629 lines
31 KiB
Python
629 lines
31 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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# @Time : 2020/7/19 20:00
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# @Author : Merlin
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# @File : trade_logic.py
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# @Software: PyCharm
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from sqlalchemy import create_engine
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import datetime
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from tools import *
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import re
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import pandas as pd
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import time
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#找到当前路径
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import os
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scripts_path = os.path.dirname(os.path.realpath(__file__))
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root_path = scripts_path[:scripts_path.find(project_name)+len(project_name)]
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#交易主函数
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class Trade:
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'''
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实现既定交易需求
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'''
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# 初始化 获取用户券商信息
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def __init__(self, user, op,order_id):
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self.log = Logger(f'{root_path}/logs','trade_logic')
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self.user = str(user)
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self.op = op
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self.order_id = order_id
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quanshang_df = download_data_from_db(f'select * from registration where username = "{user}"','auth_center')
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securities = quanshang_df["securities"].tolist()[0]
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broker = download_data_from_db(f'select name from support_securities where id = "{securities}"','auth_center')
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self.broker = broker['name'].tolist()[0]
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if self.broker == '其它':
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broker = download_data_from_db(f'select comment from security_comment where phone = "{user}"','auth_center')
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self.broker = broker['comment'].tolist()[0]
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#获取交易列表
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def get_trade_df(self):
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engine_user_center = create_engine(
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'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.'
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'mysql.rds.aliyuncs.com:3306/user_center', encoding="utf-8", echo=False)
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today = str(datetime.date.today())
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ip = get_host_ip()
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tradelist_df = pd.read_sql(
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f'select * from trade_instruction where ID_Order = "{self.order_id}" and Account_Name = "{self.user}" and Intranet_IP="{ip}"',
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engine_user_center)
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return tradelist_df
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#操作函数
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def trade_by_op(self):
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if self.op =='login':
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self.login()
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elif self.op == 'cancel':
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self.cancel_all_undeal_order()
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elif self.op == 'according_to_trade_instructions':
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self.according_to_trade_instructions()
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elif self.op == 'immediate_order':
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self.immediate_order()
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elif self.op == 'update_price':
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self.update_price()
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elif self.op == 'save_all':
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self.save_all()
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elif self.op =='save_balance_position':
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self.save_balance_position()
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elif self.op == 'save_trades_check':
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self.save_trades_check()
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elif self.op == 'reset_mac_ip':
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self.reset_mac_ip()
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elif self.op == 'etf_buy':
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self.etf_buy()
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elif self.op == 'save_order':
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self.save_order()
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elif self.op == 'save_deliver_order':
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self.save_deliver_order()
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else:
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self.log.error('请输入正确的操作指令')
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def reset_mac_ip(self):
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try:
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init_redis('82.156.3.152', 6379, 0,'1508181008')
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time1 = time.time()
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#重置ip
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reset_wlan()
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#重置mac
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set_mac = SetMac()
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# set_mac.get_macinfos()
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set_mac.run()
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time.sleep(10)
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print('cost', time.time() - time1)
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time.sleep(10)
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except:
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exit()
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#匹配券商
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def get_broker(self):
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print(self.broker)
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if self.broker == '华泰证券':
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from autobasic import huatai_clienttrader
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user = huatai_clienttrader.HTClientTrader(self.user)
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elif self.broker == '中信建投':
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from autobasic import zxjt_clienttrader
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user = zxjt_clienttrader.ZXJTClientTrader(self.user)
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elif self.broker == '中信证券(浙江)':
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from autobasic import zxzq_clienttrader
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user = zxzq_clienttrader.ZXZQClientTrader(self.user)
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elif self.broker == '恒泰证券':
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from autobasic import hengtai_clienttrader
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user = hengtai_clienttrader.HENGTAIClientTrader(self.user)
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elif self.broker == '金元证券':
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from autobasic import jy_clienttrader
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user = jy_clienttrader.JYClienttrader(self.user)
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elif self.broker == '长城证券':
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from autobasic import cc_clienttrader
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user = cc_clienttrader.CCClientTrader(self.user)
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elif self.broker == '广发证券' or self.broker == '广发':
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from autobasic import gf_clienttrader
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user = gf_clienttrader.GFClientTrader(self.user)
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elif self.broker == '光大证券' or self.broker == '光大':
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from autobasic import gd_clienttrader
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user = gd_clienttrader.GDClientTrader(self.user)
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elif self.broker == '国信证券' or self.broker == '国信':
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from autobasic import gx_clienttrader
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user = gx_clienttrader.GXClientTrader(self.user)
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elif self.broker == '申万宏源' or self.broker == '申万宏源(原宏源)':
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from autobasic import hy_clienttrader
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user = hy_clienttrader.HYClientTrader(self.user)
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elif self.broker == '申万宏源(原申万)' :
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from autobasic import sw_clienttrader
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user = sw_clienttrader.SWClientTrader(self.user)
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elif self.broker == '平安证券' or self.broker == '平安':
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from autobasic import pa_clienttrader
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user = pa_clienttrader.PAClientTrader(self.user)
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elif self.broker == '信达' or self.broker == '信达证券':
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from autobasic import xd_clienttrader
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user = xd_clienttrader.XDClientTrader(self.user)
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elif self.broker == '招商证券' or self.broker == '招商':
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from autobasic import zs_clienttrader
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user = zs_clienttrader.ZSClientTrader(self.user)
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elif self.broker == '海通证券':
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from autobasic import haitong_clienttrader
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user = haitong_clienttrader.HaiTongClientTrader(self.user)
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elif self.broker == '银河证券':
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from autobasic import yh_clienttrader
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user = yh_clienttrader.YHClientTrader(self.user)
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elif self.broker == '财富桥':
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from autobasic import mts
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user = mts
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elif self.broker == '国融' or self.broker == '国融证券':
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from autobasic import gr_clienttrader
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user = gr_clienttrader.GuoRongClientTrader(self.user)
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elif self.broker == '中山' or self.broker == '中山证券':
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from autobasic import zhongshan_clienttrader
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user = zhongshan_clienttrader.ZSZQClientTrader(self.user)
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elif self.broker == '兴业' or self.broker == '兴业证券':
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from autobasic import xy_clienttrader
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print('1')
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user = xy_clienttrader.XingYeClientTrader(self.user)
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print('2')
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elif self.broker == '东吴' or self.broker == '东吴证券':
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from autobasic import dw_clienttrader
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user = dw_clienttrader.DongWuClientTrader(self.user)
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elif self.broker == '安信' or self.broker == '安信证券':
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from autobasic import anxin_clienttrader
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user = anxin_clienttrader.AXClientTrader(self.user)
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elif self.broker == '开源' or self.broker == '开源证券':
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from autobasic import ky_clienttrader
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user = ky_clienttrader.KYClientTrader(self.user)
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elif self.broker == '华福' or self.broker == '华福证券':
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from autobasic import hf_clienttrader
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user = hf_clienttrader.HuaFuClientTrader(self.user)
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elif self.broker == '华龙' or self.broker == '华龙证券':
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from autobasic import hualong_clienttrader
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user = hualong_clienttrader.HLClientTrader(self.user)
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elif self.broker == '德邦' or self.broker == '德邦证券':
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from autobasic import db_clienttrader
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user = db_clienttrader.DeBangClientTrader(self.user)
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elif self.broker == '国金' or self.broker == '国金证券':
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from autobasic import guojin_clienttrader
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user = guojin_clienttrader.GJClientTrader(self.user)
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elif self.broker == '国盛' or self.broker == '国盛证券':
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from autobasic import guosheng_clienttrader
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user = guosheng_clienttrader.GuoShengClientTrader(self.user)
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else:
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self.log.error('暂不支持该券商')
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return user
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#登陆函数
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def login(self):
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user_main = self.get_broker()
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user_main.login()
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#执行立即成交交易
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def immediate_order(self):
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print(self.user)
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users_df = self.get_trade_df()
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if users_df.empty:
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self.log.info(self.user+ 'No transaction this time!')
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else:
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user_main = self.get_broker()
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user_main.login()
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operate_list = list(set(users_df['Operate'].tolist()))
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operate_list = sorted(operate_list)
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for operate in operate_list:
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asset_type_list = list(set(users_df['Asset_Type'].tolist()))
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trade_df = users_df[users_df['Operate'] == operate]
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if operate == -1:
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operate_name = 'sell'
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elif operate == 1:
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operate_name = 'buy'
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for asset_type in asset_type_list:
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trade_df1 = trade_df[trade_df['Asset_Type'] == asset_type]
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trade_list = list(trade_df1['Ticker'])
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if len(trade_list) == 0:
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self.log.info('Not need to '+ operate_name+ asset_type+ 'this time!')
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else:
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self.log.info('Today'+operate_name+ asset_type+ '：'+ str(trade_list))
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for index,rows in trade_df1.iterrows():
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price_level = 5
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tick = rows['Ticker']
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print(tick)
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if len(str(tick)) == 8:
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tick_code = tick[2:]
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elif len(str(tick)) == 6:
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tick_code = tick
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if asset_type == 'Ticker':
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round_num = 2
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elif asset_type == 'Fund':
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round_num = 3
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if operate_name=='sell':
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try:
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price = round(
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get_price(tick, level=price_level, op='buy') , round_num)
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print(price)
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while price==0:
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price_level = price_level-1
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if price_level ==0:
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self.log.warn('卖出停板股票')
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price = round(
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get_price(tick,price_level,0), round_num)
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break
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else:
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price = round(
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get_price(tick, level=price_level, op='sell'), round_num)
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except Exception as e:
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self.log.error(f'卖出失败：{e}')
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continue
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elif operate_name=='buy':
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print('111111')
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try:
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price = round(
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get_price(tick, level=price_level, op='sell') , round_num)
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print(price)
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while price==0:
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price_level = price_level-1
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if price_level ==0:
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self.log.warn('买入停板股票')
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price = round(
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get_price(tick,price_level,0), round_num)
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break
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else:
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price = round(
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get_price(tick, level=price_level, op='sell'), round_num)
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except Exception as e :
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print('444444',e)
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continue
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amount = int(rows['Number_transactions'])
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self.log.info('The stocks to '+ operate_name+ '：'+ tick+ ' '+ ' price:'+ str(price)+' amount:'+ str(amount))
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if operate_name == 'buy':
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user_main.buy(tick_code, price, amount)
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elif operate_name == 'sell':
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user_main.sell(tick_code, price, amount)
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user_main.exit()
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#一键撤单
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def cancel_all_undeal_order(self):
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self.log.info(self.user)
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user_main = self.get_broker()
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users_df = self.get_trade_df()
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if users_df.empty:
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print('用户今日无交易，不需要获取')
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else:
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user_main.login()
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canceldf = user_main.get_unsettled_trades()
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if len(canceldf)==0:
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print('该用户挂单股票已全部成交')
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user_main.exit()
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elif canceldf.empty:
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print('该用户挂单股票已全部成交')
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user_main.exit()
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else:
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cancellist = canceldf['证券代码'].apply(tranTicker).tolist()
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tradelist = users_df['Ticker'].tolist()
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customer_operation = [i for i in cancellist if i not in tradelist]
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if len(customer_operation) == 0:
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user_main.cancel_entrust()
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else:
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cancellist = list(set(cancellist).intersection(set(tradelist)))
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print('撤单股票：', cancellist)
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try:
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for tick in cancellist:
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tick = tick[2:]
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user_main.get_cancel_entrust(tick)
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except :
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user_main.cancel_entrust()
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user_main.exit()
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# 开盘前买卖
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def according_to_trade_instructions(self):
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self.log.info(self.user)
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users_df = self.get_trade_df()
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if users_df.empty:
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self.log.info(self.user+ 'No transaction this time!')
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else:
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user_main = self.get_broker()
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user_main.login()
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operate_list = list(set(users_df['Operate'].tolist()))
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for operate in operate_list:
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asset_type_list = list(set(users_df['Asset_Type'].tolist()))
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trade_df = users_df[users_df['Operate'] == operate]
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if operate == -1:
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operate_name = 'sell'
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elif operate == 1:
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operate_name = 'buy'
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for asset_type in asset_type_list:
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price_level = 3
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trade_df1 = trade_df[trade_df['Asset_Type'] == asset_type]
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trade_list = list(trade_df1['Ticker'])
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if len(trade_list) == 0:
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self.log.info('Not need to '+ operate_name+ asset_type+ 'this time!')
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else:
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self.log.info('Today'+ operate_name+ asset_type+ '：'+ str(trade_list))
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for tick in trade_list:
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if len(str(tick)) == 8:
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tick_code = tick[2:]
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elif len(str(tick)) == 6:
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tick_code = tick
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if asset_type == 'Ticker':
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round_num = 2
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elif asset_type == 'Fund':
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round_num = 3
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price =float(( trade_df[trade_df['Ticker'] == tick])['Price'].values)
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amount = int((trade_df[trade_df['Ticker'] == tick])['Number_transactions'].values)
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self.log.info('The stocks to '+ operate_name+ '：'+ tick+ ' '+ ' price:'+ price+ ' amount:'+
|
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amount)
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if operate_name == 'buy':
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user_main.buy(tick_code, price, amount)
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elif operate_name == 'sell':
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user_main.sell(tick_code, price, amount)
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user_main.exit()
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#更新挂单价格
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def update_price(self):
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print(self.user)
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users_df = self.get_trade_df()
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if users_df.empty:
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self.log.info(self.user+ 'No transaction this time!')
|
||
else:
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user_main = self.get_broker()
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user_main.login()
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canceldf = user_main.get_unsettled_trades()
|
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if len(canceldf) == 0:
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self.log.info('All stocks dealt!')
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user_main.exit()
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else:
|
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cancellist = canceldf['证券代码'].apply(tranTicker).tolist()
|
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tradelist = users_df['Ticker'].tolist()
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error_cancellist = [i for i in cancellist if i not in tradelist]
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cancellist = list(set(cancellist).intersection(set(tradelist)))
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self.log.info('Cancelist：'+ cancellist)
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try:
|
||
for tick in cancellist:
|
||
tick = tick[2:]
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user_main.get_cancel_entrust(tick)
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cancel_type='One_by_one'
|
||
except:
|
||
user_main.cancel_entrust()
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||
cancel_type = 'all'
|
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for tick in cancellist:
|
||
ticker_df = users_df[users_df['Ticker'] == tick]
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||
asset_type = (ticker_df[ticker_df['Ticker']==tick])['Asset_Type'].tolist()[0]
|
||
tick_name = str((ticker_df[ticker_df['Ticker'] == tick])['Ticker_Name'].values)
|
||
if len(str(tick)) == 8:
|
||
tick_code = tick[2:]
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elif len(str(tick)) == 6:
|
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tick_code = tick
|
||
operate = str(((ticker_df[ticker_df['Ticker'] == tick])['Ticker_Name'].values)[0])
|
||
if operate == -1:
|
||
operate_name = 'sell'
|
||
elif operate == 1:
|
||
operate_name = 'buy'
|
||
price_level = 3
|
||
if asset_type == 'Ticker':
|
||
round_num = 2
|
||
elif asset_type == 'Fund':
|
||
round_num = 3
|
||
if operate_name == 'sell':
|
||
price = round(
|
||
self.get_price(tick, level=price_level, op='buy'), round_num)
|
||
elif operate_name == 'buy':
|
||
price = round(
|
||
self.get_price(tick, level=price_level, op='sell'), round_num)
|
||
amount = int((ticker_df[ticker_df['Ticker'] == tick])['Number_transactions'].values)
|
||
print('The stocks to ', operate_name, '：', tick, ' ', tick_name, ' price:', price, ' amount:',
|
||
amount)
|
||
if operate_name == 'buy':
|
||
user_main.buy(tick_code, price, amount)
|
||
elif operate_name == 'sell':
|
||
user_main.sell(tick_code, price, amount)
|
||
|
||
if cancel_type == 'One_by_one':
|
||
user_main.exit()
|
||
elif cancel_type == 'all':
|
||
print(self.user,'需要重挂',error_cancellist)
|
||
user_main.exit()
|
||
|
||
def save_all(self):
|
||
today = str(datetime.date.today())
|
||
engine_auto_update_web_strategy = create_engine(
|
||
'mysql+pymysql://ainvest:JRLeiYD423!@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/auto_update_web_strategy',
|
||
encoding="utf-8", echo=False)
|
||
engine_ai_strategy_update_iddb = create_engine(
|
||
'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/ai_strategy_update_iddb')
|
||
|
||
self.log.info('--------------------------------------'+self.user+ '--------------------------------------')
|
||
user_main = self.get_broker()
|
||
try:
|
||
user_main.login()
|
||
except Exception as e:
|
||
self.log.error(self.broker+' '+ self.user+'登陆失败！！！！！！！！')
|
||
self.log.error(sys.exc_info())
|
||
time.sleep(5)
|
||
|
||
# 存资金
|
||
balance = user_main.get_balance()
|
||
if balance['Total_account'].tolist()[0] == 0:
|
||
self.log.error('总资金为0，请核查！')
|
||
else:
|
||
print('资金', balance)
|
||
balance['As_Of_Date'] = today
|
||
balance['Account_Name'] = self.user
|
||
pd.read_sql(f'delete from account_ticker where As_Of_Date="{today}" and Account_Name = "{self.user}"',engine_ai_strategy_update_iddb,chunksize=100)
|
||
balance.to_sql('account_ticker', engine_ai_strategy_update_iddb, if_exists='append', index=False)
|
||
|
||
time.sleep(1)
|
||
# 存持仓
|
||
position = user_main.get_position()
|
||
if position.empty:
|
||
self.log.info('无持仓')
|
||
else:
|
||
position['Account_Name'] = self.user
|
||
position['As_Of_Date'] = today
|
||
position['Ticker'] = position['Ticker'].apply(tranTicker)
|
||
print('持仓', position)
|
||
pd.read_sql(f'delete from position_from_broker where As_Of_Date="{today}" and Account_Name = "{self.user}"',engine_ai_strategy_update_iddb,chunksize=100)
|
||
position.to_sql('position_from_broker', engine_ai_strategy_update_iddb, if_exists='append', index=False)
|
||
time.sleep(1)
|
||
|
||
trades = user_main.get_today_trades()
|
||
if trades.empty:
|
||
self.log.info('无成交')
|
||
else:
|
||
print('成交', trades)
|
||
trades['Ticker'] = trades['Ticker'].apply(tranTicker)
|
||
pd.read_sql(f'delete from daily_transaction_record_detail where As_Of_Date="{today}" and Account_Name = "{self.user}"',engine_auto_update_web_strategy,chunksize=100)
|
||
trades.to_sql('daily_transaction_record_detail', engine_auto_update_web_strategy,
|
||
if_exists='append',
|
||
index=False, chunksize=100)
|
||
user_main.exit()
|
||
|
||
def save_trades_check(self):
|
||
engine_auto_update_web_strategy = create_engine(
|
||
'mysql+pymysql://ainvest:JRLeiYD423!@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/auto_update_web_strategy',
|
||
encoding="utf-8", echo=False)
|
||
|
||
print('--------------------------------------',self.user, '--------------------------------------')
|
||
user_main = self.get_broker()
|
||
try:
|
||
user_main.login()
|
||
except Exception as e:
|
||
self.log.error(self.broker, ' ', self.user, '登陆失败！！！！！！！！')
|
||
self.log.error(sys.exc_info())
|
||
trades = user_main.get_today_trades()
|
||
if trades.empty:
|
||
self.log.info('无成交')
|
||
else:
|
||
print('成交', trades)
|
||
|
||
trades['Ticker'] = trades['Ticker'].apply(tranTicker)
|
||
trades_instruction = download_data_from_db(f'select * from user_center.trade_instruction_retail where Trade_Date >="{datetime.date.today()}" and Account_Number = "{self.user}"','user_center')
|
||
insDf = pd.DataFrame(trades_instruction.groupby(['Ticker','Open_Or_Close'])['Shares'].sum()).reset_index()
|
||
tradesdf = trades.copy(deep=True)
|
||
tradesdf['Open_Or_Close'] = tradesdf['Operate'].apply(lambda x:1 if '买' in x else -1)
|
||
tradesdf['Trade_Shares'] = tradesdf['Open_Or_Close']*tradesdf['Number_transactions']
|
||
trddf = pd.DataFrame(tradesdf.groupby(['Ticker','Open_Or_Close'])['Trade_Shares'].sum()).reset_index()
|
||
check_df = pd.merge(insDf,trddf,how='outer',on=['Ticker','Open_Or_Close']).fillna(0)
|
||
check_df['diff'] = check_df['Shares']-check_df['Trade_Shares']
|
||
# print(check_df)
|
||
pd.read_sql(f'delete from daily_transaction_record_check where As_Of_Date="{datetime.date.today()}" and Account_Name = "{self.user}"',engine_auto_update_web_strategy,chunksize=100)
|
||
if check_df[check_df['diff']!=0].empty:
|
||
pass
|
||
else:
|
||
self.log.info(self.user+'交易错误')
|
||
send_email('交易错误',self.user)
|
||
trades.to_sql('daily_transaction_record_check', engine_auto_update_web_strategy,
|
||
if_exists='append',
|
||
index=False, chunksize=100)
|
||
user_main.exit()
|
||
|
||
def save_balance_position(self):
|
||
today = str(datetime.date.today())
|
||
engine_auto_update_web_strategy = create_engine(
|
||
'mysql+pymysql://ainvest:JRLeiYD423!@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/auto_update_web_strategy',
|
||
encoding="utf-8", echo=False)
|
||
engine_ai_strategy_update_iddb = create_engine(
|
||
'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/ai_strategy_update_iddb')
|
||
|
||
self.log.info('--------------------------------------'+self.user+ '--------------------------------------')
|
||
user_main = self.get_broker()
|
||
try:
|
||
user_main.login()
|
||
except Exception as e:
|
||
self.log.error(self.broker+' '+ self.user+'登陆失败！！！！！！！！')
|
||
self.log.error(sys.exc_info())
|
||
time.sleep(1)
|
||
|
||
# 存资金
|
||
balance = user_main.get_balance()
|
||
if balance['Total_account'].tolist()[0] == 0:
|
||
self.log.error('总资金为0，请核查！')
|
||
else:
|
||
print('资金', balance)
|
||
balance['As_Of_Date'] = today
|
||
balance['Account_Name'] = self.user
|
||
pd.read_sql(f'delete from account_ticker where As_Of_Date="{today}" and Account_Name = "{self.user}"',engine_ai_strategy_update_iddb,chunksize=100)
|
||
balance.to_sql('account_ticker', engine_ai_strategy_update_iddb, if_exists='append', index=False)
|
||
|
||
time.sleep(1)
|
||
# 存持仓
|
||
position = user_main.get_position()
|
||
if position.empty:
|
||
self.log.info('无持仓')
|
||
else:
|
||
position['Account_Name'] = self.user
|
||
position['As_Of_Date'] = today
|
||
position['Ticker'] = position['Ticker'].apply(tranTicker)
|
||
print('持仓', position)
|
||
pd.read_sql(f'delete from position_from_broker where As_Of_Date="{today}" and Account_Name = "{self.user}"',engine_ai_strategy_update_iddb,chunksize=100)
|
||
position.to_sql('position_from_broker', engine_ai_strategy_update_iddb, if_exists='append', index=False)
|
||
user_main.exit()
|
||
|
||
|
||
def etf_buy(self):
|
||
|
||
users_df = self.get_trade_df()
|
||
if users_df.empty:
|
||
self.log.info(self.user+ 'No transaction this time!')
|
||
user_main = self.get_broker()
|
||
try:
|
||
user_main.login()
|
||
except Exception as e:
|
||
self.log.error(self.broker, ' ', self.user, '登陆失败！！！！！！！！')
|
||
self.log.error(sys.exc_info())
|
||
for index,row in users_df.iterrows():
|
||
user_main.etf_buy(row['Ticker'][2:], row['Number_transactions'])
|
||
user_main.exit()
|
||
|
||
def save_order(self):
|
||
today = str(datetime.date.today())
|
||
engine_auto_update_web_strategy = create_engine(
|
||
'mysql+pymysql://ainvest:JRLeiYD423!@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/auto_update_web_strategy',
|
||
encoding="utf-8", echo=False)
|
||
engine_ai_strategy_update_iddb = create_engine(
|
||
'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/ai_strategy_update_iddb')
|
||
|
||
self.log.info('--------------------------------------' + self.user + '--------------------------------------')
|
||
user_main = self.get_broker()
|
||
try:
|
||
user_main.login()
|
||
except Exception as e:
|
||
self.log.error(self.broker + ' ' + self.user + '登陆失败！！！！！！！！')
|
||
self.log.error(sys.exc_info())
|
||
time.sleep(1)
|
||
|
||
trades = user_main.get_order()
|
||
if trades.empty:
|
||
self.log.info('无成交')
|
||
else:
|
||
print('成交', trades)
|
||
trades['Ticker'] = trades['Ticker'].apply(tranTicker)
|
||
pd.read_sql(
|
||
f'delete from daily_transaction_record_order where As_Of_Date="{today}" and Account_Name = "{self.user}"',
|
||
engine_auto_update_web_strategy, chunksize=100)
|
||
trades.to_sql('daily_transaction_record_order', engine_auto_update_web_strategy,
|
||
if_exists='append',
|
||
index=False, chunksize=100)
|
||
user_main.exit()
|
||
def save_deliver_order(self):
|
||
auto_update_web_strategy = create_engine(
|
||
'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/auto_update_web_strategy')
|
||
self.log.info('--------------------------------------' + self.user + '--------------------------------------')
|
||
user_main = self.get_broker()
|
||
user_main.login()
|
||
time.sleep(2)
|
||
deliver_order = user_main.get_deliver_order()
|
||
if deliver_order.empty:
|
||
self.log.info('无交割单')
|
||
else:
|
||
deliver_order['Account_Name'] = self.user
|
||
deliver_order['证券代码'] = deliver_order['证券代码'].apply(tranTicker)
|
||
print('持仓', deliver_order)
|
||
deliver_order_rename = deliver_order.rename(columns={'成交日期':'Trade_Date','成交时间':'Trade_Time','证券代码':'Ticker','证券名称':'Ticker_Name','操作':'Operate',
|
||
'成交数量':'Number_transactions','成交编号':'Trade_Number','成交均价':'Average_Price','成交金额':'Trade_Amount',
|
||
'余额':'Balance','股票余额':'Stock_Balance','发生金额':'Amount_Incurred','手续费':'Net_Commission',
|
||
'印花税':'Stamp_Duty','其他杂费':'Other_Miscellaneous_Expenses','本次金额':'Current_Amount','合同编号':'Contract number',
|
||
'市场名称':'Market_Name','股东帐户':'Shareholder_Account','经手费':'Brokerage','证管费':'Securities_Management_Fees',
|
||
'过户费':'Transfer_Fee','交易市场':'Trade_Market'})
|
||
deliver_order_rename.to_sql('deliver_order', auto_update_web_strategy, if_exists='append', index=False)
|
||
user_main.exit() |