update

basic/sync.py

@@ -190,7 +190,7 @@ class IndexSync(JDCDataSync):
             'pe': x['peRatio'] if 'peRatio' in x else None,
             'pb': x['pbRatio'] if 'pbRatio' in x else None,
             'volume': x['volume'] if 'volume' in x else None,
-        } for x in datas if is_workday(dt.fromtimestamp(x['date'] / 1000), tz=pytz.timezone('Asia/Shanghai')) and 'close' in x]
+        } for x in datas if is_workday(dt.fromtimestamp(x['date'] / 1000, tz=pytz.timezone('Asia/Shanghai'))) and 'close' in x]
         if save_datas:
             rid.batch_insert(save_datas)
 

web/robo_controller.py

-# import datetime as dt
-# import json
-# 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, PortfoliosRisk
-# from basic.datum import DefaultDatum
-#
-# app = FastAPI()
-#
-# REC_GID = 'E3886FBA-123B-7890-123E-123456BEEED'
-#
-#
-# def get_today_rec():
-#     from portfolios.dao import robo_mpt_portfolios as rmp
-#     from api import PortfoliosType, PortfoliosRisk
-#     day = prev_workday(filter_weekend(dt.date.today()))
-#     portfolio = rmp.get_one(day, PortfoliosType.NORMAL, PortfoliosRisk.FT3)
-#     return portfolio
-#
-#
-# def get_last_signal():
-#     from rebalance.dao import robo_rebalance_signal as rrs
-#
-#     day = prev_workday(filter_weekend(dt.date.today()))
-#     last_re = rrs.get_last_one(max_date=day, risk=PortfoliosRisk.FT3, effective=True)
-#     return last_re
-#
-#
-# @app.get("/recommend")
-# async def root():
-#     portfolio = get_today_rec()
-#     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)
-#         note = {}
-#         sig = get_last_signal()
-#         note['last_reg_reb'] = sig['date'].strftime('%Y-%m-%d')
-#         data['note'] = json.dumps(note)
-#         portfolios['data'] = data
-#         rec_list.append(portfolios)
-#         return rec_list
-#     else:
-#         return {'msg': '当日投组未产生，待10:00后获取'}
-#
-#
-# def start_robo():
-#     # 异常情况可以重启跑当天投组
-#     current_time = dt.datetime.now()
-#     target_time = dt.time(10, 0)
-#     if current_time.time() > target_time:
-#         main.start()
-#
-#     # 开启定时任务，执行实盘
-#     scheduler = BlockingScheduler()
-#     scheduler.add_job(main.start, 'cron', day_of_week='0-4', hour=10, minute=00)
-#     scheduler.start()
-#
-#
-# def start_web():
-#     uvicorn.run("robo_controller:app", reload=True, port=8080)
-#
-#
-# 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=start_web)
-#     p2.start()
+import datetime as dt
+import json
+from multiprocessing import Process
+
+import uvicorn
+from apscheduler.schedulers.blocking import BlockingScheduler
+from fastapi import FastAPI
+from py_jftech import prev_workday, filter_weekend, autowired
+
+import main
+from api import DatumType, PortfoliosRisk, Datum
+
+app = FastAPI()
+
+REC_GID = 'E3886FBA-123B-7890-123E-123456BEEED'
+
+
+def get_today_rec():
+    from portfolios.dao import robo_mpt_portfolios as rmp
+    from api import PortfoliosType, PortfoliosRisk
+    day = prev_workday(filter_weekend(dt.date.today()))
+    portfolio = rmp.get_one(day, PortfoliosType.NORMAL, PortfoliosRisk.FT3)
+    return portfolio
+
+
+def get_last_signal():
+    from rebalance.dao import robo_rebalance_signal as rrs
+
+    day = prev_workday(filter_weekend(dt.date.today()))
+    last_re = rrs.get_last_one(max_date=day, risk=PortfoliosRisk.FT3, effective=True)
+    return last_re
+
+
+@autowired
+def get_fund_infos(datum: Datum = None):
+    return datum.get_datums(DatumType.FUND)
+
+
+@app.get("/recommend")
+async def root():
+    portfolio = get_today_rec()
+    if portfolio:
+        fund_infos = get_fund_infos()
+        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)
+        note = {}
+        sig = get_last_signal()
+        note['last_reg_reb'] = sig['date'].strftime('%Y-%m-%d')
+        data['note'] = json.dumps(note)
+        portfolios['data'] = data
+        rec_list.append(portfolios)
+        return rec_list
+    else:
+        return {'msg': '当日投组未产生，待10:00后获取'}
+
+
+def start_robo():
+    # 异常情况可以重启跑当天投组
+    current_time = dt.datetime.now()
+    target_time = dt.time(10, 0)
+    if current_time.time() > target_time:
+        main.start()
+
+    # 开启定时任务，执行实盘
+    scheduler = BlockingScheduler()
+    scheduler.add_job(main.start, 'cron', day_of_week='0-4', hour=10, minute=00)
+    scheduler.start()
+
+
+def start_web():
+    uvicorn.run("robo_controller:app", reload=True, port=8080)
+
+
+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=start_web)
+    p2.start()