def run():
code_names = utils.get_stocks()
append_mode = True
update_fun = update_data
if code_names == []: # 第一次下载数据
stocks_main = utils.get_stocks(CONFIG_MAIN)
stocks_cyb = utils.get_stocks(CONFIG_CYB)
code_names = stocks_main + stocks_cyb
append_mode = False
update_fun = init_data
with concurrent.futures.ThreadPoolExecutor(max_workers=5) as executor:
future_to_stock = {
executor.submit(update_fun, stock): stock
for stock in code_names
}
for future in concurrent.futures.as_completed(future_to_stock):
stock = future_to_stock[future]
try:
data = future.result()
if data is not None:
file_name = stock[0] + '-' + stock[1] + '.h5'
data.to_hdf(DATA_DIR + "/" + file_name,
'data',
append=append_mode,
format='table')
except Exception as exc:
print('%s(%r) generated an exception: %s' %
(stock[1], stock[0], exc))
def profile():
if not session.has_key('user'):
return redirect(url_for('login'))
elif request.method=="GET":
d=session['user']
money=utils.get_money(d)
stock=utils.get_stocks(d)[0]
soul=utils.get_soul(d)
gain=utils.get_stocks(d)[1]
total=money+gain
return render_template('profile.html',d=d,money=money,stock=stock,soul=soul,gain=gain,total=total)
return redirect(url_for('profile'))
def run():
code_names = utils.get_stocks()
if code_names:
# stocks = list(zip(*code_names))
[append(ss) for ss in code_names]
# pool = threadpool.ThreadPool(10)
# requests = threadpool.makeRequests(append, stocks)
# [pool.putRequest(req) for req in requests]
# pool.wait()
else: # 第一次下载数据
stocks_main = utils.get_stocks(CONFIG_MAIN)
stocks_cyb = utils.get_stocks(CONFIG_CYB)
all_stocks = stocks_main + stocks_cyb
[fetch(ss) for ss in all_stocks]
def process():
logging.info("************************ process start ***************************************")
if utils.need_update_data():
logging.info("更新数据")
data_fetcher.run()
check_exit()
stocks = utils.get_stocks()
m_filter = check_enter(end_date=None)
results = list(filter(m_filter, stocks))
logging.info('选股结果：{0}'.format(results))
logging.info("************************ process end ***************************************")
def job():
if utils.is_weekday():
logging.info(
"*********************************************************************"
)
if utils.need_update_data():
logging.info("更新数据")
process.run()
stocks = utils.get_stocks()
m_filter = strategy(end_date=None)
results = list(filter(m_filter, stocks))
logging.info('选股结果：{0}'.format(results))
logging.info(
"*********************************************************************"
)
def process():
logging.info(
"************************ process start ***************************************"
)
utils.prepare()
data_fetcher.run()
check_exit()
stocks = utils.get_stocks()
m_filter = check_enter(end_date=None)
results = list(filter(m_filter, stocks))
logging.info('选股结果：{0}'.format(results))
notify.notify('选股结果：{0}'.format(results))
logging.info(
"************************ process end ***************************************"
)
def main(event, context):
"""Triggered from a message on a Cloud Pub/Sub topic.
Args:
event (dict): Event payload.
context (google.cloud.functions.Context): Metadata for the event.
"""
pubsub_message = base64.b64decode(event['data']).decode('utf-8')
####################################
########## Check tickers ###########
####################################
if pubsub_message == 'Ticker':
print('Getting list of predefined tickers')
defaultTickers = pd.read_csv('tickers.txt')
defaultTickerSet = set(defaultTickers['tickers'].values.tolist())
print("Going to Wikipedia to get list of current tickers in S&P500")
wikiTickers = utils.get_sp500_tickers()
# Need to filter out anything with a period.
filteredWikiTickers = [x for x in wikiTickers if '.' not in x]
# Now double check to make sure there's a max of 4 letters, remove otherwise
finalWikiTickers = [x for x in filteredWikiTickers if len(x)<=4]
wikiTickerSet = set(finalWikiTickers)
# Check if website tickers are different:
defaultNotInWiki = defaultTickerSet.difference(wikiTickerSet)
wikiNotInDefault = wikiTickerSet.difference(defaultTickerSet)
removeTicker = pd.DataFrame({'RemoveTickers': list(defaultNotInWiki)})
addTicker = pd.DataFrame({'AddTickers': list(wikiNotInDefault)})
if ((len(removeTicker)>0) | (len(addTicker)>0)):
print('Need to change some tickers..')
html, subject = emails.ticker_check_email(addTicker.to_html(), removeTicker.to_html())
response = emails.send_email(request=pubsub_message, html_content=html, subject=subject)
print(response)
else:
print("No tickers to change")
########################################
########## Run trading algo ###########
########################################
if pubsub_message == 'Trading':
# Get Tickers:
print('getting tickers')
tickers = pd.read_csv('tickers.txt')
tickers = tickers['tickers'].values.tolist()
print('getting access token')
newAccess = utils.get_access_token()
access_token = newAccess['access_token']
expires_in = newAccess['expires_in']
print('Running the algo..')
hist_stock_data = utils.get_stocks(token=access_token, tickers=tickers, expires_in=expires_in)
print('Calculating trade metrics..')
trade_metric_df = utils.calc_trade_metrics(stock_data=hist_stock_data)
print('Shape of trade metrics: ', trade_metric_df.shape)
print("Getting buy/sell symbols...")
(algoBuys, algoSells) = utils.find_trades(data_frame=trade_metric_df, token=access_token, tickers=tickers)
print('Submit the orders!')
# This is the old way - the slow way!
#(buys, sells) = utils.make_trades(positionsToBuy=algoBuys, positionsToSell=algoSells, token=access_token)
# Async order submissions
orderStart = pd.to_datetime('today')
asyncio.run(utils.make_trades_async(buySymbolsList=algoBuys, sellSymbolsList=algoSells, token=access_token))
orderEnd = pd.to_datetime('today')
print('Time took to send orders: ', (orderEnd - orderStart))
buyToday = hist_stock_data[(hist_stock_data['symbol'].isin(algoBuys) &
(hist_stock_data['datetime']==pd.to_datetime('today').strftime('%Y-%m-%d')))]['close'].sum()
sellToday = hist_stock_data[(hist_stock_data['symbol'].isin(algoSells) &
(hist_stock_data['datetime']==pd.to_datetime('today').strftime('%Y-%m-%d')))]['close'].sum()
maxNeeded = hist_stock_data[(hist_stock_data['datetime']==pd.to_datetime('today').strftime('%Y-%m-%d'))]['close'].sum()
print('Approx amount bought today: ', round(buyToday,2))
print('Approx amount sold today: ', round(sellToday,2))
print('Maximum possible needed: ', round(maxNeeded,2))
print('Trading bot deployed')
#######################################
# Save todays trades to DB #
#######################################
if pubsub_message == 'MorningTrades':
print('getting access token')
newAccess = utils.get_access_token()
access_token = newAccess['access_token']
expires_in = newAccess['expires_in']
print('Pulling and saving todays trades...')
today = pd.to_datetime('today').strftime('%Y-%m-%d')
todaysTrades = utils.get_historical_trades_DF(start_date=today, end_date=today, token=access_token)
print('There were {} trades today..'.format(todaysTrades.shape[0]))
print('Saving trades to the DB..')
db.save_trades_gbq(ordersDF=todaysTrades)
print('Done saving todays trades..')
html, subject = emails.daily_trades(tradesDF=todaysTrades)
response = emails.send_email(pubsub_message, html_content=html, subject=subject)
print('Email response: ', response)
print('Done saving and send todays trades...')
#######################################
# Shut it down! #
#######################################
if pubsub_message == 'Kill':
# Get Tickers:
print('getting tickers')
tickers = pd.read_csv('tickers.txt')
tickers = tickers['tickers'].values.tolist()
print('getting access token')
newAccess = utils.get_access_token()
access_token = newAccess['access_token']
orderStart = pd.to_datetime('today')
failures = utils.shut_it_down(token=access_token, tickers=tickers)
orderEnd = pd.to_datetime('today')
print('Trades that failed: ', failures)
print('Time took to send orders: ', (orderEnd - orderStart))
#######################################
# Update Refresh Token #
#######################################
if pubsub_message == 'Refresh Token':
newAccess = utils.get_access_token()
access_token = newAccess['access_token']
# Get a new token
newRefreshToken = utils.get_new_refresh_token(token=access_token)
print('New creds: ', newRefreshToken)
configFile = open("config.py").read().splitlines()
newString = "TD_REFRESH_TOKEN=\'{}\'".format(newRefreshToken['refresh_token'])
print(newString)
# Location of token string
configFile[1] = newString
with open('config.py', 'w') as f:
for item in configFile:
f.write("%s\n" % item)
print('Saved new refresh token')