def create_driver(self):
if self.driver:
raise Exception("Driver is already created.")
else:
# from selenium import webdriver
# from selenium.webdriver import DesiredCapabilities
logger.info("create driver.")
connector = ""
chrome_option = webdriver.ChromeOptions()
# chrome_option.add_argument("--blink-settings=imagesEnabled=false")
is_debug = bool(os.environ.get("IS_SELENIUM_DEBUG", False))
is_debug = True
if is_debug:
connector = "http://localhost:4444/wd/hub"
else:
connector = "http://selenium:4444/wd/hub"
driver = webdriver.Remote(
command_executor=connector,
desired_capabilities=DesiredCapabilities.CHROME.copy(),
options=chrome_option,
keep_alive=True,
)
return driver
def calc_loss(self, ask_or_bid, price):
if not isinstance(price, decimal.Decimal):
# TODO: priceをdecimal型にしておく
logger.info("calc_limit: decimal型にしておけよ")
price = decimal.Decimal(str(price))
if self.order_logic.ask_loss_rate is not None and ask_or_bid == "ask":
return price * self.order_logic.ask_loss_rate
elif self.order_logic.bid_loss_rate is not None and ask_or_bid == "bid":
return 2 * price - (price * self.order_logic.bid_loss_rate)
else:
return None
async def notify(self, sign, close_time_or_every_second):
if sign == "ask":
pass
elif sign == "bid":
pass
elif sign == "limit":
logger.info(f"{close_time_or_every_second} detect limit.")
elif sign == "loss":
logger.info(f"{close_time_or_every_second} detect loss.")
else:
raise Exception()
def cleanup_driver(self):
"""
ブラウザタブを１つにし、ブランクページを開く。
これは、ブラウザ起動コスト削減するため、インスタンスを再利用するため。
"""
driver = self.driver
for handle in driver.window_handles:
driver.switch_to.window(handle)
if len(driver.window_handles) != 1:
driver.close()
driver.get("about:blank")
logger.info("browser was cleaned up.")
async def exec(self, id: int):
"""ジョブを実行する。last_check_dateからさかのぼってエントリーを行う。Noneの場合は、本日分よりトレードを行う。"""
tmp = await self.get(id=id)
job = schemas.TradeJob.from_orm(tmp)
import magnet.datastore.crud
ohlc = magnet.datastore.crud.CryptoOhlcDaily(self.db)
rep_result = crud.TradeResult(self.db)
scheduler = []
def create_schedule(before, until):
if before > until:
raise Exception()
diff = (until - before).days
start_day = datetime.date.today() - datetime.timedelta(days=diff)
for day_count in range(diff):
yield start_day + datetime.timedelta(days=day_count)
if job.job_type == "production":
broker = brokers.instatiate(job.broker)
broker.sleep_interval = 10
if job.last_check_date is None:
scheduler = list(create_schedule(datetime.date.today(), datetime.date.today()))
else:
scheduler = list(create_schedule(job.last_check_date.date(), datetime.date.today()))
elif job.job_type == "virtual":
# 現在に対して仮想的にトレードを行う
broker = brokers.instatiate(job.broker)
broker.sleep_interval = 10
broker = broker # 仮想ブローカーにラップする
if job.last_check_date is None:
current_date = datetime.datetime.now().date() - datetime.timedelta(days=1) # 本日はすなわち昨日のクローズタイム - 1日
scheduler = [datetime.date.today()]
raise NotImplementedError()
elif job.job_type == "backtest":
# 過去データに対してトレードを行う
job = await self.reset_order_status(id=job.id)
job = schemas.TradeJob.from_orm(job)
rep_result.delete_by_job_name(job.name)
broker = brokers.instatiate("backtest")
broker.sleep_interval = 0 # 外部との通信はないので0
query = ohlc.select_close_date(
provider=job.provider,
market=job.market,
product=job.product,
periods=job.periods,
until=datetime.date.today(),
order_by="asc"
)
scheduler = [datetime.datetime.combine(x.close_time, datetime.time()) for x in query][:-1]
logger.info(f"{len(scheduler)}件のデータでバックテストを行います。")
else:
raise Exception()
# broker.get_topic
# broker.scheduler = scheduler
# broker.trade_type = None
broker.db = self.db
broker.detect_signal = algorithms.detectors.get(job.detector_name)
for dt in scheduler:
# ジョブを更新しないと状態が更新されない
# tmp = await self.get(id=id)
# job = schemas.TradeJob.from_orm(tmp)
job = await self.stop_and_reverse(job, broker, dt)
return job
def output(self, input: schemas.CommonSchema):
logger.info(input.detail)
service.create(self.db, input)
def shutdown_event():
logger.info("shutdown fastapi app!!!!!!!")
async def startup_event():
logger.info("startup fastapi app!!!!!!!!")
app.include_router(magnet.ingester.views.router, prefix="/ingester")
app.include_router(magnet.trader.views.router, prefix="/trader")
app.include_router(magnet.develop.views.router, prefix="/develop")
@app.on_event("startup")
async def startup_event():
logger.info("startup fastapi app!!!!!!!!")
@app.on_event("shutdown")
def shutdown_event():
logger.info("shutdown fastapi app!!!!!!!")
logger.info(f"[STARTUP EVENT]: {len(app.router.on_startup)}")
for event in app.router.on_startup:
logger.info(f"{event.__module__}.{event.__name__}")
logger.info(f"[SHUTDOWN EVENT]: {len(app.router.on_shutdown)}")
for event in app.router.on_shutdown:
logger.info(f"{event.__module__}.{event.__name__}")
def exec_pytest():
# ログイン時にscope=["me", "items"]を要求すると、最後の要素しか反映されない
# pytestをpythonから起動するには？？
# pytest.main(["--cov", "-s"])
# 対象のテストのみ実行するには？
# pytest.main(["test_mod.py::test_func"])
# pytest.main(["test_mod.py::TestClass::test_func"])