def setUp(self):
build_user()
build_positions()
mike = User(**{
"username": "******",
"realname": "Mike Bloom",
"balance": 10000.0
})
mike.hash_password("password")
mike.save()
appl = Position(**{
"ticker" : "AAPL",
"amount": 5,
"user_info_pk": mike.pk
})
tsla = Position(**{
"ticker" : "TSLA",
"amount": 10,
"user_info_pk": mike.pk
})
appl.save()
tsla.save()
def create_position(self, parent_division_oid):
url = f'{appUrl}/idm/api/catalog/entry/'
headers = {"Accept-Encoding": "gzip, deflate", "Accept-Language": "ru"}
params = {'search': '', 'countType': 'all', "sort": ""}
initial_position_object = Position()
position_json = initial_position_object.return_position_data_as_json()
clientId = self.make_position_path(parentId=parent_division_oid)
position_json.update({
'clientId': clientId,
'parentId': parent_division_oid
})
print(position_json)
response = self.rest.call_request(request_type="POST",
url=url,
json=position_json,
headers=headers,
params=params)
json_response = response.json()
print(json_response)
created_position = Position()
self.fill_position_data_from_response(created_position, json_response)
setattr(initial_position_object, 'id', created_position.id)
assert initial_position_object.__eq__(created_position)
return created_position
def check_for_winner(plays: int, board, position: Position):
if plays >= 3:
if right_and_left_check(board, position) or up_and_down_check(board, position) \
or plus_sing_check(board, position) or x_sing_check(board, position) \
or vertical_check(board, position):
return position
else:
Position(0, 0)
elif plays >= (len(board) * len(board)):
return Position(0, 0, None)
return Position(0, 0)
def _search_max_area_rectangle(self):
max_area_rectangle = (0, None, None)
for rectangle_color in list(Color):
rectangle = self._search_completed_color_rectangle(rectangle_color)
if rectangle[0] > max_area_rectangle[0]:
max_area_rectangle = rectangle
if max_area_rectangle[0] >= self.width - 1:
max_area_rectangle = (max_area_rectangle[0],
Position(max_area_rectangle[1][0],
max_area_rectangle[1][1]),
Position(max_area_rectangle[2][0],
max_area_rectangle[2][1]))
else:
return None
return max_area_rectangle
def save_account_cny(account_info, message_array):
for tradingAccount in message_array:
position_db = Position()
real_account_id = getattr(tradingAccount, 'AccountID', 'NULL')
if (real_account_id[12:14] == '70') and (account_info.accountsuffix
== '70'):
pass
elif (real_account_id[12:14] == '01') and (account_info.accountsuffix
== '01'):
pass
else:
continue
position_db.date = today_str
position_db.id = account_info.accountid
position_db.symbol = 'CNY'
# 结算准备金
position_db.long = getattr(tradingAccount, 'Balance', 'NULL')
if account_info.accountsuffix == '70':
# 保证金可用余额
position_db.long_avail = getattr(tradingAccount, 'Credit', 'NULL')
else:
# 现金
position_db.long_avail = getattr(tradingAccount, 'Available',
'NULL')
# 上次结算准备金
position_db.prev_net = getattr(tradingAccount, 'PreBalance', '0')
position_db.update_date = datetime.now()
position_list.append(position_db)
def seed(dbpath=DBPATH):
ORM.dbpath = dbpath
default = Account(username='******',
balance=10000.00,
first='sami',
last='s',
api_key="12345678912345678902")
default.set_password('1234')
default.save()
default_buy = Trade(buy_sell='Buy',
username='******',
ticker='tsla',
price='100',
shares='10',
time=time())
default_buy.save()
default_sale = Trade(buy_sell='Sell',
username='******',
ticker='tsla',
price='110',
shares='5',
time=time())
default_sale.save()
default_position = Position(username='******', ticker='tsla', shares='5')
default_position.save()
def generate_board(size):
board_matrix = []
for line in range(size):
line_array = []
for col in range(size):
line_array.append(Position(col + 1, line + 1))
board_matrix.append(line_array)
return board_matrix
def __build_account_position(account_id, investor_position_array):
position_list = []
position_dict = dict()
ticker_position_dict = dict()
for investorPosition in investor_position_array:
symbol = getattr(investorPosition, 'stock_code', 'NULL')
# 过滤掉SP j1609&j1701这种的持仓数据
if '&' in symbol:
continue
# 转换hedgeFlag字典
# hedge_flag = getattr(investorPosition, 'm_nHedgeFlag', '0')
# hedge_flag = HEDGE_FLAG_MAP[hedge_flag]
hedge_flag = 0
key = '%s|%s' % (symbol, hedge_flag)
if key in ticker_position_dict:
ticker_position_dict.get(key).append(investorPosition)
else:
ticker_position_dict[key] = [investorPosition]
for (key, ticker_position_list) in ticker_position_dict.items():
(symbol, hedge_flag) = key.split('|')
td_long = 0
td_long_cost = 0.0
td_long_avail = 0
for temp_position in ticker_position_list:
td_long += float(getattr(temp_position, 'current_amount', '0'))
td_long_cost += float(getattr(temp_position, 'cost_price', '0'))
td_long_avail += float(getattr(temp_position, 'enable_amount',
'0'))
position_db = Position()
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = symbol
position_db.hedgeflag = hedge_flag
position_db.long = td_long
position_db.long_cost = td_long_cost
position_db.long_avail = td_long_avail
position_db.short = 0
position_db.short_cost = 0
position_db.short_avail = 0
position_db.ys_position_long = td_long
position_db.yd_long_remain = td_long
position_db.ys_position_short = 0
position_db.yd_short_remain = 0
position_db.prev_net = td_long
position_db.frozen = 0
position_db.update_date = datetime.now()
position_dict[key] = position_db
position_list.append(position_db)
return position_dict, position_list
def __get_account_cny(account_id, message_array):
if local_server_name == 'huabao' or local_server_name == 'zhongxin':
account_money_dict = dict()
fr = open('account_money.txt')
for line in fr:
l = line.strip()
if (l == '') or (l[0] == '#'):
continue
else:
[key, data] = l.split('=')
account_money_dict[key] = data
fr.close()
position_db = Position()
for trading_account in message_array:
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = 'CNY'
if local_server_name == 'huabao' and account_id == '1':
account_money = int(account_money_dict[account_id])
position_db.long = account_money
position_db.long_avail = account_money
position_db.prev_net = account_money
position_db.update_date = datetime.now()
elif local_server_name == 'huabao' and account_id == '2':
account_money = int(account_money_dict[account_id])
position_db.long = account_money
position_db.long_avail = account_money
position_db.prev_net = account_money
position_db.update_date = datetime.now()
elif local_server_name == 'zhongxin' and account_id == '1':
other_account_money = int(account_money_dict[account_id])
position_db.long = float(getattr(trading_account, 'Balance', '0')) - other_account_money
position_db.long_avail = position_db.long
position_db.prev_net = float(getattr(trading_account, 'PreBalance', '0')) - other_account_money
position_db.update_date = datetime.now()
elif local_server_name == 'zhongxin' and account_id == '2':
other_account_money = int(account_money_dict[account_id])
position_db.long = float(getattr(trading_account, 'Balance', '0')) - other_account_money
position_db.long_avail = position_db.long
position_db.prev_net = float(getattr(trading_account, 'PreBalance', '0')) - other_account_money
position_db.update_date = datetime.now()
else:
position_db.long = getattr(trading_account, 'Balance', '0')
position_db.long_avail = getattr(trading_account, 'Available', '0')
position_db.prev_net = getattr(trading_account, 'PreBalance', '0')
position_db.update_date = datetime.now()
break
return position_db
def __build_account_position(account_id, investor_position_array):
position_list = []
for investor_position in investor_position_array:
position_db = Position()
position_db.date = now_date_str
position_db.id = account_id
message_symbol = getattr(investor_position, 'SYMBOL',
'NULL').split('.')[0]
if message_symbol not in instrument_dict:
continue
instrumet_db = instrument_dict[message_symbol]
position_db.symbol = instrumet_db.ticker
position_db.hedgeflag = 0
long_qty_message = int(getattr(investor_position, 'LONG_QUANTITY', 0))
long_avail_qty_message = int(
getattr(investor_position, 'AVAILABLE_QUANTITY', 0))
short_qty_message = abs(
int(getattr(investor_position, 'SHORT_QUANTITY', 0)))
if long_qty_message < 0:
long_qty = 0
long_avail_qty = 0
short_qty = abs(long_qty_message)
else:
long_qty = long_qty_message
long_avail_qty = long_avail_qty_message
short_qty = short_qty_message
average_price = float(getattr(investor_position, 'AVERAGE_PRICE', 0))
position_db.long = long_qty
position_db.long_cost = long_qty * average_price * float(
instrumet_db.fut_val_pt)
position_db.long_avail = long_avail_qty
position_db.yd_position_long = long_qty
position_db.yd_long_remain = long_qty
position_db.short = short_qty
position_db.short_cost = short_qty * average_price * float(
instrumet_db.fut_val_pt)
position_db.short_avail = short_qty
position_db.yd_position_short = short_qty
position_db.yd_short_remain = short_qty
position_db.prev_net = position_db.yd_position_long - position_db.yd_position_short
position_db.frozen = 0
position_db.update_date = datetime.now()
position_list.append(position_db)
return position_list
def save_account_cny(account_id, message_array):
for trading_account in message_array:
position_db = Position()
position_db.date = today_str
position_db.id = account_id
position_db.symbol = 'CNY'
available = getattr(trading_account, 'Available', '0')
margin = getattr(trading_account, 'Margin', '0')
position_db.long = float(available) + float(margin)
position_db.long_avail = available
position_db.prev_net = getattr(trading_account, 'PreBalance', '0')
position_db.update_date = datetime.now()
position_list.append(position_db)
def buy(self, ticker, amount):
#TODO make a trade
""" buy a stock. if there is no current position, create one, if there is
increase its amount. no return value """
if amount < 0:
raise ValueError
cost = get_price(ticker)* amount
if self.balance < cost:
raise InsufficientFundsError
self.balance -= cost
current_position = self.position_for_stock(ticker)
if current_position is None:
current_position = Position(ticker=ticker, amount=0, user_info_pk=self.pk)
current_position.amount += amount
current_position.save()
self.save
def __get_account_cny(account_id, message_array):
position_db = Position()
for trading_account in message_array:
money_type = getattr(trading_account, 'money_type', '0')
if money_type != '0':
continue
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = 'CNY'
position_db.long = getattr(trading_account, 'current_balance', '0')
position_db.long_avail = getattr(trading_account, 'enable_balance',
'0')
position_db.prev_net = getattr(trading_account, 'fund_balance', '0')
position_db.update_date = datetime.now()
return position_db
def get_positions(self, whereclause=None):
if whereclause == None:
whereclause = ""
result = {}
cnxn = pyodbc.connect(self.constr_lora)
cursor = cnxn.cursor()
cursor.execute("SELECT [opus_id], \
[uuid_userref], \
[los_id], \
[person_ref], \
[kmd_suppid], \
[title], \
[position_id], \
[title_short], \
[paygrade_title], \
[is_manager], \
[payment_method], \
[payment_method_text], \
[weekly_hours_numerator], \
[weekly_hours_denominator], \
[invoice_recipient], \
[pos_pnr], \
[dsuser], \
[start_date], \
[leave_date], \
[manager_opus_id], \
[manager_uuid_userref], \
[updated], \
[deleted], \
[ad_user_deleted] \
FROM [pyt].[positions] \
" + whereclause + ";")
for row in cursor.fetchall():
opus_id = row.opus_id
pos = Position(
opus_id, row.uuid_userref, row.los_id, row.person_ref,
row.kmd_suppid, row.title, row.position_id, row.title_short,
row.paygrade_title, row.is_manager, row.payment_method,
row.payment_method_text, row.weekly_hours_numerator,
row.weekly_hours_denominator, row.invoice_recipient,
row.pos_pnr, row.dsuser, row.start_date, row.leave_date,
row.manager_opus_id, row.manager_uuid_userref, row.updated,
row.deleted, row.ad_user_deleted)
result[int(opus_id)] = pos
return result
def __get_account_cny(account_id, message_array):
query_position = session_portfolio.query(Position)
position_db = query_position.filter(Position.id == account_id,
Position.date == now_date_str,
Position.symbol == 'CNY').first()
if position_db is None:
position_db = Position()
for trading_account in message_array:
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = 'CNY'
position_db.long = getattr(trading_account, 'm_dBalance', '0')
position_db.long_avail = getattr(trading_account, 'm_dAvailable', '0')
position_db.prev_net = getattr(trading_account, 'm_dPreBalance', '0')
position_db.update_date = datetime.now()
return position_db
def __get_account_cny(account_id, base_model, pre_position_info_list):
account_cny_db = None
for position_info in pre_position_info_list:
if position_info.symbol == 'CNY':
account_cny_db = position_info
if account_cny_db is None:
account_cny_db = Position()
account_cny_db.date = now_date_str
account_cny_db.id = account_id
account_cny_db.symbol = 'CNY'
# 获取实时账户净值的数值
account_cny_db.long = getattr(base_model, 'RT_ACCOUNT_NET_WORTH', '0')
# 获取实时现金余额的数值
account_cny_db.long_avail = getattr(base_model, 'RT_CASH_BALANCE', '0')
# 获取账户日初始净值的数值
account_cny_db.prev_net = getattr(base_model, 'BD_ACCOUNT_NET_WORTH', '0')
account_cny_db.update_date = datetime.now()
return account_cny_db
def _random_figure_generate(field_width):
figures_list = list(__FIGURES_POSITIONS.keys())
global __PREVIOUS_FIGURE
if __PREVIOUS_FIGURE:
figures_list.remove(__PREVIOUS_FIGURE)
random_figure = random.choice(figures_list)
__PREVIOUS_FIGURE = random_figure
figure_positions = copy.deepcopy(__FIGURES_POSITIONS[random_figure])
figure_color = __FIGURES_COLORS[random_figure]
shift_positions = []
shift = field_width // 2 - 1
for position in figure_positions:
shift_positions.append(Position(position[0], position[1] + shift))
return shift_positions, figure_color
def play(game, turn):
board_size = len(game.board)
board = game.board
player = game.players[turn]
valid_play = False
position = Position(0, 0)
while not valid_play:
line = int(input('Número da linha: '))
col = int(input('Número da coluna: '))
if line <= board_size and col <= board_size:
position = board[line - 1][col - 1]
if position.empty():
position.player = player.initials()
board[line - 1][col - 1] = position
valid_play = True
else:
print("Jogada Inválida, preenchido por: " + position.player)
else:
print("Jogada inválida, esolha um número de 1 até " +
board_size.__str__())
return [board, position]
def position_submit():
position = Position()
position.lng = float(request.args.get("lng"))
position.lat = float(request.args.get("lat"))
position.device_id = request.args.get("id")
position.device_type = request.args.get("type")
position.coords_type = request.args.get("coords_type")
position.post_time = time.strftime(
"%Y-%m-%d %H:%M:%S",
time.localtime(int(request.args.get("time")) / 1000))
position.receive_time = time.strftime("%Y-%m-%d %H:%M:%S",
time.localtime())
Cache.write(position)
position.save()
res = {"status": 200, "message": "success", "content": {}}
return json.dumps(res)
def get_children_by_parent_node_oid(self, parent_oid=None, child_oid=None):
url = f'{appUrl}/idm/api/catalog/entry/{parent_oid}'
headers = {
'WWW-Operation-Context': 'orgStruct',
'Accept-Encoding': 'gzip, deflate',
'Accept-Language': 'ru'
}
params = {
'search': None,
'countType': 'all',
'sort': None,
'node': f'root/{parent_oid}'
}
json = None
response = self.rest.call_request(request_type="GET",
url=url,
json=json,
headers=headers,
params=params)
json_response = response.json()
print(json_response)
children_object = None
for children in json_response['children']:
if children['id'] == child_oid:
children_object = children
break
if children_object == None:
print(
f'[ERROR] Cant get children with oid {child_oid} in node with oid {parent_oid}'
)
children_got_by_oid = Position()
self.fill_position_data_from_response(
position_object=children_got_by_oid, json_response=children_object)
print(children_got_by_oid)
return children_got_by_oid
def initUI(self):
self.central_widget = QWidget()
self.v_layout = QVBoxLayout(self.central_widget)
self.v_layout.setContentsMargins(11, 11, 11, 11)
self.v_layout.setSpacing(6)
hlayout = QHBoxLayout()
hlayout.setContentsMargins(11, 11, 11, 11)
hlayout.setSpacing(0)
self.v_layout.addLayout(hlayout)
self.new_game_btn = QPushButton("New Game")
self.new_game_btn.setFixedSize(self.new_game_btn.sizeHint())
hlayout.addWidget(self.new_game_btn)
hlayout.addStretch(1)
player_lbl = QLabel("Player Turn: ")
player_lbl.setFixedSize(player_lbl.sizeHint())
self.active_player_lbl = QLabel(PLAYERS[1])
self.active_player_lbl.setFixedSize(self.active_player_lbl.sizeHint())
hlayout.addWidget(player_lbl)
hlayout.addWidget(self.active_player_lbl)
self.board_layout = QGridLayout()
self.board_layout.setContentsMargins(11, 11, 11, 11)
self.board_layout.setSpacing(0)
self.v_layout.addLayout(self.board_layout)
self.setCentralWidget(self.central_widget)
for i in range(15):
for j in range(15):
sq = Square(Position(i, j))
self.squares[i][j] = sq
self.board_layout.addWidget(sq, i, j)
def _check_rotate_left(self):
min_row = self.field.height
min_column = self.field.width
for position in self.positions_list:
if position.row < min_row:
min_row = position.row
if position.column < min_column:
min_column = position.column
new_min_row = self.field.height
new_min_column = self.field.width
new_positions = []
for position in self.positions_list:
new_row = min_row - (position.column - min_column)
new_column = position.row - min_row + min_column
new_positions.append(Position(new_row, new_column))
if new_row < new_min_row:
new_min_row = new_row
if new_column < new_min_column:
new_min_column = new_column
if new_min_row < min_row:
for new_position in new_positions:
new_position.row += min_row - new_min_row
if new_min_column < min_column:
for new_position in new_positions:
new_position.column += min_column - new_min_column
for new_position in new_positions:
if not self._is_valid_position(new_position.row,
new_position.column):
return
return new_positions
def position_query_all():
position = Position()
res = position.query_all()
content = []
for p in res:
print(p)
content.append({
"id": p[0],
"lat": p[1],
"lng": p[2],
"postTime": int(time.mktime(p[3].timetuple()) * 1000),
"receiveTime": int(time.mktime(p[4].timetuple()) * 1000),
"deviceId": p[5],
"deviceType": p[6],
"coords_type": p[7]
})
return json.dumps({
"status": 200,
"message": "success",
"content": content
})
def save_account_position(account_info, investor_position_array):
tick_position_dict = dict()
for investor_position in investor_position_array:
symbol = getattr(investor_position, 'InstrumentID', 'NULL')
# 投机:'1'|套保:'3'
# hedge_flag = getattr(investor_position, 'HedgeFlag', '0')
# hedge_flag = const.HEDGE_FLAG_MAP[hedge_flag]
hedge_flag = 0
key = '%s|%s' % (symbol, hedge_flag)
if key in tick_position_dict:
tick_position_dict.get(key).append(investor_position)
else:
tick_position_dict[key] = [investor_position]
for (key, tickPositionList) in tick_position_dict.items():
(symbol, hedge_flag) = key.split('|')
td_long = 0
td_long_cost = 0.0
td_long_avail = 0
td_short = 0
td_short_cost = 0.0
td_short_avail = 0
yd_long = 0
yd_long_remain = 0
yd_short = 0
yd_short_remain = 0
prev_net = 0
purchase_avail = 0
long_frozen = 0
short_frozen = 0
save_flag = False
for position_message in tickPositionList:
real_account_id = getattr(position_message, 'AccountID', 'NULL')
if (real_account_id[12:14] == '70') and (account_info.accountsuffix
== '70'):
save_flag = True
elif (real_account_id[12:14]
== '01') and (account_info.accountsuffix == '01'):
save_flag = True
else:
continue
position = float(getattr(position_message, 'Position', '0'))
positionCost = float(getattr(position_message, 'PositionCost',
'0'))
ydPosition = float(getattr(position_message, 'YdPosition', '0'))
# todayPurRedVolume = getattr(position_message, 'TodayPurRedVolume', '0')
# todayPosition = getattr(position_message, 'TodayPosition', '0')
openVolume = float(getattr(position_message, 'OpenVolume', '0'))
closeVolume = float(getattr(position_message, 'CloseVolume', '0'))
long_frozen = getattr(position_message, 'LongFrozen', '0')
short_frozen = getattr(position_message, 'ShortFrozen', '0')
long_flag = True
# 净:'1'|多头:'2'|空头:'3'|备兑:'4'
posi_direction = getattr(position_message, 'PosiDirection', '0')
if posi_direction == '2':
long_flag = True
elif posi_direction == '3':
long_flag = False
elif (posi_direction == '1') and (ydPosition < 0):
long_flag = False
elif (posi_direction == '1') and (ydPosition >= 0):
long_flag = True
else:
print 'Error in OnRspQryInvestorPosition'
if long_flag:
td_long = position
td_long_cost = positionCost
yd_long = ydPosition
if (ydPosition - closeVolume) > 0:
yd_long_remain = ydPosition - closeVolume
else:
yd_long_remain = 0
else:
td_short = abs(position)
td_short_cost = abs(positionCost)
yd_short = abs(ydPosition)
if (abs(ydPosition) - openVolume) > 0:
yd_short_remain = abs(ydPosition) - openVolume
else:
yd_short_remain = 0
if save_flag:
td_long_avail = yd_long
td_short_avail = yd_short
purchase_avail = yd_long
prev_net = int(yd_long) - int(yd_short)
position_db = Position()
position_db.date = today_str
position_db.id = account_info.accountid
position_db.symbol = symbol
position_db.hedgeflag = hedge_flag
position_db.long = td_long
position_db.long_cost = td_long_cost
position_db.long_avail = td_long_avail
position_db.short = td_short
position_db.short_cost = td_short_cost
position_db.short_avail = td_short_avail
position_db.yd_position_long = yd_long
position_db.yd_position_short = yd_short
position_db.yd_long_remain = yd_long_remain
position_db.yd_short_remain = yd_short_remain
position_db.prev_net = prev_net
position_db.purchase_avail = purchase_avail
position_db.frozen = long_frozen
position_db.update_date = datetime.now()
position_list.append(position_db)
def build_people_and_positions_from_opusxml(self):
'''
OPUS XML filen fra KMD indeholder to tags employee og orgunit.
Denne funktion splitter "employee" tagget op i to dictionaries,
som indeholder henholdsvis Person og Position objekter, der bliver
kædet sammen med CPR.
Der er også en reference til den orgunit som en position tilhører.
I Person dictionary er CPR nøgle.
I Position dictionary er OPUS ID (medarbejdernr) nøgle.
Begge er unikke og ændre sig ikke.
OBS: Et CPR nr kan i teorien godt ændre sig, hvis en person f.eks.
skifter køn, men OPUS kan ikke håndtere den slags forandringer, derfor
er det heller ikke et problem i dette script. Hvis OPUS engang bliver
woke, skal scriptet her rettes til.
'''
pos_repo = Position_repo(self.constr_lora)
disabled_orgs = pos_repo.get_disabled_orgunits()
for emp in self.root.findall('employee'):
if emp.get('action') == None:
cpr = emp.find('cpr').text
opus_id = emp.get('id')
los_id = int(emp.find('orgUnit').text)
if los_id in disabled_orgs:
# vi har nogle orgunits som indeholder ikke-medarbejdere, dem ønsker vi ikke i SOFD'en og de bliver sorteret fra her.
continue
userId = None
if emp.find('userId') != None:
userId = emp.find('userId').text
# sætter en start dato fra de forskellige datapunkter vi har at gøre godt med. Det er lidt rodet fordi det er en manuel indtastning fra løn
# Entry date er aldrig none, men tom når der ikke er en dato
startdate = None
if emp.find('entryDate').text != None:
startdate = emp.find('entryDate').text
elif emp.find('initialEntry') != None:
startdate = emp.find('initialEntry').text
elif emp.find('entryIntoGroup') != None:
startdate = emp.find('entryIntoGroup').text
if startdate == None:
# Hvis der ikke er en start dato for en stilling, er den oprettet forkert i løn og kan ikke meldes til vores andre systemer, derfor ignorer vi den.
print(opus_id)
continue
else:
startdate = datetime.strptime(startdate, '%Y-%m-%d').date()
leavedate = None
if emp.find('leaveDate') != None:
leavedate = emp.find('leaveDate').text
per = Person(cpr,
emp.find('firstName').text,
emp.find('lastName').text,
emp.find('address').text,
emp.find('postalCode').text,
emp.find('city').text,
emp.find('country').text,
True)
pos = Position(opus_id,
None,
los_id,
cpr,
emp.find('cpr').get('suppId'),
emp.find('position').text,
emp.find('positionId').text,
emp.find('positionShort').text,
emp.find('payGradeText').text,
emp.find('isManager').text,
emp.find('workContract').text,
emp.find('workContractText').text,
emp.find('numerator').text,
emp.find('denominator').text,
emp.find('invoiceRecipient').text,
emp.find('productionNumber').text,
userId,
startdate,
leavedate,
None,
None,
True,
False,
False)
self.persons[cpr] = per
self.positions[int(opus_id)] = pos
elif emp.get('action') == 'leave':
# OPUS filen indeholder alle stillinger der har eksisteret, vi sorterer de nedlagte fra her.
continue
def __build_account_position(account_id, investor_position_array):
last_position_dict = dict()
query_position = session_portfolio.query(Position)
for position_db in query_position.filter(Position.id == account_id,
Position.date == now_date_str):
if position_db.symbol == 'CNY':
continue
last_position_dict[position_db.symbol] = position_db
position_list = []
position_dict = dict()
ticker_position_dict = dict()
for investorPosition in investor_position_array:
symbol = getattr(investorPosition, 'm_strInstrumentID', 'NULL')
# 过滤掉SP j1609&j1701这种的持仓数据
if '&' in symbol:
continue
# 转换hedgeFlag字典
hedge_flag = getattr(investorPosition, 'm_nHedgeFlag', '0')
hedge_flag = HEDGE_FLAG_MAP[hedge_flag]
key = '%s|%s' % (symbol, hedge_flag)
if key in ticker_position_dict:
ticker_position_dict.get(key).append(investorPosition)
else:
ticker_position_dict[key] = [investorPosition]
for (key, ticker_position_list) in ticker_position_dict.items():
(symbol, hedge_flag) = key.split('|')
td_long = 0
td_long_cost = 0.0
yd_long_remain = 0
td_short = 0
td_short_cost = 0.0
yd_short_remain = 0
long_frozen = 0
for temp_position in ticker_position_list:
qty_value = int(getattr(temp_position, 'm_nPosition', '0'))
qty_cost_value = float(
getattr(temp_position, 'm_dPositionCost', '0'))
# 1:净,2:多头,3:空头
posiDirection_str = getattr(temp_position, 'm_nDirection', '0')
posiDirection = Direction_Map[posiDirection_str]
# 1:今日持仓,0:历史持仓
is_today = getattr(temp_position, 'm_bIsToday', '0')
if is_today == '0' and posiDirection == '2':
yd_long_remain = qty_value
td_long_cost += qty_cost_value
elif is_today == '0' and posiDirection == '3':
yd_short_remain = qty_value
td_short_cost += qty_cost_value
elif is_today == '1' and posiDirection == '2':
td_long = qty_value
td_long_cost += qty_cost_value
elif is_today == '1' and posiDirection == '3':
td_short = qty_value
td_short_cost += qty_cost_value
else:
print 'error m_bIsToday:%s, posiDirection:%s' % (is_today,
posiDirection)
continue
prev_net = yd_long_remain - yd_short_remain
if symbol in last_position_dict:
position_db = last_position_dict[symbol]
else:
position_db = Position()
position_db.yd_position_long = yd_long_remain
position_db.yd_position_short = yd_short_remain
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = symbol
position_db.hedgeflag = hedge_flag
position_db.long = td_long + yd_long_remain
position_db.long_cost = td_long_cost
position_db.long_avail = td_long + yd_long_remain
position_db.short = td_short + yd_short_remain
position_db.short_cost = td_short_cost
position_db.short_avail = td_short + yd_short_remain
position_db.yd_long_remain = yd_long_remain
position_db.yd_short_remain = yd_short_remain
position_db.prev_net = prev_net
position_db.frozen = long_frozen
position_db.update_date = datetime.now()
position_dict[key] = position_db
position_list.append(position_db)
return position_dict, position_list
def save_account_position(account_id, investor_position_array):
tick_position_dict = dict()
for investor_position in investor_position_array:
symbol = getattr(investor_position, 'InstrumentID', 'NULL')
hedge_flag = getattr(investor_position, 'HedgeFlag', '0')
if hedge_flag == '1':
hedge_flag = '0'
elif hedge_flag == '2':
hedge_flag = '1'
elif hedge_flag == '3':
hedge_flag = '2'
key = '%s|%s' % (symbol, hedge_flag)
if key in tick_position_dict:
tick_position_dict.get(key).append(investor_position)
else:
tick_position_dict[key] = [investor_position]
for (key, tickPositionList) in tick_position_dict.items():
(symbol, hedge_flag) = key.split('|')
td_long = 0
td_long_cost = 0.0
td_long_avail = 0
yd_long = 0
yd_long_remain = 0
td_short = 0
td_short_cost = 0.0
td_short_avail = 0
yd_short = 0
yd_short_remain = 0
long_frozen = 0
short_frozen = 0
prev_net = 0
for temp_position in tickPositionList:
# 转换hedgeFlag字典
direction = getattr(temp_position, 'Direction', 'NULL')
position = int(getattr(temp_position, 'Position', 'NULL'))
position_cost = getattr(temp_position, 'PositionCost', 'NULL')
yd_position = int(getattr(temp_position, 'YdPosition', 'NULL'))
if direction == '0':
td_long = position
td_long_avail = position
td_long_cost = position_cost
yd_long = yd_position
else:
td_short = position
td_short_avail = position
td_short_cost = position_cost
yd_short = yd_position
prev_net = yd_long - yd_short
(yd_long_remain, yd_short_remain) = calculation_by_trade(symbol, yd_long, yd_short)
position_db = Position()
position_db.date = today_str
position_db.id = account_id
position_db.symbol = symbol
position_db.hedgeflag = hedge_flag
position_db.long = td_long
position_db.long_cost = td_long_cost
position_db.long_avail = td_long_avail
position_db.short = td_short
position_db.short_cost = td_short_cost
position_db.short_avail = td_short_avail
position_db.yd_position_long = yd_long
position_db.yd_position_short = yd_short
position_db.yd_long_remain = yd_long_remain
position_db.yd_short_remain = yd_short_remain
position_db.prev_net = prev_net
# position_db.purchase_avail = purchase_avail
position_db.frozen = long_frozen
position_db.update_date = datetime.now()
position_list.append(position_db)
def __build_account_position(account_id, investor_position_array):
position_list = []
position_dict = dict()
ticker_position_dict = dict()
for investorPosition in investor_position_array:
symbol = getattr(investorPosition, 'InstrumentID', 'NULL')
# 过滤掉SP j1609&j1701这种的持仓数据
if '&' in symbol:
continue
if local_server_name == 'huabao':
if not ('IH' in symbol or 'IC' in symbol or 'IF' in symbol):
continue
if local_server_name == 'zhongxin':
if 'IH' in symbol or 'IC' in symbol or 'IF' in symbol:
continue
# 转换hedgeFlag字典
hedge_flag = getattr(investorPosition, 'HedgeFlag', '0')
hedge_flag = const.HEDGE_FLAG_MAP[hedge_flag]
key = '%s|%s' % (symbol, hedge_flag)
if key in ticker_position_dict:
ticker_position_dict.get(key).append(investorPosition)
else:
ticker_position_dict[key] = [investorPosition]
for (key, ticker_position_list) in ticker_position_dict.items():
(symbol, hedge_flag) = key.split('|')
td_long = 0
td_long_avail = 0
td_long_cost = 0.0
yd_long = 0
yd_long_remain = 0
td_short = 0
td_short_avail = 0
td_short_cost = 0.0
yd_short = 0
yd_short_remain = 0
long_Frozen = 0
short_Frozen = 0
prev_net = 0
posiDirection_dict = dict()
for temp_position in ticker_position_list:
# 1:净,2:多头,3:空头
posiDirection = getattr(temp_position, 'PosiDirection', '0')
if posiDirection in posiDirection_dict:
posiDirection_dict[posiDirection].append(temp_position)
else:
posiDirection_dict[posiDirection] = [temp_position]
for (posiDirection, direction_position_list) in posiDirection_dict.items():
position = 0
ydPosition = 0
position_cost = 0.0
for temp_position in direction_position_list:
# 1:今日持仓,2:历史持仓
positionDate = getattr(temp_position, 'PositionDate', '1')
if positionDate == '1':
position = int(getattr(temp_position, 'Position', '0'))
position_cost = float(getattr(temp_position, 'PositionCost', '0'))
ydPosition = int(getattr(temp_position, 'YdPosition', '0'))
elif positionDate == '2':
position += int(getattr(temp_position, 'Position', '0'))
position_cost = float(getattr(temp_position, 'PositionCost', '0'))
ydPosition += int(getattr(temp_position, 'YdPosition', '0'))
else:
print 'error positionDate:', positionDate
continue
if posiDirection == '1':
td_long = position
td_long_avail = position
yd_long = ydPosition
yd_long_remain = ydPosition
td_long_cost = position_cost
elif posiDirection == '2':
td_long = position
td_long_avail = position
yd_long = ydPosition
yd_long_remain = ydPosition
td_long_cost = position_cost
elif posiDirection == '3':
td_short = position
td_short_avail = position
yd_short = ydPosition
yd_short_remain = ydPosition
td_short_cost = position_cost
else:
print 'error posiDirection:', posiDirection
prev_net = yd_long - yd_short
position_db = Position()
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = symbol
position_db.hedgeflag = hedge_flag
position_db.long = td_long
if symbol == '510050':
pre_settlement_price = float(getattr(temp_position, 'PreSettlementPrice', '0'))
position_db.long_cost = td_long * pre_settlement_price
position_db.long_avail = yd_long_remain
else:
position_db.long_cost = td_long_cost
position_db.long_avail = td_long_avail
position_db.short = td_short
position_db.short_cost = td_short_cost
position_db.short_avail = td_short_avail
position_db.yd_position_long = yd_long
position_db.yd_position_short = yd_short
position_db.yd_long_remain = yd_long_remain
position_db.yd_short_remain = yd_short_remain
position_db.prev_net = prev_net
position_db.frozen = long_Frozen
position_db.update_date = datetime.now()
position_dict[key] = position_db
position_list.append(position_db)
return position_dict, position_list
def __calculation_position(account_id, position_info_list, trade_list):
position_info_dict = dict()
# 根据yd值还原早上持仓
for position_db in position_info_list:
position_db.td_buy_long = 0
position_db.long_avail = position_db.yd_position_long
position_db.yd_long_remain = position_db.yd_position_long
position_db.td_sell_short = 0
position_db.short_avail = position_db.yd_position_short
position_db.yd_short_remain = position_db.yd_position_short
position_info_dict[position_db.symbol] = position_db
for trade_db in trade_list:
if trade_db.symbol.upper() not in instrument_dict:
print 'error trade ticker:%s' % trade_db.symbol
continue
instrument_db = instrument_dict[trade_db.symbol.upper()]
if trade_db.symbol not in position_info_dict:
position_db = Position()
position_db.date = now_date_str
position_db.id = account_id
position_db.symbol = trade_db.symbol
position_db.hedgeflag = 0
qty = trade_db.qty
total_cost = trade_db.qty * trade_db.price * instrument_db.fut_val_pt
if qty >= 0:
position_db.long = qty
position_db.long_cost = total_cost
position_db.long_avail = qty
position_db.yd_position_long = 0
position_db.yd_long_remain = 0
position_db.short = 0
position_db.short_cost = 0
position_db.short_avail = 0
position_db.yd_position_short = 0
position_db.yd_short_remain = 0
position_db.day_long = trade_db.qty
position_db.day_long_cost = trade_db.qty * trade_db.price * instrument_db.fut_val_pt
else:
position_db.short = qty
position_db.short_cost = total_cost
position_db.short_avail = qty
position_db.yd_position_short = 0
position_db.yd_short_remain = 0
position_db.long = 0
position_db.long_cost = 0
position_db.long_avail = 0
position_db.yd_position_long = 0
position_db.yd_long_remain = 0
position_db.day_short = trade_db.qty
position_db.day_short_cost = trade_db.qty * trade_db.price * instrument_db.fut_val_pt
position_db.prev_net = 0
position_db.frozen = 0
position_db.update_date = datetime.now()
position_info_dict[position_db.symbol] = position_db
else:
position_db = position_info_dict[trade_db.symbol]
# 期货
if instrument_db.type_id == 1:
if trade_db.direction == 0:
# 买开
if trade_db.offsetflag == 0:
position_db.td_buy_long += trade_db.qty
position_db.long_cost += trade_db.qty * trade_db.price * instrument_db.fut_val_pt
# 买平
elif trade_db.offsetflag == 1:
a = min(trade_db.qty, position_db.short)
position_db.yd_short_remain -= max(
trade_db.qty - position_db.short, 0)
position_db.td_sell_short -= a
position_db.short_cost -= trade_db.qty * trade_db.price * instrument_db.fut_val_pt
# 买平昨
elif trade_db.offsetflag == 4:
position_db.yd_short_remain -= trade_db.qty
position_db.day_long += trade_db.qty
position_db.day_long_cost += trade_db.qty * trade_db.price * instrument_db.fut_val_pt
elif trade_db.direction == 1:
# 卖开
if trade_db.offsetflag == 0:
position_db.td_sell_short += trade_db.qty
position_db.short_cost += trade_db.qty * trade_db.price * instrument_db.fut_val_pt
# 卖平
elif trade_db.offsetflag == 1:
a = min(trade_db.qty, position_db.long)
position_db.yd_long_remain -= max(
trade_db.qty - position_db.long, 0)
position_db.td_buy_long -= a
position_db.long_cost -= trade_db.qty * trade_db.price * instrument_db.fut_val_pt
# 卖平昨
elif trade_db.offsetflag == 4:
position_db.yd_long_remain -= trade_db.qty
position_db.day_short += trade_db.qty
position_db.day_short_cost += trade_db.qty * trade_db.price * instrument_db.fut_val_pt
position_db.long_avail = position_db.td_buy_long + position_db.yd_long_remain
position_db.short_avail = position_db.td_sell_short + position_db.yd_short_remain
position_db.long = position_db.long_avail
position_db.short = position_db.short_avail
# 股票
elif instrument_db.type_id == 4:
if trade_db.direction == 0:
position_db.long += trade_db.qty
position_db.long_cost += trade_db.qty * trade_db.price * instrument_db.fut_val_pt
elif trade_db.direction == 1:
position_db.long -= trade_db.qty
position_db.long_cost -= trade_db.qty * trade_db.price * instrument_db.fut_val_pt
position_db.short_avail -= trade_db.qty
position_info_dict[position_db.symbol] = position_db
result_list = []
for key in position_info_dict.keys():
result_list.append(position_info_dict[key])
return result_list