"""
因为vnpy在实际运行中，json文件保存策略的理论持仓部位；
所以对于vnpy项目中的json文件的相关操作，不能采用直接修改的形式；
需要先把json文件中的数据取出来再在内存中进行处理，所以要把之前实现的所有功能（持仓加总、按倍数调整、清仓）转换成在内存中操作，而不是直接修改原json文件；
"""
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 found %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:
@classmethod
def position_key(cls):
return "pos"
@classmethod
def entryprice_key(cls):
return "entryprice"
@classmethod
def target_position_key(cls):
return "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
"""
@classmethod
def __read_type(cls):
return "r"
@classmethod
def __write_type(cls):
return "w"
@classmethod
def __utf_8_encoding(cls):
return "utf-8"
# ------------------ public part ------------------
@classmethod
def tqz_load_jsonfile(cls, jsonfile=None):
if jsonfile is None:
exception = Exception("Error: filename is None")
raise exception
else:
return cls.__writeReadFile_except_operation(jsonfile=jsonfile, operation_type=cls.__read_type())
@classmethod
def tqz_write_jsonfile(cls, content=None, target_jsonfile=None):
if target_jsonfile is None:
exception = Exception("Error: filename is None")
raise exception
else:
cls.__writeReadFile_except_operation(jsonfile=target_jsonfile, 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, target_jsonfile=target_jsonfile)
@classmethod
def tqz_get_sum_position_jsonfile_data(cls, *jsonfile_list):
"""
加总多个 json文件的 持仓, 直接返回加总后的 数据;
:param jsonfile_list: 字符串数组
return: 加总后的 json文件数据
"""
jsonfile_content_list = []
[jsonfile_content_list.append(cls.tqz_load_jsonfile(jsonfile)) for jsonfile in jsonfile_list]
return cls.__sum_position_all_keyValueNotFound_except_operation(
dic_list=jsonfile_content_list
)
@classmethod
def tqz_get_multi_position_jsonfile_data(cls, *jsonfile_list, multi):
"""
先加总 多个json文件的 持仓, 并返回按倍数调整过的 单个json文件数据;
:param jsonfile_list: 需要调整持仓的 json文件路径数组;
:param multi: 倍数;
return 返回加总后并按倍数调整过的 单个json文件的 持仓数据;
"""
return cls.__multi_position_keyValueNotFound_except_operation(
source_content=cls.tqz_get_sum_position_jsonfile_data(*jsonfile_list),
multi=multi
)
@classmethod
def tqz_get_empty_position_all(cls, *jsonfile_list):
sum_dictionary = cls.tqz_get_sum_position_jsonfile_data(*jsonfile_list)
empty_dictionary = {}
for symbol, data in sum_dictionary.items():
data[PositionModel.position_key()] = 0
empty_dictionary[symbol] = data
return empty_dictionary
# ------------------ private part ------------------
@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)
@classmethod
def __multi_position(cls, source_jsonfile, multi):
cls.tqz_write_jsonfile(
content=cls.__get_multi_position(source_jsonfile=source_jsonfile, multi=multi),
target_jsonfile=source_jsonfile
)
@classmethod
def __get_multi_position(cls, source_jsonfile, multi):
return cls.__multi_position_keyValueNotFound_except_operation(
source_content=cls.tqz_load_jsonfile(jsonfile=source_jsonfile),
multi=multi
)
@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, jsonfile=None, content=None, operation_type="r"):
if cls.__read_type() is operation_type:
with open(jsonfile, operation_type, encoding=cls.__utf_8_encoding()) as fp:
return json.load(fp=fp)
elif cls.__write_type() is operation_type:
with open(jsonfile, 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 = []
temp_dic_list = []
for single_json_content in dic_list:
temp_dic = {}
for key, value in single_json_content.items():
vt_symbol = key.split(".")[0] + "." + key.split(".")[1]
temp_dic[vt_symbol] = value
temp_dic_list.append(temp_dic)
dic_list = temp_dic_list
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)
find_contract_model.position_model.lots += 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:
before_multi_lots = contract_model.position_model.lots
# multi_lots: 按倍数调整完后的仓位
if before_multi_lots > 0:
multi_lots = math.floor(contract_model.position_model.lots * multi)
else:
multi_lots = math.floor(-1 * contract_model.position_model.lots * multi) * -1
# 按倍数调整完, 确保持仓至少保留1手;
if (before_multi_lots > 0) and (multi_lots is 0): # 原先持有多单, 仓位调整完后为 0;
multi_lots = 1
elif (before_multi_lots < 0) and (multi_lots is 0): # 原先持有空单, 仓位调整完后为 0;
multi_lots = -1
contract_model.position_model.lots = multi_lots
return ContractModel.models_to_dictionary(*all_json_contract_models)
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)
# print(PositionJsonOperator.tqz_get_multi_position_jsonfile_data(target_jsonfile, multi=1))
# print(PositionJsonOperator.tqz_get_empty_position_all(target_jsonfile))
# PositionJsonOperator.tqz_multi_position_all(target_jsonfile, multi=0.5)
# PositionJsonOperator.tqz_empty_position_all(target_jsonfile)
if __name__ == '__main__':
__main_engine()
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