def monitor(self):
self.has_sent_kzz = dict(zip(self.kzz_code, [datetime.datetime.now()] * len(self.kzz_code)))
self.has_sent_diff = dict(zip(self.kzz_code, [datetime.datetime.now()] * len(self.kzz_code)))
self.has_sent_zg = dict(zip(self.zg_code, [datetime.datetime.now()] * len(self.zg_code)))
while 1:
current = trading_time()
# current=0
if current == MARKET_OPENING:
self.get_realtime_info(self.kzz_code, self.has_sent_kzz, '转债', self.kzz_stocks, self.kzz_stocks_yjl,
ZZ_ALERT_PERCENT)
self.get_realtime_info(self.zg_code, self.has_sent_zg, '正股', self.zg_stocks, self.zg_stocks_yjl,
ZG_ALERT_PERCENT)
self.get_price_diff(self.kzz_code, self.has_sent_diff, '差价')
time.sleep(LOOP_TIME)
elif current == -1:
time.sleep(LOOP_TIME)
elif current == 1:
try:
ts.close_apis(self.api)
except Exception as e:
logger.info('fail to stop monitor {}'.format(datetime.datetime.now()))
logger.info(e)
exit(0)
def monitor(self):
self.has_sent_kzz = dict(zip(self.kzz_code, [datetime.datetime.now()] * len(self.kzz_code)))
self.has_sent_diff = dict(zip(self.kzz_code, [datetime.datetime.now()] * len(self.kzz_code)))
self.has_sent_zg = dict(zip(self.zg_code, [datetime.datetime.now()] * len(self.zg_code)))
while 1:
current = trading_time()
# current=0
if current == MARKET_OPENING:
self.get_realtime_info(self.kzz_code, self.has_sent_kzz, '转债', self.kzz_stocks, self.kzz_stocks_yjl,
ZZ_ALERT_PERCENT)
self.get_realtime_info(self.zg_code, self.has_sent_zg, '正股', self.zg_stocks, self.zg_stocks_yjl,
ZG_ALERT_PERCENT)
self.get_price_diff(self.kzz_code, self.has_sent_diff, '差价')
time.sleep(LOOP_TIME)
elif current == -1:
time.sleep(LOOP_TIME)
elif current == 1:
try:
ts.close_apis(self.api)
except Exception as e:
logger.info('fail to stop monitor {}'.format(datetime.datetime.now()))
logger.info(e)
exit(0)
def monitor(self):
while 1:
current = trading_time()
if current == MARKET_OPENING:
try:
price_df = ts.quotes(self.code_list, conn=self.api)
except Exception as e:
logger.info(e)
self.api = ts.get_apis()
time.sleep(EXECEPTION_TIME)
else:
price_df = price_df[price_df['cur_vol'] != 0]
price_df['percent'] = (price_df['price'] - price_df['last_close']) / price_df['last_close'] * 100
price_df['percent'] = price_df['percent'].map(lambda x: round(x, 2))
ret_dt = price_df[(price_df['percent'] > 2) | (price_df['percent'] < -2)][
['code', 'price', 'percent']]
if len(ret_dt) > 0:
name_list = []
yjl_list = []
# 只会提醒一次，下次就不会再出来了
for i in ret_dt['code']:
name_list.append(self.stocks[i])
yjl_list.append(self.stocks_yjl[i])
self.code_list.remove(i)
ret_dt['name'] = name_list
ret_dt[u'溢价率'] = yjl_list
ret_dt = ret_dt.sort_values(by='percent', ascending=False)
ret_dt = ret_dt.reset_index(drop=True)
try:
wechat.send_content(ret_dt.to_string())
# sendmail(ret_dt.to_string(), '波动的可转债')
# logger.info("Send mail successfully at {}".format(datetime.datetime.now()))
except Exception as e:
logger.info('sending wechat failed')
logger.info(e)
time.sleep(LOOP__TIME)
elif current == -1:
time.sleep(LOOP__TIME)
elif current == 1:
try:
ts.close_apis(self.api)
except Exception as e:
logger.info('fail to stop monitor {}'.format(datetime.datetime.now()))
logger.info(e)
exit(0)
def monitor(self, total_market=True):
'''
total_market 默认监控全市场 total_market = True
'''
if total_market:
(kzz_stocks, zg_stocks, kzz_yjl, zg_yjl) = self.all_bond_market()
else:
(kzz_stocks, zg_stocks, kzz_yjl,
zg_yjl) = self.get_current_position()
zg_code = list(zg_stocks.keys())
kzz_code = list(kzz_stocks.keys())
self.has_sent_kzz = dict(
zip(kzz_code, [datetime.datetime.now()] * len(kzz_code)))
self.has_sent_diff = dict(
zip(kzz_code, [datetime.datetime.now()] * len(kzz_code)))
self.has_sent_zg = dict(
zip(zg_code, [datetime.datetime.now()] * len(zg_code)))
while 1:
current = trading_time()
if current == MARKET_OPENING:
self.get_realtime_info(kzz_code, self.has_sent_kzz, '转债',
kzz_stocks, kzz_yjl, ZZ_ALERT_PERCENT)
self.get_realtime_info(zg_code, self.has_sent_zg, '正股',
zg_stocks, zg_yjl, ZG_ALERT_PERCENT)
self.get_price_diff(codes=kzz_code,
has_sent_=self.has_sent_diff,
types='差价',
kzz_stocks=kzz_stocks,
kzz_stocks_yjl=kzz_yjl)
time.sleep(LOOP_TIME)
elif current == -1:
time.sleep(LOOP_TIME)
elif current == 1:
try:
ts.close_apis(self.api)
except Exception as e:
logger.info('fail to stop monitor {}'.format(
datetime.datetime.now()))
logger.info(e)
exit(0)
def monitor(self):
while 1:
current = trading_time()
if current == 0:
# if True:
try:
price_df = ts.quotes(self.code_list, conn=self.api)
price_df = price_df[price_df['cur_vol'] != 0]
price_df['percent'] = (
price_df['price'] -
price_df['last_close']) / price_df['last_close'] * 100
price_df['percent'] = map(lambda x: round(x, 2),
price_df['percent'])
ret_dt = price_df[(price_df['percent'] > 2) |
(price_df['percent'] < -2)][[
'code', 'price', 'percent'
]]
if len(ret_dt) > 0:
name_list = []
ylj_list = []
# 只会提醒一次，下次就不会再出来了
for i in ret_dt['code']:
name_list.append(self.stocks[i])
yjl_list.append(self.stocks_yjl[i])
self.code_list.remove(i)
# name_list =[self.stocks[i] for i in ret_dt['code'] ]
ret_dt['name'] = name_list
ret_dt[u'溢价率'] = yjl_list
ret_dt = ret_dt.sort_values(by='percent',
ascending=False)
ret_dt = ret_dt.reset_index(drop=True)
# print ret_dt
# print datetime.datetime.now()
try:
sendmail(ret_dt.to_string(), u'波动的可转债')
logger.log("Send mail successfully at {}".format(
datetime.datetime.now()))
except Exception, e:
logger.log('sending mail failed')
logger.log(e)
time.sleep(LOOP__TIME)
except Exception, e:
logger.log(e)
self.api = ts.get_apis()
time.sleep(EXECEPTION_TIME)
def monitor(self):
while 1:
current = trading_time()
if current == MARKET_OPENING:
# 持仓
try:
price_df = ts.quotes(self.code_lists, conn=self.api)
except Exception as e:
logger.error('获取持仓数据异常>>> {}'.format(e))
try:
self.api = ts.get_apis()
except Exception as e:
logger.error('重新启动get_api出错 {}'.format(e))
else:
# 去除不合法的数据
price_df = price_df.dropna()
filter_df = price_df[price_df['last_close'] != 0]
filter_df = filter_df.reset_index(drop=True)
filter_df['percent'] = (filter_df['price'] -
filter_df['last_close']
) / filter_df['last_close'] * 100
filter_df['percent'] = filter_df['percent'].map(
lambda x: round(x, 2))
ret_df = filter_df[
(filter_df['percent'] > ALERT_PERCENTAGE) |
(filter_df['percent'] < ALERT_PERCENTAGE * -1)]
if len(ret_df) > 0:
d = dict(
zip(list(self.df['证券代码'].values),
list(self.df['证券名称'])))
ret_df['name'] = ret_df['code'].map(lambda x: d.get(x))
ret_df['amount'] = ret_df['amount'].map(
lambda x: round(x / 10000, 1))
rename_column = {
'code': '证券代码',
'name': '证券名称',
'price': '当前价格',
'percent': '涨幅',
'amount': '成交金额(万)'
}
ret_df = ret_df.rename(columns=rename_column)
ret = ret_df[list(rename_column.values())]
ret = ret.reset_index(drop=True)
content = datetime.datetime.now().strftime(
'%Y-%m-%d %H:%M:%S') + '\n' + ret.to_string()
try:
wechat.send_content(content)
except Exception as e:
logger.error('微信发送失败 {}'.format(e))
# 可转债
try:
price_df = ts.quotes(self.kzz_code_list, conn=self.api)
except Exception as e:
logger.error('获取可转债异常 >>>> {}'.format(e))
try:
self.api = ts.get_apis()
except Exception as e:
logger.error('异常中存在异常{}'.format(e))
# continue
time.sleep(EXECEPTION_TIME)
# continue
else:
if len(price_df) != 0:
# continue
price_df = price_df[price_df['cur_vol'] != 0]
price_df['percent'] = (price_df['price'] -
price_df['last_close']
) / price_df['last_close'] * 100
price_df['percent'] = price_df['percent'].map(
lambda x: round(x, 2))
ret_dt = price_df[(price_df['percent'] > ALERT_PERCENT)
| (price_df['percent'] < -1 *
ALERT_PERCENT)][[
'code', 'price', 'percent'
]]
if len(ret_dt) > 0:
name_list = []
yjl_list = []
# 只会提醒一次，下次就不会再出来了
for i in ret_dt['code']:
name_list.append(self.stocks[i])
yjl_list.append(self.stocks_yjl[i])
self.kzz_code_list.remove(i)
ret_dt['name'] = name_list
ret_dt[u'溢价率'] = yjl_list
ret_dt = ret_dt.sort_values(by='percent',
ascending=False)
ret_dt1 = ret_dt.reset_index(drop=True)
content0 = datetime.datetime.now().strftime(
'%Y-%m-%d %H:%M:%S'
) + '\n' + ret_dt1.to_string()
try:
wechat.send_content(content0)
except Exception as e:
logger.info('发送微信失败')
logger.info(e)
# 自选池
try:
price_pool = ts.quotes(self.pool_list, conn=self.api)
except Exception as e:
logger.error('获取自选错误 >>> {}'.format(e))
try:
self.api = ts.get_apis()
except Exception as e:
logger.error('异常中出现异常 {}'.format(e))
time.sleep(EXECEPTION_TIME)
# continue
# continue
else:
if len(price_pool) == 0:
continue
price_pool = price_pool[price_pool['cur_vol'] != 0]
price_pool['percent'] = (price_pool['price'] -
price_pool['last_close']
) / price_pool['last_close'] * 100
price_pool['percent'] = price_pool['percent'].map(
lambda x: round(x, 2))
ret_dt_pool = price_pool[
(price_pool['percent'] > ALERT_PERCENT_POOL) |
(price_pool['percent'] < -1 * ALERT_PERCENT_POOL)][[
'code', 'price', 'percent'
]]
if len(ret_dt_pool) > 0:
name_list_pool = []
# 只会提醒一次，下次就不会再出来了
for i in ret_dt_pool['code']:
name_list_pool.append(self.pool_dict[i])
self.pool_list.remove(i)
ret_dt_pool['name'] = name_list_pool
ret_dt_pool = ret_dt_pool.sort_values(by='percent',
ascending=False)
ret_dt_pool = ret_dt_pool.reset_index(drop=True)
content1 = datetime.datetime.now().strftime(
'%Y-%m-%d %H:%M:%S'
) + '\n' + ret_dt_pool.to_string()
try:
wechat.send_content(content1)
except Exception as e:
logger.error('微信发送异常{}'.format(e))
time.sleep(LOOP_TIME)
elif current == -1:
time.sleep(LOOP_TIME)
elif current == 1:
try:
ts.close_apis(self.api)
except Exception as e:
logger.info('fail to stop monitor {}'.format(
datetime.datetime.now()))
logger.info(e)
exit(0)