def get_day(dmon, emon, day):
'''根据交割月前emon个月，第day交易日返回日期'''
#0代表第一个交易日，-1代表最后一个交易日
mon = int(dmon[-2:])
y = int(dmon[:-2])
oneday = datetime.timedelta(days=1)
if y > 10:
year = 2000 + y
else:
year = 2010 + y
if mon + emon <= 0:
year = year - 1
rmon = 12 + mon + emon
elif mon + emon > 12:
year += 1
rmon = mon + emon - 12
else:
rmon = mon + emon
if day == -1:
temp = datetime.datetime(year, rmon, 1)
temp2 = datetime.datetime(year, rmon,
calendar.monthrange(year, rmon)[1])
n = fn.cal_tradeday(temp, temp2)
res = get_day(dmon, emon, n)
else:
res = datetime.datetime(year, rmon, 1)
temp = datetime.datetime(year, rmon, 1)
while fn.cal_tradeday(temp, res) <> day:
res = res + oneday
return res
def client_pos_4(par):
'''gp4的超仓监控'''
#品种，合约，多头，空头，交易所，限额1，限额2，限额3，限额4
rule = re.compile(r'[^0-9]')
dmon = rule.sub('', par[1])
now = datetime.datetime.now()
l1, tt = client_pos_mon_par()
l1 = l1['l4']
nT = 8 #提前多少个交易日
dl1 = get_day(dmon, l1[0][0], l1[0][1]) #限额日期1
dl2 = get_day(dmon, l1[1][0], l1[1][1]) #限额日期2
dl3 = get_day(dmon, l1[2][0], l1[2][1]) #限额日期2
is_exceed = False
if fn.cal_tradeday(now, dl3) <= nT:
if par[2] > par[-1] or par[3] > par[-1]:
is_exceed = True
return is_exceed, par[-1]
if fn.cal_tradeday(now, dl2) <= nT:
if par[2] > par[-2] or par[3] > par[-2]:
is_exceed = True
return is_exceed, par[-2]
if fn.cal_tradeday(now, dl1) <= nT:
if par[2] > par[-3] or par[3] > par[-3]:
is_exceed = True
return is_exceed, par[-3]
if par[2] > par[-4] or par[3] > par[-4]:
is_exceed = True
return is_exceed, par[-4]
return is_exceed, 0
def client_pos_3(par):
'''gp3的超仓监控'''
#品种，合约，多头，空头，市场持仓量，限额标准，限额百分比，限额1，限额2，限额3
rule = re.compile(r'[^0-9]')
dmon = rule.sub('', par[1])
now = datetime.datetime.now()
l1, tt = client_pos_mon_par()
l1 = l1['l3']
nT = 8 #提前多少个交易日
dl1 = get_day(dmon, l1[0][0], l1[0][1]) #限额日期1
dl2 = get_day(dmon, l1[1][0], l1[1][1]) #限额日期2
is_exceed = False
if fn.cal_tradeday(now, dl2) <= nT:
if par[2] > par[-1] or par[3] > par[-1]:
is_exceed = True
return is_exceed, par[-1]
if fn.cal_tradeday(now, dl1) <= nT:
if par[2] > par[-2] or par[3] > par[-2]:
is_exceed = True
return is_exceed, par[-2]
if par[4] > par[5]:
if par[2] > par[4] * par[6] or par[3] > par[4] * par[6]:
is_exceed = True
return is_exceed, par[4] * par[6]
elif par[2] > par[-3] or par[3] > par[-3]:
is_exceed = True
return is_exceed, par[-3]
return is_exceed, 0
def client_pos_2(par):
'''gp2的超仓监控'''
#品种，合约，多头，空头，交易所，限额1，限额2，限额3
nT = 8 #提前多少个交易日
rule = re.compile(r'[^0-9]')
dmon = rule.sub('', par[1])
now = datetime.datetime.now()
dtpar, gppar = client_pos_mon_par()
tl = False
if par[0] in gppar['gp2_1']:
tl = dtpar['l1']
elif par[0] in gppar['gp2_2']:
tl = dtpar['l2']
elif par[0] in gppar['gp2_3']:
tl = dtpar['l3']
if tl:
dl1 = get_day(dmon, tl[0][0], tl[0][1]) #限额日期1
dl2 = get_day(dmon, tl[1][0], tl[1][1]) #限额日期2
elif par[4] in gppar['gp2_4']:
dl1 = get_day(dmon, -1, 1)
dl1 = datetime.datetime(dl1.year, dl1.month, 16)
dl2 = get_day(dmon, 0, 1)
else:
dl1 = get_day(dmon, -1, 1)
dl1 = datetime.datetime(dl1.year, dl1.month, 21)
dl2 = get_day(dmon, 0, 1)
is_exceed = False
if fn.cal_tradeday(now, dl2) <= nT:
if par[2] > par[-1] or par[3] > par[-1]:
is_exceed = True
return is_exceed, par[-1]
if fn.cal_tradeday(now, dl1) <= nT:
if par[2] > par[-2] or par[3] > par[-2]:
is_exceed = True
return is_exceed, par[-2]
if par[2] > par[-3] or par[3] > par[-3]:
is_exceed = True
return is_exceed, par[-3]
return is_exceed, 0
def compare_bu(self):
''' 函数说明：保证金率对比按钮'''
import calendar
res = []
for x in self.codeclass:
if self.codeclass[x].Inf['Mrate'] <> self.variclass[
self.codeclass[x].Vari].Inf['Mrate']:
res.append(x)
res.sort()
m = datetime.datetime.now()
m1 = m.strftime('%y%m')[1:]
m2 = datetime.datetime(m.year, m.month, 1) + datetime.timedelta(
calendar.monthrange(m.year, m.month)[1])
m2 = m2.strftime('%y%m')[1:]
czc = False
dce = False
if m.day >= 16:
czc = True
n = fn.cal_tradeday(datetime.datetime(m.year, m.month, 1), m)
if n >= 15:
dce = True
tree = self.weight['tree']
items = tree.get_children()
[tree.delete(item) for item in items]
k = 1
for i in range(len(res)):
if m1 in res[i]:
continue
if m2 in res[i]:
if self.codeclass[res[i]].House == 'SHF':
continue
if self.codeclass[res[i]].House == 'CZC' and czc:
continue
if self.codeclass[res[i]].House == 'DCE' and dce:
continue
r = self.codeclass[res[i]].Inf['Mrate'] * 100
r1 = self.variclass[self.codeclass[res[i]].Vari].Inf['Mrate'] * 100
d = self.codeclass[res[i]].Inf['delta_rate'] * 100
v = [res[i], r1, d, r]
tree.insert('', k, values=v)
k += 1
tree.heading(u'原保证金率', text=u'品种保证金率')
tree.heading(u'调整后保证金率', text=u'交易所保证金率')
self.root.wm_attributes('-topmost', 1)
def delivery_mon(invclass):
'''临近交割月持仓监控'''
s1, s2, s3 = fn.get_lastmonth()
colname = [
u'交易日', u'投资者代码', u'投资者名称', u'营业部名称', u'交易所代码', u'合约代码', u'多头持仓',
u'空头持仓'
]
colname1 = [
'tr_date', 'invid', 'inv_name', 'invdepartment', 'house', 'code',
'longnums', 'shortnums'
]
outdata = []
now = datetime.datetime.now()
isremind = (fn.cal_tradeday(now, get_day(s2, 0, -1)) <= 10)
for x in invclass:
if invclass[x].InvInf['type'] <> u'自然人':
continue
for pos in invclass[x].Position:
data = []
if len(pos['code']) <= 6:
if pos['house'] not in [
'CFFEX', 'SHFE'
] and pos['code'][-3:] in [s2[1:]] and isremind:
data = [
now.strftime('%Y-%m-%d'), x, invclass[x].Name,
invclass[x].InvInf['invdepartment'], pos['house'],
pos['code'], pos['longnums'], pos['shortnums']
]
outdata.append(data)
elif pos['house'] == 'SHFE' and pos['code'][-3:] in [s1[1:]]:
data = [
now.strftime('%Y-%m-%d'), x, invclass[x].Name,
invclass[x].InvInf['invdepartment'], pos['house'],
pos['code'], pos['longnums'], pos['shortnums']
]
outdata.append(data)
outdata.sort(key=itemgetter(2)) #,reverse=True)
return colname, outdata, colname1
def client_pos_mon(invclass, ini_codeclass, datapath):
'''公司客户超仓监控'''
now = datetime.datetime.now()
now_m = now.month
ft = datetime.datetime(now.year, now.month, 1)
now_d = fn.cal_tradeday(ft, now)
dp = datapath + u'客户超仓参数.xls'
book = xlrd.open_workbook(dp)
sh = book.sheets()[0]
n = sh.nrows
vcol = {}
for i in range(n):
if sh.cell_value(i, 0) <> u'品种':
vcol[sh.cell_value(i, 0).upper()] = i
outdata = []
colname = [
u'交易日', u'投资者代码', u'投资者名称', u'营业部名称', u'交易所代码', u'合约代码', u'投保',
u'多头持仓', u'空头持仓', u'持仓上限'
]
colname1 = [
'tr_date', 'invid', 'inv_name', 'invdepartment', 'house', 'code',
'posident', 'longnums', 'shortnums', 'pos_limit'
]
dtpar, gppar = client_pos_mon_par()
for x in invclass:
for pos in invclass[x].Position:
if len(pos['code']) <= 6 and pos['posident'] <> u'套保':
is_exceed = False
if pos['vari'] in dtpar['gp1']:
par = [
pos['vari'], pos['code'], pos['longnums'],
pos['shortnums'],
ini_codeclass[pos['code']].Inf['open_interest']
]
par.append(sh.cell_value(vcol[pos['vari']], 1))
par.append(sh.cell_value(vcol[pos['vari']], 2))
par.append(sh.cell_value(vcol[pos['vari']], 4))
par.append(sh.cell_value(vcol[pos['vari']], 7))
is_exceed, limit = client_pos_1(par)
if pos['vari'] in dtpar['gp2']:
par = [
pos['vari'], pos['code'], pos['longnums'],
pos['shortnums'], ini_codeclass[pos['code']].House
]
par.append(sh.cell_value(vcol[pos['vari']], 1))
par.append(sh.cell_value(vcol[pos['vari']], 4))
par.append(sh.cell_value(vcol[pos['vari']], 7))
is_exceed, limit = client_pos_2(par)
if pos['vari'] in dtpar['gp3']:
par = [
pos['vari'], pos['code'], pos['longnums'],
pos['shortnums'],
ini_codeclass[pos['code']].Inf['open_interest']
]
par.append(sh.cell_value(vcol[pos['vari']], 1))
par.append(sh.cell_value(vcol[pos['vari']], 2))
par.append(sh.cell_value(vcol[pos['vari']], 3))
par.append(sh.cell_value(vcol[pos['vari']], 4))
par.append(sh.cell_value(vcol[pos['vari']], 7))
is_exceed, limit = client_pos_3(par)
if pos['vari'] in dtpar['gp4']:
par = [
pos['vari'], pos['code'], pos['longnums'],
pos['shortnums'], ini_codeclass[pos['code']].House
]
par.append(sh.cell_value(vcol[pos['vari']], 1))
par.append(sh.cell_value(vcol[pos['vari']], 4))
par.append(sh.cell_value(vcol[pos['vari']], 5))
par.append(sh.cell_value(vcol[pos['vari']], 7))
is_exceed, limit = client_pos_4(par)
if is_exceed:
data = [
now.strftime('%Y-%m-%d'), x, invclass[x].Name,
invclass[x].InvInf['invdepartment'], pos['house'],
pos['code'], pos['posident'], pos['longnums'],
pos['shortnums'], limit
]
outdata.append(data)
outdata.sort(key=itemgetter(2))
return colname, outdata, colname1