def _showloop(self):
while cv2.waitKey(10) not in [Keycode.ESCAPE, Keycode.Q, Keycode.q]:
image = self.capture.read()
image = image.transpose(Image.FLIP_LEFT_RIGHT)
image = Util.resize_image(image, self.size)
array = np.asarray(image)
array = Util.mount_roi(array,
self.roi,
color=(74, 20, 140),
thickness=2)
crop = _crop_array(array, self.roi)
# process image for any gestures
if self.verbose:
segments, event = grdetect(crop, verbose=self.verbose)
self.image = Image.fromarray(segments)
self.event = event
else:
event = grdetect(crop, verbose=self.verbose)
#self.image = Image.fromarray(segments)
self.event = event
#self.image = Image.fromarray(segments)
#self.event = event
cv2.imshow(PyGR.TITLE, array)
cv2.destroyWindow(PyGR.TITLE)
def notifyTrade(security):
currentTimeString = util.getYMDHMS()
duo = str(int(dao.readDuoPosition(security=security)))
kon = str(int(dao.readKongPosition(security=security)))
max = str(int(dao.readMaxPosition(security=security)))
a = '<p>duo: <strong>' + duo + '</strong></p><p>kon: <strong>' + kon + '</strong></p><p>max: <strong>' + max + '</strong></p>'
sendEmail(subject='[' + str(currentTimeString) + '] 触发交易动作_' + security,
content='' + a)
def prepare():
#securities
securities = [
item['code'] for item in dao.select(
"select distinct code from t_security_concept", ())
]
me.setdefault('securities', securities)
#code_items_rel
code_items_rel = {}
starttime = util.preOpenDate(util.getLastestOpenDate(), Prepare_TimeLen)
total = dao.select(
'select count(0) count from t_security_daily where date>=%s order by date desc',
(starttime))[0]['count']
fromindex = 0
pagesize = 100
count = 0
while True:
print("Range: " + str(fromindex) + "->" + str(fromindex + pagesize))
tem_codes = me['securities'][fromindex:(fromindex + pagesize)]
items = dao.select(
'select code, date, pre_close, high, low, close, open from t_security_daily where code in %s and date>=%s order by date desc',
(tem_codes, starttime))
for item in items:
code = item['code']
date = item['date']
if code not in code_items_rel.keys():
code_items_rel.setdefault(code, [item])
else:
code_items_rel[code].append(item)
count = count + 1
log.log('Code: ' + code + " Date: " + date)
if tem_codes.__len__() != pagesize or count >= total:
break
fromindex = fromindex + pagesize
me.setdefault('code_items_rel', code_items_rel)
#code_lastestClose_rel
code_lastestItem_rel = {}
items = dao.select(
'select code, date, pre_close, high, low, close, open from t_security_daily where date in (select max(date) max from t_security_daily) order by date desc',
())
for item in items:
code = item['code']
code_lastestItem_rel.setdefault(code, item)
me.setdefault('code_lastestItem_rel', code_lastestItem_rel)
def _get_contours(array):
major = Util.get_opencv_version()[0]
if major == 3:
_, contours, _ = cv2.findContours(array, cv2.RETR_TREE,
cv2.CHAIN_APPROX_NONE)
else:
_, contours = cv2.findContours(array, cv2.RETR_TREE,
cv2.CHAIN_APPROX_NONE)
return contours
def _get_roi(size, ratio=0.42, position='tl'):
'''
根据缩放比计算指定的举行区域的坐标
Parameters
:param size: 图像大小
:param ratio: 缩放比
:param position: 缩放方式
'''
width, height = Util.round_int(size[0] * ratio), Util.round_int(size[1] *
ratio)
if position == 'tl':
x, y = 0, 0
elif position == 'tr':
x, y = size[0] - width, 0
elif position == 'bl':
x, y = 0, size[1] - height
elif position == 'br':
x, y = size[0] - width, size[1] - height
return (x, y, width, height)
def listen():
denyCodes = []
code_items_rel = me['code_items_rel']
code_preCloseDistance_rel = me['code_preCloseDistance_rel']
candidates = me['candidates']
codes = [item[0] for item in candidates]
while True:
if util.getHMS() > '15:00:00': break
ret = util.getRealTime_Prices(codes)
code_price_rel = ret['code_price_rel']
code_rate_rel = ret['code_rate_rel']
for code in code_price_rel.keys():
if code not in code_rate_rel.keys(
) or code_rate_rel[code] > Listen_CurrentLimitRate:
continue
if code in denyCodes: continue
nowDistance = 0
for item in code_items_rel[code]:
close = float(item['close'])
if code_price_rel[code] >= close:
nowDistance = nowDistance + 1
else:
break
distance = nowDistance - code_preCloseDistance_rel[code]
#print(distance)
# 发现符合标的，发送通知给我审核
if distance > Filter_High_Distance:
try:
requests.get(
'http://95.163.200.245:64210/smtpclient/zhuizhang_allow_security_buy/'
+ code + '/[email protected]')
except:
time.sleep(5)
log.log("Send: " + code + " Distance: " + str(distance))
denyCodes.append(code)
time.sleep(10)
def _get_tip_position(array, contour, verbose=False):
approx_contour = cv2.approxPolyDP(contour,
0.08 * cv2.arcLength(contour, True),
True)
convex_points = cv2.convexHull(approx_contour, returnPoints=True)
cx, cy = 999, 999
for point in convex_points:
cur_cx, cur_cy = point[0][0], point[0][1]
if verbose:
cv2.circle(array, (cur_cx, cur_cy), 4, _COLOR_GREEN, 4)
if (cur_cy < cy):
cx, cy = cur_cx, cur_cy
(screen_x, screen_y) = pyautogui.size()
height, width, _ = array.shape
x = Util.round_int((float(cx)) / (width - 0) * (screen_x + 1))
y = Util.round_int((float(cy)) / (height - 0) * (screen_y + 1))
return (array, (x, y))
def init():
#（1） 更新t_position，没有就插入
dao.updateAllPosition(max, jqdata_security)
#（2） 更新CTA_setting.json
with open('CTA_setting.json', 'w') as json_file:
json_file.write(
json.dumps([{
"name":
strategy,
"className":
strategy,
"vtSymbol":
util.get_CTA_setting_dominant_future(
jqSecurity=jqdata_security)
}]))
print "################# My t_position and CTA_setting.json REFRESH! ######################"
def runParentProcess():
"""父进程运行函数"""
# 创建日志引擎
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.info(u'启动CTA策略守护父进程')
DAY_START = time(8, 45) # 日盘启动和停止时间
DAY_END = time(15, 30)
NIGHT_START = time(20, 45) # 夜盘启动和停止时间
NIGHT_END = time(2, 45)
p = None # 子进程句柄
while True:
currentTime = datetime.now().time()
recording = False
# 判断当前处于的时间段
if ((currentTime >= DAY_START and currentTime <= DAY_END) or
(currentTime >= NIGHT_START) or
(currentTime <= NIGHT_END)):
recording = True
# 记录时间则需要启动子进程
if recording and p is None:
if util.isOpenFromJqdata() is False:
sleep(3600)
continue
le.info(u'启动子进程')
p = multiprocessing.Process(target=runChildProcess)
p.start()
le.info(u'子进程启动成功')
# 非记录时间则退出子进程
if not recording and p is not None:
le.info(u'关闭子进程')
p.terminate()
p.join()
p = None
le.info(u'子进程关闭成功')
sleep(5)
def init():
#（1） 更新t_position，没有就插入
dao.updateAllPosition(duo=duo, kon=kon, max=max, security=jqdata_security)
#（2） 更新CTA_setting.json
vtSymbol = util.get_CTA_setting_dominant_future(jqSecurity=jqdata_security)
#（3）riskcontrol重设
controlRisk = ControlRisk(security=jqdata_security, ctaEngine=None)
controlRisk.releaseAll()
controlRisk.setOpenKonPrice(price=init_realOpenKonPrice)
controlRisk.setOpenDuoPrice(price=init_realOpenDuoPrice)
if init_realOpenDuoPrice is not None or init_realOpenKonPrice is not None:
controlRisk.activeLocking()
with open('CTA_setting.json', 'w') as json_file:
json_file.write(
json.dumps([{
"name": strategy,
"className": strategy,
"vtSymbol": vtSymbol
}]))
print "################# My t_position and CTA_setting.json REFRESH! ######################"
def start(startTime=None,
jqSecurity=None,
frequency=None,
enableBuy=None,
enableShort=None):
security = jqSecurity #'FG9999.XZCE' 'RB9999.XSGE' 'JM9999.XDCE'
status = Status()
frequency = frequency
strategyBase = MutilEMaStrategyBase(security=security,
status=status,
ctaTemplate=None,
frequency=frequency,
jqDataAccount='13268108673',
jqDataPassword='******',
enableTrade=False,
enableBuy=enableBuy,
enableShort=enableShort)
times = util.getTimeSerial(startTime, count=1000 * 800, periodSec=12)
for t in times:
if strategyBase.startJudgeAndRefreshStatus(t):
strategyBase.trade(None)
requests.get(
'http://95.163.200.245:64210/smtpclient/zhuizhang_allow_security_buy/'
+ code + '/[email protected]')
except:
time.sleep(5)
log.log("Send: " + code + " Distance: " + str(distance))
denyCodes.append(code)
time.sleep(10)
log.log("Start Mode_ZhuiZhang")
prepareComplete = False
filterComplete = False
while True:
today = util.getYMD()
now = util.getHMS()
if prepareComplete is False and (util.isOpen(today) and now > '09:00:00'):
log.log('start prepare...')
prepare()
prepareComplete = True
if filterComplete is False and (util.isOpen(today) and now > '09:00:00'):
log.log('start filter...')
filter()
filterComplete = True
if util.isOpen(today) and '09:30:00' < now < '15:00:00':
log.log('start listen...')
listen()
me = {}
prepareComplete = False
filterComplete = False
def notifyVolumeUnusual(security):
currentTimeString = util.getYMDHMS()
a = '<a href="http://107.182.31.161:5288/">查看行情</a>'
sendEmail(subject='[' + str(currentTimeString) + '] 瞬间成交量大增_' + security,
content='' + a)
close_rate = round((close - pre_close) / pre_close * 100, 2)
open_rate = round((open - pre_close) / pre_close * 100, 2)
high_rate = round((high - pre_close) / pre_close * 100, 2)
if open_rate > 5:
continue
if high_rate >= 9.89:
highIsZhangting_count = highIsZhangting_count + 1
if close_rate >= 9.89:
closeIsZhangting_count = closeIsZhangting_count + 1
_log("Success Code: " + code)
if high_rate >= 9.89 and close_rate < 9.89:
_log("Fail Code: " + code)
if highIsZhangting_count == 0:
_log("tradingDate: " + tradingDate + " sr: 0.00")
else:
_log("tradingDate: " + tradingDate + " sr: " +
str(round(closeIsZhangting_count / highIsZhangting_count *
100, 2)))
tradingDate = '2018-08-17'
while True:
_log("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@Start Testing: " +
tradingDate)
prepare(tradingDate)
testZhangtingSuccessRate(tradingDate)
tradingDate = util.preOpenDate(tradingDate, 1)
me = {}
def controlOnTick(self, tick):
if self.realOpenDuoPrice is not None and self.realOpenKonPrice is not None:
smtp.notifyError('realOpenDuoPrice和realOpenKonPrice都不为空，将中止进程')
exit()
# 监听区域!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!##########################################
# 持有多仓风控计算实时盈亏
rate = None
if self.realOpenKonPrice is not None:
openPrice = self.realOpenKonPrice
rate = round((openPrice - tick.lastPrice) / openPrice, 8) * 100
print '[' + str(
util.getYMDHMS()) + '] RiskControl realOpenKonPrice: ' + str(
self.realOpenDuoPrice) + ' rate: ' + str(rate)
if rate < RiskControlRate:
self.lockActionToken = True # 发出放狗指令
if self.locking is True and rate > -RiskControlRate:
self.unlockActionToken = True # 发出放狗指令
# 持有空仓风控计算实时盈亏
elif self.realOpenDuoPrice is not None:
openPrice = self.realOpenDuoPrice
rate = round((tick.lastPrice - openPrice) / openPrice, 8) * 100
print '[' + str(
util.getYMDHMS()) + '] RiskControl realOpenDuoPrice: ' + str(
self.realOpenDuoPrice) + ' rate: ' + str(rate)
if rate < RiskControlRate:
self.lockActionToken = True # 发出放狗指令
if self.locking is True and rate > -RiskControlRate:
self.unlockActionToken = True # 发出放狗指令
#Return的话，说明还没有开仓，或者开仓时候没有设置这两个值
if self.realOpenDuoPrice is None and self.realOpenKonPrice is None:
return
# 动作执行区域!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!##########################################
# 锁动作执行
if self.lockActionToken is True and self.locking is False:
if self.realOpenKonPrice is not None:
if self.ctaEngine is not None:
self.ctaEngine.cover(
tick.upperLimit * 0.995, int32(self.maxPosition)
) # 平空!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
smtp.notifyLockKon(security=self.security)
if self.realOpenDuoPrice is not None:
if self.ctaEngine is not None:
self.ctaEngine.sell(
tick.lowerLimit * 1.005, int32(self.maxPosition)
) # 平多!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
smtp.notifyLockDuo(security=self.security)
self.locking = True
# 持久化，下次策略重载时风控对象重新初始化从数据库读取
dao.activeLocking(security=self.security)
self.lockActionToken = False
# 解锁动作执行
if self.unlockActionToken is True and self.locking is True:
if self.realOpenKonPrice is not None:
if self.ctaEngine is not None:
smtp.notifyUnLockKon(security=self.security)
if self.realOpenDuoPrice is not None:
if self.ctaEngine is not None:
smtp.notifyUnLockDuo(security=self.security)
self.locking = False
# 持久化，下次策略重载时风控对象重新初始化从数据库读取
dao.releaseLocking(security=self.security)
self.unlockActionToken = False
def notifyError(content):
currentTimeString = util.getYMDHMS()
sendEmail(subject='[' + str(currentTimeString) + '] 错误：' + content,
content=str(content))
def grdetect(array, verbose=False):
event = Event(Event.NONE)
copy = array.copy()
array = _remove_background(array) # 移除背景, add by wnavy
'''
gray = Util.to_grayscale(array) # 转化为灰度图像
blur = cv2.GaussianBlur(gray, ksize = _DEFAULT_GAUSSIAN_BLUR_KERNEL, sigmaX = 0) # 高斯滤波
_, thresh = cv2.threshold(blur, 0, 255, _DEFAULT_THRESHOLD_TYPE) # 图像二值化
'''
thresh = _bodyskin_detetc(array)
if verbose:
cv2.imshow('pygr.HoverPad.roi.threshold', thresh)
contours = _get_contours(thresh.copy())
largecont = max(contours, key=lambda contour: cv2.contourArea(contour))
if verbose:
roi = cv2.boundingRect(largecont)
copy = Util.mount_roi(copy, roi, color=_COLOR_RED)
convexHull = cv2.convexHull(largecont)
if verbose:
_draw_contours(copy, contours, -1, _COLOR_RED, 0)
_draw_contours(copy, [largecont], 0, _COLOR_GREEN, 0)
_draw_contours(copy, [convexHull], 0, _COLOR_GREEN, 0)
hull = cv2.convexHull(largecont, returnPoints=False)
defects = cv2.convexityDefects(largecont, hull)
if defects is not None:
copy, ndefects = _get_defects_count(copy,
largecont,
defects,
verbose=verbose)
if ndefects == 0:
copy, tip = _get_tip_position(copy, largecont, verbose=verbose)
event.setTip(tip)
# TODO: check for a single finger.
# event.setType(Event.ROCK)
event.setType(Event.ZERO)
elif ndefects == 1:
# TODO: check for an Event.LIZARD
# event.setType(Event.SCISSOR)
event.setType(Event.TWO)
elif ndefects == 2:
# event.setType(Event.SPOCK)
event.setType(Event.THREE)
elif ndefects == 3:
event.setType(Event.FOUR)
elif ndefects == 4:
# event.setType(Event.PAPER)
event.setType(Event.FIVE)
if verbose:
cv2.imshow('pygr.HoverPad.roi', copy)
if verbose:
return copy, event
else:
return event
def log(content):
string = "[Time: " + util.getYMDHMS() + "]: " + str(content)
print(string)
return string
def notifyCloseDuo(security, currentTimeString=None):
if currentTimeString is None:
currentTimeString = util.getYMDHMS()
a = '<a href="http://107.182.31.161:5288/">查看行情</a>'
sendEmail(subject='[' + str(currentTimeString) + '] Duo平_' + security,
content='' + a)
def notifyLockDuo(security):
currentTimeString = util.getYMDHMS()
a = '<a href="http://107.182.31.161:5288/">查看行情</a>'
sendEmail(subject='[' + str(currentTimeString) + '] 锁多（平多仓）_' + security,
content='' + a)