def show_create_trader_page():
# trader list 가져오기
trader_list = dao.query(Trader.name).filter(Trader.use_yn == 'Y').all()
coin_list = dao.query(CoinoneTick.currency).group_by(
CoinoneTick.currency).all()
return render_template('trader_create.html',
trader_list=trader_list,
coin_list=coin_list)
def stop_trader():
data = request.json
Log.info(data)
end_dt = strftime('%Y/%m/%d %H:%M:%S', localtime())
g = RUNNING_TRADER.pop(data['run_no'])
g.kill()
# update
dao.query(SimulTraderRunHist.end_dt)\
.filter(SimulTraderRunHist.run_no == data['run_no'])\
.update({SimulTraderRunHist.end_dt: end_dt})
dao.commit()
return json.dumps({'status': 'OK', 'end_dt': end_dt})
def rsi_trader_alarm(run_no):
run_info = dao.query(SimulTraderRunHist).filter(
SimulTraderRunHist.run_no == run_no).first()
trader = rsi_trader_v01(dao, run_info)
return_buy, volume, rsi = trader.buy()
return_sell, revenue_rate = trader.sell()
log_info = '[TRADER %s Called] RSI: %s 수익률: %s' % (run_info.run_no, rsi,
revenue_rate)
Log.info(log_info)
if return_buy is not None:
Log.info(
'[buy order alarm] run_no: %s buy_price: %s volume: %s rsi: %s' %
(run_info.run_no, return_buy, volume, rsi))
if return_sell is not None:
Log.info(
'[sell order alarm] run_no: %s sell_price: %s revenue_rate: %s' %
(run_info.run_no, return_sell, revenue_rate))
dst_namespace = '/trader/log/' + str(run_no)
socketio.emit('message', log_info, broadcast=True, namespace=dst_namespace)
dao.remove()
def create_trader():
try:
data = request.form.to_dict()
Log.info(data)
trader_name = data.pop('trader')
interval = is_positive_number(int(data.pop('interval')))
balance = is_positive_number(int(data.pop('balance')))
currency = data.pop('currency')
trader_parm = data
except Exception as e:
Log.info(e)
return redirect(url_for('.show_create_trader_page'))
trader_no = dao.query(
Trader.trader_no).filter(Trader.name == trader_name).all()[0][0]
# run_no: auto_increment
dao.add(
SimulTraderRunHist(trader_no=trader_no,
currency=currency,
time_interval=interval,
init_balance=balance,
trader_parm=trader_parm))
dao.commit()
return redirect(url_for('.show_traders'))
def get_seq():
run_hist = request.json
Log.info(run_hist)
show_time_unit = '%Y,%m,%d'
yesterday = datetime.now()
tick_data = dao.query(func.date_format(CoinoneTick.create_dt, '%Y,%m,%d,%H'), func.avg(CoinoneTick.last)) \
.filter_by(currency=run_hist['currency']) \
.filter(func.date_format(CoinoneTick.create_dt, '%Y,%m,%d,%H') >= yesterday.strftime(show_time_unit))\
.group_by(func.date_format(CoinoneTick.create_dt, '%Y,%m,%d,%H')) \
.order_by(func.date_format(CoinoneTick.create_dt, '%Y,%m,%d,%H').asc()) \
.limit(24).all()
Log.debug(tick_data)
tick_list = [(time.split(','), float(tick)) for (time, tick) in tick_data]
tick_last = [float(tick) for time, tick in tick_data]
y_max = round(np.max(tick_last)) + round(np.max(tick_last) * 0.1)
y_min = round(np.min(tick_last)) - round(np.min(tick_last) * 0.1)
return json.dumps({
'status': 'OK',
'currency': run_hist['currency'],
'ticks': tick_list,
'max': y_max,
'min': y_min
})
def run_trader():
data = request.json
Log.info(data)
# start trader
start_dt = strftime('%Y/%m/%d %H:%M:%S', localtime())
Log.debug(start_dt)
interval = dao.query(SimulTraderRunHist.time_interval).filter(
SimulTraderRunHist.run_no == data['run_no']).first()[0]
g = eventlet.spawn(enrollment_trader, rsi_trader_alarm, data['run_no'],
interval)
RUNNING_TRADER[data['run_no']] = g
# update
dao.query(SimulTraderRunHist.start_dt) \
.filter(SimulTraderRunHist.run_no == data['run_no']) \
.update({SimulTraderRunHist.start_dt: start_dt})
dao.commit()
return json.dumps({'status': 'OK', 'start_dt': start_dt})
def show_traders():
trader_list = dao.query(SimulTraderRunHist, Trader)\
.filter(SimulTraderRunHist.end_dt.is_(None))\
.filter(Trader.trader_no == SimulTraderRunHist.trader_no)\
.all()
is_alive = dict()
for run_no in RUNNING_TRADER.keys():
is_alive[run_no] = True
return render_template('traders.html',
trader_list=trader_list,
is_alive=is_alive)
def update_last_tick(currency='btc'):
queries = dao.query(CoinoneTick)
tick = queries.filter_by(currency=currency).order_by(
CoinoneTick.timestamp.desc()).first()
tick_dict = dict()
tick_dict['create_dt'] = tick.create_dt.strftime("%Y-%m-%d %H:%M:%S")
tick_dict['currency'] = tick.currency
tick_dict['last'] = tick.last
tick_dict['rise_fall_rate'] = round(
((tick.last - tick.yesterday_last) / tick.yesterday_last) * 100, 2)
Log.info(tick_dict)
socketio.emit('message', tick_dict, broadcast=True, namespace='/tick')
eventlet.sleep(0)
dao.remove()
def show_trader_order_hist():
data = request.json
Log.info(data)
orders = dao.query(SimulTraderOrder)\
.filter(SimulTraderOrder.run_no == data['run_no'])\
.order_by(SimulTraderOrder.create_dt.desc())\
.all()
orders = [order.__dict__ for order in orders]
order_list = []
for order in orders:
order.pop('_sa_instance_state')
order.pop('update_dt')
order['create_dt'] = order['create_dt'].strftime('%Y/%m/%d %H:%M:%S')
order_list.append(order)
return json.dumps({'status': 'OK', 'order_list': order_list})
#
# def __init__(self, trader_no, init_balance, invoke_interval):
# self.trader_no = trader_no
# self.cur_balance = init_balance
# self.init_balance = init_balance
# self.invoke_interval = invoke_interval
#
# self.num_of_order = 0
# self.revenue_rate = 0
#
# self.create_dt = strftime('%Y/%m/%d %H:%M:%S', localtime())
# self.update_dt = self.create_dt
if __name__ == '__main__':
from coincast.database import DBManager
db_url = 'mysql://*****:*****@49.142.50.199/CC_REAL?charset=utf8'
DBManager.init(db_url)
DBManager.init_db()
from coincast.database import dao
queries = dao.query(SimulTraderRunHist)
entries = [
dict(trader_no=q.trader_no, run_no=q.run_no, interval=q.time_interval)
for q in queries
]
dao.commit()
print(entries[:10])
def get_parm_list():
trader = request.json
trader_parm = dao.query(
Trader.trader_parm).filter(Trader.name == trader['trader']).first()
return json.dumps({'status': 'OK', 'trader_parm': trader_parm})
self.run_no = run_no
self.type = _type
self.price = price
self.volume = volume
self.success_yn = 'Y'
self.create_dt = strftime('%Y/%m/%d %H:%M:%S', localtime())
self.update_dt = self.create_dt
# class RealTraderOrder(Base):
# __tablename__ = 'real_trader_order_hist'
# pass
if __name__ == '__main__':
from coincast.database import DBManager
db_url = 'mysql://*****:*****@49.142.50.199/CC_REAL?charset=utf8'
DBManager.init(db_url)
DBManager.init_db()
from coincast.database import dao
queries = dao.query(SimulTraderOrder)
entries = [
dict(order_no=q.order_no, run_no=q.run_no, type=q.type)
for q in queries
]
dao.commit()
print(entries[:10])
