def get_sql(self, query, vars=None):
"""获取编译后的sql语句"""
# 记录程序执行开始时间
start_time = datetime.now().timestamp()#time.clock()
try:
# 判断是否记录sql执行语句
if self.is_output_sql:
log_helper.info('sql:' + str(query))
# 建立游标
self.cursor = self.connect.cursor()
# 执行SQL
self.data = self.cursor.mogrify(query, vars)
except Exception as e:
# 将异常写入到日志中
log_helper.error('sql生成失败:' + str(e.args) + ' query:' + str(query))
self.data = '获取编译sql失败'
finally:
# 关闭游标
self.cursor.close()
# 记录程序执行结束时间
end_time = datetime.now().timestamp()
# 写入日志
self.write_log(start_time, end_time, query)
return self.data
def pickle_dump(file, data):
#with保证自动关闭文件
#设置文件模式为'wb'来以二进制写模式打开文件
with open(file, 'wb') as f:
#dump()函数接受一个可序列化的Python数据结构
pickle.dump(data, f)
log_helper.info('[info]pickle_dump success')
def reader_loading_finished(self, loaded_zoom_level, loaded_extent):
self._loaded_extent = loaded_extent
if self.progress_dialog:
self.progress_dialog.hide()
auto_zoom = self._auto_zoom
self._loaded_scale = self._get_current_map_scale()
self.refresh_layers()
info("Loading of zoom level {} complete! Loaded extent: {}",
loaded_zoom_level, loaded_extent)
if loaded_extent and (not auto_zoom or
(auto_zoom and self._loaded_scale is None)):
scheme = self._current_reader.source.scheme()
visible_extent = self._get_visible_extent_as_tile_bounds(
scheme, loaded_zoom_level)
overlap = self._extent_overlap_bounds(visible_extent,
loaded_extent)
if not overlap:
self._set_qgis_extent(zoom=loaded_zoom_level,
scheme=scheme,
bounds=loaded_extent)
self._is_loading = False
if auto_zoom:
self._debouncer.start()
def sellBasket(self, stkPriceVol):
'''
一篮子股票卖出
stkPriceVol：pandas.DataFrame格式
'''
if len(stkPriceVol) == 0:
return
if self.broker == u'华泰证券':
for i in range(len(stkPriceVol)):
stk, price, vol = stkPriceVol.iloc[i, :]
self.sell(stk, price, vol)
elif self.broker == u'中信建投':
for i in range(len(stkPriceVol)):
stk, price, vol = stkPriceVol.iloc[i, :]
self.sell(stk, price, vol)
else:
stks = stkPriceVol.iloc[:, 0].astype(str)
prices = stkPriceVol.iloc[:, 1].astype(float).map(
lambda x: round(x, 2))
vols = stkPriceVol.iloc[:, 2].astype(int)
categorys = [1] * len(stks)
if (prices * vols).max() > self.riskLimit:
log_helper.error('[error]sellBasket: money out of risklimit')
return
self._sendOrders(list(stks), list(prices), list(vols),
list(categorys))
log_helper.info('[info]sellBasket:{0}'.format(stkPriceVol))
def cancel(self, stk, direction='buy', method='all'):
log_helper.info('cancel[stock:{0},direction:{1}]'.format(
stk, direction))
result = '\0' * 256
errInf = '\0' * 256
dir_id = 0 if direction == 'buy' else 1
exchangeID = '1' if stk[0] == '6' else '0'
entru = self.query_active_orders()
if entru is None:
return
hth = entru.loc[(entru['StockCode'] == stk) &
(entru['Direction'] == dir_id),
['EntruId', 'EntruTime']] #合同编号
hth.sort_values('EntruTime', inplace=True)
if len(hth) == 0:
log_helper.error('[error]请检查挂单是否存在')
return
if method == 'all':
for entruId in hth['EntruId']:
log_helper.info(entruId)
self._cancel_byID(exchangeID, entruID, result, errInf)
elif method == 'first':
entruId = str(hth['EntruId'].iloc[0])
self._cancel_byID(exchangeID, entruID, result, errInf)
elif method == 'last':
entruId = str(hth['EntruId'].iloc[-1])
self._cancel_byID(exchangeID, entruID, result, errInf)
def _on_add_layer(self, path_or_url, selected_layers):
assert path_or_url
crs_string = self._current_reader.source.crs()
self._init_qgis_map(crs_string)
scheme = self._current_reader.source.scheme()
zoom = self._get_current_zoom()
extent = self._get_visible_extent_as_tile_bounds(scheme=scheme,
zoom=zoom)
bounds = self._current_reader.source.bounds_tile(zoom)
info("Bounds of source: {}", bounds)
is_within_bounds = self.is_extent_within_bounds(extent, bounds)
if not is_within_bounds:
# todo: set the current QGIS map extent inside the available bounds of the source
pass
if not self._is_valid_qgis_extent(extent_to_load=extent, zoom=zoom):
extent = self._current_reader.source.bounds_tile(zoom)
keep_dialog_open = self.connections_dialog.keep_dialog_open()
if keep_dialog_open:
dialog_owner = self.connections_dialog
else:
dialog_owner = self.iface.mainWindow()
self.connections_dialog.close()
self._create_progress_dialog(dialog_owner, on_cancel=self._cancel_load)
self._load_tiles(options=self.connections_dialog.options,
layers_to_load=selected_layers,
bounds=extent)
self._current_layer_filter = selected_layers
def _logOff(self):
#登出帐号
if self.is_tradex:
TradeX.Logoff(self.client)
else:
self.dll.Logoff(self.client)
log_helper.info('[info]user %s log off' % self.username)
def _queryData(self, category=0):
'''
查询各类交易数据
Category：表示查询信息的种类，
0资金
1股份
2当日委托
3当日成交
4可撤单
5股东代码
6融资余额
7融券余额
8可融证券
'''
self.query_count += 1
log_helper.info('query data type:{0} for account:{1}'.format(
category, self.username))
result = '\0' * 1024 * 1024
errInf = '\0' * 256
if self.is_tradex:
errInf, result = self.client.QueryData(category)
else:
self.dll.QueryData(self.client, category, result, errInf)
#log_helper.info('errorInt:{0}, result:{1}'.format(errInf, result.rstrip('\0')))
result = result.rstrip('\0')
# print(errInf.decode("gbk"))
result_gbk = result.decode("gbk")
return (result_gbk)
def _is_valid_qgis_extent(self, extent_to_load, zoom):
source_bounds = self._current_reader.source.bounds_tile(zoom)
info("bounds: {}", source_bounds)
if not source_bounds["x_min"] <= extent_to_load["x_min"] <= source_bounds["x_max"] \
and not source_bounds["x_min"] <= extent_to_load["x_max"] <= source_bounds["x_max"] \
and not source_bounds["y_min"] <= extent_to_load["y_min"] <= source_bounds["y_max"] \
and not source_bounds["y_min"] <= extent_to_load["y_max"] <= source_bounds["y_max"]:
return False
return True
def has_sell_item(self, key, pool_item_dict): #将卖出条件加入列表
ret = False
for item in itertools.chain.from_iterable(list (pool_item_dict.values())):
#log_helper.info('itemkey:{0},new_key:{1} compare'.format(item.get_key(), key))
if key == item.get_key():
log_helper.info('itemkey:{0},new_key:{1} equal'.format(item.get_key(), key))
ret = True
break
return ret
def merge_features(self, layer):
layer_name = layer.name()
info("Merging features of layer: {}".format(layer_name))
self._prepare_features_for_dissolvment(layer)
dissolved_layer = self._dissolve(layer)
return dissolved_layer
def sell_work(context,
data_cache_manager,
pool_item_cache,
pool_name,
trigger_condition_check,
mdHelper=None):
for tempUser in pool_item_cache:
poolItemList = list(pool_item_cache[tempUser].values())
for poolItem in itertools.chain.from_iterable(poolItemList):
if poolItem.is_sent_order:
continue
vol = int(poolItem.vol)
marketData = context.market_depths_df.ix[poolItem.stock]
last_px = marketData['last_px']
if last_px <= 0:
continue
need_trigger = False
pre_close = marketData['pre_close']
if not trigger_condition_check(
poolItem, marketData, mdHelper=mdHelper):
continue
positions = data_cache_manager.accounts[tempUser][
'position'].set_index('StockCode')
if poolItem.stock not in positions.index:
log_helper.warn('no position on {0} when stop loss'.format(
poolItem.stock))
continue
available_sell_vol = positions['CoverableSize'][poolItem.stock]
if available_sell_vol == 0:
log_helper.warn('0 position on {0} when stop loss'.format(
poolItem.stock))
continue
if vol > available_sell_vol > 0:
vol = available_sell_vol
if poolItem.waySell == u'追五挂单':
order_price = common.get_bid5_price(marketData)
poolItem.is_sent_order = True
state = data_cache_manager.accounts[tempUser]['tradeApi'].sell(
poolItem.stock, order_price, vol)
log_helper.info(
'[user:{0}][{1} sell stock({2}) at price:{3}]@{4}. state:{5}'
.format(tempUser, pool_name, poolItem.stock, order_price,
vol, state))
state = state.splitlines()
state = [i.split('\t') for i in state]
if len(state) > 1:
poolItem.state = str(
pd.DataFrame(state[1:], columns=state[0]).iloc[0, 0])
def get_reverse_repo(position_df):
if position_df is None:
return 0.0
reverse_repo = 0.0
len_position_df = len(position_df)
if len_position_df > 0:
for i in range(len_position_df):
rowData = position_df.iloc[i]
if rowData['CostValue'] == 0.0 and rowData['MarketValue'] > 0:
reverse_repo = rowData['MarketValue']
log_helper.info('get reverse_repo:{0}'.format(reverse_repo))
continue
return reverse_repo
def update_trade_count(self, user_name, order_id, order_state):
log_helper.info('username:{0}, order_id:{1}, orderstate:{2}'.format(user_name, order_id, order_state))
if order_state != u'已成':
return
order_key = common.get_order_key(user_name, order_id)
if order_key in self.orderkeyset:
log_helper.info('{0} has already counted'.format(order_key))
return
if order_key not in self.orderid2pooldict.keys():
log_helper.info('order key[{0} not in orderid2pooldict]'.format(order_key))
return
pool_name = self.orderid2pooldict[order_key]
poolkey = '{0}_{1}'.format(user_name, pool_name)
if pool_name in self.pool2ordersdict.keys():
if order_id in self.pool2ordersdict[pool_name].keys():
self.pool2ordersdict[pool_name].pop(order_id)
if poolkey not in self.pool2tradecount.keys():
self.pool2tradecount[poolkey] = 1
else:
self.pool2tradecount[poolkey] += 1
self.orderkeyset.add(order_key)
log_helper.info('order_key:{0}, poolkey:{1}, tradecount:{2}'.format(order_key, poolkey, self.pool2tradecount[poolkey]))
def check_user_when_load(self, userName):
log_helper.info('check_user_when_load for userName:{0}'.format(userName))
if userName not in self.UpLimitBuyConditions.keys():
self.UpLimitBuyConditions.update({userName:OrderedDict()})
if userName not in self.UpLimitBuyConditions_1st.keys():
self.UpLimitBuyConditions_1st.update({userName:OrderedDict()})
if userName not in self.UpLimitBuyConditions_1stNew.keys():
self.UpLimitBuyConditions_1stNew.update({userName:OrderedDict()})
if userName not in self.stop_loss_dict.keys():
self.stop_loss_dict.update({userName:OrderedDict()})
if userName not in self.max_drawdown_dict.keys():
self.max_drawdown_dict.update({userName:OrderedDict()})
if userName not in self.pool2tradecount.keys():
self.pool2tradecount.update({userName:{}})
def execute(self, query, vars=None):
"""执行sql语句查询，返回结果集或影响行数"""
if not query:
return None
# 记录程序执行开始时间
start_time = datetime.now().timestamp()
try:
# 判断是否记录sql执行语句
if self.is_output_sql:
log_helper.info('sql:' + str(query))
# 建立游标
if self.connect:
self.cursor=self.connect.cursor()
else:
self.open_conn()
self.cursor=self.connect.cursor()
# 执行SQL
result = self.cursor.executescript(query)
except Exception as e:
# 将异常写入到日志中
log_helper.error('sql执行失败:' + str(e.args) + ' query:' + str(query))
self.data = None
else:
self.commit()
# 获取数据
#try:
#self.col=[tuple[0] for tuple in self.cursor.description]
#if self.cursor.description:
# 在执行insert/update/delete等更新操作时，如果添加了returning，则读取返回数据组合成字典返回
#self.data =self.cursor.fetchall() #self.data = [dict((self.cursor.description[i][0], value) for i, value in enumerate(row)) for row in self.cursor.fetchall()]
#else:
# 如果执行insert/update/delete等更新操作时没有添加returning，则返回影响行数，值为0时表时没有数据被更新
#self.data = self.cursor.rowcount
#self.commit()
#except Exception as e:
# 将异常写入到日志中
#log_helper.error('数据获取失败:' + str(e.args) + ' query:' + str(query))
#self.data = None
#self.rollback()
#finally:
# 关闭游标
#self.cursor.close()
# 记录程序执行结束时间
end_time = datetime.now().timestamp()
# 写入日志
self.write_log(start_time, end_time, query)
# 如果有返回数据，则把该数据返回给调用者
return self.data
def get_stock_list(self, market_no):
nStart = 0
errinfo, count, result = self.clientHq.GetSecurityList(market_no, nStart)
if errinfo != "":
log_helper.error(errinfo)
return
res = result.splitlines()
for item in res:
log_helper.info(item)
res = [stock_code.split('\t')[0] for stock_code in res ]
#log_helper.info(res[:1500])
return res[1:]
def delete_user(self, userName):
log_helper.info('delete user:{0}'.format(userName))
if userName in self.accounts:
self.accounts.pop(userName)
if userName in self.stop_loss_dict:
self.stop_loss_dict.pop(userName)
if userName in self.max_drawdown_dict:
self.max_drawdown_dict.pop(userName)
if userName in self.UpLimitBuyConditions:
self.UpLimitBuyConditions.pop(userName)
if userName in self.UpLimitBuyConditions_1st:
self.UpLimitBuyConditions_1st.pop(userName)
if userName in self.UpLimitBuyConditions_1stNew:
self.UpLimitBuyConditions_1stNew.pop(userName)
def merge_features(self, layer):
# return layer, None
layer_name = layer.name()
# todo: remove after testing
if layer_name.split("_")[0] not in ["forest", "lake", "residential"]:
return layer
info("Merging features of layer: {}".format(layer_name))
self._prepare_features_for_dissolvment(layer)
dissolved_layer = self._dissolve(layer)
return dissolved_layer
def initGui(self):
self._load_recently_used()
self.action = QAction(QIcon(':/plugins/vectortilereader/icon.png'),
"Add Vector Tiles Layer",
self.iface.mainWindow())
self.action.triggered.connect(self.run)
self.iface.addPluginToMenu("&Vector Tiles Reader", self.action)
self.iface.addPluginToVectorMenu("&Vector Tiles Reader", self.action)
self.settingsaction = QAction(
QIcon(':/plugins/vectortilereader/icon.png'), "Settings",
self.iface.mainWindow())
self.settingsaction.triggered.connect(self.edit_sources)
self.iface.addPluginToMenu("&Vector Tiles Reader", self.settingsaction)
self.init_vt_reader()
self.add_menu()
info("Vector Tile Reader Plugin loaded...")
def sell(self, stk, price, vol):
price = round(float(price), 2)
if vol * price > self.riskLimit:
log_helper.error(
'[error]sell[stock:{0},price:{1},vol:{2}]money out of risklimit'
.format(stk, price, vol))
return
log_helper.info(
'[info]sell[stock:{0},price:{1},vol:{2},money:{3}]'.format(
stk, price, vol, vol * price))
return self._sendOrder(str(stk),
float(price),
int(vol),
category=1,
priceType=0)
def connect_market_server(self):
try_times = 0
len_market_servers = len(market_server_addresses)
while try_times<300:
try_times += 1
try:
server_addr = market_server_addresses[try_times%len_market_servers]
self.clientHq = TradeX.TdxHq_Connect(server_addr[0], server_addr[1])
log_helper.info('connect hq success')
break
except TradeX.TdxHq_error, e:
log_helper.error("connect hq fail TdxHq_error error: {0}".format(e.message))
time.sleep(0.5)
except Exception,e:
log_helper.error("connect hq fail unkown error: {0}".format(e.message))
time.sleep(0.5)
def _cancel_byID(self, exchangeID, orderID, result, errInf):
if self.is_tradex:
errInf, result = self.client.CancelOrder(int(exchangeID), orderID)
log_helper.info(
'cancel_withID[{0},order_id:{1}] result:{2} errInf:{3}'.format(
exchangeID, orderID, result.decode("gbk"), errInf))
else:
self.dll.CancelOrder(self.client, exchangeID, str(orderID), result,
errInf)
try:
log_helper.info(
'cancel_withID[{0},order_id:{1}] result:{2} errInf:{3}'.
format(exchangeID, orderID, result.decode("gbk"), errInf))
except UnicodeDecodeError:
log_helper.error(
'cancel_withID[{0},order_id:{1}] error:{2}'.format(
exchangeID, orderID, errInf.decode("gbk")))
def _decode_tiles(self, tiles_with_encoded_data):
"""
* Decodes the PBF data from all the specified tiles and reports the progress
* If a tile is loaded from the cache, the decoded_data is already set and doesn't have to be encoded
:param tiles_with_encoded_data:
:return:
"""
total_nr_tiles = len(tiles_with_encoded_data)
self._update_progress(progress=0, max_progress=100, msg="Decoding {} tiles...".format(total_nr_tiles))
nr_processors = 4
try:
nr_processors = mp.cpu_count()
except NotImplementedError:
info("CPU count cannot be retrieved. Falling back to default = 4")
tiles_with_encoded_data = map(lambda t: (t[0], self._unzip(t[1])), tiles_with_encoded_data)
pool = mp.Pool(nr_processors)
tiles = []
rs = pool.map_async(decode_tile, tiles_with_encoded_data, callback=tiles.extend)
pool.close()
current_progress = 0
while not rs.ready() and not self.cancel_requested:
if self.cancel_requested:
pool.terminate()
break
else:
QApplication.processEvents()
remaining = rs._number_left
index = total_nr_tiles - remaining
progress = int(100.0 / total_nr_tiles * (index + 1))
if progress != current_progress:
current_progress = progress
self._update_progress(progress=progress)
tiles = filter(lambda ti: ti.decoded_data is not None, tiles)
for t in tiles:
if self.cancel_requested:
break
else:
cache_file_name = self._get_tile_cache_name(t.zoom_level, t.column, t.row)
if not os.path.isfile(cache_file_name):
FileHelper.cache_tile(t, cache_file_name)
return tiles
def _on_scale_or_extent_change_during_pause(self):
assert self._current_reader
self._scale_to_load = None
self._extent_to_load = None
info("got request in pause")
has_scale_changed, new_target_scale, has_scale_increased = self._has_scale_changed(
)
if has_scale_changed:
self._scale_to_load = None
else:
has_extent_changed, new_target_extent = self._has_extent_changed()
if has_extent_changed:
self._extent_to_load = new_target_extent
if self._is_loading and (self._scale_to_load or self._extent_to_load):
self._cancel_load()
def _process_tiles(self, tiles, layer_filter):
"""
* Creates GeoJSON for all the specified tiles and reports the progress
:param tiles:
:return:
"""
total_nr_tiles = len(tiles)
info("Processing {} tiles", total_nr_tiles)
self._update_progress(progress=0, max_progress=100, msg="Processing features...")
current_progress = -1
for index, tile in enumerate(tiles):
if self.cancel_requested:
break
self._create_geojson(tile, layer_filter)
progress = int(100.0 / total_nr_tiles * (index + 1))
if progress != current_progress:
current_progress = progress
self._update_progress(progress=progress)
def reader_cancelled(self):
info("cancelled")
self._is_loading = False
if self.progress_dialog:
self.progress_dialog.hide()
if self._auto_zoom:
extent = self._extent_to_load
reload_immediate = self._scale_to_load is not None or extent
if reload_immediate:
if self._scale_to_load:
self._loaded_scale = self._scale_to_load
if extent:
self._loaded_extent = extent
self._extent_to_load = None
self._scale_to_load = None
self._reload_tiles(overwrite_extent=extent)
else:
self._debouncer.start(start_immediate=True)
def _sendOrders(self, stks, prices, vols, categorys):
'''
stks,prices,vols 都是list格式的
Category
委托种类的数组，第i个元素表示第i个委托的种类，
0买入 1卖出 2融资买入 3融券卖出 4买券还券 5卖券还款 6现券还券
PriceType
表示报价方式的数组, 第i个元素表示第i个委托的报价方式,
0上海限价委托 深圳限价委托
1(市价委托)深圳对方最优价格
2(市价委托)深圳本方最优价格
3(市价委托)深圳即时成交剩余撤销
4(市价委托)上海五档即成剩撤 深圳五档即成剩撤
5(市价委托)深圳全额成交或撤销
6(市价委托)上海五档即成转限价
'''
stkNo = len(stks)
intArray = ctypes.c_int * stkNo
strArray = ctypes.c_char_p * stkNo
floatArray = ctypes.c_float * stkNo
result = strArray(*(['\0' * 256] * stkNo))
errInf = strArray(*(['\0' * 256] * stkNo))
c_categorys = intArray(*categorys)
c_priceTypes = intArray(*([0] * stkNo))
c_gddms = strArray(*[(self.stockholder_code_sh if i[0] ==
'6' else self.stockholder_code_sz)
for i in stks])
c_stks = strArray(*stks)
c_prices = floatArray(*prices)
c_vols = intArray(*vols)
self.dll.SendOrders(self.client, c_categorys, c_priceTypes, c_gddms,
c_stks, c_prices, c_vols, stkNo, result, errInf)
for i in range(stkNo):
log_helper.info(result[i].decode("gbk"))
log_helper.info(errInf[i].decode("gbk"))
def handle_progress_update(self,
title=None,
progress=None,
max_progress=None,
msg=None,
show_progress=None):
if show_progress:
self.progress_dialog.open()
elif show_progress is False:
self.progress_dialog.hide()
self.progress_dialog.set_message(None)
if title:
self.progress_dialog.setWindowTitle(title)
if max_progress is not None:
self.progress_dialog.set_maximum(max_progress)
if msg:
info(msg)
self.progress_dialog.set_message(msg)
if progress is not None:
self.progress_dialog.set_progress(progress)
def initGui(self):
self.popupMenu = QMenu(self.iface.mainWindow())
self.open_connections_action = self._create_action(
"Add Vector Tiles Layer...", "server.svg",
self._show_connections_dialog)
self.reload_action = self._create_action(self._reload_button_text,
"reload.svg",
self._reload_tiles, False)
self.export_action = self._create_action("Export selected layers",
"save.svg",
self._export_tiles)
self.clear_cache_action = self._create_action("Clear cache",
"delete.svg",
FileHelper.clear_cache)
self.about_action = self._create_action("About", "info.svg",
self.show_about)
self.iface.insertAddLayerAction(
self.open_connections_action
) # Add action to the menu: Layer->Add Layer
self.popupMenu.addAction(self.open_connections_action)
self.popupMenu.addAction(self.reload_action)
self.popupMenu.addAction(self.export_action)
self.popupMenu.addAction(self.clear_cache_action)
self.popupMenu.addAction(self.about_action)
self.toolButton = QToolButton()
self.toolButton.setMenu(self.popupMenu)
self.toolButton.setDefaultAction(self.open_connections_action)
self.toolButton.setPopupMode(QToolButton.MenuButtonPopup)
self.toolButtonAction = self.iface.layerToolBar().addWidget(
self.toolButton)
self.iface.addPluginToVectorMenu("&Vector Tiles Reader",
self.open_connections_action)
self.iface.addPluginToVectorMenu("&Vector Tiles Reader",
self.reload_action)
self.iface.addPluginToVectorMenu("&Vector Tiles Reader",
self.export_action)
self.iface.addPluginToVectorMenu("&Vector Tiles Reader",
self.clear_cache_action)
self.iface.addPluginToVectorMenu("&Vector Tiles Reader",
self.about_action)
info("Vector Tile Reader Plugin loaded...")
