定时任务

main.py

@@ -5,6 +5,7 @@ from api import RoboExecutor
 
 @autowired(names={'executor': RoboExecutor.use_name()})
 def start(executor: RoboExecutor = None):
+    print('开始')
     executor.start_exec()
 
 

portfolios/dao/robo_mpt_portfolios.py

@@ -10,6 +10,7 @@ __COLUMNS__ = {
     'rmp_rolve': 'solve',
     'rmp_portfolio': 'portfolio',
     'rmp_cvar': 'cvar',
+    'rmp_create_time': 'create_time'
 }
 
 

requirements.txt

@@ -22,3 +22,4 @@ six==1.16.0
 urllib3==1.26.12
 fastapi==0.100.0
 uvicorn==0.23.1
+apscheduler==3.10.1

robo_executor.py

@@ -134,7 +134,9 @@ class BacktestExecutor(RoboExecutor):
 class RealExecutor(RoboExecutor):
 
     @autowired(names={'daily_export': 'daily-real-export', 'monitor_export': 'daily-monitor-export',
-                      'syncs': 'tw-navs-sync'})
+                      # todo 上线用tw api
+                      # 'syncs': 'tw-navs-sync'})
+                      'syncs': 'navs-sync'})
     def __init__(self, builder: PortfoliosBuilder = None, hold: PortfoliosHolder = None, syncs: List[DataSync] = None,
                  daily_export: RoboExportor = None, monitor_export: RoboExportor = None, pool: AssetPool = None,
                  signal: RebalanceSignal = None):

web/robo_controller.py

+import json
+from datetime import date as dt, datetime
+from multiprocessing import Process
+
 import uvicorn
+from apscheduler.schedulers.blocking import BlockingScheduler
 from fastapi import FastAPI
+from py_jftech import prev_workday, filter_weekend
+
+import main
+from api import DatumType
+from basic.datum import DefaultDatum
 
 app = FastAPI()
 
 REC_GID = 'E3886FBA-123B-7890-123E-123456BEEED'
 
 
+def getTodayRec():
+    from portfolios.dao import robo_mpt_portfolios as rmp
+    from api import PortfoliosType, PortfoliosRisk
+    day = prev_workday(filter_weekend(dt.today()))
+    portfolio = rmp.get_one(day, PortfoliosType.NORMAL, PortfoliosRisk.FT3)
+    return portfolio
+
+
 @app.get("/recommend")
 async def root():
-    rec_list = []
-    portfolios = {'recomm_guid': REC_GID}
-    data = {'recomm_guid': REC_GID}
-    data['data_date'] = '2019-09-20'
-    data['funds'] = [
-        {'weight': '5', 'fund_id': '0152'}
-    ]
-    portfolios['data'] = data
-    rec_list.append(portfolios)
-    return rec_list
+    portfolio = getTodayRec()
+    if portfolio:
+        fund_infos = DefaultDatum().get_datums(DatumType.FUND)
+        id_ticker_map = {str(info['id']): info for info in fund_infos}
+        funds = json.loads(portfolio['portfolio'])
+        rec_list = []
+        portfolios = {'recomm_guid': REC_GID}
+        data = {'recomm_guid': REC_GID}
+        data['data_date'] = portfolio['date'].strftime('%Y-%m-%d')
+        data['funds'] = [{'weight': round(weight * 100), 'fund_id': id_ticker_map[key]['ftTicker']} for key, weight in
+                         funds.items()]
+        data['creat_date'] = portfolio['create_time'].strftime('%Y-%m-%d %H:%M:%S')
+        # todo 补全
+        data['cp'] = 0.81
+        data['rr'] = 0.81
+        data['roi'] = 0.81
+        data['risk'] = round(sum([id_ticker_map[key]['risk'] * weight for key, weight in funds.items()]), 2)
+        data['note'] = '{}'
+        portfolios['data'] = data
+        rec_list.append(portfolios)
+        return rec_list
+    else:
+        return {'msg': '当日投组未产生，待10:30后获取'}
 
 
-if __name__ == "__main__":
+def start_robo():
+    # 异常情况可以重启跑当天投组
+    current_time = datetime.datetime.now()
+    target_time = datetime.time(10, 15)
+    if current_time.time() > target_time:
+        main.start()
     # 开启定时任务，执行实盘
-    uvicorn.run("robo_controller:app", reload=True, port=8080)
+    scheduler = BlockingScheduler()
+    scheduler.add_job(main.start, 'cron', day_of_week='0-4', hour=10, minute=15)
+    scheduler.start()
+
+
+if __name__ == "__main__":
+    # 开启一个进程执行start_robo()
+    p1 = Process(target=start_robo)
+    p1.start()
+
+    # 启动进程2
+    p2 = Process(target=uvicorn.run,
+                 args=("robo_controller:app",),
+                 kwargs={'port': 8080})
+    p2.start()