def worker_1450(self):
"""盘中推送bar"""
to_log('in TradeEngine.worker_1450')
for p in self.portfolio_list:
for vtSymbol in p.vtSymbolList:
#print(vtSymbol)
df = None
i = 0
while df is None and i < 2:
try:
i += 1
df = ts.get_realtime_quotes(vtSymbol)
except Exception as e:
print('error get_realtime_quotes')
print(e)
time.sleep(0.1)
if df is None:
continue
code = vtSymbol
df1 = None
i = 0
while df1 is None and i < 2:
try:
i += 1
df1 = get_adj_factor(self.dss, code)
except Exception as e:
print('error adj_factor ' + code)
print(e)
time.sleep(0.1)
if df1 is None:
continue
factor = float(df1.at[0, 'adj_factor'])
d = df.loc[0, :]
bar = VtBarData()
bar.vtSymbol = vtSymbol
bar.symbol = vtSymbol
bar.open = float(d['open']) * factor
bar.high = float(d['high']) * factor
bar.low = float(d['low']) * factor
bar.close = float(d['price']) * factor
bar.close_bfq = float(d['price'])
date = d['date'].split('-') #去掉字符串中间的'-'
date = ''.join(date)
bar.date = date
bar.time = '00:00:00'
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time,
'%Y%m%d %H:%M:%S')
bar.volume = float(d['volume'])
p.onBar(bar)
send_email(self.dss, 'worker_1450处理完毕', '')
def has_factor(dss):
r = []
b1 = Book(dss)
codes = b1.get_codes()
for code in codes:
df = get_adj_factor(dss, code)
#print(df.head(2))
if df.at[0, 'adj_factor'] != df.at[1, 'adj_factor']:
r.append(code)
return r
def worker_1450(self):
"""盘中推送bar"""
to_log('in TradeEngine.worker_1450')
for p in self.portfolio_list:
for vtSymbol in p.vtSymbolList:
#print(vtSymbol)
df = None
i = 0
while df is None and i < 2:
try:
i += 1
df = ts.get_realtime_quotes(vtSymbol)
except Exception as e:
print('error get_realtime_quotes')
print(e)
time.sleep(0.1)
if df is None:
to_log('ignore ' + vtSymbol)
continue
adj_factor = None
df1 = None
i = 0
while df1 is None and i < 2:
try:
i += 1
df1 = get_adj_factor(self.dss, vtSymbol)
adj_factor = float(df1.at[0, 'adj_factor'])
except Exception as e:
print('error adj_factor ' + vtSymbol)
print(e)
time.sleep(0.1)
if df1 is None:
to_log('ignore ' + vtSymbol)
continue
hfq_factor = get_hfq_factor(self.dss, vtSymbol)
factor = hfq_factor
if adj_factor is not None:
if abs((adj_factor - hfq_factor) /
adj_factor) > 0.01: # 差异大，今天有除权
factor = adj_factor
d = df.loc[0, :]
bar = VtBarData()
bar.vtSymbol = vtSymbol
bar.symbol = vtSymbol
bar.open = float(d['open']) * factor
bar.high = float(d['high']) * factor
bar.low = float(d['low']) * factor
bar.close = float(d['price']) * factor
bar.close_bfq = float(d['price'])
date = d['date'].split('-') #去掉字符串中间的'-'
date = ''.join(date)
bar.date = date
bar.time = '00:00:00'
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time,
'%Y%m%d %H:%M:%S')
bar.volume = float(d['volume'])
#to_log(vtSymbol+' '+d['price']+' * '+str(factor)+' = '+str(bar.close))
p.onBar(bar)
send_email(self.dss, 'worker_1450处理完毕', '')
def worker_1450(self):
"""盘中推送bar"""
to_log('in TradeEngine.worker_1450')
print('begin worker_1450')
r, dt = self.is_trade_day()
if r == False:
return
self.currentDt = dt
for vtSymbol in self.vtSymbolList:
#print(vtSymbol)
df = None
i = 0
while df is None and i < 3:
try:
i += 1
df = ts.get_realtime_quotes(vtSymbol)
except Exception as e:
print('error get_realtime_quotes')
print(e)
time.sleep(1)
if df is None:
continue
code = vtSymbol
df1 = None
i = 0
while df1 is None and i < 3:
try:
i += 1
df1 = get_adj_factor(self.dss, code)
except Exception as e:
print('error adj_factor')
print(e)
time.sleep(1)
if df1 is None:
continue
factor = float(df1.at[0, 'adj_factor'])
d = df.loc[0, :]
bar = VtBarData()
bar.vtSymbol = vtSymbol
bar.symbol = vtSymbol
bar.open = float(d['open']) * factor
bar.high = float(d['high']) * factor
bar.low = float(d['low']) * factor
bar.close = float(d['price']) * factor
bar.close_bfq = float(d['price'])
date = d['date'].split('-') #去掉字符串中间的'-'
date = ''.join(date)
bar.date = date
bar.time = '00:00:00'
bar.datetime = datetime.strptime(bar.date + ' ' + bar.time,
'%Y%m%d %H:%M:%S')
bar.volume = float(d['volume'])
barDict = self.dataDict.setdefault(bar.datetime, OrderedDict())
barDict[bar.vtSymbol] = bar
self.portfolio.onBar(bar)
send_email(self.dss, 'worker_1450处理完毕', '')