c1c73e96f5
- funding_rate table and "Фондирование" page: rate from date, history, rate on date (D27)
- positions by issue: BUY - SELL per portfolio, "Остатки" page (D29)
- quotes are loaded only for securities with an open position (D10)
- business calendar from xmlcalendar.ru: yearly file upload, report date
and update job use previous working day (D30)
- xlsx download for positions, quotes and funding rate history
- manual operation type as radio buttons
- QUIK instruments with purchase marks ("МТС 2Р-18_1") match the issue,
file name kept in operation.instrument (D17)
- migrations d3a6f8b1c254, e7b2c9d4a813, f1c4a7e9b352
- project.md: decisions and questions after customer meetings
79 lines
2.7 KiB
Python
79 lines
2.7 KiB
Python
"""Выгрузка таблиц экранов в .xlsx (D13) — без БД и сети.
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Числа и даты пишутся значениями, не текстом: в Excel по ним можно считать.
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"""
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from __future__ import annotations
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import io
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from collections.abc import Sequence
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from dataclasses import asdict, is_dataclass
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from datetime import date, datetime, timedelta, timezone
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from decimal import Decimal
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from typing import Any
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from openpyxl import Workbook
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from openpyxl.styles import Font
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from openpyxl.utils import get_column_letter
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MIME = "application/vnd.openxmlformats-officedocument.spreadsheetml.sheet"
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# Время аудита в БД — с часовым поясом, в Excel пояса нет: пишем московское.
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_MSK = timezone(timedelta(hours=3))
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_DATE_FORMAT = "DD.MM.YYYY"
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_DATETIME_FORMAT = "DD.MM.YYYY HH:MM:SS"
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_MAX_WIDTH = 60
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_SHEET_TITLE_MAX = 31 # ограничение Excel
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def table_xlsx(rows: Sequence[Any], columns: dict[str, str], sheet: str) -> bytes:
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"""Список dataclass/dict -> .xlsx с одним листом. columns: поле -> заголовок,
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в том же порядке, что на экране."""
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workbook = Workbook()
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ws = workbook.active
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ws.title = sheet[:_SHEET_TITLE_MAX]
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ws.append(list(columns.values()))
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for cell in ws[1]:
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cell.font = Font(bold=True)
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ws.freeze_panes = "A2"
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widths = [len(title) for title in columns.values()]
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for row in rows:
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data = asdict(row) if is_dataclass(row) else dict(row)
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values = [_cell_value(data.get(name)) for name in columns]
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ws.append(values)
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for index, value in enumerate(values):
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widths[index] = max(widths[index], _width(value))
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for column, width in enumerate(widths, start=1):
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ws.column_dimensions[get_column_letter(column)].width = min(
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width + 2, _MAX_WIDTH
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)
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for row_cells in ws.iter_rows(min_row=2):
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for cell in row_cells:
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if isinstance(cell.value, datetime):
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cell.number_format = _DATETIME_FORMAT
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elif isinstance(cell.value, date):
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cell.number_format = _DATE_FORMAT
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buffer = io.BytesIO()
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workbook.save(buffer)
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return buffer.getvalue()
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def _cell_value(value: Any) -> Any:
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if isinstance(value, datetime) and value.tzinfo is not None:
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return value.astimezone(_MSK).replace(tzinfo=None)
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return value
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def _width(value: Any) -> int:
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if value is None:
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return 0
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if isinstance(value, datetime):
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return len(_DATETIME_FORMAT)
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if isinstance(value, date):
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return len(_DATE_FORMAT)
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if isinstance(value, Decimal):
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return len(format(value.normalize(), "f"))
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return len(str(value))
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