量化交易之vnpy篇 - tqz_logging - 新增日志(理论/真实持仓变动时更新日志)

""" tqz_logging.py """
import logging
import os

from vnpy.trader.tqz_extern.tools.file_path_operator.file_path_operator import TQZFilePathOperator


class TQZLogging:

    __strategy_bug_fold = TQZFilePathOperator.current_file_father_path(file=__file__) + f'/strategy_bug_log'

    __formatter = logging.Formatter('%(asctime)s - %(levelname)s - %(name)s - %(message)s')

    @classmethod
    def write_bug_log(cls, vt_symbol: str, message: str):

        if os.path.exists(cls.__strategy_bug_fold) is False:
            os.makedirs(cls.__strategy_bug_fold)

        symbol = vt_symbol.split('.')[0]
        log_path = cls.__strategy_bug_fold + f'/{symbol}.log'

        logger = logging.getLogger(vt_symbol)
        logger.setLevel(level=logging.DEBUG)

        handler = logging.FileHandler(log_path)  # filename
        handler.setLevel(logging.INFO)
        handler.setFormatter(cls.__formatter)

        logger.addHandler(handler)
        logger.info(message)  # message
        logger.removeHandler(handler)


if __name__ == '__main__':
    # TQZLogging.write_bug_log(vt_symbol="rb2201.SHFE", message="this is a test.")
    pass

"""engine.py"""
    def process_account_event(self, event: Event):

        # strategy data
        current_strategy_data = TQZPositionJsonOperator.tqz_get_single_jsonfile_format_data(jsonfile=self.data_filename)
        current_strategy_data_format = TQZPositionJsonOperator.tqz_get_sum_position_format_data_with_jsonfileContentList(current_strategy_data)

        # strategy data change
        if current_strategy_data_format != self.last_strategy_data_format:
            self.__compare_strategy_position(last_strategy_data_format=self.last_strategy_data_format, current_strategy_data_format=current_strategy_data_format)
            self.last_strategy_data_format = current_strategy_data_format

    def __compare_strategy_position(self, last_strategy_data_format, current_strategy_data_format):

        for current_vt_symbol in current_strategy_data_format.keys():
            message_list = []

            if current_vt_symbol in last_strategy_data_format.keys():  # last_strategy_data have current_vt_symbol

                if current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.BUY_POSITION_KEY.value] is not last_strategy_data_format[current_vt_symbol][TQZPositionKeyType.BUY_POSITION_KEY.value]:
                    message = f'[strategy position is not equal][vt_symbol: {str(current_vt_symbol)}, pre buy position: {str(last_strategy_data_format[current_vt_symbol][TQZPositionKeyType.BUY_POSITION_KEY.value])}, current buy position: {str(current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.BUY_POSITION_KEY.value])}]'
                    message_list.append(message)
                if current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.SELL_POSITION_KEY.value] is not last_strategy_data_format[current_vt_symbol][TQZPositionKeyType.SELL_POSITION_KEY.value]:
                    message = f'[strategy position is not equal][vt_symbol: {str(current_vt_symbol)}, pre sell position: {str(last_strategy_data_format[current_vt_symbol][TQZPositionKeyType.SELL_POSITION_KEY.value])}, current sell position: {str(current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.SELL_POSITION_KEY.value])}]'
                    message_list.append(message)

            else:  # last_strategy_data have not current_vt_symbol

                if current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.BUY_POSITION_KEY.value] is not 0:
                    message = f'[strategy position is not equal][vt_symbol: {str(current_vt_symbol)}, pre buy position: {str(0)}, current buy position: {str(current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.BUY_POSITION_KEY.value])}]'
                    message_list.append(message)
                if current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.SELL_POSITION_KEY.value] is not 0:
                    message = f'[strategy position is not equal][vt_symbol: {str(current_vt_symbol)}, pre sell position: {str(0)}, current sell position: {str(current_strategy_data_format[current_vt_symbol][TQZPositionKeyType.SELL_POSITION_KEY.value])}]'
                    message_list.append(message)

            if self.log_start is True:
                [self.write_bug_log(vt_symbol=current_vt_symbol, message=message) for message in message_list]


    def process_position_event(self, event: Event):
        """ """
        position = event.data
        pre_positions = copy(self.positions)

        self.positions[position.vt_positionid] = position
        self.offset_converter.update_position(position)

        if pre_positions != self.positions:  # real position have change.
            self.__compare_real_position(pre_positions=pre_positions, current_positions=self.positions)


    def __compare_real_position(self, pre_positions, current_positions):

        message_dictionary = {}
        for vt_symbol_direction, position_data in current_positions.items():  # scan current real positions
            message: str = ''

            if vt_symbol_direction in pre_positions.keys():  # pre_positions data have this vt_symbol_direction

                if position_data.direction in [Direction.LONG]:  # judge position_data direction
                    if position_data.volume is not pre_positions[vt_symbol_direction].volume:
                        message = f'[real position is not equal][vt_symbol: {str(position_data.vt_symbol)}, pre buy position: {str(pre_positions[vt_symbol_direction].volume)}, current buy position: {str(position_data.volume)}]'
                elif position_data.direction in [Direction.SHORT]:
                    if position_data.volume is not pre_positions[vt_symbol_direction].volume:
                        message = f'[real position is not equal][vt_symbol: {str(position_data.vt_symbol)}, pre sell position: {str(pre_positions[vt_symbol_direction].volume)}, current sell position: {str(position_data.volume)}]'

            else:  # pre_positions data have not vt_symbol_direction

                if position_data.direction in [Direction.LONG]:  # judge position_data direction
                    if position_data.volume is not 0:
                        message = f'[real position is not equal][vt_symbol: {str(position_data.vt_symbol)}, pre buy position: {str(0)}, current buy position: {str(position_data.volume)}]'
                elif position_data.direction in [Direction.SHORT]:
                    if position_data.volume is not 0:
                        message = f'[real position is not equal][vt_symbol: {str(position_data.vt_symbol)}, pre sell position: {str(0)}, current sell position: {str(position_data.volume)}]'

            if '' != message:
                message_dictionary[position_data.vt_symbol] = message

        if self.log_start is True:  # write log of bug or not
            [self.write_bug_log(vt_symbol=vt_symbol, message=message) for vt_symbol, message in message_dictionary.items()]