gogadmin
/
finopt


			
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							# -*- coding: utf-8 -*-
import sys, traceback
import logging
import os
import ast
import urllib, urllib2, cookielib
import datetime, time
import re
import json
import cherrypy
import hashlib
import uuid
import redis
import json
import optcal
import ConfigParser
import portfolio
from comms.alert_bot import AlertHelper
from ws4py.server.cherrypyserver import WebSocketPlugin, WebSocketTool
from ws4py.websocket import WebSocket
from ws4py.websocket import EchoWebSocket
from sets import Set
import thread


class QServer(object):
    
    config = None
    r_conn = None
    
    
    def __init__(self, r_conn, config):
        super(QServer, self).__init__()
        QServer.r_conn = r_conn
        QServer.config = config
        #print QServer.r_conn
        

    @cherrypy.expose
    def index(self):
        
        #s_line = 'welcome!'
        #r_host = cherrypy.request.app.config['redis']['redis.server']
        #r_port = cherrypy.request.app.config['redis']['redis.port']
        #r_db = cherrypy.request.app.config['redis']['redis.db']
        #r_sleep = cherrypy.request.app.config['redis']['redis.sleep']
    
        #rs = redis.Redis(r_host, r_port, r_db)
        rs = QServer.r_conn
        s_line = rs.info()
    
        html =''
        for k, v in cherrypy.request.app.config.iteritems():
            html = html + '<dt>%s</dt><dd>%s</dd>' % (k, v)
       
        impl_link = "<a href=./opt_implv><img src='public/chart.png' width='42' height=42'/>options implied vol curves</a>"
        pos_link = "<a href=./ws_position_chart><img src='public/moneyup.png' width='42' height='42'/>Positions</a>" 
        stackpos_link = "<a href=./ws_position_chart_ex><img src='public/scale.png' width='42' height='42' />Positions (Stacked View)</a>"
        bubble_link = "<a href=./port_bubble_chart><img src='public/Market-Risk-Icon.png' width='42' height='42' />Risk Distributions</a>"

        html = ''
        s_line = ''

        return """<html><body><li>%s</li><li>%s</li><li>%s</li><li>%s</li><br><dl>%s</dl></br>%s</body></html>""" % (bubble_link, impl_link, pos_link, stackpos_link, html, s_line)
 
 
    @cherrypy.expose
    def opt_chains(self): 
        r_host = cherrypy.request.app.config['redis']['redis.server']
        r_port = cherrypy.request.app.config['redis']['redis.port']
        r_db = cherrypy.request.app.config['redis']['redis.db']
        r_sleep = cherrypy.request.app.config['redis']['redis.sleep']
        opt_chains = cherrypy.request.app.config['redis']['redis.datastore.key.option_chains']
        rs = redis.Redis(r_host, r_port, r_db)        
        opt_chain_tmpl = '%s%s/opt-chains-tmpl.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
 
        f = open(opt_chain_tmpl)
        html_tmpl = f.read()

        s_dict = rs.get(opt_chains)
        matrix = json.loads(s_dict)
        
        strike = matrix.keys()[0]
        print matrix
        num_months = len(matrix[strike])
        s = '["strike",'
#         for i in range(num_months):          
#             s = s + "'P-%s', 'C-%s', " % (matrix[strike].keys()[i], matrix[strike].keys()[i])
        s = s + '],'
        for month, strikes in sorted(matrix.iteritems()):
            l = ''
            for strike, cp in sorted(strikes.iteritems()):
                l = l + '[%s,%s,%s,%s,%s],' % (strike, cp['P']['0'], cp['P']['1'], cp['P']['2'], cp['P']['3'])
                
                                
            s = s + l + '],\n'
        
        print s
        html_tmpl = html_tmpl.replace('{{{data}}}', s)
        
        return html_tmpl 
 
    @cherrypy.expose
    def opt_implv(self):
        #r_host = cherrypy.request.app.config['redis']['redis.server']
        #r_port = cherrypy.request.app.config['redis']['redis.port']
        #r_db = cherrypy.request.app.config['redis']['redis.db']
        #r_sleep = cherrypy.request.app.config['redis']['redis.sleep']
        
        opt_implv = cherrypy.request.app.config['redis']['redis.datastore.key.option_implv']
        #rs = redis.Redis(r_host, r_port, r_db)
        
        rs = QServer.r_conn
                
        opt_implv_tmpl = '%s%s/opt-chains-tmpl.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
        f = open(opt_implv_tmpl)
        html_tmpl = f.read()

        s_dict = rs.get(opt_implv)
        
        # sample value
        # {u'25400': {u'20150828': {u'P': [u'null', 1400.0], u'C': [0.21410911336791702, 29.0]}, u'20150929': {u'P': [u'null', u'null'], u'C': [0.1934532406732742, 170.0]}}, ...
        matrix = json.loads(s_dict)
        

        strike = matrix.keys()[0]
        print matrix
        num_months = len(matrix[strike])
        s = '["strike",'
        
        sorted_months = sorted(matrix[strike].keys())
        for i in range(num_months):          
            s = s + "'P-%s', 'C-%s', " % (sorted_months[i], sorted_months[i])
        s = s + '],'
        for strike, items in sorted(matrix.iteritems()):
            s = s + '[%s,' % str(strike)
            l = ''
            for month, cp in sorted(items.iteritems()):
                print month, cp
                l = l + ''.join('%s,%s,' % (cp['P'][0], cp['C'][0]))
                                
            s = s + l + '],\n'
        
        html_tmpl = html_tmpl.replace('{{{data}}}', s)


        s = '["strike",'
        for i in range(num_months):          
            s = s + "'P-%s', 'C-%s', " % (sorted_months[i], sorted_months[i])
        s = s + '],'
        for strike, items in sorted(matrix.iteritems()):
            s = s + '[%s,' % str(strike)
            l = ''
            for month, cp in sorted(items.iteritems()):
                l = l + ''.join('%s,%s,' % (cp['P'][1], cp['C'][1]))
                                
            s = s + l + '],\n'
        
        print 'sorted months' + sorted_months[0]
        html_tmpl = html_tmpl.replace('{{{dataPremium}}}', s)
        html_tmpl = html_tmpl.replace('{{{thisContractMonth}}}', sorted_months[0])
        

        return html_tmpl


    @cherrypy.expose
    def opt_implv_ex(self):
        #r_host = cherrypy.request.app.config['redis']['redis.server']
        #r_port = cherrypy.request.app.config['redis']['redis.port']
        #r_db = cherrypy.request.app.config['redis']['redis.db']
        #r_sleep = cherrypy.request.app.config['redis']['redis.sleep']
        
        opt_implv = cherrypy.request.app.config['redis']['redis.datastore.key.option_implv']
        #rs = redis.Redis(r_host, r_port, r_db)
        
        rs = QServer.r_conn
                
        opt_implv_tmpl = '%s%s/opt-chains-ex-tmpl.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
        f = open(opt_implv_tmpl)
        html_tmpl = f.read()

        s_dict = rs.get(opt_implv)
        
        # sample value
        # {u'25400': {u'20150828': {u'P': [u'null', 1400.0], u'C': [0.21410911336791702, 29.0]}, u'20150929': {u'P': [u'null', u'null'], u'C': [0.1934532406732742, 170.0]}}, ...
        matrix = json.loads(s_dict)
        

        strike = matrix.keys()[0]
        print matrix
        num_months = len(matrix[strike])
        s = '["strike",'
        
        sorted_months = sorted(matrix[strike].keys())
        for i in range(num_months):          
            s = s + "'P-%s', 'C-%s', " % (sorted_months[i], sorted_months[i])
        s = s + '],'
        for strike, items in sorted(matrix.iteritems()):
            s = s + '[%s,' % str(strike)
            l = ''
            for month, cp in sorted(items.iteritems()):
                print month, cp
                l = l + ''.join('%s,%s,' % (cp['P'][0], cp['C'][0]))
                                
            s = s + l + '],\n'
        
        html_tmpl = html_tmpl.replace('{{{data}}}', s)


        s = '[{label:"strikes",type:"number"},'
        for i in range(num_months):          
            s = s + "{label: 'P-%s', type:'number'},\
                {label: 'Pb-%s', id:'i0', type:'number', role:'interval'},\
                {label: 'Pa-%s', id:'i0', type:'number', role:'interval'},\
                {label: 'C-%s', type:'number', },\
                {label: 'Cb-%s', id:'i0', type:'number', role:'interval'},\
                {label: 'Ca-%s', id:'i0',type:'number', role:'interval'},"\
                 % (sorted_months[i], sorted_months[i],sorted_months[i], sorted_months[i],sorted_months[i], sorted_months[i])
        s = s + '],'
        for strike, items in sorted(matrix.iteritems()):
            s = s + '[%s,' % str(strike)
            l = ''
            for month, cp in sorted(items.iteritems()):
                l = l + ''.join('%s,%s,%s,%s,%s,%s,' % (cp['P'][1], cp['P'][2],cp['P'][3],cp['C'][1],cp['C'][2],cp['C'][3]))
                                
            s = s + l + '],\n'
        
        
        html_tmpl = html_tmpl.replace('{{{dataPremium}}}', s)
        
        html_tmpl = html_tmpl.replace('{{{thisContractMonth}}}', sorted_months[0])
        

        return html_tmpl


    @cherrypy.expose
    def ws_cal_implvol(self, s, x, cp, ed, xd, r, d, v, p, out='iv'):
        try:
        #spot, strike, callput, evaldate, exdate, rate, div, vol, premium
            rs = optcal.cal_implvol(float(s), float(x), cp, ed, xd, float(r), float(d), float(v), float(p))
            return str(rs['imvol'])
        except:
            return

    @cherrypy.expose
    def ws_cal_option(self, s, x, cp, ed, xd, r, d, v, out='npv'):
        #spot, strike, callput, evaldate, exdate, rate, div, vol
        
        keys = ['npv', 'delta', 'gamma', 'theta', 'vega'];
        
        try:
            rs = optcal.cal_option(float(s), float(x), cp, ed, xd, float(r), float(d), float(v))
            
            if out == 'csv':
                logging.debug('ws_cal_option: ' + ','.join(str(rs[s]) for s in keys))
                return ','.join(str(rs[s]) for s in keys)
            elif out == 'json':
                return json.dumps(rs)
            else:
                return str(rs[out])  
        except:
            #exc_type, exc_value, exc_traceback = sys.exc_info()
            return traceback.format_exc()
            
    @cherrypy.expose
    def ws_get_hist_implv(self, dataAt):
    # given a date string YYMMDDHHMM, this routine returns an array of
    # implied vols arranged in a format like the below
    #      [["strike",'P-20150828', 'C-20150828', 'P-20150929', 'C-20150929', ],
    #                      [21800,0.29153118077,null,0.241032122988,null,],
    #                      [22000,0.284002011642,null,0.238145680311,null,],
    #                      [22200,0.270501965746,null,0.222647164832,null,]]   
        pass
    
    
    @cherrypy.expose
    def ws_market_data(self, r_ckey, fid):
        if str(fid).upper() == 'ALL':
            return QServer.r_conn.get(r_ckey)
        val = QServer.r_conn.get(r_ckey)
        if val is None:
            return 'invalid request. Check your input again!'
        dict = json.loads(QServer.r_conn.get(r_ckey))
        return str(dict[fid]) 
 
    @cherrypy.expose
    def ws_position_chart(self):
        p = portfolio.PortfolioManager(config)
        p.retrieve_position()
        opt_pos_chart_tmpl = '%s%s/opt-pos-chart-tmpl.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
        f = open(opt_pos_chart_tmpl)
        html_tmpl = f.read()
        html_tmpl = html_tmpl.replace('{{{dataPCpos}}}', p.get_grouped_options_str_array())
        
        html_tmpl = html_tmpl.replace('{{{dataTablePos}}}', p.get_tbl_pos_csv())
        
        html_tmpl = html_tmpl.replace('{{{option_months}}}', ''.join(('%s, ' % m) for m in p.get_traded_months()))
        v = p.group_pos_by_right()
        html_tmpl = html_tmpl.replace('{{{PRvsCR}}}}', '%0.2f : %0.2f' % (v[0][1], v[1][1]))
        
        #print p.get_portfolio_summary()
        #html_tmpl = html_tmpl.replace('{{{pos_summary}}}', ''.join('<li>%s:   %s</li>' % (x[0],x[1]) for x in p.get_portfolio_summary() ))
        #print '\n'.join('%s:\t\t%s' % (k,v) for k,v in sorted(json.loads(DataMap.rs.get(port_key)).iteritems()))
        
        
        return html_tmpl
    
    #
    # ws_position_chart_ex
    #
    # 
    # this is an extended version of ws_position_chart
    # shows options by month, strikes, right instead of just strikes and right
    # 2016-03-23
    def generate_garray(self, plist):
        
        
        # generate a key map with month-right-strike
        # example: ('20160330-C-20000', 0.2),...
        
        klist = map(lambda x: ('%s-%s-%s' % (x[2], x[3], x[4]), float(x[5])/50.0*float(x[6])), plist)
        # for e in sorted(klist):
        #     print e
        
        # get the unique keys in klist
        unique_keys= Set(map(lambda x:x[0], klist))
        strikes =[e for e in Set(map(lambda x:x[4], plist))]
        # sort the months in ascending order
        months = sorted([e for e in Set(map(lambda x:x[2], plist))])
        print klist
        print strikes
        # print months
        # print len(klist), len(s)
        
        # group and sum position by month, strike, right
        grouped_pos = []
        for elem in unique_keys:
            grp1 = filter(lambda x: x[0] == elem, klist)
            print grp1
            # sum items with same key
            # example: [('20160330-P-19600', -1.0), ('20160330-P-19600', 0.2)]
            grouped_pos.append( grp1[0] if len(grp1) == 1 else reduce(lambda x,y: (x[0], x[1]+y[1]), grp1) )
            print '---'
        
        print grouped_pos    
            
        garr = {}
        def init_garray(x):
            garr[x] = {}
        map(init_garray, sorted(strikes))
        print garr
        
        def set_garray(x):
            vals = x[0].split(('-'))
            
            if vals[0] == months[0]:
                
                if vals[1] == 'C':
                    garr[vals[2]]['NEAR_C'] = x[1]
                else:
                    garr[vals[2]]['NEAR_P'] = x[1]
            elif vals[0] == months[1]:
        
                if vals[1] == 'C':
                    garr[vals[2]]['FAR_C'] = x[1]
                else:
                    garr[vals[2]]['FAR_P'] = x[1]
                  
        # find all C of near month
        map(set_garray, grouped_pos)
        print garr
        s=''
        for k, v in garr.iteritems():
            s+= '[%s, %s,%s,%s,%s],' % (k, v['NEAR_P'] if 'NEAR_P' in v else '0',
                                         v['NEAR_C'] if 'NEAR_C' in v else '0',  
                                         v['FAR_P'] if 'FAR_P' in v else '0', 
                                         v['FAR_C'] if 'FAR_C' in v else '0', )
        return s    
    
    
    def generate_garray_ex(self, plist):
    
    #[['HSI', 'FUT', '20170126', 'None', '0', '50.0', '0.0000', '0.0000'], 
    # ['HSI', 'OPT', '20170126', 'C', '23000', '50.0', '-4.0000', '3240.3350'], ['HSI', 'OPT', '20170126', 'P', '22600', '50.0', '-1.0000', '1330.9600'], ['HSI', 'OPT', '20170227', 'C', '23400', '50.0', '-2.0000', '9880.9600'], ['HSI', 'OPT', '20170227', 'C', '23600', '50.0', '-1.0000', '9530.9600'], ['HSI', 'OPT', '20170227', 'P', '20200', '50.0', '-3.0000', '980.9600'], ['HSI', 'OPT', '20170227', 'P', '20400', '50.0', '-1.0000', '7664.2933'], ['HSI', 'OPT', '20170227', 'P', '21800', '50.0', '-3.0000', '5197.6267'], ['MHI', 'FUT', '20170126', 'None', '0', '10.0', '5.0000', '230459.6680']]
        
        
        # generate a key map with month-right-strike
        # example: ('20160330-C-20000', 0.2),...
        
        #klist = map(lambda x: ('%s-%s-%s' % (x[2], x[3] if x[3] <> 'None' else 'F', x[4]), float(x[5])/50.0*float(x[6])), plist)
        
        # 2017 - handle futures price 
        
        def getX(x):
            val = x[4] if x[3] <> 'None' else str(int(round(float(x[7])/ float(x[5]),-1)))
    #        print val
            return val
        
        plist = filter(lambda x: int(float(x[6])) <> 0, plist)
        klist = map(lambda x: ('%s-%s-%s' % (x[2], x[3] if x[3] <> 'None' else 'F', getX(x)), float(x[5])/50.0*float(x[6])), plist)
        # for e in sorted(klist):
        #     print e
    
        # get the unique keys in klist
        unique_keys= Set(map(lambda x:x[0], klist))
        
        
        #strikes =[e for e in Set(map(lambda x:x[4], plist))]
        # 2017 
        strikes = [e for e in Set(map(lambda x:getX(x), plist))]
        
         
        # sort the months in ascending order
        months = sorted([e for e in Set(map(lambda x:x[2], plist))])
        print klist
        print strikes
        # print months
        # print len(klist), len(s)
        
        # group and sum position by month, strike, right
        grouped_pos = []
        for elem in unique_keys:
            grp1 = filter(lambda x: x[0] == elem, klist)
            print grp1
            # sum items with same key
            # example: [('20160330-P-19600', -1.0), ('20160330-P-19600', 0.2)]
            grouped_pos.append( grp1[0] if len(grp1) == 1 else reduce(lambda x,y: (x[0], x[1]+y[1]), grp1) )
            print '---'
        
        print grouped_pos    
            
        garr = {}
        def init_garray(x):
            garr[x] = {}
        map(init_garray, sorted(strikes))
        print garr
        
        def set_garray(x):
            vals = x[0].split(('-'))
            
            if vals[0] == months[0]:
                
                if vals[1] == 'C':
                    garr[vals[2]]['NEAR_C'] = x[1]
                elif vals[1] =='P':
                    garr[vals[2]]['NEAR_P'] = x[1]
                else:
                    garr[vals[2]]['NEAR_F'] = x[1]
            elif vals[0] == months[1]:
        
                if vals[1] == 'C':
                    garr[vals[2]]['FAR_C'] = x[1]
                elif vals[1] =='P':
                    garr[vals[2]]['FAR_P'] = x[1]
                else:
                    garr[vals[2]]['FAR_F'] = x[1]
        # find all C of near month
        map(set_garray, grouped_pos)
        print garr
        s=''
        for k, v in garr.iteritems():
            s+= '[%s, %s,%s,%s,%s,%s,%s],' % (k, v['NEAR_P'] if 'NEAR_P' in v else '0',
                                         v['NEAR_C'] if 'NEAR_C' in v else '0',  
                                         v['FAR_P'] if 'FAR_P' in v else '0', 
                                         v['FAR_C'] if 'FAR_C' in v else '0', 
                                         v['NEAR_F'] if 'NEAR_F' in v else '0', 
                                         v['FAR_F'] if 'FAR_F' in v else '0', )
                                         
        return s        
    
    @cherrypy.expose
    def ws_position_chart_ex(self):
        p = portfolio.PortfolioManager(config)
        p.retrieve_position()
        opt_pos_chart_tmpl = '%s%s/opt-pos-chart-stacked-tmpl.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
        f = open(opt_pos_chart_tmpl)
        html_tmpl = f.read()

        #html_tmpl = html_tmpl.replace('{{{dataPCpos}}}', self.generate_garray(p.get_tbl_pos_list()))
        # 2017 - handles futures

        html_tmpl = html_tmpl.replace('{{{dataPCpos}}}', self.generate_garray_ex(p.get_tbl_pos_list()))
        
        html_tmpl = html_tmpl.replace('{{{dataTablePos}}}', p.get_tbl_pos_csv())
        
        html_tmpl = html_tmpl.replace('{{{option_months}}}', ''.join(('%s, ' % m) for m in p.get_traded_months()))
        v = p.group_pos_by_right()
        html_tmpl = html_tmpl.replace('{{{PRvsCR}}}}', '%0.2f : %0.2f' % (v[0][1], v[1][1]))
        
        #print p.get_portfolio_summary()
        #html_tmpl = html_tmpl.replace('{{{pos_summary}}}', ''.join('<li>%s:   %s</li>' % (x[0],x[1]) for x in p.get_portfolio_summary() ))
        #print '\n'.join('%s:\t\t%s' % (k,v) for k,v in sorted(json.loads(DataMap.rs.get(port_key)).iteritems()))
        
        
        return html_tmpl


    @cherrypy.expose
    def ws_position_summary(self):
        p = portfolio.PortfolioManager(config)
        keys = [("delta_1percent","number"),("delta_all","number"),("delta_c","number"),("delta_p","number"),\
                ("theta_1percent","number"),("theta_all","number"),("theta_c","number"),("theta_p","number"),\
                ("unreal_pl","number"),("last_updated","string"),("status","string")]
        d = p.get_portfolio_summary()
        
        dict= {}
        dict['cols'] = [{'label': x[0], 'type': x[1]} for x in keys]
        dict['rows'] = [{'v': d[x[0]]} for x in keys]
        print json.dumps(dict)
        return json.dumps(dict)

    @cherrypy.expose
    def ws_recal_pos(self, force_refresh=False):
        p = portfolio.PortfolioManager(config)
        if force_refresh:
            p.retrieve_position()
        l_gmap = p.recal_port()
        print l_gmap
        return json.dumps(l_gmap)        
        

    @cherrypy.expose
    def ws_pos_csv(self):
        p = portfolio.PortfolioManager(config)
        p.retrieve_position()
        s = "%s" % p.get_tbl_pos_csv_old()
        #s = "%s" % p.get_tbl_pos_csv()
        #print s
        s = s.replace(',[', '').replace(']', '<br>')
        
        print s
        return s[1:len(s)-3]
    
    @cherrypy.expose
    def getSHquote(self, qs):

#http://api.money.126.net/data/feed/0000001,1399001,1399300        
#_ntes_quote_callback({"0000001":{"code": "0000001", "percent": 0.015468, "askvol1": 0, "askvol3": 0, "askvol2": 0, "askvol5": 0,
# "askvol4": 0, "price": 2972.57, "open": 2978.03, "bid5": 0, "bid4": 0, "bid3": 0, "bid2": 0, "bid1": 0, "high": 3014.41, "low": 2929.0, 
#"updown": 45.28, "type": "SH", "bidvol1": 0, "status": 0, "bidvol3": 0, "bidvol2": 0, "symbol": "000001", "update": "2015/08/27 12:43:00", 
#"bidvol5": 0, "bidvol4": 0, "volume": 19800251400, "ask5": 0, "ask4": 0, "ask1": 0, "name": "\u4e0a\u8bc1\u6307\u6570", "ask3": 0, "ask2": 0,
# "arrow": "\u2191", "time": "2015/08/27 12:42:57", "yestclose": 2927.29, "turnover": 204156106776} });        
        url = 'http://api.money.126.net/data/feed/%s?callback=ne3587367b7387dc' % qs
        print url
        pg = urllib2.urlopen(url.encode('utf-8'))    
        s = pg.read().replace('ne3587367b7387dc(', '')
        
        
        s = s[:len(s)-2]
        print s
        return s
    
    
    @cherrypy.expose
    def ws_port_summary(self):    
        
        rs = QServer.r_conn
        ps_key = cherrypy.request.app.config['redis']['redis.datastore.key.port_summary']
        s_portsum = rs.get(ps_key)
        #dict = json.loads(s_portsum)
        return s_portsum
    

    @cherrypy.expose
    def ws_port_items(self):    
        
        rs = QServer.r_conn
        key = cherrypy.request.app.config['redis']['redis.datastore.key.port_items']
        s_portitems = rs.get(key)
        #dict = json.loads(s_portsum)
        return s_portitems
    
    
    @cherrypy.expose
    def port_bubble_chart(self):
    
        s_data = self.ws_bubble_data()

        bubble_chart_tmpl = '%s%s/bubble-port.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
        f = open(bubble_chart_tmpl)
        html_tmpl = f.read()
        html_tmpl = html_tmpl.replace('{{{bubble_data}}}', s_data)
        
        contract_month = eval(cherrypy.request.app.config['market']['option.underlying.month_price'])[0][0]
        html_tmpl = html_tmpl.replace('{{{FUT_CONTRACT}}}', 'HSI-%s-FUT-' % (contract_month))
        
        
        s_acctitems, last_updated, account_no = self.ws_acct_data()

        print s_acctitems, last_updated, account_no
        html_tmpl = html_tmpl.replace('{{{barAcct}}}', s_acctitems)
        html_tmpl = html_tmpl.replace('{{{account_no}}}', account_no)
        html_tmpl = html_tmpl.replace('{{{last_updated}}}', last_updated)
        
        
        return html_tmpl
       
    @cherrypy.expose
    def ws_bubble_data(self):
        # Tick Value      Description
        # 5001            impl vol
        # 5002            delta
        # 5003            gamma
        # 5004            theta
        # 5005            vega
        # 5006            premium        
        # 6001            avgCost
        # 6002            pos
        # 6003            totCost
        # 6004            avgPx
        # 6005            pos delta
        # 6006            pos theta
        # 6007            multiplier
        # 6009            curr_port_value
        # 6008            unreal_pl
        # 6020            pos value impact +1% vol change
        # 6021            pos value impact -1% vol change
        s_portitems = self.ws_port_items() 
        
        litems = json.loads(s_portitems)
    
        #2018 fix - get rid of 'FUT' contracts 
        litems = filter(lambda x: 'FUT' not in x['contract'], litems)        

        # only interested in unrealized items, pos != 0 
        ldict = filter(lambda x: x['6002'] <> 0, litems)
        
        lcontract = map(lambda x: x['contract'], ldict)
        lpos_delta = map(lambda x: x['6005'], ldict)
        lstrike = map(lambda x: x['contract'].split('-')[2], ldict)
        ltheta = map(lambda x:  x['6006'], ldict)
        lupl = map(lambda x: x['6008'], ldict)
        
        
        colnames = "[['contract', 'strike', 'unreal PL', 'theta', 'delta'],"
        print '----------------------'
        s_data = colnames + ''.join('["%s",%s,%s,%s,%s],' % (lcontract[i], lstrike[i], lupl[i], ltheta[i], abs(lpos_delta[i])) for i in range(len(lcontract)))+ ']'
      
        return s_data
    
    
    @cherrypy.expose
    def ws_acct_data(self):
        rs = QServer.r_conn
        key = cherrypy.request.app.config['redis']['redis.datastore.key.acct_summary']
        s_acctitems = rs.get(key)
        acct_items = json.loads(s_acctitems)

        # full set of acctitems 
        #["EquityWithLoanValue", 1910295.05, "#3366CC"],["FullMaintMarginReq", 467308.14, "#DC3912"],["TotalCashValue", 1910246.58, "#3366CC"],["AvailableFunds", 1326159.87, "#3366CC"],["LookAheadMaintMarginReq", 467308.14, "#DC3912"],["BuyingPower", 8841065.82, "#3366CC"],["Cushion", 0.755374, "#DC3912"],["ExcessLiquidity", 1442986.91, "#3366CC"],["LookAheadInitMarginReq", 584135.17, "#3366CC"],["GrossPositionValue", 67834.78, "#DC3912"],["LookAheadAvailableFunds", 1326159.87, "#3366CC"],["FullAvailableFunds", 1326159.87, "#3366CC"],["MaintMarginReq", 467308.14, "#DC3912"],["FullInitMarginReq", 584135.17, "#3366CC"],["AccruedCash", 48.47, "#DC3912"],["NetLiquidation", 1910295.05, "#3366CC"],["FullExcessLiquidity", 1442986.91, "#3366CC"],["LookAheadExcessLiquidity", 1442986.91, "#3366CC"],["InitMarginReq", 584135.17, "#3366CC"],]


        interested_keys = ['LookAheadInitMarginReq', 'NetLiquidation', 'AvailableFunds', 'AccruedCash', 'TotalCashValue' , 'last_updated', 'AccountType']
        dict = {}
        for k in interested_keys:
            dict[k] = acct_items[k]
        
        
    #if 'LookAheadNextChange' in dict.keys():
    #    del(dict['LookAheadNextChange'])

        colnames = "[['Category', 'Value', { role: 'style' } ],"
        unwanted_cols = ['DayTradesRemaining','last_updated', 'AccountType']
        s_data = colnames + ''.join('["%s", %s, "%s"],' % (k, '%s'%(v[0]), '#3366CC' if float(v[0]) > 500000 else '#DC3912') if k not in unwanted_cols else '' for k, v in dict.iteritems()   )+ ']'
      
        return (s_data, dict['last_updated'], dict['AccountType'][2])
    
    
    @cherrypy.expose
    def ws_msg_bot(self, msg):
        a = AlertHelper(self.config)
        a.post_msg(msg)  
        

    @cherrypy.expose
    def ws(self):
        logging.info('at ws')
        # you can access the class instance through
        handler = cherrypy.request.ws_handler
    
        while handler.opened == False:
            logging.info( 'not opened')
        
        logging.info( 'opened')
        
        
    @cherrypy.expose
    def ws_entry(self):
        html = '%s%s/wstest.html' % (cherrypy.request.app.config['/']['tools.staticdir.root'], cherrypy.request.app.config['/static']['tools.staticdir.tmpl'])
        f = open(html)
        return f.read()
    
class OptWebSocket(WebSocket):
    
#     def __init__(self):
#         logging.debug('instantiated.')


    def received_message(self, message):
        self.send(message.data, message.is_binary)
        logging.info('received %s' % message.data)   
        
        
#     def opened(self):
#         logging.info('web socket opened')
        #self.send('hello')
#         while 1:
#             self.send('%f' % time.time(), False)
#             time.sleep(2)

            
    def opened(self):

        logging.info('web socket opened')
        def data_provider():   
            
            while 1:         
#                print ('%f' % time.time())
#                time.sleep(2)
            
                def cb():
                    #for i in range(1, 200, 25):
                    #    yield "#" * i
                    yield '%f' % time.time()
                
                   
                self.send(cb())
        
                logging.info('--- here')
                time.sleep(2)  
            
        thread.start_new_thread(data_provider())
        
              
    def closed(self, code, reason=None):
        print "Closed down", code, reason
        
                 
if __name__ == '__main__':
            
#     logging.basicConfig(filename = "log/opt.log", filemode = 'a', 
#                         level=logging.DEBUG,
#                         format='%(asctime)s %(levelname)-8s %(message)s')      
#  
# 
#     config = ConfigParser.ConfigParser()
#     config.read("config/app.cfg")
#     host = config.get("redis", "redis.server").strip('"').strip("'")
#     port = config.get("redis", "redis.port")
#     db = config.get("redis", "redis.db")    
#     r_conn = redis.Redis(host,port,db)
#     cherrypy.quickstart(QServer(r_conn, config), '/', "config/app.cfg")
   
    if len(sys.argv) != 2:
        print("Usage: %s <config file>" % sys.argv[0])
        exit(-1)    

    cfg_path= sys.argv[1:]    
    config = ConfigParser.ConfigParser()
    if len(config.read(cfg_path)) == 0:      
        raise ValueError, "Failed to open config file" 
    
    logconfig = eval(config.get("opt_serve", "opt_serve.logconfig").strip('"').strip("'"))
    logconfig['format'] = '%(asctime)s %(levelname)-8s %(message)s'
    logging.basicConfig(**logconfig)            
    host = config.get("redis", "redis.server").strip('"').strip("'")
    port = config.get("redis", "redis.port")
    db = config.get("redis", "redis.db")    
    r_conn = redis.Redis(host,port,db)


    WebSocketPlugin(cherrypy.engine).subscribe()
    cherrypy.tools.websocket = WebSocketTool()    
    cherrypy.quickstart(QServer(r_conn, config), '/', cfg_path[0])