def parseGSMstring(cmd, vals, text):
Log.d("ParseGSM", "cmd=", cmd, "vals=", vals, "text=", text)
if 'CMT' in cmd:
global lastUsedPhNumb
# Received SMS
number = vals[0]
curNumb = number
lastUsedPhNumb = curNumb
Log.i(
"GSMParse",
'---------- SMS got from %s with txt: \n %s \n --------------' %
(number, text))
if (number in ph_numb):
HUB_send("sms," + number + "," + text)
else:
print('Unknown phone')
elif 'CSQ' in cmd:
csq = int(vals[0]) * 100 / 32
print('Signal strength: %i ' % csq)
elif 'CREG' in cmd:
fParam = [
'нет кода регистрации сети', 'есть код регистрации сети',
'есть код регистрации сети + доп параметры'
]
sParam = [
'не зарегистрирован, поиска сети нет',
'зарегистрирован, домашняя сеть',
'не зарегистрирован, идёт поиск новой сети',
'регистрация отклонена', 'неизвестно', 'роуминг'
]
#Log.i("GSMParse",'Register info: %s, %s' %(fParam[int(vals[0])],sParam[int(vals[1])]))
Log.i("GSMParse", 'Register info: %s' % (fParam[int(vals[0])]))
def doOrder(self, market, side, price, volume, time=None, ext=None):
cny = price * volume;
if cny < 1:
Log.d('\t\t market %s side %s price %f volume %f less 1' % (market, side, price, volume));
return ;
tradeType = 0;
if side == 'buy':
tradeType = 1;
return self.client.get('order', params = {'price':price, 'amount':volume, 'tradeType':tradeType, 'currency':u2c(market)})
def OrderResult(self, ret, orderresult):
Log.d(
'\t\torder result, self status {0}, result type {1}, order result {2}'
.format(self.status, ret['type'], orderresult))
if ret['type'] == 'sell':
if orderresult:
self.status = 'sell'
self.statuscost = 0
self.statusdelay = 0
self.statusbuycurrent = 0
def RunTrutleAverage():
Log.d('\nB2C rebot %s' %
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(Time.Time())))
r = TrutleStatAverage(RebotConfig.rebot_period, None) #[{'id':'002838'}]);
#refresh data.
while True:
global STATUS
if STATUS == 'stop':
break
stop = r.Run()
if stop:
break
r.Export('%scc.csv' % RebotConfig.path)
def doOrder(self, market, side, price, volume, time=None, ext=None):
cny = price * volume
if cny < 1:
Log.d('\t\t market %s side %s price %f volume %f less 1' %
(market, side, price, volume))
return
return self.client.post(get_api_path('orders'),
params={
'market': market,
'side': side,
'price': price,
'volume': volume
})
def RunA2C():
Log.d('\nB2C rebot %s' %
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(Time.Time())))
r = TrutleStatA2C(RebotConfig.rebot_period)
#refresh data.
while True:
global STATUS
if STATUS == 'stop':
break
stop = r.Run()
if stop:
break
r.Export('%sac.csv' % RebotConfig.path)
def get(key):
if (key in Config.data):
Log.d(
'ConfigParser',
"Got property '%s' with value '%s'." % (key, Config.data[key]))
return Config.data[key]
elif (key in Config.defaultConfig):
Config.set(key, Config.defaultConfig[key])
return Config.defaultConfig[key]
else:
Log.e('ConfigParser', "No property '%s' found in config." % key)
return ""
def doOrder(self, market, side, price, volume, time=None, ext=None):
volume = self.getVolume(market, volume)
price = self.getPrice(market, price)
if volume <= 0:
Log.d("\t\tvolume in precision is nil")
return True, price, volume
nside = 'buy-limit'
if side == 'sell':
nside = 'sell-limit'
result = send_order(volume, 'api', market, nside, price)
if result['status'] != 'ok':
Log.d('\t\tdo order result {0}'.format(result))
return False, price, volume
# self.createOrder(result['data'], market, side, price, volume, time, ext);
return True, price, volume
def RunA2B():
Log.d('\nA2B rebot %s' %
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(Time.Time())))
r = TrutleStatA2B(RebotConfig.rebot_period)
t = 0
while True:
global STATUS
if STATUS == 'stop':
break
t += 1
# print "rebot status %s, do %d, time : %s" % (STATUS, t, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(Time.Time())));
stop = r.Run()
#print '------------------------------------------------------------------------'
if RebotConfig.rebot_is_test:
if t > RebotConfig.rebot_test_k_count or stop == True:
break
else:
print 'sleep time', RebotConfig.rebot_period * 60 / RebotConfig.rebot_do_per_period
time.sleep(RebotConfig.rebot_period * 60 /
RebotConfig.rebot_do_per_period)
r.Export('%saa.csv' % RebotConfig.path)
def Run(self):
# print '-----------------------------------------------------------------'
stop = False
rest = True
Pool = []
self.currenttimestamp = self.exchange.getNextKTime(
self.period, self.currenttimestamp)
for k, v in enumerate(self.markets):
market = v['id']
r = self.rules[market]
dk = self.exchange.getK(market, 1, self.period,
self.currenttimestamp)
if len(dk) == 0:
continue
ret = r.Run(dk, self.period, self.currenttimestamp)
if ret != None:
ret['market'] = market
if ret['result'] == 2:
Pool.append(ret)
if len(dk) > 0:
rest = False
Log.d(time.strftime('%Y-%m-%d', time.localtime(self.currenttimestamp)))
Pool.sort(key=lambda v: v['vol_rate'], reverse=False)
if rest == False:
poolsLen = len(self.RecordPools)
for k in range(-5, 0):
if abs(k) >= poolsLen:
break
rp = self.RecordPools[k]
pl = rp['Pool']
Profits = rp['Profits']
ll = 0
hh = 0
avergp = 0
sratio = 0
if len(pl) > 0:
cc = 0
for k1, v in enumerate(pl):
r = self.rules[v['market']]
kk = r.KLines[-1 + k]
inc = round((r.KLines[-1].c - kk.c) / kk.c * 100, 2)
hh = max(hh, inc)
ll = min(ll, inc)
avergp += inc
if inc > 0:
cc += 1
sratio = round(cc / (float)(len(pl)) * 100, 2)
avergp = round(avergp / len(pl), 2)
Profits.append({
('avergp%d' % k): avergp,
'sratio%d' % k: sratio,
'hh%d' % k: hh,
'll%d' % k: ll
})
self.RecordPools.append({
'time':
time.strftime('%Y-%m-%d',
time.localtime(self.currenttimestamp)),
'Pool':
Pool,
'Profits': []
})
self.Pool = Pool
if len(Pool) > 0:
#print "message", time.strftime('%Y-%m-%d', time.localtime(self.currenttimestamp));
mks = []
for k, v in enumerate(self.Pool):
mks.append(v['market'])
Log.d(mks)
#print '\t', Pool;
if self.currenttimestamp > time.time():
stop = True
return stop
def __init__(self, period):
self.period = period
self.exchange = Exchange(RebotConfig.access_key,
RebotConfig.secret_key)
delegate = None
if RebotConfig.exchange == 'chbtc':
if RebotConfig.rebot_release:
delegate = chbtcEX()
else:
delegate = chbtcEXLocal()
if RebotConfig.exchange == 'yunbi':
if RebotConfig.rebot_release:
delegate = yunbiEX()
else:
delegate = yunbiEXLocal()
if RebotConfig.exchange == "tushare":
delegate = tushareEXLocal()
if RebotConfig.exchange == "huobi":
if RebotConfig.rebot_release:
delegate = huobiEX()
else:
delegate = huobiEXLocal()
self.exchange.delegate(delegate)
# time
Time.SetServerTime(self.exchange.getServerTimestamp())
# data.
self.exchange.loadData(period, RebotConfig.rebot_test_begin)
self.exchange.prepare(period, RebotConfig.rebot_test_begin)
# user.
self.user = User()
info = self.exchange.getUser()
print info
# print '-----------------------------------'
self.user.updatePositions(info['accounts'])
# markets
self.markets = self.exchange.getMarkets()
# rule.
self.rules = {}
# init.
#
for k, v in enumerate(self.markets):
market = v['id']
# order.
# done in right env.
self.user.updateOrder(self.exchange.getOrder(market))
# k line.
if RebotConfig.rebot_is_test:
dk = self.exchange.getK(market, 42, self.period,
RebotConfig.rebot_test_begin)
# 1498838400:2017/7/1 0:0:0; 1496246400:2017/6/1 0:0:0; 1493568000:2017/5/1 0:0:0
else:
dk = self.exchange.getK(market, 500, self.period)
r = WVStats()
# r = MutliMovingAverage();
r.Run(dk)
lastk = r.KLines.Get(-1)
if lastk:
currency = market
#market[0:len(market)-3];
self.user.updateHigh(currency, lastk.c)
# c or high
self.user.updateCost(currency, lastk.c)
self.rules[market] = r
Log.d(
'index:%d, start market:%s, begin time %s, current time:%s' %
(k, market,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(r.KLines.Get(0).t)),
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t))))
#scale.
self.scales = []
def run(self):
#print '-----------------------------------------------------------------'
# markets
nmarkets = self.exchange.getMarkets()
if nmarkets:
self.markets = nmarkets
# user
info = self.exchange.getUser()
self.user.updatePositions(info['accounts'])
if RebotConfig.rebot_release:
print 'positions:'
for k, v in (self.user.positions.items()):
if v['volume'] * v['high'] > 10:
print '\t{0} {1}'.format(k, v)
# print '\n'
sv = self.user.positions[RebotConfig.base_currency]['volume']
flag = False
stop = True
buylist = []
selllist = []
for k, v in enumerate(self.markets):
market = v['id']
# order.
# done in right env.
orders = self.user.updateOrder(self.exchange.getOrder(market))
# rule
r = self.rules[market]
lastk = r.KLines.Get(-1)
prelastk = lastk
# k line.
# dk = self.exchange.getK(market, 500, self.period, lastk.t);
# print 'do market : %s' % market;
dk = None
type = None
if lastk:
kcount = 2
if RebotConfig.rebot_is_test == False:
kcount = int(
math.floor((time.time() - lastk.t) /
(self.period * 60)) + 2)
if kcount < 2:
kcount = 2
dk = self.exchange.getK(market, kcount, self.period, lastk.t)
#print dk
if dk and len(dk) > 0:
ret = r.Run(dk)
lastk = r.KLines.Get(-1)
type = ret.get('type')
if RebotConfig.rebot_release:
print market, time.strftime(
'%Y-%m-%d %H:%M:%S',
time.localtime(lastk.t)), time.strftime(
'%Y-%m-%d %H:%M:%S',
time.localtime(time.time())), lastk
for orderkey, o in enumerate(orders):
if o.checkMustCancel():
Log.d('\tcancel olded order {0}'.format(o))
if (self.exchange.doOrderCancel(o.id, market)
and o.type == 'sell'):
time.sleep(1)
try:
self.exchange.doOrder(market, 'sell', lastk.c,
o.leftvolume)
except Exception as e:
Log.d('\trepeat order failed! e:%s' % e)
# print '\tmarket status : {1}, last k time : {2}, type : {3}'.format(market, r.status, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t)), type);
if lastk and prelastk and lastk.t != prelastk.t:
stop = False
currency = market[0:len(market) - len(RebotConfig.base_currency)]
pc = self.user.positions.get(currency)
if pc and lastk:
current = pc['volume'] * lastk.c
sv += current
self.user.updateHigh(currency, lastk.c)
# c or high
cost = self.user.getCost(currency)
if cost and cost > 0 and False:
scale = (current - cost) / cost * 100
rate = RebotConfig.rebot_loss_ratio
if scale < rate:
if RebotConfig.rebot_is_test:
prate = (1 + rate * 1.1 / 100)
nprateprice = pc['price'] * prate
vol = self.user.doOrder(market, 'sell',
nprateprice)
print '\tmarket:%s, do sell, price:%f scale less %f, volume:%f, price:%f, time:%s' % (
market, pc['price'], rate, vol, nprateprice,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(lastk.t)))
scaleless = True
self.exchange.doOrder(market, 'sell', nprateprice,
vol, lastk.t)
cost = self.user.getHighCost(currency)
if False and cost and cost > 0 and scaleless == False:
scale = (current - cost) / cost * 100
rate = RebotConfig.rebot_profit_ratio
if scale < rate:
if RebotConfig.rebot_is_test:
prate = (1 + rate * 1.1 / 100)
nprateprice = pc['high'] * prate
vol = self.user.doOrder(market, 'sell',
nprateprice)
print '\tmarket:%s, do sell, high:%f scale less %f, volume:%f, high:%f, time:%s' % (
market, pc['high'], rate, vol, nprateprice,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(lastk.t)))
scaleless = True
self.exchange.doOrder(market, 'sell', nprateprice,
vol, lastk.t)
if type == 'buy':
buylist.append({'market': market, 'result': ret})
if type == 'sell':
selllist.append({'market': market, 'result': ret})
# print 'do orders:'
# sell
nselllist = []
for key, v in enumerate(selllist):
market = v['market']
nselllist.append(v)
for key, v in enumerate(nselllist):
market = v['market']
k = v['result']['k']
vol = self.user.doOrder(market, 'sell', k.c)
if vol and vol > 0:
flag = True
orderresult, price, vol = self.exchange.doOrder(
market, 'sell', k.c, vol, k.t, v['result']['ext'])
r = self.rules[market]
r.OrderResult(v['result'], orderresult)
Log.d(
'\tmarket:{0}, do:{1}, result:{2}, price:{3}, volume:{4}, time:{5}, ext:{6}'
.format(
market, 'SELL', orderresult, price, vol,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(k.t)),
v['result']['ext']))
#else:
# print '\tmarket:%s, not enough to sell' % market;
# buy
nbuylist = []
for key, v in enumerate(buylist):
market = v['market']
sort = v['result']['sort']
v['sort'] = sort
angle = v['result'].get('angle')
k = v['result']['k']
# print '\tmarket %s sort %f, angle %f, time %s' % (market, sort, angle, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)));
if sort > 100 or sort < 0:
print '\tmarket %s sort illegal, sort %f, time %s' % (
market, sort,
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)))
continue
if angle and angle < RebotConfig.rebot_buy_least_angle:
print '\tmarket %s angle illegal, angle %f, time %s' % (
market, angle,
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)))
continue
nbuylist.append(v)
# nbuylist.append(v);
nbuylist.sort(key=lambda v: v['sort'], reverse=False)
for key, v in enumerate(nbuylist):
market = v['market']
k = v['result']['k']
vol = self.user.doOrder(market, 'buy', k.c)
if vol and vol > 0:
flag = True
orderresult, price, vol = self.exchange.doOrder(
market, 'buy', k.c, vol, k.t, v['result']['ext'])
Log.d(
'\tmarket:{0}, do:{1}, result:{2}, price:{3}, volume:{4}, time:{5}, ext:{6}'
.format(
market, 'BUY', orderresult, price, vol,
time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(k.t)),
v['result']['ext']))
else:
print '\tnot enough cny !!! market:{0}, do:{1}, price:{2}, volume:{3}, time:{4}'.format(
market, 'buy', k.c, vol,
time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)))
#else:
# print '\t!!! market:{0}, time:{1}, buy fail less volume : {2}'.format(market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(cwave.ck.t)), v['rmbvolumeN3']);
if flag:
ascale = (sv - self.user.initamount) / self.user.initamount * 100
self.scales.append(ascale)
Log.d('all scale:{0}, current cny:{1}\n'.format(ascale, sv))
return stop
def thread(self, intfId):
try:
start = time.clock()
Log.i('DriverTCP/Thread', 'Connected')
while True:
#try:
if ((time.clock() - start) > 5.0):
#Log.d('PortalConnect/Thread','Keep Alvie sent')
self.sock.sendall("\n".encode())
start = time.clock()
try:
ready_to_read, ready_to_write, in_error = select.select([
self.sock,
], [
self.sock,
], [], 5)
except select.error:
#conn.shutdown(2) # 0 = done receiving, 1 = done sending, 2 = both
# connection error event here, maybe reconnect
break
#if len(ready_to_read) > 0:
data = self.sock.recv(2048).decode('utf-8')
if not data:
break
if len(data) > 5:
for line in data.split("\n"):
if len(line) > 5:
Log.i('DriverTCP/Thread', 'received "%s"' % line)
from DriverTCP import Msg
msg = Msg.fromJSONstr(self, line)
if (msg.cmd == "ACK" or msg.cmd == "0"
or msg.cmd == "device.reg.res"):
#msg.cmd = "ACK"
Log.i(
'DriverTCP/Thread',
"ACK recived. Looking for awating msgs " +
msg.toJSON())
isAckThere = False
toRemove = []
for i in range(len(self.outgoingMSG)):
msgS = self.outgoingMSG[i]
if (msgS.setid == msg.setid
and msgS.unid == msg.unid):
Log.i(
'DriverTCP/ACK',
"Msg for ACK found:" +
msgS.toJSON(), msg)
if (msgS.callback != None):
Log.d('DriverTCP/ACK',
"Calling callback")
msgS.callback(msg)
if (msgS.socket != None):
msgS.socket.sendAck(
setid=msgS.setid,
unid=msgS.unid)
toRemove.append(i)
isAckThere = True
#break
for i in range(len(toRemove)):
try:
del self.outgoingMSG[i]
except:
pass
Log.i('DriverTCP/Thread',
"ACK proceed complete")
if ((isAckThere == False
or msg.cmd == "device.reg.res")
and self.onRecieveCallback != None):
Log.i('DriverTCP/Thread',
"Calling callback", msg.cmd)
self.onRecieveCallback(msg)
elif (msg != None and self != None
and self.onRecieveCallback != None):
self.onRecieveCallback(msg)
#else:
#break
#time.sleep(0.3)
'''except ValueError as e:
Log.e('DriverTCP/Thread',"While E: %s"%e)
except ConnectionError as e:
Log.e('DriverTCP/Thread',"While E: %s"%e)'''
#except socket.error:
# Log.e('DriverTCP/Thread',"Closing driver: ", socket.error)
except socket.error:
Log.e('DriverTCP/Thread/1', "Closing socket: %s " % socket.error,
traceback.format_exc())
except Exception as e:
exc = str(e)
Log.e('DriverTCP/Thread/2', exc, traceback.format_exc())
#except ValueError:
Log.d('DriverTCP/Thread', 'closing socket', ValueError)
self.sock.close()
self.connect()
def run(self):
# print '-----------------------------------------------------------------'
# markets
nmarkets = self.exchange.getMarkets()
if nmarkets:
self.markets = nmarkets;
# user
info = self.exchange.getUser();
self.user.updatePositions(info['accounts']);
if RebotConfig.rebot_release:
print 'positions:';
for k,v in (self.user.positions.items()):
if v['volume'] > 0:
print '\t{0} {1}'.format(k, v);
# print '\n'
sv = self.user.positions[RebotConfig.base_currency]['volume'];
flag=False;
stop=True;
buylist = [];
selllist = [];
for k,v in enumerate(self.markets):
market = v['id'];
# order.
# done in right env.
orders = self.user.updateOrder(self.exchange.getOrder(market));
# rule
r = self.rules[market];
lastk=r.KLines.Get(-1);
prelastk=lastk;
# k line.
# dk = self.exchange.getK(market, 500, self.period, lastk.t);
# print 'do market : %s' % market;
dk=None;
if lastk:
kcount = int(math.floor((time.time()-lastk.t)/(self.period*60)) + 2);
if kcount < 2:
kcount = 2;
dk = self.exchange.getK(market, kcount, self.period, lastk.t);
# print dk
type = None;
if dk and len(dk) > 0:
ret = r.Run(dk);
lastk = r.KLines.Get(-1);
if RebotConfig.rebot_release:
print market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t)), time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(time.time())), lastk
type = ret.get('type');
for orderkey, o in enumerate(orders):
if o.checkMustCancel():
Log.d('\tcancel olded order {0}'.format(o));
self.exchange.doOrderCancel(o.id, market);
#print '\tmarket status : {1}, last k time : {2}, type : {3}'.format(market, r.status, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t)), type);
if lastk and prelastk and lastk.t != prelastk.t:
stop = False;
currency = market[0:len(market) - len(RebotConfig.base_currency)];
pc = self.user.positions.get(currency);
scaleless = False;
if pc and lastk:
current = pc['volume'] * lastk.c;
sv += current;
self.user.updateHigh(currency, lastk.c); # c or high
cost = self.user.getCost(currency);
if cost and cost > 0 and False:
scale = (current - cost)/cost*100;
rate = RebotConfig.rebot_loss_ratio;
if scale < rate:
if RebotConfig.rebot_is_test:
prate = (1 + rate * 1.1 / 100);
nprateprice = pc['price'] * prate;
vol = self.user.doOrder(market, 'sell', nprateprice);
print '\tmarket:%s, do sell, price:%f scale less %f, volume:%f, price:%f, time:%s' % (market, pc['price'], rate, vol, nprateprice, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t)));
scaleless = True;
self.exchange.doOrder(market, 'sell', nprateprice, vol, lastk.t);
# else:
# print '\tmarket:{0}, scale:{1}, position high price:{2}, current price{3}'.format(market, scale, pc['high'], lastk.c);
cost = self.user.getHighCost(currency);
if cost and cost > 0 and scaleless == False and False:
scale = (current - cost)/cost*100;
rate = RebotConfig.rebot_profit_ratio;
if scale < rate:
if RebotConfig.rebot_is_test:
prate = (1 + rate * 1.1 / 100);
nprateprice = pc['high'] * prate;
vol = self.user.doOrder(market, 'sell', nprateprice);
print '\tmarket:%s, do sell, high:%f scale less %f, volume:%f, high:%f, time:%s' % (market, pc['high'], rate, vol, nprateprice, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(lastk.t)));
scaleless = True;
self.exchange.doOrder(market, 'sell', nprateprice, vol, lastk.t);
# else:
# print '\tmarket:{0}, scale:{1}, position high price:{2}, current price{3}'.format(market, scale, pc['high'], lastk.c);
#if scaleless == False:
# selllist.append({'market':market, 'result':{'k':lastk, 'ext':'rebot profit ratio' }})
if scaleless == False:
if type == 'buy':
buylist.append({'market':market, 'result':ret})
if type == 'sell':
selllist.append({'market':market, 'result':ret})
# print 'do orders:'
# sell
nselllist = [];
for key,v in enumerate(selllist):
market = v['market'];
nselllist.append(v);
for key,v in enumerate(nselllist):
market = v['market'];
k = v['result']['k'];
vol = self.user.doOrder(market, 'sell', k.c);
if vol and vol > 0:
flag = True;
orderresult, price, vol = self.exchange.doOrder(market, 'sell', k.c, vol, k.t);
r = self.rules[market];
r.OrderResult(v['result'], orderresult);
Log.d('\tmarket:{0}, do:{1}, result:{2}, price:{3}, volume:{4}, time:{5}, ext:{6}'.format(market, 'SELL', orderresult, price, vol, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)), v['result']['ext']));
#else:
# print '\tmarket:%s, not enough to sell' % market;
# buy
nbuylist = [];
for key,v in enumerate(buylist):
market = v['market'];
sort = v['result']['sort'];
v['sort'] = sort
angle = v['result'].get('angle');
k = v['result']['k'];
# print '\tmarket %s sort %f, angle %f, time %s' % (market, sort, angle, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)));
if sort > 100 or sort < 0:
print '\tmarket %s sort illegal, sort %f, time %s' % (market, sort, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)));
continue;
if angle and angle < RebotConfig.rebot_buy_least_angle:
print '\tmarket %s angle illegal, angle %f, time %s' % (market, angle, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)));
continue;
nbuylist.append(v);
# nbuylist.append(v);
nbuylist.sort(key=lambda v: v['sort'], reverse=False)
for key,v in enumerate(nbuylist):
market = v['market'];
k = v['result']['k'];
vol = self.user.doOrder(market, 'buy', k.c);
if vol and vol > 0:
flag=True;
orderresult, price, vol = self.exchange.doOrder(market, 'buy', k.c, vol, k.t, {'sort':v['sort']});
Log.d('\tmarket:{0}, do:{1}, result:{2}, price:{3}, volume:{4}, time:{5}, ext:{6}'.format(market, 'BUY', orderresult, price, vol, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)), v['result']['ext']));
else:
print '\tnot enough cny !!! market:{0}, do:{1}, price:{2}, volume:{3}, time:{4}'.format(market, 'buy', k.c, vol, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(k.t)));
#else:
# print '\t!!! market:{0}, time:{1}, buy fail less volume : {2}'.format(market, time.strftime('%Y-%m-%d %H:%M:%S', time.localtime(cwave.ck.t)), v['rmbvolumeN3']);
if flag:
ascale = (sv - self.user.initamount)/self.user.initamount*100;
self.scales.append(ascale);
Log.d('all scale:{0}, current cny:{1}\n'.format(ascale, sv));
return stop;
def CAN_onRecieve(msg):
global pi
bytes = msg.data
data = []
for byte in bytes:
data.append(int(byte))
remote = msg.is_remote_frame
id = msg.arbitration_id
fd = msg.is_fd
err = msg.is_error_frame
strId = ('%.8x' % (id)).lower()
print("1")
if err == False and len(data) > 0 and len(strId) == 8:
unid = strId[:4]
setid = strId[4:]
powerSupply = pi.read(PS_PIN) == 0
if (len(unid) == 4 and unid != "0000" and unid != ""
and powerSupply == True):
Log.i('Recv', ("Received: From %s with data: %s" %
(strId, ';'.join(map(str, data)))))
cmd = int(data[0] / 16)
Log.i('Recv', "CMD: %i" % cmd)
frameCount = data[0] % 16
if (frameCount > 1):
curFrame = data[1]
if (curFrame > 0 and id in messagesWaitingComplete):
messagesWaitingComplete[id].value += ';'.join(
map(str, data[2:]))
elif (curFrame == 0):
if (setid == "0000"):
setid = ""
messagesWaitingComplete[id] = Msg(unid=unid,
setid=setid,
cmd=cmdIntToStr(cmd),
value=','.join(
map(str, data[2:])),
callback=ACK_clb)
elif (curFrame == (frameCount - 1)
and id in messagesWaitingComplete):
DriverTCP.sendMsg(messagesWaitingComplete[id])
del messagesWaitingComplete[id]
else:
Log.e('Recv',
"ERROR: Lost first frames or message incomplete")
else:
if (setid == "0000"):
setid = ""
msg = Msg(unid=unid,
setid=setid,
cmd=cmdIntToStr(cmd),
value=';'.join(map(str, data[1:])),
callback=ACK_clb)
Log.d("Recv/TCPSend", "MSG:", msg.toJSON())
DriverTCP.sendMsg(msg)
elif (powerSupply == False):
Log.w('Recv', "Skipping garbage")
else:
Log.w('Recv', "id:", id, "data:", data)
else:
Log.w('Recv', "Er:", err, "id:", id, "data:", data)
def set(key, value):
Config.data[key] = value
Log.d('ConfigParser',
"Setting property '%s' with value '%s'." % (key, value))
Config._write_properties()
