def whget(strategy,functor,priority=2500):
fname,sif = fetch_cur()
print 'last updated--%s:%s' % (sif.transaction[IDATE][-1],sif.transaction[ITIME][-1])
tradesy = functor(sif,strategy,priority_level=priority) #xfollow作为平仓信号，且去掉了背离平仓的信号
#print tradesy
xactions = iftrade.last_wactions(sif,tradesy)
for action in xactions:
action.price = action.price / 10.0
action.priority = iftrade.fpriority(action.functor)
action.state = sif.xstate[action.index-1] #信号当时状态
if action.xtype == XOPEN:
calc_stop(sif,action)
#action.sfollow = u'顺势' if action.xfollow else u'逆势'
action.sfollow = u'顺势' if action.xfollow>0 else u'逆势' if action.xfollow < 0 else u'不明'
else:
action.sfollow = u''
return fname,sif,xactions
def whget(strategy, functor, priority=2500):
fname, sif = fetch_cur()
print 'last updated--%s:%s' % (sif.transaction[IDATE][-1],
sif.transaction[ITIME][-1])
tradesy = functor(sif, strategy,
priority_level=priority) #xfollow作为平仓信号，且去掉了背离平仓的信号
#print tradesy
xactions = iftrade.last_wactions(sif, tradesy)
for action in xactions:
action.price = action.price / 10.0
action.priority = iftrade.fpriority(action.functor)
action.state = sif.xstate[action.index - 1] #信号当时状态
if action.xtype == XOPEN:
calc_stop(sif, action)
#action.sfollow = u'顺势' if action.xfollow else u'逆势'
action.sfollow = u'顺势' if action.xfollow > 0 else u'逆势' if action.xfollow < 0 else u'不明'
else:
action.sfollow = u''
return fname, sif, xactions
def check_signal1(self, name, his_data, dyn_data):
#print "check_signal"
sif = DataObject()
sif.name = name
sif.transaction = DynamicScheduler.concatenate(his_data.transaction,
dyn_data.transaction)
ifreader.prepare_index(sif)
#print 'prepared ok'
tradesy = trade_functor(sif,
trade_strategy,
priority_level=trade_priority)
xactions = iftrade.last_wactions(sif, tradesy) #最新的在最前面
sms_actions = []
#if len(xactions)>2:
# action = xactions[0]
# action1 = xactions[1]
# action2 = xactions[2]
# print 'actions[0]:',action.xtype,action.date,action.time,action.price
# print 'actions[1]:',action1.xtype,action1.date,action1.time,action1.price
# print 'actions[2]:',action2.xtype,action2.date,action2.time,action2.price
# action.xtype = XOPEN
cdate = sif.transaction[IDATE][-1]
ctime = sif.transaction[ITIME][-1]
xlog = open('d:/temp/actions.txt', 'a+')
print >> xlog, '\n', cdate, ctime, ':'
for xa in xactions[:10]:
if xa.date == cdate:
print >> xlog, '\t', xa.date, xa.time, xa.xtype
xlog.close()
for action in xactions:
if action.xtype == XOPEN and (
action.date > dyn_data.last_checked_date or
(action.date == dyn_data.last_checked_date
and action.time > dyn_data.last_checked_time)):
action.price = action.price / 10.0
dynamic.calc_stop(sif, action)
#print 'to sms:', action.date,action.time,action.price
sms_actions.append(action)
dyn_data.last_checked_date = xactions[0].date
dyn_data.last_checked_time = xactions[0].time
#print 'check time:',dyn_data.last_checked_time
return sms_actions
def check_signal1(self,name,his_data,dyn_data):
#print "check_signal"
sif = DataObject()
sif.name = name
sif.transaction = DynamicScheduler.concatenate(his_data.transaction,dyn_data.transaction)
ifreader.prepare_index(sif)
#print 'prepared ok'
tradesy = trade_functor(sif,trade_strategy,priority_level=trade_priority)
xactions = iftrade.last_wactions(sif,tradesy) #最新的在最前面
sms_actions = []
#if len(xactions)>2:
# action = xactions[0]
# action1 = xactions[1]
# action2 = xactions[2]
# print 'actions[0]:',action.xtype,action.date,action.time,action.price
# print 'actions[1]:',action1.xtype,action1.date,action1.time,action1.price
# print 'actions[2]:',action2.xtype,action2.date,action2.time,action2.price
# action.xtype = XOPEN
cdate = sif.transaction[IDATE][-1]
ctime = sif.transaction[ITIME][-1]
xlog = open('d:/temp/actions.txt','a+')
print >>xlog,'\n',cdate,ctime,':'
for xa in xactions[:10]:
if xa.date == cdate:
print >> xlog,'\t',xa.date,xa.time,xa.xtype
xlog.close()
for action in xactions:
if action.xtype == XOPEN and (action.date > dyn_data.last_checked_date
or (action.date == dyn_data.last_checked_date and action.time > dyn_data.last_checked_time)):
action.price = action.price / 10.0
dynamic.calc_stop(sif,action)
#print 'to sms:', action.date,action.time,action.price
sms_actions.append(action)
dyn_data.last_checked_date = xactions[0].date
dyn_data.last_checked_time = xactions[0].time
#print 'check time:',dyn_data.last_checked_time
return sms_actions
