def run(self):
data = self.task.data
db = mysql_db.Mysql()
cursor = db._cursor
actions = self.task.action.split('/')
market = actions[1]
chs = self.task.data['ch'].split('.')
symbol = chs[1]
records = data['tick']['data']
for record in records:
date = time.strftime("%Y%m%d", time.localtime())
datetime = time.strftime("%Y%m%d%H%M%S", time.localtime())
sql = "INSERT INTO `trade` (`market`, `symbol`, `price`,`amount`,`time`,`direction`,`trade_id`,`create_date`,`create_time`) VALUES ('%s', '%s', '%G', '%G', '%d', '%s', '%d','%s','%s')" % (
market, symbol, record['price'], record['amount'],
record['ts'], record['direction'], record['id'], date,
datetime)
try:
cursor.execute(sql)
db.commit()
except BaseException as e:
logging.error(record)
logging.error(e)
db.rollback()
db.dispose()
def update_kline_data(self, market, symbol, period, record, db):
# 连接MySQL数据库
db = mysql_db.Mysql()
cursor = db._cursor
date = time.strftime("%Y%m%d", time.localtime())
datetime = time.strftime("%Y%m%d%H%M%S", time.localtime())
s_uuid = ''.join(str(uuid.uuid1()).split('-'))
sql = "INSERT INTO `kline` (`id`, `market`, `symbol`,`period`, `kid`,`count`,`amount`,`open`,`close`,`low`,`high`,`vol`,`create_date`,`create_time`) VALUES ('%s', '%s', '%s', '%s', '%d', '%d', '%G', '%G', '%G','%G','%G','%G','%s','%s')" % (
s_uuid, market, symbol, period, record['id'], record['count'], record['amount'], record['open'], record['close'], record['low'], record['high'], record['vol'], date, datetime)
try:
querySQL = "delete from kline where market='%s' and symbol='%s' and period='%s' and kid='%d'" % (
market, symbol, period, record['id'])
cursor.execute(querySQL)
except BaseException as e:
logging.error(record)
logging.error(e)
try:
cursor.execute(sql)
db.commit()
except BaseException as e:
logging.error(record)
logging.error(e)
#db.rollback()
return True
def run(self):
data = self.task.data
# 连接MySQL数据库
db = mysql_db.Mysql()
cursor = db._cursor
actions = self.task.action.split('/')
market = actions[1]
chs = self.task.data['ch'].split('.')
symbol = chs[1]
period = chs[3]
if actions[2] == 'ws':
record = data['tick']
self.update_kline_data(market, symbol, period, record, db)
ctx = context.get_context()
if ctx != None:
tick_task = {'market': market, 'dtype': 'kline', 'symbol': symbol, 'did': record['id'], 'period': period}
ctx['app'].pub_task( None, 'exbroker/kline/tick', '0', tick_task)
else:
for record in data['data']:
ret = self.update_kline_data(market, symbol, period, record, db)
db.dispose()
def run(self):
first = True
# 连接MySQL数据库
db = mysql_db.Mysql()
cursor = db._cursor
while True:
sql_query = "SELECT * FROM market_schedule WHERE next_run_time < '%d'" % time.time(
)
try:
results = cursor.execute(sql_query)
except BaseException as ex:
logging.error(ex)
break
results = cursor.fetchall()
for row in results:
reqs = row['reqs'].split(',')
for req in reqs:
req_str = row['req_tpl'] % req
if first and row['req_first_tpl'] != None:
req_str = row['req_first_tpl'] % req
req_data = json.loads(req_str)
ev = events.Event(row['action'], str(1), req_data)
logging.debug(row['action'] + ':' + req_str)
if self.service.ctx != None:
r = self.service.ctx['app'].evt_mng.pub_event(ev)
next_time = time.time() + 60
if row['freq'] == 'd':
next_time = time.time() + 60 * 60 * 24
sql_update = "update market_schedule set last_run_time=%d, next_run_time=%d where id='%s'" % (
time.time(), next_time, row['id'])
try:
cursor.execute(sql_update)
db.commit()
except BaseException as ex:
logging.error(ex)
db.rollback()
break
if first:
first = False
r = self.task_process()
if r:
break
time.sleep(1)
db.dispose()
def run(self):
# 连接MySQL数据库
db = mysql_db.Mysql()
cursor = db._cursor
topic = self.task.data['dtype']
if self.task.data['dtype'] == 'kline':
topic = topic + '.' + \
self.task.data['symbol'] + '.' + self.task.data['period']
sql_query = "SELECT * FROM strategy_tick WHERE market='%s' and topic='%s' and status='00'" % (
self.task.data['market'], topic)
try:
results = cursor.execute(sql_query)
except BaseException as ex:
logging.error(ex)
db.dispose(0)
return
results = cursor.fetchall()
for row in results:
action = row['action']
logging.debug(action + ":" + row['data'])
task_data = json.loads(row['data'])
task_data['id'] = row['strategy_id']
task_data['uid'] = row['uid']
task_data['type'] = 'tick'
task_data['market'] = self.task.data['market']
task_data['did'] = self.task.data['did']
ctx = context.get_context()
if ctx != None:
ctx['app'].pub_task(None, action, '0', task_data)
sql_update = "update strategy_tick set last_run_time=%d where id='%s'" % (
time.time(), row['id'])
try:
cursor.execute(sql_update)
db.commit()
except BaseException as ex:
logging.error(ex)
db.rollback()
break
db.dispose()
def run(self):
data = self.task.data
return
db = mysql_db.Mysql()
cursor = db._cursor
actions = self.task.action.split('/')
market = actions[1]
chs = self.task.data['ch'].split('.')
symbol = chs[1]
record = data['tick']
ktype = chs[3]
date = time.strftime("%Y%m%d", time.localtime())
datetime = time.strftime("%Y%m%d%H%M%S", time.localtime())
sql = "INSERT INTO `depth` (`market`, `symbol`,`ktype`, `kid`,`count`,`amount`,`open`,`close`,`low`,`high`,`vol`,`create_date`,`create_time`) VALUES ('%s', '%s', '%s', '%d', '%d', '%G', '%G', '%G','%G','%G','%G','%s','%s')" % (
market, symbol, ktype, record['id'], record['count'],
record['amount'], record['open'], record['close'], record['low'],
record['high'], record['vol'], date, datetime)
try:
querySQL = "SELECT count(1) as num from kline where market='%s' and symbol='%s' and ktype='%s' and kid='%d'" % (
market, symbol, ktype, record['id'])
cursor.execute(querySQL)
row = cursor.fetchone()
if row != None and row['num'] > 0:
return
except BaseException as e:
logging.error(data)
logging.error(e)
try:
cursor.execute(sql)
db.commit()
except BaseException as e:
logging.error(data)
logging.error(e)
db.rollback()
finally:
db.dispose()
def order(self, market, symbol, amount, price):
db = mysql_db.Mysql()
s_uuid = ''.join(str(uuid.uuid1()).split('-'))
cur_time = time.time()
action = 'buy'
vol = amount
if amount < 0:
action = 'sell'
vol = 0 - amount
attrs = {
'id': s_uuid,
'uid': self._uid,
'strategy_id': self.strategy_id,
'market': market,
'symbol': symbol,
'time': '%d' % cur_time,
'action': action,
'status': '00',
'price': '%G' % price,
'vol': '%G' % vol,
'amount': '%G' % (price * vol),
'did': '%d' % self.did,
'create_date': time.strftime("%Y%m%d", time.localtime(cur_time)),
'create_time': time.strftime("%Y%m%d%H%M%S",
time.localtime(cur_time)),
}
try:
db._insertDic('tx', attrs)
logging.info(
'order stategy[%s] market[%s] symbol[%s] amount[%f] price[%s]'
% (self.strategy_id, market, symbol, amount, price))
except BaseException as ex:
logging.error(ex)
db.dispose()
def run(self):
# 连接MySQL数据库
db = mysql_db.Mysql()
cursor = db._cursor
last_sec = None
while True:
r = self.task_process()
if r:
break
cur_time = time.localtime()
cur_sec = time.strftime("%Y%m%d%H%M", cur_time)
cur_min = time.strftime("%Y%m%d%H%M", cur_time)
cur_day = time.strftime("%Y%m%d", cur_time)
if last_sec != None and last_sec == cur_sec:
time.sleep(1)
continue
sql_query = "SELECT * FROM strategy_schedule WHERE next_run_time < '%d' and status='00'" % time.time(
)
try:
results = cursor.execute(sql_query)
except BaseException as ex:
logging.error(ex)
break
results = cursor.fetchall()
for row in results:
action = row['action']
last_time = time.localtime(row['last_run_time'])
if row['freq'] == 'd' and cur_time.tm_mon == last_time.tm_mon and cur_time.tm_mday == last_time.tm_mday:
continue
logging.debug(action + ":" + row['data'])
did = time.mktime(time.strptime(cur_sec, '%Y%m%d%H%M'))
if row['freq'] == 'd':
did = time.mktime(time.strptime(cur_day, '%Y%m%d'))
task_data = json.loads(row['data'])
task_data['id'] = row['strategy_id']
task_data['uid'] = row['uid']
task_data['did'] = did
next_time1 = time.strftime("%Y%m%d%H%M",
time.localtime(time.time() + 60))
next_time = time.mktime(time.strptime(next_time1,
'%Y%m%d%H%M'))
if row['freq'] == 'd':
next_time1 = time.strftime(
"%Y%m%d", time.localtime(time.time() + 60 * 60 * 24))
next_time = time.mktime(time.strptime(
next_time1, '%Y%m%d'))
if self.service.ctx != None:
self.service.ctx['app'].pub_task(None, action, '0',
task_data)
sql_update = "update strategy_schedule set last_run_time=%d, next_run_time=%d where id='%s'" % (
time.time(), next_time, row['id'])
try:
cursor.execute(sql_update)
db.commit()
except BaseException as ex:
logging.error(ex)
db.rollback()
break
last_sec = cur_sec
db.dispose()