Quote.py

import datetime as dt;
from DataCenter import DataCenter;
import Type;
import math;

class Util(object):
	exchangemap={}
	@staticmethod
	def FormatCode(code):
		return (code if str.isdigit(code[-4]) else code[:-3]+'1'+code[-3:]).upper()
	@staticmethod
	def GetAcsyCode(code,Exchange):
		return Exchange+code
	@classmethod
	def FormatExchange(cls,Exchange):
		return cls.exchangemap[Exchange]

class Tick(object):
	def __init__(self,exchange,code,datetime,lastprice,bid,ask,accuvol,accuturnover,openint):
		self.exchange=Util.FormatExchange(exchange)
		self.code=Util.FormatCode(code)
		self.acsycode=Util.GetAcsyCode(self.code,self.exchange)
		self.datetime=datetime
		self.lastprice=lastprice
		self.bid=bid
		self.ask=ask
		self.accuvol=accuvol
		self.accuturnover=accuturnover
		self.openint=openint

class Level(object):
	def __init__(self,acsycode):
		self.acsycode=acsycode
		self.bid={}
		self.ask={}
	def update(self,tick):
		pass

class Bar(object):
	def __init__(self,code,start,end,vol_start):
		self.code=code
		self.dt_start=start
		self.dt_end=end
		self.vol_start=vol_start
		self.__is_init__=False
	def setvalue(self,op,high,low,close,volume,openint):
		self.open=op
		self.high=high
		self.low=low
		self.close=close
		self.volume=volume
		self.openint=openint
	def update(self,tick):
		if tick.code!=self.code:
			raise Exception('code don\'t match!')
		if now>=self.dt_end:
			return False
		if self.__is_init__:
			self.dt_now=tick.datetime
			self.high=max(self.high,tick.lastprice)
			self.low=min(self.low,tick.lastprice)
			self.close=tick.lastprice
			self.volume=tick.accuvol-self.vol_start
			self.openint=tick.openint
		else:
			self.dt_now=tick.datetime
			self.open=self.high=self.low=self.close=tick.lastprice
			self.volume=tick.accuvol-self.vol_start
			self.openint=tick.openint
			self.__is_init__=True
		return True

class BarList(object):
	def __init__(self,acsycode,timescale):
		self.acsycode=acsycode
		self.timescale=timescale
		self.barlist=Type.Series()
		self.datetime=[]
		self.open=Type.Series()
		self.high=Type.Series()
		self.low=Type.Series()
		self.close=Type.Series()
		self.volume=Type.Series()
		self.openint=Type.Series()
	def update(self,tick):
		if self.barlist.isempty():
			bar=self.__new_bar__(tick.code,tick.datetime,0)
			self.barlist.push(bar.dt_start,bar)
			self.__sync__(True)
		while not self.barlist[0].update(tick):
			accuvol=self.barlist[0].vol_start+self.barlist[0].volume
			bar=self.__new_bar__(tick.code,self.barlist[0].dt_end,accuvol if tick.accuvol>=accuvol else 0)
			bar.setvalue(self.barlist[0].open,self.barlist[0].high,self.barlist[0].low,self.barlist[0].close,self.barlist[0].volume,self.barlist[0].openint)
			self.barlist.push(bar.dt_start,bar)  
			self.__sync__(True)
		self.__sync__(False)     
	def push(self,bar):
		self.barlist.push(bar.dt_start,bar)
		self.__sync__(True)
	def __new_bar__(self,code,datetime,vol_start):
		count=(datetime.hour*3600+datetime.minute*60+datetime.second)/self.timescale.total_seconds()
		today=dt.datetime(datetime.year,datetime.month,datetime.day)
		bar=Bar(code,today+math.floor(count)*self.timescale,today+math.ceil(count)*self.timescale,vol_start)
		return bar
	def __sync__(self,is_insert):
		bar=self.barlist[0]
		if is_insert:
			self.datetime.insert(0,bar.dt_start)
			self.open.push(bar.dt_start,bar.open)
			self.high.push(bar.dt_start,bar.high)
			self.low.push(bar.dt_start,bar.low)
			self.close.push(bar.dt_start,bar.close)
			self.volume.push(bar.dt_start,bar.volume)
			self.openint.push(bar.dt_start,bar.openint)
		else:
			self.high[0]=bar.high
			self.low[0]=bar.low
			self.close[0]=bar.close
			self.volume[0]=bar.volume
			self.openint[0]=bar.openint
	def __getitem__(self,index):
		return self.barlist[index]
		

class Quote(object):
	def __init__(self,codemap):
		self.codemap=codemap
		self.codeset=set(self.codemap.keys())
		self.dc=DataCenter()
		self.__load_history__()
	def __load_history__(self):
		self.Data=self.dc.getBarData(self.codemap)
		#load missing today data, not implement
	def __getitem__(self,index):
		return self.Data[index]
	def update(self,tick):
		if tick.acsycode in self.codeset:
			self.Data[tick.acsycode].update(tick)