init_time = item['init_time']
#设置这个交易对的Kline初始时间
self.db_conn.hset(symbol,'init_time',init_time)
#如果当前Kline时间不存在就设置这个交易对的当前Kline时间为初始时间
for cur_time_key in cur_times:
if not self.db_conn.hexists(symbol,cur_time_key) or overwrite:
time_t = time.strptime(init_time, "%Y-%m-%d %H:%M:%S")
cur_time = int(time.mktime(time_t))
self.db_conn.hset(symbol,cur_time_key, cur_time)
#添加一个开关方便动态进行数据获取
if overwrite:
self.db_conn.hset(symbol,'enabled',1)
elif not self.db_conn.hexists(symbol,'enabled'):
self.db_conn.hset(symbol,'enabled',0)
except Exception as e:
logging.error("[init] 2 " + str(e))
if __name__ == "__main__":
overwrite = False
if len(sys.argv) > 1:
if sys.argv[1] == 'overwrite':
overwrite = True
kline_common.init_logging('kline_init', True)
main = Main()
main.start(overwrite)
logging.info('[runtime] resub : ' + str(self.count))
symbols = self._get_symbols()
period = '1min'
for symbol in symbols:
request = """{"sub": "market.%s.kline.%s","id": "%s"}""" \
% (symbol, period, symbol + '_' + period)
self.data_conn.send(request)
def _get_symbols(self):
symbols = self.db_conn.lrange('symbols', 0, -1)
symbols_ret = []
for s in symbols:
symbols_ret.append(s.decode('utf-8'))
return symbols_ret
def on_message(self, msg):
self.db_conn.publish('tick_data', msg)
if __name__ == "__main__":
kline_common.init_logging('kline_runtime')
main = Main()
main.start()
try:
tornado.ioloop.IOLoop.instance().start()
except KeyboardInterrupt:
logging.error('[runtime] exit .')
# -*- coding: utf-8 -*-
# author: shubo
import time
import logging
import kline_common
# 交易模块负责进行发送交易指令
class Main:
def __init__(self):
self.db_conn = kline_common.DBConnection()
def start(self):
self.db_conn.start(True, False)
pubsub = self.db_conn.subscribe('trade_cmd')
for data in pubsub.listen():
if data['channel'] == b'trade_cmd':
logging.info(data['data'])
if __name__ == "__main__":
kline_common.init_logging('kline_trade')
main = Main()
main.start()
self.producer = KlineTaskProducer(self.db_conn,self.data_conn,self.is_init)
self.data_conn.on_message = self.producer.on_message
self.producer.start()
else:
self.data_conn.on_message = self.producer.on_message
self.producer.release_all()
except Exception as e:
msg = traceback.format_exc() # 方式1
logging.error(msg)
if __name__ == "__main__":
init_run = False
if len(sys.argv) > 1:
if sys.argv[1] == 'init':
init_run = True
suffix = 'init'
if not init_run:
suffix = 'runtime'
kline_common.init_logging('kline_storager_' + suffix, init_run)#init_run
main = Main(init_run)
main.start()
try:
tornado.ioloop.IOLoop.instance().start()
except KeyboardInterrupt:
logging.error('[runtime] exit .')
main.stop()
def _process_data(self, data):
#print(data)
splits = data['ch'].split('.')
coin = splits[1]
close = data['tick']['close']
self.day_open_cache.update(coin, close)
#print(self.day_open_cache.get_up_ratio())
self.all_cache.update(coin,'1min')
self.all_cache.update(coin,'60min')
self.all_cache.update(coin,'1day')
high = self.all_cache.get_high_in_past(coin,'1min')
high1 = self.all_cache.get_high_in_past(coin,'60min')
if high1 > high:
high = high1
if close < high * 0.75:
logging.warning('[buy] in up -->' + coin + ':' + str(close) )
if self.day_open_cache.get_up_ratio() > 0.8:
day_open = self.day_open_cache.get_day_open(coin)
if close > day_open*1.015 and close < high * 0.8:
logging.warning('[buy] in down -->' + coin + ':' + str(close) )
if __name__ == "__main__":
kline_common.init_logging('kline_analysis')
main = Main()
main.start()