def test(self):
if request.method == 'POST':
id = request.args.get('id')
model = Model.query.get(id)
modelName = model.nick_name
f = request.files['file']
uploadPath = ''
config = Config.get()
if f.filename:
uploadPath = config[
'appRoot'] + '/src/py/web/static/test_data/' + modelName + '.csv'
f.save(uploadPath)
@flask.stream_with_context
def generate():
id = request.args.get('id')
model = Model.query.get(id)
cmd = 'CTP_CONFIG_PATH=%s python %s/src/py/test.py %s %s' % (
os.environ.get('CTP_CONFIG_PATH'), config['appRoot'],
modelName, uploadPath)
p = subprocess.Popen(cmd,
shell=True,
stdout=subprocess.PIPE,
stderr=subprocess.PIPE)
while p.poll() is None:
line = p.stdout.read()
if not line: continue
yield line + '\n'
return self.render('admin/runner_test.html', logs=generate())
else:
return self.render('admin/runner_test.html', logs=[])
def getData(self):
if not os.path.exists(self.dataPath):
config = Config.get()
self.dataPath = config[
'appRoot'] + '/src/py/web/static/test_data/test.csv'
data = csv.reader(open(self.dataPath, 'r'))
isTitle = True
title = []
tickData = []
for line in data:
if isTitle:
for t in line:
title.append(t)
isTitle = False
continue
tick = {}
for i, t in enumerate(line):
tick[title[i]] = t
tickData.append(tick)
self.over = True
return tickData
def __init__(self, name, isToFile=False):
self.logger = logging.getLogger(name)
self.isToFile = isToFile
if self.isToFile:
config = Config.get()
today = datetime.datetime.now().strftime("%Y%m%d")
path = "%s/src/py/web/static/logs/online/%s_%s.log" % (
config['appRoot'], name, today)
print path, name
self.logger.addHandler(logging.FileHandler(path))
def index(self):
config = Config.get()
app = config['app']
appStr = json.dumps(app, indent=4)
if request.method == 'POST':
content = request.form.get('config')
newApp = json.loads(content)
config['app'] = newApp
Config.write(config)
return redirect('admin/config')
return self.render('admin/config.html', appStr = appStr)
def lbtest(self):
config = Config.get()
if request.method == 'GET':
id = request.args.get('id')
model = Model.query.get(id)
modelName = model.nick_name
else:
id = request.form.get('id')
testVersion = request.form.get('testVersion')
iids = request.form.get('iids')
startDate = request.form.get('startDate')
endDate = request.form.get('endDate')
isRandom = request.form.get('isRandom')
maxSlippage = request.form.get('maxSlippage')
optional = ''
if isRandom:
optional += ' -r '
if isRandom and maxSlippage:
optional += ' -s ' + maxSlippage + ' '
model = Model.query.get(id)
modelName = model.nick_name
cmd = 'CTP_CONFIG_PATH=%s python %s/src/py/lbtest.py %s %s %s %s %s %s' \
% (os.environ.get('CTP_CONFIG_PATH'), config['appRoot'], optional, modelName, testVersion, iids,
startDate, endDate)
now = datetime.datetime.now().strftime("%Y%m%d_%H%M%S")
fd = open(
'%s/src/py/web/static/logs/lbtest/%s_%s_%s.log' %
(config['appRoot'], modelName, testVersion, now), 'w')
subprocess.Popen(cmd, shell=True, stdout=fd)
locking = Locker.getLocking('TEST_SERVICE_RUNNING_' + modelName)
files = []
for file in os.listdir('%s/src/py/web/static/logs/lbtest/' %
(config['appRoot'])):
if file.find(modelName) >= 0:
files.append(file)
return self.render('admin/runner_lbtest.html',
locking=locking,
id=id,
logs=files)
def __init__(self, modelName, iids, version):
self.server = Redis.get()
self.sender = Redis.get()
self.cache = Redis.get()
self.config = Config.get()
self.modelName = modelName
self.srvChannel = version
self.appConfig = self.config['app'][modelName]
self.iids = iids
# 获取模型
m = Model.query.filter(Model.nick_name==modelName).first()
if not m:
print 'Error: model not exist'
exit()
className = m.class_name
moduleName = 'model.' + className
moduleMeta = __import__(moduleName, globals(), locals(), [className])
classMeta = getattr(moduleMeta, className)
self.model = classMeta(modelName, self)
from common.MySQL import MySQL
from common.Config import Config
from common.Redis import Redis
import time as timeer
import hashlib
import demjson as JSON
import datetime
def format_price(num):
num = float('{:.2f}'.format(num))
return 0 if num > 10000000.0 else num
db = MySQL()
rds = Redis.get()
config = Config.get()
iids = config['iids']
runningKey = 'CTP.QUEUE.RUNNING.CNT'
rds.incr(runningKey)
for i in xrange(1,10000):
runningCnt = int(rds.get(runningKey))
if runningCnt > 5:
break
data = rds.rpop(config['queueKey'])
if not data:
timeer.sleep(1)
continue
def build(self):
config = Config.get()
appRoot = config['appRoot']
self.cmd = "CTP_CONFIG_PATH=%s python %s/%s %s" % (os.environ.get('CTP_CONFIG_PATH'), appRoot, self.cmd, self.globalId)
def build(self):
config = Config.get()
appRoot = config['appRoot']
ctpConfig = config['ctpConfig']
self.cmd = "%s/%s %s/%s" % (appRoot, self.cmd, appRoot, ctpConfig)
def __init__(self, modelName, tradeSrv):
self.modelName = modelName
self.tradeSrv = tradeSrv
self.appConfig = Config.get()['app'][modelName]
def index(self):
if request.method == 'POST':
iid = request.form.get('iid')
if not iid:
return jsonify(code=10002, msg="IID Name cannot be empty")
config = Config.get()
tick = filter(lambda x: x not in '0123456789', iid)
# add tick table
if tick not in config['iids']:
config['iids'].append(tick)
Config.write(config)
mysql = MySQL()
sql = '''
CREATE TABLE IF NOT EXISTS `tick_%s` (
`id` bigint(20) NOT NULL AUTO_INCREMENT,
`token` char(32) NOT NULL DEFAULT '',
`iid` varchar(50) NOT NULL DEFAULT '',
`time` char(17) NOT NULL DEFAULT '',
`msec` int(11) NOT NULL DEFAULT '0',
`price` decimal(10,2) NOT NULL DEFAULT '0.00',
`volume` int(11) NOT NULL DEFAULT '0',
`bid_price1` decimal(10,2) NOT NULL DEFAULT '0.00',
`bid_volume1` int(11) NOT NULL DEFAULT '0',
`ask_price1` decimal(10,2) NOT NULL DEFAULT '0.00',
`ask_volume1` int(11) NOT NULL DEFAULT '0',
`mtime` timestamp NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
PRIMARY KEY (`id`),
UNIQUE KEY idx_token(`token`),
KEY idx_time(`time`)
) ENGINE=InnoDB CHARSET=utf8;''' % (tick)
mysql.insert(sql)
tickModel = createTickModel(tick)
tmp_val = app._got_first_request
app._got_first_request = False
admin.add_view(TickView(tickModel, db.session,
category='Tick'))
app._got_first_request = tmp_val
f = request.files['csv']
if not f:
return jsonify(code=0, msg="create iid success")
tmpPath = '/tmp/%s' % (f.filename)
f.save(tmpPath)
csv_reader = csv.reader(open(tmpPath))
isTitle = True
total = succ = 0
mysql = MySQL()
for row in csv_reader:
if isTitle:
if not self.checkTitle(row):
return jsonify(
code=10001,
msg=
"Error, title should be ['time', 'msec', 'price', 'volume', 'bid_price1', 'bid_volume1', 'ask_price1', 'ask_volume1']"
)
isTitle = False
continue
total += 1
if self.insertTickData(mysql, iid, row):
succ += 1
return jsonify(code=0,
msg='ok',
data={
'total': total,
'succ': succ
})
return self.render('admin/tick_upload.html')
def __init__(self):
self.db = MySQL()
self.rds = Redis.get()
self.config = Config.get()
def edit_view(self):
id = request.args.get('id')
return_url = get_redirect_target() or self.get_url('.index_view')
model = self.get_one(id)
if model is None:
flash('Record does not exist.', 'error')
return redirect(return_url)
form = self.edit_form(obj=model)
if self.validate_form(form):
if self.update_model(form, model):
config = Config.get()
filename = '%s/src/py/model/%s.py' % (config['appRoot'],
form.class_name.data)
with open(filename, 'w') as f:
f.write(form.source.data)
flash('Record was successfully saved.', 'success')
return redirect(request.url)
if request.method == 'GET':
self.on_form_prefill(form, id)
if not form.source.data:
form.source.data = '''
#!/usr/bin/env python
# -*- encoding:utf-8 -*-
#
from .ModelBase import ModelBase
class %s(ModelBase):
"""
模型类：
编写算法时，需要重写onTick、tradeSuccess以及tradeCancel方法
onTick：当有Tick信号时触发
tradeSuccess：下单成功时触发
tradeCancel：订单撤销时触发
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
可用变量：
self.appConfig: 应用配置，在Config配置中，appKey所对应的配置项
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
可用方法：
self.tradeNormal(iid='', price=3690, volume=2, isOpen=True, isBuy=True, isToday=True)
该方法用于下普通单，直到成交，触发tradeSuccess方法，
可手动撤单，撤单成功后会触发tradeCancel方法
self.tradeFAK(iid='', price=3690, volume=2, isOpen=True, isBuy=True, isToday=True)
该方法用于下FAK单，触发tradeSuccess或tradeCancel方法
self.tradeFOK(iid='', price=3690, volume=2, isOpen=True, isBuy=True, isToday=True)
该方法用于下FOK单，触发tradeSuccess或tradeCancel方法
self.tradeIOC(iid='', price=3690, volume=2, isOpen=True, isBuy=True, isToday=True)
该方法用于下市价单，涨跌停情况外，触发tradeSuccess方法
以上全部方法均返回tradeId，tradeId为此次交易的唯一订单ID，
可用于追踪订单
self.cancel(iid, tradeId)
该方法用于撤单
"""
def __init__(self, appKey, tradeSrv):
super(%s, self).__init__(appKey, tradeSrv)
def onTick(self, tick):
"""
tick：Dict
{
'iid': 'hc1808', // 合约
'price': 3400, // 最新价
'volume': 340, // 数量
'bidPrice1': 3333,
'bidVolume1': 300,
'askPrice1': 3322,
'askVolume1': 33,
'time': '20180312 11:23:44', // 时间
'msec': 500, // 毫秒
}
"""
pass
def tradeSuccess(self, tradeId, dealPrice, dealVolume):
"""
tradeId: String 订单号
dealPrice: Float 成交价
dealVolume: Int 成交量
"""
pass
def tradeCancel(self, tradeId):
pass
''' % (form.class_name.data, form.class_name.data)
template = self.edit_template
return self.render(template,
id=id,
model=model,
form=form,
return_url=return_url)
