def body(self):
data = hash_object(self, excludes=('result', 'params', 'key_maps'))
for k, v in self.key_maps.items():
if data.has_key(k):
data[v] = data[k]
del data[k]
return data
def save(self):
coll = get_database()[self.__collection__]
data = hash_object(self, excludes=['_id'])
if self._id:
self.update(**data)
else:
self._id = coll.insert_one(data).inserted_id
return self
def dict(self):
data = self.location.dict()
data.update(self.location_ext.dict())
data.update(hash_object(self, excludes=('location', 'location_ext')))
data.update(self.simple_info.dict())
data.update({
'voltage': self.voltage,
'gsm': self.gsm,
'alarm': self.alarm,
'lang': self.lang,
'miles': self.miles
})
return data
def make_hist_day_bar(symbol,start,end='',dbname='Ctp_Bar_d'):
"""
:param start: 2019-1-1
:param end: 默认为至今
:return:
"""
coll = config.db_conn[dbname][symbol]
start = parse(start)
if not end:
end = datetime.datetime.now().date()
end = datetime.datetime(year=end.year,month=end.month,day=end.day)
coll.create_index([('datetime', 1)])
coll.delete_many({'datetime':{'$gte':start,'$lte':end}})
coll_m1 = config.db_conn['Ctp_Bar_1'][symbol]
coll_m1.create_index([('datetime', 1)])
seek_day = start
# 依次迭代所有交易日
while seek_day <= end:
print 'Indexing ',seek_day
rs = coll_m1.find({'trade_date':seek_day}).sort('datetime',1)
bar = BarData('d')
last_volume = 0
count = 0
for idx,r in enumerate(rs):
count +=1
bar.high = max(bar.high, r['high'])
if idx ==0:
bar.low = r['low']
else:
bar.low = min(bar.low, r['low'])
bar.close = r['close']
bar.openInterest = r['openInterest']
last_volume = r['volume']
if idx == 0:
bar.open = r['open']
else:
bar.volume += r['volume'] - last_volume
bar.datetime = seek_day
if count:
coll.insert_one( hash_object(bar) )
seek_day += datetime.timedelta(days=1)
print 'make day bar end..'
def dict(self):
data = hash_object(self.price)
data.update(hash_object(self, excludes=('trade_object', 'price')))
return data
def values(self):
return hash_object(self,
excludes=('id_', 'name_', 'values_', 'extras_',
'NAME', 'OFFSET_BID', 'OFFSET_DOWN',
'OFFSET_UP'))
def dict(self):
data = hash_object(self, excludes=('message', ))
data.update(hash_object(self.device))
return data
def dict(self):
data = hash_object(self,excludes=('extra','Type'))
return data
def dict(self):
data = hash_object(self)
if data.has_key('_id'):
del data['_id']
return data
def dict(self):
data = hash_object(self,excludes=('last_volume','start','end'))
return data
def values(self):
return hash_object(self,excludes=('id_','name_','values_','extras_','NAME'))
def dict(self):
# data = self.simple_info.dict()
data = {}
data.update(hash_object(self, excludes=('simple_info', )))
return data
def values(self):
src = hash_object(self.src)
dest = hash_object(self.dest)
return dict(sid=self.sid, src=src, dest=dest)
def dict(self):
data = hash_object(self, excludes=('trade_object', ))
return data
def dumps(self):
result = hash_object(self)
return result
def dumps(self):
return hash_object(self)
def dict(self):
data = {}
data.update(hash_object(self,excludes=('content',)))
return data
from graphviz import Digraph
from mantis.fundamental.utils.useful import hash_object
from mantis.sg.fisher.stbase.tradeobject import TradeObject
dot = Digraph(comment='mantis.sg.fisher')
s = Digraph('structs', node_attr={'shape': 'record'})
def hash_object(obj, excludes=()):
attrs = [s for s in dir(obj) if not s.startswith('__')]
kvs = {}
mems = []
funs = []
name = obj.__class__.__name__
for k in attrs:
if k in excludes:
continue
attr = getattr(obj, k)
if callable(attr):
funs.append(k)
else:
mems.append(k)
mems.sort(cmp=lambda x, y: x > y)
return name, mems, funs
obj = TradeObject(None, None)
name, mems, funs = hash_object(obj)
funs = map(lambda f: '*' + f + '()', funs)
s.node(name, '{%s|%s|%s}' % (name, '|'.join(mems), '|'.join(funs)))
s.view()
def dict(self):
data = hash_object(self, excludes=('location', ))
data.update(self.location.dict())
return data
def dict(self):
return hash_object(self)
def dict(self):
data = self.location_ext.dict()
data.update(hash_object(self, excludes=('location', 'location_ext')))
return data