def _bc_sendOrder(self, vtSymbol, direction, offset, price, volume,
pfName):
"""记录交易数据（由portfolio调用）"""
# 记录成交数据
dt = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime())
time.sleep(0.01)
order_id = str(int(time.time()))
r = [[
dt, pfName, order_id, 'minx', vtSymbol, direction, offset, price,
volume
]]
#print('send order: ', r)
to_log(str(r)[3:-2])
fn = 'fut/engine/engine_deal.csv'
a_file(fn, str(r)[2:-2])
priceTick = get_contract(vtSymbol).price_tick
price = int(round(price / priceTick, 0)) * priceTick
if self.gateway is not None:
# self.gateway._bc_sendOrder(dt, vtSymbol, direction, offset, price_deal, volume, pfName)
threading.Thread(target=self.gateway._bc_sendOrder,
args=(dt, vtSymbol, direction, offset, price,
volume, pfName)).start()
def fut_owl():
tips = ''
if request.method == "POST":
if request.form.get('token') != '9999':
tips = 'token error'
else:
code = del_blank( request.form.get('code') )
ins_type = del_blank( request.form.get('ins_type') )
price = del_blank( float(request.form.get('price')) )
num = del_blank( int(request.form.get('num')) )
ins = str({'ins':ins_type,'price':price,'num':num})
fn = 'fut/engine/owl/signal_owl_mix_var_' + code + '.csv'
# fn = get_dss() + 'fut/engine/owl/signal_owl_mix_var_' + code + '.csv'
a_file(fn,ins)
# 历史维护记录
now = datetime.now()
today = now.strftime('%Y-%m-%d %H:%M:%S')
ins = str({'date':today,'ins':ins_type,'price':price,'num':num})
fn = 'fut/engine/owl/history.csv'
a_file(fn,ins)
tips = 'append success'
return render_template("owl.html",tip=tips)
def _bc_sendOrder(self, vtSymbol, direction, offset, price, volume,
pfName):
"""记录交易数据（由portfolio调用）"""
priceTick = get_contract(vtSymbol).price_tick
price = int(round(price / priceTick, 0)) * priceTick
sp = get_contract(vtSymbol).sp
if sp in ['SP', 'SPC', 'SPD', 'IPS', 'CUS']:
vtSymbol = sp + ' ' + vtSymbol
# 记录成交数据
dt = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime())
# time.sleep(0.01)
order_id = str(int(time.time()))
r = [[
dt, pfName, order_id, 'minx', vtSymbol, direction, offset, price,
volume
]]
#print('send order: ', r)
to_log(str(r)[3:-2])
fn = get_dss() + 'fut/engine/engine_deal.csv'
a_file(fn, str(r)[2:-2])
if self.gateway is not None:
if sp == 'CUS':
symbols = vtSymbol[4:]
symbol_list = symbols.split('&')
s0 = symbol_list[0]
price0 = get_tick(s0)['LastPrice']
s1 = symbol_list[1]
price1 = get_tick(s1)['LastPrice']
threading.Thread(target=self.gateway._bc_sendOrder,
args=(dt, s0, direction, offset, price0,
volume, pfName)).start()
if direction == DIRECTION_LONG:
threading.Thread(target=self.gateway._bc_sendOrder,
args=(dt, s1, DIRECTION_SHORT, offset,
price1, volume, pfName)).start()
if direction == DIRECTION_SHORT:
threading.Thread(target=self.gateway._bc_sendOrder,
args=(dt, s1, DIRECTION_LONG, offset,
price1, volume, pfName)).start()
else:
# self.gateway._bc_sendOrder(dt, vtSymbol, direction, offset, price_deal, volume, pfName)
threading.Thread(target=self.gateway._bc_sendOrder,
args=(dt, vtSymbol, direction, offset, price,
volume, pfName)).start()
def _bc_sendOrder(self, vtSymbol, direction, offset, price, volume, pfName):
"""记录交易数据（由portfolio调用）"""
# 记录成交数据
dt = time.strftime('%Y-%m-%d %H:%M:%S',time.localtime())
time.sleep(0.1)
order_id = str(int(time.time()))
r = [[dt,pfName,order_id,'minx',vtSymbol, direction, offset, price, volume]]
print('send order: ', r)
fn = get_dss() + 'fut/engine/engine_deal.csv'
a_file(fn, str(r)[2:-2])
if self.gateway is not None:
self.gateway._bc_sendOrder(vtSymbol, direction, offset, price, volume, pfName)
def stare_ins():
print('stare_ins begin... ')
item_list = []
del_list = []
filename = 'csv/ins.txt'
while True:
try:
time.sleep(3)
if is_trade_time():
# 读入ins文件后清空
new_ins = rc_file(filename)
# 分离 'del' 指令与其它指令，将其它指令加入到列表中
c = []
for i, item in enumerate(new_ins):
if item['ins'] == 'del':
del_list.append(item)
else:
c.append(item)
item_list += c
# 处理 'del' 指令
if del_list != []:
d = del_list.pop()
for i, item in enumerate(item_list):
if item['code'] == d['code'] and item['num'] == d[
'num'] and item['price'] == d['price']:
item_list.pop(i)
break
# 处理其他指令
for i, item in enumerate(item_list):
if deal_single_ins(item):
item_list.pop(i)
break
else:
time.sleep(300)
if item_list != []:
# 将未触发的指令保存到文件中
for i, item in enumerate(item_list):
a_file(filename, str(item))
item_list = []
except Exception as e:
print("error: ")
print(e)
def _bc_sendOrder(self, vtSymbol, direction, offset, price, volume,
pfName):
"""记录交易数据（由portfolio调用）"""
# 记录成交数据
dt = time.strftime('%Y-%m-%d %H:%M:%S', time.localtime())
time.sleep(0.1)
order_id = str(int(time.time()))
r = [[
dt, pfName, order_id, self.minx, vtSymbol, direction, offset,
price, volume
]]
print('send order: ', r)
# df = pd.DataFrame(r, columns=['datetime','order_id','pfname','minx','vtSymbol', 'direction', 'offset', 'price', 'volume'])
# fn = get_dss() + 'fut/deal.csv'
# df.to_csv(fn, index=False, mode='a')
fn = 'fut/deal.csv'
a_file(fn, str(r)[2:-2])
def confirm_ins():
if request.form.get('token') != '9999':
return redirect('/')
ins_type = request.form.get('ins_type')
code = request.form.get('code')
num = int(request.form.get('num'))
price = float(request.form.get('price'))
cost = int(num * price)
portfolio = request.form.get('portfolio')
agent = request.form.get('agent')
df = ts.get_realtime_quotes(code)
name = df.at[0, 'name']
if ins_type in ['down_sell', 'sell_order', 'buy_order']:
ins = str({
'ins': ins_type,
'portfolio': portfolio,
'code': code,
'num': num,
'price': price,
'cost': cost,
'agent': agent,
'name': name
})
if ins_type in ['up_warn', 'down_warn', 'del']:
ins = str({
'ins': ins_type,
'code': code,
'num': num,
'price': price,
'name': name
})
filename = 'csv/ins.txt'
a_file(filename, ins)
return 'success: ' + ins
