def get_holiday_list(format_str='%Y-%m-%d'):
holiday_list = []
host_server_model = ServerConstant().get_server_model('host')
session_common = host_server_model.get_db_session('history')
query = session_common.query(HolidayInfo)
for holiday_info_db in query:
holiday_list.append(holiday_info_db.holiday.strftime(format_str))
return holiday_list
def __account_position_enter(add_flag):
print 'Enter XT_position_analysis add_account_position.'
host_server_model = ServerConstant().get_server_model('host')
global session_portfolio, session_om
session_portfolio = host_server_model.get_db_session('portfolio')
session_om = host_server_model.get_db_session('om')
xt_position_file_list = FileUtils(file_path).filter_file(
'PROXYXH_POSITION', now_date_str)
for xt_file in xt_position_file_list:
read_position_file_xt('%s/%s' % (file_path, xt_file), add_flag)
session_portfolio.commit()
session_om.commit()
print 'Exit XT_position_analysis add_account_position.'
def build_trading_time_dict():
host_server_model = ServerConstant().get_server_model('host')
session_history = host_server_model.get_db_session('history')
query = session_history.query(InstrumentHistory)
for instrument_history_db in query:
trading_time_list = []
if instrument_history_db.thours is None:
continue
for trading_time in instrument_history_db.thours.replace(
'(', '').replace(')', '').split(';'):
(start_time, end_time) = trading_time.split(',')
if count_time_number(start_time) > count_time_number(end_time):
trading_time_list.append((start_time, '24:00'))
trading_time_list.append(('00:00', end_time))
else:
trading_time_list.append((start_time, end_time))
trading_time_dict[instrument_history_db.ticker] = trading_time_list
def __position_check(server_name_list):
server_host = ServerConstant().get_server_model('host')
session = server_host.get_db_session('common')
maincontract_list = []
query = session.query(FutureMainContract)
for future_maincontract_db in query:
maincontract_list.append(future_maincontract_db.pre_main_symbol)
date_str = date_utils.get_today_str('%Y-%m-%d')
for server_name in server_name_list:
server_model = ServerConstant().get_server_model(server_name)
session_portfolio = server_model.get_db_session('portfolio')
query_pf_position = session_portfolio.query(PfPosition)
for pf_position_db in query_pf_position.filter(PfPosition.date >= date_str):
if pf_position_db.symbol.isdigit():
continue
filter_symbol = pf_position_db.symbol.split(' ')[0]
if filter_symbol in maincontract_list:
email_list.append('<font color=red>pf_position---server:%s, date:%s, id:%s, symbol:%s</font><br/>' % \
(server_name, pf_position_db.date, pf_position_db.id, pf_position_db.symbol))
query_position = session_portfolio.query(Position)
for account_position_db in query_position.filter(Position.date >= date_str):
if not account_position_db.symbol.isdigit():
continue
filter_symbol = account_position_db.symbol.split(' ')[0]
if filter_symbol in maincontract_list:
email_list.append('<font color=red>account_position---server:%s, date:%s, id:%s, symbol:%s</font><br/>' % \
(server_name, pf_position_db.date, pf_position_db.id, pf_position_db.symbol))
def ctp_price_analysis(date):
# platform_logger.info(get_log_format_string('Enter ctp_price_analysis', tag='='))
print ('Enter ctp_price_analysis')
host_server_model = ServerConstant().get_server_model('host')
global session
global filter_date_str
date_ = '-'.join([date[:4], date[4:6], date[6:8]])
session = host_server_model.get_db_session('common')
if date is None or date == '':
filter_date_str = now.strftime('%Y-%m-%d')
else:
filter_date_str = date_
data_path = os.path.join(file_path, date)
instrument_file_list = FileUtils(data_path).filter_file('CTP_INSTRUMENT', filter_date_str)
print instrument_file_list
market_file_list = FileUtils(data_path).filter_file('CTP_MARKET',
filter_date_str)
ctp_file_list = []
ctp_file_list.extend(instrument_file_list)
ctp_file_list.extend(market_file_list)
# platform_logger.info('src_file_path: %s' % data_path)
print ('src_file_path: %s')% data_path
# platform_logger.info('target_file_list: %s')% ctp_file_list
print ('target_file_list: %s') % ctp_file_list
for ctp_file in ctp_file_list:
# platform_logger.info(get_log_format_string('start: %s' % ctp_file, tag='-'))
print ('start: %s')% ctp_file
read_price_file_ctp(os.path.join(data_path, ctp_file))
set_main_submain()
update_db()
session.commit()
# platform_logger.info(get_log_format_string('Exit ctp_price_analysis', tag='='))
print ('Exit ctp_price_analysis')
def __account_trade_restrictions_check(server_name_list):
email_list.append('<li>Check Today Cancel</li>')
email_list.append('<table border="1"><tr>')
email_list.append('<th align="center" font-size:12px; bgcolor="#70bbd9"><b>%s</b></th>' % ' ')
for server_name in server_name_list:
email_list.append('<th align="center" font-size:12px; bgcolor="#70bbd9"><b>%s</b></th>' % server_name)
email_list.append('</tr>')
email_list.append('<tr><th align="center" font-size:12px; bgcolor="#ee4c50"><b>%s</b></th>' % 'account trade restrictions')
for server_name in server_name_list:
server_model = ServerConstant().get_server_model(server_name)
session_portfolio = server_model.get_db_session('portfolio')
query_sql = "select sum(TODAY_CANCEL) from portfolio.account_trade_restrictions t where t.TODAY_CANCEL > 0"
today_cancel_sum_num = session_portfolio.execute(query_sql).first()[0]
if today_cancel_sum_num == 0 or today_cancel_sum_num is None:
email_list.append('<th align="center" font-size:12px; bgcolor="#ee4c50"><b>%s</b></th>' % today_cancel_sum_num)
else:
email_list.append('<th><b>%s</b></th>' % today_cancel_sum_num)
email_list.append('</tr>')
email_list.append('</table>')
email_list.append('<br/><br/>')
def lts_price_analysis(date):
# platform_logger.info(get_log_format_string('Enter Lts_price_analysis'))
print('Enter Lts_price_analysis')
global session
global filter_date_str
date_ = '-'.join([date[:4], date[4:6], date[6:8]])
host_server_model = ServerConstant().get_server_model('host')
session = host_server_model.get_db_session('common')
if date is None or date == '':
filter_date_str = now.strftime('%Y-%m-%d')
else:
filter_date_str = date_
build_instrument_db_dict()
data_path = os.path.join(file_path, date)
instrument_file_list = FileUtils(data_path).filter_file('HUABAO_INSTRUMENT', filter_date_str)
market_file_list = FileUtils(data_path).filter_file('HUABAO_MARKET', filter_date_str)
lts_file_list = []
lts_file_list.extend(instrument_file_list)
lts_file_list.extend(market_file_list)
# platform_logger.info('taget_files: %s' % lts_file_list)
print ('Info: taget_files: %s') % lts_file_list
for qd_file in lts_file_list:
# platform_logger.info(get_log_format_string('Start: %s' % qd_file))
print ('Info: Start: %s') % qd_file
read_position_file_lts(os.path.join(data_path, qd_file))
# platform_logger.info('update_structured_fund')
print ('Info: update_structured_fund')
update_structured_fund()
update_db()
session.commit()
# platform_logger.info(get_log_format_string('Exit Lts_price_analysis'))
print('Info: Exit Lts_price_analysis')
import sys
import codecs
from datetime import datetime
from model.BaseModel import *
from model.server_constans import ServerConstant
from tools.getConfig import getConfig
from model.instrument import Instrument
from tools.file_utils import FileUtils
from model.eod_parse_arguments import parse_arguments
# from public.main_config import platform_logger, get_log_format_string
reload(sys)
sys.setdefaultencoding('utf8')
now = datetime.now()
server_constant = ServerConstant()
file_path = getConfig()['datafetcher_file_path']
session = None
instrument_db_dict = dict()
instrument_insert_list = []
undl_ticker_dict = dict()
structured_fund_dict = dict()
def read_position_file_lts(lts_file_path):
fr = codecs.open(lts_file_path, 'r', 'gbk')
sf_instrument_array = []
option_array = []
stock_array = []
structured_fund_array = []
symbol = 'SSE50'
if symbol in open_trade_dict:
open_trade_dict[symbol] += abs(int(trade_db.qty))
else:
open_trade_dict[symbol] = abs(int(trade_db.qty))
for (symbol, today_open) in open_trade_dict.items():
update_sql = "update portfolio.account_trade_restrictions set TODAY_OPEN = %s where \
TICKER = '%s' and ACCOUNT_ID = %s" % (today_open, symbol,
account_id)
session_portfolio.execute(update_sql)
if __name__ == '__main__':
print 'Enter ts_position_analysis.'
host_server_model = ServerConstant().get_server_model('host')
session_common = host_server_model.get_db_session('common')
session_portfolio = host_server_model.get_db_session('portfolio')
session_om = host_server_model.get_db_session('om')
__build_ticker_exchange(host_server_model)
ts_position_file_list = FileUtils(file_path).filter_file(
'ysorder', now_date_str)
for ts_file in ts_position_file_list:
read_position_file_ts('%s/%s' % (file_path, ts_file))
session_common.commit()
session_portfolio.commit()
session_om.commit()
print 'Exit ts_position_analysis.'
def build_ticker_exchange():
host_server_model = ServerConstant().get_server_model('host')
session_common = host_server_model.get_db_session('common')
query = session_common.query(Instrument)
for instrument_db in query.filter(Instrument.type_id == 1):
instrument_dict[instrument_db.ticker] = instrument_db
# productID = getattr(messageInfo, 'ProductID', '')
def update_db():
for (dict_key, future) in future_db_dict.items():
session.merge(future)
def build_future_db_dict():
query = session.query(Instrument)
for future in query.filter(Instrument.exchange_id == 25):
dict_key = '%s|%s' % (future.ticker, future.exchange_id)
future_db_dict[dict_key] = future
if __name__ == '__main__':
print 'Enter femas_price_analysis.'
host_server_model = ServerConstant().get_server_model('host')
session = host_server_model.get_db_session('common')
build_future_db_dict()
femas_td_file_list = FileUtils(file_path).filter_file('Femas_TD', today_str)
for femas_td_file in femas_td_file_list:
read_price_file_femas('%s/%s' % (file_path, femas_td_file))
# femas_md_file_list = FileUtils(file_path).filter_file('Femas_MD', today_str)
# for femas_md_file in femas_md_file_list:
# read_price_file_femas('%s/%s' % (file_path, femas_md_file))
update_db()
session.commit()
print 'Exit femas_price_analysis.'
def __insert_db(strategy_online_list):
server_model = ServerConstant().get_server_model('host')
session = server_model.get_db_session('strategy')
for strategy_online_db in strategy_online_list:
session.merge(strategy_online_db)
session.commit()
# -*- coding: utf-8 -*-
from datetime import datetime
from model.BaseModel import *
from model.server_constans import ServerConstant
from tools.getConfig import getConfig
from model.instrument import Instrument
from tools.file_utils import FileUtils
import sys
reload(sys)
sys.setdefaultencoding('utf8')
now = datetime.now()
today_str = now.strftime('%Y-%m-%d')
server_constant = ServerConstant()
file_path = getConfig()['datafetcher_file_path']
session = None
instrument_insert_list = []
shf_db_dict = dict()
def read_price_file_femas(femas_file_path):
print 'Start read file:', femas_file_path
fr = open(femas_file_path)
option_array = []
future_array = []
for line in fr.readlines():
base_model = BaseModel()
for tempStr in line.split('|')[1].split(','):
def __strategy_parameter_check(server_name_list):
server_model = ServerConstant().get_server_model('host')
session = server_model.get_db_session('common')
query = session.query(Instrument)
future_dict = dict()
for instrument_db in query.filter(Instrument.type_id == 1):
future_dict[instrument_db.ticker] = instrument_db
maincontract_dict = dict()
query = session.query(FutureMainContract)
for future_maincontract_db in query:
maincontract_dict[future_maincontract_db.ticker_type] = future_maincontract_db
for server_name in server_name_list:
email_list.append('<font >Strategy Parameter Check: %s</font><br/>' % (server_name))
server_model = ServerConstant().get_server_model(server_name)
server_session = server_model.get_db_session('strategy')
strategy_check_result = []
for strategy_name_group in server_session.query(StrategyParameter.name).group_by(StrategyParameter.name).all():
strategy_name = strategy_name_group[0]
if 'Calendar' not in strategy_name:
continue
print strategy_name
strategy_parameter_db = server_session.query(StrategyParameter).filter(StrategyParameter.name == strategy_name).order_by(desc(StrategyParameter.time)).first()
strategy_parameter_dict = json.loads(strategy_parameter_db.value)
calendar_future_dict = dict()
for (dict_key, dict_value) in strategy_parameter_dict.items():
if 'BackFuture' in dict_key:
back_future_name = dict_value
if back_future_name not in future_dict:
email_list.append('<font color=red>strategy:%s BackFuture:%s can not find!</font><br/>' % (strategy_name, back_future_name))
else:
back_future_db = future_dict[back_future_name]
if back_future_db.exchange_id != 25 and (datetime.strptime(str(back_future_db.expire_date), '%Y-%m-%d') - datetime.now()).days <= 33:
strategy_check_result.append('<font color=red>strategy:%s BackFuture:%s expire_date:%s less than 30days!</font><br/>' % \
(strategy_name, back_future_name,
back_future_db.expire_date.strftime("%Y-%m-%d")))
ticker_type = filter(lambda x: not x.isdigit(), back_future_name)
if ticker_type in calendar_future_dict:
calendar_future_dict[ticker_type].append(back_future_name)
else:
calendar_future_dict[ticker_type] = [back_future_name, ]
ticker_month = filter(lambda x: x.isdigit(), back_future_name)
future_maincontract_db = maincontract_dict[ticker_type]
main_symbol_month = filter(lambda x: x.isdigit(), future_maincontract_db.main_symbol)
if str(ticker_month) < str(main_symbol_month):
strategy_check_result.append('<font color=red>strategy:%s BackFuture:%s, Main Contract is:%s</font><br/>' % (
strategy_name, back_future_name, future_maincontract_db.main_symbol))
elif 'FrontFuture' in dict_key:
front_future_name = dict_value
if front_future_name not in future_dict:
email_list.append('<font color=red>strategy:%s FrontFuture:%s can not find!</font><br/>' % (strategy_name, front_future_name))
else:
front_future_db = future_dict[front_future_name]
if front_future_db.exchange_id != 25 and (datetime.strptime(str(front_future_db.expire_date), '%Y-%m-%d') - datetime.now()).days <= 30:
strategy_check_result.append('<font color=red>strategy:%s FrontFuture:%s expire_date:%s less than 30days!</font><br/>' % \
(strategy_name, front_future_name,
front_future_db.expire_date.strftime("%Y-%m-%d")))
ticker_type = filter(lambda x: not x.isdigit(), front_future_name)
if ticker_type in calendar_future_dict:
calendar_future_dict[ticker_type].append(front_future_name)
else:
calendar_future_dict[ticker_type] = [front_future_name, ]
ticker_month = filter(lambda x: x.isdigit(), front_future_name)
future_maincontract_db = maincontract_dict[ticker_type]
main_symbol_month = filter(lambda x: x.isdigit(), future_maincontract_db.main_symbol)
if str(ticker_month) < str(main_symbol_month):
strategy_check_result.append('<font color=red>strategy:%s FrontFuture:%s, Main Contract is:%s</font><br/>' % (
strategy_name, front_future_name, future_maincontract_db.main_symbol))
for (key, ticker_list) in calendar_future_dict.items():
if len(ticker_list) != 2:
continue
if ticker_list[0] == ticker_list[1]:
strategy_check_result.append(
'<font color=red>Ticker:%s FrontFuture and BackFuture is same!</font><br/>' % ticker_list[0])
if len(strategy_check_result) > 0:
strategy_check_result.insert(0, '<li>server:%s, Check Strategy Parameter</li>' % server_name)
email_list.extend(strategy_check_result)
EmailUtils(EmailUtils.group4).send_email_group_all('[Error]Strategy Parameter Check', '\n'.join(strategy_check_result), 'html')
email_list.append('<br/><br/>')
