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 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)