def submit_answer(sequence, positions):
global sessionKey
with grpc.insecure_channel("{0}:{1}".format(_HOST, _CONTEST_PORT)) as channel:
client = contest_pb2_grpc.ContestStub(channel=channel)
response = client.submit_answer(contest_pb2.AnswerRequest(user_id=95,user_pin='NWWrsIMf',\
session_key=sessionKey, sequence=sequence, positions=positions))
print("sequence:{} result:{} reason:{}".format(sequence, response.accepted, response.reason))
def login():
with grpc.insecure_channel("{0}:{1}".format(_HOST, _CONTEST_PORT)) as channel:
client = contest_pb2_grpc.ContestStub(channel=channel)
response = client.login(contest_pb2.LoginRequest(user_id=95,user_pin='NWWrsIMf'))
global sessionKey
sessionKey = response.session_key
init_capital = response.init_capital
success = response.success
reason = response.reason
print('Login...')
print(sessionKey, init_capital, success, reason)
def contestMain(self):
conn = grpc.insecure_channel('101.52.254.180:56702')
client = contest_pb2_grpc.ContestStub(channel=conn)
responseLogin = client.login(
contest_pb2.LoginRequest(user_id=22, user_pin='gwGCvRgR'))
print('capital', responseLogin.init_capital)
responseSubmit = client.submit_answer(
contest_pb2.AnswerRequest(user_id=22,
user_pin='gwGCvRgR',
session_key=responseLogin.session_key,
sequence=self.sequence,
positions=self.target_position_dealt_))
print(responseSubmit)
return
def get_question():
t1 = time.time()
global flag
print()
print()
print("******************start asking sequence:{}*********************".format(flag+1))
try:
with grpc.insecure_channel("{0}:{1}".format(_HOST, _QUESTION_PORT)) as channel:
client = question_pb2_grpc.QuestionStub(channel=channel)
response = client.get_question(question_pb2.QuestionRequest(user_id=95,sequence=flag+1))
except Exception as e:
print(str(e))
return
print("sequence:{} now_capital:{}".format(response.sequence, response.capital))
user_id = response.user_id
sequence = response.sequence
has_next_question = response.has_next_question
capital = response.capital
dailystk = response.dailystk
positions = response.positions
if sequence == -1:
return
global stock
global valid_stock
global sessionKey
if sequence != flag:
if flag == -1:
positions = []
for i in range(stock_num):
stock.append(np.array([dailystk[i].values]))
positions.append(0)
if dailystk[i].values[-1] * dailystk[i].values[-2] > capital * operate_percent:
valid_stock.append(1)
else:
valid_stock.append(0)
cost.append(0)
print('sequence:{} submit...'.format(sequence))
submit_answer(sequence, positions)
try:
with grpc.insecure_channel("{0}:{1}".format(_HOST, _CONTEST_PORT)) as channel:
client = contest_pb2_grpc.ContestStub(channel=channel)
response = client.submit_answer(contest_pb2.AnswerRequest(user_id=95,user_pin='NWWrsIMf',\
session_key=sessionKey, sequence=sequence, positions=positions))
print("sequence:{} result:{} reason:{}".format(sequence, response.accepted, response.reason))
except Exception as e:
print(str(e))
return
else:
#print('sequence:{} pre_positions:{} pre_capital:{}'.format(sequence, positions, capital))
print('sequence:{} pre_capital:{}'.format(sequence, capital))
long_value = 0
short_value = 0
long_operation = []
short_operation = []
clear_long = []
clear_short = []
for i in range(stock_num):
if valid_stock[i] == 0:
continue
pos = positions[i]
stock[i] = np.concatenate((stock[i], np.array([dailystk[i].values])), axis=0)
if abs(pos) < 5:
cost[i] = 0
elif pos > 0:
long_value += pos * stock[i][-1, -2]
if cost[i] == 1:
cost[i] = stock[i][-1, -2]
elif pos < 0:
short_value -= pos * stock[i][-1, -2]
if cost[i] == -1:
cost[i] = stock[i][-1, -2]
if stock[i].shape[0] > 40:
if (pos == 0 or cost[i] == 0) and buy_long(stock[i][-40:, -2]):
long_operation.append(i)
elif (pos == 0 or cost[i] == 0) and buy_short(stock[i][-40:, -2]):
short_operation.append(i)
elif pos < 0 and ((stock[i][-1, -2] - cost[i]) / cost[i] < -0.03 or\
buy_long(stock[i][-40:, -2])):
clear_short.append(i)
elif pos > 0 and ((stock[i][-1, -2] - cost[i]) / cost[i] < -0.03 or\
buy_short(stock[i][-40:, -2])):
clear_long.append(i)
left = capital - long_value - short_value
long_num = min(len(long_operation) + len(clear_short), len(short_operation) + len(clear_long))
short_num = min(len(long_operation) + len(clear_short), len(short_operation) + len(clear_long))
print(long_num, short_num)
if long_value > short_value:
long_num -= (long_value - short_value) / (capital * operate_percent)
else:
short_num -= (short_value - long_value) / (capital * operate_percent)
print(long_num, short_num)
print(positions)
pos = 0
while pos < long_num:
if pos < len(clear_short):
index = clear_short[pos]
left += positions[index] * stock[index][-1, -2]
positions[index] = 0
else:
index = long_operation[pos-len(clear_short)]
positions[index] = operate_percent * capital / stock[index][-1, -2]
left -= positions[index] * stock[index][-1, -2]
cost[index] = 1
pos += 1
pos = 0
while pos < short_num:
if pos < len(clear_long):
index = clear_long[pos]
left += positions[index] * stock[index][-1, -2]
positions[index] = 0
else:
index = short_operation[pos-len(clear_long)]
positions[index] = -operate_percent * capital / stock[index][-1, -2]
left -= positions[index] * stock[index][-1, -2]
cost[index] = -1
pos += 1
print("use capital:{} earn:{:.2}".format(capital-left, capital-5e8-5e8*lending_rate*flag/250))
print('sequence:{} submit...'.format(sequence))
#submit_answer(sequence, positions)
try:
with grpc.insecure_channel("{0}:{1}".format(_HOST, _CONTEST_PORT)) as channel:
client = contest_pb2_grpc.ContestStub(channel=channel)
response = client.submit_answer(contest_pb2.AnswerRequest(user_id=95,user_pin='NWWrsIMf',\
session_key=sessionKey, sequence=sequence, positions=positions))
print("sequence:{} result:{} reason:{}".format(sequence, response.accepted, response.reason))
except Exception as e:
print(str(e))
return
flag = sequence
t2 = time.time()
print("***********end asking sequence:{} time consuming:{:.2}**************".format(flag+1, t2-t1))
def get_question():
t1 = time.time()
global flag
print()
print()
print()
print()
print("******************start asking sequence:{}*********************".format(flag+1))
try:
with grpc.insecure_channel("{0}:{1}".format(_HOST, _QUESTION_PORT)) as channel:
client = question_pb2_grpc.QuestionStub(channel=channel)
response = client.get_question(question_pb2.QuestionRequest(user_id=95,sequence=flag+1))
except Exception as e:
print(str(e))
return
print("****************sequence:{} now_capital:{}***********".format(response.sequence, response.capital))
user_id = response.user_id
sequence = response.sequence
has_next_question = response.has_next_question
capital = response.capital
dailystk = response.dailystk
positions = response.positions
if sequence == -1:
return
global stock
global valid_stock
if sequence != flag:
if flag == -1:
for i in range(stock_num):
stock.append(np.array([dailystk[i].values]))
positions.append(0)
if dailystk[i].values[-1] * dailystk[i].values[-2] > capital * operate_percent:
valid_stock.append(1)
else:
valid_stock.append(0)
print('sequence:{} submit_positions:{}'.format(sequence, positions))
#submit_answer(sequence, positions)
try:
with grpc.insecure_channel("{0}:{1}".format(_HOST, _CONTEST_PORT)) as channel:
client = contest_pb2_grpc.ContestStub(channel=channel)
response = client.submit_answer(contest_pb2.AnswerRequest(user_id=95,user_pin='NWWrsIMf',\
session_key=sessionKey, sequence=sequence, positions=positions))
print("sequence:{} result:{} reason:{}".format(sequence, response.accepted, response.reason))
except Exception as e:
print(str(e))
return
else:
print('sequence:{} pre_positions:{} pre_capital:{}'.format(sequence, positions, capital))
long_value = 0
short_value = 0
long_operation = []
short_operation = []
clear_long = []
clear_short = []
print(valid_stock)
for i in range(stock_num):
if valid_stock[i] == 0:
continue
pos = positions[i]
stock[i] = np.concatenate((stock[i], np.array([dailystk[i].values])), axis=0)
if pos > 0:
long_value += pos * stock[i][-1, -2]
elif pos < 0:
short_value += pos * stock[i][-1, -2]
if stock[i].shape[0] > max(mean_short_num, mean_long_num):
mean_long_value = stock[i][-mean_long_num:, -2].mean()
mean_short_value = stock[i][-mean_short_num:, -2].mean()
if pos == 0 and (mean_short_value - mean_long_value) / mean_long_value > 0.1:
if ((stock[i][-1, -3] - mean_long_value) / mean_long_value < 0.03 and \
abs(stock[i][-1, -2] * positions[i]) < capital * (single_limit - 4 * operate_percent)):
long_operation.append(i)
elif (stock[i][-1, -4] - mean_short_value) / mean_short_value > 0.2 and \
abs(stock[i][-1, -2] * positions[i]) < capital * (single_limit - 4 * operate_percent):
short_operation.append(i)
elif pos < 0 and ((stock[i][-1, -3] - mean_long_value) / mean_long_value < 0.05 and \
(stock[i][-1, -4] - mean_short_value) / mean_short_value > 0.25):
clear_short.append(i)
elif pos > 0 and ((stock[i][-1, -4] - mean_short_value) / mean_short_value > 0.1 or \
(mean_long_value - stock[i][-1, -3]) / mean_long_value > 0.05):
clear_long.append(i)
left = capital - long_value - short_value
long_num = min(len(long_operation) + len(clear_short), len(short_operation) + len(clear_long))
short_num = min(len(long_operation) + len(clear_short), len(short_operation) + len(clear_long))
if long_value > short_value:
long_num -= (long_value - short_value) / (capital * operate_percent)
else:
short_num -= (short_value - long_value) / (capital * operate_percent)
pos = 0
while pos < long_num:
if pos < len(clear_short):
index = clear_short[pos]
left += positions[index] * stock[index][-1, -2]
positions[index] = 0
else:
index = long_operation[pos-len(clear_short)]
positions[index] = operate_percent * capital / stock[index][-1, -2]
left -= positions[index] * stock[index][-1, -2]
pos += 1
pos = 0
while pos < short_num:
if pos < len(clear_long):
index = clear_long[pos]
left += positions[index] * stock[index][-1, -2]
positions[index] = 0
else:
index = short_operation[pos-len(clear_long)]
positions[index] = operate_percent * capital / stock[index][-1, -2]
left -= positions[index] * stock[index][-1, -2]
pos += 1
print('sequence:{} submit_positions:{}'.format(sequence, positions))
#submit_answer(sequence, positions)
try:
with grpc.insecure_channel("{0}:{1}".format(_HOST, _CONTEST_PORT)) as channel:
client = contest_pb2_grpc.ContestStub(channel=channel)
response = client.submit_answer(contest_pb2.AnswerRequest(user_id=95,user_pin='NWWrsIMf',\
session_key=sessionKey, sequence=sequence, positions=positions))
print("sequence:{} result:{} reason:{}".format(sequence, response.accepted, response.reason))
except Exception as e:
print(str(e))
return
flag = sequence
t2 = time.time()
print("***********end asking sequence:{} time consuming:{:.2}**************".format(flag+1, t2-t1))