class MyPosition(EmbeddedDocument):
""" 持仓 """
name = StringField(required=True)
symbol = StringField(required=True)
average_price = FloatField(required=True)
quantity = IntField(required=True)
price = FloatField(required=True)
sellable = IntField()
profit = FloatField()
class MyStatus(EmbeddedDocument):
""" 挂单情况 """
order = StringField(required=True)
order_at = StringField(required=True)
type_ = StringField(required=True)
name = StringField(required=True)
symbol = StringField(required=True)
price = FloatField(required=True)
quantity = IntField(required=True)
pending_quantity = IntField(required=True)
status = StringField(required=True)
class WechatAccessToken(Document):
""" 微信ACCESS_TOKEN """
class Meta:
idf = IDFormatter('{access_token}')
idx1 = Index('expires_at', expireAfterSeconds=7200)
access_token = StringField(required=True)
expires_in = IntField()
expires_at = DateTimeField(required=True)
updated_at = DateTimeField(modified=True)
@classmethod
def get_access_token(cls):
instance = cls.query_one()
if instance:
return instance['access_token']
else:
appid = ybk.config.conf.get('wechat_appid')
appsecret = ybk.config.conf.get('wechat_appsecret')
grant_type = 'client_credential'
url = 'https://api.weixin.qq.com/cgi-bin/token'
params = {
'grant_type': grant_type,
'appid': appid,
'secret': appsecret,
}
j = requests.get(url, params=params, timeout=(3, 7)).json()
expires_at = datetime.utcnow() + timedelta(seconds=j['expires_in'])
cls({
'access_token': j['access_token'],
'expires_in': j['expires_in'],
'expires_at': expires_at
}).save()
return j['access_token']
class Investor(Document):
""" 投资人 """
class Meta:
idf = IDFormatter('{id_number}')
idx1 = Index(['user', 'order'], unique=True)
user = StringField(required=True) # 用户
order = IntField(required=True) # 顺序
name = StringField(required=True)
id_type = StringField(required=True) # 身份证/..
id_number = StringField(required=True) # 号码
id_front = BinaryField() # 照片
id_back = BinaryField()
mobile = StringField(required=True)
province = StringField(required=True)
city = StringField(required=True)
address = StringField(required=True)
bank_accounts = ListField(EmbeddedField(BankAccount))
@classmethod
def get_user_order(cls, user):
i = cls.query_one({'user': user}, sort=[('order', -1)], limit=1)
if not i:
return 1
else:
return i.order + 1
@classmethod
def user_investors(cls, user):
return list(cls.query({'user': user}, sort=[('order', 1)]))
class Exchange(Document):
""" 交易所 """
class Meta:
idf = IDFormatter('{name}')
name = StringField(required=True)
num_users = IntField()
num_accounts = IntField()
position = ListField(EmbeddedField(MyPosition))
orders = ListField(EmbeddedField(MyOrder))
order_status = ListField(EmbeddedField(MyStatus))
money = FloatField()
capital = FloatField()
profit = FloatField()
earned = FloatField() # 交易收入
lost = FloatField() # 交易亏损
class Transaction(Document):
""" 用户交易信息 """
class Meta:
idx1 = Index(['user', 'type_', 'exchange', 'symbol'])
idx2 = Index(['user', 'operated_at'])
exchange = StringField(required=True) # 交易所ID(简称)
symbol = StringField(required=True) # 交易代码
user = StringField(required=True)
type_ = StringField(required=True) # buy/sell
price = FloatField(required=True)
quantity = IntField(required=True)
operated_at = DateTimeField(created=True)
@classmethod
def user_total_transactions(cls, user):
""" 用户总操作次数 """
return cls.count({'user': user})
@classmethod
def user_recent_transactions(cls, user, offset=0, limit=None):
""" 用户最近的操作 """
qs = cls.query({'user': user}, sort=[('operated_at', -1)])
if offset:
qs.skip(offset)
if limit:
qs.limit(limit)
return list(qs)
class MyPosition(EmbeddedDocument):
""" 持仓汇总 """
name = StringField(required=True)
symbol = StringField(required=True)
average_price = FloatField(required=True)
quantity = IntField(required=True)
price = FloatField(required=True)
sellable = IntField()
profit = FloatField()
@property
def increase(self):
if self.price > 0:
return '{:4.2f}%'.format(
(self.price / self.average_price - 1) * 100)
else:
return '0%'
class Order(EmbeddedDocument):
""" 成交订单汇总 """
type_ = StringField(required=True)
name = StringField(required=True)
symbol = StringField(required=True)
price = FloatField(required=True) # 成本价
current_price = FloatField(required=True) # 成交价
quantity = IntField(required=True)
commision = FloatField(required=True)
profit = FloatField(required=True)
class Collection(Document):
class Meta:
idf = IDFormatter('{exchange}_{symbol}')
exchange = StringField(required=True)
symbol = StringField(required=True)
name = StringField(required=True)
trade_day = IntField(required=True) # 现在是开始交易的第几个交易日?
buy_price = FloatField(default=0, required=True) # 平均买入价
quantity = IntField(default=0, required=True) # 总持有数量
accounts = ListField(StringField) # 持有这个品种的账号
users = ListField(StringField) # 持有这个品种的用户
updated_at = DateTimeField(modified=True)
@property
def num_users(self):
return len(self.users)
@property
def num_accounts(self):
return len(self.accounts)
class User(Document):
""" 抢单用户 """
class Meta:
idf = IDFormatter('{mobile}')
idx1 = Index('mobile', unique=True)
idx2 = Index('username')
mobile = StringField(required=True)
username = StringField(required=True)
password = StringField(required=True)
owning = FloatField(default=0) # 欠款
paid = FloatField(default=0) # 已结清
num_exchanges = IntField()
num_accounts = IntField()
profit = FloatField()
money = FloatField()
capital = FloatField()
earned = FloatField() # 交易收入
lost = FloatField() # 交易亏损
position = ListField(EmbeddedField(MyPosition))
orders = ListField(EmbeddedField(MyOrder))
order_status = ListField(EmbeddedField(MyStatus))
_is_admin = BooleanField()
def get_id(self):
return self._id
def is_active(self):
return True
def is_anonymous(self):
return False
def is_authenticated(self):
return True
def is_admin(self):
return self._is_admin
class Quote(Document):
""" 交易行情信息 """
class Meta:
idf = IDFormatter('{exchange}_{symbol}_{quote_type}_{quote_at}')
idx1 = Index(['exchange', 'symbol', 'quote_type', 'quote_at'],
unique=True)
idx2 = Index(['exchange', 'quote_at'])
exchange = StringField(required=True) # 交易所ID(简称)
symbol = StringField(required=True) # 交易代码
# 1m/5m/15m/30m/1h/4h/1d/1w/1m
quote_type = StringField(required=True)
quote_at = DateTimeField(required=True) # 交易时间
lclose = FloatField() # 上次收盘价
open_ = FloatField(required=True) # 周期开盘价
high = FloatField(required=True) # 周期最高价
low = FloatField(required=True) # 周期最低价
close = FloatField(required=True) # 周期收盘价
mean = FloatField() # 周期均价
volume = IntField(required=True) # 周期成交量
amount = FloatField(required=True) # 周期成交额
@classmethod
def latest_price(cls, exchange, symbol):
""" 获得品种的最新成交价
从日线数据中取就可以了, 实时交易价格也会保存在日线中
"""
today = datetime.utcnow() + timedelta(hours=8)
today = today.replace(hour=0, minute=0, second=0, microsecond=0)
q = cls.cached(300).query_one(
{
'exchange': exchange,
'symbol': symbol,
'quote_type': '1d',
'quote_at': {
'$lte': today
}
}, {'close': 1},
sort=[('quote_at', -1)])
if q:
return q.close
@classmethod
def increase(cls, exchange, symbol):
""" 获得品种的今日涨幅 """
now = datetime.utcnow() + timedelta(hours=8)
if now.hour < 9 and now.minute < 30:
now -= timedelta(days=1)
date = now.replace(hour=0, minute=0, second=0, microsecond=0)
q = cls.cached(300).query_one(
{
'exchange': exchange,
'symbol': symbol,
'quote_type': '1d',
'quote_at': date
}, {
'close': 1,
'lclose': 1
})
if q and q.lclose:
return q.close / q.lclose - 1
class User(Document):
""" 用户 """
class Meta:
idf = IDFormatter('{mobile}')
idx1 = Index('mobile', unique=True)
idx2 = Index('_is_admin')
idx3 = Index('_is_active')
idx4 = Index('username', unique=True)
mobile = StringField(required=True)
username = StringField()
password = StringField() # bcrypt hashed
invited_by = StringField() # 邀请人id
ymoney = IntField(default=1000) # Y币
reserved_ymoney = IntField(default=0) # 预扣Y币
created_at = DateTimeField(created=True)
last_login_at = DateTimeField(modified=True)
auto_accounting = BooleanField(default=False)
_is_active = BooleanField(default=False) # 通过验证
_is_admin = BooleanField(default=False)
def add_to_admin(self):
self._is_admin = True
self.upsert()
return True
def activate(self):
self._is_active = True
self.upsert()
def is_admin(self):
return self._is_admin
def is_active(self):
return self._is_active
def is_authenticated(self):
return True
def is_anonymous(self):
return False
def get_id(self):
return self.mobile
@classmethod
def check_available(cls, mobile=None, username=None):
u1 = cls.query_one({'mobile': mobile})
u2 = cls.query_one({'username': username})
if u1 or u2:
return False
else:
return True
@classmethod
def create_user(cls, mobile, username, password, invited_by):
if not cls.find_one({'_id': invited_by}):
raise ValueError('请输入正确的邀请人手机号码')
if not cls.check_available(mobile, username):
raise ValueError('手机号码或用户名已被使用')
u = cls({
'mobile': mobile,
'username': username,
'password': cls.create_password(password),
'invited_by': invited_by,
})
u.save()
return u
@classmethod
def create_password(cls, password):
return bcrypt.hashpw(password.encode('utf-8'),
bcrypt.gensalt()).decode('utf-8')
def change_password(self, password):
self.password = self.create_password(password)
self.upsert()
@classmethod
def check_login(cls, mobile, password):
u = cls.query_one({'mobile': mobile})
password = password.encode('utf-8')
if u:
hashed = u.password.encode('utf-8')
if bcrypt.hashpw(password, hashed) == hashed:
return u
return None
class Collection(Document):
""" 收藏品: Stamp/Coin/Card """
class Meta:
idf = IDFormatter('{exchange}_{symbol}')
idx1 = Index(['exchange', 'symbol'], unique=True)
idx2 = Index('from_url')
from_url = StringField() # 来自哪个公告
exchange = StringField(required=True) # 交易所ID(简称)
symbol = StringField(required=True) # 交易代码
name = StringField() # 交易名
type_ = StringField(default="邮票") # "邮票"/"钱币"/"卡片"
status = StringField(default="申购中") # "申购中"/"已上市"
issuer = StringField() # 发行机构
texture = StringField() # 材质
price_forsale = FloatField() # 挂牌参考价
quantity_all = IntField() # 挂牌总数量
quantity_forsale = IntField() # 限售总数
offer_fee = FloatField(default=0.001) # 申购手续费
offer_quantity = IntField() # 供申购数量 *
offer_price = FloatField() # 申购价格 *
offer_accmax = IntField() # 单账户最大中签数 *
offer_overbuy = BooleanField() # 是否可超额申购 *
offer_cash_ratio = FloatField() # 资金配售比例 *
change_min = FloatField() # 最小价格变动单位
change_limit_1 = FloatField() # 首日涨跌幅
change_limit = FloatField() # 正常日涨跌幅
pickup_min = IntField() # 最小提货量
trade_limit = FloatField() # 单笔最大下单量
offers_at = DateTimeField() # 申购日 *
draws_at = DateTimeField() # 抽签日 *
trades_at = DateTimeField() # 上市交易日 *
invest_mv = FloatField() # 申购市值(Market Value)
invest_cash = FloatField() # 申购资金 *
invest_cash_return_ratio = FloatField() # 资金中签率, 和上面那个二选一 *
updated_at = DateTimeField(modified=True)
@classmethod
def get_name(cls, exchange, symbol):
if not hasattr(cls, 'cache'):
setattr(cls, 'cache', {})
pair = (exchange, symbol)
if not cls.cache or cls.cache.get('time', time.time()) < 3600:
cls.cache = {(c.exchange, c.symbol): c.name
for c in cls.query({},
{'exchange': 1,
'symbol': 1,
'name': 1,
'_id': 0})}
cls.cache['time'] = time.time()
return cls.cache.get(pair)
@classmethod
def search(cls, name_or_abbr, limit=100):
# warm cache
cls.get_name('', '')
na = name_or_abbr.upper()
pairs = []
exchanges = set()
def add_name(name, pair):
initials = py.get_initials(name, '')
sna = set(na)
sname = set(name)
sinit = set(initials)
if name.startswith(na) or initials.startswith(na):
distance = min(max(len(sna - sname), len(sname - sna)),
max(len(sna - sinit), len(sinit - sna)))
pairs.append((distance, pair))
def add_exchange(name):
initials = py.get_initials(name, '')
sna = set(na)
sname = set(name)
sinit = set(initials)
if name.startswith(na) or initials.startswith(na):
distance = min(max(len(sna - sname), len(sname - sna)),
max(len(sna - sinit), len(sinit - sna)))
for pair in cls.cache.keys():
if pair[0] == name:
pairs.append((distance, pair))
for pair in cls.cache.keys():
if pair == 'time':
continue
exchanges.add(pair[0])
name = cls.get_name(*pair)
add_name(name, pair)
for name in exchanges:
add_exchange(name)
return [p[1] for p in sorted(pairs)][:limit]
@property
def abbr(self):
return py.get_initials(self.name, '')
@property
def offer_mv(self):
""" 申购市值配额 """
if self.offer_quantity:
return self.offer_quantity * self.offer_price * \
(1 - self.offer_cash_ratio)
@property
def offer_cash(self):
""" 申购资金配额 """
try:
return self.offer_quantity * self.offer_price * \
self.offer_cash_ratio
except:
pass
@property
def offer_max_invest(self):
""" 最大申购资金 """
if self.offer_overbuy:
return float('inf')
else:
return self.offer_mv + \
self.offer_fee * self.offer_accmax
@property
def invest_cash_real(self):
""" 申购资金(含估算) """
if self.invest_cash:
return self.invest_cash
elif self.invest_cash_return_ratio and self.offer_cash:
return self.offer_cash / self.invest_cash_return_ratio
@property
def result_ratio_cash(self):
""" 资金中签率 """
if self.invest_cash_return_ratio:
return self.invest_cash_return_ratio
if self.status == "已上市" and self.invest_cash:
try:
return self.offer_cash / self.invest_cash
except:
pass
@property
def result_ratio_mv(self):
""" 市值中签率 """
if self.status == "已上市" and self.invest_mv:
return self.offer_mv * (1 - self.offer_cash_ratio) \
/ self.invest_mv
@property
def offer_min_invest(self):
""" 必中最低申购资金 """
if self.status == "已上市":
if self.invest_cash or self.invest_cash_return_ratio:
magnitude = math.ceil(math.log10(1 / self.result_ratio_cash))
return self.offer_price * 10 ** magnitude \
* (1 + self.offer_fee)
@property
def cashout_at(self):
""" 出金日期 """
c = get_conf(self.exchange)
return self.offset(c['cashout'])
def offset(self, incr):
c = get_conf(self.exchange)
notrade = [int(x) for x in str(c['notrade'] or '').split(',') if x]
delta = 1 if incr > 0 else -1
odate = self.offers_at
while incr != 0:
incr -= delta
odate += timedelta(days=delta)
while odate.weekday() in notrade:
odate += timedelta(days=delta)
return odate
@property
def total_offer_cash(self):
return sum(c.offer_cash or 0
for c in Collection.cached(300)
.query({'exchange': self.exchange,
'offers_at': self.offers_at}))
@property
def expected_invest_cash(self):
ex = Exchange.find_exchange(self.exchange)
if ex.expected_invest_cash and self.total_offer_cash:
return (self.offer_cash or 0) / self.total_offer_cash \
* ex.expected_invest_cash
@property
def expected_invest_mv(self):
ex = Exchange.find_exchange(self.exchange)
if ex.total_market_value:
return ex.total_market_value
@property
def expected_result_mv_ratio(self):
""" 预期市值中签率 """
if not self.result_ratio_cash:
if self.expected_invest_mv and self.offer_mv:
return self.offer_mv / self.expected_invest_mv
@property
def expected_annual_profit(self):
""" 预期年化收益率 """
ex = Exchange.find_exchange(self.exchange)
if ex.expected_invest_cash and ex.median_increase:
return self.expected_result_cash_ratio * ex.median_increase
@property
def expected_result_cash_ratio(self):
""" 预期资金中签率 """
if not self.result_ratio_cash:
ex = Exchange.find_exchange(self.exchange)
if ex.expected_invest_cash:
return self.total_offer_cash / ex.expected_invest_cash
else:
return self.result_ratio_cash