def load_contract_mar():
file_name = "contract_mar.ini"
if not os.path.exists(file_name):
err = "file [%s] doesn't exist" % file_name
log.WriteError(err)
raise Exception, err
return
file = open(file_name, "rt")
if not file:
err = 'cant open file [%s]' % file_name
log.WriteError(err)
raise Exception, err
return
global g_contract_mar
line = file.readline()
while line:
try:
ma = re.search("(\S+)\s+(\S+)", line)
if ma:
arrs = ma.groups()
contract = arrs[0]
mar = float(arrs[1]) / 1000
g_contract_mar[contract]=mar
else:
log.WriteError("%s line %d not match!" % (file_name, index))
except Exception, e:
print e
line = file.readline()
def get_exg_info_by_contract(this, contract):
if not this.contract_exchg_sub.has_key(contract):
err = "can't find sub_exchange of contract[%s]" % contract
log.WriteError(err)
return None
exg_sub = this.contract_exchg_sub[contract]
if not this.exchg_info.has_key(exg_sub):
err = "can't find exchange of sub_exchange[%s]" % exg_sub
log.WriteError(err)
return None
return this.exchg_info[exg_sub]
def _request(this, url):
try_time = 2
for i in xrange(0, try_time):
try:
raw_str = this._request_requests(url)
if not raw_str : raise Exception('空内容')
return raw_str
except Exception as e:
desc = '%s' % e
if i < try_time - 1: desc = desc + '.重试'
log.WriteError(desc)
log.WriteError('空内容')
return ''
def __init__(this, host, user, passwd, db, table_name='', port=3306):
try:
this.conn = MySQLdb.connect(host, user, passwd, db, port)
this.cursor = this.conn.cursor()
this.table_name = table_name
except :
log.WriteError ('Error: cant connect db names %s from host %s' % (db, host) )
def get_web_contents(this, url):
url = this._get_full_url(url, this.set_base)
if not isinstance(url, unicode):
log.WriteError('连接不是纯字符串形式：%s' % url)
return ''
this.headers['Referer'] = this._get_full_url(this.get_base())
strg = this._request(url)
return this._decode(str(strg))
def __init__(this, path_ini):
if not os.path.exists(path_ini):
err = "file [%s] doesn't exist" % path_ini
log.WriteError(err)
raise Exception, err
ini_parser = ConfigParser.ConfigParser()
ini_parser.read(path_ini)
this.exchg_info = {}
this.contract_exchg_sub = {}
for exg_id in xrange(1, 20):
session_name = "Exchange%d" % exg_id
if not ini_parser.has_section(session_name):
break
info = exchange_info()
# 交易所名字
info.name = ini_parser.get(session_name, "name")
info.sub_name = ini_parser.get(session_name, "sub_name")
for end_date_id in xrange(1, 10):
option_name = "end_date%d" % end_date_id
if not ini_parser.has_option(session_name, option_name):
break
end_date = int(ini_parser.get(session_name, option_name))
info.end_date_set.append(end_date)
info.stage_time[end_date] = []
info.stage_min_times[end_date] = []
for time_id in xrange(1, 10):
sub_option_name = "time%d%d" % (end_date_id, time_id)
if not ini_parser.has_option(session_name,
sub_option_name):
break
time_str = ini_parser.get(session_name, sub_option_name)
time_arr = scanf.sscanf(time_str, "%d-%d")
info.stage_time[end_date].append(time_arr)
time_tick = this.make_min_time(time_arr[0], time_arr[1])
info.stage_min_times[end_date].extend(time_tick)
this.exchg_info[info.sub_name] = info
for var_id in xrange(1, 100):
option_name = "var%d" % var_id
if not ini_parser.has_option(session_name, option_name):
break
var_name = ini_parser.get(session_name, option_name)
this.contract_exchg_sub[var_name] = info.sub_name
def __connect(this):
try:
this.conn = MySQLdb.connect(this.host,
this.user,
this.passwd,
this.db,
this.port,
charset=this.charset)
this.cursor = this.conn.cursor()
except:
log.WriteError('Error: cant connect db names %s from host %s' %
(this.db, this.host))
def __connect(this):
try:
this.conn = MySQLdb.connect(this.host,
this.user,
this.passwd,
this.db,
this.port,
charset=this.charset)
this.cursor = this.conn.cursor()
# this.cursor.execute("SET NAMES %s" % this.charset)
except Exception, msg:
log.WriteError('Error: cant connect db names %s from host %s %s' %
(this.db, this.host, msg))
def query_close_price(database, contract, date):
table_name = get_dbtable(contract)
times = get_last_min(contract)
rec = None
for time in times:
sql = "SELECT ClosePrice FROM %s WHERE time=%d%d && instrumentID='%s'" % (
table_name, date % 1000000, time, contract)
database.Query(sql)
rec = database.FetchOne()
if rec: break
if not rec:
log.WriteError('cant find %s close price %d [%s]' %
(contract, date, sql))
# err = 'cant find %s close price %d [%s]' % (contract, date, sql)
# raise Exception, err
rec = [0]
close_price = rec[0]
return close_price
def walk_sub_dir(cur_dir, sub_dir):
map_report_per_area = {}
sub_path = cur_dir + '\\' + sub_dir
for root, dirs, files in os.walk(sub_path):
for file_name in files:
file_path = root + '\\' + file_name
fp = open(file_path, "rb")
if None == fp:
log.WriteError('%s can\'t be opened' % file_path)
continue
empty_index_first = file_name.find(' ')
empty_index_second = file_name.find(' ', empty_index_first + 1)
date = file_name[empty_index_first + 1:empty_index_second]
map_report_per_area[date] = {}
line = fp.readline()
while (len(line) > 0):
user_info = scanf.sscanf(line, "%s %s %s %s %s %d %s %d %d %d")
key = "android%u" % (user_info[7])
if 53 == user_info[8]:
key = "java%u" % (user_info[7])
if map_report_per_area[date].has_key(key):
map_report_per_area[date][
key] = map_report_per_area[date].get(key) + 1
else:
map_report_per_area[date][key] = 1
line = fp.readline()
fp.close()
return map_report_per_area
def get_picture(this, url_from, url_pic, file_save_to):
if os.path.isfile(file_save_to) :
log.WriteDetail("已有:%s" % file_save_to)
return True
url_pic = this._get_full_url(url_pic, this.set_base)
this.headers['Referer'] = this._get_full_url(url_from)
raw = this._request(url_pic)
if not raw :
log.WriteError("失败无法下载:%s" % url_pic)
return False
fout = open(file_save_to, 'wb')
fout.write(raw)
fout.close()
if not os.path.isfile(file_save_to) :
log.WriteDetail("失败无法保存:%s <- %s" % (file_save_to, url_pic))
return False
log.WriteDetail('保存:%s' % file_save_to)
return True
def read_records(trade_rec_file):
file_name = trade_rec_file
list_data = []
index = 0
if not os.path.exists(file_name):
err = "file [%s] doesn't exist" % file_name
log.WriteError(err)
raise Exception, err
f = open(file_name, "rt")
if not f:
err = 'cant open file [%s]' % file_name
log.WriteError(err)
raise Exception
return
line = f.readline()
while line:
index += 1
try:
ma1 = re.search(
"(\d+)\s+(\d+):(\d+):(\d+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)",
line)
ma2 = re.search(
"(\d+)\s+(\d+):(\d+):(\d+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)\s+(\S+)",
line)
if ma1:
arrs = ma1.groups()
date = int(arrs[0])
hh = int(arrs[1])
mm = int(arrs[2])
ss = int(arrs[3])
contract = arrs[4]
trade_dir = arrs[5].decode('gbk')
trade_type = arrs[6].decode('gbk')
price = float(arrs[7])
trade_num = int(arrs[8])
commission = float(arrs[9])
touji = arrs[10]
sysID = arrs[11]
list_data.append([
contract, date, hh * 10000 + mm * 100 + ss, trade_dir,
trade_type, price, trade_num, commission, sysID
])
elif ma2:
arrs = ma2.groups()
date = int(arrs[0])
hh = int(arrs[1])
mm = int(arrs[2])
ss = int(arrs[3])
contract = arrs[4]
trade_dir = arrs[5].decode('gbk')
trade_type = arrs[6].decode('gbk')
price = float(arrs[7])
trade_num = int(arrs[8])
commission = float(arrs[9])
sysID = arrs[10]
list_data.append([
contract, date, hh * 10000 + mm * 100 + ss, trade_dir,
trade_type, price, trade_num, commission, sysID
])
else:
log.WriteError("trade_records line %d not match!" % (index))
except Exception, e:
print e
line = f.readline()
if len(records) == 0:
raise Exception('cant read trading record!')
return
rec_buy, rec_sel = sort_rec(records)
process_record(rec_buy)
process_record(rec_sel)
out = open("2.txt", "w")
for r in rec_buy:
out.write(" ".join(r))
out.write("\n")
b = ""
for r in rec_sel:
b = b.join(str(r))
out.write(b)
out.write("\n")
out.close()
if __name__ == '__main__':
try:
main()
except Exception as e:
log.WriteError(e)
import traceback
print(traceback.print_exc())
def get_contract_mar(contract):
symbol = get_contract_symbol(contract)
if not g_contract_mar.has_key(symbol):
log.WriteError("%s isn't in contract_mar.ini" % contract)
return None
return g_contract_mar[symbol]
def close(this, datetime, contract, dir, number, price, commission, today):
if not this.contracts.has_key(contract):
err = 'sell error, not match contract[%s] date[%s] dir[%s] number[%s] price[%.2f]' % (
contract, datetime, dir, number, price)
log.WriteError(err)
raise Exception, err
return
date = datetime / 1000000
if not this.date_profit.has_key(contract):
this.date_profit[contract] = {}
if not this.date_profit[contract].has_key(date):
this.date_profit[contract][date] = 0
total_profit_1 = 0
total_sell = number
positions = this.contracts[contract][1 - dir]
index = 0
this_profit = 0
while True:
if len(positions) == 0: break
pos = positions[index]
#print contract, datetime
if today and pos.datetime / 1000000 != datetime / 1000000: # 如果是平今，但是该仓非今仓
loop_count = 0
while True:
index += 1
loop_count += 1
pos = positions[index]
if pos.datetime / 1000000 == datetime / 1000000: break
if loop_count > 500:
err = 'sell error, cant find close today position [%s] date[%s] dir[%s] number[%s] price[%.2f]' % (
contract, datetime, dir, number, price)
raise Exception, err
remove_number = min(pos.number, total_sell)
profit = 0
if dir == DIR_SELL:
profit += remove_number * (
price -
pos.price) * contract_info.get_contract_mul(contract)
else:
profit += remove_number * (
pos.price -
price) * contract_info.get_contract_mul(contract)
total_profit_1 += profit
this_profit += profit
total_sell -= remove_number
pos.number -= remove_number
if pos.number == 0: positions.remove(pos)
if total_sell == 0: break
this.total_profit[contract] += this_profit
this.date_profit[contract][date] += this_profit
if total_sell > 0:
err = 'sell error, not match contract[%s] date[%s] dir[%s] number[%s] price[%.2f]' % (
contract, datetime, dir, number, price)
log.WriteError(err)
raise Exception, err
return
# 手续费累加
this.total_commission[contract] += commission
return this_profit
db_profit.Execute(sql.encode('utf8'))
db_profit.Commit()
def main():
trade_rec_file = "trade_records.db"
if len(sys.argv) > 1:
trade_rec_file = sys.argv[1]
db_profit = create_database("db_profit")
sys_config = Sys_config("system.ini", "fund_info")
# 读取交易记录
records = read_records(trade_rec_file)
if len(records) == 0:
raise Exception, 'cant read trading record!'
return
send_record2db(sys_config, db_profit, records)
if __name__ == '__main__':
try:
main()
except Exception, e:
log.WriteError(e[0])
import traceback
print traceback.print_exc()
#---------------------------------------------------------------
def str_middle(co, tuple_begin_anchol, str_end, case=False):
c = co
beg_off_set = 0
if not case:
c = co.lower()
str_end = str_end.lower()
tuple_begin_anchol = (x.lower() for x in tuple_begin_anchol)
for anchol in tuple_begin_anchol:
try:
beg_off_set = c.find(anchol, beg_off_set)
except:
log.WriteError("find error")
return ''
if beg_off_set == -1: return ''
beg_off_set += len(anchol)
end_pt = c.find(str_end, beg_off_set)
if end_pt == -1: return c[beg_off_set:]
#return the original string, not the lower cased.
return co[beg_off_set:end_pt]
#----------------------
def trim_to_unicode(strg):
if strg is None: return ''
if not isinstance(strg, basestring): return strg
