class TradingLoader(object):
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('trading_loader')
def load_trading_data(self):
collection = self.db.trading_data
data = ts.get_today_all()
result = data.to_json(orient='records')
result = json.loads(result)
real_time = datetime.now(pytz.timezone('Asia/Shanghai'))
try:
for row in result:
row['date'] = real_time
old_record = collection.find_one({'code': row['code']})
if old_record:
collection.update_one({'code': row['code']}, {'$set': row})
else:
row_id = collection.insert_one(row).inserted_id
self.logger.info(
'trading data at {} has been successfully updated'.format(
real_time))
except Exception, e:
self.logger.error(e)
class BigDeal(object):
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('deal_loader')
def big_deal_loader(self, code, vol=400):
today = date.today()
today_str = datetime.strftime(today, '%Y-%m-%d')
try:
df = ts.get_sina_dd(code, date=today_str, vol=vol)
assert df is not None
result_set = df.to_json(orient='records')
result_set = json.loads(result_set)
for record in result_set:
volume = record['volume']
price = record['price']
amount = volume * price
if amount < 300000:
continue
deal_time = record.pop('time')
time_str = '{} {}'.format(today_str, deal_time)
date_time = datetime.strptime(time_str, '%Y-%m-%d %H:%M:%S')
record['date'] = date_time
self.db.deal_record.insert(record)
self.logger.info('{} has been inserted successfully at {}'.format(
code, today_str))
except Exception, e:
self.logger.error(
'{} has failed to insert beacuse of {} at {}'.format(
code, e, today_str))
class WeekLoader(object):
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('week_data')
def insert_history_data(self, data, code):
result_set = data.to_json(orient='records')
result_set = json.loads(result_set)
try:
for row_record in result_set:
row_record['date'] = datetime.strptime(row_record['date'],
'%Y-%m-%d')
old_record = self.db.week_data.find_one({
'code':
code,
'date':
row_record['date']
})
if old_record:
continue
ss = self.db.week_data.insert_one(row_record).inserted_id
except Exception, e:
self.logger.error('{} has failed to inserted for {} at {}'.format(
code, e, date.today()))
else:
async def fetch_price_cb(coin, direction):
client = AsyncHTTPClient()
url = "https://www.cola-otc.com/v1/advertisement/list"
ua = "CoinCola/2.4.1 (iPhone9,1; iOS 11.0.3) UUID/F410574E-D8B8-4FF4-A55F-ACA52C0D29A4"
headers = {
'Host': 'www.cola-otc.com',
'Accept': '*/*',
'User-Agent':
'CoinCola/2.4.1 (iPhone9,1; iOS 11.0.3) UUID/F410574E-D8B8-4FF4-A55F-ACA52C0D29A4',
'Accept-Language': 'zh',
'Authorization': 'Bearer',
}
data = {
'country_code': 'CN',
'crypto_currency': coin.upper(),
'limit': 100,
'offset': 0,
'sort_order': 'GENERAL',
'type': direction.upper(),
}
body = urlencode(data)
request = HTTPRequest(url,
method="POST",
body=body,
headers=headers,
user_agent=ua)
response = await client.fetch(request, raise_error=False)
if response.error:
logger.error(response.error)
return False
else:
j = json.loads(response.body)
r = Mongodb().insert_quotation(coin, j, with_time=True)
logger.info(r)
return True
class AverageStrategy(object):
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('average_strategy')
@staticmethod
def analyze_week_close(data):
result = {'success': False, 'message': None, 'flag': False}
try:
row, column = data.shape
ma5_now = data['ma5'].ix[row - 1]
ma10_now = data["ma10"].ix[row - 1]
ma5_last = data['ma5'].ix[row - 2]
ma10_last = data["ma10"].ix[row - 2]
if ma5_now >= ma10_now and ma5_last <= ma10_last:
result['flag'] = True
else:
result['flag'] = False
result['success'] = True
except Exception, e:
result['message'] = e
return result
def initialize(self):
self.__setattr__("mongo", Mongodb())
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('average_strategy')
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('trading_loader')
def __init__(self):
self.client = Mongodb()
self.db = self.client.conn()
self.logger = log_setting('week_data')