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javamon
194
db.py
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194
db.py
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import sys
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import pymysql
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import json
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from datetime import date, timedelta, datetime
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import time
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db_info = {'host': '192.168.0.2', 'port': 3306, 'user': 'javamon', 'passwd': '@Wtkdwns117424', 'db': 'oh_my_bot_admin',
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'charset': 'utf8',
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'max_allowed_packet': '67108864'}
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class DB:
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def execute(self, sql=None, data=None):
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try:
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res = None
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if not sql is None:
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connection = pymysql.connect(host=db_info['host'], port=db_info['port'], user=db_info['user'],
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passwd=db_info['passwd'], db=db_info['db'],
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charset=db_info['charset'],
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max_allowed_packet=db_info['max_allowed_packet'],
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init_command="SET SESSION time_zone='+09:00'", connect_timeout=60)
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try:
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with connection.cursor(pymysql.cursors.DictCursor) as cursor:
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cursor.execute(sql, data)
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res = cursor.fetchall()
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connection.commit()
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finally:
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connection.close()
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return res
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except Exception as e:
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time.sleep(2)
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return self.execute(sql, data)
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def select_only_one_row(self, sql):
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return self.execute(sql)[0]
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def select_exchage_id_by_name(self, name):
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sql = "SELECT `f_id`, `id` FROM oh_my_bot_admin.exchange WHERE `name`= '%s';" % name
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return self.select_only_one_row(sql)
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def select_item_id_by_ids_name(self, f_i, e_i, name):
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sql = "SELECT `id` FROM oh_my_bot_admin.item " \
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"WHERE `f_id`= '%s' AND `e_id`= '%s' AND `name`='%s';" % (f_i, e_i, name)
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return self.select_only_one_row(sql)['id']
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def select_top_date(self, item):
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t_name = str(item).replace('/', '_')
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profit_sql = "SELECT MAX(profit_rate) FROM oh_my_bot_admin.simulation " \
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"WHERE `t_table_name` = '%s';" % t_name
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win_rate_sql = "SELECT MAX(win_rate) FROM oh_my_bot_admin.simulation " \
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"WHERE `t_table_name` = '%s';" % t_name
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profit = self.execute(profit_sql)
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win_rate = self.execute(win_rate_sql)
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return {
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'profit_rate': profit[0]['MAX(profit_rate)'],
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'win_rate': win_rate[0]['MAX(win_rate)'],
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}
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def isNaN(self, num):
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return num != num
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def insert_simul_result(self, result):
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'''
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`f_i` INT NOT NULL COMMENT 'finance_id',
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`e_i` INT NOT NULL COMMENT 'exchage_id',
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`item_id` INT NOT NULL,
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`time_type` VARCHAR(100) NOT NULL COMMENT 'item data time type',
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`t_table_name` VARCHAR(100) NOT NULL COMMENT 'Target item table name',
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`profit_rate` FLOAT NOT NULL COMMENT 'Return(Profit) rate',
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`win_rate` FLOAT NOT NULL COMMENT 'Wins rate',
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`trades` INT NOT NULL,
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`stop_loss` FLOAT NOT NULL,
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`stop_profit` FLOAT NOT NULL,
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`used_patterns` VARCHAR(255) NOT NULL COMMENT 'used indicator and patterns',
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`file_name` VARCHAR(255) NULL COMMENT 'simulation result file name',
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`start_date` DATETIME NOT NULL,
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`end_date` DATETIME NOT NULL,
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`duration_days` INT NOT NULL COMMENT 'simulation period days',
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`trade_type` NULL DEFAULT 'single' COMMENT 'trade type(doubly trade)',
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'''
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i_info = result['item'].split('_')
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ids = self.select_exchage_id_by_name(i_info[1])
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item_id = self.select_item_id_by_ids_name(ids['f_id'], ids['id'], i_info[2])
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s_d, days = self.get_start_date_on_hour(result['period_cycle'])
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if self.isNaN(result['results']['Return [%]']) or self.isNaN(result['results']['Win Rate [%]']):
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return
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sql = '''
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INSERT INTO `oh_my_bot_admin`.`simulation` (`f_i`, `e_i`, `item_id`,
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`time_type`, `t_table_name`, `profit_rate`, `win_rate`, `trades`, `stop_loss`,
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`stop_profit`, `used_patterns`, `file_name`, `start_date`, `end_date`, `duration_days`, `trade_type`)
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VALUES ('%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s', '%s');
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''' % (ids['f_id'], ids['id'], item_id, result['time_type'], result['item'],
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result['results']['Return [%]'], result['results']['Win Rate [%]'],
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result['results']['# Trades'], result['stop_loss'], result['stop_profit'],
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str(result['use_patterns']), result['filename'], result['results']['Start'],
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result['results']['End'], days, str(result['trade_type']),
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)
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self.execute(sql)
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def update_simul_init_value(self, job):
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sql = "UPDATE `oh_my_bot_admin`.`cron` SET `init_simul` = 'Y' WHERE (`job` = '%s');" % job
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self.execute(sql)
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def get_cron_list(self):
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# sql = "SELECT `job`, `period_cycle`, `time_unit` FROM oh_my_bot_admin.cron WHERE `type` = 'price' AND `init_simul` = 'N';"
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sql = "SELECT * FROM oh_my_bot_admin.cron WHERE `type` = 'price' AND `init_simul` = 'N' ORDER BY id ASC;"
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# sql = "SELECT * FROM oh_my_bot_admin.cron WHERE `type` = 'price';"
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return self.execute(sql)
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def get_price_data_from_item_table(self, job_name, period):
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tb_name = self.job_name_convert_to_tb_name(job_name)
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start_date, days = self.get_start_date_on_hour(period)
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date_arr = str(start_date).split('-')
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start_date = datetime(int(date_arr[0]), int(date_arr[1]), int(date_arr[2]), 1, 0, 0)
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sql = "SELECT `open`, `high`, `low`, `close`, `volume`, `date` FROM " \
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"oh_my_bot_admin.%s WHERE `date` >= '%s'" % (tb_name, start_date)
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return self.execute(sql)
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def get_start_date_on_hour(self, period='2_M'):
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# for period in ['6_M', '3_M', '1_Y', '2_Y', '2_W', '3_W']:
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d = str(period).split('_')
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int2type = {
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"W": 8,
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"M": 32,
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"Y": 366,
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}
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days = int(d[0]) * int(int2type[d[1]])
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return date.today() - timedelta(days=days), days
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def job_name_convert_to_tb_name(self, job_name):
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b = '_'
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_ = str(job_name).split('/')
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_f = b.join([_[0], _[1]]).lower()
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_e = b.join([_[2], _[3]]).upper()
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return b.join([_f, _e]).replace('-', '_')
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def is_bot_by_exchange_name(self, e_name):
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sql = "SELECT id FROM oh_my_bot_admin.exchange WHERE `name` = '%s';" % e_name
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res = self.execute(sql)
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sql = "SELECT id FROM oh_my_bot_admin.bot WHERE `e_i`='%s' AND `status` = 'Y';" % res[0]['id']
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res = self.execute(sql)
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if res is ():
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return False
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return True
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def is_simulated_item_per_hour(self, job, t_time):
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sql = "SELECT * FROM oh_my_bot_admin.sumul_item_for_time " \
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"WHERE `job`='%s' and `time_unit` = '%s';" % (job, t_time)
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res = self.execute(sql)
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if res is ():
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return False
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return True
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def insert_item_from_simul_item_per_hour(self, job, t_time):
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sql = "INSERT INTO `oh_my_bot_admin`.`sumul_item_for_time` (`job`, `time_unit`) VALUES ('%s', '%s');" % (
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job, t_time)
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return self.execute(sql)
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def remove_item_from_simul_item_per_hour(self, job):
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sql = "DELETE FROM `oh_my_bot_admin`.`sumul_item_for_time` WHERE (`job` = '%s');" % job
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return self.execute(sql)
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