# coding:utf-8
from datetime import datetime as dt
import os
import pandas as pd
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
from xtquant.xttype import StockAccount
from xtquant import xtdata, xtconstant
import time
from sqlalchemy import create_engine
from jqdatasdk import *
import pymysql
import multiprocessing as mp
import math
import psutil
from apscheduler.schedulers.blocking import BlockingScheduler

auth('18616891214', 'Ea?*7f68nD.dafcW34d!')
db_pool = pymysql.connect(host='localhost',
                          user='root',
                          port=3307,
                          password='r6kEwqWU9!v3',
                          database='hlfx_pool')
cursor_pool = db_pool.cursor()
engine_stock = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qmt_stocks_whole?charset=utf8')


def run(seq):
    print(seq)
    '''阻塞线程接收行情回调'''
    import time
    client = xtdata.get_client()
    while True:
        time.sleep(3)
        now_date = dt.now()
        if not client.is_connected() or dt.now() > now_date.replace(hour=15, minute=00, second=0):
            xtdata.unsubscribe_quote(seq)
            raise Exception('行情服务连接断开')
            break
    return


def real_price(datas):
    # i = '000001.SZ'
    for i in datas:
        if i == '000001.SZ':
            print(i, datas[i])
    # trader(datas)
    # return datas


def ma(stock, num, data):
    global engine_stock
    try:
        i = (num - 1) * -1
        df = pd.read_sql_query(
            'select close_front from `%s_1d`' % stock, engine_stock)
    except:
        return 9999999
    else:
        ma_num = (sum(df['close_front'][i:]) + data[stock]['lastPrice'])/num
        return ma_num


def ma_1(stock, num):
    global engine_stock
    i = (num) * -1
    try:
        df = pd.read_sql_query(
            'select close_front from `%s_1d`' % stock, engine_stock)
    except BaseException:
        return 9999999
    else:
        ma_num_1 = df['close_front'][i:].mean()
        return ma_num_1


def his_vol(stock, num):
    global engine_stock
    num = num * -1
    try:
        df = pd.read_sql_query(
            'select volume_front from `%s_1d`' % stock, engine_stock)
    except BaseException:
        return 9999999
    else:
        return df['volume_front'].iloc[num]


def ma_judge(data, stock_list, rate, results):
    # print(f',收到的data数据为:{len(data.keys())},stock_pool长度为{len(stock_list)},now is {dt.now()}')
    list_judge = list(set(data.keys()) & set(stock_list))
    print(f'这个ma_judge的PID为:{os.getpid()}，本轮计算:{len(list_judge)}个股')
    for stock in list_judge:
        i = stock.replace('XSHG', 'SH').replace('XSHE', 'SZ')
        current_price, open_price = data[i]['lastPrice'], data[i]['open']
        MA5, MA10, MA20, MA30, MA60, MA120 = ma(i, 5, data), ma(i, 10, data), ma(i, 20, data), ma(i, 30, data),\
            ma(i, 60, data), ma(i, 120, data)
        MA5_1 = ma_1(i, 5)
        # print(i, current_price, open_price, MA5, MA10, MA20, MA5_1)
        # 入交易池标准：阳线\大于MA5\MA5向上\MA20<MA10\离120线有距离
        if (current_price > open_price) & (current_price > MA5) & (MA5 > MA5_1) & (current_price < MA5 * 1.03) & (
                MA20 < MA10) & (current_price > MA120 or current_price < MA120*rate):
            if his_vol(i, -1) > his_vol(i, -2):
                results.append(i.replace('SH', 'XSHG').replace('SZ', 'XSHE'))


def sell_trader(data, positions_dict):
    # for m in data:
    #     print(m, data[m]['lastPrice'])
    print('卖出函数:', dt.now())
    positions = xt_trader.query_stock_positions(acc)
    print('持仓总数：', len(positions))

    for stock, volume in positions_dict.items():
        if stock in data:
            current_price = data[stock]['lastPrice']
            open_price = data[stock]['open']
            MA5 = ma(stock, 5, data)
            MA5_1 = ma_1(stock, 5)
            print(f'{stock},持仓量为{volume}当前价:{current_price},MA5:{MA5},昨日MA5：{MA5_1},开始判断:')
            if current_price < MA5 or MA5 < MA5_1 or current_price > MA5 * 1.07:
                print('卖出信号！！！！！！', stock, current_price)
                order_id = xt_trader.order_stock(acc, stock, xtconstant.STOCK_SELL, volume,
                                                 xtconstant.LATEST_PRICE, 0, 'strategy1', 'order_test')
                print('价格：', current_price, open_price, MA5, MA5_1)
                print(order_id, stock, volume)
        else:
            print(f'本轮没有持仓股票信息！')


def get_fundamentals(results):
    return results
    pass

def buy_trader(data, positions):
    print('买入函数:', dt.now(), f'接受到{len(data.keys())}个个股')
    results = mp.Manager().list()
    mp_list = []
    engine_hlfx_pool = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/hlfx_pool?charset=utf8')

    try:
        stock_pool = pd.read_sql_query(
            'select value from `%s`' % '1d', engine_hlfx_pool)
        stock_pool = stock_pool.iloc[-1, 0].split(",")
        stock_pool.sort()
        print('stock_pool',len(stock_pool))
    except BaseException:
        pass
    '''
    for stock in data:
        if stock.replace('SH', 'XSHG').replace('SZ', 'XSHE') in stock_pool:
            # 真实买入策略
            current_price, open_price = data[stock]['lastPrice'], data[stock]['open']
            MA5, MA10, MA20 = ma(stock, 5), ma(stock, 10), ma(stock, 20)
            MA5_1 = ma_1(stock, 5)
            print(stock, current_price, open_price, MA5, MA10, MA20, MA5_1)
            if (current_price > open_price) & (current_price > MA5) & (MA5 > MA5_1) & (current_price < MA5 * 1.03) & (MA20 < MA10):
                if his_vol(stock, -1) > his_vol(stock, -2):
                    results.append(stock.replace('SH', 'XSHG').replace('SZ', 'XSHE'))
                    print('append')
    '''

    step = math.ceil(len(stock_pool) / (mp.cpu_count()/2))
    print('step:', step)
    rate = 0.8
    for i in range(0, len(stock_pool), step):
        p = mp.Process(target=ma_judge, args=(data, stock_pool[i:i + step], rate, results))
        mp_list.append(p)
        p.start()
    for j in mp_list:
        j.join()
    results = list(set(results))
    print('results!!!!', len(results))

    # 选择板块
    if len(results) != 0:
        # 基本面过滤
        results = get_fundamentals(results)
        num_industry = get_industry(results)
        industry_list = []
        for key in num_industry.values():
            for key2 in key.values():
                industry_list.append(key2['industry_name'])
        industry_list = pd.value_counts(industry_list)
        # 最热集中的n个板块
        max_industry_list = list(industry_list[0:2].index)
        results_industry = []
        for key, value in num_industry.items():
            for key2 in value.values():
                if key2['industry_name'] in max_industry_list:
                    results_industry.append(key)
        results_industry = ','.join(set(results_industry))
        print('1d', '\n', results_industry)

        sql = "INSERT INTO MA5_%s (date,value) VALUES('%s','%s')" % ('1d', dt.now().strftime('%Y-%m-%d %H:%M:%S'),
                                                                     results_industry)
        cursor_pool.execute(sql)
        db_pool.commit()

        # print(len(results_industry), results_industry)
        print(dt.now(), '数据库数据已赋值！')

        # 取值交易

        keep_stocks = results_industry.split(",")
        new_keep_stock = [stock.replace('XSHG', 'SH').replace('XSHE', 'SZ') for stock in keep_stocks]
        print(f'new_keep_stock is:{len(new_keep_stock)}')


        #进入购买程序
        max_pos = 7
        for stock in new_keep_stock:
            asset = xt_trader.query_stock_asset(acc)
            cash = asset.cash
            positions_dict = {positions[x].stock_code: positions[x].volume for x in range(0, len(positions)) if
                              positions[x].volume > 0}
            print(f'判断{stock}:cash={cash},持仓数量为{len(positions_dict)}')
            current_price = data[stock]['lastPrice']
            current_high = data[stock]['high']
            if cash > 5000 and len(positions_dict) < max_pos and current_price > 9 \
                    and current_price > (current_high*0.98):
                volume = int((cash / 3 / current_price) // 100 * 100)
                print('买入信号！！！！！！', stock, volume, current_price)
                order_id = xt_trader.order_stock(acc, stock, xtconstant.STOCK_BUY, volume, xtconstant.LATEST_PRICE,
                                                 current_price, 'strategy1', 'order_test')
                print(order_id)
            else:
                print(f'Cash只有：{cash} 或者 现有持仓{len(positions)} 超过了{max_pos}')
    engine_hlfx_pool.dispose()
    print('一轮结束了，现在时间是：', dt.now())


def trader(data):
    print(len(data.keys()))

    # 先判断卖出条件
    positions = xt_trader.query_stock_positions(acc)
    print('持仓数量', len(positions))
    if len(positions) != 0:
        positions_dict = {positions[x].stock_code: positions[x].volume for x in range(0, len(positions))}
        sell_trader(data, positions_dict)

    # 买入条件
    buy_trader(data, positions)


def bridge():
    print("start")
    stocks = xtdata.get_stock_list_in_sector('沪深A股')
    seq = xtdata.subscribe_whole_quote(stocks, callback=trader)
    run(seq)


class MyXtQuantTraderCallback(XtQuantTraderCallback):
    def on_disconnected(self):
        """
        连接断开
        :return:
        """
        print(datetime.datetime.now(), '连接断开回调')

    def on_stock_order(self, order):
        """
        委托回报推送
        :param order: XtOrder对象
        :return:
        """
        print(datetime.datetime.now(), '委托回调', order.order_remark)

    def on_stock_trade(self, trade):
        """
        成交变动推送
        :param trade: XtTrade对象
        :return:
        """
        print(datetime.datetime.now(), '成交回调', trade.order_remark)

    def on_order_error(self, order_error):
        """
        委托失败推送
        :param order_error:XtOrderError 对象
        :return:
        """
        # print("on order_error callback")
        # print(order_error.order_id, order_error.error_id, order_error.error_msg)
        print(f"委托报错回调 {order_error.order_remark} {order_error.error_msg}")

    def on_cancel_error(self, cancel_error):
        """
        撤单失败推送
        :param cancel_error: XtCancelError 对象
        :return:
        """
        print(datetime.datetime.now(), sys._getframe().f_code.co_name)

    def on_order_stock_async_response(self, response):
        """
        异步下单回报推送
        :param response: XtOrderResponse 对象
        :return:
        """
        print(f"异步委托回调 {response.order_remark}")

    def on_cancel_order_stock_async_response(self, response):
        """
        :param response: XtCancelOrderResponse 对象
        :return:
        """
        print(datetime.datetime.now(), sys._getframe().f_code.co_name)

    def on_account_status(self, status):
        """
        :param response: XtAccountStatus 对象
        :return:
        """
        print(datetime.datetime.now(), sys._getframe().f_code.co_name)


if __name__ == '__main__':
    auth('18616891214', 'Ea?*7f68nD.dafcW34d!')

    mp.freeze_support()
    print('cpu_count =', mp.cpu_count())
    pus = psutil.Process()
    pus.cpu_affinity([4, 5, 6, 7])

    # 指定客户端所在路径
    path = r'c:\\qmt\\userdata_mini'
    # 生成session id 整数类型 同时运行的策略不能重复
    session_id = int(time.time())
    xt_trader = XtQuantTrader(path, session_id)
    # 创建资金账号为 800068 的证券账号对象
    acc = StockAccount('920000207040', 'SECURITY')
    # 创建交易回调类对象，并声明接收回调
    callback = MyXtQuantTraderCallback()
    xt_trader.register_callback(callback)
    # 启动交易线程
    xt_trader.start()
    # 建立交易连接，返回0表示连接成功
    connect_result = xt_trader.connect()
    print('建立交易连接，返回0表示连接成功', connect_result)
    # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功
    subscribe_result = xt_trader.subscribe(acc)
    print('对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功', subscribe_result)

    scheduler = BlockingScheduler()
    scheduler.add_job(func=bridge, trigger='cron', day_of_week='0-4', hour='9', minute='40',
                      timezone="Asia/Shanghai")
    try:
        scheduler.start()
    except (KeyboardInterrupt, SystemExit):
        pass


    # xtdata.subscribe_quote('000001.SZ', '1d', '', '', count=1, callback=MA)