def inform(self, name, sms_actions, sms_begin):
''' 屏蔽掉20分钟内连续的同类算法信号, 但不屏蔽最后一个
返回发送的条数
'''
if len(sms_actions) == 0:
return 0
mq = sms_actions[::-1] #变回顺序
#print sms_actions[0].date,sms_actions[0].time,sms_actions[0].price,sms_actions[-1].date,sms_actions[-1].time,sms_actions[-1].price
successed = 0
mnum = 0
#msged = False
for action in mq:
atime = cal.timegm(
(action.date / 10000, (action.date % 10000) / 100,
action.date % 100, action.time / 100, action.time % 100, 0, 0,
0, 0)) #转化为纪元后秒数
#print '\ntest:',action.fname,self.pre_fname,atime,self.pre_time
if action.fname == self.pre_fname and atime - self.pre_time <= 1200: #1800秒,20分钟
print u'\n忽略20分钟之内的同类信号 : %s:%s' % (action.fname, action.time)
#win32api.MessageBox(0,u'请注意眼睛休息',u'提示',0x00001000L)
continue
self.pre_fname = action.fname
self.pre_time = atime
direction = u'买入' if action.position == LONG else u'卖出'
#trend = u'顺势' if action.functor.strategy in (XFOLLOW,XBREAK,XORB) else u'逆势'
trend = u'顺势' if action.xfollow > 0 else u'逆势' if action.xfollow < 0 else u'不明'
trend = u'%s:%s' % (trend, iftrade.fpriority(action.functor))
#msg = u'%s|%s:%s%s开仓%s,算法:%s,优先级:%s,止损:%s,条件单:%s' % (name,action.date,action.time,direction,action.price,action.fname,action.functor.priority,action.stop,action.mstop)
#msg = u'%s|%s%s开仓%s,算法:%s,优先级:%s,止损:%s,条件单:%s,%s' % (name,action.time,direction,action.price,action.fname,action.functor.priority,action.stop,action.mstop,trend)
msg = u'%s|%s:%s%s开仓%s,平仓%s:%s,条件单:%s%s,%s' % (
name, action.date % 10000, action.time, direction,
action.price, action.close, action.stop, action.condition,
action.mstop, trend)
if action.time < sms_begin:
print u'\n忽略%s之前的信号:%s,%s,%s' % (sms_begin, action.time, msg,
action.fname)
#print action.time,sms_begin,type(action.time),int(action.time)>int(sms_begin)
continue
print '---------------------------------------------------------------------------'
print action.fname, msg
#if not msged :
# win32api.MessageBox(0,u'请注意眼睛休息',u'提示',0x00001000L)
# msged = True
successed += DynamicScheduler.send_sms1(msg, action.fname)
#successed += DynamicScheduler.sms_stub(msg,action.fname)
mnum += 1
#break #测试短信用
print u'\n计划发送 %s 条，成功发送 %s 条' % (mnum, successed)
if mnum > 0:
pass
win32api.MessageBox(0, u'请注意眼睛休息', u'提示', 0x00001000L)
return successed
def inform(self,name,sms_actions,sms_begin):
''' 屏蔽掉20分钟内连续的同类算法信号, 但不屏蔽最后一个
返回发送的条数
'''
if len(sms_actions) == 0:
return 0
mq = sms_actions[::-1] #变回顺序
#print sms_actions[0].date,sms_actions[0].time,sms_actions[0].price,sms_actions[-1].date,sms_actions[-1].time,sms_actions[-1].price
successed = 0
mnum = 0
#msged = False
for action in mq:
atime = cal.timegm((action.date/10000,(action.date%10000)/100,action.date%100
,action.time/100,action.time%100,0,0,0,0)) #转化为纪元后秒数
#print '\ntest:',action.fname,self.pre_fname,atime,self.pre_time
if action.fname == self.pre_fname and atime - self.pre_time <= 1200: #1800秒,20分钟
print u'\n忽略20分钟之内的同类信号 : %s:%s' % (action.fname,action.time)
#win32api.MessageBox(0,u'请注意眼睛休息',u'提示',0x00001000L)
continue
self.pre_fname = action.fname
self.pre_time = atime
direction = u'买入' if action.position == LONG else u'卖出'
#trend = u'顺势' if action.functor.strategy in (XFOLLOW,XBREAK,XORB) else u'逆势'
trend = u'顺势' if action.xfollow>0 else u'逆势' if action.xfollow < 0 else u'不明'
trend = u'%s:%s' % (trend,iftrade.fpriority(action.functor))
#msg = u'%s|%s:%s%s开仓%s,算法:%s,优先级:%s,止损:%s,条件单:%s' % (name,action.date,action.time,direction,action.price,action.fname,action.functor.priority,action.stop,action.mstop)
#msg = u'%s|%s%s开仓%s,算法:%s,优先级:%s,止损:%s,条件单:%s,%s' % (name,action.time,direction,action.price,action.fname,action.functor.priority,action.stop,action.mstop,trend)
msg = u'%s|%s:%s%s开仓%s,平仓%s:%s,条件单:%s%s,%s' % (name,action.date%10000,action.time,direction,action.price,action.close,action.stop,action.condition,action.mstop,trend)
if action.time < sms_begin:
print u'\n忽略%s之前的信号:%s,%s,%s' % (sms_begin,action.time,msg,action.fname)
#print action.time,sms_begin,type(action.time),int(action.time)>int(sms_begin)
continue
print '---------------------------------------------------------------------------'
print action.fname,msg
#if not msged :
# win32api.MessageBox(0,u'请注意眼睛休息',u'提示',0x00001000L)
# msged = True
successed += DynamicScheduler.send_sms1(msg,action.fname)
#successed += DynamicScheduler.sms_stub(msg,action.fname)
mnum += 1
#break #测试短信用
print u'\n计划发送 %s 条，成功发送 %s 条' % (mnum,successed)
if mnum>0:
pass
win32api.MessageBox(0,u'请注意眼睛休息',u'提示',0x00001000L)
return successed
def whget(strategy,functor,priority=2500):
fname,sif = fetch_cur()
print 'last updated--%s:%s' % (sif.transaction[IDATE][-1],sif.transaction[ITIME][-1])
tradesy = functor(sif,strategy,priority_level=priority) #xfollow作为平仓信号，且去掉了背离平仓的信号
#print tradesy
xactions = iftrade.last_wactions(sif,tradesy)
for action in xactions:
action.price = action.price / 10.0
action.priority = iftrade.fpriority(action.functor)
action.state = sif.xstate[action.index-1] #信号当时状态
if action.xtype == XOPEN:
calc_stop(sif,action)
#action.sfollow = u'顺势' if action.xfollow else u'逆势'
action.sfollow = u'顺势' if action.xfollow>0 else u'逆势' if action.xfollow < 0 else u'不明'
else:
action.sfollow = u''
return fname,sif,xactions
def whget(strategy, functor, priority=2500):
fname, sif = fetch_cur()
print 'last updated--%s:%s' % (sif.transaction[IDATE][-1],
sif.transaction[ITIME][-1])
tradesy = functor(sif, strategy,
priority_level=priority) #xfollow作为平仓信号，且去掉了背离平仓的信号
#print tradesy
xactions = iftrade.last_wactions(sif, tradesy)
for action in xactions:
action.price = action.price / 10.0
action.priority = iftrade.fpriority(action.functor)
action.state = sif.xstate[action.index - 1] #信号当时状态
if action.xtype == XOPEN:
calc_stop(sif, action)
#action.sfollow = u'顺势' if action.xfollow else u'逆势'
action.sfollow = u'顺势' if action.xfollow > 0 else u'逆势' if action.xfollow < 0 else u'不明'
else:
action.sfollow = u''
return fname, sif, xactions
