import json
import math
"""
处理异常的装饰器类
"""
class DecorateExcept:
def __init__(self, function):
self.function = function
def __call__(self, *args, **kwargs):
try:
function_result = self.function(*args, **kwargs)
except FileNotFoundError as result: # filename文件 没找到
print("Error: file is not fount %s" % result)
except AttributeError as result:
print("Error: %s" % result)
except Exception as result:
print("unkown Error: %s" % result)
else:
return function_result
"""
合约模型类
"""
class PositionModel:
_position_key = "pos"
_entryprice_key = "entryprice"
_target_position_key = "target_pos"
def __init__(self, position_dictionary):
if PositionModel._position_key in position_dictionary.keys():
self.lots = position_dictionary[PositionModel._position_key]
else:
self.lots = None
if PositionModel._entryprice_key in position_dictionary.keys():
self.entry_price = position_dictionary[PositionModel._entryprice_key]
else:
self.entry_price = None
if PositionModel._target_position_key in position_dictionary.keys():
self.target_position = position_dictionary[PositionModel._target_position_key]
else:
self.target_position = None
def model_to_dictionary(self):
empty_dictionary = {}
if self.lots is not None:
empty_dictionary[PositionModel._position_key] = self.lots
if self.entry_price is not None:
empty_dictionary[PositionModel._entryprice_key] = self.entry_price
if self.target_position is not None:
empty_dictionary[PositionModel._target_position_key] = self.target_position
return empty_dictionary
class ContractModel:
def __init__(self, contract_name, position_model):
self.name = contract_name
self._position_model = position_model
@property
def position_model(self):
return self._position_model
@position_model.setter
def position_model(self, position_model):
self._position_model = position_model
@position_model.getter
def position_model(self):
return self._position_model
@classmethod
def dictionary_to_models(cls, data_dictionary):
contract_models = []
for contract_name, position_dictionary in data_dictionary.items():
contract_model = ContractModel(contract_name=contract_name,
position_model=PositionModel(position_dictionary=position_dictionary))
contract_models.append(contract_model)
return contract_models
@classmethod
def models_to_dictionary(cls, *models):
empty_dictionary = {}
for model in models:
empty_dictionary[model.name] = model.position_model.model_to_dictionary()
return empty_dictionary
"""
持仓json文件操作类
"""
class PositionJsonOperator:
"""
操作 json文件 的 类
ps: 使用时, 需要导入 json、math库
"""
_read_type = "r"
_write_type = "w"
_utf_8_encoding = "utf-8"
# ------------------ public part ------------------
@classmethod
def tqz_load_jsonfile(cls, filename=None):
if filename is None:
exception = Exception("Error: filename is None")
raise exception
else:
return cls._writeReadFile_except_operation(filename=filename, operation_type=cls._read_type)
@classmethod
def tqz_write_jsonfile(cls, content=None, filename=None):
if filename is None:
exception = Exception("Error: filename is None")
raise exception
else:
cls._writeReadFile_except_operation(filename=filename, content=content, operation_type=cls._write_type)
@classmethod
def tqz_sum_position_all_jsonfile(cls, *jsonfile_list, target_jsonfile):
"""
加总多个 json文件的 持仓, 并写入新的目标json文件中
:param jsonfile_list: 字符串数组
:param target_jsonfile: 要存入的 json文件名
"""
jsonfile_content_list = []
[jsonfile_content_list.append(cls.tqz_load_jsonfile(jsonfile)) for jsonfile in jsonfile_list]
content_dic = cls._sum_position_all_keyValueNotFound_except_operation(dic_list=jsonfile_content_list)
cls.tqz_write_jsonfile(content=content_dic, filename=target_jsonfile)
@classmethod
def tqz_multi_position_all(cls, *jsonfile_list, multi):
"""
按倍数调整 多个json文件的 持仓
:param jsonfile_list: 需要调整持仓的 json文件数组
:param multi: 倍数
"""
[cls._multi_position(source_jsonfile=jsonfile, multi=multi) for jsonfile in jsonfile_list]
@classmethod
def tqz_empty_position_all(cls, *jsonfile_list):
"""
清空 多个json文件的 持仓
:param jsonfile_list: 需要清空的 json文件数组
"""
cls.tqz_multi_position_all(*jsonfile_list, multi=0)
# ------------------ private part ------------------
@classmethod
def _multi_position(cls, source_jsonfile, multi):
source_content = cls.tqz_load_jsonfile(filename=source_jsonfile)
source_content = cls._multi_position_keyValueNotFound_except_operation(source_content=source_content,
multi=multi)
cls.tqz_write_jsonfile(content=source_content, filename=source_jsonfile)
@classmethod
def _empty_position(cls, source_jsonfile):
cls._multi_position(source_jsonfile=source_jsonfile, multi=0)
# ------------------ except operation part ------------------
@classmethod
@DecorateExcept
def _writeReadFile_except_operation(cls, filename=None, content=None, operation_type="r"):
if cls._read_type == operation_type:
with open(filename, operation_type, encoding=cls._utf_8_encoding) as fp:
return json.load(fp=fp)
elif cls._write_type == operation_type:
with open(filename, operation_type, encoding=cls._utf_8_encoding) as fp:
json.dump(content, fp=fp, ensure_ascii=False, indent=4) # 参数indent: json文件按格式写入, 距行首空4格;
@classmethod
@DecorateExcept
def _sum_position_all_keyValueNotFound_except_operation(cls, dic_list=None):
new_json_contract_models = []
new_json_contract_names = []
all_json_contract_models = []
if dic_list is not None:
[all_json_contract_models.append(ContractModel.dictionary_to_models(data_dictionary=dic)) for dic in
dic_list]
for contract_models in all_json_contract_models:
for contract_model in contract_models:
if contract_model.name not in new_json_contract_names:
new_json_contract_models.append(
ContractModel(contract_name=contract_model.name, position_model=contract_model.position_model))
new_json_contract_names.append(contract_model.name)
else:
find_contract_model = cls._find_contract_model(*new_json_contract_models,
model_name=contract_model.name)
contract_model.position_model.lots += find_contract_model.position_model.lots
return ContractModel.models_to_dictionary(*new_json_contract_models)
@classmethod
def _find_contract_model(cls, *contract_models, model_name):
for contract_model in contract_models:
if contract_model.name == model_name:
return contract_model
return None
@classmethod
@DecorateExcept
def _multi_position_keyValueNotFound_except_operation(cls, source_content=None, multi=1):
all_json_contract_models = []
if source_content is not None:
[all_json_contract_models.append(ContractModel(contract_name=contract_name, position_model=PositionModel(
position_dictionary=position_dictionary))) for contract_name, position_dictionary in
source_content.items()]
for contract_model in all_json_contract_models:
if contract_model.position_model.lots > 0:
contract_model.position_model.lots = math.floor(contract_model.position_model.lots * multi)
else:
contract_model.position_model.lots = math.floor(-1 * contract_model.position_model.lots * multi) * -1
return ContractModel.models_to_dictionary(*all_json_contract_models)
"""
测试模块
"""
def _main_engine():
list = ["symbol_2.json", "symbol_3.json", "symbol_4.json", "symbol_5.json"]
target_jsonfile = "test.json"
PositionJsonOperator.tqz_sum_position_all_jsonfile(*list, target_jsonfile=target_jsonfile)
# PositionJsonOperator.tqz_multi_position_all(target_jsonfile, multi=1)
# PositionJsonOperator.tqz_empty_position_all(target_jsonfile)
if __name__ == '__main__':
_main_engine()
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