license key
if not len(data_list[1]):
return cfg.g_byte_empty_response
request = data_list[0]
license_key = data_list[1]
hwid = data_list[2]
version = data_list[3]
if check_version(version):
response = get_response_by_user_data(request, license_key, hwid, ip)
else:
logger.warning([data_bytes, ip])
logger.warning(cfg.g_user_state_outdated_version)
response = cfg.g_user_state_outdated_version
except Exception as e:
args = e.args
data = data_bytes.decode('ascii')
user_metadata = data + cfg.separateSymbol + ip
logger.error(user_metadata)
logger.error(args)
time.sleep(cfg.g_error_sleep_sec)
else:
break
# debug
#response = "Update your application!"
# debug
"""
Send the encrypted data
"""
logger.debug("RESPONSE: " + response)
response = encrypt_data(response)
return bytes(response, encoding = 'ascii')
def initial(self):
'''每天初始化状态，连接行情数据源，更新除权信息
'''
self.today = datetime.datetime.today().date().strftime('%Y-%m-%d')
df = ts.trade_cal()
self.trade_day = df[(
df["calendarDate"] == self.today)].isOpen.values[0]
if self.trade_day: #交易日，连接数据库，连接行情源，处理除权除息
self.connect()
self.connect_market()
self.set_accounts()
self.set_stocks()
self.handle_ex_right()
logger.info("initial finished")
def handle_ex_right(self):
'''处理持仓股票除权价格和数量
'''
func = lambda x: 0 if not x else x
today = datetime.datetime.today().date().day
year = datetime.datetime.today().date().year
month = datetime.datetime.today().date().month
for stock in self.stocks:
mk = self._select_market_code(stock)
cqcx = self.api.get_xdxr_info(mk, stock)[::-1]
dct = {"fenhong": 0, 'peigu': 0, 'peigujia': 0, "songzhuangu": 0}
iscq = False
for i in cqcx:
if i["day"] != today or i["month"] != month or i[
"year"] != year:
break
else:
iscq = True
dct["fenhong"] += func(i["fenhong"])
dct["peigu"] += func(i["peigu"])
dct["peigujia"] += func(i["peigujia"])
dct["songzhuangu"] += func(i["songzhuangu"])
if iscq: #发生除权除息
rst = self.api.get_security_bars(4, mk, stock, 0, 2)
if rst[0]["day"] != today or i["month"] != month or i[
"year"] != year:
close = rst[0]["close"]
else:
close = rst[1]["close"]
preclose = (close * 10 - dct["fenhong"] +
dct["peigu"] * dct['peigujia']) / (
10 + dct['peigu'] + dct['songzhuangu'])
rate = close / preclose
logger.info("除权除息：{}，rate：{}".format(stock, rate))
for account in self.accounts:
filt = {"code": stock, "cx_date": {"$ne": self.today}}
dt = {
"$mul": {
"cost": 1 / rate,
"number": rate
},
"$set": {
"cx_date": self.today
}
}
self._dbclient(self.db)[self.prefix + account].update_one(
filt, dt)
def getdata(self,product,market=1,number=5000,pn=400):
data = []
for i in range(int(number/pn)+1):
temp = self.api.get_index_bars(self.datatype, market, product, (int(number/pn)-i)*pn,pn)
if not temp or len(temp)<pn:
self.connect()
for _ in range(2):
temp = self.api.get_index_bars(self.datatype, market, product, (int(number/pn)-i)*pn,pn)
if not temp or len(temp)<pn:
logger.info("record not reach the limit!")
else:
break
data += temp
df = self.api.to_df(data)[["open","close","high","low","datetime"]]
df.set_index("datetime",inplace=True,drop=False)
return df
def initial(self):
'''每天初始化设置
'''
logger.info("[INITIAL]:start initial !!!!!")
logger.info("[INITIAL]:try to create connect... ")
self.connect()
self.trader = trade(UserID=self.userid,api=self.api,mock=False,server=self.server)
logger.info("[INITIAL]:connect successful!")
self.trading = self.judgetradeday()
logger.info("[INITIAL]:initial finished !!!!!")
def sync(self,idx,director=True):
stocks = self.products[idx]["stocklst"]
for stock,number in stocks.items():
if not director: number = 0 #空信号,清仓
#判断现有持仓
try:
code = stock
h_number = self.hd_df.ix[code]["证券数量"]
except:
h_number = 0
logger.info("[RUN]:{},{},{}".format(stock,h_number,number))
#补仓差
cangcha = int((number-h_number)/100)*100
if h_number>0 and abs(cangcha)/h_number<0.2: #如果有持仓，同时仓差小于10% 不进行更改，为了处理频繁加减仓达到问题
continue
if cangcha>0:
logger.info("[RUN]:buy code:{}, number:{}".format(stock,number-h_number))
self.buy(stock,cangcha)
elif cangcha<0:
couldsell = self.hd_df.ix[code]["可卖数量"]
logger.info("[RUN]:sell code:{}, number:{},couldsell:{}".format(stock,h_number-number,couldsell))
if couldsell >0:
self.sell(stock,min(-cangcha,couldsell))
def order(self, postdata):
'''
example:
postdata={"action":3,# 0 买入 1 卖出 2 融资买入 3 融券卖出 4 买券还券 5 卖券还款 6 现券还券
"priceType":0,
"price":3.132,
"amount":200, #必须是整型，不能是float，c_int转换貌似失效
"symbol":"131810"} #131810 204001
'''
if self.mock:
logger.info(postdata)
self.mongodb.updateholdlist(self.account, postdata) #更新持仓信息
self.mongodb.add_operate_history(self.account, postdata) #添加操作记录
else:
if postdata["symbol"] in ["510500"]:
postdata["price"] *= 0.1 #etf调整价格
r = requests.post(self.server + '/orders',
json=postdata,
auth=HTTPBasicAuth(self.token, 'x'))
return r.text
return
def run(self):
logger.info("[RUN]:start run !!!!!")
if not self.trading:
return
self.handleposition()
rst = {}
for idx in list(self.products.keys()):
director = self.handledata(self.getdata(idx,market=1),self.products[idx]["args"]) #用指数出信号
logger.info("[RUN]:trademessage: block:{}, director:{}".format(idx,director))
self.sync(idx,director)
rst[idx] = {"up":director,"number":self.products[idx]["stocklst"],"product":idx}
logger.info("[RUN]:lastest position status:{}".format(rst))
logger.info("[RUN]:run finished !!!!!")
def calculateltsz(self,df):
'''计算流通市值
output:{code:[gb,value}
'''
df.loc[:,"market"] = df.index.map(lambda x:0 if x[0] in ["0","3"] else 1)
rst = df[df["outstanding"]>0][["market","code",]].values
pn = 80
total = rst.shape[0]
#更新流通股本为0的股票的价格为0
prices = {code:0 for code in df[df["outstanding"]==0]["code"].values}
liutonggb = {code:ltgb for code,ltgb in df[["code","outstanding"]].values}
zeros = []
#更新流通股本大于0的股票
for idx in range(math.ceil(total/pn)):
start = idx*pn
end = start+pn
logger.info("[RUN]: get latest price for {}:{}".format(start,end))
pankou = self.api.get_security_quotes(rst[start:end])
for item in pankou:
prices[item["code"]] = round(item["price"],2) #注意这里需要处理下数据有效位，否则保存数据库的时候会报错
if item["price"] ==0 :zeros.append(item["code"])
#重新更新流通股份大于0,但是盘口价格为0的股票
for stock in zeros:
mk = 0 if stock[0] in ["0","3"] else 1
logger.info("[RUN]: get latest price for {}".format(stock))
prices[stock] = round(self.api.get_security_bars(6,mk,stock,0,1)[0]["close"],2)
#计算流通市值
liutongvalues = {code:[gb,gb*prices[code]] for code,gb in liutonggb.items()}
return liutongvalues
def initial(self):
'''每天初始化设置
'''
logger.info("[INITIAL]:start initial !!!!")
if not self.istradeday:
self.trading = False
return
self.trading = True
logger.info("[INITIAL]:try to create connect... ")
self.connect()
self.trader = trade(UserID=self.userid,
api=self.api,
mock=self.mock,
server=self.server)
logger.info("[INITIAL]:connect successful!")
self.set_number() #设置手数
logger.info("[INITIAL]:initial finished !!!!!")
def _logResponse(response):
if DEBUG:
logger.info("response:", response.__dict__)
except:
pass
connect(api)
if __name__ == '__main__':
userid = os.environ.get('userid', "test1")
buylist = eval(os.environ.get('buylist', "[]"))
selllist = eval(os.environ.get('selllist', "[]"))
query = os.environ.get("query", False)
trader = trade(UserID=userid, api=api, mock=True)
accountinfo, holdlists = trader.position()
if query:
logger.info(accountinfo.to_dict('records'))
logger.info(holdlists.to_dict('records'))
else:
if holdlists.shape[0] > 0:
holdlists.set_index("证券代码", inplace=True)
for stock, number in buylist:
logger.info("buy: {} number:{}".format(stock, number))
trader.buy(stock, int(number))
for stock, number in selllist:
try:
h_number = holdlists.ix[stock]["参考持股"]
except:
h_number = 0
def run(self):
if not self.trading:return
logger.info("[RUN]:start run !!!!!")
self.trader.autobuy()
logger.info("[RUN]:run finished !!!!!")
def getacchistory(self, name):
pass
def get(self, name):
'''
'''
rst = self._dbclient(self.db)[name].find()
for i in rst:
logger.info(i)
if __name__ == '__main__':
ip = os.environ.get('IP', "stock_mongo")
name = os.environ.get('name', None)
money = os.environ.get('money', 10000000)
action = os.environ.get('action', "addaccount")
if not name:
logger.info("please add account name!!!! ")
else:
tool = Tool(ip=ip)
tool.connect()
if action == "addaccount":
tool.addaccount(name, money)
elif action == "getacchistory":
tool.getacchistory(name)
elif action == "get":
tool.get(name)
tool.disconnect()
def run(self):
'''更新流通股本和行业板块权重到数据库
'''
funcname = sys._getframe().f_code.co_name.upper() #获取当前函数名
if self.online:
logger.info("[{}]: update local config file! ".format(funcname))
self.updatelocalfile()
logger.info("[{}]: update local config file finished! ".format(funcname))
logger.info("[{}]: create connect to tdx and mongo! ".format(funcname))
self.connect()
logger.info("[{}]: create connect to tdx and mongo finished! ".format(funcname))
df = self.get_stock_basics()
self.save_basic(df)
logger.info("[{}]: get latest price and calculate liutong value start ! ".format(funcname))
liutongvalues = self.calculateltsz(df)
logger.info("[{}]: get latest price and calculate liutong value finished ! ".format(funcname))
logger.info("[{}]: update liu tong gu ben to db start ! ".format(funcname))
self.updatevalue2db(liutongvalues)
logger.info("[{}]: update liu tong gu ben to db finished ! ".format(funcname))
logger.info("[{}]: calculate hang ye weight! ".format(funcname))
weights = self.calculateweight(liutongvalues)
logger.info("[{}]: update hang ye weight to db start ! ".format(funcname))
self.updateweight2db(weights)
logger.info("[{}]: update hang ye weight to db finished ! ".format(funcname))
logger.info("[{}]: disconnect from tdx and mongo start ! ".format(funcname))
self.disconnect()
logger.info("[{}]: disconnect from tdx and mongo finished ! ".format(funcname))
def get(self, name):
'''
'''
rst = self._dbclient(self.db)[name].find()
for i in rst:
logger.info(i)
def initial(self):
'''每天初始化设置
'''
logger.info("[INITIAL]:start initial !!!!!!")
if not self.istradeday:
self.trading = False
return
self.trading = True
logger.info("[INITIAL]:try to create connect... ")
self.connect()
self.trader = trade(UserID=self.userid,api=self.api,mock=self.mock,server=self.server)
logger.info("[INITIAL]:connect successful!")
logger.info("[INITIAL]:initial account info...")
self.updatetotal() #更新账户总资金
self.set_permoney() #设置单个品种资金上限
logger.info("[INITIAL]:set per product money limit:{}".format(self.permoney))
self.set_instrument() #设置交易股票和手数
logger.info("[INITIAL]:set stock list succcessful !!!")
logger.info("[INITIAL]:initial finished!!!!!!")
def disconnect(self):
logger.info("[DISCONNECT]:statrt disconnect!!!!!")
if self.istradeday:
self.api.disconnect()
logger.info("[DISCONNECT]:disconnect finished!!!!!")
def run(self):
logger.info("[RUN]:start run !!!!!")
self.trader.autobuy()
logger.info("[RUN]:run finished !!!!!")
def disconnect(self):
logger.info("[DISCONNECT]:start disconnect !!!!!")
self.api.disconnect()
logger.info("[DISCONNECT]:disconnect finished !!!!!")
