def callback(ch, method, properties, body):
#print("[X] Received %r" % (body.decode('utf-8'),))
message = body.decode('utf-8')
#message = body.decode()
jsonobj = json.loads(message)
task_model_name = jsonobj["mn"]
task_service_name = jsonobj["sn"]
task_service_file = jsonobj["sf"]
indicatorId = ""
if ("indicator_id" in jsonobj):
indicatorId = jsonobj["indicator_id"]
print("准备执行service层%r的%r方法" % (task_service_file, task_service_name))
uuid = uuid_util.gen_uuid()
task_model_name = getattr(TaskModel, task_model_name)
service_class_name = importlib.import_module('fof.service.' +
task_service_file)
off_line_service = getattr(service_class_name, task_service_name)
if indicatorId == "":
model = OfflineTaskModel(task_model_name, off_line_service, "", uuid)
else:
model = OfflineTaskModel(task_model_name, off_line_service, "", uuid,
indicatorId, "1")
logic_processor.doLogic(model, )
print("消费完成")
ch.basic_ack(delivery_tag=method.delivery_tag)
def callback(ch, method, properties, body):
# print("[X] Received %r" % (body.decode('utf-8'),))
message = body.decode('utf-8')
jsonobj = json.loads(message)
task_model_name = jsonobj["mn"]
task_service_name = jsonobj["sn"]
task_service_file = jsonobj["sf"]
indicatorId = ""
if ("indicator_id" in jsonobj):
indicatorId = jsonobj["indicator_id"]
print("准备执行service层%r" % task_service_name)
uuid = uuid_util.gen_uuid()
task_model_name = getattr(TaskModel, task_model_name)
service_class_name = __import__(task_service_file)
off_line_service = getattr(service_class_name, task_service_name)
if indicatorId == "":
model = OfflineTaskModel(task_model_name, off_line_service, "", uuid)
else:
model = OfflineTaskModel(task_model_name, off_line_service, "", uuid,
indicatorId, "1")
#启动长时间的任务线程执行
# worker = threading.Thread(target=thread_func, args=(ch, method, body,model))
logic_processor.doLogic(model)
# time1 = time.time()
# flag = True
# while flag:
# time2 = time.time()
# span = time2 - time1
# if span > 28800:
# flag = False
# print("退出任务")
ch.basic_ack(delivery_tag=method.delivery_tag)
def other_indicator(request):
"""
离线计算其他指标
:param request:
: indicatorId: 指标Id
:return:
"""
req = request.data
try:
bun = Bunch(req)
indicatorId = bun.indicatorId
except:
raise Error("indicatorId 不能为空")
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.qitazhibiao, offline_value_service.other_indicator, request, uuid,
extVal=indicatorId)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def indicator_score_rank(request, format=None):
"""
指标打分
:param request:
indicatorId ： 指标id
{"indicatorId": "1"}
:return:
"""
req = request.data
logger.info("req:", req)
try:
m = Bunch(req)
indicatorId = m.indicatorId
except Exception as ae:
raise Error("参数验证异常", ae)
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.zhibiaodafen,
offline_score_service.indicator_score_rank,
request, uuid, indicatorId, "1")
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def maximum_drawdown(request):
"""
离线计算最大回撤
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.zuidahuiche, offline_value_service.maximum_drawdown, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def volatility(request):
"""
离线计算年化波动率
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.nianhuabodonglv, offline_value_service.volatility, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def risk_single(request):
"""
风险因子业绩归因模块 fof_single_attr_riskmodel
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.stockRiskSingle,
offline_index_service.risk_single, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def stockexpousre(request):
"""
导入因子库
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.stockexpousre,
offline_index_service.stockexpousre, request,
uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def intervalYield(request):
"""
离线计算区间收益率
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.qujianshouyilv, offline_value_service.interval_yield, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, model)
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def calmar_ratio(request):
"""
离线计算卡玛比率
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.kamabilv, offline_value_service.calmar_ratio, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model,))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def net_value(request):
"""
基金净值风格划分 fof_fundnav_style
考虑到服务器的承载能力，该程序前期可每周更新，后续服务器运载能力加大，可改为每日更新
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_profit_style,
manager_service.net_value, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def return_his(request):
"""
基金经理股票筛选能力
table: fof_fund_main_stock_return_his
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jingliShaixuanNengli_return_his,
manager_service.return_his, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def compute_manager_product(request, format=None):
"""
计算基金经理管理的产品信息
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglichanpin,
manager_service.compute_manager_product, request,
uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def holding_style_all(request):
"""
风格分析 - 持仓风格
fof_fund_stock_style
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_holding_stype_all,
manager_service.holding_style_all, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def equ_timing(request):
"""
基金经理股票择时能力评价模型
请于每季结束后的第一个月的15日开始运行本程序(即基金季报发布)，按日更新，运行至该月末
如1季度结束后，于4月15日~4月30日每日更新该数据
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jingliNengli,
manager_service.equ_timing, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def holding_style_main(request):
"""
风格分析-持仓风格 fof_fund_tentop_stock_style
重仓股数风格暴露数据，请于每季结束后的第一个月的15日开始运行本程序，按日更新，运行至该月末
全部持仓数据，请于每年的8月21日~8月31日，以及3月21日~3月31日运行
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_holding_stype_main,
manager_service.holding_style_main, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def industry_config_score(request):
"""
离线计算基金经理行业配置能力
:keyword 表 fof_fund_industry_score
请于每季结束后的第一个月的15日开始运行本程序(即基金季报发布)，按日更新，运行至该月末
如1季度结束后，于4月15日~4月30日每日更新该数据
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jingliPeizhiNengli_score,
manager_service.industry_config_score, request,
uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
def hand_turn_over(request):
"""
能力分析-持股集中度、换手率 fof_fund_stock_porfolio
该程序于每半年进行一次更新
请于每年的3月20日~3月31日以及8月20日~8月31日更新
由于程序运行量不大，若更新时间配置麻烦，可设定为每日更新
:param request:
:return:
"""
uuid = uuid_util.gen_uuid()
model = OfflineTaskModel(TaskModel.jinglifengge_hand_change_rate,
manager_service.hand_turn_over, request, uuid)
ThreadTool.pool.submit(logic_processor.doLogic, (model, ))
view = OffLineView(uuid)
return JsonResponse(convert_to_dict(view))
print(model)
class EnchanceThread(Thread):
def __init__(self,
group: None = ...,
target: Optional[Callable[..., Any]] = ...,
name: Optional[str] = ...,
args: Iterable = ...,
kwargs: Mapping[str, Any] = ...,
*,
daemon: Optional[bool] = ...) -> None:
super().__init__(group, target, name, args, kwargs, daemon=daemon)
if __name__ == '__main__':
# pool = ThreadPoolExecutor(max_workers=100, thread_name_prefix='async_thread_pool')
ThreadTool()
#
# request = 123123
# uuid = 3
# pool.submit(runnable, (request,), uuid=uuid)
# task = r3(runnable, request, uuid=uuid)
model = OfflineTaskModel("区间收益率", r5, None, None)
# r3(r5, model)
# pool.submit(r5, (model,))
ThreadTool.add_task(r5, model)
def doLogic(model: OfflineTaskModel):
#model = model[0]
model = model
start_time = time.time()
taskType = model.taskType
uuid = model.uuid
taskModel = model.taskModel
func = model.func
if model.extVal is not None:
res = mysqlops.fetch_one(
MysqlConf.DB.fof,
"select indicator_name from fof_index where indicator_code ='" +
model.extVal + "'")
if res is None:
raise Error("指标id不存在:{}".format(model.extVal))
taskName = res['indicator_name'].decode("utf-8")
model.otherIndexName = taskName
else:
taskName = taskModel.value[0]
if OPEN_PREVENT_DUPLICATION == 'False': # 如果开启了任务防重就做判断拦截
sql = "select task_status " \
"from fof_task " \
"where DATE(UPDATE_TIME) = CURRENT_DATE() " \
"AND task_name='{}' " \
"AND task_type='{}' " \
"AND task_status in (0,1)" \
.format(taskName, taskType)
res = mysqlops.fetch_one(MysqlConf.DB.fof, sql)
if res:
log.warning("taskName:{},taskType:{},今天的任务处理状态为{},不需要再做处理".format(
taskName, taskType, res))
return
sql = "INSERT INTO fof_task VALUES ( %s, %s, %s, %s,%s ,%s,%s)"
tp = (uuid, taskName, taskType, TaskStatus.accept.value[0], "",
datetime.now(), datetime.now())
mysqlops.insert_one(MysqlConf.DB.fof, sql, tp)
log.info("taskType:%s,taskName:%s,开始 查询流水号:%s" %
(taskType, taskName, uuid))
try:
func(model)
except Exception as e:
log.exception("未知异常:\n")
sql = "update fof_task set task_status=%s,error_msg = %s,update_time = %s where task_id = %s"
tp = (TaskStatus.fail.value[0], str(e), datetime.now(), uuid)
mysqlops.insert_one(MysqlConf.DB.fof, sql, tp)
hours, minutes, seconds = compute_time(start_time)
log.error("taskType:%s,taskName:%s,出错 %s,查询流水号:%s,耗时: %s" %
(taskType, taskName, e, uuid,
"{:>02d}:{:>02d}:{:>02d}".format(hours, minutes, seconds)))
return
sql = "update fof_task set task_status=%s,update_time = %s where task_id = %s"
tp = (TaskStatus.ok.value[0], datetime.now(), uuid)
mysqlops.insert_one(MysqlConf.DB.fof, sql, tp)
hours, minutes, seconds = compute_time(start_time)
log.info("taskType:%s,taskName:%s,成功,查询流水号:%s,耗时: %s" %
(taskType, taskName, uuid, "{:>02d}:{:>02d}:{:>02d}".format(
hours, minutes, seconds)))