def handle(self, *args, **options):
try:
#print options
self.sdate = options.get('sdate', '')
self.edate = options.get('edate', '') or self.sdate
self.platforms = [
s for s in options.get('platforms', '').split(',') if s
]
self.statistics = [
int(s) for s in options.get('statistics', '').split(',') if s
]
is_create_time = False #options.get('is_create_time',False)
is_get_json_file = options.get('get_json_file', '')
if options.get('cron'):
self.cron_run()
return
PlatFormStatisticManager.create_center_platform_statistic_table()
if self.sdate:
sdate = convert_to_datetime(self.sdate)
edate = convert_to_datetime(self.edate)
pm = PlatFormStatisticManager(sdate, edate, self.statistics,
self.platforms)
if is_get_json_file:
pm.update_channel_server_data()
else:
pm.start()
except:
traceback.print_exc()
def __init__(self,
strategy_label,
enter_signal,
exit_signal,
risk_cap,
starting_cash,
chart_functions,
chart_functions_new,
symbol_blacklist,
trading_symbols,
trading_start,
trading_end,
trading_type,
trading_commission,
always_plot):
self.strategy_label = strategy_label
p = re.compile('(\s\s*)')
self.enter_signal = p.sub(' ', enter_signal)
self.exit_signal = p.sub(' ', exit_signal)
self.risk_cap = p.sub(' ', risk_cap)
self.starting_cash = starting_cash
self.chart_functions = chart_functions
self.chart_functions_new = chart_functions_new
self.trading_start = util.convert_to_datetime(trading_start)
self.trading_end = util.convert_to_datetime(trading_end)
symbol_start = self.trading_start - datetime.timedelta(100)
self.trading_symbols = sl.SymbolList(trading_symbols,
symbol_blacklist,
symbol_start,
self.trading_end)
self.trading_symbols_label = trading_symbols
#self.trading_start = datetime.strptime(trading_start, "%Y%M%d")
#self.trading_end = datetime.strptime(trading_end, "%Y%M%d")
self.trading_type = trading_type
self.trading_commission = trading_commission
self.always_plot = always_plot
self.daterange = util.date_range(self.trading_start, self.trading_end)
print self.daterange
# Portfolio to manage the trading transactions of the strategy
self.portfolio = portfolio.Portfolio(self.starting_cash,
self.trading_start,
self.trading_commission)
# time series used to store when we are in or out of the market
self.in_n_out = None
self.trading_days = None
# dictionary with time series of computed indicators
# time series to store the performance of the current trading strategy
self.performance_index = {}
self.stock_chart = {}
self.indicators = {}
def __init__(self, **values):
self.start_date = values.pop('start_date', None)
if self.start_date:
self.start_date = convert_to_datetime(self.start_date)
# Check field names and yank out all None valued fields
for key, value in list(iteritems(values)):
if key not in self.FIELD_NAMES:
raise TypeError('Invalid field name: %s' % key)
if value is None:
del values[key]
self.fields = []
assign_defaults = False
for field_name in self.FIELD_NAMES:
if field_name in values:
exprs = values.pop(field_name)
is_default = False
assign_defaults = not values
elif assign_defaults:
exprs = DEFAULT_VALUES[field_name]
is_default = True
else:
exprs = '*'
is_default = True
field_class = self.FIELDS_MAP[field_name]
field = field_class(field_name, exprs, is_default)
self.fields.append(field)
def __init__(self, strategy_label, enter_signal, exit_signal, risk_cap,
starting_cash, chart_functions, chart_functions_new,
symbol_blacklist, trading_symbols, trading_start, trading_end,
trading_type, trading_commission, always_plot):
self.strategy_label = strategy_label
p = re.compile('(\s\s*)')
self.enter_signal = p.sub(' ', enter_signal)
self.exit_signal = p.sub(' ', exit_signal)
self.risk_cap = p.sub(' ', risk_cap)
self.starting_cash = starting_cash
self.chart_functions = chart_functions
self.chart_functions_new = chart_functions_new
self.trading_start = util.convert_to_datetime(trading_start)
self.trading_end = util.convert_to_datetime(trading_end)
symbol_start = self.trading_start - datetime.timedelta(100)
self.trading_symbols = sl.SymbolList(trading_symbols, symbol_blacklist,
symbol_start, self.trading_end)
self.trading_symbols_label = trading_symbols
#self.trading_start = datetime.strptime(trading_start, "%Y%M%d")
#self.trading_end = datetime.strptime(trading_end, "%Y%M%d")
self.trading_type = trading_type
self.trading_commission = trading_commission
self.always_plot = always_plot
self.daterange = util.date_range(self.trading_start, self.trading_end)
print self.daterange
# Portfolio to manage the trading transactions of the strategy
self.portfolio = portfolio.Portfolio(self.starting_cash,
self.trading_start,
self.trading_commission)
# time series used to store when we are in or out of the market
self.in_n_out = None
self.trading_days = None
# dictionary with time series of computed indicators
# time series to store the performance of the current trading strategy
self.performance_index = {}
self.stock_chart = {}
self.indicators = {}
def handle(self, *args, **options):
keep_connections()
try:
print options
self.sdate = options.get('sdate', '')
self.edate = options.get('edate', '') or self.sdate
self.server_ids = [
s for s in options.get('server_ids', '').split(',') if s
]
self.statistic_ids = [
s for s in options.get('statistic_ids', '').split(',') if s
]
if options.get('print', ''):
print '-' * 3, '统计列表', '-' * 3
for s in Statistic.objects.all().order_by('log_type'):
print '%2s :%s' % (s.id, s.name)
print
return
if options.get('cron'):
self.cron_run()
return
if self.sdate:
sdate = convert_to_datetime(self.sdate)
edate = convert_to_datetime(self.edate)
date_list = self.get_date_list_from_month(sdate, edate)
for i, (s, e) in enumerate(date_list):
print '[%s] 第 %s 次执行 统计 时间 %s -%s ' % (
datetime.datetime.now(), i + 1, s, e)
sm = StatisticManager(s, e, self.statistic_ids,
self.server_ids)
sm.start_update()
print '[%s] 第 %s 次执行 统计 时间 %s -%s 完成!' % (
datetime.datetime.now(), i + 1, s, e)
except:
traceback.print_exc()
def handle(self, *args, **options):
try:
self.edate = options.get('edate', '') or datetime_to_str(
datetime.datetime.now())
self.sdate = options.get('sdate', '') or self.edate
self.server_ids = [
s for s in options.get('server_ids', '').split(',') if s
]
if options.get('cron'):
self.cron_run()
return
if self.edate:
sdate = convert_to_datetime(self.sdate)
edate = convert_to_datetime(self.edate)
im = InsertOnlineDateManager(sdate, edate, self.server_ids)
im.run()
close_connections()
else:
print '没有提供参数！'
except:
traceback.print_exc()
def __init__(self, run_date=None, timezone=None):
timezone = astimezone(timezone) or get_localzone()
if run_date is not None:
self.run_date = convert_to_datetime(run_date, timezone, 'run_date')
else:
self.run_date = datetime.now(timezone)