Merge pull request #1794 from yutiansut/master

refactor

Author: yutiansut

QUANTAXIS/QAStrategy/qactabase.py

@@ -19,6 +19,7 @@
 import QUANTAXIS as QA
 from QUANTAXIS.QAStrategy.util import QA_data_futuremin_resample
 from QUANTAXIS.QIFI.QifiAccount import ORDER_DIRECTION, QIFI_Account
+from QUANTAXIS.QAMarket.market_preset import MARKET_PRESET
 from QUANTAXIS.QAEngine.QAThreadEngine import QA_Thread
 from QUANTAXIS.QAUtil.QAParameter import MARKET_TYPE, RUNNING_ENVIRONMENT
 
@@ -62,7 +63,7 @@ def __init__(self, code='rb2005', frequence='1min', strategy_id='QA_STRATEGY', r
 
         self.running_time = ''
 
-        self.market_preset = QA.QAARP.MARKET_PRESET()
+        self.market_preset = MARKET_PRESET()
         self._market_data = []
         self.risk_check_gap = risk_check_gap
         self.latest_price = {}
@@ -231,14 +232,14 @@ def x1(self, item):
 
     def debug_t0(self):
         self.running_mode = 'backtest'
-        self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
-        user = QA_User(username=self.username, password=self.password)
-        port = user.new_portfolio(self.portfolio)
-        self.acc = port.new_accountpro(
-            account_cookie=self.strategy_id, init_cash=self.init_cash, init_hold={
-                self.code: 100000},
-            market_type=self.market_type, running_environment=RUNNING_ENVIRONMENT.TZERO)
-        self.positions = self.acc.get_position(self.code)
+        # self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
+        # user = QA_User(username=self.username, password=self.password)
+        # port = user.new_portfolio(self.portfolio)
+        # self.acc = port.new_accountpro(
+        #     account_cookie=self.strategy_id, init_cash=self.init_cash, init_hold={
+        #         self.code: 100000},
+        #     market_type=self.market_type, running_environment=RUNNING_ENVIRONMENT.TZERO)
+        # self.positions = self.acc.get_position(self.code)
         data = QA.QA_quotation(self.code.upper(), self.start, self.end, source=QA.DATASOURCE.MONGO,
                                frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)
 

QUANTAXIS/QAStrategy/qamultibase.py

@@ -18,11 +18,11 @@
 from QUANTAXIS.QAUtil.QAParameter import MARKET_TYPE, RUNNING_ENVIRONMENT, ORDER_DIRECTION
 from QAPUBSUB.consumer import subscriber_topic,  subscriber_routing
 from QAPUBSUB.producer import publisher_routing
-from QUANTAXIS.QAStrategy.qactabase import QAStrategyCTABase
+from QUANTAXIS.QAStrategy.qactabase import QAStrategyCtaBase
 from QUANTAXIS.QIFI.QifiAccount import QIFI_Account
 
 
-class QAStrategyStockBase(QAStrategyCTABase):
+class QAStrategyStockBase(QAStrategyCtaBase):
 
     def __init__(self, code=['000001'], frequence='1min', strategy_id='QA_STRATEGY', risk_check_gap=1, portfolio='default',
                  start='2019-01-01', end='2019-10-21', send_wx=False, market_type='stock_cn',
@@ -141,16 +141,16 @@ def run(self):
 
     def debug(self):
         self.running_mode = 'backtest'
-        self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
-        user = QA_User(username="admin", password='admin')
-        port = user.new_portfolio(self.portfolio)
-        self.acc = port.new_accountpro(
-            account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type, frequence= self.frequence)
-        #self.positions = self.acc.get_position(self.code)
+        # self.database = pymongo.MongoClient(mongo_ip).QUANTAXIS
+        # user = QA_User(username="admin", password='admin')
+        # port = user.new_portfolio(self.portfolio)
+        # self.acc = port.new_accountpro(
+        #     account_cookie=self.strategy_id, init_cash=self.init_cash, market_type=self.market_type, frequence= self.frequence)
+        # #self.positions = self.acc.get_position(self.code)
 
-        print(self.acc)
+        # print(self.acc)
 
-        print(self.acc.market_type)
+        # print(self.acc.market_type)
         data = QA.QA_quotation(self.code, self.start, self.end, source=QA.DATASOURCE.MONGO,
                                frequence=self.frequence, market=self.market_type, output=QA.OUTPUT_FORMAT.DATASTRUCT)
 

QUANTAXIS/QAWebServer/qifiserver.py

@@ -5,7 +5,7 @@
 from QUANTAXIS.QIFI.QifiManager import QA_QIFIMANAGER, QA_QIFISMANAGER
 class QAQIFI_Handler(QABaseHandler):
     #manager = QA_QIFIMANAGER(mongo_ip)
-    manager = QA_QIFISMANAGER(mongo_ip)
+    manager = QA_QIFISMANAGER(mongo_ip,model='BACKTEST')
 
     def get(self):
         action = self.get_argument('action', 'acchistory')
@@ -99,7 +99,44 @@ def get(self):
 
 class QAQIFIS_Handler(QABaseHandler):
     #manager = QA_QIFIMANAGER(mongo_ip)
-    manager = QA_QIFISMANAGER(mongo_ip)
+    manager = QA_QIFISMANAGER(mongo_ip,model='BACKTEST')
+
+    def get(self):
+        action = self.get_argument('action', 'acchistory')
+
+        if action == 'accountlist':
+            res = self.manager.get_allaccountname()
+            self.write({'res': res})
+        elif action == 'portfoliolist':
+            res = self.manager.get_allportfolio()
+            self.write({'res': res})
+        elif action == 'accountinportfolio':
+            portfolio = self.get_argument('portfolio', 't12')
+            res = self.manager.get_portfolio_panel(portfolio)
+
+            self.write({'res': QA_util_to_json_from_pandas(res)})
+
+    def post(self):
+        action = self.get_argument('action', 'change_name')
+        if action == 'drop_account':
+
+            account_cookie = self.get_argument('account_cookie')
+            res = self.manager.drop_account(account_cookie)
+            self.write({
+                'res': res,
+                'status': 200
+            })
+        elif action == 'drop_many':
+            account_cookies = self.get_argument('account_cookies')
+            res = self.manager.drop_many(account_cookies)
+            self.write({
+                'res': res,
+                'status': 200
+            })
+
+class QAQIFIS_REALTIME_Handler(QABaseHandler):
+    #manager = QA_QIFIMANAGER(mongo_ip)
+    manager = QA_QIFISMANAGER(mongo_ip,model='REALTIME')
 
     def get(self):
         action = self.get_argument('action', 'acchistory')

QUANTAXIS/QAWebServer/server.py

@@ -35,7 +35,7 @@
 from QUANTAXIS.QAWebServer.schedulehandler import (QAScheduleQuery,
                                                    QASchedulerHandler,
                                                    init_scheduler)
-from QUANTAXIS.QAWebServer.qifiserver import QAQIFI_Handler, QAQIFIS_Handler
+from QUANTAXIS.QAWebServer.qifiserver import QAQIFI_Handler, QAQIFIS_Handler, QAQIFIS_REALTIME_Handler
 from tornado.options import (define, options, parse_command_line,
                              parse_config_file)
 from tornado.web import Application, RequestHandler, authenticated
@@ -71,6 +71,7 @@ def get(self):
     (r"/scheduler/query", QAScheduleQuery),
     (r"/qifi", QAQIFI_Handler),
     (r"/qifis", QAQIFIS_Handler),
+    (r"/qifirealtime", QAQIFIS_REALTIME_Handler),
     (r"/user", QAUserhander)
 
 ]

QUANTAXIS/QIFI/QifiManager.py

@@ -171,9 +171,10 @@ def query_re(self, text) -> list:
 
     def get_portfolio_panel(self, portfolio) -> pd.DataFrame:
         r = self.get_portfolio_account(portfolio)
+        
         rp = [self.database.find_one({'account_cookie': i}, {
                                      "accounts": 1, 'trading_day': 1, '_id': 0}) for i in r]
-        return pd.DataFrame([mergex(i['accounts'], {'trading_day': i['trading_day']}) for i in rp])
+        return pd.DataFrame([mergex(i['accounts'], {'trading_day': i['trading_day']}) for i in rp]).query('user_id in {}'.format(r))
 
     def get_allaccountname(self) -> list:
         return list(set([i['account_cookie'] for i in self.database.find({}, {'account_cookie': 1, '_id': 0})]))