class Collector:
def __init__(self, category='50ETF', host='localhost', port=6379):
self.r = redis.Redis(host, port, db=0)
self.category = category
self.option = OptionData(category)
self.convertor = CodeToDescriptionName(category)
def run(self):
"collect options kline"
"[{'name': 2700, sellprice': 0.11, 'buyprice':0.12, 'remainday':15, 'optionvalue':450, 'timevalue':200}, {}]"
counter = 0
contracts = self.option.get_option_contracts(self.category)
for contract in contracts:
end_day, remain = self.option.get_option_expire_days(contract)
calls, puts = self.option.get_option_codes(contract)
for call in calls:
kdatas = self.option.get_option_day_kline(call)
for kdata in kdatas:
remaining_day = get_remaining_day(end_day, kdata['d'])
description = self.convertor.code_to_name(call)
#(category, month, call, name)
key = option_key(self.category, contract, kdata['d'])
key += ' ' + description[2] + ' ' + description[3]
kdata['remainday'] = remaining_day
value = double_quotation(str(kdata))
if not self.r.exists(key):
self.r.set(key, value)
#print('set new key {}'.format(key))
counter += 1
else:
#print('key already exist {}'.format(key))
pass
for put in puts:
kdatas = self.option.get_option_day_kline(put)
for kdata in kdatas:
description = self.convertor.code_to_name(put)
#(category, month, call, name)
key = option_key(self.category, contract, kdata['d'])
key += ' ' + description[2] + ' ' + description[3]
kdata['remainday'] = remaining_day
value = double_quotation(str(kdata))
if not self.r.exists(key):
self.r.set(key, value)
#print('set new key {}'.format(key))
counter += 1
else:
#print('key already exist {}'.format(key))
pass
print('collect new data: {}'.format(counter))
class CodeToDescriptionName:
def __init__(self, category='50ETF'):
self.category = category
self.codes = {}
self.etf = OptionData(category)
def code_to_name(self, code):
price = self.etf.get_option_price(code)
r = re.compile(r'^(\d+ETF)(.*)(\d+)月(\d+)')
m = r.match(price['期权合约简称'])
category = m.group(1)
call = m.group(2)
month = m.group(3)
name = m.group(4)
if call == '购':
call = 'call'
else:
call = 'put'
description = (category, month, call, name)
if code in self.codes.keys():
return self.codes[code]
else:
self.codes[code] = description
return description
class RTOptionGenerator(IGenerator):
def __init__(self, category='50ETF', contract='202002'):
super(RTOptionGenerator).__init__()
self.category = category
self.option = OptionData(category)
self.contract = contract
def run(self):
calls, puts = self.option.get_option_all_prices(self.contract)
new_calls = {}
for call in calls:
name = call['name']
new_calls[name] = call
new_puts = {}
for put in puts:
name = put['name']
new_puts[name] = put
contract_prices = {}
name = self.category + ' ' + self.contract
contract_prices[name] = (new_calls, new_puts)
return contract_prices
def __init__(self, category='50ETF'):
self.category = category
self.codes = {}
self.etf = OptionData(category)
def __init__(self, category='50ETF', contract='202002'):
super(RTOptionGenerator).__init__()
self.category = category
self.option = OptionData(category)
self.contract = contract
def __init__(self, category='50ETF', host='localhost', port=6379):
self.r = redis.Redis(host, port, db=0)
self.category = category
self.option = OptionData(category)
self.fix = 0
pass
class ETFCollector():
def __init__(self, category='50ETF', host='localhost', port=6379):
self.r = redis.Redis(host, port, db=0)
self.category = category
self.option = OptionData(category)
self.fix = 0
pass
def run(self):
datas = self.option.get_etf_day_kline()
for data in datas:
key = self.category + ' ' + data['day']
counter = 0
if not self.r.exists(key):
value = str(data)
self.r.set(key, value)
counter += 1
else:
pass
self.fix_option_price(data)
print('collect new data: {}'.format(counter))
print("fix data: {}".format(self.fix))
def fix_option_price(self, data):
etf = data
contracts = self.option.get_option_contracts()
for contract in contracts:
key = option_key(self.category, contract, etf['day'])
key += '*'
keys = self.r.keys(key)
for key in keys:
key = key.decode('GBK')
option_data = self.r.get(key)
option_data.decode('GBK')
price = json.loads(option_data)
if 'call' in key:
price['name'] = key[-4:]
price['sellprice'] = price['c']
price['buyprice'] = price['c']
price['etfprice'] = etf['close']
# price['remainday'] = 10
if float(price['name']) / 1000 > float(etf['close']):
price['optionvalue'] = 0
price['timevalue'] = float(price['buyprice'])
else:
price['optionvalue'] = float(
etf['close']) - float(price['name']) / 1000
price['timevalue'] = float(
price['buyprice']) - price['optionvalue']
if 'put' in key:
price['name'] = key[-4:]
price['sellprice'] = price['c']
price['buyprice'] = price['c']
price['etfprice'] = etf['close']
# price['remainday'] = 10
if float(price['name']) / 1000 < float(etf['close']):
price['optionvalue'] = 0
price['timevalue'] = float(price['buyprice'])
else:
price['optionvalue'] = float(
price['name']) / 1000 - float(etf['close'])
price['timevalue'] = float(
price['buyprice']) - price['optionvalue']
self.r.set(key, double_quotation(str(price)))
self.fix += 1
pass
def __init__(self, category='50ETF', host='localhost', port=6379):
self.r = redis.Redis(host, port, db=0)
self.category = category
self.option = OptionData(category)
self.convertor = CodeToDescriptionName(category)