def run():
parser = argparse.ArgumentParser(prog='zabtman',description='Zabbix Template Manager')
parser.add_argument('--environment', help='section from config file', required=True)
parser.add_argument('action', help='import|export')
parser.add_argument('--templates', help='template ids (comma-separated)')
args = parser.parse_args()
Config = ConfigParser.ConfigParser()
# get user's home directory
homedir = expanduser("~")
Config.read(homedir+'/.zabbix')
url = Config.get(args.environment,'url')
user = Config.get(args.environment,'user')
password = Config.get(args.environment,'pass')
zabt = ZabbixTemplateAPI(url, user, password)
if args.action == 'import':
r = repo(args.environment)
print r.list_files('master')
templates = raw_input("What template do you want to import?: ")
data = r.get_file(templates)
ret = zabt.import_json(data)
try:
print ret['data']
except TypeError:
print 'Import Successful'
elif args.action == 'export':
if args.templates is not None:
r = repo(args.environment)
ret = zabt.export_json(args.templates.split(','))
r.run(ret)
else:
print 'Error: Must include --template when exporting.'
sys.exit(1)
else:
print 'Action must be import or export.'
def test_mysql_get_amount(self):
mysqlRepo = repo(False, True, None, "algotrading", "12345678", None)
startTime = datetime.datetime(2016, 12, 17, 9, 30, 0)
endTime = datetime.datetime(2016, 12, 14, 14, 0, 0)
data, time = mysqlRepo.get_amount(600000, startTime.date(),
endTime.date(), startTime.time(),
endTime.time())
self.assertEqual(len(data), 2)
self.assertEqual(len(time), 2)
for dataLine in data:
self.assertEqual(len(dataLine), 181)
for dataLine in time:
self.assertEqual(len(dataLine), 181)
def test_get_market_trading_data_not_realtime(self):
dataGetter = repo(False, True, None, "algotrading", "12345678", None)
pool = poolFromSinaApi(dataGetter, False)
tradingUnitId = 1
stockId = 600000
time = datetime.datetime.strptime("2016-12-16 10:00:00",
"%Y-%m-%d %H:%M:%S")
buysell = tradingUnit.BUY
isSync = True
tradingType = tradingUnit.ALL_PRICE_ORDER
amount = 1000
testTradingUnit = tradingUnit(tradingUnitId, stockId, time, buysell,
isSync, tradingType, amount)
marketData = pool.get_market_trading_data(testTradingUnit)
self.log.info("final market data: " + str(marketData))
self.assertEqual(marketData.time, time)
def pushPictureTwo(self):
print("Picture Two Update")
pictureString = self.pictureOneOrderEdit.text()
self.pictureTwoUpdate.setText(u'分时图orderId:' + pictureString)
self.pictureOneUpdate.setText(u"刷新累积图")
repoAT = repoForAT('algotrading', '12345678', None, False)
repoMonitor = tradingRecordSaver('algotrading', '12345678', None,
False)
repoHistory = repo(False, True, None, "algotrading", '12345678', None,
False)
chart = chartCreater(repoHistory, repoAT, repoMonitor)
chart.get_bar(int(pictureString))
self.pictureOneLabel.setPixmap(
QtGui.QPixmap('../tradePercentage.jpg').scaled(
self.pictureOneLabel.size()))
self.layout.addWidget(self.pictureTwoLabel, 11, 6, 20, 3)
def test_history_pool():
# 初始化algotrading的repo
rat = repoForAT("algotrading", "12345678", None, isOpenLog=False)
# 初始化pool
poolDataMarketGetter = marketDataGetter(isOpenLog=False)
poolDataRepoGetter = repo(isSqlite=False,
isMysql=True,
file_path="",
user="******",
password="******",
ip=None,
isOpenLog=False)
poolRecordSaver = tradingRecordSaver("algotrading",
"12345678",
None,
isOpenLog=False)
poolRealTime = poolFromSinaApi(poolDataMarketGetter,
True,
poolRecordSaver,
isOpenLog=False)
poolHistory = poolFromSinaApi(poolDataRepoGetter,
False,
poolRecordSaver,
isOpenLog=False)
# 初始化quantAnalysisDict
repoForQuantAnalysis = repo(isSqlite=False,
isMysql=True,
file_path="",
user="******",
password="******",
ip=None,
isOpenLog=False)
quantAnalysisDict = {}
quantAnalysisDict[clientOrder.TWAP] = TWAPQuantAnalysis(isOpenLog=False)
quantAnalysisDict[clientOrder.VWAP] = VWAPQuantAnalysis(
repoForQuantAnalysis, isOpenLog=False)
quantAnalysisDict[clientOrder.LINEARVWAP] = LinearVWAPQuantAnalysis(
repoForQuantAnalysis, isOpenLog=False)
findLastDays = 7
algoTradingEngine = algoTrading(rat,
poolHistory,
quantAnalysisDict,
findLastDays,
isOpenLog=False)
log.info("init succ")
order1 = clientOrder()
stockId = 601377
startTime = datetime.datetime(2016, 12, 23, 10, 00)
endTime = datetime.datetime(2016, 12, 23, 14, 00)
stockAmount = 10000
buysell = 0
algChoice = 1
processId = 1
tradingType = 1
order1.create_order(stockId, startTime, endTime, stockAmount, buysell,
algChoice, processId, tradingType)
rat.insert_order(order1)
order2 = clientOrder()
buysell = 1
algChoice = 2
stockAmount = 1000
startTime = datetime.datetime(2016, 12, 22, 8, 00)
endTime = datetime.datetime(2016, 12, 23, 19, 00)
order2.create_order(stockId, startTime, endTime, stockAmount, buysell,
algChoice, processId, tradingType)
rat.insert_order(order2)
order3 = clientOrder()
buysell = 0
algChoice = 0
stockAmount = 1000000
startTime = datetime.datetime(2016, 12, 22, 10, 00)
endTime = datetime.datetime(2016, 12, 22, 10, 10)
order3.create_order(stockId, startTime, endTime, stockAmount, buysell,
algChoice, processId, tradingType)
rat.insert_order(order3)
startTime = datetime.datetime(2016, 12, 22, 8, 00)
index = 0
while (startTime < datetime.datetime(2016, 12, 23, 22)):
algoTradingEngine.set_time(startTime)
startTime = startTime + datetime.timedelta(minutes=1)
algoTradingEngine.init_orders()
algoTradingEngine.refresh()
algoTradingEngine.trade_request()
algoTradingEngine.complete_orders()
index = index + 1
if index % 60 == 0:
log.info("now time:" + str(startTime))
def test_sqlite(self):
sqliteRepo = repo(True, True, "again_2.db", "algotrading", "12345678",
None)
#sqliteRepo.change_data_into_mysql()
return
def realtime_pool(findLastDays=7, isOpenLog=False):
# 初始化algotrading的repo
rat = repoForAT("algotrading", "12345678", None, isOpenLog=isOpenLog)
# 初始化pool
poolDataMarketGetter = marketDataGetter(isOpenLog=isOpenLog)
poolDataRepoGetter = repo(isSqlite=False,
isMysql=True,
file_path="",
user="******",
password="******",
ip=None,
isOpenLog=isOpenLog)
poolRecordSaver = tradingRecordSaver("algotrading",
"12345678",
None,
isOpenLog=isOpenLog)
poolRealTime = poolFromSinaApi(poolDataMarketGetter,
True,
poolRecordSaver,
isOpenLog=isOpenLog)
poolHistory = poolFromSinaApi(poolDataRepoGetter,
False,
poolRecordSaver,
isOpenLog=isOpenLog)
# 初始化quantAnalysisDict
repoForQuantAnalysis = repo(isSqlite=False,
isMysql=True,
file_path="",
user="******",
password="******",
ip=None,
isOpenLog=isOpenLog)
quantAnalysisDict = {}
quantAnalysisDict[clientOrder.TWAP] = TWAPQuantAnalysis(
isOpenLog=isOpenLog)
quantAnalysisDict[clientOrder.VWAP] = VWAPQuantAnalysis(
repoForQuantAnalysis, isOpenLog=isOpenLog)
quantAnalysisDict[clientOrder.LINEARVWAP] = LinearVWAPQuantAnalysis(
repoForQuantAnalysis, isOpenLog=isOpenLog)
algoTradingEngine = algoTrading(rat,
poolRealTime,
quantAnalysisDict,
findLastDays,
isOpenLog=isOpenLog)
log.info("init succ")
index = 0
while (1):
algoTradingEngine.set_time(datetime.datetime.now())
startTime = startTime + datetime.timedelta(minutes=1)
algoTradingEngine.init_orders()
algoTradingEngine.refresh()
algoTradingEngine.trade_request()
algoTradingEngine.complete_orders()
index = index + 1
if index % 60 == 0:
log.info("now time:" + str(startTime))
def __init__(self, parent=None):
super(TestWindow, self).__init__(parent)
self.repoAT = repoForAT('algotrading', '12345678', None, False)
self.repoMonitor = tradingRecordSaver('algotrading', '12345678', None,
False)
self.repoHistory = repo(False, True, None, "algotrading", '12345678',
None, False)
self.setWindowTitle(u'算法交易GUI')
self.p = None
"""--------------------------全局变量--------------------------"""
self.startYear = 0
self.startMonth = 0
self.startDay = 0
self.startHour = 0
self.startMinute = 0
self.startSecond = 0
self.startTimeString = str(self.startYear) + '-' + str(
self.startMonth) + '-' + str(self.startDay) + ' ' + str(
self.startHour) + ':' + str(self.startMinute) + ':' + str(
self.startSecond)
self.endYear = 0
self.endMonth = 0
self.endDay = 0
self.endHour = 0
self.endMinute = 0
self.endSecond = 0
self.endTimeString = str(self.endYear) + '-' + str(
self.endMonth) + '-' + str(self.endDay) + ' ' + str(
self.endHour) + ':' + str(self.endMinute) + ':' + str(
self.endSecond)
self.firstTimeYear = 0
self.firstTimeMonth = 0
self.firstTimeDay = 0
self.firstTimeHour = 0
self.firstTimeMinute = 0
self.firstTimeSecond = 0
self.firstTimeString = str(self.firstTimeYear) + '-' + str(
self.firstTimeMonth) + '-' + str(self.firstTimeDay) + ' ' + str(
self.firstTimeHour) + ':' + str(
self.firstTimeMinute) + ':' + str(self.firstTimeSecond)
self.secondTimeYear = 0
self.secondTimeMonth = 0
self.secondTimeDay = 0
self.secondTimeHour = 0
self.secondTimeMinute = 0
self.secondTimeSecond = 0
self.secondTimeString = str(self.secondTimeYear) + '-' + str(
self.secondTimeMonth) + '-' + str(self.secondTimeDay) + ' ' + str(
self.secondTimeHour) + ':' + str(
self.secondTimeMinute) + ':' + str(self.secondTimeSecond)
self.orderId = 0
self.orderIdDisplay = ''
self.stockId = 0 #int
self.stockIdDisplay = ''
self.startTime = 0 #datetime
self.startTimeDisplay = ''
self.endTime = 0 #datetime
self.endTimeDisplay = ''
self.stockAmount = 0 #int
self.stockAmountDisplay = ''
self.buySell = 0 #tradingUnit.BUY 0 .SELL 1
self.buySellDisplay = ''
self.algChoice = 0 #clientOrder.TWAP 0 .VWAP 1 .LINEARVWAP 2
self.algChoiceDisplay = ''
self.processId = 0 #...
self.processIdDisplay = ''
self.tradingType = 0 #...
self.tradingTypeDisplay = ''
self.firstTime = 0 #datetime
self.firstTimeDisplay = ''
self.secondTime = 0 #datetime
self.secondTimeDisplay = ''
"""--------------------------布局变量--------------------------"""
self.layout = QtGui.QGridLayout()
"""--------------------------股票ID设置--------------------------"""
self.stockId = QtGui.QPushButton(u'股票ID')
pal = self.stockId.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.stockId.setPalette(pal)
self.layout.addWidget(self.stockId, 0, 6)
self.stockIdEdit = QtGui.QComboBox()
self.stockIdEdit.addItem("600000")
self.stockIdEdit.addItem("601006")
self.stockIdEdit.addItem("601377")
self.layout.addWidget(self.stockIdEdit, 0, 7)
"""--------------------------开始时间定义--------------------------"""
self.startTimeButton = QtGui.QPushButton(u'开始时间')
pal = self.startTimeButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.startTimeButton.setPalette(pal)
self.layout.addWidget(self.startTimeButton, 1, 6)
self.startTimeEdit = QtGui.QPushButton(u'编辑开始时间')
self.layout.addWidget(self.startTimeEdit, 1, 7)
self.startTimeEdit.clicked.connect(self.startTimeEditFun)
"""--------------------------结束时间定义--------------------------"""
self.endTimeButton = QtGui.QPushButton(u'结束时间')
pal = self.endTimeButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.endTimeButton.setPalette(pal)
self.layout.addWidget(self.endTimeButton, 2, 6)
self.endTimeEdit = QtGui.QPushButton(u'编辑结束时间')
self.layout.addWidget(self.endTimeEdit, 2, 7)
self.endTimeEdit.clicked.connect(self.endTimeEditFun)
"""--------------------------股票数量定义--------------------------"""
self.stockAmountButton = QtGui.QPushButton(u'股票数量')
pal = self.stockAmountButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.stockAmountButton.setPalette(pal)
self.layout.addWidget(self.stockAmountButton, 3, 6)
self.stockAmountEdit = QtGui.QSpinBox()
self.stockAmountEdit.setRange(0, 1000000000)
self.layout.addWidget(self.stockAmountEdit, 3, 7)
"""--------------------------操作类型定义--------------------------"""
self.operateTypeButton = QtGui.QPushButton(u'操作类型')
pal = self.operateTypeButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.operateTypeButton.setPalette(pal)
self.layout.addWidget(self.operateTypeButton, 4, 6)
self.operateTypeEdit = QtGui.QComboBox()
self.operateTypeEdit.addItem("BUY")
self.operateTypeEdit.addItem("SELL")
self.layout.addWidget(self.operateTypeEdit, 4, 7)
"""--------------------------算法选择定义--------------------------"""
self.algChoiceButton = QtGui.QPushButton(u'算法选择')
pal = self.algChoiceButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.algChoiceButton.setPalette(pal)
self.layout.addWidget(self.algChoiceButton, 5, 6)
self.algChoiceEdit = QtGui.QComboBox()
self.algChoiceEdit.addItem("TWAP")
self.algChoiceEdit.addItem("VWAP")
self.algChoiceEdit.addItem("LINEARVWAP")
self.layout.addWidget(self.algChoiceEdit, 5, 7)
"""------------------------------------------"""
self.processIdButton = QtGui.QPushButton(u'进程ID')
pal = self.processIdButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.processIdButton.setPalette(pal)
self.layout.addWidget(self.processIdButton, 6, 6)
self.processIdEdit = QtGui.QComboBox()
self.processIdEdit.addItem("1")
self.processIdEdit.addItem("Other")
self.layout.addWidget(self.processIdEdit, 6, 7)
"""--------------------------交易类型定义--------------------------"""
self.tradingTypeButton = QtGui.QPushButton(u'交易类型')
pal = self.tradingTypeButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('blue'))
self.tradingTypeButton.setPalette(pal)
self.layout.addWidget(self.tradingTypeButton, 7, 6)
self.tradingTypeEdit = QtGui.QComboBox()
self.tradingTypeEdit.addItem("None")
self.layout.addWidget(self.tradingTypeEdit, 7, 7)
"""--------------------------确定订单按钮--------------------------"""
self.confirmButton = QtGui.QPushButton(u'确定订单')
pal = self.confirmButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('red'))
self.confirmButton.setPalette(pal)
self.layout.addWidget(self.confirmButton, 8, 6, 1, 2)
self.confirmButton.clicked.connect(self.confirmOrderFun)
"""--------------------------清空设置按钮暂不用--------------------------"""
self.emptyButton = QtGui.QPushButton(u'清空所有订单')
pal = self.emptyButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('red'))
self.emptyButton.setPalette(pal)
self.layout.addWidget(self.emptyButton, 9, 6, 1, 2)
self.emptyButton.clicked.connect(self.emptyOrderFun)
"""--------------------------输入记录表按钮--------------------------"""
self.inputTableLabel = QtGui.QTableWidget()
self.inputTableLabel.setColumnCount(7)
self.inputTableLabel.setRowCount(1000)
self.inputInfoUpdate = QtGui.QPushButton(u'输入记录表(点击刷新数据)')
self.inputInfoUpdate.clicked.connect(self.pushInputInfoUpdateFun)
pal = self.inputInfoUpdate.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('green'))
self.inputInfoUpdate.setPalette(pal)
self.layout.addWidget(self.inputInfoUpdate, 10, 0, 1, 6)
self.layout.addWidget(self.inputTableLabel, 11, 0, 10, 6)
"""set the table item title"""
self.inputTableLabel.setItem(0, 0, QtGui.QTableWidgetItem(u'订单ID'))
self.inputTableLabel.setItem(0, 1, QtGui.QTableWidgetItem(u'股票ID'))
self.inputTableLabel.setItem(0, 2, QtGui.QTableWidgetItem(u'开始时间'))
self.inputTableLabel.setItem(0, 3, QtGui.QTableWidgetItem(u'结束时间'))
self.inputTableLabel.setItem(0, 4, QtGui.QTableWidgetItem(u'股票数量'))
self.inputTableLabel.setItem(0, 5, QtGui.QTableWidgetItem(u'操作类型'))
self.inputTableLabel.setItem(0, 6, QtGui.QTableWidgetItem(u'算法选择'))
"""--------------------------输出记录表按钮--------------------------"""
self.outputTableLabel = QtGui.QTableWidget()
self.outputTableLabel.setColumnCount(6)
self.outputTableLabel.setRowCount(1000)
self.outputInfoUpdate = QtGui.QPushButton(u'输出记录表(点击刷新数据)')
self.outputInfoUpdate.clicked.connect(self.pushOutputInfoUpdateFun)
pal = self.outputInfoUpdate.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('green'))
self.outputInfoUpdate.setPalette(pal)
self.layout.addWidget(self.outputInfoUpdate, 21, 0, 1, 6)
self.layout.addWidget(self.outputTableLabel, 22, 0, 10, 6)
"""set the table item title"""
self.outputTableLabel.setItem(0, 0, QtGui.QTableWidgetItem(u'订单ID'))
self.outputTableLabel.setItem(0, 1, QtGui.QTableWidgetItem(u'股票ID'))
self.outputTableLabel.setItem(0, 2, QtGui.QTableWidgetItem(u'是否成功'))
self.outputTableLabel.setItem(0, 3, QtGui.QTableWidgetItem(u'成功数量'))
self.outputTableLabel.setItem(0, 4, QtGui.QTableWidgetItem(u'交易总价'))
self.outputTableLabel.setItem(0, 5, QtGui.QTableWidgetItem(u'交易单价'))
"""--------------------------监控池数据表按钮--------------------------"""
self.monitorPoolTableLabel = QtGui.QTableWidget()
self.monitorPoolTableLabel.setColumnCount(9)
self.monitorPoolTableLabel.setRowCount(1000)
self.monitorPoolUpdate = QtGui.QPushButton(u'监控池数据表(点击刷新数据)')
self.monitorPoolUpdate.clicked.connect(self.pushMonitorPoolUpdateFun)
pal = self.monitorPoolUpdate.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('green'))
self.monitorPoolUpdate.setPalette(pal)
self.layout.addWidget(self.monitorPoolUpdate, 0, 0, 1, 6)
self.layout.addWidget(self.monitorPoolTableLabel, 1, 0, 9, 6)
"""set the table item title"""
self.monitorPoolTableLabel.setItem(0, 0,
QtGui.QTableWidgetItem(u'交易单号'))
self.monitorPoolTableLabel.setItem(0, 1,
QtGui.QTableWidgetItem(u'交易股票ID'))
self.monitorPoolTableLabel.setItem(0, 2,
QtGui.QTableWidgetItem(u'交易订单时间'))
self.monitorPoolTableLabel.setItem(0, 3,
QtGui.QTableWidgetItem(u'交易类型'))
self.monitorPoolTableLabel.setItem(0, 4,
QtGui.QTableWidgetItem(u'交易方式'))
self.monitorPoolTableLabel.setItem(0, 5,
QtGui.QTableWidgetItem(u'交易股票数量'))
self.monitorPoolTableLabel.setItem(0, 6,
QtGui.QTableWidgetItem(u'交易价格'))
self.monitorPoolTableLabel.setItem(0, 7,
QtGui.QTableWidgetItem(u'交易成功数量'))
self.monitorPoolTableLabel.setItem(0, 8,
QtGui.QTableWidgetItem(u'交易总金额'))
"""--------------------------图片1信息按钮--------------------------"""
self.pictureOneLabel = QtGui.QLabel()
self.pictureOneLabel.setPixmap(QtGui.QPixmap('J:\\GUI\\kline.png'))
#self.layout.addWidget(self.pictureOneLabel,11,6, 10,3) #4 5
self.pictureOneUpdate = QtGui.QPushButton(u'交易量累积图')
self.pictureOneUpdate.clicked.connect(self.pushPictureOne)
pal = self.pictureOneUpdate.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('black'))
self.pictureOneUpdate.setPalette(pal)
self.layout.addWidget(self.pictureOneUpdate, 10, 6) #1 5
self.pictureTwoUpdate = QtGui.QPushButton(u'交易量分时图')
self.pictureTwoUpdate.clicked.connect(self.pushPictureTwo)
pal = self.pictureTwoUpdate.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('black'))
self.pictureTwoUpdate.setPalette(pal)
self.layout.addWidget(self.pictureTwoUpdate, 10, 7)
"""--------------------------图片1信息order选择按钮--------------------------"""
self.pictureOneOrderEdit = QtGui.QSpinBox()
self.pictureOneOrderEdit.setRange(0, 10000)
self.layout.addWidget(self.pictureOneOrderEdit, 10, 8)
"""--------------------------附加参数窗口--------------------------"""
self.poolType = QtGui.QPushButton(u'pool类型')
self.layout.addWidget(self.poolType, 0, 8)
self.poolTypeEdit = QtGui.QComboBox()
self.poolTypeEdit.addItem("Backtest")
self.poolTypeEdit.addItem("Realtime")
self.layout.addWidget(self.poolTypeEdit, 1, 8)
self.modeChoice = QtGui.QPushButton(u'模式')
self.layout.addWidget(self.modeChoice, 2, 8)
self.modeChoiceEdit = QtGui.QComboBox()
self.modeChoiceEdit.addItem("Debug")
self.modeChoiceEdit.addItem("Release")
self.layout.addWidget(self.modeChoiceEdit, 3, 8)
self.timeParaOne = QtGui.QPushButton(u'pool开始时间')
self.layout.addWidget(self.timeParaOne, 4, 8)
self.timeParaOneEdit = QtGui.QPushButton(u'开始时间编辑')
self.layout.addWidget(self.timeParaOneEdit, 5, 8)
self.timeParaOneEdit.clicked.connect(self.firstParaTimeEditFun)
self.timeParaTwo = QtGui.QPushButton(u'pool结束时间')
self.layout.addWidget(self.timeParaTwo, 6, 8)
self.timeParaTwoEdit = QtGui.QPushButton(u'结束时间编辑')
self.layout.addWidget(self.timeParaTwoEdit, 7, 8)
self.timeParaTwoEdit.clicked.connect(self.secondParaTimeEditFun)
"""--------------------------附加参数确定按钮--------------------------"""
self.confirmParaButton = QtGui.QPushButton(u'确定参数')
self.confirmParaButton.clicked.connect(self.pushconfirmParaButtonFun)
pal = self.confirmParaButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('red'))
self.confirmParaButton.setPalette(pal)
self.layout.addWidget(self.confirmParaButton, 8, 8)
"""--------------------------附加参数清空按钮--------------------------"""
self.emptyParaButton = QtGui.QPushButton(u'清空参数')
pal = self.emptyParaButton.palette()
pal.setColor(QtGui.QPalette.ButtonText, QtGui.QColor('red'))
self.emptyParaButton.setPalette(pal)
self.layout.addWidget(self.emptyParaButton, 9, 8)
self.setLayout(self.layout)
self.show()
#self.log.info("request ans: " + res)
#print res
infoStr = res[res.find('"') + 1:-1]
infoArr = infoStr.split(',')
infoArr[0] = '"' + infoArr[0] + '"'
infoArr[-3] = '"' + infoArr[-3] + '"'
infoArr[-2] = '"' + infoArr[-2] + '"'
infoArr[0] = stockId
self.log.info("get data from sina api:\n" + str(infoArr[:-1]))
return infoArr[:-1]
if __name__ == '__main__':
# sys.argv 命令行参数
if len(sys.argv) < 3:
print "param error, marketDataGetter [db name] [stock id 1] ..."
exit()
dbName = sys.argv[1]
stockIdArr = sys.argv[2:]
getter = marketDataGetter()
database = repo.repo("./" + dbName)
for stockId in stockIdArr:
infoArr = getter.get_data(stockId)
infoArr[0] = stockId
database.insert_data(infoArr)
exit()
# -*- encoding:utf-8 -*- # ============================================================================== # Filename: changeDataFromSqliteToMysql.py # Author: Xiaofu Huang # E-mail: [email protected] # Last modified: 2016-12-20 13:34 # Description: change data from sqlite to mysql # ============================================================================== import sys, os import sqlite3 from repo import repo sys.path.append("../tool") from Log import Log sqliteRepo = repo(True, True, "again_2_half.db", "algotrading", "12345678", None) sqliteRepo.change_data_into_mysql()
print str(predictTimeList)
print str(timeArray)
figHelper.save()
figHelper.finish()
return
def get_history_TWAP(self, stockId, startTime, endTime):
quantAnalysisGetter = VWAPQuantAnalysis(self.historyRepo)
dataArray, timeArray = quantAnalysisGetter.get_history_data(
stockId, startTime, endTime + datetime.timedelta(minutes=1), 7)
amountArray = dataArray / np.sum(dataArray[0], dtype=np.float)
percentageArray = amountArray[0]
priceArray, timeArray = quantAnalysisGetter.get_price_data(
stockId, startTime, endTime + datetime.timedelta(minutes=1), 7)
priceArray = priceArray[0]
VWAPvalue = percentageArray * priceArray
TWAPvalue = np.sum(priceArray) / priceArray.shape[0]
return np.sum(VWAPvalue), TWAPvalue
if __name__ == "__main__":
historyRepo = repo(False, True, None, "algotrading", "12345678", None,
False)
clientOrderRepo = repoForAT("algotrading", "12345678", None, False)
tradingRepo = tradingRecordSaver("algotrading", "12345678", None, False)
chart = chartCreater(historyRepo, clientOrderRepo, tradingRepo)
chart.get_chart(20)
chart.get_bar(20)
import sys
sys.path.append("../fetch_data/")
from repo import repo
from marketDataGetter import marketDataGetter
if __name__ == '__main__':
market = marketDataGetter()
originArr = market.get_data(600000)
marketData = MarketData(originArr)
print marketData.sellPrice
print marketData.sellAmount
print marketData.buyPrice
print marketData.buyAmount
print marketData.time
repoEngine = repo(isSqlite=False,
isMysql=True,
file_path="",
user="******",
password="******",
ip=None,
isOpenLog=False)
originArr = repoEngine.get_data(600000,
datetime.datetime(2016, 12, 23, 10))
marketData = MarketData(originArr)
print marketData.sellPrice
print marketData.sellAmount
print marketData.buyPrice
print marketData.buyAmount
print marketData.time
# Author: Xiaofu Huang # E-mail: [email protected] # Last modified: 2016-11-08 21:38 # Description: quantAnalysis 集成测试 # ============================================================================== import sys sys.path.append("../fetch_data") import datetime import numpy as np from repo import repo from VWAPQuantAnalysis import VWAPQuantAnalysis from LinearVWAPQuantAnalysis import LinearVWAPQuantAnalysis if __name__ == '__main__': repoEngine = repo(False, True , None, "algotrading", "12345678", None) VWAPAnalysis = VWAPQuantAnalysis(repoEngine) LinearVWAPAnalysis = LinearVWAPQuantAnalysis(repoEngine) startDate=datetime.datetime.strptime("2016-12-15 13:00:00" , "%Y-%m-%d %H:%M:%S") endDate = datetime.datetime.strptime("2016-12-16 14:06:00", "%Y-%m-%d %H:%M:%S") ansDict = VWAPAnalysis.get_recommend_order_weight(600000, startDate, endDate, 2) ansDict = sorted(ansDict.iteritems(), key=lambda keyValue: datetime.datetime.strptime(keyValue[0], "%Y-%m-%d %H:%M:%S"), reverse = True) print ansDict ansDict = LinearVWAPAnalysis.get_recommend_order_weight(600000, startDate, endDate, 2) ansDict = sorted(ansDict.iteritems(), key=lambda keyValue: datetime.datetime.strptime(keyValue[0], "%Y-%m-%d %H:%M:%S"), reverse = True) print ansDict #VWAPAnalysis.getRecommendOrderWeight(startDate, startDate + datetime.timedelta(hours = 10), 1)