def getSpot(code):
"""
获取汇率对的实时汇率,用于把本金转化为美元
"""
if code.strip().upper() == 'USD':
return 1.0
else:
code1 = 'USD' + code.strip().upper()
code2 = code.strip().upper() + 'USD'
mongo = mongodb()
data = mongo.select('kline_new', {
'type': '0',
'code': {
'$in': [code1, code2]
}
})
mongo.close()
if data != []:
data = data[0]
if data['code'][:3] == 'USD':
return 1.0 / (data['Close'] / data['PriceWeight'])
else:
return data['Close'] / 1.0 / data['PriceWeight']
else:
return None
def simulate(code,start_time,end_time):
m = mongodb()
start_time = start_time+' 00:00:00'
end_time = end_time+' 00:00:00'
data = m.select('kline',{'code':code,'type':'5','Time':{'$gte':start_time,'$lte':end_time}})
if data ==[]:
return []
else:
rate = map(lambda x:x.get('Close')/1.0/x.get('PriceWeight'),data)
def setrate():
from database.database import mongodb ## mongo connect
from help.help import getNow, strTostr ##get current datetime
key = {'code': True}
Time = strTostr(getNow('%Y-%m-%d'))
initial = {'Time': Time}
reduces = """function(doc,prev){
if (prev.Time>doc.Time){
prev.Time = doc.Time
}}"""
condition = {'type': '5'}
db = mongodb()
rate = db.group('kline', key, condition, initial, reduces)
rate = map(lambda x: {x['code']: x['Time'].split()[0]}, rate)
globalrate.rate = reduce(lambda x, y: dict(x, **y), rate)
db.close()
def getCNHCNY(_type):
"""
获取美元对人民币的汇率
_type.upper()=='CNH' ###离岸人民币
_type.upper()=='CNY' ###在岸人民币
"""
code = 'USD' + _type.strip().upper()
mongo = mongodb()
data = mongo.select('kline_new', {'type': '0', 'code': code})
mongo.close()
if data != []:
data = data[0]
return data['Close'] / 1.0 / data['PriceWeight']
else:
return None
def __init__(self, Lock, Now):
#Now = getNow()
#Now = strTodate(Now,'%Y-%m-%d %H:%M:%S')
option.__init__(self)
# self.delta =delta
self.table = table_frs_option
self.writetable = table_write_tmp
self.Lock = Lock
#self.Now = Now
if testlag: ##调用测试数据
from test.test import getDataFromMongo
# self.trfdata, self.data = getDataFromMongo(Now)
self.cumputeLost()
#self.cumputeLost()
else:
self.mongo = mongodb()
self.Now = strTodate(Now, '%Y-%m-%d %H:%M:%S')
self.getDataFromPostgres() ##从post提取数据
def getR(Currency):
"""
获取货币对的最新汇率
"""
error = None
#sendData=({'errMsg':error,'errCode':0,'data':None})
try:
mongo = mongodb()
R = mongo.select('kline_new', {'type': '0', 'code': {'$in': Currency}})
R = reduce(
lambda x, y: dict(x, **y),
map(
lambda lst:
{lst['code']: lst['Close'] / 1.0 / lst['PriceWeight']}, R))
mongo.close()
except:
R = None
if R is None:
## 判断是否找到数据
sendData = {
'errMsg': '{} not fund!\n'.format(Currency),
'errCode': 4,
'data': None
} ##汇率缺失
return sendData
if len(R) != len(Currency):
error = 'The currencyPair not fund:\n'
for currency in Currency:
if currency not in R.keys():
if error is None:
error = "%s not fund!\n" % currency
else:
error += "%s not fund!\n" % currency
sendData = {'errMsg': error, 'errCode': 4, 'data': None} ##汇率缺失
else:
sendData = {'errMsg': None, 'errCode': 0, 'data': R}
return sendData
def gethistory(Currency):
"""获取汇率对的历史收盘价"""
data = []
try:
mongo = mongodb()
data = mongo.select('kline', {'type': '5', 'code': Currency})
mongo.close()
except:
pass
if data != []:
data = pd.DataFrame(data)
data = data[['Time', 'Close', 'PriceWeight']]
data['Close'] = data['Close'] / data['PriceWeight']
#data['High'] = data['High']/data['PriceWeight']
#data['Open'] = data['Open']/data['PriceWeight']
#data['LastClose'] = data['LastClose']/data['PriceWeight']
#data['Low'] = data['Low']/data['PriceWeight']
data['Time'] = data['Time'].map(
lambda x: strTostr(x, '%Y-%m-%d %H:%M:%S', '%Y-%m-%d'))
data = data[['Time', 'Close']]
return data