def history_exists(c):
return False
if c.offers_at:
first_date_before = c.offers_at + timedelta(days=7)
q = Quote.query_one({
'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': {
'$lte': first_date_before
}
})
count = Quote.count({
'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d'
})
past_days = (datetime.utcnow() - c.offers_at).days
if past_days <= 2:
return True
trades_ratio = 1. * count / past_days
if q and trades_ratio > 3 / 7.:
return True
return False
def realtime(site):
conf = get_conf(site)
exchange = conf['abbr']
url = conf['quote']['realtime']['url']
type_ = conf['quote']['realtime']['type']
today = datetime.utcnow().replace(
minute=0, second=0, microsecond=0) + timedelta(hours=8)
if not url:
log.warning('{}尚未配置实时行情url'.format(exchange))
return
if today.hour < 9 or today.hour > 22:
log.warning('不在9点到22点之间, 不做解析')
return
today = today.replace(hour=0)
text = session.get(url, timeout=(3, 7)).text
quotes = parse_quotes(type_, text)
saved = 0
for q in quotes:
Collection.update_one({'exchange': exchange,
'symbol': q['symbol'].strip()},
{'$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': {'$lt': today}},
sort=[('quote_at', -1)])
if not lq or abs(lq.close - q['lclose']) < 0.01:
Quote(q).upsert()
saved += 1
log.info('{} 导入 {}/{} 条实时交易记录'.format(exchange, saved, len(quotes)))
def history_exists(c):
return False
if c.offers_at:
first_date_before = c.offers_at + timedelta(days=7)
q = Quote.query_one({'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d',
'quote_at': {'$lte':
first_date_before}})
count = Quote.count({'exchange': c.exchange,
'symbol': c.symbol,
'quote_type': '1d'})
past_days = (datetime.utcnow() - c.offers_at).days
if past_days <= 2:
return True
trades_ratio = 1. * count / past_days
if q and trades_ratio > 3 / 7.:
return True
return False
def open_at(exchange):
q = Quote.query_one({"exchange": exchange}, sort=[("quote_at", 1)])
d = q.quote_at if q else None
return d.strftime("%Y年%m月") if d else "尚未"
def open_at(exchange):
q = Quote.query_one({'exchange': exchange}, sort=[('quote_at', 1)])
d = q.quote_at if q else None
return d.strftime('%Y年%m月') if d else '尚未'
