def account_record_creat(token, report_date, db):
"""资产每日记录"""
if not is_report:
return True
# 查询账户信息
raw_data = {}
raw_data['flt'] = {"account_id": token}
db_data = DBData(db_name=SETTINGS['ACCOUNT_DB'],
db_cl=token,
raw_data=raw_data)
account = db.on_query_one(db_data)
if not account:
return False
# 创建每日账户记录
account_daily = AccountRecord(account_id=account['account_id'],
check_date=report_date,
assets=account['assets'],
available=account['available'],
market_value=account['market_value'])
raw_data = {}
raw_data['flt'] = {'check_date': report_date}
raw_data['data'] = account_daily
db_data = DBData(db_name=SETTINGS['ACCOUNT_RECORD'],
db_cl=token,
raw_data=raw_data)
db.on_replace_one(db_data)
def on_account_delete(token: str, db):
"""账户删除"""
try:
account = DBData(db_name=SETTINGS['ACCOUNT_DB'],
db_cl=token,
raw_data={})
db.on_collection_delete(account)
position = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=token,
raw_data={})
db.on_collection_delete(position)
order = DBData(db_name=SETTINGS['TRADE_DB'], db_cl=token, raw_data={})
db.on_collection_delete(order)
account_record = DBData(db_name=SETTINGS['ACCOUNT_RECORD'],
db_cl=token,
raw_data={})
db.on_collection_delete(account_record)
pos_record = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data={})
db.on_collection_delete(pos_record)
return True
except BaseException:
return False
def calculate_result(token, db, start: str = None, end: str = None):
"""计算结果"""
# 查询账户信息
raw_data = {}
raw_data['flt'] = {"account_id": token}
db_data = DBData(db_name=SETTINGS['ACCOUNT_DB'],
db_cl=token,
raw_data=raw_data)
account = db.on_query_one(db_data)
if not account:
return False
captial = account['captial']
cost = account['cost']
tax = account['tax']
slipping = account['slipping']
# 资产记录表
account_df = load_account_record(token, db, captial, start, end)
# 持仓记录表
pos_df = load_pos_record(token, db, start, end)
# 交易记录表
trade_df = load_trade_record(token, db, cost, tax, start, end)
return captial, account_df, pos_df, trade_df
def pos_record_update_sell(token, db, symbol, pos):
"""更新持仓记录--卖出减仓"""
if not is_report:
return True
query_flt = {'pt_symbol': symbol, 'is_clear': 0}
data = query_pos_record_one(token, db, query_flt)
if data:
max_vol = data['max_vol']
sell_price = data['sell_price_mean'] + (
(pos['vol'] / max_vol) * pos['sell_price'])
else:
raise ValueError("持仓记录不存在")
raw_data = {}
raw_data["flt"] = {'pt_symbol': symbol, 'is_clear': 0}
raw_data["set"] = {
'$set': {
'sell_price_mean': round(sell_price, P),
'profit': pos['profit'],
'last_sell_date': pos['date']
}
}
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data=raw_data)
return db.on_update(db_data)
def on_account_add(account_info: dict, db):
"""创建账户"""
token = get_token()
# 账户参数
param = {
'capital': SETTINGS['CAPITAL'],
'cost': SETTINGS['COST'],
'tax': SETTINGS['TAX'],
'slippoint': SETTINGS['SLIPPOINT'],
'info': ""
}
# 更新账户参数
param.update(account_info)
account = Account(account_id=token,
assets=round(float(param['capital']), P),
available=round(float(param['capital']), P),
market_value=round(0.0, P),
capital=round(float(param['capital']), P),
cost=float(param['cost']),
tax=float(param['tax']),
slippoint=float(param['slippoint']),
account_info=param['info'])
account_dict = copy.copy(account.__dict__)
raw_data = {}
raw_data['flt'] = {'account_id': token}
raw_data['data'] = account
db_data = DBData(db_name=SETTINGS['ACCOUNT_DB'],
db_cl=token,
raw_data=raw_data)
if db.on_insert(db_data):
return account_dict
def on_position_insert(order: Order, cost: float, db):
"""持仓增加"""
profit = cost * -1
available = order.traded
if order.trade_type == TradeType.T_PLUS1.value:
available = 0
pos = Position(code=order.code,
exchange=order.exchange,
account_id=order.account_id,
buy_date=order.order_date,
volume=order.traded,
available=available,
buy_price=order.trade_price,
now_price=order.trade_price,
profit=profit)
raw_data = {}
raw_data['flt'] = {'pt_symbol': pos.pt_symbol}
raw_data['data'] = pos
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=order.account_id,
raw_data=raw_data)
if db.on_insert(db_data):
# 保存持仓记录
return pos_record_creat(order.account_id, db, pos)
def pos_record_update_buy(token, db, symbol, pos: dict):
"""更新持仓记录--买入加仓"""
if not is_report:
return True
# 查询持仓记录
flt = {'pt_symbol': symbol, 'is_clear': 0}
data = query_pos_record_one(token, db, flt)
if data:
new_max_vol = data['max_vol'] + pos['vol']
else:
raise ValueError("持仓记录不存在")
raw_data = {}
raw_data["flt"] = flt
raw_data["set"] = {
'$set': {
'max_vol': new_max_vol,
'buy_price_mean': pos['buy_price'],
'profit': pos['profit']
}
}
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data=raw_data)
return db.on_update(db_data)
def on_orders_clear(token, db):
"""订单数据清空"""
raw_data = {}
raw_data['flt'] = {}
db_data = DBData(db_name=SETTINGS['TRADE_DB'],
db_cl=token,
raw_data=raw_data)
db.on_collection_delete(db_data)
def on_position_delete(data: dict, db):
"""持仓删除事件"""
raw_data = {}
raw_data["flt"] = {'pt_symbol': data["symbol"]}
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=data['token'],
raw_data=raw_data)
db.on_delete(db_data)
def pos_record_clear(token, db):
"""持仓记录清空"""
raw_data = {}
raw_data['flt'] = {}
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data=raw_data)
db.on_collection_delete(db_data)
def account_record_clear(token, db):
"""账户记录清空"""
raw_data = {}
raw_data['flt'] = {}
db_data = DBData(db_name=SETTINGS['ACCOUNT_RECORD'],
db_cl=token,
raw_data=raw_data)
db.on_collection_delete(db_data)
def on_position_clear(token: str, db):
"""持仓清空事件"""
raw_data = {}
raw_data['flt'] = {}
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=token,
raw_data=raw_data)
db.on_collection_delete(db_data)
def account_record_insert_many(token, record_list, db):
"""批量保存账户记录数据"""
raw_data = {}
raw_data['flt'] = {}
raw_data['data'] = record_list
db_data = DBData(db_name=SETTINGS['ACCOUNT_RECORD'],
db_cl=token,
raw_data=raw_data)
return db.on_insert_many(db_data)
def account_record_creat(account_record, db):
"""资产每日记录"""
raw_data = {}
raw_data['flt'] = {'check_date': account_record.check_date}
raw_data['data'] = account_record
db_data = DBData(db_name=SETTINGS['ACCOUNT_RECORD'],
db_cl=account_record.account_id,
raw_data=raw_data)
db.on_replace_one(db_data)
def pos_record_creat(pos_record, db):
"""创建持仓记录"""
raw_data = {}
raw_data['flt'] = {}
raw_data['data'] = pos_record
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=pos_record.account_id,
raw_data=raw_data)
return db.on_insert(db_data)
def pos_record_insert_many(token, record_list, db):
"""批量保存持仓记录数据"""
raw_data = {}
raw_data['flt'] = {}
raw_data['data'] = record_list
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data=raw_data)
return db.on_insert_many(db_data)
def on_position_insert(pos: Position, db):
"""持仓增加"""
raw_data = {}
raw_data['flt'] = {'pt_symbol': pos.pt_symbol}
raw_data['data'] = pos
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=pos.account_id,
raw_data=raw_data)
db.on_insert(db_data)
def pos_record_update_liq(data, db):
"""更新持仓记录--清仓"""
raw_data = {}
raw_data["flt"] = {'pt_symbol': data['symbol'], 'is_clear': 0}
raw_data["set"] = {'$set': {'is_clear': 1}}
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=data['token'],
raw_data=raw_data)
return db.on_update(db_data)
def on_orders_insert_many(token, order_list, db):
"""批量保存订单数据"""
raw_data = {}
raw_data['flt'] = {}
raw_data['data'] = order_list
db_data = DBData(db_name=SETTINGS['TRADE_DB'],
db_cl=token,
raw_data=raw_data)
return db.on_insert_many(db_data)
def on_account_avl_update(data: dict, db):
"""账户可用资金更新"""
raw_data = {}
raw_data["flt"] = {'account_id': data['token']}
raw_data["set"] = {'$set': {'available': data['avl']}}
db_data = DBData(db_name=SETTINGS['ACCOUNT_DB'],
db_cl=data['token'],
raw_data=raw_data)
return db.on_update(db_data)
def on_position_avl_update(data: dict, db):
"""可用证券更新"""
raw_data = {}
raw_data["flt"] = {'pt_symbol': data['symbol']}
raw_data["set"] = {'$set': {'available': data['avl']}}
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=data['token'],
raw_data=raw_data)
return db.on_update(db_data)
def on_buy_frozen(account, pay: float, db):
"""买入资金冻结"""
available = account["available"] - pay
raw_data = {}
raw_data["flt"] = {'account_id': account["account_id"]}
raw_data["set"] = {'$set': {'available': available}}
db_data = DBData(db_name=SETTINGS['ACCOUNT_DB'],
db_cl=account["account_id"],
raw_data=raw_data)
return db.on_update(db_data)
def on_sell_frozen(pos, vol: float, db):
"""卖出证券冻结"""
available = pos["available"] - vol
raw_data = {}
raw_data["flt"] = {'pt_symbol': pos['pt_symbol']}
raw_data["set"] = {'$set': {'available': available}}
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=pos["account_id"],
raw_data=raw_data)
return db.on_update(db_data)
def on_sell_cancel(order: Order, db):
"""卖出取消"""
result, pos = query_position_one(order.account_id, order.pt_symbol, db)
available = pos["available"] + order.volume - order.traded
raw_data = {}
raw_data["flt"] = {'pt_symbol': pos["pt_symbol"]}
raw_data["set"] = {'$set': {'available': available}}
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=pos["account_id"],
raw_data=raw_data)
return db.on_update(db_data)
def query_pos_record_one(token, db, flt):
"""获取持仓记录"""
raw_data = {}
raw_data['flt'] = flt
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data=raw_data)
pos_record = db.on_query_one(db_data)
if pos_record:
return pos_record
else:
return False
def pos_record_update_liq(token, db, symbol):
"""更新持仓记录--清仓"""
if not is_report:
return True
raw_data = {}
raw_data["flt"] = {'pt_symbol': symbol, 'is_clear': 0}
raw_data["set"] = {'$set': {'is_clear': 1}}
db_data = DBData(db_name=SETTINGS['POS_RECORD'],
db_cl=token,
raw_data=raw_data)
return db.on_update(db_data)
def on_orders_exist(token: str, order_id: str, db):
"""查询订单是否存在"""
raw_data = {}
raw_data["flt"] = {'order_id': order_id}
db_data = DBData(db_name=SETTINGS['TRADE_DB'],
db_cl=token,
raw_data=raw_data)
order = db.on_select(db_data)
if order.count():
return True
else:
return False
def query_position_one(token: str, symbol: str, db):
"""查询某一只证券的持仓"""
raw_data = {}
raw_data["flt"] = {'pt_symbol': symbol}
db_data = DBData(db_name=SETTINGS['POSITION_DB'],
db_cl=token,
raw_data=raw_data)
pos = db.on_query_one(db_data)
if pos:
return True, pos
else:
return False, ""
def on_orders_status_modify(self, order):
"""更新订单状态"""
raw_data = {}
raw_data['flt'] = {'order_id': order.order_id}
raw_data["set"] = {'$set': {'status': Status.NOTTRADED.value}}
db_data = DBData(
db_name=SETTINGS['ORDERS_BOOK'],
db_cl=self.market_name,
raw_data=raw_data
)
return self.db.on_update(db_data)
def query_order_status(token: str, order_id: str, db):
"""查询订单情况"""
raw_data = {}
raw_data["flt"] = {'order_id': order_id}
db_data = DBData(db_name=SETTINGS['TRADE_DB'],
db_cl=token,
raw_data=raw_data)
order = db.on_query_one(db_data)
if order:
return True, order["status"]
else:
return False, "无此订单"
