diff --git a/web/app.py b/web/app.py new file mode 100644 index 0000000..17025ee --- /dev/null +++ b/web/app.py @@ -0,0 +1,214 @@ +from flask import Flask, render_template, jsonify +import pandas as pd +import numpy as np +import os +import ast +import time + +app = Flask(__name__) + +# 加入邮件通知 +import smtplib +from email.mime.text import MIMEText # 导入 MIMEText 类发送纯文本邮件 +from email.mime.multipart import ( + MIMEMultipart, +) + +import akshare as ak + +# from email.mime.application import MIMEApplication + +# 配置邮件信息 +receivers = ["240884432@qq.com"] # 设置邮件接收人地址 +subject = "TD_Simnow_Signal" # 设置邮件主题 订单流策略交易信号 + +# 配置邮件服务器信息 +smtp_server = "smtp.qq.com" # 设置发送邮件的 SMTP 服务器地址 +smtp_port = 465 # 设置发送邮件的 SMTP 服务器端口号，一般为 25 端口 465 +sender = "240884432@qq.com" # 设置发送邮件的邮箱地址 +username = "240884432@qq.com" # 设置发送邮件的邮箱用户名 +password = "osjyjmbqrzxtbjbf" # zrmpcgttataabhjh，设置发送邮件的邮箱密码或授权码 + +last_sent_time = 0 +time_period = 48 + +# current_dir = os.path.dirname(os.path.abspath(__file__)) +# os.chdir(current_dir) +# print("已更改为新的工作目录：", current_dir) + +# 获取当前工作目录 +current_directory = os.getcwd() +print("当前工作目录：", current_directory) +# 设置新的工作目录 +new_directory = "C:/simnow_trader/traderdata" +os.chdir(new_directory) +# 验证新的工作目录 +updated_directory = os.getcwd() +print("已更改为新的工作目录：", updated_directory) + + +# 获取当前文件夹中所有包含"ofdata"字符的CSV文件 +def get_csv_files(): + files = {} + for filename in os.listdir(): + if "ofdata" in filename and filename.endswith(".csv"): + files[filename] = os.path.join(os.getcwd(), filename) + return files + + +def send_mail(text): + global last_sent_time + + # 检查时间间隔 + current_time = time.time() + if current_time - last_sent_time < 60: + print("current_time:", current_time) + print("last_sent_time:", last_sent_time) + print("一分钟内已发送过邮件，本次跳过") + return # 直接退出，不执行发送 + msg = MIMEMultipart() + msg["From"] = sender + msg["To"] = ";".join(receivers) + msg["Subject"] = subject + html_content = f""" + + +

以下是数据的最后一列：

+ {text} + + + """ + msg.attach(MIMEText(html_content, "html")) + smtp = smtplib.SMTP_SSL(smtp_server, smtp_port) + smtp.login(username, password) + smtp.sendmail(sender, receivers, msg.as_string()) + smtp.quit() + + +# 根据文件路径加载数据，只读取前12列 +def load_data(file_path): + df = pd.read_csv(file_path, usecols=range(12)) # 只读取前12列 + + df = df.drop_duplicates(subset="datetime", keep="first").reset_index(drop=True) + df = df[df["high"] != df["low"]] + df["delta"] = df["delta"].astype(float) + df["datetime"] = pd.to_datetime( + df["datetime"], format="mixed" + ) # , dayfirst=True, format='mixed' + df["delta累计"] = df.groupby(df["datetime"].dt.date)["delta"].cumsum() + df = df.fillna("缺值") + df["终极平滑值"], df["趋势方向"] = ultimate_smoother(df["close"], time_period) + df["datetime"] = df["datetime"].dt.strftime("%Y-%m-%d %H:%M:%S") + df["POC"] = add_poc_column(df) + + if len(df) >= 5 * time_period and ( + df["趋势方向"].iloc[-1] != df["趋势方向"].iloc[-2] + ): + table_text = ( + df.iloc[:, 3:].tail(1).to_html(index=False) + ) # price,Ask,Bid,symbol,datetime,delta,close,open,high,low,volume,dj + send_mail(table_text) + else: + pass + return df.iloc[-20:].to_dict(orient="records") + + +def safe_literal_eval(x): + """带异常处理的安全转换""" + try: + return ast.literal_eval(x) + except: + return [] # 返回空列表作为占位符 + + +def add_poc_column(df): + # 安全转换列数据 + df["price"] = df["price"].apply(safe_literal_eval) + df["Ask"] = df["Ask"].apply(lambda x: list(map(int, safe_literal_eval(x)))) + df["Bid"] = df["Bid"].apply(lambda x: list(map(int, safe_literal_eval(x)))) + + # 定义处理函数（带数据验证） + def find_poc(row): + # 验证三个列表长度一致且非空 + if not (len(row["price"]) == len(row["Ask"]) == len(row["Bid"]) > 0): + return "缺值" # 返回空值标记异常数据 + + sums = [a + b for a, b in zip(row["Ask"], row["Bid"])] + try: + max_index = sums.index(max(sums)) + return row["price"][max_index] + except ValueError: + return "缺值" # 处理空求和列表情况 + + # 应用处理函数 + df["POC"] = df.apply(find_poc, axis=1) + + # 可选：统计异常数据 + error_count = df["POC"].isnull().sum() + if error_count > 0: + print(f"警告：发现 {error_count} 行异常数据（已标记为NaN）") + + return df["POC"] + + +def ultimate_smoother(price, period): + # 初始化变量（修正角度单位为弧度） + a1 = np.exp(-1.414 * np.pi / period) + b1 = 2 * a1 * np.cos(1.414 * np.pi / period) # 将180改为np.pi + c2 = b1 + c3 = -(a1**2) + c1 = (1 + c2 - c3) / 4 + + # 准备输出序列 + us = np.zeros(len(price)) + us_new = np.zeros(len(price)) + trend = [None] * (len(price)) + ma_close = np.zeros(len(price)) + + # 前4个点用原始价格初始化 + for i in range(len(price)): + if i < 4: + us[i] = price[i] + else: + # 应用递归公式 + us[i] = ( + (1 - c1) * price[i] + + (2 * c1 - c2) * price[i - 1] + - (c1 + c3) * price[i - 2] + + c2 * us[i - 1] + + c3 * us[i - 2] + ) + + us_new = np.around(us, decimals=2) + ma_close = price.rolling(window=5 * period).mean() + + if us_new[i] > price[i] and ma_close[i] > price[i]: + trend[i] = "空头趋势" + elif us_new[i] < price[i] and ma_close[i] < price[i]: + trend[i] = "多头趋势" + else: + trend[i] = "无趋势" + + return us_new, trend + + +@app.route("/") +def index(): + files = get_csv_files() # 获取所有符合条件的文件 + # 默认显示第一个文件的数据 + first_file = list(files.keys())[0] if files else None + data = load_data(files[first_file]) if first_file else [] + return render_template("index.html", data=data, files=files, file_name=first_file) + + +@app.route("/data/") +def switch_data(file_name): + files = get_csv_files() # 获取所有符合条件的文件 + if file_name in files: + data = load_data(files[file_name]) + return jsonify(data) + return jsonify({"error": "File not found"}), 404 + + +if __name__ == "__main__": + app.run(host="0.0.0.0", port=5000, debug=True) # 监听所有网络接口 diff --git a/web/templates/index.html b/web/templates/index.html new file mode 100644 index 0000000..dc7cf76 --- /dev/null +++ b/web/templates/index.html @@ -0,0 +1,106 @@ + + + + + + 订单流实时数据监控 + + + + + +

Real-Time CSV Data Viewer

+ + + {% for file_name, file_path in files.items() %} + + {% endfor %} + +

Data for {{ file_name }}

+ + + + + + + + + + + + + + + + + + + + {% for row in data %} + + + + + + + + + + + + + + + + {% endfor %} + +
SymbolDatetimeDeltaCloseOpenHighLowVolumeDJDelta累计POC终极平滑值趋势方向
{{ row.symbol }}{{ row.datetime }}{{ row.delta }}{{ row.close }}{{ row.open }}{{ row.high }}{{ row.low }}{{ row.volume }}{{ row.dj }}{{ row.delta累计 }}{{ row.POC }}{{ row.终极平滑值 }}{{ row.趋势方向 }}
+ + + + diff --git a/web/templates/index——test.html b/web/templates/index——test.html new file mode 100644 index 0000000..8928aad --- /dev/null +++ b/web/templates/index——test.html @@ -0,0 +1,199 @@ + + + + + + CSV Data Viewer + + + +

Real-Time CSV Data Viewer

+ + + {% for file_name, file_path in files.items() %} + + {% endfor %} + +

Data for {{ file_name }}

+ + + + + + + + + + + + + + + + + + + {% for row in data %} + + + + + + + + + + + + + + + {% endfor %} + +
+ + + + + + + + + + + + + + + + + + + + + + + +
{{ row.price }}{{ row.Ask }}{{ row.Bid }}{{ row.symbol }}{{ row.datetime }}{{ row.delta }}{{ row.close }}{{ row.open }}{{ row.high }}{{ row.low }}{{ row.volume }}{{ row.dj }}
+ + + +