def getDataFromPostgres(self):
#Now = getNow('%Y-%m-%d')
Now = self.Now.split()[0]
post = postgersql()
colname1 = [
'id', 'trade_id', 'currency_pair', 'sell_currency', 'buy_currency',
'sell_amount', 'buy_amount', 'trade_date', 'determined_date',
'delivery_date', 'exe_doexrate', 'exe_upexrate', 'type',
'consign_entity', 'trade_type'
]
wherestring1 = """ delivery_date>='{}' and trade_date<='{}'""".format(
Now, Now)
optiondata = post.select(self.table, colname1, wherestring1)
optiondata = filter(
lambda x: x['currency_pair'] in getrate() and Now >= getrate()[x[
'currency_pair']], optiondata)
colname2 = ['der_id']
wherestring2 = """date='{}'""".format(Now)
savedata = map(lambda x: x['der_id'],
post.select(self.writetable, colname2, wherestring2))
data = []
for lst in optiondata:
if lst['trade_type'] + '_' + str(lst['id']) not in savedata:
data.append(lst)
if data is not None and data != []:
self.data = data
self.getDataFromMongo() ##从mongo提取数据并更新损益
def getTime(self):
"""
获取最小起始日期和min{最大交割日日期,当前日期}
"""
post = postgersql()
colname = ['trade_date','delivery_date','currency_pair','dates']
sql = """select op.trade_date,op.delivery_date,op.currency_pair,
case
when t.dates<op.delivery_date then date(t.dates)+1
when t.dates=op.delivery_date then current_date
end as dates
from %s op
left join
(select max(pt.date) as dates,pt.der_id from %s pt
group by pt.der_id) t
on op.trade_type||'_'||op.id = t.der_id
"""%(self.table,self.querytable)
time = post.view(sql,colname)
if time==[] or time==None:
self.begintime = None
self.endtime = None
else:
time = filter(lambda x:x['currency_pair'] in getrate() and dateTostr(x['delivery_date'])>=getrate()[x['currency_pair']],time)
#print len(time)
for lst in time:
if lst['dates'] is None:
lst['dates'] = dateTostr(lst['trade_date']) if dateTostr(lst['trade_date'])>getrate()[lst['currency_pair']] else getrate()[lst['currency_pair']]
else:
lst['dates'] = dateTostr(lst['dates'])
begintime = time[0]['dates'] if len(time)==1 else min(map(lambda x:x['dates'],time))
self.begintime = begintime if getNow('%Y-%m-%d')>=begintime else None
endtime = dateTostr(time[0]['delivery_date'] if len(time)==1 else max(map(lambda x:x['delivery_date'],time)))
self.endtime = endtime if getNow('%Y-%m-%d')>endtime else timedelta(getNow('%Y-%m-%d'),-1)
def getDataFromPostgres(self):
"""
获取结构性产品的订单数据
"""
post = postgersql()
colname = [
'id', 'trade_id', 'currency_pair', 'sell_currency', 'buy_currency',
'sell_amount', 'buy_amount', 'trade_date', 'determined_date',
'delivery_date', 'trp', 'rate', 'type', 'consign_entity',
'trade_type'
]
#wherestring = None
#orderby = "order by trade_id, delivery_date"
#Now = getNow('%Y-%m-%d')
Now = dateTostr(self.Now)
sql = """select %s from %s t join
(select trade_id from %s group by trade_id having max(delivery_date)>=date'%s' ) b
on t.trade_id=b.trade_id
order by t.trade_id, t.delivery_date
""" % (','.join(map(lambda x: 't.' + x, colname)),
self.table, self.table, Now) ##过滤已交割完成的结构产品
#self.data = post.view(sql,colname)
optiondata = post.view(sql, colname)
optiondata = filter(
lambda x: x['currency_pair'] in getrate() and Now >= getrate()[x[
'currency_pair']], optiondata)
colname2 = ['der_id']
wherestring2 = """date='{}'""".format(Now)
savedata = map(lambda x: x['der_id'],
post.select(self.writetable, colname2, wherestring2))
data = []
for lst in optiondata:
if lst['trade_type'] + '_' + str(lst['id']) not in savedata:
data.append(lst)
if data is not None and data != []:
self.data = data
self.getDataFromMongo() ##从mongo提取数据并更新损益
self.cumputeLost()