def show_statistic():
print('args:', request.args)
print('json:', request.json)
start_time = str(request.args.get('start_time'))
end_time = str(request.args.get('end_time'))
print('start_time:', start_time)
print('end_time:', end_time)
# 查询缓存
statistic_key = f'start_time:{start_time}_end_time:{end_time}'
statistic_dict = redis_mgr.get_from_redis(statistic_key)
if statistic_dict is not None:
return Utils.build_resp(0, 'success', statistic_dict)
# 若没有缓存则重新构造数据
raw_key = current_app.config['CACHE_RAW_KEY']
data = redis_mgr.load_df_from_redis(raw_key)
if data is None:
depth_raw = db_mgr.query('depth_raw')
order_raw = db_mgr.query('order_raw')
trade_raw = db_mgr.query('trade_raw')
data = db_mgr.combine_raw(depth_raw,
order_raw,
trade_raw,
resample_freq='1s')
redis_mgr.store_df_to_redis(raw_key, data)
# res_df = data.loc['2020-11-20 09:30:03':'2020-11-20 09:30:10'].agg(
# {'price': ['max', 'min'], 'OrderVolume': 'sum', 'TradeVolume': 'sum'})
data.set_index('time', inplace=True)
res_df = data.loc[start_time:end_time].agg({
'price': ['max', 'min'],
'OrderVolume': 'sum',
'TradeVolume': 'sum'
})
max_price = res_df.loc['max', 'price']
min_price = res_df.loc['min', 'price']
total_order = res_df.loc['sum', 'OrderVolume']
total_trade = res_df.loc['sum', 'TradeVolume']
result = dict(max_price=max_price,
min_price=min_price,
total_order=total_order,
total_trade=total_trade)
redis_mgr.set_to_redis(statistic_key, result)
return Utils.build_resp(0, 'success', result)
def show_bar_data(freq):
"""
data的key為 trade_volume: list
order_volume: list
ohlc: 二維list
time: list
"""
freq_key = 'CACHE_' + freq.upper()
if freq_key not in current_app.config:
return Utils.build_resp(-1, f'不支持{freq}', {})
freq_key = current_app.config[freq_key]
result: dict = redis_mgr.get_from_redis(freq_key)
if result is None:
ohlc_freq = db_mgr.query('ohlc_' + freq_key)
order_freq = db_mgr.query('order_' + freq_key)
trade_freq = db_mgr.query('trade_' + freq_key)
data: pd.DataFrame = db_mgr.combine_raw(ohlc_freq, order_freq,
trade_freq)
# print(data.head())
result: dict = Utils.treat_bar(data[:])
redis_mgr.set_to_redis(freq_key, result)
return Utils.build_resp(0, 'success', result)
def show_raw_data():
raw_key = current_app.config['CACHE_RAW_KEY']
data = redis_mgr.load_df_from_redis(raw_key)
if data is None:
depth_raw = db_mgr.query('depth_raw')
order_raw = db_mgr.query('order_raw')
trade_raw = db_mgr.query('trade_raw')
data = db_mgr.combine_raw(depth_raw,
order_raw,
trade_raw,
resample_freq='1s')
data.time = data.time.astype(str)
data.fillna(method='ffill', inplace=True)
data.dropna(axis=0, how='all', inplace=True)
redis_mgr.store_df_to_redis(raw_key, data)
data = serialize(data)
return Utils.build_resp(0, 'success', data)
