def get_bid5_price(market_data):
price = round(market_data['bid5_px'], 2)
if price > 0:
return price
log_helper.warn('the price might meet DownLimit')
price = round(market_data['bid1_px'], 2)
if price > 0:
return price
return round(market_data['ask1_px'], 2)
def cache_tile(tile, file_name):
if not tile.decoded_data:
warn("Trying to cache a tile without data: {}", tile)
file_path = os.path.join(FileHelper.get_cache_directory(), file_name)
try:
with open(file_path, 'wb') as f:
pickle.dump(tile, f, pickle.HIGHEST_PROTOCOL)
except:
debug("Error while writing tile '{}' to cache", str(tile))
def close_connection(self):
"""
* Closes the current db connection
:return:
"""
if self.conn:
try:
self.conn.close()
debug("Connection closed")
except:
warn("Closing connection failed: {}".format(sys.exc_info()))
self.conn = None
def sell_work(context,
data_cache_manager,
pool_item_cache,
pool_name,
trigger_condition_check,
mdHelper=None):
for tempUser in pool_item_cache:
poolItemList = list(pool_item_cache[tempUser].values())
for poolItem in itertools.chain.from_iterable(poolItemList):
if poolItem.is_sent_order:
continue
vol = int(poolItem.vol)
marketData = context.market_depths_df.ix[poolItem.stock]
last_px = marketData['last_px']
if last_px <= 0:
continue
need_trigger = False
pre_close = marketData['pre_close']
if not trigger_condition_check(
poolItem, marketData, mdHelper=mdHelper):
continue
positions = data_cache_manager.accounts[tempUser][
'position'].set_index('StockCode')
if poolItem.stock not in positions.index:
log_helper.warn('no position on {0} when stop loss'.format(
poolItem.stock))
continue
available_sell_vol = positions['CoverableSize'][poolItem.stock]
if available_sell_vol == 0:
log_helper.warn('0 position on {0} when stop loss'.format(
poolItem.stock))
continue
if vol > available_sell_vol > 0:
vol = available_sell_vol
if poolItem.waySell == u'追五挂单':
order_price = common.get_bid5_price(marketData)
poolItem.is_sent_order = True
state = data_cache_manager.accounts[tempUser]['tradeApi'].sell(
poolItem.stock, order_price, vol)
log_helper.info(
'[user:{0}][{1} sell stock({2}) at price:{3}]@{4}. state:{5}'
.format(tempUser, pool_name, poolItem.stock, order_price,
vol, state))
state = state.splitlines()
state = [i.split('\t') for i in state]
if len(state) > 1:
poolItem.state = str(
pd.DataFrame(state[1:], columns=state[0]).iloc[0, 0])
def clear_cache():
"""
* Removes all files from the cache
"""
cache = os.path.join(FileHelper.get_cache_directory())
if not os.path.exists(cache):
return
files = glob.glob(os.path.join(cache, "*"))
for f in files:
try:
os.remove(f)
except:
warn("File could not be deleted: {}", f)
def load_url(url):
reply = FileHelper.load_url_async(url)
while not reply.isFinished():
QApplication.processEvents()
http_status_code = reply.attribute(
QNetworkRequest.HttpStatusCodeAttribute)
if http_status_code == 200:
content = reply.readAll().data()
else:
if http_status_code is None:
content = "Request failed: {}".format(reply.errorString())
else:
content = "Request failed: HTTP status {}".format(
http_status_code)
warn(content)
return http_status_code, content
def add_pool_item(self, line_edit_account, stock, combo_pos, dict_cache, targetTableWidget, price_way, apply_all = False):
userName = qs2ps(line_edit_account.text())
if len(userName) > 0:
pos = qs2ps(combo_pos.currentText())
if apply_all:
for userName in dict_cache.keys():
poolItem = BasePoolItem(stock, pos, price_way)
if poolItem.stock not in dict_cache[userName].keys():
dict_cache[userName][poolItem.stock] = poolItem
log_helper.info('[info] [apply all] add {0} for user:{1}'.format(poolItem.log_str(), userName))
else:
poolItem = BasePoolItem(stock, pos, price_way)
if poolItem.stock not in dict_cache[userName].keys():
dict_cache[userName][poolItem.stock] = poolItem
log_helper.info('[info]add {0} for user:{1}'.format(poolItem.log_str(), userName))
self.update_table_widget(targetTableWidget, line_edit_account, dict_cache)
else:
log_helper.warn(u"[warn]请先选中账户")
return None
def update_table_widget(self, targetTableWidget, line_edit_account, dict_cache):
curAcc = qs2ps(line_edit_account.text())
if len(curAcc) == 0:
log_helper.warn(u"[warn]请先选中账户")
return
targetTableWidget.clearContents()
if curAcc not in dict_cache.keys():
log_helper.warn('[warn] {0} not in cache'.format(curAcc))
dict_cache[curAcc] = OrderedDict()
return
current_account_cache = dict_cache[curAcc]
entrust = self.accounts[curAcc]['entrustAll']
i = 0
for item in current_account_cache.values():
k = 0
targetTableWidget.setItem(i, k, QtGui.QTableWidgetItem(item.stock))
k += 1
targetTableWidget.setItem(i, k, QtGui.QTableWidgetItem(get_stock_name(item.stock)))
k += 1
targetTableWidget.setItem(i, k, QtGui.QTableWidgetItem(item.pos))
table_name = str(qs2ps(targetTableWidget.objectName()))
#print('targetTableWidget.objectName:', table_name)
# 把所有委托编号对应的成交信息返回到界面
state = item.state
#print('account:', curAcc, ' table:', targetTableWidget.objectName, ' state:', state)
if state is None:
i += 1
continue
targetTableWidget.setItem(i, k, QtGui.QTableWidgetItem(state))
if state in entrust['EntruId'].values:
info = entrust[entrust['EntruId'] == state]
#log_helper.info('info:{0}, state:{1}, {2}'.format(info, state, info['OrderState'].iloc[0]))
targetTableWidget.setItem(i, k, QtGui.QTableWidgetItem(info['OrderState'].iloc[0]))
i += 1
def is_mapbox_vector_tile(self):
"""
* A .mbtiles file is a Mapbox Vector Tile if the binary tile data is gzipped.
:return:
"""
debug("Checking if file corresponds to Mapbox format (i.e. gzipped)")
is_mapbox_pbf = False
try:
tile_data_tuples = self.load_tiles(max_tiles=1, zoom_level=None)
if len(tile_data_tuples) == 1:
undecoded_data = tile_data_tuples[0][1]
if undecoded_data:
is_mapbox_pbf = FileHelper.is_gzipped(undecoded_data)
if is_mapbox_pbf:
debug("File is valid mbtiles")
else:
debug("pbf is not gzipped")
except:
warn(
"Something went wrong. This file doesn't seem to be a Mapbox Vector Tile. {}",
sys.exc_info())
return is_mapbox_pbf
def get_tile_bounds(zoom, bounds, scheme="xyz"):
"""
* Returns the tile boundaries in XYZ scheme in the form [(x_min, y_min), (x_max, y_max)] where both values are tuples
:param scheme:
:param zoom:
:param bounds:
:return:
"""
if scheme not in ["xyz", "tms"]:
raise RuntimeError("Scheme not supported: {}".format(scheme))
if not bounds:
warn("Bounds is not available")
tile_bounds = None
if bounds:
lng_min = bounds[0]
lat_min = bounds[1]
lng_max = bounds[2]
lat_max = bounds[3]
xy_min = latlon_to_tile(zoom, lat_max, lng_min, scheme)
xy_max = latlon_to_tile(zoom, lat_min, lng_max, scheme)
x_min = int(min(xy_min[0], xy_max[0]))
x_max = int(max(xy_min[0], xy_max[0]))
y_min = int(min(xy_min[1], xy_max[1]))
y_max = int(max(xy_min[1], xy_max[1]))
tile_bounds = {
"zoom": int(zoom),
"x_min": int(x_min),
"x_max": int(x_max),
"y_min": int(y_min),
"y_max": int(y_max),
"width": int(x_max-x_min+1),
"height": int(y_max-y_min+1)
}
return tile_bounds
def buy_up_limit_work(context, data_cache_manager, pool_item_cache, pool_name):
for tempUser in pool_item_cache:
try:
if tempUser not in data_cache_manager.accounts.keys():
#log_helper.warn('account {0} not exist for pool {1}'.format(tempUser, pool_name))
continue
if data_cache_manager.exceed_max_trade_count(tempUser, pool_name):
log_helper.warn(
'{0} exceed max trade times at pool {1}'.format(
tempUser, pool_name))
time.sleep(15)
continue
posLimit = common.get_total_max_position_percent(
data_cache_manager.accounts[tempUser]['posLimit'])
usable = data_cache_manager.accounts[tempUser]['usable']
asset = data_cache_manager.accounts[tempUser]['asset']
poolItemList = list(pool_item_cache[tempUser].values())
total_pos = 0.0
for poolItem in poolItemList:
if poolItem.is_sent_order:
continue
pos = common.percent2float(poolItem.pos)
total_pos += pos
if not common.check_position_limit(data_cache_manager.accounts,
tempUser,
to_buy_percent=total_pos,
max_limit=posLimit):
poolItem.state = u'仓位超{0}'.format(posLimit)
continue
if poolItem.stock not in context.market_depths_df.index:
log_helper.warn(
'failed to get market data for stock:{0}'.format(
poolItem.stock))
continue
market_data = context.market_depths_df.ix[poolItem.stock]
pre_close = market_data['pre_close']
if pre_close <= 0:
continue
high_limit = round(pre_close * 1.1, 2)
if common.is_open_high_limit(market_data):
continue
last_px = market_data['last_px']
if last_px < (high_limit - 0.01):
continue
price = high_limit
vol = common.get_order_vol(asset, pos, price)
poolItem.is_sent_order = True
state = data_cache_manager.accounts[tempUser]['tradeApi'].buy(
poolItem.stock, price, vol)
log_helper.info(
'[{0}]{1} buy {2} at {3} @ {4} state:{5}'.format(
tempUser, pool_name, poolItem.stock, price, vol,
state))
state = state.splitlines()
state = [i.split('\t') for i in state]
if len(state) > 1:
poolItem.state = str(
pd.DataFrame(state[1:], columns=state[0]).iloc[0, 0])
data_cache_manager.orderid2pooldict[common.get_order_key(
tempUser, poolItem.state)] = pool_name
data_cache_manager.add_orderid_to_dict(
pool_name, poolItem.stock, poolItem.state, tempUser)
except Exception, e:
log_helper.error(u'[error]请检查{0}买入条件单是否正确:{1}'.format(
pool_name, e))