def import_exchange_trades(ip, headers):
# 获取bct所有标的物
instruments_dic = get_all_instrument_dic(ip, headers)
xinhu_exchange_trades = pd.read_csv(
import_exchange_trade_excel_file,
encoding="gbk").to_dict(orient='records')
records = []
for trade in xinhu_exchange_trades:
underlyer = instrument_wind_code(trade['code'], instruments_dic.keys())
if trade['code'].find('.') < 0 and underlyer == trade['code']:
print('BCT不存在合约代码 {underlyer} '.format(underlyer=str(underlyer)))
continue
if not instruments_dic.get(underlyer):
print('BCT不存在合约代码 {underlyer} '.format(underlyer=str(underlyer)))
continue
multiplier = instruments_dic.get(
underlyer)['multiplier'] if instruments_dic.get(
underlyer)['multiplier'] else 1
direction = "BUYER" if trade['direction'] == 1 else "SELLER"
open_close = "OPEN" if trade['direction'] == 1 else "CLOSE" # 开平
deal_price = trade['price'] # 交易价格
deal_amount = trade['amount'] # 交易数量
# 2020 - 06 - 18 - 20 - 59 - 00
day_str = trade['dayStr']
deal_time = datetime.datetime.strptime(
day_str, _datetime_fmt).strftime(_datetime_fmt1)
trade_id = str(trade['order_sys_id']) + "-" + str(trade['trade_id'])
trade_account = '新湖场内交易账号' # 交易账户
exchange_trade = {
"bookId": book_name,
"instrumentId": underlyer,
"direction": direction,
"openClose": open_close,
"dealPrice": deal_price,
"dealAmount": deal_amount,
"dealTime": deal_time,
"tradeId": trade_id,
"tradeAccount": trade_account,
"multiplier": multiplier
}
records.append(exchange_trade)
for record in records:
try:
utils.call('exeTradeRecordSave', record, 'exchange-service', ip,
headers)
except Exception as e:
print("场内流水导入失败 {tradeId} msg:{error}".format(
tradeId=record['tradeId'], error=repr(e)))
def create_trade(trade, enrichment, valid_time, host, token):
return utils.call(
'trdTradeCreate', {
'trade': trade,
'enrichment': enrichment,
'validTime': valid_time.strftime(_datetime_fmt)
}, 'trade-service', host, token)
def get_all_position_enrichment_dic(position_ids, ip, headers):
position_enrichments = utils.call('trdGetPositionEnrichment',
{'positionIds': position_ids},
'trade-service', ip, headers)
position_enrichment_dic = {}
for position_enrichment in position_enrichments:
position_enrichment_dic[
position_enrichment['positionId']] = position_enrichment
return position_enrichment_dic
def get_all_instrument_dic(ip, headers):
instrument_dic = {}
try:
instrument_list = utils.call('mktInstrumentsListPaged', {}, 'market-data-service', ip,
headers)['page']
for item in instrument_list:
instrument_dic[item['instrumentId']] = item
return instrument_dic
except Exception as e:
print("failed update market data for: " + ip + ",Exception:" + str(e))
def get_all_legal_sales_dic(ip, headers):
legal_sales_dic = {}
try:
legal_list = utils.call('refPartyList', {}, 'reference-data-service',
ip, headers)
for item in legal_list:
legal_sales_dic[item['legalName']] = item['salesName']
return legal_sales_dic
except Exception as e:
print("failed get legal data for: " + ip + ",Exception:" + str(e))
def get_all_position_unwind_amount_dic(trade_ids, ip, headers):
trade_ids_maps = []
for trade_id in trade_ids:
trade_ids_maps.append({"tradeId": trade_id})
params = {"positionIds": trade_ids_maps}
unwind_amount_list = utils.call('trdTradeLCMUnwindAmountGetAll', params,
'trade-service', ip, headers)
position_unwind_amount_dic = {}
for unwind_amount in unwind_amount_list:
position_unwind_amount_dic[unwind_amount['positionId']] = unwind_amount
return position_unwind_amount_dic
def get_all_lcm_events_dic(ip, headers):
events = utils.call('trdTradeCashFlowListAll', {}, 'trade-service', ip,
headers)
lcm_event_dic = {}
for event in events:
position_events = lcm_event_dic.get(event['positionId'])
if position_events:
position_events.append(event)
position_events.sort(key=lambda x: x['createdAt'], reverse=True)
else:
lcm_event_dic[event['positionId']] = [event]
return lcm_event_dic
def mdl_model_data_get(model_type, underlyer, model_name, instance, ip, headers):
try:
params = {
"modelType": model_type,
"underlyer": underlyer,
"modelName": model_name,
"instance": instance
}
res = utils.call("mdlModelDataGet", params, "model-service", ip, headers)
return res
except Exception as e:
print("mdl_model_data_get error:", repr(e))
return None
def create_client_cash_flow(account_id, trade_id, cash_flow, margin_flow, host,
token):
trade = utils.call('trdTradeSearch', {'tradeId': trade_id},
'trade-service', host, token)[0]
position = trade['positions'][0]
direction = position['asset']['direction']
client = position['counterPartyCode']
task = utils.call('cliTasksGenerateByTradeId', {
'legalName': client,
'tradeId': trade_id
}, 'reference-data-service', host, token)[0]
utils.call(
'clientChangePremium', {
'tradeId': trade_id,
'accountId': task['accountId'],
'premium': task['premium'],
'information': None
}, 'reference-data-service', host, token)
res = utils.call(
'clientSaveAccountOpRecord', {
'accountOpRecord': {
'accountId': task['accountId'],
'cashChange': task['premium'] * -1,
'counterPartyCreditBalanceChange': 0,
'counterPartyFundChange': 0,
'creditBalanceChange': 0,
'debtChange': 0,
'event': 'CHANGE_PREMIUM',
'legalName': client,
'premiumChange': task['premium'],
'tradeId': trade_id
}
}, 'reference-data-service', host, token)
return utils.call('cliMmarkTradeTaskProcessed',
{'uuidList': [task['uuid']]}, 'reference-data-service',
host, token)
def delete_trade(trade_id, host, token):
return utils.call('trdTradeDelete', {'tradeId': trade_id}, 'trade-service',
host, token)
def search_account(legal_name, host, token):
res = utils.call('clientAccountSearch', {'legalName': legal_name},
'reference-data-service', host, token)
return res
def search_bank(legal_name, bct_host, bct_token):
return utils.call('refBankAccountSearch', {'legalName': legal_name},
'reference-data-service', bct_host, bct_token)
def trade_lcm_process(trade_event, ip, headers):
return utils.call("trdTradeLCMEventProcess", trade_event, "trade-service",
ip, headers)
def process_trade_cash(trade_id, legal_name, event_name, cash_amount, bct_host,
bct_token):
try:
account_info = search_account(legal_name, bct_host, bct_token)
print(account_info[0])
bank_info = search_bank(legal_name, bct_host, bct_token)
if not bank_info:
bank_dto = create_bank_account(legal_name + '开户行名称', legal_name,
legal_name + '银行账号',
legal_name + '银行账户名称', 'NORMAL',
legal_name + '支付系统行号', bct_host,
bct_token)
bank_info = [bank_dto]
print(bank_info[0])
bank_account = bank_info[0]['bankAccount']
print(bank_account)
margin = account_info[0]['margin'] # 保证金
print('margin: ' + str(margin))
cash = account_info[0]['cash'] # 现金余额
print('cash: ' + str(cash))
debt = account_info[0]['debt'] # 负债
print('debt: ' + str(debt))
credit = account_info[0]['credit'] # 授信总额
print('credit: ' + str(credit))
credit_used = account_info[0]['creditUsed'] # 已用授信额度
print('credit(used): ' + str(credit_used))
event = _ACCOUNT_EVENT_UNWIND
if event_name == 'UNWIND':
event = _ACCOUNT_EVENT_UNWIND
if event_name == 'SETTLE':
event = _SETTLE_TRADE
if event_name == 'START':
event = _ACCOUNT_EVENT_START
if cash_amount > 0:
account_info = utils.call(
'clientSaveAccountOpRecord', {
'accountOpRecord': {
"tradeId": trade_id,
"accountId": legal_name + '0',
"legalName": legal_name,
"event": event,
"status": 'NORMAL',
"cashChange": cash_amount
}
}, 'reference-data-service', bct_host, bct_token)
print(account_info)
else:
if abs(cash_amount) > cash:
record_info = utils.call(
'clientSaveAccountOpRecord', {
'accountOpRecord': {
"accountId": legal_name + '0',
"legalName": legal_name,
"event": 'TRADE_CASH_FLOW',
"status": 'NORMAL',
"cashChange": abs(cash_amount + cash),
"debtChange": abs(cash_amount + cash)
}
}, 'reference-data-service', bct_host, bct_token)
print(record_info)
account_info = utils.call(
'clientSaveAccountOpRecord', {
'accountOpRecord': {
"tradeId": trade_id,
"accountId": legal_name + '0',
"legalName": legal_name,
"event": event,
"status": 'NORMAL',
"cashChange": cash_amount
}
}, 'reference-data-service', bct_host, bct_token)
print(account_info)
except Exception as e:
print("交易资金录入未知异常process_trade_cash" + repr(e))
def import_sheet_0(ip, headers):
pd_data = pd.read_csv(import_party_excel_file,
encoding="gbk",
dtype={'code': str})
xinhu_partys = pd_data.where(pd_data.notnull(),
"空").to_dict(orient='records')
# 获取bct已经存在的分公司营业部信息
bct_subsidiary_branch_map = get_bct_subsidiary_branch_map(ip, headers)
bct_sales_map = get_bct_sales_map(ip, headers)
print("create sales start")
xinhu_sales_map = {}
for xinhu_party in xinhu_partys:
subsidiary = xinhu_party['bctsubsidiaryName']
branch = xinhu_party['bctbranchName']
sale = xinhu_party['bctsalesName']
list_to_sales_map(subsidiary, branch, sale, xinhu_sales_map)
for subsidiary, branch_map in xinhu_sales_map.items():
bct_branchs = []
if bct_subsidiary_branch_map.get(subsidiary):
bct_branchs = bct_subsidiary_branch_map.get(subsidiary)
if bct_branchs:
subInfo = bct_branchs[0]
else:
subInfo = create_subsidiary(subsidiary, ip, headers)
for branch, sales_list in branch_map.items():
branchInfo = None
for bct_branch in bct_branchs:
if branch == bct_branch['branchName']:
branchInfo = bct_branch
break
if not branchInfo:
branchInfo = create_branch(subInfo['subsidiaryId'], branch, ip,
headers)
for sale in sales_list:
if not check_sale_exist(subsidiary, branch, sale,
bct_sales_map):
create_sales(branchInfo['branchId'], sale, ip, headers)
print("create sales end")
bct_sales_map = get_bct_sales_map(ip, headers)
# 获取bct所有交易对手
party_sales_dic = get_all_legal_sales_dic(ip, headers)
party_names = list(party_sales_dic.keys())
print("create partys start")
count = 0
for xinhu_party in xinhu_partys:
subsidiary_name = xinhu_party['bctsubsidiaryName']
branch_name = xinhu_party['bctbranchName']
sales_name = xinhu_party['bctsalesName']
if not check_sale_exist(subsidiary_name, branch_name, sales_name,
bct_sales_map):
print("sale not exist sale info", subsidiary_name, branch_name,
sales_name)
continue
try:
legal_name = xinhu_party['bctlegalName']
if legal_name in party_names:
print("交易对手{legal_name}已存在".format(legal_name=legal_name))
continue
client_type = xinhu_party['bctClientType']
legal_representative = xinhu_party['bctlegalRepresentative']
client_level = xinhu_party['bctclientLevel']
address = xinhu_party['bctaddress'] if xinhu_party[
'bctaddress'] and xinhu_party['bctaddress'].strip() else '空'
contract = xinhu_party['bctcontract'] if xinhu_party[
'bctcontract'] else '空'
trade_phone = xinhu_party['bcttradePhone']
trade_email = xinhu_party['bcttradeEmail']
if not (xinhu_party['bctmasterAgreementId']
and xinhu_party['bctmasterAgreementId'] != '空'):
print(legal_name, '主协议编号为空')
master_agreementId = xinhu_party['bctmasterAgreementId'] if xinhu_party['bctmasterAgreementId'] and \
xinhu_party['bctmasterAgreementId'] != '空' else \
xinhu_party['bctlegalName'] + '主协议编号'
investor_type = xinhu_party['bctinvestorType']
if master_agreementId in [
'JR-cwqq-190125', 'JR-cwqq-190129', 'JR-cwqq-190429',
'JR-cwqq-191113'
]:
# 特殊数据 以上主协议编号有重复
# print(legal_name,master_agreementId)
master_agreementId = legal_name + '主协议编号'
bct_party = {
"legalName": legal_name,
"clientType": client_type,
"clientLevel": client_level,
"investorType": investor_type,
"legalRepresentative": legal_representative,
"address": address,
"salesName": sales_name,
"warrantor": None,
"warrantorAddress": None,
"contact": contract,
"tradePhone": trade_phone,
"tradeEmail": trade_email,
"masterAgreementId": master_agreementId,
"trustorEmail": None,
"supplementalAgreementId": None,
"authorizeExpiryDate": None,
"signAuthorizerName": None,
"signAuthorizerIdNumber": None,
"signAuthorizerIdExpiryDate": None,
"masterAgreementNoVersion": None,
"masterAgreementSignDate": None,
"businessLicense": None,
"productName": None,
"productCode": None,
"productType": None,
"recordNumber": None,
"productFoundDate": None,
"productExpiringDate": None,
"fundManager": None,
"tradingDirection": None,
"tradingPermission": None,
"tradingPermissionNote": None,
"tradingUnderlyers": None,
"marginDiscountRate": None,
"subsidiaryName": subsidiary_name,
"branchName": branch_name,
"tradeAuthorizer": []
# "tradeAuthorizer": [
# {
# "tradeAuthorizerName": "0002姓名",
# "tradeAuthorizerIdNumber": "411528000000000000",
# "tradeAuthorizerIdExpiryDate": "2020-06-08",
# "tradeAuthorizerPhone": "18800000000"
# }
# ]
}
utils.call('refPartySave', bct_party, 'reference-data-service', ip,
headers)
count += 1
except Exception as e:
# error_msg="create party error"+repr(e)+'party name'+legal_name
# if "已经存在主协议编号为" in error_msg:
# print(legal_name,master_agreementId)
print("create party error", repr(e), 'party name', legal_name)
print("create party end")
print("create party success num", str(count))
def get_all_bct_trade_dic(ip, headers):
bct_trades = utils.call('trdTradeSearch', {}, 'trade-service', ip, headers)
bct_trade_dic = {}
for bct_trade in bct_trades:
bct_trade_dic[bct_trade['tradeId']] = bct_trade
return bct_trade_dic
def create_branch(subsidiary_id, branch_name, host, token):
return utils.call('refBranchCreate', {
'subsidiaryId': subsidiary_id,
'branchName': branch_name
}, 'reference-data-service', host, token)
def create_sales(branch_id, sales_name, host, token):
return utils.call('refSalesCreate', {
'branchId': branch_id,
'salesName': sales_name
}, 'reference-data-service', host, token)
def create_subsidiary(subsidiary_name, host, token):
return utils.call('refSubsidiaryCreate', {
'subsidiaryName': subsidiary_name,
}, 'reference-data-service', host, token)
def process_bank_cash(legal_name, cash_amount, transfer_date, bct_host, bct_token):
account_info = search_account(legal_name, bct_host, bct_token)
print(account_info[0])
bank_info = search_bank(legal_name, bct_host, bct_token)
print(bank_info[0])
bank_account = bank_info[0]['bankAccount']
print(bank_account)
margin = account_info[0]['margin'] # 保证金
print('margin: ' + str(margin))
cash = account_info[0]['cash'] # 现金余额
print('cash: ' + str(cash))
debt = account_info[0]['debt'] # 负债
print('debt: ' + str(debt))
credit = account_info[0]['credit'] # 授信总额
print('credit: ' + str(credit))
credit_used = account_info[0]['creditUsed'] # 已用授信额度
print('credit(used): ' + str(credit_used))
if cash_amount > 0:
try:
account_info = utils.call('cliFundEventSave', {
"clientId": legal_name,
"bankAccount": bank_account,
"paymentAmount": cash_amount,
"paymentDate": transfer_date,
"paymentDirection": "IN",
"accountDirection": "PARTY"
}, 'reference-data-service', bct_host, bct_token)
print(account_info)
except Exception as e:
print(repr(e))
else:
try:
if abs(cash_amount) > cash:
record_info = utils.call('clientSaveAccountOpRecord', {
'accountOpRecord': {
"accountId": legal_name + '0',
"legalName": legal_name,
"event": 'TRADE_CASH_FLOW',
"status": 'NORMAL',
"cashChange": abs(cash_amount + cash),
"debtChange": abs(cash_amount + cash)
}
}, 'reference-data-service', bct_host, bct_token)
print(record_info)
account_info = utils.call('cliFundEventSave', {
"clientId": legal_name,
"bankAccount": bank_account,
"paymentAmount": abs(cash_amount),
"paymentDate": transfer_date,
"paymentDirection": "OUT",
"accountDirection": "PARTY"
}, 'reference-data-service', bct_host, bct_token)
print(account_info)
except Exception as e:
print(repr(e))
