def execute(self, job):
q = Quotation()
shibor_ON = q.get_today_shibor_ON()
print shibor_ON
job.status = 1
return 0
def execute(self, job):
broker = job.broker
balance = broker.balance()
enable_balance = balance[0].enable_balance
q = Quotation()
quote = q.get_realtime_quotes([self.GC001, self.R001])
# for (k,v) in quote.items():
# string = v.__str__()
# print string.encode('utf-8')
# job.result.invest = []
job.result.clear()
if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
amount = int(enable_balance / self.HAND / self.GC001_UNIT) * self.GC001_UNIT
# invest = Invest({'name':'GC001', 'code':self.GC001, 'amount':amount, 'price':quote[self.GC001].buy})
invest = {'code': self.GC001, 'name': 'GC001', 'amount': amount, 'price': quote[self.GC001].buy, 'deal': Invest.INVEST_DEAL_SELL}
job.result.append(invest)
enable_balance = enable_balance - amount * self.HAND
quote = q.get_realtime_quotes([self.GC001, self.R001])
amount = int(enable_balance / self.HAND / self.R001_UNIT) * self.R001_UNIT
# invest = Invest({'name':'R001', 'code':self.R001, 'amount':amount, 'price':quote[self.R001].buy})
invest = {'code': self.R001, 'name': 'R001', 'amount': amount, 'price': quote[self.R001].buy, 'deal': Invest.INVEST_DEAL_SELL}
job.result.append(invest)
return True
def main(argv):
#get_all_tick_data('000001')
try:
opts, args = getopt.getopt(argv[1:], "dhe:m:i:t:s:a:")
except getopt.GetoptError as err:
print(err)
return -1
log_level = logging.INFO
mode = ''
index = 0
thread = 1
symbol = '000000'
date = date_time.get_today_str()
for ok, ov in opts:
if ok in ('-d', '--debug'):
log_level = logging.DEBUG
if ok in ('-e', '--expire'):
global g_expire
g_expire = int(ov)
if ok in ('-m', '--mode'):
mode = ov
if ok in ('-i', '--index'):
index = int(ov)
if ok in ('-t', '--thread'):
thread = int(ov)
if ok in ('-s', '--symbol'):
symbol = ov
if ok in ('-a', '--date'):
date = ov
if ok in ('-h', '--help'):
help()
return
logging.basicConfig(
level=log_level,
format=
'%(levelname)s: %(asctime)s [%(pathname)s:%(lineno)d] %(message)s',
datefmt='%Y-%M-%d %H:%M:%S',
filename=CT.LOG_DIR + 'tick.log',
filemode='a')
log_str = 'running model[%s] index[%d] thread[%d] symbol[%s] date[%s]' % (
mode, index, thread, symbol, date)
print(log_str)
logging.info(log_str)
if mode == 'symbol':
get_tick_data_symbol(symbol, index, thread)
elif mode == 'date':
get_tick_data_date(date, index, thread)
elif mode == 'allsince':
get_tick_data_since(date, index, thread)
elif mode == 'since':
get_symbol_tick_data_since(symbol, date)
elif mode == 'tick':
q = Quotation()
q.get_tick_data(symbol, date)
else:
print(('args err mode[%s]' % (mode)))
logging.error('args err mode[%s]' % (mode))
return
def dd_analysis():
t = Quotation()
code = '600066'
d = t.get_h_data(code)
d.to_csv('tt.csv', sep='\t')
date_set = d.index[0:20]
for date in date_set:
buy = 0
sell = 0
total = 0
d = t.get_sina_dd(code, date=date, vol=1)
for i in d.index:
total += d['volume'][i]
print((date + '\t' + str(total/len(d))))
#d = t.get_sina_dd(code, date=date, vol=600)
#if d is None:
# continue
##d.to_csv('tt.csv', sep='\t')
#for i in d.index:
# total += d['volume'][i]
# if d['type'][i].decode('utf-8') == u'买盘':
# buy += d['volume'][i]
# if d['type'][i].decode('utf-8') == u'卖盘':
# sell += d['volume'][i]
#print 'buy: ' + str(buy)
#print 'sell: ' + str(sell)
##print 'arerage: ' + str(total/len(d))
##print date + '\t' + str(total/len(d))
return
def main(argv):
from quotation.quotation import Quotation
q = Quotation()
d = q.get_daily_data('000001')
d = d.reset_index()
# d = pd.read_csv('/Users/zhangyunsheng/Dev/sonata/data/AAPL.csv')
d = d.sort_values('date')
e = StockTradingEnv(d)
e.reset()
print(e._nextObservation())
e.render()
def test_get_realtime_quotes(self):
q = Quotation()
d = q.get_realtime_quotes('sh')
self.assertIn('sh', d)
self.assertEqual(d['sh'].symbol, 'sh000001')
self.assertEqual(d['sh'].code, 'sh')
self.assertEqual(d['sh'].name, '上证指数')
d = q.get_realtime_quotes(['000002', '601992'])
self.assertIn('000002', d)
self.assertIn('601992', d)
def predict(self, code):
if self.model == None:
self.load()
q = Quotation()
d = q.get_daily_data(code)
d = d.reset_index()
n = len(d.loc[:, 'open'].values)
last_five_d = d.loc[n - 6:, :]
obs = StockTradingEnv.observation(last_five_d)
action, _states = self.model.predict(obs)
print(action)
print(_states)
return
def execute(self, job):
q = Quotation()
hgt = q.get_hgt_capital()
hgt_estimate = estimate_to_close(hgt)
#沪港通指标
buy = 0
if hgt > self.HGT_LIM:
buy = 1
if get_exchange_time(
) > 30 * 60 and hgt_estimate > self.HGT_ESTIMATE_LIM:
buy = 1
if buy == 0:
job.status = 0
job.result.clear()
return 0
if buy == 1:
job.status = 1
t = Trader.get_instance(job['trader'])
position = t.position()
balance = t.balance()
enable_balance = balance[0].enable_balance
codes = []
for i, v in enumerate(job.result):
codes.append(v.code)
quotes = q.get_realtime_quotes(codes)
temp_result = copy.copy(job.result)
job.result.clear()
for i, v in enumerate(temp_result):
#找到该股的持仓数据
v_position = ''
for p in position:
if p.stock_code == v.code:
v_position = p
#达到持仓上限
if v_position != '' and v_position.current_amount >= v.amount:
continue
#设置买入参数
v.price = quotes[v.code].buy
if get_turnover_brokerage(v.price * v.amount) > enable_balance:
continue
enable_balance -= get_turnover_brokerage(v.price * v.amount)
job.result.append(v)
return 0
def get_tick_data_symbol(symbol, index, thrd_cnt):
"""
获取一支股票所有的tick数据
"""
if not os.path.exists(CT.TICK_DIR + symbol):
os.makedirs(CT.TICK_DIR + symbol)
q = Quotation()
d = q.get_his_data(symbol)
sep_len = (len(d.index) + thrd_cnt - 1) / thrd_cnt
start = sep_len * index
end = sep_len * (index + 1)
dates = d.index[start:end]
get_tick_data_mul(symbol, dates)
return True
def load(self):
try:
q = Quotation()
d = q.get_daily_data('000001')
d = d.reset_index()
# d = pd.read_csv('/Users/zhangyunsheng/Dev/sonata/data/AAPL.csv')
d = d.sort_values('date')
env = DummyVecEnv([lambda: StockTradingEnv(d)])
self.model = PPO2(MlpPolicy, env, verbose=1)
self.model = PPO2.load(self.model_dir)
except Exception as e:
Logger.warn(e)
return False
return True
def get_symbol_tick_data_since(symbol, date):
"""
获取一支股票从指定日期至今所有的tick数据
--------
symbol: string,000001
date: string,1900-01-01
"""
since = date_time.str_to_date(date)
today = datetime.datetime.today()
days = (today - since).days
q = Quotation()
for delta in range(0, days + 1):
day = date_time.compute_date(since, delta)
q.get_tick_data(symbol, day)
return True
def train(self):
q = Quotation()
d = q.get_daily_data('000001')
#d = q.get_daily_data('000651')
d = d.reset_index()
# d = pd.read_csv('/Users/zhangyunsheng/Dev/sonata/data/AAPL.csv')
d = d.sort_values('date')
#print(d.head(10).loc[0: 6, 'open'].values)
#return True
train_data = d.head(3718)
test_data = d.tail(1500).reset_index()
# The algorithms require a vectorized environment to run
#env = DummyVecEnv([lambda: StockTradingEnv(d)])
#env = StockTradingEnv(d)
env = StockTradingEnv(train_data)
m = PPO2(MlpPolicy, env, verbose=1)
m.learn(total_timesteps=200000)
m.save(self.model_dir)
env = StockTradingEnv(test_data)
m = PPO2.load(self.model_dir)
#m = PPO2.load('/Users/zhangyunsheng/Dev/sonata/data/model/demo.2M.zip')
obs = env.reset()
for i in range(1500):
action, _states = m.predict(obs)
#print(action) # TODO
act = ''
#if action[0][0] < 1:
# if action[0][1] != 0:
if action[0] < 1:
if action[1] != 0:
act = 'BUY'
print('BUY') # TODO
#elif action[0][0] < 2:
# if action[0][1] != 0:
elif action[0] < 2:
if action[1] != 0:
act = 'SELL'
print('SELL') # TODO
obs, rewards, done, info = env.step(action)
if act != '':
env.render()
env.render()
return True
def get_tick_data_date(date, index, thrd_cnt):
"""
获取一天内所有股票tick数据
"""
symbols = open(CT.BASICS_DIR + 'symbols.csv')
symbols_list = []
for c in symbols:
symbols_list.append(c.strip())
sep_list_len = (len(symbols_list) + thrd_cnt - 1) / thrd_cnt
start = sep_list_len * index
end = sep_list_len * (index + 1)
sep_symbols_list = symbols_list[start:end]
q = Quotation()
for s in sep_symbols_list:
q.get_tick_data(s, date)
return True
def get_h_data_mul(index, thread):
"""
获取所有股票的历史数据
"""
symbols = open(CT.BASICS_DIR + 'symbols.csv')
symbols_list = []
for c in symbols:
symbols_list.append(c.strip())
sep_list_len = (len(symbols_list) + thread - 1) / thread
start = sep_list_len * index
end = sep_list_len * (index + 1)
sep_symbols_list = symbols_list[start:end]
#print sep_symbols_list
for c in sep_symbols_list:
global g_expire
q = Quotation()
q.get_h_data(c, g_expire)
def execute(self, job):
t = Trader.get_instance(job['trader'])
balance = t.balance()
enable_balance = balance[0].enable_balance
q = Quotation()
quote = q.get_realtime_quotes([self.GC001, self.R001])
for (k,v) in quote.items():
string = v.__str__()
print string.encode('utf-8')
if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT
ret = t.sell(self.GC001, price=quote[self.GC001].buy, amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT)
job.notice(str(ret))
job.trade(str(ret))
quote = q.get_realtime_quotes([self.GC001, self.R001])
amount=int(enable_balance/self.HAND/self.R001_UNIT)*self.R001_UNIT
ret = t.sell(self.R001, price=quote[self.R001].buy, amount=amount)
job.notice(str(ret))
job.trade(str(ret))
#t = Trader.get_instance(job['trader'])
#d = t.position()
##d = t.entrust()
##d = t.buy('601288', price=3.1, amount=100)
##d = t.sell('601288', price=3.5, amount=100)
##d = t.entrust()
##d = t.check_available_cancels()
##d = t.cancel_all_entrust()
##d = t.cancel_entrust('500', '601288')
##d = t.get_deal('2017-04-11')
#job.notice(str(d))
#job.trade(str(d))
return 0
cerebro.addstrategy(TestStrategy)
#strats = cerebo.optstrategy(
# TestStrategy,
# maperiod=range(10, 31))
# modpath = os.path.dirname(os.path.abspath(sys.argv[0]))
# datapath = os.path.join(modpath, 'orcl-1995-2014.txt')
# data = bt.feeds.YahooFinanceCSVData(
# dataname=datapath,
# fromdate=datetime.datetime(2000, 1, 1),
# todate=datetime.datetime(2000, 12, 31),
# reverse=False
# )
from quotation.quotation import Quotation
q = Quotation()
d = q.get_daily_data('000001')
print(d)
# import pandas
# #d = pandas.read_csv(datapath, skiprows=0, parse_dates=True, header=0, index_col=0)
# datapath = "/Users/zhangyunsheng/Dev/sonata/data/daily/000001"
# d = pandas.read_csv(datapath, sep='\t', skiprows=0, parse_dates=True, header=0, index_col=0)
# print(d)
# exit()
#data = bt.feeds.PandasData(
# dataname=d,
# fromdate=datetime.datetime(2001, 1, 1),
# todate=datetime.datetime(2001, 12, 31),
# )
def run(self):
q = Quotation()
for date in self.dates:
q.get_tick_data(self.symbol, date)
def test_get_tick_data(self):
q = Quotation()
d = q.get_tick_data('000001', '2021-03-05')
self.assertTrue(len(d) > 100)
def customerController(self, userObj):
"""This method contains all functionality related to the customer along with the flow
Args:
- userObj -- User
Raises:
Returns:
"""
state = 2
while state >= 2:
#display menu for customer
while state == 2:
pageName = 'Customer Home Screen'
userName = userObj.getFirstName()
optionDisplay = {'1': 'View Halls', '2': 'Search Hall', '3': 'Book Hall', '4': 'View Quotation Requests', '5': 'View Bookings'}
pageNavDict = {'O': 'Logout', 'E': 'Exit'}
headerDisplay = 'Input key to select corresponding option'
displayDict = {'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'headerDisplay': headerDisplay}
self.displayPage(displayDict)
invalidSelectionFlag, selection = self.selectOption(optionDisplay, pageNavDict)
# for navigation menu
if not invalidSelectionFlag:
if selection in pageNavDict:
state = self.navOptions(selection, state)
elif selection == '1':
state = 3
elif selection == '2':
state = 4
elif selection == '3':
state = 7
elif selection == '4':
state = 7
elif selection == '5':
state = 9
else:
print('Invalid selection, Please input again')
#display list of halls and provide selection option
while state == 3:
pageName = 'View All Halls'
userName = userObj.getFirstName()
optionDisplay = Hall.viewAllHalls()
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
headerDisplay = 'Select ID to view detail and request quotation'
displayDict = {'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'state': state, 'headerDisplay': headerDisplay}
self.displayPage(displayDict)
invalidSelectionFlag, selection = self.selectOption(optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 2
else:
state = self.navOptions(selection, state)
else:
state = 5
index = selection
else:
print('Invalid selection, Please input again')
#display hall details of the hall id entered
while state == 4:
print('Filter by Date')
#accept date from user for booking start date
dateCounter = 3
while dateCounter > 0:
dateFlag, dateObj = self.acceptDate()
if dateFlag:
startDate = dateObj
break
else:
dateCounter = dateCounter - 1
# input(str(dateCounter))
print(dateObj,', please try again')
else:
print('Maximum retry reached, navigating back')
time.sleep(3)
state = 2
#accept date from user for booking end date
if dateFlag:
dateCounter = 3
while dateCounter > 0:
dateFlag, dateObj = self.acceptDate(startDate)
if dateFlag:
endDate = dateObj
break
else:
dateCounter = dateCounter - 1
print(dateObj,', please try again')
else:
print('Maximum retry reached, navigating back')
time.sleep(3)
state = 2
if dateFlag:
pageName = "Halls available on selected dates"
userName = userObj.getFirstName()
optionDisplay = self.getAvailableHalls(startDate, endDate)
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
headerDisplay = "Input ID to view hall details and request quotation"
displayDict = {'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'headerDisplay': headerDisplay}
self.displayPage(displayDict)
invalidSelectionFlag, selection = self.selectOption(optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 2
else:
state = self.navOptions(selection, state)
else:
state = 5
index = selection
else:
print('Invalid selection, Please input again')
#intermediary state not to be jumped onto
while state == 5:
pageName = 'Hall Details'
userName = userObj.getFirstName()
optionDisplay = Hall.viewHallDetails(index)
pageNavDict = {'R': 'Request Quote', 'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
hallDetails = Hall.viewHallDetails(index)
pageNavDict = {'R': 'Request Quote', 'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
displayDict = {'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'state': state}
self.displayPage(displayDict)
placeHolder = dict()
invalidSelectionFlag, selection = self.selectOption(placeHolder, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'R':
state = 6
if selection == 'B':
state = 3
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
#create quotation request
while state == 6:
# pageName = pageName
# userName = userName
# optionDisplay = optionDisplay
# pageNavDict = pageNavDict
# message = message
# state = state
# headerDisplay = headerDisplay
quotationInfo = dict()
quotationInfo['reqDate'] = datetime.datetime.now()
dateCounter = 3
#accept date from user for booking start date
while dateCounter > 0:
dateFlag, dateObj = self.acceptDate()
if dateFlag:
quotationInfo['bookingStartDate'] = dateObj
break
else:
dateCounter = dateCounter - 1
input(str(dateCounter))
print(dateObj,', please try again')
else:
print('Maximum retry reached, navigating back')
state = 5
#accept date from user for booking end date
if dateFlag:
dateCounter = 3
while dateCounter > 0:
dateFlag, dateObj = self.acceptDate(quotationInfo['bookingStartDate'])
if dateFlag:
quotationInfo['bookingEndDate'] = dateObj
break
else:
dateCounter = dateCounter - 1
print(dateObj,', please try again')
else:
print('Maximum retry reached, navigating back')
state = 5
if dateFlag:
quotationInfo['hallId'] = index
quotationInfo['customerId'] = userObj.getRowId()
quotationInfo['quotationAmount'] = self.calculateQuote(quotationInfo['bookingStartDate'], quotationInfo['bookingEndDate'], quotationInfo['hallId'])
print('Charge for booking from {} to {} is {}.'.format(quotationInfo['bookingStartDate'].isoformat(),quotationInfo['bookingEndDate'].isoformat(),quotationInfo['quotationAmount']))
customerConfirmCounter = 3
while customerConfirmCounter > 0:
confirmation = input('Confirm Quotation Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
quotationObj = Quotation(quotationInfo)
state = 7
break
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(2)
state = 5
break
else:
print('Invalid input!! Try again')
customerConfirmCounter = customerConfirmCounter - 1
else:
print('Invalid input!! Try again')
customerConfirmCounter = customerConfirmCounter - 1
if customerConfirmCounter == 0:
print('Maximum Taking back to previous menu')
time.sleep(2)
state = 5
#display all quotation requests made by the customer
while state == 7:
pageName = 'Quotation Requests'
userName = userObj.getFirstName()
optionDisplay = Quotation.listQuotationRequests(userObj.getRowId())
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
headerDisplay = 'Select an ID to make a booking'
footerDisplay = 'Booking can be made only for approved requests'
displayDict = {'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'state': state, 'headerDisplay': headerDisplay, 'footerDisplay': footerDisplay}
self.displayPage(displayDict)
placeholder = dict()
invalidSelectionFlag, selection = self.selectOption(optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 2
else:
state = self.navOptions(selection, state)
else:
quotationObj = Quotation({'quotationId': selection})
if quotationObj.getStatus() == 'Approved':
state = 8
elif quotationObj.getStatus() == 'Pending':
print('Quotation ID {} is pending at Owner'.format(quotationObj.getQuotationId()))
time.sleep(2)
state = 7
elif quotationObj.getStatus() == 'Completed':
print('Booking for the Quotation ID {} is already made by you, try another Quotation ID'.format(quotationObj.getQuotationId()))
time.sleep(2)
state = 7
else:
print('Quotation ID {} is rejected by Owner'.format(quotationObj.getQuotationId()))
time.sleep(2)
state = 7
else:
print('Invalid selection, Please input again')
time.sleep(2)
#display the hall details before booking
while state == 8:
bookingInfo = {'bookingStartDate': quotationObj.getBookingStartDate(),'bookingEndDate': quotationObj.getBookingEndDate(),'hallId': quotationObj.getHallId(), 'customerId': quotationObj.getCustomerId(),'bookingAmount': quotationObj.getQuotationAmount(),'quotationId': quotationObj.getQuotationId()}
optionDisplay = bookingInfo
pageName = 'Book Hall'
userName = userObj.getFirstName()
pageNavDict = {'P': 'Make Payment', 'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
footerDisplay = 'Make payment and complete the booking'
# state = state
# headerDisplay = headerDisplay
displayDict = {'footerDisplay': footerDisplay, 'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'state': state}
# tableHeader =
self.displayPage(displayDict)
placeHolder = dict()
invalidSelectionFlag, selection = self.selectOption(placeHolder, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 7
elif selection == 'P':
paytype = input('Select Payment Option: \n [1] Cash \n [2] Coupon \n Enter your choice: ')
if paytype.isdigit():
if paytype == '1':
#create object of quotations
bookingObj = Booking(bookingInfo)
Quotation.changeStatus(quotationObj.getQuotationId(), 'Completed')
paymentInfo = dict()
paymentInfo['paymentType'] = 'Cash'
paymentInfo['paymentAmount'] = bookingInfo['bookingAmount']
paymentInfo['bookingId'] = bookingObj.getRowId()
paymentInfo['customerId'] = userObj.getRowId()
paymentObj = Payment(paymentInfo)
bookingObj.addPaymentInfo(paymentObj.getRowId())
state = 9
break
elif paytype == '2':
couponCode = input('Please Enter the coupon code: ')
bookingObj = Booking(bookingInfo)
Quotation.changeStatus(quotationObj.getQuotationId(), 'Completed')
paymentInfo = dict()
paymentInfo['paymentType'] = 'Cash'
paymentInfo['couponCode'] = couponCode
paymentInfo['paymentAmount'] = bookingInfo['bookingAmount']
paymentInfo['bookingId'] = bookingObj.getRowId()
paymentInfo['customerId'] = userObj.getRowId()
paymentObj = Payment(paymentInfo)
bookingObj.addPaymentInfo(paymentObj.getRowId())
state = 9
break
else:
print('Invalid input!! Try again')
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
#creation of booking object
while state == 9:
optionDisplay = Booking.viewUserBookings(userObj)
pageName = 'Completed Bookings'
userName = userObj.getFirstName()
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
displayDict = {'pageName': pageName, 'userName': userName, 'optionDisplay': optionDisplay, 'pageNavDict': pageNavDict, 'state': state}
# tableHeader =
self.displayPage(displayDict)
placeHolder = dict()
invalidSelectionFlag, selection = self.selectOption(placeHolder, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 2
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
self.state = state
def test_get_today_ticks(self):
q = Quotation()
d = q.get_today_ticks('sh')
self.assertEqual(d.symbol, 'sh000001')
def ownerController(self, userObj):
"""
This method contains all functionality related to the owner along with the flow
Args:
- userObj -- User
Raises:
Returns:
"""
state = 2
while state >= 2:
while state == 2:
pageName = 'Owner Home Screen'
userName = userObj.getFirstName()
optionDisplay = {
'1': 'Manage Halls',
'2': 'View Quotation Request',
'3': 'Manage Bookings',
'4': 'Manage Payments'
}
pageNavDict = {'O': 'Logout', 'E': 'Exit'}
headerDisplay = 'Input key to select corresponding option'
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'headerDisplay': headerDisplay
}
self.displayPage(displayDict)
invalidSelectionFlag, selection = self.selectOption(
optionDisplay, pageNavDict)
# for navigation menu
if not invalidSelectionFlag:
if selection in pageNavDict:
state = self.navOptions(selection, state)
elif selection == '1':
# take to next state to display hall listing
state = 3
elif selection == '2':
state = 5
elif selection == '3':
state = 7
elif selection == '4':
state = 8
else:
print('Invalid selection, Please input again')
while state == 3:
optionDisplay = Hall.viewUserHalls(userObj)
pageName = 'Manage Hall Page'
userName = userObj.getFirstName()
pageNavDict = {
'O': 'Logout',
'E': 'Exit',
'B': 'Back',
'A': 'Add New Hall'
}
headerDisplay = 'Select ID to view corresponding Hall Information and modify'
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'headerDisplay': headerDisplay
}
self.displayPage(displayDict)
invalidSelectionFlag, selection = self.selectOption(
optionDisplay, pageNavDict)
# for navigation menu
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'A':
hallExistFlag, hallInfo = self.acceptHallDetails(
userObj)
# create a user object
if hallExistFlag:
state = 3
else:
confirmation = input(
'Confirm Addition Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
hallObj = Hall(hallInfo)
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 3
if selection == 'B':
state = 2
state = self.navOptions(selection, state)
else:
# take to next state to display hall listing
state = 4
else:
print('Invalid selection, Please input again')
while state == 4:
index = int(selection)
optionDisplay = Hall.viewHallDetails(index)
pageName = 'Hall Detail Page'
userName = userObj.getFirstName()
pageNavDict = {
'M': 'Modify Hall',
'D': 'Delete Hall',
'B': 'Go Back',
'O': 'Logout',
'E': 'Exit'
}
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'state': state
}
self.displayPage(displayDict)
#placeholder dictionary
bookHallPage = dict()
#displayPage('Hall Details', userObj.getFirstName(), hallDetails, navPageDict, state)
invalidSelectionFlag, selection = self.selectOption(
optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 3
if selection == 'M':
hallExistFlag, hallModify = self.acceptModifyHallDetails(
userObj, optionDisplay)
# create a user object
if not hallExistFlag:
hallModify['hallId'] = optionDisplay[0]
confirmation = input(
'Confirm Modification Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
hallObj = Hall(hallModify)
hallObj.modifyhall(
optionDisplay[0], hallModify)
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 3
elif selection == 'D':
hallDelete = dict()
hallDelete['hallId'] = optionDisplay[0]
confirmation = input(
'Confirm Delete Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
hallObj = Hall(hallDelete)
hallObj.deletehall(optionDisplay[0])
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 3
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
while state == 5:
optionDisplay = Quotation.listOwnerQuotationRequests(
userObj.getRowId())
pageName = 'Requested Quotations Page'
userName = userObj.getFirstName()
pageNavDict = {'O': 'Logout', 'E': 'Exit', 'B': 'Back'}
headerDisplay = 'Select ID to Modify Quotation Requests'
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'headerDisplay': headerDisplay,
'state': state
}
self.displayPage(displayDict)
#navPageDict = {'O': 'Logout', 'E': 'Exit', 'B': 'Back'}
#displayPage('Requested Quotations Page', userObj.getFirstName(), quotationList, navPageDict, state)
invalidSelectionFlag, selection = self.selectOption(
optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection == 'B':
state = 2
elif selection in pageNavDict:
state = self.navOptions(selection, state)
else:
# take to next state to display hall listing
state = 6
else:
print('Invalid selection, Please input again')
while state == 6:
index = int(selection)
optionDisplay = Quotation.viewQuotationDetails(index)
pageName = 'Quotation Details Page'
userName = userObj.getFirstName()
if (optionDisplay[5] == 'Pending'):
pageNavDict = {
'A': 'Accept',
'M': 'Modify',
'R': 'Reject',
'B': 'Go Back',
'O': 'Logout',
'E': 'Exit'
}
else:
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'state': state
}
self.displayPage(displayDict)
#displayPage('Quotation Details', userObj.getFirstName(), quotationDetails, navPageDict, state)
#placeholder dictionary
placeHolder = dict()
invalidSelectionFlag, selection = self.selectOption(
placeHolder, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 5
if selection == 'M':
newAmount = input('Enter New Quotation Amount: ')
if newAmount.isdigit():
confirmation = input(
'Confirm Modification Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
Quotation.changeAmount(
optionDisplay[0], newAmount)
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 5
else:
print('Please enter a valid value[float only]')
selection = index
time.sleep(1)
elif selection == 'A':
confirmation = input(
'Confirm Accept Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
Quotation.changeStatus(
optionDisplay[0], 'Approved')
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 5
elif selection == 'R':
confirmation = input(
'Confirm Reject Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
Quotation.changeStatus(
optionDisplay[0], 'Rejected')
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 5
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
state = 5
while state == 7:
optionDisplay = Booking.listOwnerBookings(userObj.getRowId())
pageName = 'Completed Bookings'
userName = userObj.getFirstName()
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'state': state
}
# tableHeader =
self.displayPage(displayDict)
placeHolder = dict()
invalidSelectionFlag, selection = self.selectOption(
placeHolder, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 2
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
while state == 8:
optionDisplay = Payment.listOwnerPaymentRequests(
userObj.getRowId())
pageName = 'Requested Payments Page'
userName = userObj.getFirstName()
pageNavDict = {'O': 'Logout', 'E': 'Exit', 'B': 'Back'}
headerDisplay = 'Select ID to accept/reject Payment'
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'headerDisplay': headerDisplay,
'state': state
}
self.displayPage(displayDict)
#navPageDict = {'O': 'Logout', 'E': 'Exit', 'B': 'Back'}
#displayPage('Requested Quotations Page', userObj.getFirstName(), quotationList, navPageDict, state)
invalidSelectionFlag, selection = self.selectOption(
optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection == 'B':
state = 2
elif selection in pageNavDict:
state = self.navOptions(selection, state)
else:
# take to next state to display hall listing
state = 9
else:
print('Invalid selection, Please input again')
while state == 9:
index = int(selection)
optionDisplay = Payment.viewPaymentDetails(index)
pageName = 'Payments Details Page'
userName = userObj.getFirstName()
if (optionDisplay[4] == 'Pending'):
pageNavDict = {
'A': 'Accept',
'R': 'Reject',
'B': 'Go Back',
'O': 'Logout',
'E': 'Exit'
}
else:
pageNavDict = {'B': 'Go Back', 'O': 'Logout', 'E': 'Exit'}
displayDict = {
'pageName': pageName,
'userName': userName,
'optionDisplay': optionDisplay,
'pageNavDict': pageNavDict,
'state': state
}
self.displayPage(displayDict)
#displayPage('Quotation Details', userObj.getFirstName(), quotationDetails, navPageDict, state)
#placeholder dictionary
QuotationPage = dict()
invalidSelectionFlag, selection = self.selectOption(
optionDisplay, pageNavDict)
if not invalidSelectionFlag:
if selection in pageNavDict:
if selection == 'B':
state = 8
elif selection == 'A':
confirmation = input(
'Confirm Accept Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
Payment.changeStatus(
optionDisplay[0], 'Approved')
Booking.changeStatus(
optionDisplay[5], 'Confirmed')
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 8
elif selection == 'R':
confirmation = input(
'Confirm Reject Request(Y/N): ')
if confirmation.isalpha():
if confirmation.lower() == 'y':
#create object of quotations
Payment.changeStatus(
optionDisplay[0], 'Rejected')
Booking.changeStatus(
optionDisplay[5], 'Declined')
elif confirmation.lower() == 'n':
print('Taking back to previous menu')
time.sleep(1)
state = 8
else:
state = self.navOptions(selection, state)
else:
print('Invalid selection, Please input again')
self.state = state
def hsgt_top_analysis():
"""
分析沪深股通 top成交 策略
参数：买入资金比例、买入资金量、沪深股通资金流入、止盈比例
"""
#days = 630
days = 120
q = Quotation()
hsgt_his = q.get_hsgt_his(days + 100, 1, 60 * 6)
jme_statistics = {}
jme_count = {}
ratio_statistics = {}
ratio_count = {}
change_statistics = {}
change_count = {}
statistics = 0
count = 0
profit_count = {}
stock_statistic = {}
days = q.get_trade_date(days)
days = list(reversed(days))
for i,day in enumerate(days):
if i + 2 >= len(days):
break
next_day = days[i + 1]
next_2_day = days[i + 2]
print(('\n' + next_day))
#资金流入
zjlr = 0
day_zjlr = day
if day_zjlr in hsgt_his['zjlr']:
zjlr = hsgt_his['zjlr'][day_zjlr]
print(zjlr)
#if zjlr < 0:
# continue
d = q.get_hsgt_top(day, 60 * 24 * 30)
if d.empty:
continue
#按资金量排名
d = d.sort_index(by='jme', ascending=False)
#d = d.sort_index(by='ratio', ascending=False)
#d = d.head(1)
for l in d.iterrows():
#买入比例
#if l[1]['ratio'] < 0.5:
# continue
#if l[1]['jme'] < 0:
# continue
price = q.get_h_data(l[1]['code'], 60 * 24 *30)
if next_day not in price['open'] or next_2_day not in price['high']:
continue
buy_price = price['open'][next_day]
#buy_price = price['high'][next_day]
high_price = price['high'][next_2_day]
high_profit = (high_price - buy_price)/buy_price
close_price = price['close'][next_2_day]
close_profit = (close_price - buy_price)/buy_price
#止盈比例
profit_percent = 0.02
if high_profit > profit_percent:
sell_price = buy_price * (1 + profit_percent)
profit = profit_percent
else:
sell_price = close_price
profit = close_profit
sell_price = close_price
profit = (close_price - buy_price)/buy_price
#if profit < 0.00136:
# continue
print(('\n%s\t%s\t%f\t%f\t%f\t%f\t%f\t%f\t%d\t%f\t%f\t%f' % (l[1]['code'], l[1]['name'].encode('utf-8'), l[1]['change'], l[1]['jme'], l[1]['mrje'], l[1]['mcje'], l[1]['cjje'], l[1]['ratio'], l[1]['market'], buy_price, sell_price, profit)))
jme_key = int(l[1]['jme']/10000000)
if jme_key > 20 or jme_key < -20:
jme_key = int(jme_key/10) * 10
if jme_key not in jme_statistics:
jme_statistics[jme_key] = 0
jme_count[jme_key] = 0
#jme_statistics[jme_key] += profit
if profit >= 0.00136:
jme_statistics[jme_key] += 1
jme_count[jme_key] += 1
ratio_key = int(l[1]['ratio']*100)
if ratio_key < 70:
ratio_key = int(ratio_key/10) * 10
if ratio_key not in ratio_statistics:
ratio_statistics[ratio_key] = 0
ratio_count[ratio_key] = 0
#ratio_statistics[ratio_key] += profit
if profit >= 0.00136:
ratio_statistics[ratio_key] += 1
ratio_count[ratio_key] += 1
change_key = int(l[1]['change']*10)
if change_key > 20 or change_key < -20:
change_key = int(change_key/10) * 10
if change_key not in change_statistics:
change_statistics[change_key] = 0
change_count[change_key] = 0
#change_statistics['change_key'] += profit
if profit >= 0.00136:
change_statistics[change_key] += 1
change_count[change_key] += 1
profit_key = int(profit * 1000)
if profit_key > 20 or profit_key < -20:
profit_key = int(profit_key/10)*10
if profit_key not in profit_count:
profit_count[profit_key] = 0
profit_count[profit_key] += 1
stock_key = l[1]['name']
if stock_key not in stock_statistics:
stock_statistics[stock_key] = []
statistics += profit
count += 1
# 只取第一个
#break
print('\njme:\n')
keys = list(jme_statistics.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(jme_count[k]) + '\t' + str(float(jme_statistics[k])/jme_count[k])))
print('\nratio:\n')
keys = list(ratio_statistics.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(ratio_count[k]) + '\t' + str(float(ratio_statistics[k])/ratio_count[k])))
print('\nchange:\n')
keys = list(change_statistics.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(change_count[k]) + '\t' + str(float(change_statistics[k])/change_count[k])))
print('\n=================')
win = 0
for k,v in list(profit_count.items()):
if k >= 1:
win = win + v
print('\ncount:')
print(count)
print('\nwin:')
print((float(win)/count))
print('\naverage:')
print((statistics/count))
print('\ntotal:')
print(statistics)
print('\n=================')
keys = list(profit_count.keys())
keys.sort()
for k in keys:
print((str(k) + '\t' + str(profit_count[k])))
return
def test_get_hgt_capital(self):
q = Quotation()
d = q.get_hgt_capital()
self.assertTrue(isinstance(d, float))
def execute(self, job):
q = Quotation()
hgt = q.get_hgt_capital()
hgt_estimate = estimate_to_close(hgt)
#沪港通指标
sell = 0
if hgt < self.HGT_LIM:
sell = 1
if get_exchange_time(
) > 30 * 60 and hgt_estimate < self.HGT_ESTIMATE_LIM:
sell = 1
if hgt < self.HGT_KEEP_LIM:
sell = 2
if get_exchange_time(
) > 30 * 60 and hgt_estimate < self.HGT_KEEP_ESTIMATE_LIM:
sell = 2
if sell == 0:
job.status = 0
job.result.clear()
return 0
if sell != 0:
job.status = 1
t = Trader.get_instance(job['trader'])
position = t.position()
codes = []
for i, v in enumerate(job.result):
codes.append(v.code)
quotes = q.get_realtime_quotes(codes)
temp_result = copy.copy(job.result)
job.result.clear()
for i, v in enumerate(temp_result):
#找到该股的持仓数据
v_position = ''
for p in position:
if p.stock_code == v.code:
v_position = p
#没有持仓
if v_position == '':
continue
#盈利卖出
if sell == 1:
v.price = max(
quotes[v.code].buy,
round(
v_position.keep_cost_price *
(1 + self.INCOME_RATION_LIM), 2))
#保本卖出
elif sell == 2:
v.price = v_position.keep_cost_price
#设置卖出参数
v.amount = v_position.enable_amount
job.result.append(v)
return 0
def test_get_one_realtime_quotes(self):
q = Quotation()
d = q.get_one_realtime_quotes('131800')
self.assertIn('131800', d)
self.assertEqual(d['131800'].symbol, 'sz131800')
self.assertEqual(d['131800'].code, '131800')
def test_get_today_shibor_ON(self):
q = Quotation()
d = q.get_today_shibor_ON
self.assertTrue(d > 0)
def test_get_stock_basics(self):
q = Quotation()
d = q.get_stock_basics()
self.assertIn('code', d)
self.assertGreater(len(d['code']), 1000)
def execute(self, job):
t = Trader.get_instance(job['trader'])
balance = t.balance()
enable_balance = balance[0].enable_balance
q = Quotation()
quote = q.get_realtime_quotes([self.GC001, self.R001])
#for (k,v) in quote.items():
# string = v.__str__()
# print string.encode('utf-8')
#job.result.invest = []
job.result.clear()
if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT
#invest = Invest({'name':'GC001', 'code':self.GC001, 'amount':amount, 'price':quote[self.GC001].buy})
invest = {'name':'GC001', 'code':self.GC001, 'amount':amount, 'price':quote[self.GC001].buy}
job.result.append(invest)
enable_balance = enable_balance - amount * self.HAND
quote = q.get_realtime_quotes([self.GC001, self.R001])
amount=int(enable_balance/self.HAND/self.R001_UNIT)*self.R001_UNIT
#invest = Invest({'name':'R001', 'code':self.R001, 'amount':amount, 'price':quote[self.R001].buy})
invest = {'name':'R001', 'code':self.R001, 'amount':amount, 'price':quote[self.R001].buy}
job.result.append(invest)
#q = Quotation()
#quote = q.get_realtime_quotes([self.GC001, self.R001])
#for (k,v) in quote.items():
# string = v.__str__()
# print string.encode('utf-8')
#if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
# amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT
# ret = t.sell(self.GC001, price=quote[self.GC001].buy, amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT)
# job.notice(str(ret))
# job.trade(str(ret))
##不要过于频繁操作
#time.sleep(2)
#balance = t.balance()
#enable_balance = balance[0].enable_balance
#quote = q.get_realtime_quotes([self.GC001, self.R001])
#amount=int(enable_balance/self.HAND/self.R001_UNIT)*self.R001_UNIT
#ret = t.sell(self.R001, price=quote[self.R001].buy, amount=amount)
#job.notice(str(ret))
#job.trade(str(ret))
#t = Trader.get_instance(job['trader'])
#d = t.position()
##d = t.entrust()
##d = t.buy('601288', price=3.1, amount=100)
##d = t.sell('601288', price=3.5, amount=100)
##d = t.entrust()
##d = t.check_available_cancels()
##d = t.cancel_all_entrust()
##d = t.cancel_entrust('500', '601288')
##d = t.get_deal('2017-04-11')
#job.notice(str(d))
#job.trade(str(d))
return 0