def load_traders():
global trader_domains
global trader_names
trader_domains = get_trader(return_type='domain')
for trader in trader_domains:
account_readers.append(
AccountReader(trader_names=[trader.trader_name],
level=trader.level))
order_readers.append(OrderReader(trader_names=[trader.trader_name]))
trader_names = [item.trader_name for item in trader_domains]
import dash_core_components as dcc
import dash_html_components as html
from dash.dependencies import Input, Output
from zvt.api.business import get_trader
from zvt.app import app
from zvt.charts.dcc_components import get_trader_detail_figures
from zvt.domain import business
from zvt.reader.business_reader import AccountReader, OrderReader
account_readers = []
order_readers = []
# init the data
trader_domains: List[business.Trader] = get_trader(return_type='domain')
trader_names: List[str] = [item.trader_name for item in trader_domains]
def load_traders():
global trader_domains
global trader_names
trader_domains = get_trader(return_type='domain')
for trader in trader_domains:
account_readers.append(
AccountReader(trader_names=[trader.trader_name],
level=trader.level))
order_readers.append(OrderReader(trader_names=[trader.trader_name]))
def __init__(self,
security_list: List[str] = None,
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
provider: Union[str, Provider] = Provider.JOINQUANT,
level: Union[str, TradingLevel] = TradingLevel.LEVEL_1DAY,
trader_name: str = None,
real_time: bool = False,
kdata_use_begin_time: bool = False) -> None:
assert self.security_type is not None
if trader_name:
self.trader_name = trader_name
else:
self.trader_name = type(self).__name__.lower()
self.trading_signal_listeners = []
self.state_listeners = []
self.selectors: List[TargetSelector] = []
self.security_list = security_list
self.exchanges = exchanges
self.codes = codes
# FIXME:handle this case gracefully
if self.security_list:
security_type, exchange, code = decode_security_id(self.security_list[0])
if not self.security_type:
self.security_type = security_type
if not self.exchanges:
self.exchanges = [exchange]
self.provider = Provider(provider)
# make sure the min level selector correspond to the provider and level
self.level = TradingLevel(level)
self.real_time = real_time
if start_timestamp and end_timestamp:
self.start_timestamp = to_pd_timestamp(start_timestamp)
self.end_timestamp = to_pd_timestamp(end_timestamp)
else:
assert False
if real_time:
logger.info(
'real_time mode, end_timestamp should be future,you could set it big enough for running forever')
assert self.end_timestamp >= now_pd_timestamp()
self.kdata_use_begin_time = kdata_use_begin_time
self.account_service = SimAccountService(trader_name=self.trader_name,
timestamp=self.start_timestamp,
provider=self.provider,
level=self.level)
self.add_trading_signal_listener(self.account_service)
self.init_selectors(security_list=security_list, security_type=self.security_type, exchanges=self.exchanges,
codes=self.codes, start_timestamp=self.start_timestamp, end_timestamp=self.end_timestamp)
self.selectors_comparator = self.init_selectors_comparator()
self.trading_level_asc = list(set([TradingLevel(selector.level) for selector in self.selectors]))
self.trading_level_asc.sort()
self.trading_level_desc = list(self.trading_level_asc)
self.trading_level_desc.reverse()
self.targets_slot: TargetsSlot = TargetsSlot()
self.session = get_db_session('zvt', StoreCategory.business)
trader = get_trader(session=self.session, trader_name=self.trader_name, return_type='domain', limit=1)
if trader:
self.logger.warning("trader:{} has run before,old result would be deleted".format(self.trader_name))
self.session.query(business.Trader).filter(business.Trader.trader_name == self.trader_name).delete()
self.session.commit()
self.on_start()
def __init__(self,
entity_ids: List[str] = None,
exchanges: List[str] = ['sh', 'sz'],
codes: List[str] = None,
start_timestamp: Union[str, pd.Timestamp] = None,
end_timestamp: Union[str, pd.Timestamp] = None,
provider: str = None,
level: Union[str, IntervalLevel] = IntervalLevel.LEVEL_1DAY,
trader_name: str = None,
real_time: bool = False,
kdata_use_begin_time: bool = False,
draw_result: bool = True) -> None:
assert self.entity_schema is not None
if trader_name:
self.trader_name = trader_name
else:
self.trader_name = type(self).__name__.lower()
self.trading_signal_listeners = []
self.selectors: List[TargetSelector] = []
self.entity_ids = entity_ids
self.exchanges = exchanges
self.codes = codes
self.provider = provider
# make sure the min level selector correspond to the provider and level
self.level = IntervalLevel(level)
self.real_time = real_time
if start_timestamp and end_timestamp:
self.start_timestamp = to_pd_timestamp(start_timestamp)
self.end_timestamp = to_pd_timestamp(end_timestamp)
else:
assert False
if real_time:
logger.info(
'real_time mode, end_timestamp should be future,you could set it big enough for running forever'
)
assert self.end_timestamp >= now_pd_timestamp()
self.kdata_use_begin_time = kdata_use_begin_time
self.draw_result = draw_result
self.account_service = SimAccountService(
trader_name=self.trader_name,
timestamp=self.start_timestamp,
provider=self.provider,
level=self.level)
self.add_trading_signal_listener(self.account_service)
self.init_selectors(entity_ids=entity_ids,
entity_schema=self.entity_schema,
exchanges=self.exchanges,
codes=self.codes,
start_timestamp=self.start_timestamp,
end_timestamp=self.end_timestamp)
self.selectors_comparator = self.init_selectors_comparator()
self.trading_level_asc = list(
set([IntervalLevel(selector.level)
for selector in self.selectors]))
self.trading_level_asc.sort()
self.trading_level_desc = list(self.trading_level_asc)
self.trading_level_desc.reverse()
self.targets_slot: TargetsSlot = TargetsSlot()
self.session = get_db_session('zvt', 'business')
trader = get_trader(session=self.session,
trader_name=self.trader_name,
return_type='domain',
limit=1)
if trader:
self.logger.warning(
"trader:{} has run before,old result would be deleted".format(
self.trader_name))
self.session.query(business.Trader).filter(
business.Trader.trader_name == self.trader_name).delete()
self.session.commit()
self.on_start()
import dash
import dash_core_components as dcc
import dash_daq as daq
import dash_html_components as html
from dash.dependencies import Input, Output
from zvt.api.business import get_trader
from zvt.charts.dcc_components import get_trader_detail_figures
from zvt.domain import TradingLevel, CoinTickKdata
from zvt.reader.business_reader import AccountReader, OrderReader
from zvt.reader.reader import DataReader
trader = 'singlecointrader'
security = 'coin_binance_EOS/USDT'
trader_domain = get_trader(trader_name=trader, return_type='domain')[0]
account_reader = AccountReader(trader_names=['singlecointrader'],
level=TradingLevel.LEVEL_1MIN)
order_reader = OrderReader(trader_names=['singlecointrader'])
price_reader = DataReader(security_list=[security],
data_schema=CoinTickKdata,
provider='ccxt',
start_timestamp=trader_domain.start_timestamp,
end_timestamp=trader_domain.end_timestamp,
level=TradingLevel.LEVEL_TICK,
real_time=True)
def serve_layout():
layout = html.Div([
daq.LEDDisplay(id='current_price',
from dash.dependencies import Input, Output
from zvt.api.business import get_trader
from zvt.charts.dcc_components import get_trader_detail_figures
from zvt.domain import TradingLevel
from zvt.reader.business_reader import AccountReader, OrderReader
account_reader = AccountReader(trader_names=['cointrader'],
level=TradingLevel.LEVEL_1MIN)
order_reader = OrderReader(trader_names=['cointrader'])
account_readers = []
order_readers = []
# init the data
trader_domains = get_trader(return_type='domain')
for trader in trader_domains:
account_readers.append(
AccountReader(trader_names=[trader.trader_name], level=trader.level))
order_readers.append(OrderReader(trader_names=[trader.trader_name]))
trader_names = [item.trader_name for item in trader_domains]
def serve_layout():
layout = html.Div([
html.Div([
dcc.Dropdown(id='trader-selector',
options=[{
'label': item,
'value': i