"""
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可转债入口函数
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"""
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import multiprocessing
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import threading
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import time
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from code_attribute import target_codes_manager
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from huaxin_client import l2_client_for_cb, trade_client_for_cb
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from log_module import async_log_util
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from trade import huaxin_trade_api, huaxin_trade_data_update
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from utils import middle_api_protocol, outside_api_command_manager, constant
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constant.LOG_DIR = "logs_cb"
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from log_module.log import logger_debug, logger_trade
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def command_callback(client_id, request_id, data):
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"""
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命令回调
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:param client_id:
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:param request_id:
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:param data: json格式数据
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:return:
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"""
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type_ = data.get('type')
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if type_ == outside_api_command_manager.API_TYPE_TRADE:
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# 交易
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pass
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elif type_ == "get_code_position_info":
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# 查询此仓
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pass
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elif type_ == "get_code_position_info":
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# 查询此仓
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pass
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elif type_ == outside_api_command_manager.API_TYPE_COMMON_REQUEST:
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# 常规接口
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ctype = data['ctype']
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if ctype == 'get_account_money':
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# 获取账户资金
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pass
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logger_debug.info(f"接收到命令：{request_id} - f{client_id} - {data}")
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def test():
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time.sleep(5)
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# print("获取持仓：", huaxin_trade_api.get_position_list())
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# print("获取资金：", huaxin_trade_api.get_money())
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# print("获取成交：", huaxin_trade_api.get_deal_list())
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print("下单：", huaxin_trade_api.order(1, "110060", 10, 140.5, blocking=True))
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def read_l2_results(trade_call_back_queue):
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while True:
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try:
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result = trade_call_back_queue.get()
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if result:
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async_log_util.info(logger_trade, f"正股涨停，准备买入可转债：{result}")
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# 获取可以买的代码
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code, trade_time = result[0], result[1]
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# 获取股票代码的可转债代码
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cb_code = target_codes_manager.get_cb_code(code)
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# 获取可转债的涨停价
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limit_up_price = target_codes_manager.get_limit_up_price(cb_code)
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if limit_up_price:
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async_log_util.info(logger_trade, f"准备下单：{cb_code}-{limit_up_price}")
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# 买入20股
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huaxin_trade_api.order(1, cb_code, 20, round(float(limit_up_price), 3), blocking=False)
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except Exception as e:
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logger_debug.exception(e)
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time.sleep(1)
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finally:
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pass
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if __name__ == '__main__':
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# ===========初始化数据==========
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try:
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target_codes_manager.load_valid_codes_info()
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except Exception as e:
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logger_debug.exception(e)
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trade_call_back_queue = multiprocessing.Queue()
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middle_api_protocol.SERVER_PORT = 10008
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middle_api_protocol.SERVER_HOST = "43.138.167.68"
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# ===========运行交易外部API==========
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# 策略与交易通信队列
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# 交易结果读取, 交易命令队列与交易查询队列设置为同一个
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queue_strategy_r_trade_w, queue_strategy_w_trade_r = multiprocessing.Queue(), multiprocessing.Queue()
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huaxin_trade_api.run_trade(queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_r)
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# 华鑫交易数据更新
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huaxin_trade_data_update.run()
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# ===========运行交易端==========
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tradeProcess = multiprocessing.Process(
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target=trade_client_for_cb.run,
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args=(queue_strategy_w_trade_r, queue_strategy_r_trade_w,))
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tradeProcess.start()
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# ===========运行本地API接口==========
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# middle_api_protocol.SERVER_HOST = "192.168.3.122"
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manager = outside_api_command_manager.NewApiCommandManager()
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manager.init(middle_api_protocol.SERVER_HOST, middle_api_protocol.SERVER_PORT,
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command_callback, [("trade_cb", 20)])
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manager.run(blocking=False)
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# threading.Thread(target=test, daemon=True).start()
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# ===========读取根据L2制定的买入策略==========
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threading.Thread(target=read_l2_results, args=(trade_call_back_queue,), daemon=True).start()
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# ===========异步日志持久化==========
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threading.Thread(target=async_log_util.run_sync, daemon=True).start()
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# 运行L2数据监听队列
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l2_client_for_cb.run(trade_call_back_queue)
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