def KScheduler(cls, action, tz=None, deep_sleep=list()):
"""
适用于A股的信号采集实时任务，适用于跨时区任务
:param tz:
:param deep_sleep:
:param action: 模型的运行管理对象
:return:
"""
if not isinstance(action, type(ModelAction)):
raise TypeError('Object action must be a subclass of ModelAction')
if tz is not None:
if tz not in pytz.all_timezones:
raise ValueError('this tz: %s not in pytz time zones' % tz)
else:
tz = pytz.timezone(tz)
profit_probe_period = dt.timedelta(minutes=1)
profit_probe_next = dt.datetime.now(
) if tz is None else dt.datetime.now(tz=tz).replace(tzinfo=None)
_f = False # 记录当天是否收盘
klines = action.klines # 需要跟踪的bar周期
_id = cls.open_kline_update_log() # 记录bar更新
from Calf.data import KlineData as kd
while 1:
try:
crt = dt.datetime.now() if tz is None else dt.datetime.now(
tz=tz).replace(tzinfo=None)
if not action.is_trade_day(
dt.datetime(crt.year, crt.month, crt.day)):
print('{0} today is not in business'.format(crt))
time.sleep(60 * 60 * 2) # sleep two hours
continue
if action.trade_day_end(crt) and _f:
print(fontcolor.F_GREEN + '-' * 80)
print('# %s Today Overview #' % action.name)
print('Signal:')
action.signals_summary()
print('Order:')
action.orders_summary()
print(fontcolor.F_GREEN + '-' * 80 + fontcolor.END)
sound_notice('close.wav').start()
_f = False
# open_am <= crt <= close_am or open_pm <= crt < close_pm
if action.trade_date(crt):
# 交易日盘中
s_d = crt - dt.timedelta(minutes=3)
e_d = crt + dt.timedelta(minutes=3)
log = kd.read_log(start_date=s_d, end_date=e_d, status=200)
if len(log):
log['_id'] = log['_id'].astype('str')
for i, r in log.iterrows():
if r.kline in klines and r['_id'] != _id[r.kline]:
print('this kline %s find update' % r.kline)
action.real(r.kline)
print(r.kline + ' id update:' + _id[r.kline] +
'-->' + r['_id'])
_id[r.kline] = r['_id']
cls.set_kline_update_log(_id)
if profit_probe_next <= crt:
print('profit probing date:{0}'.format(crt))
action.probing()
profit_probe_next += profit_probe_period
_f = True
time.sleep(5)
else:
print('{0} this datetime is not in business'.format(crt))
profit_probe_next = crt
_f = False
sleep = 60 * 5 if crt.hour in deep_sleep else 60 * 30
time.sleep(sleep)
except Exception as e:
ExceptionInfo(e)
def rerun(cls, action, deep_sleep, offset=None):
"""
复盘演示
:param action:
:param deep_sleep:
:param offset:
:return:
"""
from Calf.data import KlineData as kd
profit_probe_period = dt.timedelta(minutes=1)
profit_probe_next = CalfDateTime.now(offset=offset)
_f = False # 记录当天是否收盘
klines = action.klines # 需要跟踪的bar周期
_id = cls.open_kline_update_log() # 记录bar更新
while 1:
try:
crt = CalfDateTime.now(offset=offset)
if not trading.is_trade_day(
dt.datetime(crt.year, crt.month, crt.day)):
print('{0} today is not in business'.format(crt))
time.sleep(60 * 60 * 2) # sleep two hours
continue
if action.trade_day_end(crt) and _f:
print(fontcolor.F_GREEN + '-' * 80)
print('# %s Today Overview #' % action.name)
print('Signal:')
action.signals_summary()
print('Order:')
action.orders_summary()
print(fontcolor.F_GREEN + '-' * 80 + fontcolor.END)
sound_notice('close.wav').start()
_f = False
# open_am <= crt <= close_am or open_pm <= crt < close_pm
if action.trade_date(crt):
# 交易日盘中
s_d = crt - dt.timedelta(minutes=3)
e_d = crt + dt.timedelta(minutes=3)
log = kd.read_log(start_date=s_d, end_date=e_d, status=200)
if len(log):
log['_id'] = log['_id'].astype('str')
for i, r in log.iterrows():
if r.kline in klines and r['_id'] != _id[r.kline]:
print('this kline %s find update' % r.kline)
action.real(r.kline, start_time=crt)
print(r.kline + ' id update:' + _id[r.kline] +
'-->' + r['_id'])
_id[r.kline] = r['_id']
cls.set_kline_update_log(_id)
if profit_probe_next <= crt:
print('profit probing date:{0}'.format(crt))
# action.probing()
profit_probe_next += profit_probe_period
_f = True
time.sleep(5)
else:
print('{0} this datetime is not in business'.format(crt))
profit_probe_next = crt
_f = False
# sleep = 60 * 30
# if crt.hour == 9 or crt.hour == 12:
# sleep = 60 * 5
sleep = 60 * 5 if crt.hour in deep_sleep else 60 * 30
time.sleep(sleep)
except Exception as e:
ExceptionInfo(e)