def init_bp_manager(self):
if self.__bp_manager is None:
self.__bp_manager = BPManager()
class ZhongXingConverter(object):
def __init__(self, work_dir=None):
self.id = float('nan')
self.__ZhongXing_meta_list = []
self.work_dir = work_dir
self.__bp_manager = None
def set_meat_list(self, HeFeiV3_meta_list):
self.__ZhongXing_meta_list = HeFeiV3_meta_list
def get_meat_list(self):
return self.__ZhongXing_meta_list
def init_bp_manager(self):
if self.__bp_manager is None:
self.__bp_manager = BPManager()
def init_strategy_id(self):
self.id = get_max_id(self.work_dir)
if self.id == -1:
self.id = self.__bp_manager.get_max_portfolio_id()
def start_converter(self):
self.init_bp_manager()
self.init_strategy_id()
for meta in self.__ZhongXing_meta_list:
self.strategy_to_json(meta)
def strategy_to_json(self, ZhongXingMeta):
data_json = {}
try:
signal_finder = SignalFinder()
for member in ZhongXingMeta.get_const_member_list():
member_value = getattr(ZhongXingMeta, member)
if member in ZhongXingMeta.get_portfolio_list():
data_json[member] = reference_portfolio(member_value)
if data_json[member] == -1:
raise CSVConverterError(
ZhongXingMeta.Name, ZhongXingMeta.Type,
"Can't find portfolio: {0}".format(member_value))
elif member in ZhongXingMeta.get_signal_list():
data_json[member] = (
signal_finder.get_signal_id_by_name(member_value),
member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(
ZhongXingMeta.Name, ZhongXingMeta.Type,
"Can't find signal: {0}".format(member_value))
elif member in ZhongXingMeta.get_bool_list():
data_json[member] = is_bool(member_value)
elif member in ZhongXingMeta.get_MatchStrategyId():
data_json[member] = (get_strategy_id_by_name(
self.work_dir, member_value), member_value)[isinstance(
member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(
ZhongXingMeta.Name, ZhongXingMeta.Type,
"Can't find matchstrategy:{0}".format(
member_value))
else:
data_json[member] = member_value
data_json['Instruments'] = generate_instruments(
ZhongXingMeta, ZhongXingMeta.member_list)
data_json['Ranges'] = generate_ranges(ZhongXingMeta,
ZhongXingMeta.member_list)
except Exception as e:
raise CSVConverterError(ZhongXingMeta.Name, ZhongXingMeta.Type,
e.message)
if self.work_dir is not None:
self.__create_file(data_json)
return data_json
def __create_file(self, data):
self.id += 1
data['Id'] = self.id
file_path = '{0}/Existed_Json_Module/{1:0>4}{2}.strategy'.format(
self.work_dir, data['Id'], data['Name'])
json.dump([data], open(file_path, 'w'))
return self.id
class TianJinConverter(object):
def __init__(self, work_dir=None):
self.id = float('nan')
self.__TianJin_meta_list = []
self.work_dir = work_dir
self.__bp_manager = None
def set_meat_list(self, HeFeiV3_meta_list):
self.__TianJin_meta_list = HeFeiV3_meta_list
def get_meat_list(self):
return self.__TianJin_meta_list
def init_bp_manager(self):
if self.__bp_manager is None:
self.__bp_manager = BPManager()
def init_strategy_id(self):
self.id = get_max_id(self.work_dir)
if self.id == -1:
self.id = self.__bp_manager.get_max_portfolio_id()
def start_converter(self):
self.init_bp_manager()
self.init_strategy_id()
for meta in self.__TianJin_meta_list:
self.strategy_to_json(meta)
def strategy_to_json(self, TianJinMeta):
data_json = {}
try:
signal_finder = SignalFinder()
for member in TianJinMeta.get_const_member_list():
member_value = getattr(TianJinMeta, member)
if member in TianJinMeta.get_portfolio_list():
data_json[member] = reference_portfolio(member_value)
if data_json[member] == -1:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, "Can't find portfolio: {0}".format(member_value))
elif member in TianJinMeta.get_signal_list():
data_json[member] = (signal_finder.get_signal_id_by_name(member_value), member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, "Can't find signal: {0}".format(member_value))
elif member in TianJinMeta.get_bool_list():
data_json[member] = is_bool(member_value)
elif member in TianJinMeta.get_MatchStrategyId():
data_json[member] = (get_strategy_id_by_name(self.work_dir, member_value), member_value)[isinstance(member_value, int)]
if data_json[member] == -1:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, "Can't find matchstrategy:{0}".format(member_value))
else:
data_json[member] = member_value
data_json['Instruments'] = generate_instruments(TianJinMeta, TianJinMeta.member_list)
data_json['Ranges'] = generate_ranges(TianJinMeta, TianJinMeta.member_list)
except Exception as e:
raise CSVConverterError(TianJinMeta.Name, TianJinMeta.Type, e.message)
if self.work_dir is not None:
self.__create_file(data_json)
return data_json
def __create_file(self, data):
self.id += 1
data['Id'] = self.id
file_path = '{0}/Existed_Json_Module/{1:0>4}{2}.strategy'.format(self.work_dir, data['Id'], data['Name'])
json.dump([data], open(file_path, 'w'))
return self.id
def init_bp_manager(self):
if self.__bp_manager is None:
self.__bp_manager = BPManager()