def __get__trade_list(account_id, trade_array, order_dict):
trade_list = []
for trade_info in trade_array:
trade_db = Trade()
trade_db.symbol = getattr(trade_info, 'InstrumentID', '')
if local_server_name == 'huabao':
if not ('IH' in trade_db.symbol or 'IC' in trade_db.symbol or 'IF' in trade_db.symbol):
continue
if local_server_name == 'zhongxin':
if 'IH' in trade_db.symbol or 'IC' in trade_db.symbol or 'IF' in trade_db.symbol:
continue
trade_db.order_id = getattr(trade_info, 'OrderSysID', '')
if trade_db.order_id not in order_dict:
print '[Error]unfind OrderID:', trade_db.order_id
continue
trade_db.trade_id = getattr(trade_info, 'TradeID', '')
trading_day = getattr(trade_info, 'TradeDate', '')
insert_time = getattr(trade_info, 'TradeTime', '')
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s' % (trading_day[0:4], trading_day[4:6], trading_day[6:8], insert_time)
if insert_time > now_datetime_str:
insert_time_str = '%s %s' % (last_trading_day, insert_time)
else:
insert_time_str = '%s 00:00:00' % (now_date_str,)
trade_db.time = insert_time_str
order_db = order_dict[trade_db.order_id]
qty = getattr(trade_info, 'Volume', '')
if order_db.direction == '0':
trade_db.qty = qty
elif order_db.direction == '1':
trade_db.qty = 0 - int(qty)
trade_db.price = getattr(trade_info, 'Price', '')
# 普通成交:'0'|期权执行:'1'|OTC成交:'2'|期转现衍生成交:'3'|组合衍生成交:'4'
trade_db.trade_type = getattr(trade_info, 'TradeType', '')
# 开仓:'0'|平仓:'1'|强平:'2'|平今:'3'|平昨:'4'|强减:'5'|本地强平:'6'
trade_db.offsetflag = getattr(trade_info, 'OffsetFlag', '')
trade_db.account = account_id
trade_db.direction = getattr(trade_info, 'Direction', '')
hedge_flag = getattr(trade_info, 'HedgeFlag', '')
trade_db.hedgeflag = const.HEDGE_FLAG_MAP[hedge_flag]
trade_list.append(trade_db)
return trade_list
def save_trade(account_id, trade_array):
for trade_info in trade_array:
trade_db = Trade()
trade_db.trade_id = getattr(trade_info, 'TradeID', '')
trading_day = getattr(trade_info, 'TradingDay', '')
insert_time = getattr(trade_info, 'InsertTime', '')
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s' % (trading_day[0:4], trading_day[4:6], trading_day[6:8], insert_time)
else:
insert_time_str = '%s 00:00:00' % (today_str,)
trade_db.time = insert_time_str
trade_db.symbol = getattr(trade_info, 'InstrumentID', '')
trade_db.qty = getattr(trade_info, 'TradeVolume', '')
trade_db.price = getattr(trade_info, 'TradePrice', '')
trade_db.account = account_id
trade_db.order_id = getattr(trade_info, 'OrderSysID', '')
# 买:'0'|卖:'1'
trade_db.direction = getattr(trade_info, 'Direction', '')
# 开仓:'0'|平仓:'1'|强平:'2'|平今:'3'|平昨:'4'
trade_db.offsetflag = getattr(trade_info, 'OffsetFlag', '')
hedge_flag = getattr(trade_info, 'HedgeFlag', '1')
if hedge_flag == '':
trade_db.hedgeflag = '0'
else:
trade_db.hedgeflag = const.HEDGE_FLAG_MAP[hedge_flag]
trade_list.append(trade_db)
def __get__trade_list(account_id, trade_array, order_dict):
trade_list = []
for trade_info in trade_array:
trade_db = Trade()
trade_db.symbol = getattr(trade_info, 'stock_code', '')
trade_db.order_id = getattr(trade_info, 'report_no', '')
if trade_db.order_id not in order_dict:
print '[Error]unfind OrderID:', trade_db.order_id
continue
trade_db.trade_id = getattr(trade_info, 'business_no', '')
trading_day = getattr(trade_info, 'date', '')
insert_time = getattr(trade_info, 'business_time', '').zfill(6)
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s:%s:%s' % (trading_day[0:4], trading_day[4:6], trading_day[6:8], \
insert_time[:2], insert_time[2:4], insert_time[4:6])
if insert_time > now_datetime_str:
insert_time_str = '%s %s' % (last_trading_day, insert_time)
else:
insert_time_str = '%s 00:00:00' % (now_date_str, )
trade_db.time = insert_time_str
order_db = order_dict[trade_db.order_id]
qty = getattr(trade_info, 'business_amount', '')
if order_db.direction == '0':
trade_db.qty = qty
elif order_db.direction == '1':
trade_db.qty = 0 - float(qty)
trade_db.price = getattr(trade_info, 'business_price', '')
# 普通成交:'0'|期权执行:'1'|OTC成交:'2'|期转现衍生成交:'3'|组合衍生成交:'4'
trade_db.trade_type = 0
# trade_db.offsetflag = getattr(trade_info, 'm_nOffsetFlag', '')
trade_db.offsetflag = 0
trade_db.account = account_id
trade_db.direction = getattr(trade_info, 'entrust_bs', '')
# hedge_flag = getattr(trade_info, 'm_nHedgeFlag', '')
# trade_db.hedgeflag = HEDGE_FLAG_MAP[hedge_flag]
trade_db.hedgeflag = 0
trade_list.append(trade_db)
return trade_list
def __get__trade_list(account_id, trade_array, order_dict):
trade_list = []
for trade_info in trade_array:
trade_db = Trade()
trade_db.symbol = getattr(trade_info, 'm_strInstrumentID', '')
trade_db.order_id = getattr(trade_info, 'm_strOrderSysID', '')
if trade_db.order_id not in order_dict:
print '[Error]unfind OrderID:', trade_db.order_id
continue
trade_db.trade_id = getattr(trade_info, 'm_strTradeID', '')
trading_day = getattr(trade_info, 'm_strTradeDate', '')
insert_time = getattr(trade_info, 'm_strTradeTime', '')
if (trading_day != '') and (insert_time != ''):
insert_time_str = '%s-%s-%s %s' % (trading_day[0:4],
trading_day[4:6],
trading_day[6:8], insert_time)
if insert_time > now_datetime_str:
insert_time_str = '%s %s' % (last_trading_day, insert_time)
else:
insert_time_str = '%s 00:00:00' % (now_date_str, )
trade_db.time = insert_time_str
order_db = order_dict[trade_db.order_id]
qty = getattr(trade_info, 'm_nVolume', '')
if order_db.direction == '48':
trade_db.qty = qty
elif order_db.direction == '49':
trade_db.qty = 0 - int(qty)
trade_db.price = getattr(trade_info, 'm_dAveragePrice', '')
# 普通成交:'0'|期权执行:'1'|OTC成交:'2'|期转现衍生成交:'3'|组合衍生成交:'4'
trade_db.trade_type = 0
# 开仓:'0'|平仓:'1'|强平:'2'|平今:'3'|平昨:'4'|强减:'5'|本地强平:'6'
trade_db.offsetflag = getattr(trade_info, 'm_nOffsetFlag', '')
trade_db.account = account_id
trade_db.direction = getattr(trade_info, 'm_nDirection', '')
hedge_flag = getattr(trade_info, 'm_nHedgeFlag', '')
trade_db.hedgeflag = HEDGE_FLAG_MAP[hedge_flag]
trade_list.append(trade_db)
return trade_list
def __build_trade(account_id, order_info):
trade_db = Trade()
trade_db.account = account_id
trade_db.order_id = getattr(order_info, 'ORDER_ID', '')
trade_db.trade_id = getattr(order_info, 'SYS_ORDER_ID', '')
trade_db.time = getattr(order_info, 'FILL_TIME', '').replace('/', '-')
message_symbol = getattr(order_info, 'SYMBOL', 'NULL').split('.')[0]
instrumet_db = instrument_dict[message_symbol]
trade_db.symbol = instrumet_db.ticker
# 成交量
filled_quantity = getattr(order_info, 'FILLED_QUANTITY', '')
trade_db.qty = Decimal(filled_quantity)
trade_db.price = Decimal(getattr(order_info, 'FILLED_PRICE', ''))
# 普通成交:'0'|期权执行:'1'|OTC成交:'2'|期转现衍生成交:'3'|组合衍生成交:'4'
trade_db.trade_type = 0
# 开仓:'0'|平仓:'1'|强平:'2'|平今:'3'|平昨:'4'|强减:'5'|本地强平:'6'
action = getattr(order_info, 'ACTION', '')
if action == 'BUYTOOPEN':
# 0:开仓 1:平仓 3:平今 4:平昨
trade_db.offsetflag = 0
# 0:买，1：卖
trade_db.direction = 0
elif action == 'BUYTOCLOSE':
if 'yd' in trade_db.order_id:
trade_db.offsetflag = 4
else:
trade_db.offsetflag = 1
trade_db.direction = 0
elif action == 'SELLTOOPEN':
trade_db.offsetflag = 0
trade_db.direction = 1
elif action == 'SELLTOCLOSE':
if 'yd' in trade_db.order_id:
trade_db.offsetflag = 4
else:
trade_db.offsetflag = 1
trade_db.direction = 1
trade_db.hedgeflag = 0
return trade_db