def onUnderlyingIdChanged(self, text):
if not text:
return
order_type = self.manual_create_order.findChild(
QComboBox, "order_type")
if order_type.currentIndex() == 0:
contract_id = self.manual_create_order.findChild(
QComboBox, "contract_id")
date = self.manual_create_order.findChild(
QDateEdit,
"send_date").dateTime().toString("yyyy-MM-dd 00:00:00")
contract_id.clear()
table = "option/contract"
data = sql.read(
table,
where=
"underlying_symbol='%s' AND maturity_date>='%s' AND listed_date <= '%s' "
% (text, date, date))
ids = list(data.order_book_id)
symbols = list(data.symbol)
contract_id.addItems(symbols)
setattr(contract_id, "ids", ids)
elif order_type.currentIndex() == 1:
table = "option/underlyings/%s" % text
date = self.manual_create_order.findChild(
QDateEdit,
"send_date").dateTime().toString("yyyy-MM-dd 00:00:00")
data = sql.read(table, where="date='%s'" % date)
close_price = data.close
self.manual_create_order.findChild(
QDoubleSpinBox, "close_price").setValue(close_price)
elif order_type.currentIndex() == 2:
table = "stock/"
def _get_future_contract_data(self, name, id):
table = "future/contracts/%s" % id
childSubWindow = {
"title": "%s的当日合约",
"type": "future_contract_data_table",
"table_name": "%date%",
"where": "",
"select": id,
"hidden_columns": [],
"index_column": [],
"childSubWindow": {},
}
hidden_columns = ['total_turnover',
'limit_up',
'limit_down',
'settlement',
'prev_settlement',
'discount_rate',
'acc_net_value',
'unit_net_value',
'date',
'open_interest'
]
data = sql.read(table)
if data.empty:
self.messageBox("数据库中没有该数据")
return
else:
grid_view.GridView(self, name, data, id=id,
hidden_columns=hidden_columns,
index_column='date',
childSubWindow=childSubWindow,
type="option_underlying")
def _get_option_contract_by_date(self, underlying_symbol, date):
showData = pd.DataFrame()
data = sql.read("option/contract", where="maturity_date>='%s' AND listed_date <= '%s' AND underlying_order_book_id='%s'" % (date, date, underlying_symbol))
for index, row in data.iterrows():
order_book_id = row.order_book_id
symbol = row.symbol
table = "option/contracts/%s" % order_book_id
if sql.is_table(table):
dataRow = sql.read(table, where="date='%s'" % date)
dataRow["symbol"] = symbol
showData = showData.append(dataRow, ignore_index=True, sort=True)
if showData.empty:
self.messageBox("数据库中没有该数据")
return
else:
grid_view.GridView(self, "标的%s在%s日的期权全部合约" % (underlying_symbol, date), showData, index_column="symbol", hidden_columns=["symbol"], id=1)
def _get_option_underlying_data(self, name, id):
table = "option/underlyings/%s" % id
childSubWindow = {
"title": "%s的当日合约",
"type": "option_contract_table",
"table_name": "%date%",
"where":"",
"select": id,
"hidden_columns": [],
"index_column": [],
"childSubWindow": {},
}
hidden_columns = ['total_turnover',
'limit_up',
'limit_down',
'settlement',
'prev_settlement',
'discount_rate',
'acc_net_value',
'unit_net_value',
'date',
'open_interest',
'iopv',
'num_trades'
]
if id == "510050.XSHG":
where = "date > '2015-02-08 00:00:00'"
else:
where = None
if where:
data = sql.read(table, where=where)
else:
data = sql.read(table)
if data.empty:
self.messageBox("数据库中没有该数据")
return
else:
grid_view.GridView(self, name, data, id=id,
hidden_columns=hidden_columns,
index_column='date',
childSubWindow=childSubWindow,
type="option_underlying")
def onCalendarClicked(self, date, manual_create_order):
date_str = date.toString("yyyy-MM-dd 00:00:00")
table = "option/underlyings/510050.XSHG"
tick = sql.read(table, where="date='%s'" % date_str)
if tick.empty:
self.main_widget.messageBox("不是交易日")
return
self.manual_create_order.findChild(QDateEdit,
"send_date").setDate(date)
order_type = manual_create_order.findChild(QComboBox, "order_type")
text = order_type.currentText()
self.onOrderTypeChanged(text)
def onOrderTypeChanged(self, text):
underlying_id = self.manual_create_order.findChild(
QComboBox, "underlying_id")
underlying_id.clear()
if text == "期权合约":
underlying_ids = []
for index in range(self.main_widget.option_list.rowCount()):
underlying_ids.append(
self.main_widget.option_list.item(index, 1).text())
underlying_id.addItems(underlying_ids)
self.manual_create_order.findChild(QComboBox,
"contract_id").setEnabled(True)
elif text == "期权标的":
date = self.manual_create_order.findChild(
QDateEdit,
"send_date").dateTime().toString("yyyy-MM-dd 00:00:00")
table = "option/contract"
data = sql.read(
table,
where="maturity_date>='%s' AND listed_date <= '%s' " %
(date, date))
ids = [
id for id, group in data.groupby(["underlying_order_book_id"])
]
# underlying_ids = []
# for index in range(self.option_list.rowCount()):
# underlying_ids.append(self.option_list.item(index, 1).text())
self.manual_create_order.findChild(QComboBox,
"underlying_id").addItems(ids)
self.manual_create_order.findChild(QComboBox,
"contract_id").setEnabled(False)
elif text == "股票":
# date = self.manual_create_order.findChild(QDateEdit, "send_date").dateTime().toString("yyyy-MM-dd 00:00:00")
table = "stock/contract"
data = sql.read(table)
ids = [id for id in data["order_book_id"]]
self.manual_create_order.findChild(QComboBox,
"underlying_id").addItems(ids)
self.manual_create_order.findChild(QComboBox,
"contract_id").setEnabled(False)
def _get_option_contract(self, name, id):
table = "option/contract"
data = sql.read(table, where="underlying_symbol='%s'" % id)
hidden_columns = ['index',
'contract_multiplier',
'de_listed_date',
'exchange',
'exercise_type',
'listed_date',
'market_tplus',
'maturity_date',
'option_type',
'order_book_id',
'round_lot',
'strike_price',
'symbol',
'trading_hours',
'underlying_order_book_id'
]
data.dropna(axis=0, how='any', inplace=True)
data.drop_duplicates("underlying_order_book_id", inplace=True)
data.index = [i for i in range(int(len(data.index)))]
if data.empty:
self.messageBox("数据库中没有该数据")
return
else:
grid_view.GridView(self, name, data, id=id,
hidden_columns=hidden_columns,
index_column="underlying_order_book_id",
childSubWindow={
"title":id,
"type":"option_underlying_table",
"table_name": "option/underlyings/%underlying_order_book_id%",
"hidden_columns": ['total_turnover',
'limit_up',
'limit_down',
'settlement',
'prev_settlement',
'discount_rate',
'acc_net_value',
'unit_net_value',
'date',
'open_interest'],
"index_column":"date",
})
def onContractIdChanged(self, text):
contract_id = self.manual_create_order.findChild(
QComboBox, "contract_id")
if not hasattr(contract_id, "ids"):
return
ids = getattr(contract_id, "ids")
if ids == []:
return
index = contract_id.currentIndex()
text = ids[index]
date = self.manual_create_order.findChild(
QDateEdit, "send_date").dateTime().toString("yyyy-MM-dd 00:00:00")
table = "option/contracts/%s" % text
data = sql.read(table, where="date='%s'" % date)
if data.empty:
return
close_price = data.close
self.manual_create_order.findChild(QDoubleSpinBox,
"close_price").setValue(close_price)
def is_option_contract_need_update(table):
order_book_id = table.split("/")[-1]
maturity_date_string = sql.read("option/contract",
where="order_book_id='%s'" %
order_book_id).loc[0, "maturity_date"]
maturity_date_datetime = datetime.datetime(
year=int(maturity_date_string[0:4]),
month=int(maturity_date_string[5:7]),
day=int(maturity_date_string[8:10]))
if maturity_date_datetime < TODAY:
return False
df = sql.read_latest_row(table)
if df.empty:
return False
last_date = df.loc[0, "date"]
last_date_datetime = datetime.datetime(year=int(last_date[0:4]),
month=int(last_date[5:7]),
day=int(last_date[8:10]))
start_date_string = (last_date_datetime + DELTA).strftime('%Y%m%d')
if TODAY > last_date_datetime:
return True
else:
return False