def __init__(self, server_ip=None): if server_ip is None: cfg_dict = getConfig() self.server_ip = cfg_dict['host'] self.user = cfg_dict['user'] self.password = cfg_dict['password'] else: self.server_ip = server_ip
def get_all_server(self): update_server_list = [] update_server_str = getConfig()['update_server'] for server_name in update_server_str.strip().split(','): update_server_list.append(self.server_dict[server_name]) return update_server_list
from datetime import datetime from model.BaseModel import * from model.server_constans import ServerConstant from tools.getConfig import getConfig from model.instrument import Instrument from tools.file_utils import FileUtils from model.eod_parse_arguments import parse_arguments # from public.main_config import platform_logger, get_log_format_string reload(sys) sys.setdefaultencoding('utf8') now = datetime.now() server_constant = ServerConstant() file_path = getConfig()['datafetcher_file_path'] session = None instrument_db_dict = dict() instrument_insert_list = [] undl_ticker_dict = dict() structured_fund_dict = dict() def read_position_file_lts(lts_file_path): fr = codecs.open(lts_file_path, 'r', 'gbk') sf_instrument_array = [] option_array = [] stock_array = [] structured_fund_array = [] # 货币基金 mmf_fund_array = []
l1r0 += qty elif direction == '1': a = min(l1r0, qty) l1r0 -= a l1r1 -= max(qty - a, 0) print 'l1r1:', l1r1, 'l0r1:', l0r1, 'l1r0:', l1r0 redpuravail = l1r1 + l0r1 longavail = l1r1 + l1r0 print 'account_id:', account_id, 'longavail:', longavail, 'redpuravail', redpuravail, '\n' update_sql = "update portfolio.account_position t set t.LONG_AVAIL=%s,t.purchase_avail=%s where t.DATE = %s and t.id = %s and SYMBOL = %s" update_param = (longavail, redpuravail, todayStr, account_id, ticker) cursor.execute(update_sql, update_param) if __name__ == '__main__': cfg_dict = getConfig() try: conn = MySQLdb.connect( \ host=cfg_dict['host'], user='******', passwd='adminP@ssw0rd', \ db='common', charset='utf8') print 'db ip:', cfg_dict['host'] except Exception, e: print e sys.exit() cursor = conn.cursor() # update_sql = "update om.trade2_broker t, om.order_broker o set t.TIME = o.INSERT_TIME where t.ORDER_ID = o.sys_id and t.Direction in ('O','N') and o.INSERT_TIME like %s" # update_param = (todayStr + '%',) # cursor.execute(update_sql, update_param) query_sql = 'select id,symbol,yd_position_long,yd_position_short from portfolio.account_position t where t.DATE = %s'
# -*- coding: utf-8 -*- import sys import os import MySQLdb from datetime import datetime from model.BaseModel import * import codecs import json from tools.getConfig import getConfig now = datetime.now() todayStr = now.strftime('%Y-%m-%d') file_path = getConfig()['datafetcher_file_path'] baseIp = getConfig()['host'] total_cancel_times = '400' def strategy_parameter_update(cursor): query_sql = "select `NAME` from strategy.strategy_parameter t where name like 'CalendarMA%' group by `NAME`" cursor.execute(query_sql) strategy_name_list = [] for row in cursor.fetchall(): strategy_name_list.append(row[0]) update_param_list = [] for strategy_name in strategy_name_list: query_sql = "select TIME, NAME, VALUE from strategy.strategy_parameter where NAME = %s \ order by TIME desc limit 1" query_param = (strategy_name, )
from model.order import Order from model.trade import Trade from model.position import Position from model.instrument_commission_rate import InstrumentCommissionRate from model.BaseModel import * from model.eod_const import const from model.server_constans import ServerConstant from tools.getConfig import getConfig from tools.file_utils import FileUtils from tools.date_utils import DateUtils now = datetime.now() now_date_str = now.strftime('%Y-%m-%d') now_datetime_str = now.strftime('%Y-%m-%d %H:%M:%S') last_trading_day = DateUtils().get_last_trading_day('%Y-%m-%d', now_date_str) file_path = getConfig()['datafetcher_file_path'] local_server_name = getConfig()['server_name'] def read_position_file_ctp(ctp_file_path): print 'Start read file:' + ctp_file_path fr = open(ctp_file_path) order_array = [] trade_array = [] trading_account_array = [] investor_position_array = [] commission_rate_array = [] for line in fr.readlines(): if 'Account_ID' in line: account_id = line.replace('\n', '').split(':')[1] else:
def __init__(self): server_model_host = ServerModel('host') server_model_host.ip = getConfig()['host'] server_model_host.db_ip = getConfig()['host'] server_model_host.db_port = getConfig()['db_port'] server_model_host.db_user = getConfig()['db_user'] server_model_host.db_password = getConfig()['db_password'] server_model_125 = ServerModel('local125') server_model_125.ip = '172.16.11.125' server_model_125.db_ip = '172.16.11.125' server_model_125.db_port = 3306 server_model_125.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient' server_model_125.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives' server_model_125.etf_folder = '/home/trader/etf' server_model_125.etf_upload_folder = '/home/trader/dailyjob/ETF' server_model_125.log_file_path = '/home/trader/apps/IndexArb/log' server_model_40 = ServerModel('aliyun_40') server_model_40.ip = '121.41.22.40' server_model_40.db_ip = '121.41.22.40' server_model_40.db_port = 3306 server_model_40.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient' server_model_40.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives' server_model_40.etf_upload_folder = '/home/trader/dailyjob/ETF' server_model_40.log_file_path = '/home/trader/apps/TradePlat/log' server_model_118 = BackTestServerModel('local118') server_model_118.ip = '172.16.12.118' server_model_118.db_ip = '172.16.12.118' server_model_118.db_port = 3306 server_model_118.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient' server_model_118.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives' server_model_118.etf_upload_folder = '/home/trader/dailyjob/ETF' server_model_118.log_file_path = '/home/trader/apps/TradePlat/log' server_model_118.log_zip_folder_list = [ '/home/backtest/dailyjob/DerivativesClient/messageFile', '/home/backtest/dailyjob/DerivativesClient/marketFile' ] server_model_118.log_clear_folder_list = server_model_118.log_zip_folder_list server_model_166 = ServerModel('local166') server_model_166.ip = '172.16.12.166' server_model_166.userName = '******' server_model_166.passWord = '******' server_model_168 = ServerModel('local168') server_model_168.ip = '172.16.12.168' server_model_168.userName = '******' server_model_168.passWord = '******' server_model_196 = ServerModel('local196') server_model_196.ip = '172.16.12.196' server_model_196.userName = '******' server_model_196.passWord = '******' server_model_66 = ServerModel('local66') server_model_66.ip = '172.16.12.66' server_model_66.db_ip = '172.16.12.66' server_model_66.db_user = '******' server_model_66.db_password = '******' server_model_88 = ServerModel('local88') server_model_88.ip = '172.16.12.88' server_model_88.db_ip = '172.16.12.88' server_model_88.db_port = 3306 server_model_88.db_user = '******' server_model_88.db_password = '******' server_model_88.derivatives_client_folder = '/home/trader/dailyjob/DerivativesClient' server_model_88.python_eod_folder = '/home/trader/dailyjob/eod_aps/derivatives' server_model_88.etf_upload_folder = '/home/trader/dailyjob/ETF' server_model_88.log_file_path = '/home/trader/apps/TradePlat/log' server_model_88.log_zip_folder_list = [ '/home/backtest/dailyjob/DerivativesClient/messageFile', '/home/backtest/dailyjob/DerivativesClient/marketFile' ] server_model_88.log_clear_folder_list = server_model_88.log_zip_folder_list self.server_dict['host'] = server_model_host self.server_dict['local88'] = server_model_88 self.server_dict['local125'] = server_model_125 self.server_dict['local118'] = server_model_118 self.server_dict['local166'] = server_model_166 self.server_dict['local168'] = server_model_168 self.server_dict['local196'] = server_model_196 self.server_dict['aliyun_40'] = server_model_40 self.server_dict['local66'] = server_model_66