def on_trading_open(self, timestamp):
self.logger.info('on_trading_open:{}'.format(timestamp))
if is_same_date(timestamp, self.start_timestamp):
return
# get the account for trading at the date
accounts = get_account(session=self.session,
trader_name=self.trader_name,
return_type='domain',
end_timestamp=to_time_str(timestamp),
limit=1,
order=SimAccount.timestamp.desc())
if accounts:
account = accounts[0]
else:
return
positions = []
# FIXME:dump all directly
for position_domain in account.positions:
position_dict = position_schema.dump(position_domain).data
self.logger.info('current position:{}'.format(position_dict))
del position_dict['sim_account']
positions.append(position_dict)
self.latest_account = sim_account_schema.dump(account).data
self.latest_account['positions'] = positions
self.logger.info('on_trading_open:{},latest_account:{}'.format(
timestamp, self.latest_account))
def __init__(self, trader_name,
timestamp,
provider=Provider.NETEASE,
level=TradingLevel.LEVEL_1DAY,
base_capital=1000000,
buy_cost=0.001,
sell_cost=0.001,
slippage=0.001):
self.base_capital = base_capital
self.buy_cost = buy_cost
self.sell_cost = sell_cost
self.slippage = slippage
self.trader_name = trader_name
self.session = get_db_session('zvt', StoreCategory.business)
self.provider = provider
self.level = level
self.start_timestamp = timestamp
account = get_account(session=self.session, trader_name=self.trader_name, return_type='domain', limit=1)
if account:
self.logger.warning("trader:{} has run before,old result would be deleted".format(trader_name))
self.session.query(SimAccount).filter(SimAccount.trader_name == self.trader_name).delete()
self.session.query(Position).filter(Position.trader_name == self.trader_name).delete()
self.session.query(Order).filter(Order.trader_name == self.trader_name).delete()
self.session.commit()
account = SimAccount(trader_name=self.trader_name, cash=self.base_capital,
positions=[], all_value=self.base_capital, value=0, closing=False,
timestamp=timestamp)
self.latest_account = sim_account_schema.dump(account).data
def get_account_at_time(self, timestamp):
"""
:param timestamp:
:type timestamp:
:return:
:rtype:SimAccount
"""
return get_account(session=self.session, trader_name=self.trader_name, return_type='domain',
end_timestamp=timestamp, limit=1)[0]
