def HistoryWeiTuo(self):
key = 'HistoryChengJiao'
key = self._genKey(key)
if self.is_dirty():
df = TcAccount.HistoryWeiTuo(self)
myredis.set_obj(key, df)
else:
return myredis.get_obj(key)
return df
def SendOrder(bSell, code, price, num):
#用wm_copydata
hwnd = FindMainWindow()
cds = COPYDATASTRUCT()
cds.dwData = 0
s = "Order|" + str(bSell) + "|" + str(code) + "|" + str(price) + "|" + str(
num) + "|"
cds.cbData = ctypes.sizeof(ctypes.create_string_buffer(s))
cds.lpData = ctypes.c_char_p(s)
print s
SendMessage(hwnd, win32con.WM_COPYDATA, 0, ctypes.byref(cds))
myredis.set_obj('TCAccountCache_dirty', True)
def PostTask(fn, t, reset=False):
"""每隔t秒执行一次fn
主要是防止交易接口被短期内多次调用， 造成系统异常
"""
key = 'posttask_'+fn.func_name
cur_t = agl.curTime()
if reset:
myredis.delkey(key)
pre_t = myredis.get_obj(key)
if pre_t == None:
pre_t = cur_t - datetime.timedelta(seconds=t+1)
if cur_t - pre_t > datetime.timedelta(seconds=t):
fn()
myredis.set_obj(key, cur_t)
def Run(self):
self.pd_task.index = range(len(self.pd_task))
print self.pd_task
#保存任务表
myredis.set_obj('multi', self.pd_task)
cmd = sys.executable
cmd += ' ' + getMainDir() + '\\MultiSubProcess_exec.py'
process = []
for i in range(len(self.pd_task)):
cur_cmd = cmd + ' ' + str(i)
#print cur_cmd
p = subprocess.Popen(cur_cmd)
process.append(p)
for p in process:
p.wait()
def Report(self):
import time, dateutil, datetime
self._ReadData()
for code, group in self.df_chengjiao.groupby('stock_code'):
if code in myenum.allow_traded_codes:
print code, stock.GetCodeName(code)
df = self.df_chengjiao[self.df_chengjiao['stock_code'] == code]
df = df.loc[:, ['price', 'num', 'is_sell', 'stock_code', 't']]
df.columns = ['price', 'num', 'flag', 'code',
'd'] #匹配web接口里使用的字段
print df
df['d'] = df.index.astype(str)
df['d'] = df['d'].map(lambda x: str(dateutil.parser.parse(x) + \
datetime.timedelta(minutes=5)))
myredis.set_obj('backtest_trade', df)
os.system('start http://localhost/training')
time.sleep(5)
def Report(self, end_day, is_detail=False):
if sys.version > '3':
print('python 3 can not execute')
return
import stock, myredis, mysql, agl
#成交记录
df = self.df_ChengJiao.loc[:, ['成交价格', '成交数量', '买卖标志', '证券代码']]
#print df
#输出交易记录到json，供iChat访问
df.columns = ['price', 'num', 'flag', 'code']
df['d'] = df.index.astype(str)
df['d'] = df['d'].map(lambda x: str(dateutil.parser.parse(x) + \
datetime.timedelta(minutes=5)))
myredis.set_obj('backtest_trade', df)
#原有的php需要使用json， 现在使用django， 可以废弃
#f = open('E:/Apache/Apache/htdocs/stock/trade_training/trade.json','w')
#json.dump(np.array(df).tolist(),f)
#f.close()
if is_detail:
agl.print_df(df)
#计算股票市值, 暂时只能处理一只股票的情况
shizhi = 0
close = 0
if len(self.df_stock) > 0:
code = self.df_stock.iloc[0]['证券代码']
close = stock.getHisdatDataFrameFromRedis(code, '',
end_day).iloc[-1]['c']
num = self.df_stock.iloc[0]['库存数量']
shizhi += float(close) * int(num)
print(self.df_zhijing.tail(n=1))
print('市值:%f,总资产:%f' % (shizhi, self.money + shizhi))
#如果持股不动，现在的资金
#取第一次交易后的可用资金
if len(self.df_zhijing) > 1:
money = self.df_zhijing.iloc[1]['可用']
else:
money = self.df_zhijing.iloc[0]['可用']
#第一次股票数量到现在的市值
num = 0
if len(self.df_ChengJiao) > 0:
num = self.df_ChengJiao.iloc[0]['成交数量']
shizhi = num * close
print('如果持股不动 市值:%f,总资产:%f' % (shizhi, money + shizhi))
def main(args):
os.chdir(getMainDir())
i = int(args[0])
#print 'arg=',i
pd_task = myredis.get_obj('multi')
if 0: pd_task = pd.DataFrame
#print pd_task.iloc[i]
v = tuple(pd_task.iloc[i].tolist()[1:]) #去掉task_id
#print v
v += (i, ) #加上task_id
s = 'import %s\n' % (v[0])
#module.fn
s += 'r = %s.%s(%s, %d)' % v
#print s
exec s
#print 'result=',r
#保存结果
myredis.set_obj(MultiSubProcess.getResultName(i), r)
def WeiTuoList(self):
"""历史成交加当日委托
主要用状态说明这个字段来判断, 通过枚举值来判断委托状态
操作日期|委托时间|股东代码|深0沪1|证券代码|证券名称|买0卖1|买卖标志|委托价格|委托数量|委托编号|成交数量|成交金额|撤单数量|状态说明|撤单标志|委托日期|备注|
return : df"""
key = 'WeiTuoList'
key = self._genKey(key)
if self.is_dirty():
df = self.HistoryWeiTuo()
df2 = TcAccount.WeiTuoList(self)
df = pd.concat([df2, df])
#对报单时间排序
df.index = pd.DatetimeIndex(df['操作日期'] + ' ' + df['委托时间'])
df = df.sort()
myredis.set_obj(key, df)
self.setDirty(False)
return df
else:
return myredis.get_obj(key)
def _getUserStrategy(self, downloadStrategyInterval=60):
"""按固定的时间间隔下载用户代码
downloadStrategyInterval: int default=60 秒
return: df"""
k = "SignForWebUser_preLoadTime"
preLoadTime = myredis.get_obj(k)
if preLoadTime is None:
preLoadTime = datetime.datetime(2015, 10, 19, 15, 33, 47, 53000) #上一次下载的时间
#判断时间
if (agl.curTime() - preLoadTime).total_seconds() > downloadStrategyInterval:
url = "http://stocksign.sinaapp.com/query?cmd=query_strategy"
result = Http().get(url)
df_source = pd.read_json(result)
df_source.columns = ['id', 'user_id', 'title', 'code']
preLoadTime = agl.curTime()
myredis.set_obj(k, preLoadTime)
myredis.set_obj('mysource', df_source)
else:
df_source = myredis.get_obj('mysource')
if df_source is None:
df_source = pd.DataFrame([])
return df_source
def setDirty(self, is_dirty):
key = self._genKey('dirty')
myredis.set_obj(key, is_dirty)
