def __init__(self, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.logger = getLogger(__name__)
self.index_objs = dict()
self.stock_objs = dict()
self.updating_date = None
self.combination_objs = dict()
self.cal_client = CCalendar(dbinfo, redis_host)
self.index_info_client = IndexInfo()
self.cvaluation_client = CValuation()
self.reviewer = CReivew(dbinfo, redis_host)
self.comb_info_client = CombinationInfo(dbinfo, redis_host)
self.stock_info_client = CStockInfo(dbinfo, redis_host)
self.rindex_stock_data_client = RIndexStock(dbinfo, redis_host)
self.industry_info_client = IndustryInfo(dbinfo, redis_host)
self.rindustry_info_client = RIndexIndustryInfo(dbinfo, redis_host)
self.animation_client = CAnimation(dbinfo, redis_host)
self.subscriber = Subscriber()
self.quote_handler = StockQuoteHandler()
self.ticker_handler = TickerHandler()
self.connect_client = StockConnect(market_from=ct.SH_MARKET_SYMBOL,
market_to=ct.HK_MARKET_SYMBOL,
dbinfo=dbinfo,
redis_host=redis_host)
self.margin_client = Margin(dbinfo=dbinfo, redis_host=redis_host)
self.emotion_client = Emotion(dbinfo=dbinfo, redis_host=redis_host)
self.sh_exchange_client = StockExchange(ct.SH_MARKET_SYMBOL)
self.sz_exchange_client = StockExchange(ct.SZ_MARKET_SYMBOL)
def __init__(self, dbinfo):
self.combination_objs = dict()
self.stock_objs = dict()
self.evt = AsyncResult()
self.dbinfo = dbinfo
self.cal_client = CCalendar(dbinfo)
self.comb_info_client = CombinationInfo(dbinfo)
self.stock_info_client = CStockInfo(dbinfo)
self.delisted_info_client = CDelisted(dbinfo)
self.animation_client = CAnimation(dbinfo)
self.subscriber = Subscriber()
def get_k_data_in_range(self, start_date, end_date):
ndays = delta_days(start_date, end_date)
date_dmy_format = time.strftime("%m/%d/%Y",
time.strptime(start_date, "%Y-%m-%d"))
data_times = pd.date_range(date_dmy_format, periods=ndays, freq='D')
date_only_array = np.vectorize(lambda s: s.strftime('%Y-%m-%d'))(
data_times.to_pydatetime())
data_dict = OrderedDict()
for _date in date_only_array:
if CCalendar.is_trading_day(_date, redis=self.redis):
table_name = self.get_table_name(_date)
if table_name not in data_dict: data_dict[table_name] = list()
data_dict[table_name].append(str(_date))
all_df = pd.DataFrame()
for key in data_dict:
table_list = sorted(data_dict[key], reverse=False)
if len(table_list) == 1:
df = self.get_data(table_list[0])
if df is not None: all_df = all_df.append(df)
else:
start_date = table_list[0]
end_date = table_list[len(table_list) - 1]
df = self.get_data_between(start_date, end_date)
if df is not None: all_df = all_df.append(df)
return all_df
def update(self, end_date=None, num=10):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
succeed = True
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis=self.redis):
if mdate == end_date or mdate in self.balcklist: continue
if not self.set_data(mdate):
succeed = False
return succeed
def update(self, end_date = None, num = 3):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
succeed = True
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_score(mdate):
succeed = False
self.logger.info("set score for %s set failed" % mdate)
return succeed
def start_requests(self):
end_date = datetime.now().strftime('%Y-%m-%d')
start_date = self.get_nday_ago(end_date, 10, dformat = '%Y-%m-%d')
date_array = get_dates_array(start_date, end_date)
for mdate in date_array:
if CCalendar.is_trading_day(mdate, redis = self.redis):
up_url = self.get_url(self.LIMIT_UP, mdate)
yield Request(url=up_url, callback=self.parse, errback=self.errback_httpbin)
down_url = self.get_url(self.LIMIT_DOWN, mdate)
yield Request(url=down_url, callback=self.parse, errback=self.errback_httpbin)
def update(self, end_date = None, num = 10):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
succeed = True
for mdate in date_array:
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.crawl_data(mdate):
self.logger.error("%s set failed" % mdate)
succeed = False
return succeed
def update(self, end_date = datetime.now().strftime('%Y-%m-%d'), num = 30):
#if end_date == datetime.now().strftime('%Y-%m-%d'): end_date = get_day_nday_ago(end_date, num = 1, dformat = "%Y-%m-%d")
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
succeed = True
for mdate in date_array:
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_day_data(mdate):
self.logger.error("set %s data for rstock failed" % mdate)
succeed = False
return succeed
def update(self, end_date = None, num = 10):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
if end_date == datetime.now().strftime('%Y-%m-%d'): end_date = get_day_nday_ago(end_date, num = 1, dformat = "%Y-%m-%d")
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
succeed = True
for mdate in get_dates_array(start_date, end_date):
if mdate in self.balcklist: continue
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_k_data(mdate):
succeed = False
self.logger.info("market %s for %s set failed" % (self.market, mdate))
return succeed
def update(self, end_date=datetime.now().strftime('%Y-%m-%d'), num=7):
succeed = True
base_df = self.stock_info_client.get_basics()
code_list = base_df.code.tolist()
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
if not self.set_r_financial_data(mdate, code_list):
self.logger.error("set %s data for rvaluation failed" %
mdate)
succeed = False
return succeed
class DataPreparer:
def __init__(self):
self.logger = getLogger(__name__)
self.cal_client = CCalendar(
dbinfo=ct.OUT_DB_INFO,
redis_host='127.0.0.1',
filepath='/Volumes/data/quant/stock/conf/calAll.csv')
def is_collecting_time(self):
now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour, aft_open_minute, aft_open_second = (16, 00, 00)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (22, 00, 00)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
#self.logger.info("collecting now time. open_time:%s < now_time:%s < close_time:%s" % (aft_open_time, now_time, aft_close_time))
return aft_open_time < now_time < aft_close_time
def prepare_data(self, cmds, timeout=2700):
kill = lambda process: process.kill()
cmd_list = list()
for cmd in cmds:
cmd_list.append(subprocess.Popen(cmd, shell=True))
my_timer = Timer(timeout, kill, cmd_list)
try:
my_timer.start()
for cmd in cmd_list:
cmd.communicate()
finally:
my_timer.cancel()
def update(self, sleep_time):
while True:
try:
self.logger.debug("enter update")
if self.cal_client.is_trading_day():
if self.is_collecting_time():
ndate = get_latest_data_date(
filepath=
"/Volumes/data/quant/stock/data/stockdatainfo.json"
)
mdate = transfer_date_string_to_int(
datetime.now().strftime('%Y-%m-%d'))
if ndate < mdate: self.prepare_data([SCRIPT1, SCRIPT2])
except Exception as e:
self.logger.error(e)
time.sleep(sleep_time)
def update(self, end_date = None, num = 30):
if end_date is None: end_date = datetime.now().strftime('%Y-%m-%d')
#start_date = "1997-12-30"
start_date = get_day_nday_ago(end_date, num = num, dformat = "%Y-%m-%d")
succeed = True
code_list = self.get_components(end_date)
if 0 == len(code_list):
self.logger.error("%s code_list for %s is empty" % (end_date, self.index_code))
return False
for mdate in get_dates_array(start_date, end_date):
if CCalendar.is_trading_day(mdate, redis = self.redis):
if not self.set_ratio(code_list, mdate):
self.logger.error("set %s score for %s set failed" % (self.index_code, mdate))
succeed = False
return succeed
def update_index(self,
end_date=datetime.now().strftime('%Y-%m-%d'),
num=3361):
succeed = True
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date, asending=True)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
for code in ct.INDEX_DICT:
if not self.cval_client.set_index_valuation(code, mdate):
self.logger.error(
"{} set {} data for rvaluation failed".format(
code, mdate))
succeed = False
return succeed
def update_val(self,
end_date=datetime.now().strftime('%Y-%m-%d'),
num=7000):
succeed = True
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
for code in ct.INDEX_DICT:
if not self.set_index_valuation(code, mdate):
self.logger.error(
"%s set %s data for rvaluation failed" %
(code, mdate))
succeed = False
return succeed
def select_code(code_list, start_date, end_date):
date_arrays = list()
for mdate in get_dates_array(start_date, end_date, dformat = "%Y%m%d"):
if CCalendar.is_trading_day(transfer_int_to_date_string(mdate), redis = mredis):
date_arrays.append(mdate)
#choose stock which is not suspended verry long
total_df = pd.DataFrame()
for code in code_list:
df = ts.pro_bar(pro_api = ts_client, ts_code = add_suffix(code), adj = 'qfq', start_date = start_date, end_date = end_date)
if df is None: continue
if len(df) > int(0.8 * len(date_arrays)):
df = df.rename(columns = {"ts_code": "code", "trade_date": "date", "pct_change": "pchange"})
df = df.set_index('date')
total_df[code] = df.close
return total_df
def set_data(self, cdate=datetime.now().strftime('%Y-%m-%d')):
if not CCalendar.is_trading_day(cdate, redis=self.redis): return False
table_name = self.get_table_name(cdate)
if not self.is_table_exists(table_name):
if not self.create_table(table_name):
self.logger.error("create rindex table failed")
return False
self.redis.sadd(self.dbname, table_name)
if self.is_date_exists(table_name, cdate):
self.logger.debug("existed rindex table:%s, date:%s" %
(table_name, cdate))
return True
df = self.generate_data(cdate)
if df.empty: return False
self.redis.set(ct.TODAY_ALL_INDUSTRY, _pickle.dumps(df, 2))
if self.mysql_client.set(df, table_name):
return self.redis.sadd(table_name, cdate)
return False
class DataPreparer:
def __init__(self):
self.logger = getLogger(__name__)
self.cal_client = CCalendar(dbinfo = ct.OUT_DB_INFO, redis_host = '127.0.0.1', filepath = '/Volumes/data/quant/stock/conf/calAll.csv')
def is_collecting_time(self):
now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y,m,d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour,aft_open_minute,aft_open_second = (16,00,00)
aft_open_time = datetime(y,m,d,aft_open_hour,aft_open_minute,aft_open_second)
aft_close_hour,aft_close_minute,aft_close_second = (22,00,00)
aft_close_time = datetime(y,m,d,aft_close_hour,aft_close_minute,aft_close_second)
#self.logger.info("collecting now time. open_time:%s < now_time:%s < close_time:%s" % (aft_open_time, now_time, aft_close_time))
return aft_open_time < now_time < aft_close_time
def run(self, cmd, timeout):
proc = subprocess.Popen(cmd, stdout = subprocess.PIPE, stderr = subprocess.PIPE)
timer = Timer(timeout, proc.kill)
try:
timer.start()
stdout, stderr = proc.communicate()
self.logger.debug("run cmd %s stdout:%s, stderr:%s" % (cmd, stdout.decode(), stderr.decode()))
finally:
timer.cancel()
def update(self, sleep_time):
while True:
try:
self.logger.debug("enter update")
if self.cal_client.is_trading_day():
if self.is_collecting_time():
ndate = get_latest_data_date(filepath = "/Volumes/data/quant/stock/data/stockdatainfo.json")
mdate = transfer_date_string_to_int(datetime.now().strftime('%Y-%m-%d'))
if ndate < mdate:
self.run(SCRIPT1, timeout = 600)
self.run(SCRIPT2, timeout = 2700)
except Exception as e:
self.logger.error(e)
time.sleep(sleep_time)
def __init__(self):
self.logger = getLogger(__name__)
self.cal_client = CCalendar(
dbinfo=ct.OUT_DB_INFO,
redis_host='127.0.0.1',
filepath='/Volumes/data/quant/stock/conf/calAll.csv')
class DataManager:
def __init__(self, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.logger = getLogger(__name__)
self.index_objs = dict()
self.stock_objs = dict()
self.combination_objs = dict()
self.cal_client = CCalendar(dbinfo, redis_host)
self.index_info_client = IndexInfo()
self.comb_info_client = CombinationInfo(dbinfo, redis_host)
self.stock_info_client = CStockInfo(dbinfo, redis_host)
self.rindex_stock_data_client = RIndexStock(dbinfo, redis_host)
self.industry_info_client = IndustryInfo(dbinfo, redis_host)
self.rindustry_info_client = RIndexIndustryInfo(dbinfo, redis_host)
self.limit_client = CLimit(dbinfo, redis_host)
self.animation_client = CAnimation(dbinfo, redis_host)
self.subscriber = Subscriber()
self.quote_handler = StockQuoteHandler()
self.ticker_handler = TickerHandler()
self.connect_client = StockConnect(market_from=ct.SH_MARKET_SYMBOL,
market_to=ct.HK_MARKET_SYMBOL,
dbinfo=dbinfo,
redis_host=redis_host)
self.margin_client = Margin(dbinfo=dbinfo, redis_host=redis_host)
self.emotion_client = Emotion(dbinfo=dbinfo, redis_host=redis_host)
self.sh_exchange_client = StockExchange(ct.SH_MARKET_SYMBOL)
self.sz_exchange_client = StockExchange(ct.SZ_MARKET_SYMBOL)
def is_collecting_time(self, now_time=datetime.now()):
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour, aft_open_minute, aft_open_second = (19, 00, 00)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (23, 59, 59)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
return aft_open_time < now_time < aft_close_time
def is_morning_time(self, now_time=datetime.now()):
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
mor_open_hour, mor_open_minute, mor_open_second = (0, 0, 0)
mor_open_time = datetime(y, m, d, mor_open_hour, mor_open_minute,
mor_open_second)
mor_close_hour, mor_close_minute, mor_close_second = (6, 30, 0)
mor_close_time = datetime(y, m, d, mor_close_hour, mor_close_minute,
mor_close_second)
return mor_open_time < now_time < mor_close_time
def collect_combination_runtime_data(self):
def _combination_run(code_id):
self.combination_objs[code_id].run()
return (code_id, True)
todo_iplist = list(self.combination_objs.keys())
return concurrent_run(_combination_run, todo_iplist, num=10)
def collect_stock_runtime_data(self):
if self.ticker_handler.empty(): return
datas = self.ticker_handler.getQueue()
while not datas.empty():
df = datas.get()
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.stock_objs[code_id].run(df.loc[df.code == code_str])
def init_real_stock_info(self):
concerned_list = self.comb_info_client.get_concerned_list()
prefix_concerned_list = [add_prifix(code) for code in concerned_list]
ret = self.subscriber.subscribe(prefix_concerned_list, SubType.TICKER,
self.ticker_handler)
if 0 == ret:
for code in concerned_list:
if code not in self.stock_objs:
self.stock_objs[code] = CStock(code,
self.dbinfo,
should_create_influxdb=True,
should_create_mysqldb=True)
return ret
def init_index_info(self):
index_list = ct.INDEX_DICT.keys()
prefix_index_list = [add_index_prefix(code) for code in index_list]
ret = self.subscriber.subscribe(prefix_index_list, SubType.QUOTE,
self.quote_handler)
if 0 != ret:
self.logger.error("subscribe for index list failed")
return ret
for code in index_list:
if code not in self.index_objs:
self.index_objs[code] = CIndex(code,
should_create_influxdb=True,
should_create_mysqldb=True)
def collect_index_runtime_data(self):
if self.quote_handler.empty(): return
datas = self.quote_handler.getQueue()
while not datas.empty():
df = datas.get()
df['time'] = df.data_date + ' ' + df.data_time
df = df.drop(['data_date', 'data_time'], axis=1)
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.index_objs[code_id].run(df.loc[df.code == code_str])
def run(self, sleep_time):
while True:
try:
if self.cal_client.is_trading_day():
if is_trading_time():
sleep_time = 1
if not self.subscriber.status():
self.subscriber.start()
if 0 == self.init_index_info(
) and 0 == self.init_real_stock_info():
self.init_combination_info()
else:
self.logger.debug("enter stop dict time")
self.subscriber.stop()
else:
self.collect_stock_runtime_data()
self.collect_combination_runtime_data()
self.collect_index_runtime_data()
self.animation_client.collect()
else:
sleep_time = 60
if self.subscriber.status():
self.subscriber.stop()
except Exception as e:
traceback.print_exc()
self.logger.error(e)
time.sleep(sleep_time)
def set_update_info(self,
step_length,
exec_date,
cdate=None,
filename=ct.STEPFILE):
step_info = dict()
if cdate is None: cdate = 'none'
step_info[cdate] = dict()
step_info[cdate]['step'] = step_length
step_info[cdate]['date'] = exec_date
with open(filename, 'w') as f:
json.dump(step_info, f)
self.logger.info("finish step :%s" % step_length)
def get_update_info(self,
cdate=None,
exec_date=None,
filename=ct.STEPFILE):
if cdate is None: cdate = 'none'
if not os.path.exists(filename): return (0, exec_date)
with open(filename, 'r') as f:
step_info = json.load(f)
if cdate not in step_info: return (0, exec_date)
return (step_info[cdate]['step'], step_info[cdate]['date'])
def bootstrap(self,
cdate=None,
exec_date=datetime.now().strftime('%Y-%m-%d')):
finished_step, exec_date = self.get_update_info(cdate, exec_date)
self.logger.info("enter updating.%s" % finished_step)
if finished_step < 1:
if not self.cal_client.init():
self.logger.error("cal_client init failed")
return False
self.set_update_info(1, exec_date, cdate)
if finished_step < 2:
if not self.index_info_client.update():
self.logger.error("index_info init failed")
return False
self.set_update_info(2, exec_date, cdate)
if finished_step < 3:
if not self.stock_info_client.update():
self.logger.error("stock_info init failed")
return False
self.set_update_info(3, exec_date, cdate)
if finished_step < 4:
if not self.comb_info_client.update():
self.logger.error("comb_info init failed")
return False
self.set_update_info(4, exec_date, cdate)
if finished_step < 5:
if not self.industry_info_client.update():
self.logger.error("industry_info init failed")
return False
self.set_update_info(5, exec_date, cdate)
if finished_step < 6:
if not self.download_and_extract(exec_date):
self.logger.error("download_and_extract failed")
return False
self.set_update_info(6, exec_date, cdate)
if finished_step < 7:
if not self.init_tdx_index_info(cdate):
self.logger.error("init_tdx_index_info failed")
return False
self.set_update_info(7, exec_date, cdate)
if finished_step < 8:
if not self.sh_exchange_client.update(exec_date, num=30):
self.logger.error("sh exchange update failed")
return False
self.set_update_info(8, exec_date, cdate)
if finished_step < 9:
if not self.sz_exchange_client.update(exec_date, num=30):
self.logger.error("sz exchange update failed")
return False
self.set_update_info(9, exec_date, cdate)
if finished_step < 10:
if not self.init_index_components_info(exec_date):
self.logger.error("init index components info failed")
return False
self.set_update_info(10, exec_date, cdate)
if finished_step < 11:
if not self.init_industry_info(cdate):
self.logger.error("init_industry_info failed")
return False
self.set_update_info(11, exec_date, cdate)
if finished_step < 12:
if not self.rindustry_info_client.update(exec_date):
self.logger.error("init %s rindustry info failed" % exec_date)
return False
self.set_update_info(12, exec_date, cdate)
if finished_step < 13:
if not self.limit_client.update(exec_date):
self.logger.error("init_limit_info failed")
return False
self.set_update_info(13, exec_date, cdate)
if finished_step < 14:
if not self.init_yesterday_hk_info(exec_date):
self.logger.error("init_yesterday_hk_info failed")
return False
self.set_update_info(14, exec_date, cdate)
if finished_step < 15:
if not self.margin_client.update(exec_date):
self.logger.error("init_yesterday_margin failed")
return False
self.set_update_info(15, exec_date, cdate)
if finished_step < 16:
if not self.init_stock_info(cdate):
self.logger.error("init_stock_info set failed")
return False
self.set_update_info(16, exec_date, cdate)
if finished_step < 17:
if not self.init_base_float_profit():
self.logger.error("init base float profit for all stock")
return False
self.set_update_info(17, exec_date, cdate)
if finished_step < 18:
if not self.rindex_stock_data_client.update(exec_date, num=300):
self.logger.error("rindex_stock_data set failed")
return False
self.set_update_info(18, exec_date, cdate)
self.logger.info("updating succeed")
return True
def update(self, sleep_time):
while True:
self.logger.info("enter daily update process. %s" %
datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
try:
if self.cal_client.is_trading_day():
self.logger.info(
"is trading day. %s" %
datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
if self.is_collecting_time():
self.logger.info(
"is collecting time. %s" %
datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
self.bootstrap(
cdate=datetime.now().strftime('%Y-%m-%d'))
except Exception as e:
kill_process("google-chrome")
kill_process("renderer")
kill_process("Xvfb")
kill_process("zygote")
kill_process("defunct")
kill_process("show-component-extension-options")
self.logger.error(e)
time.sleep(sleep_time)
def init_combination_info(self):
trading_info = self.comb_info_client.get()
for _, code_id in trading_info['code'].iteritems():
if str(code_id) not in self.combination_objs:
self.combination_objs[str(code_id)] = Combination(
code_id, self.dbinfo)
def init_base_float_profit(self):
def _set_base_float_profit(code_id):
return (code_id,
True) if CStock(code_id).set_base_floating_profit() else (
code_id, False)
failed_list = self.stock_info_client.get().code.tolist()
return process_concurrent_run(_set_base_float_profit,
failed_list,
num=500)
def init_stock_info(self, cdate=None):
def _set_stock_info(_date, bonus_info, index_info, code_id):
try:
if CStock(code_id).set_k_data(bonus_info, index_info, _date):
self.logger.info("%s set k data success" % code_id)
return (code_id, True)
else:
self.logger.error("%s set k data failed" % code_id)
return (code_id, False)
except Exception as e:
self.logger.error("%s set k data exception:%s" % (code_id, e))
return (code_id, False)
#get stock bonus info
bonus_info = pd.read_csv("/data/tdx/base/bonus.csv",
sep=',',
dtype={
'code': str,
'market': int,
'type': int,
'money': float,
'price': float,
'count': float,
'rate': float,
'date': int
})
index_info = CIndex('000001').get_k_data()
if index_info is None or index_info.empty: return False
df = self.stock_info_client.get()
failed_list = df.code.tolist()
if cdate is None:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
return process_concurrent_run(cfunc, failed_list, num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=10, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_stock_info, mdate, bonus_info,
index_info)
if not process_concurrent_run(cfunc, failed_list, num=500):
succeed = False
return succeed
def init_industry_info(self, cdate):
def _set_industry_info(cdate, code_id):
return (code_id, CIndex(code_id).set_k_data(cdate))
df = self.industry_info_client.get()
if cdate is None:
cfunc = partial(_set_industry_info, cdate)
return concurrent_run(cfunc, df.code.tolist(), num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=30, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_industry_info, mdate)
if not concurrent_run(cfunc, df.code.tolist(), num=5):
succeed = False
return succeed
def init_yesterday_hk_info(self, cdate):
succeed = True
for data in ((ct.SH_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL),
(ct.SZ_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL)):
if not self.connect_client.set_market(data[0], data[1]):
self.logger.error("connect_client for %s failed" % data)
succeed = False
continue
if not self.connect_client.update(cdate):
succeed = False
self.connect_client.close()
self.connect_client.quit()
kill_process("zygote")
kill_process("defunct")
kill_process("show-component-extension-options")
return succeed
def init_index_components_info(self, cdate=None):
if cdate is None: cdate = datetime.now().strftime('%Y-%m-%d')
def _set_index_info(code_id):
_obj = self.index_objs[
code_id] if code_id in self.index_objs else CIndex(code_id)
return (code_id, _obj.set_components_data(cdate))
return concurrent_run(_set_index_info,
list(ct.INDEX_DICT.keys()),
num=10)
def init_tdx_index_info(self, cdate=None):
def _set_index_info(cdate, code_id):
try:
_obj = self.index_objs[
code_id] if code_id in self.index_objs else CIndex(code_id)
return (code_id, _obj.set_k_data(cdate))
except Exception as e:
self.logger.error(e)
return (code_id, False)
if cdate is None:
cfunc = partial(_set_index_info, cdate)
return concurrent_run(cfunc, list(ct.TDX_INDEX_DICT.keys()), num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=30, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_index_info, mdate)
if not concurrent_run(
cfunc, list(ct.TDX_INDEX_DICT.keys()), num=5):
succeed = False
return succeed
def download_and_extract(self, cdate):
try:
if not download(ct.ZIP_DIR, cdate): return False
list_files = os.listdir(ct.ZIP_DIR)
for filename in list_files:
if not filename.startswith('.'):
file_path = os.path.join(ct.ZIP_DIR, filename)
if os.path.exists(file_path):
unzip(file_path, ct.TIC_DIR)
return True
except Exception as e:
self.logger.error(e)
return False
class DataManager:
def __init__(self, dbinfo=ct.DB_INFO, redis_host=None):
self.dbinfo = dbinfo
self.logger = getLogger(__name__)
self.index_objs = dict()
self.stock_objs = dict()
self.updating_date = None
self.combination_objs = dict()
self.cal_client = CCalendar(dbinfo, redis_host)
self.index_info_client = IndexInfo()
self.cvaluation_client = CValuation()
self.reviewer = CReivew(dbinfo, redis_host)
self.comb_info_client = CombinationInfo(dbinfo, redis_host)
self.stock_info_client = CStockInfo(dbinfo, redis_host)
self.rindex_stock_data_client = RIndexStock(dbinfo, redis_host)
self.industry_info_client = IndustryInfo(dbinfo, redis_host)
self.rindustry_info_client = RIndexIndustryInfo(dbinfo, redis_host)
self.animation_client = CAnimation(dbinfo, redis_host)
self.subscriber = Subscriber()
self.quote_handler = StockQuoteHandler()
self.ticker_handler = TickerHandler()
self.connect_client = StockConnect(market_from=ct.SH_MARKET_SYMBOL,
market_to=ct.HK_MARKET_SYMBOL,
dbinfo=dbinfo,
redis_host=redis_host)
self.margin_client = Margin(dbinfo=dbinfo, redis_host=redis_host)
self.emotion_client = Emotion(dbinfo=dbinfo, redis_host=redis_host)
self.sh_exchange_client = StockExchange(ct.SH_MARKET_SYMBOL)
self.sz_exchange_client = StockExchange(ct.SZ_MARKET_SYMBOL)
def is_collecting_time(self):
now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour, aft_open_minute, aft_open_second = (17, 10, 00)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (23, 59, 59)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
#self.logger.info("collecting now time. open_time:%s < now_time:%s < close_time:%s" % (aft_open_time, now_time, aft_close_time))
return aft_open_time < now_time < aft_close_time
def is_morning_time(self, now_time=datetime.now()):
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
mor_open_hour, mor_open_minute, mor_open_second = (0, 0, 0)
mor_open_time = datetime(y, m, d, mor_open_hour, mor_open_minute,
mor_open_second)
mor_close_hour, mor_close_minute, mor_close_second = (6, 30, 0)
mor_close_time = datetime(y, m, d, mor_close_hour, mor_close_minute,
mor_close_second)
return mor_open_time < now_time < mor_close_time
def collect_combination_runtime_data(self):
def _combination_run(code_id):
self.combination_objs[code_id].run()
return (code_id, True)
todo_iplist = list(self.combination_objs.keys())
return concurrent_run(_combination_run, todo_iplist, num=10)
def collect_stock_runtime_data(self):
if self.ticker_handler.empty(): return
datas = self.ticker_handler.getQueue()
while not datas.empty():
df = datas.get()
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.stock_objs[code_id].run(df.loc[df.code == code_str])
def init_real_stock_info(self):
concerned_list = self.comb_info_client.get_concerned_list()
prefix_concerned_list = [add_prifix(code) for code in concerned_list]
ret = self.subscriber.subscribe(prefix_concerned_list, SubType.TICKER,
self.ticker_handler)
if 0 == ret:
for code in concerned_list:
if code not in self.stock_objs:
self.stock_objs[code] = CStock(code,
self.dbinfo,
should_create_influxdb=True,
should_create_mysqldb=True)
return ret
def init_index_info(self):
index_list = ct.INDEX_DICT.keys()
prefix_index_list = [add_index_prefix(code) for code in index_list]
ret = self.subscriber.subscribe(prefix_index_list, SubType.QUOTE,
self.quote_handler)
if 0 != ret:
self.logger.error("subscribe for index list failed")
return ret
for code in index_list:
if code not in self.index_objs:
self.index_objs[code] = CIndex(code,
should_create_influxdb=True,
should_create_mysqldb=True)
return 0
def collect_index_runtime_data(self):
if self.quote_handler.empty(): return
datas = self.quote_handler.getQueue()
while not datas.empty():
df = datas.get()
df['time'] = df.data_date + ' ' + df.data_time
df = df.drop(['data_date', 'data_time'], axis=1)
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
for code_str in set(df.code):
code_id = code_str.split('.')[1]
self.index_objs[code_id].run(df.loc[df.code == code_str])
def run(self, sleep_time):
while True:
try:
self.logger.debug("enter run")
if self.cal_client.is_trading_day():
if is_trading_time():
t_sleep_time = 1
if not self.subscriber.status():
self.subscriber.start()
if 0 == self.init_index_info(
) and 0 == self.init_real_stock_info():
self.init_combination_info()
else:
self.logger.debug("enter stop subscriber")
self.subscriber.stop()
else:
self.collect_stock_runtime_data()
self.collect_combination_runtime_data()
self.collect_index_runtime_data()
self.animation_client.collect()
else:
t_sleep_time = sleep_time
if self.subscriber.status():
self.subscriber.stop()
else:
t_sleep_time = sleep_time
except Exception as e:
#traceback.print_exc()
self.logger.error(e)
gevent.sleep(t_sleep_time)
def set_update_info(self,
step_length,
exec_date,
cdate=None,
filename=ct.STEPFILE):
step_info = dict()
if cdate is None: cdate = 'none'
step_info[cdate] = dict()
step_info[cdate]['step'] = step_length
step_info[cdate]['date'] = exec_date
with open(filename, 'w') as f:
json.dump(step_info, f)
self.logger.info("finish step :%s" % step_length)
def get_update_info(self,
cdate=None,
exec_date=None,
filename=ct.STEPFILE):
if cdate is None: cdate = 'none'
if not os.path.exists(filename): return (0, exec_date)
with open(filename, 'r') as f:
step_info = json.load(f)
if cdate not in step_info: return (0, exec_date)
return (step_info[cdate]['step'], step_info[cdate]['date'])
def bootstrap(self,
cdate=None,
exec_date=datetime.now().strftime('%Y-%m-%d'),
ndays=3):
finished_step, exec_date = self.get_update_info(cdate, exec_date)
self.logger.info("enter updating.%s" % finished_step)
if finished_step < 1:
if not self.cal_client.init():
self.logger.error("cal client init failed")
return False
self.set_update_info(1, exec_date, cdate)
if finished_step < 2:
if not self.index_info_client.update():
self.logger.error("index info init failed")
return False
self.set_update_info(2, exec_date, cdate)
if finished_step < 3:
if not self.stock_info_client.update():
self.logger.error("stock info init failed")
return False
self.set_update_info(3, exec_date, cdate)
if finished_step < 4:
if not self.comb_info_client.update():
self.logger.error("comb info init failed")
return False
self.set_update_info(4, exec_date, cdate)
if finished_step < 5:
if not self.industry_info_client.update():
self.logger.error("industry info init failed")
return False
self.set_update_info(5, exec_date, cdate)
if finished_step < 6:
if not self.init_tdx_index_info(cdate):
self.logger.error("init tdx index info failed")
return False
self.set_update_info(6, exec_date, cdate)
if finished_step < 7:
if not self.sh_exchange_client.update(exec_date, num=ndays):
self.logger.error("sh exchange update failed")
return False
self.set_update_info(7, exec_date, cdate)
if finished_step < 8:
if not self.sz_exchange_client.update(exec_date, num=ndays):
self.logger.error("sz exchange update failed")
return False
self.set_update_info(8, exec_date, cdate)
if finished_step < 9:
if not self.init_index_components_info(exec_date):
self.logger.error("init index components info failed")
return False
self.set_update_info(9, exec_date, cdate)
if finished_step < 10:
if not self.init_industry_info(cdate):
self.logger.error("init industry info failed")
return False
self.set_update_info(10, exec_date, cdate)
if finished_step < 11:
if not self.rindustry_info_client.update(exec_date, num=ndays):
self.logger.error("init %s rindustry info failed" % exec_date)
return False
self.set_update_info(11, exec_date, cdate)
if finished_step < 12:
if not self.init_yesterday_hk_info(exec_date, num=ndays):
self.logger.error("init yesterday hk info failed")
return False
self.set_update_info(12, exec_date, cdate)
if finished_step < 13:
if not self.margin_client.update(exec_date, num=ndays):
self.logger.error("init yesterday margin failed")
return False
self.set_update_info(13, exec_date, cdate)
if finished_step < 14:
if not self.init_stock_info(cdate):
self.logger.error("init stock info set failed")
return False
self.set_update_info(14, exec_date, cdate)
if finished_step < 15:
if not self.init_base_float_profit():
self.logger.error("init base float profit for all stock")
return False
self.set_update_info(15, exec_date, cdate)
if finished_step < 16:
if not self.init_valuation_info(cdate):
self.logger.error("init stock valuation info failed")
return False
self.set_update_info(16, exec_date, cdate)
if finished_step < 17:
if not self.init_rvaluation_info(cdate):
self.logger.error("init r stock valuation info failed")
return False
self.set_update_info(17, exec_date, cdate)
if finished_step < 18:
if not self.init_rindex_valuation_info(cdate):
self.logger.error("init r index valuation info failed")
return False
self.set_update_info(18, exec_date, cdate)
if finished_step < 19:
if not self.rindex_stock_data_client.update(exec_date, num=ndays):
self.logger.error("rstock data set failed")
return False
self.set_update_info(19, exec_date, cdate)
if finished_step < 20:
if not self.set_bull_stock_ratio(exec_date, num=ndays):
self.logger.error("bull ratio set failed")
return False
self.set_update_info(20, exec_date, cdate)
self.logger.info("updating succeed")
return True
def clear_network_env(self):
kill_process("google-chrome")
kill_process("renderer")
kill_process("Xvfb")
kill_process("zygote")
kill_process("defunct")
kill_process("show-component-extension-options")
def update(self, sleep_time):
succeed = False
while True:
self.logger.debug("enter daily update process. %s" %
datetime.now().strftime('%Y-%m-%d %H:%M:%S'))
try:
if self.cal_client.is_trading_day():
#self.logger.info("is trading day. %s, succeed:%s" % (datetime.now().strftime('%Y-%m-%d %H:%M:%S'), succeed))
if self.is_collecting_time():
self.logger.debug(
"enter collecting time. %s, succeed:%s" %
(datetime.now().strftime('%Y-%m-%d %H:%M:%S'),
succeed))
if not succeed:
self.clear_network_env()
mdate = datetime.now().strftime('%Y-%m-%d')
ndate = get_latest_data_date()
if ndate is not None:
if ndate >= transfer_date_string_to_int(mdate):
if self.updating_date is None:
self.updating_date = mdate
succeed = self.bootstrap(
cdate=self.updating_date,
exec_date=self.updating_date)
if succeed: self.updating_date = None
else:
self.logger.debug("%s is older for %s" %
(ndate, mdate))
else:
succeed = False
gevent.sleep(sleep_time)
except Exception as e:
time.sleep(1)
self.logger.error(e)
def init_combination_info(self):
trading_info = self.comb_info_client.get()
for _, code_id in trading_info['code'].iteritems():
if str(code_id) not in self.combination_objs:
self.combination_objs[str(code_id)] = Combination(
code_id, self.dbinfo)
def init_base_float_profit(self):
def _set_base_float_profit(code_id):
if CStock(code_id).set_base_floating_profit():
self.logger.info("%s set base float profit success" % code_id)
return (code_id, True)
else:
self.logger.error("%s set base float profit failed" % code_id)
return (code_id, False)
df = self.stock_info_client.get()
if df.empty: return False
failed_list = df.code.tolist()
return process_concurrent_run(_set_base_float_profit,
failed_list,
num=8)
def init_rindex_valuation_info(self, cdate):
for code in ct.INDEX_DICT:
if not self.cvaluation_client.set_index_valuation(code, cdate):
self.logger.error(
"{} set {} data for rvaluation failed".format(code, mdate))
return False
return True
def init_rvaluation_info(self, cdate=None):
def cget(mdate, code):
return code, CStock(code).get_val_data(mdate)
df = self.stock_info_client.get()
code_list = df.code.tolist()
try:
obj_pool = Pool(5000)
all_df = pd.DataFrame()
cfunc = partial(cget, cdate)
for code_data in obj_pool.imap_unordered(cfunc, code_list):
if code_data[1] is not None and not code_data[1].empty:
tem_df = code_data[1]
tem_df['code'] = code_data[0]
all_df = all_df.append(tem_df)
obj_pool.join(timeout=5)
obj_pool.kill()
all_df = all_df.reset_index(drop=True)
file_name = "{}.csv".format(cdate)
file_path = Path(ct.RVALUATION_DIR) / file_name
all_df.to_csv(file_path,
index=False,
header=True,
mode='w',
encoding='utf8')
return True
except Exception as e:
self.logger.error(e)
return False
def init_valuation_info(self, cdate=None):
df = self.stock_info_client.get()
code_list = df['code'].tolist()
time2market_list = df['timeToMarket'].tolist()
code2timedict = dict(zip(code_list, time2market_list))
cfun = partial(self.cvaluation_client.set_stock_valuation,
code2timedict, cdate)
return process_concurrent_run(cfun,
code_list,
num=15,
black_list=list())
def init_stock_info(self, cdate=None):
def _set_stock_info(mdate, bonus_info, index_info, code_id):
try:
if CStock(code_id).set_k_data(bonus_info, index_info, mdate):
self.logger.info("%s set k data success for date:%s",
code_id, mdate)
return (code_id, True)
else:
self.logger.error("%s set k data failed for date:%s",
code_id, mdate)
return (code_id, False)
except Exception as e:
self.logger.error("%s set k data for date %s exception:%s",
code_id, mdate, e)
return (code_id, False)
#get stock bonus info
bonus_info = pd.read_csv("/data/tdx/base/bonus.csv",
sep=',',
dtype={
'code': str,
'market': int,
'type': int,
'money': float,
'price': float,
'count': float,
'rate': float,
'date': int
})
index_info = CIndex('000001').get_k_data()
if index_info is None or index_info.empty: return False
df = self.stock_info_client.get()
if df.empty: return False
failed_list = df.code.tolist()
if cdate is None:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
return process_concurrent_run(cfunc, failed_list, num=8)
else:
cfunc = partial(_set_stock_info, cdate, bonus_info, index_info)
succeed = True
if not process_concurrent_run(cfunc, failed_list, num=8):
succeed = False
return succeed
#start_date = get_day_nday_ago(cdate, num = 4, dformat = "%Y-%m-%d")
#for mdate in get_dates_array(start_date, cdate, asending = True):
# if self.cal_client.is_trading_day(mdate):
# self.logger.info("start recording stock info: %s", mdate)
# cfunc = partial(_set_stock_info, mdate, bonus_info, index_info)
# if not process_concurrent_run(cfunc, failed_list, num = 500):
# self.logger.error("compute stock info for %s failed", mdate)
# return False
#return True
def init_industry_info(self, cdate, num=1):
def _set_industry_info(cdate, code_id):
return (code_id, CIndex(code_id).set_k_data(cdate))
df = self.industry_info_client.get()
if cdate is None:
cfunc = partial(_set_industry_info, cdate)
return concurrent_run(cfunc, df.code.tolist(), num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_industry_info, mdate)
if not concurrent_run(cfunc, df.code.tolist(), num=5):
succeed = False
return succeed
def init_yesterday_hk_info(self, cdate, num):
succeed = True
for data in ((ct.SH_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL),
(ct.SZ_MARKET_SYMBOL, ct.HK_MARKET_SYMBOL)):
if not self.connect_client.set_market(data[0], data[1]):
self.logger.error("connect_client for %s failed" % data)
succeed = False
continue
if not self.connect_client.update(cdate, num=num):
succeed = False
self.connect_client.close()
self.connect_client.quit()
return succeed
def get_concerned_index_codes(self):
index_codes = list(ct.INDEX_DICT.keys())
#添加MSCI板块
index_codes.append('880883')
return index_codes
def init_index_components_info(self, cdate=None):
if cdate is None: cdate = datetime.now().strftime('%Y-%m-%d')
def _set_index_info(code_id):
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_components_data(cdate))
index_codes = self.get_concerned_index_codes()
return concurrent_run(_set_index_info, index_codes, num=10)
def set_bull_stock_ratio(self, cdate, num=10):
def _set_bull_stock_ratio(code_id):
return (code_id, BullStockRatio(code_id).update(cdate, num))
index_codes = self.get_concerned_index_codes()
return concurrent_run(_set_bull_stock_ratio, index_codes)
def init_tdx_index_info(self, cdate=None, num=1):
def _set_index_info(cdate, code_id):
try:
if code_id in self.index_objs:
_obj = self.index_objs[code_id]
else:
_obj = CIndex(code_id) if code_id in list(
ct.TDX_INDEX_DICT.keys()) else TdxFgIndex(code_id)
return (code_id, _obj.set_k_data(cdate))
except Exception as e:
self.logger.error(e)
return (code_id, False)
#index_code_list = self.get_concerned_index_codes()
index_code_list = list(ct.TDX_INDEX_DICT.keys())
if cdate is None:
cfunc = partial(_set_index_info, cdate)
return concurrent_run(cfunc, index_code_list, num=5)
else:
succeed = True
start_date = get_day_nday_ago(cdate, num=num, dformat="%Y-%m-%d")
for mdate in get_dates_array(start_date, cdate, asending=True):
if self.cal_client.is_trading_day(mdate):
cfunc = partial(_set_index_info, mdate)
if not concurrent_run(cfunc, index_code_list, num=5):
succeed = False
return succeed
from ccalendar import CCalendar
from cstock_info import CStockInfo
from base.cdate import get_day_nday_ago, get_dates_array
if __name__ == '__main__':
num = 5500
end_date = '2019-08-13'
stock_info_client = CStockInfo()
df = stock_info_client.get()
code_list = df['code'].tolist()
name_list = df['name'].tolist()
code2namedict = dict(zip(code_list, name_list))
start_date = get_day_nday_ago(end_date, num=num, dformat="%Y-%m-%d")
date_array = get_dates_array(start_date, end_date)
auth('18701683341', '52448oo78')
for code in [
'000001', '000016', '000300', '000905', '399001', '399005',
'399673'
]:
obj = CIndex(code)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
table_name = obj.get_components_table_name(mdate)
if obj.is_table_exists(table_name):
obj.mysql_client.delete(table_name)
for mdate in date_array:
if CCalendar.is_trading_day(mdate):
if not obj.set_components_data_from_joinquant(
code2namedict, mdate):
print("{} for {} set failed".format(code, mdate))
class DataManager:
def __init__(self, dbinfo):
self.combination_objs = dict()
self.stock_objs = dict()
self.evt = AsyncResult()
self.dbinfo = dbinfo
self.cal_client = CCalendar(dbinfo)
self.comb_info_client = CombinationInfo(dbinfo)
self.stock_info_client = CStockInfo(dbinfo)
self.delisted_info_client = CDelisted(dbinfo)
self.animation_client = CAnimation(dbinfo)
self.subscriber = Subscriber()
def is_collecting_time(self, now_time=None):
if now_time is None: now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
mor_open_hour, mor_open_minute, mor_open_second = (19, 0, 0)
mor_open_time = datetime(y, m, d, mor_open_hour, mor_open_minute,
mor_open_second)
mor_close_hour, mor_close_minute, mor_close_second = (23, 59, 59)
mor_close_time = datetime(y, m, d, mor_close_hour, mor_close_minute,
mor_close_second)
return mor_open_time < now_time < mor_close_time
def is_tcket_time(self, now_time=None):
if now_time is None: now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
mor_open_hour, mor_open_minute, mor_open_second = (0, 0, 0)
mor_open_time = datetime(y, m, d, mor_open_hour, mor_open_minute,
mor_open_second)
mor_close_hour, mor_close_minute, mor_close_second = (9, 0, 0)
mor_close_time = datetime(y, m, d, mor_close_hour, mor_close_minute,
mor_close_second)
aft_open_hour, aft_open_minute, aft_open_second = (15, 10, 0)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (23, 59, 59)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
return (mor_open_time < now_time <
mor_close_time) or (aft_open_time < now_time < aft_close_time)
def collect(self, sleep_time):
while True:
try:
self.init_all_stock_tick()
except Exception as e:
logger.error(e)
time.sleep(sleep_time)
def collect_combination_runtime_data(self):
obj_pool = Pool(10)
for code_id in self.combination_objs:
try:
if obj_pool.full(): obj_pool.join()
obj_pool.spawn(self.combination_objs[code_id].run)
except Exception as e:
logger.info(e)
obj_pool.join()
obj_pool.kill()
def collect_stock_runtime_data(self):
obj_pool = Pool(100)
for code_id in self.stock_objs:
try:
if obj_pool.full(): obj_pool.join()
ret, df = self.subscriber.get_tick_data(add_prifix(code_id))
if 0 == ret:
df = df.set_index('time')
df.index = pd.to_datetime(df.index)
obj_pool.spawn(self.stock_objs[code_id].run, df)
except Exception as e:
logger.info(e)
obj_pool.join()
obj_pool.kill()
def run(self, sleep_time):
while True:
try:
if self.cal_client.is_trading_day():
if is_trading_time() and not self.subscriber.status():
self.subscriber.start()
self.init_combination_info()
self.init_real_stock_info()
elif is_trading_time() and self.subscriber.status():
self.collect_stock_runtime_data()
self.collect_combination_runtime_data()
self.animation_client.collect()
elif not is_trading_time() and self.subscriber.status():
self.subscriber.stop()
except Exception as e:
logger.error(e)
#traceback.print_exc()
time.sleep(sleep_time)
def update(self, sleep_time):
while True:
try:
if self.cal_client.is_trading_day():
if self.is_collecting_time():
self.init()
time.sleep(sleep_time)
except Exception as e:
logger.error(e)
#traceback.print_exc()
def init(self, status=False):
self.cal_client.init(status)
self.comb_info_client.init()
self.stock_info_client.init()
self.delisted_info_client.init(status)
self.init_today_stock_tick()
#self.halted_info_client.init(status)
def get_concerned_list(self):
combination_info = self.comb_info_client.get()
if combination_info is None: return list()
combination_info = combination_info.reset_index(drop=True)
res_list = list()
for index, _ in combination_info['code'].iteritems():
objliststr = combination_info.loc[index]['content']
objlist = objliststr.split(',')
res_list.extend(objlist)
return list(set(res_list))
def init_combination_info(self):
trading_info = self.comb_info_client.get()
for _, code_id in trading_info['code'].iteritems():
if str(code_id) not in self.combination_objs:
self.combination_objs[str(code_id)] = Combination(
self.dbinfo, code_id)
def init_today_stock_tick(self):
_date = datetime.now().strftime('%Y-%m-%d')
obj_pool = Pool(50)
df = self.stock_info_client.get()
if self.cal_client.is_trading_day(_date):
for _, code_id in df.code.iteritems():
_obj = self.stock_objs[
code_id] if code_id in self.stock_objs else CStock(
self.dbinfo, code_id)
try:
if obj_pool.full(): obj_pool.join()
obj_pool.spawn(_obj.set_ticket, _date)
obj_pool.spawn(_obj.set_k_data)
except Exception as e:
logger.info(e)
obj_pool.join()
obj_pool.kill()
def init_all_stock_tick(self):
start_date = '2015-01-01'
_today = datetime.now().strftime('%Y-%m-%d')
num_days = delta_days(start_date, _today)
start_date_dmy_format = time.strftime(
"%m/%d/%Y", time.strptime(start_date, "%Y-%m-%d"))
data_times = pd.date_range(start_date_dmy_format,
periods=num_days,
freq='D')
date_only_array = np.vectorize(lambda s: s.strftime('%Y-%m-%d'))(
data_times.to_pydatetime())
date_only_array = date_only_array[::-1]
obj_pool = Pool(4)
df = self.stock_info_client.get()
for _, code_id in df.code.iteritems():
_obj = self.stock_objs[
code_id] if code_id in self.stock_objs else CStock(
self.dbinfo, code_id)
for _date in date_only_array:
if self.cal_client.is_trading_day(_date):
try:
if obj_pool.full(): obj_pool.join()
obj_pool.spawn(_obj.set_ticket, _date)
except Exception as e:
logger.info(e)
obj_pool.join()
obj_pool.kill()
def init_real_stock_info(self):
concerned_list = self.get_concerned_list()
for code_id in concerned_list:
ret = self.subscriber.subscribe_tick(add_prifix(code_id), CStock)
if 0 == ret:
if code_id not in self.stock_objs:
self.stock_objs[code_id] = CStock(self.dbinfo, code_id)
def download_and_extract(self, sleep_time):
while True:
try:
if self.cal_client.is_trading_day():
if self.is_collecting_time():
download(ct.ZIP_DIR)
list_files = os.listdir(ct.ZIP_DIR)
for filename in list_files:
if not filename.startswith('.'):
file_path = os.path.join(ct.ZIP_DIR, filename)
if os.path.exists(file_path):
unzip(file_path, ct.TIC_DIR)
except Exception as e:
logger.error(e)
time.sleep(sleep_time)
class DataPreparer:
def __init__(self):
self.logger = getLogger(__name__)
self.cal_client = CCalendar(
dbinfo=ct.OUT_DB_INFO,
redis_host='127.0.0.1',
filepath='/Volumes/data/quant/stock/conf/calAll.csv')
def is_collecting_time(self):
now_time = datetime.now()
_date = now_time.strftime('%Y-%m-%d')
y, m, d = time.strptime(_date, "%Y-%m-%d")[0:3]
aft_open_hour, aft_open_minute, aft_open_second = (16, 00, 00)
aft_open_time = datetime(y, m, d, aft_open_hour, aft_open_minute,
aft_open_second)
aft_close_hour, aft_close_minute, aft_close_second = (22, 00, 00)
aft_close_time = datetime(y, m, d, aft_close_hour, aft_close_minute,
aft_close_second)
#self.logger.info("collecting now time. open_time:%s < now_time:%s < close_time:%s" % (aft_open_time, now_time, aft_close_time))
return aft_open_time < now_time < aft_close_time
def run(self, cmd, timeout):
self.logger.info("start to run cmd:%s, timeout:%s" % (cmd, timeout))
proc = subprocess.Popen(cmd,
stdout=subprocess.PIPE,
stderr=subprocess.PIPE)
finished = False
for t in range(timeout):
if not finished:
time.sleep(2)
if proc.poll() is not None:
outs, errs = proc.communicate()
self.logger.debug(
"stdout:%s, stderr:%s" %
(outs.decode("utf-8"), errs.decode("utf-8")))
finished = True
else:
for stdout_line in proc.stdout:
self.logger.debug("stdout:%s" %
stdout_line.decode("utf-8"))
else:
if proc.poll() is None:
self.logger.error(
"kill process after finished, cmd:%s, pid:%s" %
(cmd, proc.pid))
proc.kill()
return
self.logger.error("kill process for not finished, cmd:%s, pid:%s" %
(cmd, proc.pid))
proc.kill()
def update(self, sleep_time):
while True:
try:
self.logger.debug("enter update")
if self.cal_client.is_trading_day(redis=self.cal_client.redis):
if self.is_collecting_time():
ndate = get_latest_data_date(
filepath=
"/Volumes/data/quant/stock/data/stockdatainfo.json"
)
mdate = transfer_date_string_to_int(
datetime.now().strftime('%Y-%m-%d'))
if ndate < mdate:
self.run(SCRIPT1, timeout=600)
self.run(SCRIPT2, timeout=2400)
except Exception as e:
self.logger.error(e)
time.sleep(sleep_time)
