def ExePolicy(self, code):
df_source = self._getUserStrategy()
if len(df_source) == 0:
return
d = []
bHaveCode = False
for i in range(len(df_source)):
strategy_code = df_source.irow(i)['code']
strategy_id = df_source.irow(i)['id']
try:
self._checkImport(strategy_code)
#self._log("run here")
exec(strategy_code)
if initialize(None).find(code) >= 0:
bHaveCode = True
break
except Exception as e:
s = str(e)
d.append({
"strategy_id": strategy_id,
"title": code,
"code": s,
"t": datetime.datetime.now()
})
#一分钟内同一个策略不能提交
if (d[-1]["t"] - self.pre_post_runlog[strategy_id]
).total_seconds() > 60:
agl.LOG(str(e))
basesign.PostRunLog(d)
self.pre_post_runlog[strategy_id] = d[-1]['t']
continue
if bHaveCode == False:
return
live_data = LiveData()
df_hisdat = live_data.getHisdat(code)
df_fenshi = live_data.getFenshi(code)
if len(df_fenshi) == 0:
return
#return
data = {
"code": code,
"fenshi": df_fenshi,
"hisdat": df_hisdat,
'name': stock.GetCodeName(code),
'price': float(df_fenshi.tail(1)['p'])
}
# 取历史redis分时
df_fenshi_1min = df_fenshi.resample("1min")
df_fenshi_1min_pre = fenshi_redis.getOneMinFenshiFromRedis(code)
if df_fenshi_1min_pre is None:
agl.LOG("分时历史取值失败" + code)
else:
df_fenshi_1min = pd.concat([df_fenshi_1min_pre, df_fenshi_1min])
df_fenshi_1min = df_fenshi_1min.dropna()
closes = np.array(df_fenshi_1min['p'])
data['rsi'] = stock.RSI(closes)[-1]
# BOLL
df_fenshi_5min = df_fenshi_1min.resample('5min')
upper, middle, lower = stock.BOLL(np.array(df_fenshi_5min['p']))
data['boll_up'] = upper[-1]
data['boll_mid'] = middle[-1]
data['boll_down'] = lower[-1]
# ATR
atr = stock.ATR(df_fenshi_5min['p'], df_fenshi_5min['p'],
df_fenshi_5min['p'])
data['atr'] = atr[-1]
#执行用户的代码
data['msglist'] = []
for i in range(len(df_source)):
strategy_code = df_source.irow(i)['code']
#strategy_code = strategy_code.replace('\n','')
strategy_id = df_source.irow(i)['id']
agl.LOG(str(strategy_id))
data['strategy_id'] = strategy_id
try:
self._checkImport(strategy_code)
exec(strategy_code)
if initialize(None).find(code) < 0:
continue
sign = handle_data(self, data)
s = "run sussessful"
if sign:
s += " have sign"
agl.LOG(s)
except Exception as e:
s = str(e)
#s += '\n'
s += traceback.format_exc()
d.append({
"strategy_id": strategy_id,
"title": code,
"code": s,
"t": datetime.datetime.now()
})
#所有用户的策略执行完毕后再提交
agl.LOG('start post')
basesign.PostRunLog(d)
if len(data['msglist']) > 0:
agl.LOG(data['msglist'])
basesign.PostMsgList(data['msglist'])
agl.LOG('end post')
def showBoll(closes):
"""显示布林线"""
upper, middle, lower = stock.BOLL(closes)
ui.DrawTs(pl, closes, high=upper, low=lower)