def GetBuySell(coinPair,grade=0):
depth = get_depth(toCoinPairStr(coinPair),toGradeStr(grade))
asks = depth['tick']['asks'] #卖单
bids = depth['tick']['bids'] #买单
avgAsks = calcMean(asks)
avgBids = calcMean(bids)
#print('卖单',asks)
#print('买单',bids)
return ((bids, asks), (avgBids, avgAsks))
def GetBuySell(coinPair):
data = gate_query.orderBook(toCoinPairStr(coinPair))
# print(data)
asks = data['asks']
bids = data['bids']
avgAsks = calcMean(asks, True)
avgBids = calcMean(bids)
return ((bids, asks), (avgBids, avgAsks))
def GetBuySell(coinPair):
data = bitfinex.orderbook(symbol=toCoinPairStr(coinPair))
# print(data)
asksj = data['asks'] #json列表
bidsj = data['bids'] #json列表
"""
asks和bids列表中的每一个元素都是json，eg:
{
"price":"574.62",
"amount":"19.1334",
"timestamp":"1472506126.0"
}
故将json列表转化为二维列表
"""
asks = jsonToList(asksj)
bids = jsonToList(bidsj)
avgAsks = calcMean(asks)
avgBids = calcMean(bids)
return ((bids, asks), (avgBids, avgAsks))
def stepUVE(os, sp):
imax = os.imax
jmax = os.jmax
kmax = os.kmax
# Based on the values in os.W[i,j,0] - the vertical speeds calculated at the top edge
# of the surface layer cells, calculate the updated elevation:
os.E_next[1:-1, 1:-1] = os.E[1:-1, 1:-1] + sp.dt * os.W[1:-1, 1:-1, 0]
# Create temporary arrays:
p_above = sp.p_atm0 * np.ones((imax, jmax))
p_diff = np.zeros((imax, jmax))
p_gradx = np.zeros((imax - 1, jmax, kmax))
p_grady = np.zeros((imax, jmax - 1, kmax))
# Calculate pressure gradients:
for k in range(0, kmax):
for i in range(0, imax):
for j in range(0, jmax):
if k < os.kmm[i, j]:
p_diff[i, j] = os.cellHeights[i, j,
k] * 9.81 * os.rho[i, j, k]
else:
p_diff[i, j] = 0
for i in range(0, imax - 1):
for j in range(0, jmax):
if os.maskU[i, j, k] > 0:
# height measured from below:
meanCellHeight = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i + 1, j, k])
if k == 0: # Surface layer
p_gradx[i,j,k] = (p_above[i+1,j] + p_diff[i+1,j]*(os.cellHeights[i+1,j,k]-0.5*meanCellHeight)/os.cellHeights[i+1,j,k] \
- (p_above[i,j] + p_diff[i,j]*(os.cellHeights[i,j,k]-0.5*meanCellHeight)/os.cellHeights[i,j,k])) / sp.dx
else: # Mid or bottom layer:
p_gradx[i,j,k] = (p_above[i+1,j] + p_diff[i+1,j]*0.5*meanCellHeight/os.cellHeights[i+1,j,k] \
- (p_above[i,j] + p_diff[i,j]* 0.5*meanCellHeight/os.cellHeights[i,j,k])) / sp.dx
for i in range(0, imax):
for j in range(0, jmax - 1):
if os.maskV[i, j, k] > 0:
# height measured from below:
meanCellHeight = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i, j + 1, k])
if k == 0: # Surface layer
p_grady[i,j,k] = (p_above[i,j+1] + p_diff[i,j+1]*(os.cellHeights[i,j+1,k]-0.5*meanCellHeight)/os.cellHeights[i,j+1,k] \
- (p_above[i,j] + p_diff[i,j]*(os.cellHeights[i,j,k]-0.5*meanCellHeight)/os.cellHeights[i,j,k])) / sp.dx
else: # Mid or bottom layer:
p_grady[i,j,k] = (p_above[i,j+1] + p_diff[i,j+1]*0.5*meanCellHeight/os.cellHeights[i,j+1,k] \
- (p_above[i,j] + p_diff[i,j]* 0.5*meanCellHeight/os.cellHeights[i,j,k])) / sp.dx
p_above = p_above + p_diff
# Calculate horizontal accelerations in U direction:
for i in range(0, imax - 1):
for j in range(0, jmax):
if os.kmm[i, j] >= 0:
for k in range(0, os.kmax):
if not os.maskU[i, j, k]:
os.U_next[i, j, k:os.kmax] = math.nan
break
# Get the value at this point:
val = os.U[i, j, k]
# Estimate the local V and W values by interpolation:
vMean = calcMean(
(getUV(os.V, i, j - 1, k,
math.nan), getUV(os.V, i, j, k, math.nan),
getUV(os.V, i + 1, j - 1, k,
math.nan), getUV(os.V, i + 1, j, k, math.nan)))
wMean = calcMean(
(getUV(os.W, i, j, k,
math.nan), getUV(os.W, i + 1, j, k, math.nan)))
# Estimate the local d2u/dz2 (double derivative):
if k > 0:
dz_up = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i, j, k - 1])
else:
dz_up = os.cellHeights[i, j, k]
if k < kmax - 1:
dz_down = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i, j, k + 1])
else:
dz_down = os.cellHeights[i, j, k]
d2u_dz2 = ((getUV(os.U,i,j,k-1,val) - val)/dz_up \
- (val - getUV(os.U,i,j,k+1,val))/dz_down)/(0.5*(dz_up+dz_down))
if sp.biharmonic:
# If biharmonic is activated the diffusion is handled later, so we
# can set it to 0 for now:
diffUV = 0
else:
# Estimate the local d2u/dx2 (double derivative):
d2u_dx2 = (getUV(os.U, i - 1, j, k, val) - 2 * val +
getUV(os.U, i + 1, j, k, val)) / (sp.dx *
sp.dx)
# Estimate the local d2u/dy2 (double derivative):
d2u_dy2 = (getUV(os.U, i, j - 1, k, val) - 2 * val +
getUV(os.U, i, j + 1, k, val)) / (sp.dx *
sp.dx)
# Calculate diffusion term:
diffUV = os.AH[i, j, k] * (d2u_dx2 + d2u_dy2)
# Calculate nonlinear (advective) terms:
if sp.advectiveTermsOn:
# Calculate the advection (nonlinear) terms using the
# Superbee flux limiter to limit oscillations while
# suppressing numerical diffusion:
advU = superbeeAdv(sp.dt, sp.dx,
getUV(os.U, i - 2, j, k, val),
getUV(os.U, i - 1, j, k, val), val,
getUV(os.U, i + 1, j, k, val),
getUV(os.U, i + 2, j, k, val), val,
val)
advV = superbeeAdv(sp.dt, sp.dx,
getUV(os.U, i, j - 2, k, val),
getUV(os.U, i, j - 1, k, val), val,
getUV(os.U, i, j + 1, k, val),
getUV(os.U, i, j + 2, k, val),
vMean, vMean)
advW = superbeeAdv(sp.dt, sp.dx,
getUV(os.U, i, j, k - 2, val),
getUV(os.U, i, j, k - 1, val), val,
getUV(os.U, i, j, k + 1, val),
getUV(os.U, i, j + 2, k + 2, val),
wMean, wMean)
else:
advU = 0
advV = 0
advW = 0
# Sum up the terms and calculate next time step value:
os.U_next[i, j, k] = os.U[i, j, k] + sp.dt * (
-p_gradx[i, j, k] / sp.rho_0 # Pressure term
+ advU + advV + advW # Advective terms
+ sp.A_z * d2u_dz2 # Vertical eddy viscosity
+ diffUV # Horizontal diffusion
+ 2 * sp.omega * math.sin(sp.phi0) * vMean) # Coriolis
#if np.isnan(os.U_next[i,j,k]) or np.isinf(os.U_next[i,j,k]) or np.isinf(-os.U_next[i,j,k]):
# print("nan")
# Calculate horizontal accelerations in V direction:
for i in range(0, imax):
for j in range(0, jmax - 1):
if os.kmm[i, j] >= 0:
for k in range(0, os.kmm[i, j]):
if not os.maskV[i, j, k]:
os.V_next[i, j, k:os.kmax] = math.nan
break
# Get the value at this point:
val = os.V[i, j, k]
# Estimate the local U and W values by interpolation:
uMean = calcMean(
(getUV(os.U, i - 1, j, k,
math.nan), getUV(os.U, i, j, k, math.nan),
getUV(os.U, i - 1, j + 1, k,
math.nan), getUV(os.U, i, j + 1, k, math.nan)))
wMean = calcMean(
(getUV(os.W, i, j, k,
math.nan), getUV(os.W, i, j + 1, k, math.nan)))
# Estimate the local d2u/dz2 (double derivative):
if k > 0:
dz_up = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i, j, k - 1])
else:
dz_up = os.cellHeights[i, j, k]
if k < kmax - 1:
dz_down = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i, j, k + 1])
else:
dz_down = os.cellHeights[i, j, k]
d2u_dz2 = ((getUV(os.V,i,j,k-1,val) - val)/dz_up \
- (val - getUV(os.V,i,j,k+1,val))/dz_down)/(0.5*(dz_up+dz_down))
if sp.biharmonic:
# If biharmonic is activated the diffusion is handled later, so we
# can set it to 0 for now:
diffUV = 0
else:
# Estimate the local d2u/dx2 (double derivative):
d2u_dx2 = (getUV(os.V, i - 1, j, k, val) - 2 * val +
getUV(os.V, i + 1, j, k, val)) / (sp.dx *
sp.dx)
# Estimate the local d2u/dy2 (double derivative):
d2u_dy2 = (getUV(os.V, i, j - 1, k, val) - 2 * val +
getUV(os.V, i, j + 1, k, val)) / (sp.dx *
sp.dx)
# Calculate diffusion term:
diffUV = os.AH[i, j, k] * (d2u_dx2 + d2u_dy2)
# Calculate nonlinear (advective) terms:
if sp.advectiveTermsOn:
# Calculate the advection (nonlinear) terms using the
# Superbee flux limiter to limit oscillations while
# suppressing numerical diffusion:
advU = superbeeAdv(sp.dt, sp.dx,
getUV(os.V, i - 2, j, k, val),
getUV(os.V, i - 1, j, k, val), val,
getUV(os.V, i + 1, j, k, val),
getUV(os.V, i + 2, j, k, val), val,
val)
advV = superbeeAdv(sp.dt, sp.dx,
getUV(os.V, i, j - 2, k, val),
getUV(os.V, i, j - 1, k, val), val,
getUV(os.V, i, j + 1, k, val),
getUV(os.V, i, j + 2, k, val),
vMean, vMean)
advW = superbeeAdv(sp.dt, sp.dx,
getUV(os.V, i, j, k - 2, val),
getUV(os.V, i, j, k - 1, val), val,
getUV(os.V, i, j, k + 1, val),
getUV(os.V, i, j + 2, k + 2, val),
wMean, wMean)
else:
advU = 0
advV = 0
advW = 0
# Sum up the terms and calculate next time step value:
os.V_next[i, j, k] = os.V[i, j, k] + sp.dt * (
-p_grady[i, j, k] / sp.rho_0 # Pressure term
+ advU + advV + advW # Advective terms
+ sp.A_z * d2u_dz2 # Vertical eddy viscosity
+ diffUV # Horizontal diffusion
- 2 * sp.omega * math.sin(sp.phi0) * uMean) # Coriolis
# If we are using biharmonic diffusion of velocities, do it here:
if sp.biharmonic:
(diffU, diffV) = biharmon(os, sp)
os.U_next = os.U_next - sp.dt * diffU
os.V_next = os.V_next - sp.dt * diffV
# Wind stress and bottom friction, U:
for i in range(0, os.imax - 1):
for j in range(0, os.jmax):
if os.maskU[
i, j,
0] > 0: # Check if there is a valid current vector at this position
# Surface cell, average height on cell border:
dz_mean = 0.5 * (os.cellHeights[i, j, 0] +
os.cellHeights[i + 1, j, 0])
os.U_next[i, j, 0] = os.U_next[
i, j,
0] + sp.dt * sp.windStressCoeff * os.windU[i, j] / dz_mean
# Bottom friction. Apply at the minimum kmax of the
# neighbouring cells. We need to calculate the absolute value
# of the current speed here, based on U and interpolated V values:
k = min(os.kmm[i, j], os.kmm[i + 1, j]) - 1
# Bottom cell, average height on cell border:
dz_mean = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i + 1, j, k])
# V value interpolated here:
meanV = calcMean([
getUV(os.V, i, j - 1, k, math.nan),
getUV(os.V, i + 1, j - 1, k, math.nan),
getUV(os.V, i, j, k, math.nan),
getUV(os.V, i + 1, j, k, math.nan)
])
speed = math.sqrt(os.U[i, j, k] * os.U[i, j, k] +
meanV * meanV)
os.U_next[i, j, k] = os.U_next[
i, j, k] - sp.dt * sp.C_b * os.U[i, j, k] * speed / dz_mean
# Wind stress and bottom friction, V:
for i in range(0, os.imax):
for j in range(0, os.jmax - 1):
if os.maskV[
i, j,
0] > 0: # Check if there is a valid current vector at this position
# Surface cell, average height on cell border:
dz_mean = 0.5 * (os.cellHeights[i, j, 0] +
os.cellHeights[i, j + 1, 0])
os.V_next[i, j, 0] = os.V_next[
i, j,
0] + sp.dt * sp.windStressCoeff * sp.windV[i, j] / dz_mean
# Bottom friction. Apply at the minimum kmax of the
# neighbouring cells. We need to calculate the absolute value
# of the current speed here, based on U and interpolated V values:
k = min(os.kmm[i, j], os.kmm[i, j + 1]) - 1
# Bottom cell, average height on cell border:
dz_mean = 0.5 * (os.cellHeights[i, j, k] +
os.cellHeights[i, j + 1, k])
# V value interpolated here:
meanU = calcMean([
getUV(os.U, i - 1, j, k, math.nan),
getUV(os.U, i - 1, j + 1, k, math.nan),
getUV(os.U, i, j, k, math.nan),
getUV(os.U, i, j + 1, k, math.nan)
])
speed = math.sqrt(os.V[i, j, k] * os.V[i, j, k] +
meanV * meanV)
os.V_next[i, j, k] = os.V_next[
i, j, k] - sp.dt * sp.C_b * os.V[i, j, k] * speed / dz_mean
def integrate(os, sp, scenario, fullDims, fullDepth, pos, splits, slice, t,
doMpi, comm, rank):
# Some small precalculations:
dt = sp.dt / sp.nsub
dtn = sp.dt
dx = sp.dx
dx2 = dx * dx
dtdx = dt / dx
dtndx = dtn / dx
setBounds.setEUVBounds(scenario, fullDims, fullDepth, pos, splits, slice,
t, os, sp)
UB_prelim = os.UB.copy()
VB_prelim = os.VB.copy()
AU = np.zeros((os.imax - 1, os.jmax))
AV = np.zeros((os.imax, os.jmax - 1))
# If we are using biharmonic diffusion of velocities, compute those for velocity deviations here:
if sp.biharmonic:
(diffU, diffV) = biharmon(os, sp, os.UB, os.VB)
# Then calculate preliminary U deviations for next long time step by including
# advection (of full velocities), coriolis terms based on deviations, pressure term based on
# deviations and diffusion of deviations:
for i in range(0, os.imax - 1):
for j in range(0, os.jmax):
# First define the number of layers here:
kmx = min(os.kmm[i, j], os.kmm[i + 1, j])
sumD = 0
for k in range(0, kmx):
#if not os.maskU[i,j,k]:
# break
# As we go down through the layers we sum up the pressure/rho values in the neighbouring cells:
if k == 0:
# Center of cell boundary:
p_C = np.array([
9.81 * 0.5 * os.DW[i, j, k] *
(os.rho[i, j, k] / sp.rho_0 - 1), 9.81 * 0.5 *
os.DW[i, j, k] * (os.rho[i + 1, j, k] / sp.rho_0 - 1)
])
# Bottom of cell boundary, stored for next iteration:
p_B = 2 * p_C
else:
# Added pressure/rho in this layer:
p_h = np.array([
9.81 * os.DW[i, j, k] *
(os.rho[i, j, k] / sp.rho_0 - 1), 9.81 *
os.DW[i, j, k] * (os.rho[i + 1, j, k] / sp.rho_0 - 1)
])
# Center of cell boundary:
p_C = p_B + 0.5 * p_h
# Bottom of cell boundary, stored for next iteration:
p_B = p_B + p_h
# Add pressure term:
UB_prelim[i, j,
k] = UB_prelim[i, j, k] - dtndx * (p_C[1] - p_C[0])
#if i==10 and j==10:
# print("pdiff="+str(p_C[1]-p_C[0])+", p_C[0]="+str(p_C[0])+", sumD="+str(sumD+os.DWD[i,j,k])+
# ", rho="+str(os.rho[i,j,k])+", rho/rho0-1="+str(os.rho[i,j,k]/sp.rho_0 - 1))
# if k==os.kmax-1:
# print()
# Get the full speed and deviation at this point:
val = os.UA[i, j] + os.UB[i, j, k]
valB = os.UB[i, j, k]
# Estimate the local full V and W values by interpolation:
vMean = calcMean(
(getUV(os.V, i, j - 1, k,
math.nan), getUV(os.V, i, j, k, math.nan),
getUV(os.V, i + 1, j - 1, k,
math.nan), getUV(os.V, i + 1, j, k, math.nan)))
wMean = calcMean(
(getUV(os.W, i, j, k,
math.nan), getUV(os.W, i + 1, j, k, math.nan)))
# Estimate the local V deviation value by interpolation:
vbMean = calcMean(
(getUV(os.VB, i, j - 1, k,
math.nan), getUV(os.VB, i, j, k, math.nan),
getUV(os.VB, i + 1, j - 1, k,
math.nan), getUV(os.VB, i + 1, j, k, math.nan)))
# Get the absolute speed value:
absSpeed = math.sqrt(val * val + vMean * vMean)
# Calculate nonlinear (advective) terms:
if sp.advectiveTermsOn:
# Calculate the advection (nonlinear) terms using the
# Superbee flux limiter to limit oscillations while
# suppressing numerical diffusion:
advU = superbeeAdv(dt, sp.dx,
getUV(os.U, i - 2, j, k, val),
getUV(os.U, i - 1, j, k, val), val,
getUV(os.U, i + 1, j, k, val),
getUV(os.U, i + 2, j, k, val), val, val)
advV = superbeeAdv(dt, sp.dx,
getUV(os.U, i, j - 2, k, val),
getUV(os.U, i, j - 1, k, val), val,
getUV(os.U, i, j + 1, k, val),
getUV(os.U, i, j + 2, k,
val), vMean, vMean)
advW = superbeeAdv(dt, sp.dx,
getUV(os.U, i, j, k - 2, val),
getUV(os.U, i, j, k - 1, val), val,
getUV(os.U, i, j, k + 1, val),
getUV(os.U, i, j + 2, k + 2,
val), wMean, wMean)
else:
advU = 0
advV = 0
advW = 0
# Add advective terms:
UB_prelim[i, j,
k] = UB_prelim[i, j, k] + dtn * (advU + advV + advW)
# Diffusion:
if sp.biharmonic:
UB_prelim[i, j,
k] = UB_prelim[i, j, k] - dtn * diffU[i, j, k]
else:
# Estimate the local d2u/dx2 (double derivative):
d2u_dx2 = (getUV(os.UB, i - 1, j, k, valB) - 2 * valB +
getUV(os.UB, i + 1, j, k, valB)) / dx2
# Estimate the local d2u/dy2 (double derivative):
d2u_dy2 = (getUV(os.UB, i, j - 1, k, valB) - 2 * valB +
getUV(os.UB, i, j + 1, k, valB)) / dx2
# Calculate diffusion term:
UB_prelim[i, j, k] = UB_prelim[
i, j, k] + dtn * os.AH[i, j, k] * (d2u_dx2 + d2u_dy2)
# Coriolis:
UB_prelim[i, j, k] = UB_prelim[
i, j, k] + dtn * 2 * sp.omega * math.sin(sp.phi0) * vbMean
# Wind stress. Only if this is the surface layer:
if k == 0:
UB_prelim[i, j, k] = UB_prelim[
i, j, k] + dtn * sp.windStressCoeff * os.windU[
i, j] / os.DWD[i, j, k]
# Bottom friction. Only if this is bottom layer:
if k == kmx - 1:
UB_prelim[i, j, k] = UB_prelim[
i, j,
k] - dtn * sp.C_b * val * absSpeed / os.DWD[i, j, k]
# Vertical diffusion.
if kmx > 1 and not sp.implicitVerticalDiff:
# Estimate the local d2u/dz2 (double derivative):
if k > 0:
dz_up = 0.5 * (os.DWD[i, j, k] + os.DWD[i, j, k - 1])
else:
dz_up = os.DWD[i, j, k]
if k < os.kmax - 1 and os.maskU[i, j, k + 1]:
dz_down = 0.5 * (os.DWD[i, j, k] + os.DWD[i, j, k + 1])
else:
dz_down = os.DW[i, j, k]
d2u_dz2 = ((getUV(os.UB,i,j,k-1,valB) - valB)/dz_up \
- (valB - getUV(os.UB,i,j,k+1,valB))/dz_down)/(0.5*(dz_up+dz_down))
UB_prelim[i, j,
k] = UB_prelim[i, j, k] + dtn * sp.A_z * d2u_dz2
if math.isnan(UB_prelim[i, j, k]):
print(i)
# Find AU (depth integrated UB for this time step):
AU[i, j] = AU[i, j] + os.DWD[i, j, k] * UB_prelim[i, j, k]
sumD = sumD + os.DWD[i, j, k]
# Divide AU by sum depth and time step:
if sumD > 0:
AU[i, j] = AU[i, j] / (dtn * sumD)
# Subtract AU in all layers:
for k in range(0, kmx):
UB_prelim[i, j, k] = UB_prelim[i, j, k] - AU[i, j] * dtn
# Vertical diffusion - implicit calculation:
if sp.implicitVerticalDiff and kmx > 1:
AP = np.zeros((kmx, ))
CP = np.zeros((kmx, ))
SP = np.zeros((kmx, ))
EP = np.zeros((kmx, ))
AP[0] = 0
for k in range(1, kmx):
AP[k] = sp.A_z * dtn / (
os.DWD[i, j, k] * 0.5 *
(os.DWD[i, j, k] + os.DWD[i, j, k - 1]))
CP[k - 1] = sp.A_z * dtn / (
os.DWD[i, j, k - 1] * 0.5 *
(os.DWD[i, j, k - 1] + os.DWD[i, j, k]))
CP[kmx - 1] = 0
SP[0] = 1 + CP[0] + AP[0]
EP[0] = UB_prelim[i, j, 0]
for k in range(1, kmx):
SP[k] = 1 + AP[k] + CP[k] - AP[k] * CP[k - 1] / SP[k - 1]
EP[k] = UB_prelim[i, j, k] + AP[k] * EP[k - 1] / SP[k - 1]
UB_prelim[i, j, kmx - 1] = EP[kmx - 1] / SP[kmx - 1]
for k in range(kmx - 2, -1, -1):
UB_prelim[i, j,
k] = (EP[k] +
CP[k] * UB_prelim[i, j, k + 1]) / SP[k]
# Calculate preliminary V deviations;
for i in range(0, os.imax):
for j in range(0, os.jmax - 1):
# First define the number of layers here:
kmx = min(os.kmm[i, j], os.kmm[i, j + 1])
sumD = 0
for k in range(0, kmx):
#if not os.maskV[i,j,k]:
# break
# As we go down through the layers we sum up the pressure/rho values in the neighbouring cells:
if k == 0:
# Center of cell boundary:
p_C = np.array([
9.81 * 0.5 * os.DS[i, j, k] *
(os.rho[i, j, k] / sp.rho_0 - 1), 9.81 * 0.5 *
os.DS[i, j, k] * (os.rho[i, j + 1, k] / sp.rho_0 - 1)
])
# Bottom of cell boundary, stored for next iteration:
p_B = 2 * p_C
else:
# Added pressure/rho in this layer:
p_h = np.array([
9.81 * os.DS[i, j, k] *
(os.rho[i, j, k] / sp.rho_0 - 1), 9.81 *
os.DS[i, j, k] * (os.rho[i, j + 1, k] / sp.rho_0 - 1)
])
# Center of cell boundary:
p_C = p_B + 0.5 * p_h
# Bottom of cell boundary, stored for next iteration:
p_B = p_B + p_h
# Add pressure term:
VB_prelim[i, j,
k] = VB_prelim[i, j, k] - dtndx * (p_C[1] - p_C[0])
# Get the full speed and deviation at this point:
val = os.V[i, j, k]
valB = os.VB[i, j, k]
# Estimate the local U and W values by interpolation:
uMean = calcMean(
(getUV(os.U, i - 1, j, k,
math.nan), getUV(os.U, i, j, k, math.nan),
getUV(os.U, i - 1, j + 1, k,
math.nan), getUV(os.U, i, j + 1, k, math.nan)))
wMean = calcMean(
(getUV(os.W, i, j, k,
math.nan), getUV(os.W, i, j + 1, k, math.nan)))
# Estimate the local U deviation value by interpolation:
ubMean = calcMean(
(getUV(os.UB, i - 1, j, k,
math.nan), getUV(os.UB, i, j, k, math.nan),
getUV(os.UB, i - 1, j + 1, k,
math.nan), getUV(os.UB, i, j + 1, k, math.nan)))
# Get the absolute speed value:
absSpeed = math.sqrt(val * val + uMean * uMean)
# Calculate nonlinear (advective) terms:
if sp.advectiveTermsOn:
# Calculate the advection (nonlinear) terms using the
# Superbee flux limiter to limit oscillations while
# suppressing numerical diffusion:
advU = superbeeAdv(dt, sp.dx,
getUV(os.V, i - 2, j, k, val),
getUV(os.V, i - 1, j, k, val), val,
getUV(os.V, i + 1, j, k, val),
getUV(os.V, i + 2, j, k,
val), uMean, uMean)
advV = superbeeAdv(dt, sp.dx,
getUV(os.V, i, j - 2, k, val),
getUV(os.V, i, j - 1, k, val), val,
getUV(os.V, i, j + 1, k, val),
getUV(os.V, i, j + 2, k, val), val, val)
advW = superbeeAdv(dt, sp.dx,
getUV(os.V, i, j, k - 2, val),
getUV(os.V, i, j, k - 1, val), val,
getUV(os.V, i, j, k + 1, val),
getUV(os.V, i, j + 2, k + 2,
val), wMean, wMean)
else:
advU = 0
advV = 0
advW = 0
# Add advective terms:
VB_prelim[i, j,
k] = VB_prelim[i, j, k] + dtn * (advU + advV + advW)
# Diffusion:
if sp.biharmonic:
VB_prelim[i, j,
k] = VB_prelim[i, j, k] - dtn * diffV[i, j, k]
else:
# Estimate the local d2v/dx2 (double derivative):
d2v_dx2 = (getUV(os.VB, i - 1, j, k, valB) - 2 * valB +
getUV(os.VB, i + 1, j, k, valB)) / dx2
# Estimate the local d2v/dy2 (double derivative):
d2v_dy2 = (getUV(os.VB, i, j - 1, k, valB) - 2 * valB +
getUV(os.VB, i, j + 1, k, valB)) / dx2
# Calculate diffusion term:
VB_prelim[i, j, k] = VB_prelim[
i, j, k] + dtn * os.AH[i, j, k] * (d2v_dx2 + d2v_dy2)
# Coriolis:
VB_prelim[i, j, k] = VB_prelim[
i, j, k] - dtn * 2 * sp.omega * math.sin(sp.phi0) * ubMean
# Wind stress. Only if this is the surface layer:
if k == 0:
VB_prelim[i, j, k] = VB_prelim[
i, j, k] + dtn * sp.windStressCoeff * os.windV[
i, j] / os.DSD[i, j, k]
# Bottom friction. Only if this is bottom layer:
if k == kmx - 1:
VB_prelim[i, j, k] = VB_prelim[
i, j, k] - sp.C_b * val * absSpeed / os.DSD[i, j, k]
# Vertical diffusion.
if kmx > 1 and not sp.implicitVerticalDiff:
# Estimate the local d2u/dz2 (double derivative):
if k > 0:
dz_up = 0.5 * (os.DSD[i, j, k] + os.DSD[i, j, k - 1])
else:
dz_up = os.DSD[i, j, k]
if k < os.kmax - 1 and os.maskV[i, j, k + 1]:
dz_down = 0.5 * (os.DSD[i, j, k] + os.DSD[i, j, k + 1])
else:
dz_down = os.DS[i, j, k]
d2u_dz2 = (
(getUV(os.VB, i, j, k - 1, valB) - valB) / dz_up -
(valB - getUV(os.VB, i, j, k + 1, valB)) / dz_down) / (
0.5 * (dz_up + dz_down))
VB_prelim[i, j, k] = VB_prelim[i, j, k] + sp.A_z * d2u_dz2
# Find AV (depth integrated VB for this time step):
AV[i, j] = AV[i, j] + os.DSD[i, j, k] * VB_prelim[i, j, k]
sumD = sumD + os.DSD[i, j, k]
# Divide AV by sum depth and time step:
if sumD > 0:
AV[i, j] = AV[i, j] / (dtn * sumD)
# Subtract AU in all layers:
for k in range(0, kmx):
VB_prelim[i, j, k] = VB_prelim[i, j, k] - AV[i, j] * dtn
# Vertical diffusion - implicit calculation:
if sp.implicitVerticalDiff and kmx > 1:
AP = np.zeros((kmx, ))
CP = np.zeros((kmx, ))
SP = np.zeros((kmx, ))
EP = np.zeros((kmx, ))
AP[0] = 0
for k in range(1, kmx):
AP[k] = sp.A_z * dtn / (
os.DSD[i, j, k] * 0.5 *
(os.DSD[i, j, k] + os.DSD[i, j, k - 1]))
CP[k - 1] = sp.A_z * dtn / (
os.DSD[i, j, k - 1] * 0.5 *
(os.DSD[i, j, k - 1] + os.DSD[i, j, k]))
CP[kmx - 1] = 0
SP[0] = 1 + CP[0] + AP[0]
EP[0] = VB_prelim[i, j, 0]
for k in range(1, kmx):
SP[k] = 1 + AP[k] + CP[k] - AP[k] * CP[k - 1] / SP[k - 1]
EP[k] = VB_prelim[i, j, k] + AP[k] * EP[k - 1] / SP[k - 1]
VB_prelim[i, j, kmx - 1] = EP[kmx - 1] / SP[kmx - 1]
for k in range(kmx - 2, -1, -1):
VB_prelim[i, j,
k] = (EP[k] +
CP[k] * VB_prelim[i, j, k + 1]) / SP[k]
# Update 3D speeds:
os.UB[...] = UB_prelim[...]
os.VB[...] = VB_prelim[...]
# Communicate UB/VB between processes:
#if doMpi:
# mpi.communicate3D(comm, rank, pos, splits, os, sp)
# Vertically integrated model:
for subt in range(0, sp.nsub):
# Communicate 2D fields between processes:
if doMpi:
mpi.communicate2D(comm, rank, pos, splits, os, sp)
deltU = np.zeros(os.HUA.shape)
deltV = np.zeros(os.HVA.shape)
if sp.biharmonic:
(diffU, diffV) = biharmon2D(os, sp, os.UA, os.VA)
# U direction:
for i in range(0, os.imax - 1):
for j in range(1, os.jmax - 1):
if not os.maskU[i, j, 0]:
continue
# Local values:
kmx = min(os.kmm[i, j], os.kmm[i + 1,
j]) - 1 # Number of wet layers
dwad = os.DWA[i, j] + 0.5 * (os.E[i, j] + os.E[i + 1, j])
val = os.UA[i, j]
hval = os.HUA[i, j]
# Weighted average of V:
averHV = 0
if os.maskV[i, j - 1, 0]:
averHV = averHV + getUV2(os.HVA, i, j - 1,
0) / os.hvSqr[i, j - 1]
if os.maskV[i + 1, j - 1, 0]:
averHV = averHV + getUV2(os.HVA, i + 1, j - 1,
0) / os.hvSqr[i + 1, j - 1]
if os.maskV[i, j, 0]:
averHV = averHV + getUV2(os.HVA, i, j, 0) / os.hvSqr[i, j]
if os.maskV[i + 1, j, 0]:
averHV = averHV + getUV2(os.HVA, i + 1, j,
0) / os.hvSqr[i + 1, j]
averHV = 0.25 * averHV * os.huSqr[i, j]
# Unweighted:
averVA = 0.25 * (getUV2(os.VA, i, j - 1, 0) + getUV2(
os.VA, i + 1, j - 1, 0) + getUV2(os.VA, i, j, 0) +
getUV2(os.VA, i + 1, j, 0))
averVB = 0.25 * (getUV(os.VB, i, j - 1, kmx, 0) + getUV(
os.VB, i + 1, j - 1, kmx, 0) + getUV(os.VB, i, j, kmx, 0) +
getUV(os.VB, i + 1, j, kmx, 0))
# Get bottom current to calculate bottom drag:
ubot = val + os.UB[i, j, kmx]
vbot = averVA + averVB
vvec = math.sqrt(ubot * ubot + vbot * vbot)
# TODO: depth-integrated equation, support for variable atmospheric pressure
deltU[i, j] = (
dt * 2 * sp.omega * math.sin(sp.phi0) * averHV # Coriolis
+ dtdx * 9.81 * dwad *
(os.E[i, j] - os.E[i + 1, j]) # External gravity waves
- dt * sp.C_b * ubot * vvec # Bottom friction
+ dt * dwad * AU[i, j]
) # Average rate of change extracted from 3D step
if sp.biharmonic:
deltU[i, j] = deltU[i, j] - dt * dwad * diffU[i, j]
else:
# Estimate the local d2u/dx2 (double derivative):
d2u_dx2 = (getUV2(os.UA, i - 1, j, val) - 2 * val +
getUV2(os.UA, i + 1, j, val)) / dx2
# Estimate the local d2u/dy2 (double derivative):
d2u_dy2 = (getUV2(os.UA, i, j - 1, val) - 2 * val +
getUV2(os.UA, i, j + 1, val)) / dx2
# Calculate diffusion term:
deltU[i, j] = deltU[i, j] + dt * os.AM2D[i, j] * (d2u_dx2 +
d2u_dy2)
# V direction:
for i in range(1, os.imax - 1):
for j in range(0, os.jmax - 1):
if not os.maskV[i, j, 0]:
continue
# Local values:
kmx = min(os.kmm[i, j],
os.kmm[i, j + 1]) - 1 # Number of wet layers
dsad = os.DSA[i, j] + 0.5 * (os.E[i, j] + os.E[i, j + 1])
val = os.VA[i, j]
hval = os.HVA[i, j]
# Weighted average of U:
averHU = 0
if os.maskU[i - 1, j, 0]:
averHU = averHU + getUV2(os.HUA, i - 1, j,
0) / os.huSqr[i - 1, j]
if os.maskU[i, j, 0]:
averHU = averHU + getUV2(os.HUA, i, j, 0) / os.huSqr[i, j]
if os.maskU[i - 1, j + 1, 0]:
averHU = averHU + getUV2(os.HUA, i - 1, j + 1,
0) / os.huSqr[i - 1, j + 1]
if os.maskU[i, j + 1, 0]:
averHU = averHU + getUV2(os.HUA, i, j + 1,
0) / os.huSqr[i, j + 1]
averHU = 0.25 * averHU * os.hvSqr[i, j]
# Unweighted:
averUA = 0.25 * (getUV2(os.UA, i - 1, j, 0) + getUV2(
os.UA, i, j, 0) + getUV2(os.UA, i - 1, j + 1, 0) +
getUV2(os.UA, i, j + 1, 0))
averUB = 0.25 * (getUV(os.UB, i - 1, j, kmx, 0) + getUV(
os.UB, i, j, kmx, 0) + getUV(os.UB, i - 1, j + 1, kmx, 0) +
getUV(os.UB, i, j + 1, kmx, 0))
# Get bottom current to calculate bottom drag:
vbot = val + os.VB[i, j, kmx]
ubot = averUA + averUB
vvec = math.sqrt(ubot * ubot + vbot * vbot)
# TODO: depth-integrated equation, support for variable atmospheric pressure
deltV[i, j] = (
-dt * 2 * sp.omega * math.sin(sp.phi0) * averHU # Coriolis
+ dtdx * 9.81 * dsad *
(os.E[i, j] - os.E[i, j + 1]) # External gravity waves
- dt * sp.C_b * vbot * vvec # Bottom friction
+ dt * dsad * AV[i, j]
) # Average rate of change extracted from 3D step
if sp.biharmonic:
deltV[i, j] = deltV[i, j] - dt * dsad * diffV[i, j]
else:
# Estimate the local d2u/dx2 (double derivative):
d2u_dx2 = (getUV2(os.VA, i - 1, j, val) - 2 * val +
getUV2(os.VA, i + 1, j, val)) / dx2
# Estimate the local d2u/dy2 (double derivative):
d2u_dy2 = (getUV2(os.VA, i, j - 1, val) - 2 * val +
getUV2(os.VA, i, j + 1, val)) / dx2
# Calculate diffusion term:
deltV[i, j] = deltV[i, j] + dt * os.AM2D[i, j] * (d2u_dx2 +
d2u_dy2)
# Update HUA:
os.HUA = os.HUA + deltU
# Calculate new UA:
for i in range(0, os.imax - 1):
for j in range(0, os.jmax):
if not os.maskU[i, j, 0]:
continue
dwad = os.DWA[i, j] + 0.5 * (os.E[i, j] + os.E[i + 1, j])
os.UA[i, j] = os.HUA[i, j] / dwad
# Update HVA:
os.HVA = os.HVA + deltV
# Calculate new VA:
for i in range(0, os.imax):
for j in range(0, os.jmax - 1):
if not os.maskV[i, j, 0]:
continue
dsad = os.DSA[i, j] + 0.5 * (os.E[i, j] + os.E[i, j + 1])
os.VA[i, j] = os.HVA[i, j] / dsad
# Done with short time step for UA/HUA and VA/HVA.
# Calculate new elevation:
for i in range(1, os.imax - 1):
for j in range(1, os.jmax - 1):
if os.kmm[i, j] == 0:
continue
os.E[i,
j] = os.E[i,
j] + dtdx * (os.HUA[i - 1, j] - os.HUA[i, j] +
os.HVA[i, j - 1] - os.HVA[i, j])
# Update local time variable:
t = t + dt
# Update EUV bounds:
setBounds.setEUVBounds(scenario, fullDims, fullDepth, pos, splits,
slice, t, os, sp)
# Done with depth integrated (short) time steps
# Recompute U:
for i in range(0, os.imax - 1):
for j in range(0, os.jmax):
for k in range(0, os.kmax):
if not os.maskU[i, j, k]:
# Check we are at the surface layer and there is still current. If so, it's a river outlet.
if k == 0 and os.DW[i, j, 0] > 0 and os.HUA[i, j] != 0:
os.U[i, j, k] = os.HUA[i, j] / os.DW[i, j, 0]
break
os.U[i, j, k] = os.UA[i, j] + os.UB[i, j, k]
# Recompute V:
for i in range(0, os.imax):
for j in range(0, os.jmax - 1):
for k in range(0, os.kmax):
if not os.maskV[i, j, k]:
# Check we are at the surface layer and there is still current. If so, it's a river outlet.
if k == 0 and os.DS[i, j, 0] > 0 and os.HVA[i, j] != 0:
os.V[i, j, k] = os.HVA[i, j] / os.DS[i, j, 0]
break
os.V[i, j, k] = os.VA[i, j] + os.VB[i, j, k]
# Recompute vertical speeds:
computeVerticalSpeeds(os, sp)
def cbRun():
global count
global state
global traded_count
global pairsDone
global sell
global buy
global balance
count += 1
# print(count)
# time.sleep(1)
exchangeState = dict()
mark = {
"count":
count,
"pairsDone": [pairsDone, pairsDone / count],
"balance": [balance, balance / pairsDone],
"traded_count":
[traded_count, traded_count / pairsDone, traded_count / balance],
"sell": [sells, sells / traded_count],
"buy": [buys, buys / traded_count]
}
print(mark)
hasData = True
if state == "GO":
for exchange, slot in orderBooks.slots.items():
bids, asks = slot.getOrderBook()
slot.setOrderBook()
exchangeState[exchange] = dict()
if len(bids) == 0:
hasData = False
break
avgBids = calcMean(bids) #买单
avgAsks = calcMean(asks) #卖单
exchangeState[exchange]['actual'], exchangeState[exchange][
'avg'] = [bids, asks], [avgBids, avgAsks]
#print(HuobiBalancesCycle.getData())
#print(exchangeState)
#print(GateioBalancesCycle.getData())
if hasData:
exchangePairs = verifyExchanges(exchangeState, FEE)
print(count, exchangePairs)
if exchangePairs:
pairsDone += 1
state = "GO"
amount = exchangePairs[0][2][1] * 0.1
exBuy = EXCHANGE[exchangePairs[0][0][BUY]]
priceBuy = exchangePairs[0][1][BUY]
#print(exchange.getBalance('usdt'),price,amount)
exSell = EXCHANGE[exchangePairs[0][0][SELL]]
priceSell = exchangePairs[0][1][SELL]
exBalanceSell = 0.0
exBalanceBuy = 0.0
balanceSell = BALANCES[exchangePairs[0][0][SELL]].getData()
balanceBuy = BALANCES[exchangePairs[0][0][BUY]].getData()
print(balanceSell, balanceBuy)
if isinstance(balanceSell, dict) and isinstance(
balanceBuy, dict):
balance += 1
exBalanceSell = balanceSell[coinPair[SELL]]
exBalanceBuy = balanceBuy[coinPair[BUY]]
usdtAmount = balanceBuy[coinPair[BUY]] + balanceSell[
coinPair[BUY]]
#print(isinstance(exBalanceSell,float),isinstance(exBalanceBuy,float))
#print("SELL",exBalanceSell,"BUY",exBalanceBuy)
#print(amount,amount*priceBuy)
if isinstance(exBalanceSell, float) and isinstance(
exBalanceBuy, float):
if amount <= exBalanceSell and amount * priceBuy <= exBalanceBuy:
amount = amount * 0.01
reactor.callWhenRunning(buy,
exchange=exBuy,
coinPair=orderBooks.pairs,
price=priceBuy,
amount=amount)
reactor.callWhenRunning(sell,
exchange=exSell,
coinPair=orderBooks.pairs,
price=priceSell,
amount=amount)
traded_count += 1
pairsName = orderBooks.pairs
currentTime = datetime.datetime.now().strftime(
'%Y-%m-%d %H:%M:%S') #现在
staFile = open('gatoio' + 'huobipro' + str(startTime),
'a+')
staFile.write(
"%d, pairsName:%s, currentTime:%s, usdtAmount:%f, traded_count:%d\n"
% (count, pairsName, currentTime, usdtAmount,
traded_count))
staFile.close()
else:
state = "GO"
print("Not enough coin/money")
else:
state = "GO"
print("No exchange")