def run(self, strategy, db_name):
""" run """
symbol = strategy.config["symbol"]
db = md.MongoDB(mongo_user, mongo_pwd, db_name, db_url)
orders = db.find("orders", {"instance_id": self.instance_id})
self.analyze(symbol, orders)
def __init__(self, instance_id, config, db_orders_name=None):
self.instance_id = instance_id
self.config = config
exchange = config["exchange"]
if exchange == "binance":
self.kline_column_names = BinanceExchange.get_kline_column_names()
elif exchange == "okex":
self.kline_column_names = OkexExchange.get_kline_column_names()
self.md_db = md.MongoDB(mongo_user, mongo_pwd, exchange, db_url)
self.td_db = md.MongoDB(mongo_user, mongo_pwd, "xquant", db_url)
self.value = 100
if db_orders_name:
self.db_orders_name = db_orders_name
self.td_db.ensure_index(db_orders_name, [("instance_id", 1),
("symbol", 1)])
self.can_buy_time = None
if not (args.s and args.r and args.k and args.m):
parser.print_help()
exit(1)
start_time, end_time = split_time_range(args.r)
interval = args.k
collection = xq.get_kline_collection(args.s, interval)
td = xq.get_interval_timedelta(interval)
period = xq.get_interval_seconds(interval)
tick_time = xq.get_open_time(interval, start_time)
if tick_time < start_time:
tick_time = xq.get_open_time(interval, start_time + td)
db = md.MongoDB(mongo_user, mongo_pwd, args.m, db_url)
klines = db.find_sort(
collection, {
"open_time": {
"$gte": int(start_time.timestamp()) * 1000,
"$lt": int(end_time.timestamp()) * 1000
}
}, 'open_time', 1)
i = 0
miss_count = 0
print(len(klines))
period_ms = period * 1000
for kline in klines:
else:
process_info = process[ret.span()[0]:]
print(process_info)
'''
process_info = ''
with open(file_name, 'r') as f:
off = 1800
f.seek(0, os.SEEK_END)
f.seek(f.tell() - off, os.SEEK_SET)
lines = f.readlines()
for line in lines:
process_info += (line + "<br>")
print(process_info)
db = md.MongoDB(mongo_user, mongo_pwd, db_name, db_url)
collection = 'orders'
begin_time = datetime.datetime.now() - datetime.timedelta(days=int(days))
orders = db.find_sort(
collection, {
"instance_id": instance_id,
"create_time": {
"$gte": int(begin_time.timestamp())
}
}, 'create_time', -1)
print('orders:', orders)
for order in orders:
del order['_id']