def parse_prices(self, content: str) -> dict:
# rate
"""
,
20
USDJPY,112.643,112.646,112.485,112.885,112.405,0.100,112.543,,0
EURJPY,118.840,118.846,118.671,118.890,118.506,0.108,118.732,,0
"""
if not content:
return {}
prices = {}
now = jst_now_aware()
for row in csv.reader(StringIO(content)):
if len(row) < 3:
continue
instrument = row[0][:3] + '/' + row[0][-3:]
bid = float(row[1])
ask = float(row[2])
price = Price(self.NAME,
instrument=instrument,
time=now,
bid=bid,
ask=ask)
prices.setdefault(self.NAME, {})[instrument] = price
return dict(prices=prices)
def handle_websocket_message(self, flow: WebSocketFlow):
content = None
try:
addr = '{}{}'.format(flow.server_conn.address, flow.handshake_flow.request.path)
if not addr.startswith(self.WS_RATE_URL):
return
content = flow.messages[-1].content # type: bytes
if not content:
return
message = json.loads(content.decode('utf-8'))
if 'event' not in message and message['event'] != 'QUOTE':
return
data = message['data']
prices = {}
now = jst_now_aware()
for quote in data:
code = quote[1]
if code not in self.INSTRUMENT_CODES:
continue
instrument = self.INSTRUMENT_CODES[code]
ask = float(quote[4])
bid = float(quote[5])
price = Price(self.NAME, instrument=instrument, time=now, bid=bid, ask=ask)
prices.setdefault(self.NAME, {})[instrument] = price
self.push_data(accounts=self.accounts, prices=prices)
except Exception as e:
self.exception(str(e) + 'message={}'.format(content))
def update_price(self, x_price: Price, y_price: Price,
close_flag: bool) -> Optional[dict]:
params = self.config[self.instrument]
try:
if close_flag:
check_spread = params['close_spread']
check_period = params['close_period']
else:
check_spread = params['open_spread']
check_period = params['open_period']
except KeyError:
if not self.NO_SIGNAL_CONFIG_WARNINGS.get(self.instrument):
self.NO_SIGNAL_CONFIG_WARNINGS[self.instrument] = True
logging.warning('instrument={} no signal config'.format(
self.instrument))
return None
sp = (x_price.bid - y_price.ask) * get_pip_scale(self.instrument)
if check_spread > sp:
self.sp_history.clear()
return None
price_time = max(x_price.time, y_price.time)
now = jst_now_aware()
if now - price_time >= timedelta(seconds=5):
self.sp_history.clear()
return None
if len(self.sp_history) > 0:
if self.sp_history[-1]['time'] >= price_time:
return None
self.sp_history.append({
'time': price_time,
'sp': sp,
})
period = self.sp_history[-1]['time'] - self.sp_history[0]['time']
if period.total_seconds() >= check_period:
if time.time() - self.signaled_at >= 10:
self.signaled_at = time.time()
self.sp_history.clear()
return {
'time':
price_time.astimezone(JST).strftime(
'%Y%m%d %H:%M:%S JST'),
'instrument':
self.instrument,
'bidder':
x_price.name,
'bid':
format_price(self.instrument, x_price.bid),
'asker':
y_price.name,
'ask':
format_price(self.instrument, y_price.ask),
'sp':
format_sp(-sp),
}
return None
def save(self):
os.makedirs(self.dir_path, exist_ok=True)
now = jst_now_aware()
self.char.save(os.path.join(self.dir_path, self.CHAR_FILE))
self.char.save(
os.path.join(
self.dir_path, '{}.{}'.format(self.CHAR_FILE,
now.strftime('%Y%m%dT%H%M%S'))))
self.width.save(os.path.join(self.dir_path, self.WIDTH_FILE))
self.width.save(
os.path.join(
self.dir_path, '{}.{}'.format(self.WIDTH_FILE,
now.strftime('%Y%m%dT%H%M%S'))))
def parse_prices(self, content: str):
prices = {}
now = jst_now_aware()
for k, v in json.loads(content)['rateMap'].items():
instrument = '{}/{}'.format(k[:3], k[-3:])
bid, ask = float(v['bid']), float(v['ask'])
price = Price(self.NAME,
instrument=instrument,
time=now,
bid=bid,
ask=ask)
prices.setdefault(self.NAME, {})[instrument] = price
return dict(prices=prices)
def update_data(self):
prices = {}
now = jst_now_aware()
for name, instrument_v in copy.deepcopy(self.prices).items():
for instrument, price in instrument_v.items():
if price.time >= now - timedelta(seconds=10):
prices.setdefault(name, {})[instrument] = price
data = {
'accounts': copy.deepcopy(self.accounts),
'prices': prices,
}
self.account_ui.on_data(data)
for price_table in self.price_ui_list:
price_table.on_data(data)
self.signals.on_data(data)
def parse_prices(self, content: str) -> dict:
"""
var priceList = {"timestamp":"1492609861707","requestId":"1492609827340",
"priceList":[
{"timestamp":"2017/04/19 22:51:00",
"suspend":"false","change":"0.589","high":"109.082","convRate":"1","low":"108.385",
"ask":{"price":"109.053","fractionPips":1,"priceId":"303064890002331733A",
"head":"109","tail":"053","dealable":true},
"currencyPair":"USD/JPY","bid":{"price":"109.050","fractionPips":1,"priceId":"303064890002331733B",
"head":"109","tail":"050","dealable":true
}
},
{"timestamp":"2017/04/19 22:51:00",
"suspend":"false","change":"0.433","high":"116.972","convRate":"1","low":"116.278"
,"ask":{"price":"116.827","fractionPips":1,"priceId":"303064920001696275A",
"head":"116","tail":"827","dealable":true},
"currencyPair":"EUR/JPY","bid":{"price":"116.821","fractionPips":1,"priceId":"303064920001696275B",
"head":"116","tail":"821","dealable":true}},
...
]};if (window.top.pullBsController) window.top.pullBsController.fire(priceList);
"""
try:
if not content:
return {}
m = re.search('var priceList = (.*?);', content)
if not m:
print('not m')
return {}
prices = {}
now = jst_now_aware()
data = json.loads(m.group(1))
for price_info in data.get('priceList', []):
instrument = price_info['currencyPair']
ask = float(price_info['ask']['price'])
bid = float(price_info['bid']['price'])
price = Price(self.NAME,
instrument=instrument,
time=now,
bid=bid,
ask=ask)
prices.setdefault(self.NAME, {})[instrument] = price
return dict(prices=prices)
except Exception as e:
self.error(content and content[:100])
self.exception(str(e))
return {}
def main():
logging.basicConfig(
level=logging.INFO,
format='%(asctime)s|%(name)s|%(levelname)s| %(message)s')
args = docopt("""
Usage:
{f}
{f} [options] capture TITLE DIR
{f} [options] make_data NAME DIR
{f} [options] train DIR
Options:
--epoch EPOCH [default: 10]
--capture-interval SEC [default: 5]
""".format(f=sys.argv[0]))
name = args['NAME']
title = args['TITLE']
dir_name = args['DIR']
os.makedirs(dir_name, exist_ok=True)
os.chdir(dir_name)
if args['capture']:
windows = tuple(
filter(lambda x: re.search(title, x.get_title()),
Window.iter_window()))
while True:
for window in windows:
window.get_screen_shot().save('{}.png'.format(
jst_now_aware().strftime('%Y%m%dT%H%M%S')))
sleep(float(args['--capture-interval']))
if args['make_data']:
recognizer = CharRecognizer('.')
recognizer.make_train_data(name)
if args['train']:
epoch = int(args['--epoch'])
recognizer = CharRecognizer('.')
recognizer.train(epoch)
recognizer.save()
for w in Window.iter_window():
print(w.get_title())
return