def sync_collections():
from ybk.config import setup_config
from ybk.models import Collection as C1
from ybk.models import Quote as Q1
setup_config()
for c in C1.query():
print(c.exchange, c.symbol)
td = Q1.count({'exchange': c.exchange,
'symbol': c.symbol,
'type_': '1d'}) + 1
if td == 1:
if not c.offers_at:
# 没录入过, 基本上会挂
continue
# 如果K线不存在, 可能是交易行情无法获取, 直接用估算数字
td = (datetime.utcnow() - c.offers_at).days - 1
c2 = Collection({
'exchange': c.exchange,
'symbol': c.symbol,
'name': c.name,
'trade_day': td,
})
c2.upsert()
def parse():
nav = 'parse'
url = request.args.get('url')
num_parsed = Announcement.count({
'parsed': True,
'type_': {
'$in': ['offer', 'result']
}
})
num_total = Announcement.count({'type_': {'$in': ['offer', 'result']}})
if url:
announcement = Announcement.query_one({'url': url})
colls = list(Collection.query({'from_url': url}))
for coll in colls:
if coll.offers_at:
coll.offers_at2 = coll.offers_at.strftime('%Y%m%d')
if coll.offer_cash_ratio:
coll.offer_cash_ratio = '{:2.0f}%'.format(
coll.offer_cash_ratio * 100)
if coll.offer_price:
coll.offer_price = str(coll.offer_price)
if coll.offer_price.endswith('.0'):
coll.offer_price = coll.offer_price[:-2]
all_done = num_parsed == num_total
return render_template('admin/parse.html', **locals())
def load_symbols():
exchange = request.args.get('exchange', '')
query = request.args.get('query', '')
exclude = request.args.get('exclude', '')
cond = {
'$or': [{
'name': {
'$regex': query
}
}, {
'symbol': {
'$regex': query
}
}]
}
if exchange:
cond['exchange'] = exchange
result = [
{
'text': '{}({})'.format(c.symbol, c.name),
'value': c.symbol
} # '{}-{}'.format(c.symbol, c.name)}
for c in Collection.query(cond, {
'name': 1,
'symbol': 1
})
]
if exclude:
result = [r for r in result if exclude not in r['text']]
return jsonify(result=result)
def parse_save():
exchange = request.form.get('exchange')
status = request.form.get('status', '申购中')
from_url = request.form.get('from_url')
type_ = request.form.get('type')
result = json.loads(request.form.get('result', []))
if not exchange:
return jsonify(status=500, reason="字段不全")
from_url = html.unescape(from_url)
if type_ == 'offer':
for coll in result:
coll['exchange'] = exchange
coll['status'] = status
coll['from_url'] = from_url
coll['offer_quantity'] = int(coll['offer_quantity'])
coll['offer_price'] = float(coll['offer_price'])
coll['offers_at'] = datetime.strptime(coll['offers_at'], '%Y%m%d')
coll['offer_cash_ratio'] = int(coll['offer_cash_ratio'].replace(
'%', '')) / 100.
Collection(coll).upsert()
Announcement.update_one({'_id': from_url}, {'$set': {'parsed': True}})
elif type_ == 'result':
for coll in result:
coll['exchange'] = exchange
coll['status'] = status
coll['from_url'] = from_url
if coll.get('invest_cash'):
coll['invest_cash'] = float(coll['invest_cash'])
else:
del coll['invest_cash']
if coll.get('invest_cash_return_ratio'):
coll['invest_cash_return_ratio'] = float(
coll['invest_cash_return_ratio'].replace('%', '')) / 100.
else:
del coll['invest_cash_return_ratio']
Collection(coll).upsert()
Announcement.update_one({'_id': from_url}, {'$set': {'parsed': True}})
return jsonify(status=200)
def realtime(site):
conf = get_conf(site)
exchange = conf['abbr']
url = conf['quote']['realtime']['url']
type_ = conf['quote']['realtime']['type']
today = datetime.utcnow().replace(
minute=0, second=0, microsecond=0) + timedelta(hours=8)
if not url:
log.warning('{}尚未配置实时行情url'.format(exchange))
return
if today.hour < 9 or today.hour > 22:
log.warning('不在9点到22点之间, 不做解析')
return
today = today.replace(hour=0)
text = session.get(url, timeout=(3, 7)).text
quotes = parse_quotes(type_, text)
saved = 0
for q in quotes:
Collection.update_one({'exchange': exchange,
'symbol': q['symbol'].strip()},
{'$set': {'name': q['name']}},
upsert=True)
q['exchange'] = exchange
q['quote_type'] = '1d'
q['quote_at'] = today
if q['open_'] in ['—', '-', None, '']:
continue
else:
# 找到上一个交易日的数据, 如果和lclose不符则舍弃
# 需要保证数据每天更新/不足时需要把日线补足才能正常显示
lq = Quote.query_one({'exchange': exchange,
'symbol': q['symbol'].strip(),
'quote_type': '1d',
'quote_at': {'$lt': today}},
sort=[('quote_at', -1)])
if not lq or abs(lq.close - q['lclose']) < 0.01:
Quote(q).upsert()
saved += 1
log.info('{} 导入 {}/{} 条实时交易记录'.format(exchange, saved, len(quotes)))
def history_sysframe(exchange, url, force):
for c in Collection.query({'exchange': exchange}):
try:
if not force and history_exists(c):
continue
# 拿到数据文件
theurl = ('{}/hqApplet/data/day/00{}.day.zip').format(
url, c.symbol)
log.info('fetching exchange {} url {}'.format(exchange, theurl))
r = session.get(
theurl, timeout=(5, 10), verify=False)
if r.status_code != 200:
log.warning('{}_{}下载失败, 错误码: {}'
''.format(exchange, c.symbol, r.status_code))
continue
content = gzip.decompress(r.content)
# 解析之
num_rows = struct.unpack('>i', content[0:4])[0]
kline_days = []
for i in range(num_rows):
raw_row = content[4 + 40 * i: 4 + 40 * i + 40]
row = struct.unpack('>i5f2ifi', raw_row)
t = row[0]
date = datetime(year=int(str(t)[0:2]) + 1997,
month=int(str(t)[2:4]),
day=int(str(t)[4:6]),
minute=int(str(t)[6:8] or 0),
second=int(str(t)[8:10] or 0))
# row[6]总是0, 不知道是啥
q = {
'exchange': exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': date,
'open_': row[1],
'high': row[2],
'low': row[3],
'close': row[4],
'mean': row[5],
'volume': row[7],
'amount': row[8],
'quantity': row[9],
}
if kline_days:
q['lclose'] = kline_days[-1]['close']
save_quotes(q, c, first_quote=False)
else:
save_quotes(q, c, first_quote=True)
kline_days.append(q)
except:
log.exception('{}:{} 抓取失败'.format(c.exchange, c.symbol))
def history_sysframe(exchange, url, force):
for c in Collection.query({'exchange': exchange}):
try:
if not force and history_exists(c):
continue
# 拿到数据文件
theurl = ('{}/hqApplet/data/day/00{}.day.zip').format(
url, c.symbol)
log.info('fetching exchange {} url {}'.format(exchange, theurl))
r = session.get(theurl, timeout=(5, 10), verify=False)
if r.status_code != 200:
log.warning('{}_{}下载失败, 错误码: {}'
''.format(exchange, c.symbol, r.status_code))
continue
content = gzip.decompress(r.content)
# 解析之
num_rows = struct.unpack('>i', content[0:4])[0]
kline_days = []
for i in range(num_rows):
raw_row = content[4 + 40 * i:4 + 40 * i + 40]
row = struct.unpack('>i5f2ifi', raw_row)
t = row[0]
date = datetime(year=int(str(t)[0:2]) + 1997,
month=int(str(t)[2:4]),
day=int(str(t)[4:6]),
minute=int(str(t)[6:8] or 0),
second=int(str(t)[8:10] or 0))
# row[6]总是0, 不知道是啥
q = {
'exchange': exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': date,
'open_': row[1],
'high': row[2],
'low': row[3],
'close': row[4],
'mean': row[5],
'volume': row[7],
'amount': row[8],
'quantity': row[9],
}
if kline_days:
q['lclose'] = kline_days[-1]['close']
save_quotes(q, c, first_quote=False)
else:
save_quotes(q, c, first_quote=True)
kline_days.append(q)
except:
log.exception('{}:{} 抓取失败'.format(c.exchange, c.symbol))
def analysis():
nav = 'analysis'
exchange = request.args.get('exchange')
exs = sorted(list(Exchange.query()), key=lambda x: x.abbr)
exchanges = [e.abbr for e in exs]
ratings = [ex.rating for ex in exs]
if not exchange:
exchange = exchanges[0]
ex = None
for ex in exs:
if ex.abbr == exchange:
break
# invest history
ih_dates = []
ih_values_self = []
ih_values_all = []
for h in ex.invest_cash_history:
ih_dates.append(h['date'].strftime('%Y-%m-%d'))
ih_values_self.append(h['invest_cash'] / 1e8)
ih_values_all.append(h['total_cash'] / 1e8)
# increase history
inc_days = []
inc_series = []
symbols = []
for symbol, values in ex.increase_history.items():
if len(values) > len(inc_days):
inc_days = list(range(1, len(values)))
inc_series.append({
'name': symbol,
'type': 'line',
'data': [v * 100 for v in values],
})
symbols.append(symbol)
# predict
conf = get_conf(ex.abbr)
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
before = today - timedelta(days=conf['cashout'])
cashout_at = today + timedelta(days=conf['cashout'])
colls = list(
Collection.query({
'exchange': ex.abbr,
'offers_at': {
'$gte': before
}
}))
locals()['zip'] = zip
return render_template('frontend/analysis.html', **locals())
def collection():
nav = 'collection'
search = request.args.get('search', '')
exchange = request.args.get('exchange', '')
page = int(request.args.get('page', 1) or 1)
limit = 25
skip = limit * (page - 1)
cond = {}
if exchange:
cond['exchange'] = exchange
total = Collection.count(cond)
pagination = Pagination(page, limit, total)
collections = list(
Collection.query(cond,
sort=[('offers_at', -1)],
skip=skip, limit=limit))
for c in collections:
lp = Quote.latest_price(c.exchange, c.symbol)
if lp and c.offer_price:
c.total_increase = lp / c.offer_price - 1
return render_template('frontend/collection.html', **locals())
def load_symbols():
exchange = request.args.get('exchange', '')
query = request.args.get('query', '')
exclude = request.args.get('exclude', '')
cond = {'$or': [{'name': {'$regex': query}},
{'symbol': {'$regex': query}}]}
if exchange:
cond['exchange'] = exchange
result = [
{'text': '{}({})'.format(c.symbol, c.name),
'value': c.symbol} # '{}-{}'.format(c.symbol, c.name)}
for c in Collection.query(
cond,
{'name': 1, 'symbol': 1})]
if exclude:
result = [r for r in result if exclude not in r['text']]
return jsonify(result=result)
def analysis():
nav = 'analysis'
exchange = request.args.get('exchange')
exs = sorted(list(Exchange.query()), key=lambda x: x.abbr)
exchanges = [e.abbr for e in exs]
ratings = [ex.rating for ex in exs]
if not exchange:
exchange = exchanges[0]
ex = None
for ex in exs:
if ex.abbr == exchange:
break
# invest history
ih_dates = []
ih_values_self = []
ih_values_all = []
for h in ex.invest_cash_history:
ih_dates.append(h['date'].strftime('%Y-%m-%d'))
ih_values_self.append(h['invest_cash'] / 1e8)
ih_values_all.append(h['total_cash'] / 1e8)
# increase history
inc_days = []
inc_series = []
symbols = []
for symbol, values in ex.increase_history.items():
if len(values) > len(inc_days):
inc_days = list(range(1, len(values)))
inc_series.append({
'name': symbol,
'type': 'line',
'data': [v * 100 for v in values],
})
symbols.append(symbol)
# predict
conf = get_conf(ex.abbr)
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
before = today - timedelta(days=conf['cashout'])
cashout_at = today + timedelta(days=conf['cashout'])
colls = list(Collection.query({'exchange': ex.abbr,
'offers_at': {'$gte': before}}))
locals()['zip'] = zip
return render_template('frontend/analysis.html', **locals())
def parse():
nav = "parse"
url = request.args.get("url")
num_parsed = Announcement.count({"parsed": True, "type_": {"$in": ["offer", "result"]}})
num_total = Announcement.count({"type_": {"$in": ["offer", "result"]}})
if url:
announcement = Announcement.query_one({"url": url})
colls = list(Collection.query({"from_url": url}))
for coll in colls:
if coll.offers_at:
coll.offers_at2 = coll.offers_at.strftime("%Y%m%d")
if coll.offer_cash_ratio:
coll.offer_cash_ratio = "{:2.0f}%".format(coll.offer_cash_ratio * 100)
if coll.offer_price:
coll.offer_price = str(coll.offer_price)
if coll.offer_price.endswith(".0"):
coll.offer_price = coll.offer_price[:-2]
all_done = num_parsed == num_total
return render_template("admin/parse.html", **locals())
def parse(site):
rabbrs = {v: k for k, v in ABBRS.items()}
abbr = rabbrs[site]
parser = importlib.__import__('ybk.parsers.{}'.format(site),
fromlist=['Parser']).Parser()
log.info('解析交易所 {}'.format(abbr))
num_parsed = 0
num_failed = 0
for a in Announcement.query({'exchange': abbr,
'parsed': {'$ne': True}}):
log.info('parsing {}'.format(a.url))
try:
for c in parser.parse(a.type_, a.html):
c['from_url'] = a.url
Collection(c).upsert()
a.update({'$set': {'parsed': True}})
num_parsed += 1
except Exception as e:
num_failed += 1
if not isinstance(e, NotImplementedError):
log.exception('解析错误')
continue
log.info('解析完毕, {}个成功, {}个失败'.format(num_parsed, num_failed))
def history_winner(exchange, url, force):
assert url.startswith('tcp://')
host, port = url[6:].split(':')
port = int(port)
s = socket.socket()
s.connect((host, port))
def get_day_data(symbol):
bsymbol = symbol.encode('utf-8')
bizdata = b''.join([
b'\xfe\x8f\x00\x00',
b'\x00' * 12,
b'\x01\x00',
b',\x00',
b'\x02\x04',
b'\x00',
b'\x00',
b'\x00\x00\x00\x00',
b'\x013' + bsymbol,
b'\x03\x00',
b'\x00\x00',
b'\x00\x00\x00\x00\x00\x00\x00\x00',
b'Z\x00\x10\x00\x013' + bsymbol,
b'\x00\x00\x00\x00',
b'\x00',
b'\x00',
])
bdata = b''.join([
b'\x95\x00\x00\x95',
b'11=524\x00',
b'13=8\x00',
b'5=36862\x00',
b'4=109\x00',
b'1=66\x008=',
bizdata,
b'\x00',
b'1=40\x0069=markid=60ba7308cab942ee961536a74ec7c5f9\x00\x00',
])
s.sendall(bdata)
batch = 8192
result = []
while True:
result.append(s.recv(batch))
if len(result[-1]) != batch:
break
return b''.join(result)
def parse_day_data(data):
size = struct.unpack('>i', b'\x00' + data[1:4])[0]
assert size + 4 == len(data)
m = re.compile(b'1=(\d+)\x008=').search(data)
if m:
bizsize = int(m.group(1))
start = m.span()[1]
try:
bbiz = zlib.decompress(data[start:start + bizsize])
except:
bbiz = data[start:start + bizsize]
assert bbiz[:4] == b'\xfe\x8f\x00\x00'
num_packs = struct.unpack('<H', bbiz[16:18])[0]
sizes = [
struct.unpack('<H', bbiz[18 + 2 * i:20 + 2 * i])[0]
for i in range(num_packs)
]
for i in range(num_packs):
start = 18 + 2 * num_packs + 0 if i == 0 else sizes[i - 1]
if bbiz[start:start + 2] == b'\x02\x04':
# K线数据
symbol = bbiz[start + 10:start + 16].decode('utf-8')
count = struct.unpack('<I', bbiz[start + 16:start + 20])[0]
kline_days = []
for i in range(count):
begin = start + 20 + i * 32
row = struct.unpack('<Iiiiiiii',
bbiz[begin:begin + 32])
q = {
'exchange': exchange,
'symbol': symbol,
'quote_type': '1d',
'quote_at':
datetime.strptime(str(row[0]), "%Y%m%d"),
'open_': row[1] / 100,
'high': row[2] / 100,
'low': row[3] / 100,
'close': row[4] / 100,
'amount': row[5] / 1.,
'volume': row[6],
}
if kline_days:
q['lclose'] = kline_days[-1]['close']
save_quotes(q, c, first_quote=False)
else:
save_quotes(q, c, first_quote=True)
kline_days.append(q)
for c in Collection.query({'exchange': exchange}):
try:
if not force and history_exists(c):
continue
if '$' not in c.symbol:
log.info('feching {}_{} on {}'.format(c.exchange, c.symbol,
url))
data = get_day_data(c.symbol)
parse_day_data(data)
except:
log.exception('{}_{}获取失败'.format(exchange, c.symbol))
def collection_list():
exchange = request.args.get('exchange', '')
search = request.args.get('search', '')
sort = request.args.get('sort', 'offers_at')
order = request.args.get('order', 'desc')
limit = int(request.args.get('limit', 25))
offset = int(request.args.get('offset', 0))
if sort in ['offers_at', 'exchange', 'name', 'symbol',
'offer_price', 'offer_quantity']:
dbsort = [(sort, 1 if order == 'asc' else -1)]
else:
dbsort = None
cond = {}
if exchange:
cond['exchange'] = exchange
if search:
cond['$or'] = [
{'exchange': {'$regex': search}},
{'name': {'$regex': search}},
{'symbol': {'$regex': search}},
]
total = Collection.count(cond)
qs = Collection.find(cond)
if dbsort:
qs = [Collection(c) for c in
qs.sort(dbsort).skip(offset).limit(limit)]
rows = [{
'offers_at': c.offers_at,
'exchange': c.exchange,
'name': c.name,
'symbol': c.symbol,
'offer_price': c.offer_price,
'offer_quantity': c.offer_quantity,
'offer_cash_ratio': c.offer_cash_ratio,
'offer_cash': c.offer_cash,
'result_ratio_cash': c.result_ratio_cash,
}
for c in qs]
for d in rows:
d['total_increase'] = None
lp = Quote.latest_price(d['exchange'], d['symbol'])
if lp and d['offer_price']:
d['total_increase'] = lp / d['offer_price'] - 1
if not dbsort:
rows = sorted(rows,
key=lambda x: x.get(sort) or 0,
reverse=order == 'desc')
rows = rows[offset:offset + limit]
for d in rows:
d['offers_at'] = d['offers_at'].strftime(
'%Y-%m-%d') if d['offers_at'] else None
if d['offer_price']:
d['offer_price'] = '{:.2f}'.format(d['offer_price'])
if d['offer_cash_ratio']:
d['offer_cash_ratio'] = '{:.0f}%'.format(
d['offer_cash_ratio'] * 100)
if d['offer_cash']:
d['offer_cash'] = '{:.1f}'.format(d['offer_cash'])
if d['result_ratio_cash']:
d['result_ratio_cash'] = '{:.3f}%'.format(
d['result_ratio_cash'] * 100)
if d['total_increase']:
d['total_increase'] = '{:.1f}%'.format(
100 * (d['total_increase']))
return jsonify(total=total, rows=rows)
def history_winner(exchange, url, force):
assert url.startswith('tcp://')
host, port = url[6:].split(':')
port = int(port)
s = socket.socket()
s.connect((host, port))
def get_day_data(symbol):
bsymbol = symbol.encode('utf-8')
bizdata = b''.join([
b'\xfe\x8f\x00\x00', b'\x00' * 12,
b'\x01\x00',
b',\x00',
b'\x02\x04', b'\x00', b'\x00', b'\x00\x00\x00\x00',
b'\x013' + bsymbol,
b'\x03\x00', b'\x00\x00',
b'\x00\x00\x00\x00\x00\x00\x00\x00',
b'Z\x00\x10\x00\x013' + bsymbol, b'\x00\x00\x00\x00',
b'\x00', b'\x00',
])
bdata = b''.join([
b'\x95\x00\x00\x95',
b'11=524\x00',
b'13=8\x00',
b'5=36862\x00',
b'4=109\x00',
b'1=66\x008=', bizdata, b'\x00',
b'1=40\x0069=markid=60ba7308cab942ee961536a74ec7c5f9\x00\x00',
])
s.sendall(bdata)
batch = 8192
result = []
while True:
result.append(s.recv(batch))
if len(result[-1]) != batch:
break
return b''.join(result)
def parse_day_data(data):
size = struct.unpack('>i', b'\x00' + data[1:4])[0]
assert size + 4 == len(data)
m = re.compile(b'1=(\d+)\x008=').search(data)
if m:
bizsize = int(m.group(1))
start = m.span()[1]
try:
bbiz = zlib.decompress(data[start: start + bizsize])
except:
bbiz = data[start: start + bizsize]
assert bbiz[:4] == b'\xfe\x8f\x00\x00'
num_packs = struct.unpack('<H', bbiz[16:18])[0]
sizes = [struct.unpack('<H',
bbiz[18 + 2 * i: 20 + 2 * i])[0]
for i in range(num_packs)]
for i in range(num_packs):
start = 18 + 2 * num_packs + 0 if i == 0 else sizes[i - 1]
if bbiz[start:start + 2] == b'\x02\x04':
# K线数据
symbol = bbiz[start + 10: start + 16].decode('utf-8')
count = struct.unpack(
'<I', bbiz[start + 16: start + 20])[0]
kline_days = []
for i in range(count):
begin = start + 20 + i * 32
row = struct.unpack('<Iiiiiiii',
bbiz[begin: begin + 32])
q = {
'exchange': exchange,
'symbol': symbol,
'quote_type': '1d',
'quote_at': datetime.strptime(str(row[0]),
"%Y%m%d"),
'open_': row[1] / 100,
'high': row[2] / 100,
'low': row[3] / 100,
'close': row[4] / 100,
'amount': row[5] / 1.,
'volume': row[6],
}
if kline_days:
q['lclose'] = kline_days[-1]['close']
save_quotes(q, c, first_quote=False)
else:
save_quotes(q, c, first_quote=True)
kline_days.append(q)
for c in Collection.query({'exchange': exchange}):
try:
if not force and history_exists(c):
continue
if '$' not in c.symbol:
log.info('feching {}_{} on {}'.format(c.exchange, c.symbol, url))
data = get_day_data(c.symbol)
parse_day_data(data)
except:
log.exception('{}_{}获取失败'.format(exchange, c.symbol))
def update_trade_account(trade_account):
ta = trade_account
log.info('更新账号{}的信息'.format(ta._id))
if not ta.login_password:
ta.verified = False
ta.verify_message = '没有密码不能登录'
else:
try:
t = Trader(ta.exchange, ta.login_name, ta.login_password)
except KeyError:
ta.verified = False
ta.verify_message = '该交易所协议未破解'
except Exception as e:
ta.verified = False
ta.verify_message = str(e)
else:
if not t.is_logged_in:
ta.verified = False
ta.verify_message = t.last_error
else:
ta.verified = True
# update money
ta.money = t.money()
# update position
position = t.position()
if position is not None:
for p in position:
p['name'] = Collection.get_name(
ta.exchange, p['symbol']) or ''
ta.position = position
# update orders
orders = t.orders()
aggorders = {}
for o in orders:
o['name'] = Collection.get_name(
ta.exchange, o['symbol']) or ''
st = (o['symbol'], o['type_'])
if st not in aggorders:
aggorders[st] = o
else:
# 把成交汇总一下
oo = aggorders[st]
if oo['quantity'] > 0:
amount = oo['price'] * oo['quantity'] + \
o['price'] * o['quantity']
oo['quantity'] += o['quantity']
oo['price'] = amount / oo['quantity']
orders = aggorders.values()
ta.orders = orders
# update order_status
order_status = t.order_status()
for o in order_status:
o['name'] = Collection.get_name(
ta.exchange, o['symbol']) or ''
ta.order_status = order_status
ta.upsert()
user = User.query_one({'_id': ta.user})
accounting(user)
def trade_quote_history():
""" K线数据 """
exchange = request.args.get('exchange', '')
symbol = request.args.get('symbol', '')
c = Collection.query_one({'exchange': exchange, 'symbol': symbol})
period = request.args.get('period', '1d')
# chart1
qs = list(Quote.cached(3600).query({'exchange': exchange,
'symbol': symbol,
'quote_type': period}))
name = '{}({}_{})'.format(Collection.get_name(exchange, symbol),
exchange, symbol)
xdata = [q.quote_at.strftime('%Y/%m/%d') for q in qs]
sdata = [
(q.open_, q.close, q.low, q.high,)
for q in qs]
adata = [int(q.amount / 10000) for q in qs]
num_prefix = 100 - len(xdata)
if num_prefix > 0:
xdata = xdata + [''] * num_prefix
sdata = sdata + [()] * num_prefix
adata = adata + [0] * num_prefix
option1 = {
'title': {
'text': name
},
'xAxis': [{
'type': 'category',
'boundaryGap': True,
'axisTick': {'onGap': False},
'splitLine': {'show': False},
'data': xdata,
}],
'legend': {
'data': [name, '成交额(万)']
},
'dataZoom': {
'show': False,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
'series': [
{'name': '{}({}_{})'.format(c.name, c.exchange, c.symbol),
'type': 'k',
'data': sdata,
},
{'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': [],
},
],
}
# chart2
option2 = {
'title': {
'text': '',
},
'toolbox': {
'y': -30,
'show': True,
'feature': {
'mark': {'show': True},
'dataZoom': {'show': True},
'dataView': {'show': True, 'readOnly': False},
'magicType': {'show': True, 'type': ['line', 'bar']},
'restore': {'show': True},
'saveAsImage': {'show': True}
}
},
'tooltip': {
'trigger': 'axis',
'showDelay': 0,
},
'legend': {
'y': -30,
'data': ['成交额(万)'],
},
'xAxis': [
{
'type': 'category',
'position': 'top',
'boundaryGap': True,
'axisLabel': {'show': False},
'axisTick': {'onGap': False},
'splitLine': {'show': False},
'data': xdata,
}
],
'yAxis': {
'splitNumber': 3,
},
'series': [
{
'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': adata,
}
],
'grid': {
'x': 80,
'y': 5,
'x2': 20,
'y2': 40
},
'dataZoom': {
'show': True,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
}
return jsonify(status=200,
option1=option1,
option2=option2)
def trade_quote_realtime():
""" 实时数据/列表 """
# 全部 -> all
# 指数 -> index
# 持仓 -> position
# 自选 -> diy
category = request.args.get('category', '').strip()
search = request.args.get('search', '').strip()
sort = request.args.get('sort', '').strip()
order = request.args.get('order', 'asc').strip()
today = Quote.cached(3600).query_one({
'quote_type': '1d'
},
sort=[('quote_at', -1)]).quote_at
cond = {'quote_type': '1d', 'quote_at': today}
colls = set()
symbols = []
if search:
pairs = Collection.search(search)
symbols = [p[1] for p in pairs]
colls = set(pairs)
cond['symbol'] = {'$in': symbols}
elif category == 'all':
pass
elif category == 'index':
cs = list(Collection.cached(3600).query({'name': {'$regex': '指数$'}}))
colls = set((c.exchange, c.symbol) for c in cs)
symbols = [c.symbol for c in cs]
cond['symbol'] = {'$in': symbols}
elif category == 'position':
position = Position.user_position(current_user._id)
colls = set((p['exchange'], p['symbol']) for p in position)
symbols = [p['symbol'] for p in position]
cond['symbol'] = {'$in': symbols}
elif category == 'diy':
raise NotImplementedError
qs = [
q for q in Quote.query(cond)
if (not colls) or ((q.exchange, q.symbol) in colls)
]
qs = [{
'open_': q.open_,
'high': q.high,
'low': q.low,
'close': q.close,
'lclose': q.lclose,
'volume': q.volume,
'amount': q.amount,
'increase': 0 if not q.lclose else q.close / q.lclose - 1,
'exchange': q.exchange,
'symbol': q.symbol,
'name': Collection.get_name(q.exchange, q.symbol),
} for q in qs]
# sort
if sort:
qs = sorted(qs, key=lambda x: x[sort], reverse=order == 'desc')
# format
for q in qs:
if q['lclose']:
q['lclose'] = '{:.2f}'.format(q['lclose'])
q['open_'] = '{:.2f}'.format(q['open_'])
q['high'] = '{:.2f}'.format(q['high'])
q['low'] = '{:.2f}'.format(q['low'])
q['close'] = '{:.2f}'.format(q['close'])
q['amount'] = '{:.1f}万'.format(q['amount'] / 10000)
q['increase'] = '{:.1f}%'.format(q['increase'] * 100)
# add no result symbols
exist_pairs = set((q['exchange'], q['symbol']) for q in qs)
for exchange, symbol in (colls - exist_pairs):
qs.append({
'open_': '-',
'high': '-',
'low': '-',
'close': '-',
'lclose': '-',
'volume': '-',
'amount': '-',
'increase': '-',
'exchange': exchange,
'symbol': symbol,
'name': Collection.get_name(exchange, symbol),
})
return jsonify(status=200, total=len(qs), rows=qs)
def trade_quote_history():
""" K线数据 """
exchange = request.args.get('exchange', '')
symbol = request.args.get('symbol', '')
c = Collection.query_one({'exchange': exchange, 'symbol': symbol})
period = request.args.get('period', '1d')
# chart1
qs = list(
Quote.cached(3600).query({
'exchange': exchange,
'symbol': symbol,
'quote_type': period
}))
name = '{}({}_{})'.format(Collection.get_name(exchange, symbol), exchange,
symbol)
xdata = [q.quote_at.strftime('%Y/%m/%d') for q in qs]
sdata = [(
q.open_,
q.close,
q.low,
q.high,
) for q in qs]
adata = [int(q.amount / 10000) for q in qs]
num_prefix = 100 - len(xdata)
if num_prefix > 0:
xdata = xdata + [''] * num_prefix
sdata = sdata + [()] * num_prefix
adata = adata + [0] * num_prefix
option1 = {
'title': {
'text': name
},
'xAxis': [{
'type': 'category',
'boundaryGap': True,
'axisTick': {
'onGap': False
},
'splitLine': {
'show': False
},
'data': xdata,
}],
'legend': {
'data': [name, '成交额(万)']
},
'dataZoom': {
'show': False,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
'series': [
{
'name': '{}({}_{})'.format(c.name, c.exchange, c.symbol),
'type': 'k',
'data': sdata,
},
{
'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': [],
},
],
}
# chart2
option2 = {
'title': {
'text': '',
},
'toolbox': {
'y': -30,
'show': True,
'feature': {
'mark': {
'show': True
},
'dataZoom': {
'show': True
},
'dataView': {
'show': True,
'readOnly': False
},
'magicType': {
'show': True,
'type': ['line', 'bar']
},
'restore': {
'show': True
},
'saveAsImage': {
'show': True
}
}
},
'tooltip': {
'trigger': 'axis',
'showDelay': 0,
},
'legend': {
'y': -30,
'data': ['成交额(万)'],
},
'xAxis': [{
'type': 'category',
'position': 'top',
'boundaryGap': True,
'axisLabel': {
'show': False
},
'axisTick': {
'onGap': False
},
'splitLine': {
'show': False
},
'data': xdata,
}],
'yAxis': {
'splitNumber': 3,
},
'series': [{
'name': '成交额(万)',
'type': 'bar',
'symbol': 'none',
'data': adata,
}],
'grid': {
'x': 80,
'y': 5,
'x2': 20,
'y2': 40
},
'dataZoom': {
'show': True,
'realtime': True,
'start': (len(adata) - 100) * 100 // len(adata),
'end': 100
},
}
return jsonify(status=200, option1=option1, option2=option2)
def update_trade_account(trade_account):
ta = trade_account
log.info('更新账号{}的信息'.format(ta._id))
if not ta.login_password:
ta.verified = False
ta.verify_message = '没有密码不能登录'
else:
try:
t = Trader(ta.exchange, ta.login_name, ta.login_password)
except KeyError:
ta.verified = False
ta.verify_message = '该交易所协议未破解'
except Exception as e:
ta.verified = False
ta.verify_message = str(e)
else:
if not t.is_logged_in:
ta.verified = False
ta.verify_message = t.last_error
else:
ta.verified = True
# update money
ta.money = t.money()
# update position
position = t.position()
if position is not None:
for p in position:
p['name'] = Collection.get_name(
ta.exchange, p['symbol']) or ''
ta.position = position
# update orders
orders = t.orders()
aggorders = {}
for o in orders:
o['name'] = Collection.get_name(ta.exchange,
o['symbol']) or ''
st = (o['symbol'], o['type_'])
if st not in aggorders:
aggorders[st] = o
else:
# 把成交汇总一下
oo = aggorders[st]
if oo['quantity'] > 0:
amount = oo['price'] * oo['quantity'] + \
o['price'] * o['quantity']
oo['quantity'] += o['quantity']
oo['price'] = amount / oo['quantity']
orders = aggorders.values()
ta.orders = orders
# update order_status
order_status = t.order_status()
for o in order_status:
o['name'] = Collection.get_name(ta.exchange,
o['symbol']) or ''
ta.order_status = order_status
ta.upsert()
user = User.query_one({'_id': ta.user})
accounting(user)
def calendar():
nav = 'calendar'
starts_at = request.args.get('starts_at')
ends_at = request.args.get('ends_at')
if starts_at:
starts_at = datetime.strptime(starts_at, '%Y%m%d')
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
if not starts_at:
starts_at = today - timedelta(days=3)
ends_at = starts_at + timedelta(days=10)
# 表头
heads = []
d = starts_at
while d <= ends_at:
heads.append(
('周' + '一二三四五六日'[d.weekday()], '{}/{}'.format(d.month, d.day)))
d += timedelta(days=1)
# 表身
exs = [] # 交易所所在行
rowdict = defaultdict(list) # 交易所 -> 每天有/没有
seen = set()
ddict = {}
for c in Collection.query(
{'offers_at': {
'$gte': starts_at,
'$lte': ends_at
}},
sort=[('offers_at', 1)]):
if (c.exchange, c.offers_at) in seen:
continue
seen.add((c.exchange, c.offers_at))
if c.exchange not in exs:
exs.append(c.exchange)
d = ddict.get(c.exchange, starts_at)
while d < c.cashout_at:
if d >= c.offers_at and d < c.cashout_at:
cs = list(
Collection.query({
'offers_at': c.offers_at,
'exchange': c.exchange
}))
ndays = (c.cashout_at - c.offers_at).days
if c.offers_at + timedelta(days=ndays) > ends_at:
ndays = (ends_at - c.offers_at).days + 1
rowdict[c.exchange].append({
'colspan':
ndays,
'exchange':
c.exchange,
'count':
len(cs),
'cs':
cs,
'symbols':
','.join([c.symbol for c in cs])
})
ddict[c.exchange] = c.cashout_at
break
else:
rowdict[c.exchange].append({'colspan': 1})
d += timedelta(days=1)
banks = {}
details = {}
for ex in ddict:
d = ddict[ex]
while d <= ends_at:
spans = sum(x['colspan'] for x in rowdict[ex])
if spans < 11:
rowdict[ex].append({'colspan': 1})
d += timedelta(days=1)
c = get_conf(ex)
banks[ex] = c['opening']['bank']
details[ex] = {}
for cell in rowdict[ex]:
if 'cs' in cell:
for c in cell['cs']:
details[ex][c.symbol] = {
'name': c.name,
'price': c.offer_price,
'offer_cash': c.offer_cash or 0,
'expected_ratio': c.expected_result_cash_ratio or 0,
'expected_revenue': c.expected_annual_profit or 0,
}
if not exs:
exs = ['无申购']
prev_starts_at = (starts_at - timedelta(days=10)).strftime('%Y%m%d')
next_starts_at = (starts_at + timedelta(days=10)).strftime('%Y%m%d')
thisdate = (datetime.utcnow() + timedelta(hours=8))
thisdate = '{}/{}'.format(thisdate.month, thisdate.day)
return render_template('frontend/calendar.html', **locals())
def trade_quote_realtime():
""" 实时数据/列表 """
# 全部 -> all
# 指数 -> index
# 持仓 -> position
# 自选 -> diy
category = request.args.get('category', '').strip()
search = request.args.get('search', '').strip()
sort = request.args.get('sort', '').strip()
order = request.args.get('order', 'asc').strip()
today = Quote.cached(3600).query_one({'quote_type': '1d'},
sort=[('quote_at', -1)]).quote_at
cond = {'quote_type': '1d',
'quote_at': today}
colls = set()
symbols = []
if search:
pairs = Collection.search(search)
symbols = [p[1] for p in pairs]
colls = set(pairs)
cond['symbol'] = {'$in': symbols}
elif category == 'all':
pass
elif category == 'index':
cs = list(Collection.cached(3600).query({'name': {'$regex': '指数$'}}))
colls = set((c.exchange, c.symbol) for c in cs)
symbols = [c.symbol for c in cs]
cond['symbol'] = {'$in': symbols}
elif category == 'position':
position = Position.user_position(current_user._id)
colls = set((p['exchange'], p['symbol']) for p in position)
symbols = [p['symbol'] for p in position]
cond['symbol'] = {'$in': symbols}
elif category == 'diy':
raise NotImplementedError
qs = [q for q in Quote.query(cond)
if (not colls) or
((q.exchange, q.symbol) in colls)]
qs = [{
'open_': q.open_,
'high': q.high,
'low': q.low,
'close': q.close,
'lclose': q.lclose,
'volume': q.volume,
'amount': q.amount,
'increase': 0 if not q.lclose else q.close / q.lclose - 1,
'exchange': q.exchange,
'symbol': q.symbol,
'name': Collection.get_name(q.exchange, q.symbol),
} for q in qs]
# sort
if sort:
qs = sorted(qs,
key=lambda x: x[sort],
reverse=order == 'desc')
# format
for q in qs:
if q['lclose']:
q['lclose'] = '{:.2f}'.format(q['lclose'])
q['open_'] = '{:.2f}'.format(q['open_'])
q['high'] = '{:.2f}'.format(q['high'])
q['low'] = '{:.2f}'.format(q['low'])
q['close'] = '{:.2f}'.format(q['close'])
q['amount'] = '{:.1f}万'.format(q['amount'] / 10000)
q['increase'] = '{:.1f}%'.format(q['increase'] * 100)
# add no result symbols
exist_pairs = set((q['exchange'], q['symbol']) for q in qs)
for exchange, symbol in (colls - exist_pairs):
qs.append({
'open_': '-',
'high': '-',
'low': '-',
'close': '-',
'lclose': '-',
'volume': '-',
'amount': '-',
'increase': '-',
'exchange': exchange,
'symbol': symbol,
'name': Collection.get_name(exchange, symbol),
})
return jsonify(status=200,
total=len(qs),
rows=qs)
def calendar():
nav = "calendar"
starts_at = request.args.get("starts_at")
ends_at = request.args.get("ends_at")
if starts_at:
starts_at = datetime.strptime(starts_at, "%Y%m%d")
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
if not starts_at:
starts_at = today - timedelta(days=3)
ends_at = starts_at + timedelta(days=10)
# 表头
heads = []
d = starts_at
while d <= ends_at:
heads.append(("周" + "一二三四五六日"[d.weekday()], "{}/{}".format(d.month, d.day)))
d += timedelta(days=1)
# 表身
exs = [] # 交易所所在行
rowdict = defaultdict(list) # 交易所 -> 每天有/没有
seen = set()
ddict = {}
for c in Collection.query({"offers_at": {"$gte": starts_at, "$lte": ends_at}}, sort=[("offers_at", 1)]):
if (c.exchange, c.offers_at) in seen:
continue
seen.add((c.exchange, c.offers_at))
if c.exchange not in exs:
exs.append(c.exchange)
d = ddict.get(c.exchange, starts_at)
while d < c.cashout_at:
if d >= c.offers_at and d < c.cashout_at:
cs = list(Collection.query({"offers_at": c.offers_at, "exchange": c.exchange}))
ndays = (c.cashout_at - c.offers_at).days
if c.offers_at + timedelta(days=ndays) > ends_at:
ndays = (ends_at - c.offers_at).days + 1
rowdict[c.exchange].append(
{
"colspan": ndays,
"exchange": c.exchange,
"count": len(cs),
"cs": cs,
"symbols": ",".join([c.symbol for c in cs]),
}
)
ddict[c.exchange] = c.cashout_at
break
else:
rowdict[c.exchange].append({"colspan": 1})
d += timedelta(days=1)
banks = {}
details = {}
for ex in ddict:
d = ddict[ex]
while d <= ends_at:
spans = sum(x["colspan"] for x in rowdict[ex])
if spans < 11:
rowdict[ex].append({"colspan": 1})
d += timedelta(days=1)
c = get_conf(ex)
banks[ex] = c["opening"]["bank"]
details[ex] = {}
for cell in rowdict[ex]:
if "cs" in cell:
for c in cell["cs"]:
details[ex][c.symbol] = {
"name": c.name,
"price": c.offer_price,
"offer_cash": c.offer_cash or 0,
"expected_ratio": c.expected_result_cash_ratio or 0,
"expected_revenue": c.expected_annual_profit or 0,
}
if not exs:
exs = ["无申购"]
prev_starts_at = (starts_at - timedelta(days=10)).strftime("%Y%m%d")
next_starts_at = (starts_at + timedelta(days=10)).strftime("%Y%m%d")
thisdate = datetime.utcnow() + timedelta(hours=8)
thisdate = "{}/{}".format(thisdate.month, thisdate.day)
return render_template("frontend/calendar.html", **locals())
