def SellOper(self, Code, count, price): #
reduceHold = False
for hold in self.EndHolding:
if hold.StockCode == Code and hold.StockNumber == 0:
logger.warning('股票数量为空，不继续操作。')
return
if hold.StockCode == Code and hold.StockNumber > count:
logger.warning('正常卖出股票')
hold.CostPrice = (hold.CostPrice * hold.StockNumber -
count * price) / (hold.StockNumber - count)
hold.StockNumber = hold.StockNumber - count
reduceHold = True
elif hold.StockCode == Code and hold.StockNumber == count:
logger.warning('正常卖出股票')
hold.CostPrice = 0
hold.StockNumber = 0
reduceHold = True
elif hold.StockCode == Code and hold.StockNumber < count:
logger.warning('股票数量不足，以卖出所有计算。')
hold.CostPrice = 0
hold.StockNumber = 0
reduceHold = True
if not reduceHold:
logger.warning('拥有的股票数量不足，不可以正常操作。')
return False
logger.info('清除股票完成。')
Operation = StockOperation()
Operation.Set(Code, count, price, 0,
datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
self.Sell.append(Operation)
self.EndAvailable = self.EndAvailable + count * price
def __FBuyStock(self, code): #value[0]－－stockcode value[1]
Ac = self.__FRandGetAccountCanBuy()
if type(Ac) == type(False):
return False
balance = Ac.GetB()[0]
AvailableFunds = balance[BAL_AFu]
Ploop = PriceLoop.PriceLoopFactory().GetPriceLoop()
pricedata = Ploop.GetPriceData(code)['price']
if type(pricedata) == type(0):
logger.warning('无法获得%s的价格。', code)
return
price = float(Ploop.GetPriceData(code)['price'])
count = 0
Position = Ac.GetP()
ableBlance = balance[BAL_AFu]
allBlance = balance[BAL_TAs]
if ableBlance / allBlance < 0.8: #如果当前账号已经持有股票，将全部的可用资金买入股票
count = int(AvailableFunds / price / 100) * 100
else: #如果当前账号没有持有股票，只使用一半的可用资金买入
count = int(AvailableFunds / 2 / price / 100) * 100
if Ac.BuyStock(price, count, code):
self.TodayBuyCodeAddIndex(code)
return True
else:
logger.warning(code + '买入操作不成功。')
self.ValueAccountCanBuy.append(Ac) #如果操作不成功，将可用账号放回，以便后面使用
return False
def CalAllData(self):
Fac = PriceLoopFactory()
loop = Fac.GetPriceLoop()
StockMarketValue = 0
for dir in self.position:
pricedata = loop.GetPriceData(dir[POS_SCo])
if not type(pricedata) == type(0):
if not (dir[POS_SBa]
== dir[POS_ABa] + dir[POS_FQu] + dir[POS_QOTW]):
logger.warning('股票数量不对，股票余额：%d 可用余额:%d 冻结数量%d 在途数量:%d ',
dir[POS_SBa], dir[POS_ABa], dir[POS_FQu],
dir[POS_QOTW])
logger.warning('程序自动更正股票余额。')
dir[POS_SBa] = dir[POS_ABa] + dir[POS_FQu] + dir[POS_QOTW]
dir[POS_MPr] = float(pricedata['price'])
dir[POS_SNa] = pricedata['name']
dir[POS_MVa] = dir[POS_MPr] * dir[POS_SBa]
dir[POS_PLo] = dir[POS_MVa] - dir[POS_GPr] * dir[POS_SBa]
if dir[POS_SBa] == 0 or dir[POS_GPr] == 0:
dir[POS_PLR] = 0
else:
dir[POS_PLR] = dir[POS_PLo] / (dir[POS_GPr] *
dir[POS_SBa]) * 100
StockMarketValue = StockMarketValue + dir[POS_MVa]
self.balance[BAL_RMV] = StockMarketValue
self.balance[BAL_TAs] = StockMarketValue + self.balance[BAL_CBa]
def __TrackAllStock(self):
if self.stockCDPListMutex.acquire(1):
try:
for key in self.stockCDPList:
if not self.CheckUnusefuleCount(key):
continue
datadir = self.stockCDPList[key]
CurrentPrice = float(
PriceLoopFactory().GetPriceLoop().GetPriceData(
key)['price'])
if not CurrentPrice == 0:
self.__TrackStockPrice(datadir['code'], datadir['up'],
datadir['down'], datadir['Aup'],
datadir['Adown'],
datadir['time'], CurrentPrice)
else:
self.UnunsfulCodeTimes[
key] = self.UnunsfulCodeTimes[key] + 1
logger.warning('无法获得' + key + '的价格。')
#logger.info('进入操作程序。')
self.UserAccount.OperationByCDPState(self.stockStateList)
self.PrintUserData()
except:
logger.error('__TrackAllStock 出错退出。', exc_info=True)
finally:
self.stockCDPListMutex.release()
def FSetTodayCodeList(
self, value): #设置今天需要跟踪的股票代码value[0]--codelist value[1]---date
if not datetime.datetime.now().strftime(
'%Y-%m-%d') == value[1].strftime('%Y-%m-%d'):
logger.warning('不是今天的codelist，不操作')
return False #
value[0] = list(set(value[0]))
self.ValueTodayTrackedCodeList = value[0]
return self.Element_FClearCodeNotInCodeLiat()
def DOMSave(self):
with open(XmlPath + self.__AccountFileName, 'w',
encoding='utf-8') as file:
self.dom.writexml(file,
addindent='\t',
newl='\n',
encoding='utf-8') #
if not mycopyfile(XmlPath + self.__AccountFileName,
XmlPath + 'BackUp' + self.__AccountFileName):
logger.warning('保存XMl文件出错，重新加载备份的文件。')
self.Reload() #如果保存不成功，则重新加载备份数据
def __S_CheckMarketPrice(self, price, count, stockcode): #检查当前价格是否可以成功交易
Fac = PriceLoopFactory()
loop = Fac.GetPriceLoop()
pricedata = loop.GetPriceData(stockcode)
if not type(pricedata) == type(0):
if price <= float(pricedata['price']):
return True
else:
logger.warning('出价太高，无法以%f元卖出%s，股票当前价%s.', price, stockcode,
pricedata['price'])
return False
def __FRandGetAccountCanBuy(self): #随机获得一个可以用于交易的账号
if len(self.ValueAccountCanBuy) == 0:
return False
acIndex = random.randint(0, len(self.ValueAccountCanBuy) - 1)
Ac = self.ValueAccountCanBuy.pop(acIndex)
balance = Ac.GetB()[0]
stockOnTheWay = Ac.StockOnTheWay()
if balance[BAL_AFu] / balance[BAL_TAs] > 0.2 and len(
stockOnTheWay) > 0:
logger.warning('随机找到的账号没有足够资金用于交易。')
return False
return Ac
def __B_CheckMarketPrice(self, price, stockcode): #当前价格是否可以买入
PriceConditions = False
Fac = PriceLoopFactory()
loop = Fac.GetPriceLoop()
pricedata = loop.GetPriceData(stockcode)
if not type(pricedata) == type(0):
if price >= float(pricedata['price']):
return True
else:
logger.warning('出价太低，无法以%f元购入%s，股票当前价%s.', price, stockcode,
pricedata['price'])
return False
def __TrackStockPrice(
self, StockCode, CDPUp, CDPDown, AUP, ADown, CDPDataTime,
CurrentPrice): #分析一个股票的当前价格是不是在CDP的区间之外，在CDP的上区间还是下区间
if (not (self.curtime.strftime('%Y-%m-%d')
== CDPDataTime.strftime('%Y-%m-%d'))):
logger.warning(StockCode, ' 输入数据不是今天的 CDP 参数.')
return
CDPUpRate = CDPUp / CurrentPrice
CDPDownRate = CDPDown / CurrentPrice
if (CDPUpRate > 1.2 or CDPUpRate < 0.8 or CDPDownRate > 1.2
or CDPDownRate < 0.8):
logger.warning(StockCode + ' 价格为' + str(CurrentPrice) +
'的CDP上限或者下限超出范围,CDPUpRate:' +
str(round(CDPUpRate, 4)) + 'CDPDownRate:' +
str(round(CDPDownRate, 4)))
elif (not (CurrentPrice > 0.01 and CurrentPrice < 10000)):
self.stockStateList[StockCode] = CDPState.Out
self.ProcePrint.write_mmap_info(StockCode + ':' + ' 当前价格:' +
str(CurrentPrice) +
' 已经超出合理范围，检查数据是否出错。')
elif (CDPUp < CurrentPrice and CurrentPrice < AUP):
self.stockStateList[StockCode] = CDPState.UP
self.ProcePrint.write_mmap_info(StockCode + ' CDPUp:' +
str(round(CDPUp, 4)) + ' 当前价格:' +
str(round(CurrentPrice, 4)))
elif (CDPDown > CurrentPrice and CurrentPrice > ADown):
self.stockStateList[StockCode] = CDPState.Down
self.ProcePrint.write_mmap_info(StockCode + ' CDPDown:' +
str(round(CDPDown, 4)) + ' 当前价格:' +
str(round(CurrentPrice, 4)))
elif CurrentPrice < ADown:
self.stockStateList[StockCode] = CDPState.ADown
self.ProcePrint.write_mmap_info(StockCode + ' ADown:' +
str(round(ADown, 4)) + ' 当前价格:' +
str(round(CurrentPrice, 4)))
elif CurrentPrice > AUP:
self.stockStateList[StockCode] = CDPState.AUP
self.ProcePrint.write_mmap_info(StockCode + ' AUP:' +
str(round(AUP, 4)) + ' 当前价格:' +
str(round(CurrentPrice, 4)))
else:
self.stockStateList[StockCode] = CDPState.Mid
self.ProcePrint.write_mmap_info(StockCode + ' 没有发现可以满足CDP的交易条件。' +
' CDPUp:' + str(round(CDPUp, 4)) +
' CDPDown:' +
str(round(CDPDown, 4)) + ' 当前价格:' +
str(round(CurrentPrice, 4)))
def Element_FClearCodeNotInCodeLiat(self): #清除今天不需要跟踪的所有股票
if not StockTimer.NowIsTransactionTime():
self.ValueTaskList.put(self.Element_FClearCodeNotInCodeLiat)
logger.warning('不是交易时间，不操作')
return False #
for ac in self.ValueAllAcList: #清空不在股票池当中的所有股票
surplusStockCode = set(ac.GetStockCodeList()) - set(
self.ValueTodayTrackedCodeList)
for code in surplusStockCode:
logger.info('股票%s不在今日的列表，清空。', code)
ac.ClearStock(code)
if not self.FTodayCodeListCleanUp():
logger.warning('检查发现还没有清空非今日可操作的股票。')
self.ValueTaskList.put(self.Element_FClearCodeNotInCodeLiat)
return False
else:
return True
def BuyStock(self, price, count, stockcode): #买入股票,会自动判断是否可以买入，正常买入返回true
if not (count % 100 == 0):
logger.warning('不是购买100的整数倍股。不可以操作。')
return False
elif not self.__B_CheckFinancialConditions(price, count, stockcode):
return False
if not self.__B_CheckMarketPrice(price, stockcode):
return False
else:
cost = self.__B_GetCost(price, count, stockcode)
self.balance[BAL_AFu] = self.balance[
BAL_AFu] - price * count - cost #可用资金下调
self.balance[BAL_CBa] = self.balance[
BAL_CBa] - price * count - cost #资金余额下调
self.__B_AddPositionStock(price, count, stockcode)
self.XMLLog.TodayLog.BuyOper(stockcode, count, price, cost)
logger.info('购入股票成功')
self.CalAllData()
return True
def SellStock(self, price, count, stockcode): #卖出股票,会自动判断是否可以卖出，正常卖出返回true
if not (count % 100 == 0):
logger.warning('不是卖出100的整数倍股。不可以操作。')
return False
TradableCount = self.GetPositionStockTradableCount(stockcode)
if TradableCount == 0:
return False
elif not self.__S_CheckMarketPrice(price, count, stockcode):
return False
elif TradableCount > count:
TradableCount = count
self.balance[
BAL_AFu] = self.balance[BAL_AFu] + price * TradableCount #增加可用资金
self.balance[
BAL_CBa] = self.balance[BAL_CBa] + price * TradableCount #增加资金余额
self.__S_ReduceStock(price, TradableCount, stockcode)
logger.info('卖出股票%s成功', stockcode)
self.XMLLog.TodayLog.SellOper(stockcode, count, price)
self.CalAllData()
self.RemoveEmptyStock()
return True
def __S_ReduceStock(self, price, count, stockcode): #卖出股票成功后，减少持仓
logger.warning('__S_ReduceStock输入参数：%f %d %s', price, count, stockcode)
tempDir = {}
for dir in self.position:
if dir[POS_SCo] == stockcode:
tempDir = dir
break
if len(tempDir) == 0:
logger.warning('找不到股票%s', stockcode)
return False
elif tempDir[POS_ABa] < count:
logger.warning('%s股票数据不足。', stockcode)
return False
elif tempDir[POS_SBa] > count:
tempDir[POS_CPr] = (tempDir[POS_CPr] * tempDir[POS_SBa] -
count * price) / (tempDir[POS_SBa] - count)
tempDir[POS_GPr] = (tempDir[POS_GPr] * tempDir[POS_SBa] -
count * price) / (tempDir[POS_SBa] - count)
tempDir[POS_ABa] = tempDir[POS_ABa] - count
tempDir[POS_SBa] = tempDir[POS_SBa] - count
elif tempDir[POS_SBa] == count:
tempDir[POS_CPr] = 0
tempDir[POS_GPr] = 0
tempDir[POS_ABa] = tempDir[POS_ABa] - count
tempDir[POS_SBa] = tempDir[POS_SBa] - count
return True
def AddThisNodeToDOM(self, dom): #将账户的资金和股票数据转为dom,不删除原有的dom
for childDom in dom.GetDocumentElement().getElementsByTagName(
'Account'):
if childDom.getAttribute("number") == self.Number:
logger.warning('已经相同账号，不可以再添加。')
return False
domSource = Document()
AccountEle = domSource.createElement('Account')
AccountEle.setAttribute('number', self.Number)
NumberEle = domSource.createElement('Number')
NumberEle.appendChild(domSource.createTextNode(self.Number))
PassWordEle = domSource.createElement('PassWord')
PassWordEle.appendChild(domSource.createTextNode(self.passWord))
AccountEle.appendChild(NumberEle)
AccountEle.appendChild(PassWordEle)
self.__DictAddToDOM(domSource, self.balance, AccountEle)
for hold in self.position:
stockEle = domSource.createElement('Stock')
self.__DictAddToDOM(domSource, hold, stockEle)
AccountEle.appendChild(stockEle)
dom.appendChild(AccountEle)
self.__AccountEle = AccountEle
return
def LoadTodayDomFromFile(self, AccountName, PassWord): #加载
if not os.path.exists(self.LogPath + AccountName + 'Log.xml'):
logger.warning('Can not find the file:' + self.LogPath +
AccountName + 'Log.xml')
return
self.dom = xmldom.parse(self.LogPath + AccountName + 'Log.xml')
RootEle = self.dom.documentElement
self.Account = RootEle.getElementsByTagName('Account')[0].getAttribute(
'number')
self.PassWord = RootEle.getElementsByTagName(
'Account')[0].getElementsByTagName('PassWord')[0].firstChild.data
self.InitialFunds = RootEle.getElementsByTagName('Account')[
0].getElementsByTagName('InitialFunds')[0].firstChild.data
TodayDate = datetime.datetime.now()
[lastdate, lastEle] = self.GetLastLog(RootEle)
if lastdate.strftime('%Y-%m-%d') == TodayDate.strftime('%Y-%m-%d'):
self.TodayLog.SetByDOM(lastEle)
else:
tempLog = DayLog()
tempLog.SetByDOM(lastEle)
self.TodayLog = tempLog.GetNextDayStartLog(
TodayDate.strftime('%Y-%m-%d'), self.dom)
self.TodayLog.AddToXMLDom(self.dom)
def LoadAccount(self, nume, dom): #从dom中加载账户的资金和股票数据
self.position = []
self.StockCodeList = []
self.balance = {}
self.__AccountEle = 0
RootEle = dom.GetDocumentElement()
for Ele in RootEle.getElementsByTagName('Account'):
AccountNumber = Ele.getAttribute("number")
if (len(AccountNumber) == 0):
logger.warning('错误：number 属性为空')
elif AccountNumber == nume and type(self.__AccountEle) == type(0):
self.Number = AccountNumber
self.__AccountEle = Ele
elif (not (self.__AccountEle) == type(0)
and AccountNumber == nume):
self.Number = ''
self.__AccountEle = 0
logger.warning('记录文件中发现相同账号:%s 请检查文件是否合法。', self.Number)
return False
if len(self.Number) == 0: #没有找到对应的账号记录
return False
for key in iniBalance:
if (len(self.__AccountEle.getElementsByTagName(key)) == 0):
logger.warning('错误：无法找到' + key + '节点')
else:
self.balance[key] = self.__NodeToData(
key,
self.__AccountEle.getElementsByTagName(key)
[0].firstChild.data)
self.passWord = self.__AccountEle.getElementsByTagName(
'PassWord')[0].firstChild.data
self.StockCodeList = []
for hold in self.__AccountEle.getElementsByTagName(
'Stock'): #Stock层次解析
tempDir = {}
for key in IniPosition:
tempDir[key] = self.__NodeToData(
key,
hold.getElementsByTagName(key)[0].firstChild.data)
self.__AddToPosition(tempDir)
def __B_CheckFinancialConditions(self, price, count, stockcode): #资金是否足够
CapitalReq = price * count + self.__B_GetCost(price, count, stockcode)
if CapitalReq <= self.balance[BAL_AFu]:
return True
logger.warning('资金不足，无法以%f元购入%d股%s', price, count, stockcode)
return False
