import pandas as pd
from pandas.io.json import json_normalize
# import cx_Oracle
import sqlalchemy
from functools import wraps
import Tools.DateHelper as dh
import Tools.DataBaseHelper as DB
import warnings
warnings.simplefilter(action="ignore", category=Warning)
# conn=cx_Oracle.connect('FITRADINGSERVER/FITRADINGSERVER@FITRADE') #连接数据库
Engine = DB.getEngine('172.18.3.43', 'sa', 'tcl+nftx', 'VirtualExchange')
EngineIS = DB.getEngine('172.18.3.43', 'sa', 'tcl+nftx', 'InvestSystem')
# 计算各个组合的回撤
import pandas as pd
import numpy as np
import Tools.DateHelper as dh
import Tools.DataBaseHelper as DB
import sqlalchemy
import time
import warnings
warnings.simplefilter(action="ignore", category=Warning)
Engine = DB.getEngine('10.28.7.43', 'bond', 'bond', 'Report')
Engine73 = DB.getEngine('192.168.87.73', 'sa', 'tcl+nftx', 'MarketMaker')
# 读取原始数据
def ReadProfitData():
Df1 = pd.read_sql(
"SELECT TradeDate,InvestType,TotalProfit as NetProfit,WeightedPrinciple,WeightedMoney, sortid FROM [MarketMaker].[dbo].[FundAnalysis_Sum] order by TradeDate",
Engine73)
DfFF = pd.read_sql(
"select * from openquery(TEST1,'select substr(t.bondcode,4,1) type, t.bondname,t.bondcode,t.issueday,t.allocationamt,b.term from ibond.DSC_BONDSALEPROFIT t inner join ibond.VIEW_DH b on t.bondcode = b.code where t.username in (''翁应良'',''姚子剑'',''郭圣雨'',''李剑波'',''张智博'') and t.category = ''金融债'' and t.allocationamt > 0 and substr(t.bondcode,4,1) in (2,3) and to_date(t.issueday,''yyyy-mm-dd'')> trunc(sysdate,''y'') order by t.id desc ')",
Engine)
def ff(type, term, amt):
type = float(type)
term = float(term)
if type == 2:
switch = {
1: 0.08,
2: 0.08,
import datetime
import time
import pandas as pd
import sqlalchemy
import Tools.DateHelper as dh
import Tools.DataBaseHelper as DB
from playsound import playsound
import warnings
warnings.simplefilter(action="ignore", category=Warning)
Engine = DB.getEngine('10.28.7.43', 'sa', 'tcl+nftx', 'VirtualExchange')
from xfTTs import *
from TTS import *
import datetime
import pandas as pd
import numpy as np
import scipy.stats as st
import Tools.DateHelper as dh
import Tools.DataBaseHelper as DB
import sqlalchemy
import warnings
warnings.simplefilter(action="ignore", category=Warning)
Engine = DB.getEngine('10.28.7.43', 'sa', 'tcl+nftx', 'InvestSystem')
import funcs as Fn
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
# # # 计算NCD余额变动 # # #
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
import pandas as pd
import Tools.DateHelper as dh
import Tools.DataBaseHelper as DB
import sqlalchemy
import time
import warnings
warnings.simplefilter(action="ignore", category=Warning)
Engine = DB.getEngine('10.28.7.43', 'bond', 'bond', 'InvestSystem')
# 计算单日的NCD余额数据
def OneDayBalance(dateString):
Df = pd.read_sql(
"select * from openquery(WINDNEW,'select nvl(a.b_info_issuertype,b.b_info_issuertype) banktype,nvl(a.amt,0)-nvl(b.amt,0) netamt from (select b_info_issuertype,sum(B_ISSUE_AMOUNTACT) amt from CBONDDESCRIPTION where b_info_specialbondtype = ''同业存单'' and B_INFO_LISTDATE=''"
+ dateString +
"'' group by b_info_issuertype) a full join (select b_info_issuertype,sum(B_ISSUE_AMOUNTACT) amt from CBONDDESCRIPTION where b_info_specialbondtype = ''同业存单'' and B_INFO_MATURITYDATE=''"
+ dateString +
"'' group by b_info_issuertype) b on a.b_info_issuertype = b.b_info_issuertype')",
Engine)
if Df.shape[0] > 0:
Df.NETAMT = Df.NETAMT.astype('float')
bankTypeList = ['城市商业银行', '国有商业银行', '股份制商业银行', '政策性银行']
DfOld = pd.read_sql(
"select BANKTYPE , NETAMT from NCDBalance where date = (select max(date) from NCDBalance where date<'"
+ dateString + "') and BANKTYPE !='合计'", Engine)
DfOld.NETAMT = DfOld.NETAMT.astype('float')
import pandas as pd
import Tools.DataBaseHelper as DB
import time
import pika
import warnings
from time import sleep
warnings.simplefilter(action = "ignore", category = Warning)
Engine = DB.getEngine('10.28.7.43', 'bond', 'bond', 'VirtualExchange')
if __name__ == '__main__':
credentials = pika.PlainCredentials('bond', 'bond')
connection = pika.BlockingConnection(
pika.ConnectionParameters('192.168.87.103', 5672, '/', credentials, heartbeat=0))
channel = connection.channel()
channel.exchange_declare(exchange='checkpositionstatus', exchange_type='fanout', durable=True)
while True:
try:
Df = pd.read_sql("SELECT [NotAllowAdd] FROM [InvestSystem].[dbo].[positionpsw]", Engine)
channel.basic_publish(exchange='checkpositionstatus', routing_key='', body=Df.to_json(orient='records'))
print('success-- '+time.strftime('%Y-%m-%d %H:%M:%S',time.localtime(time.time())))
sleep(2)
except:
sleep(2)
print('error-- ' + time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())))
pass
import datetime
import pandas as pd
import numpy as np
from pandas.io.json import json_normalize
import sqlalchemy
from functools import wraps
import Tools.DateHelper as dh
import re
import Tools.DataBaseHelper as DB
import warnings
warnings.simplefilter(action="ignore", category=Warning)
# import cx_Oracle
# conn=cx_Oracle.connect('FITRADINGSERVER/FITRADINGSERVER@FITRADE') #连接数据库
# conn=cx_Oracle.connect('tmpuser/[email protected]:1521/orcl') #连接数据库
Engine = DB.getEngine('10.28.7.43', 'bond', 'bond', 'VirtualExchange')
Engine73 = DB.getEngine('192.168.87.73', 'sa', 'tcl+nftx', 'MarketMaker')
EngineIS = DB.getEngine('10.28.7.43', 'bond', 'bond', 'InvestSystem')
Engine103 = DB.getEngine('192.168.87.103', 'sa', 'sa123', 'Invest')
import Tools.MongoHelper as MG
crmDb = MG._connect_mongo("10.28.7.35", 39362, "datacenter", "datacenter",
"datacenter")
import redis
pool = redis.ConnectionPool(host='192.168.9.147',
port=6379,
decode_responses=True)
r = redis.Redis(connection_pool=pool)
import pandas as pd
import sqlalchemy
import Tools.DateHelper as dh
import Tools.DataBaseHelper as DB
import warnings
warnings.simplefilter(action = "ignore", category = Warning)
Engine = DB.getEngine('172.18.3.43', 'sa', 'tcl+nftx', 'VirtualExchange')
BondList = [
170004,
170006,
170007,
170010,
170013,
170014,
170016,
170018,
170020,
170021,
170023,
170025,
170027,
180001,
180002,
180007,
180008,
180013,
180014,
180015,
180016,
180019,
import Tools.DataBaseHelper as DB
import warnings
warnings.simplefilter(action = "ignore", category = Warning)
conn = DB.getConn('192.168.87.103', 'sa', 'sa123', 'FutureTradeTest')
cursor = conn.cursor()
cursor.execute("update [FutureTradeTest].[dbo].[Account] set total_profit = 0,float_profit=0,real_profit=0,enable_amount = total_amount")
cursor.execute("update [FutureTrade].[dbo].[Account] set total_profit = 0,float_profit=0,real_profit=0,enable_amount = total_amount")
import redis
pool = redis.ConnectionPool(host='192.168.87.103', port=6379, decode_responses=True)
r = redis.Redis(connection_pool=pool)
r.set('positionStr','0')
r.set('positionStrTest','0')