"""
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现价处理器
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"""
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# 获取到现价
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import decimal
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import logging
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from l2.huaxin import huaxin_target_codes_manager
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from log_module import async_log_util
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from log_module.log import logger_l2_codes_subscript
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from ths import client_manager
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import constant
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from code_attribute import gpcode_manager
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from utils import tool, import_util
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from ths.l2_code_operate import L2CodeOperate
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from trade import trade_manager, l2_trade_util
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from trade.trade_data_manager import CodeActualPriceProcessor
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trade_gui = import_util.import_lib("trade.trade_gui")
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__actualPriceProcessor = CodeActualPriceProcessor()
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latest_add_codes = set()
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def accept_prices(prices, request_id=None):
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# 获取首板代码
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first_codes = gpcode_manager.FirstGPCodesManager().get_first_gp_codes_cache()
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print("总价格代码数量：", len(prices))
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if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
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__actualPriceProcessor.save_current_price_codes_count(len(prices))
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# 采集的代码数量不对, 暂时不需要
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# if len(gpcode_manager.get_gp_list()) - len(prices) > 10:
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# logger_l2_codes_subscript.info("采集到的代码数量不正确:{}", len(prices))
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# return
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now_str = tool.get_now_time_str()
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# 获取想买单
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want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
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if True:
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_code_list = []
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_delete_list = []
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temp_prices = []
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temp_rates = []
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for d in prices:
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code, price = d["code"], float(d["price"])
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temp_prices.append((code, price))
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# 获取收盘价
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pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
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if pricePre is not None:
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rate = round((price - pricePre) * 100 / pricePre, 2)
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if first_codes and code in first_codes:
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rate = rate / 2
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if rate >= 0 and not trade_manager.ForbiddenBuyCodeByScoreManager().is_in_cache(code):
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# 暂存涨幅为正的代码
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_code_list.append((rate, code, 1 if code in want_codes else 0))
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else:
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# 暂存涨幅为负的代码
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_delete_list.append((rate, code, 0))
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try:
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temp_rates.append((code, rate))
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except Exception as e:
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logging.exception(e)
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try:
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__actualPriceProcessor.save_current_price(code, price,
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gpcode_manager.get_limit_up_price_by_preprice(
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pricePre) == tool.to_price(
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decimal.Decimal(d["price"])))
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except Exception as e:
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logging.exception(e)
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logger_l2_codes_subscript.exception(e)
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gpcode_manager.set_prices(temp_prices)
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__actualPriceProcessor.process_rates(temp_rates, now_str)
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# -------------------------------处理交易位置分配---------------------------------
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# 排序
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new_code_list = sorted(_code_list, key=lambda e: (e.__getitem__(2), e.__getitem__(0)), reverse=True)
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if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
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# 预填充下单代码
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_buy_win_codes = []
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for d in new_code_list:
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_buy_win_codes.append(d[1])
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for d in _delete_list:
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_buy_win_codes.append(d[1])
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try:
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if not constant.API_TRADE_ENABLE and trade_gui is not None:
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trade_gui.THSBuyWinManagerNew.fill_codes(_buy_win_codes)
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except Exception as e:
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logging.exception(e)
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pass
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# -------------------------------处理L2监听---------------------------------
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max_count = 0
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if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
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client_ids = client_manager.getValidL2Clients()
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# 最多填充的代码数量
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max_count = len(client_ids) * constant.L2_CODE_COUNT_PER_DEVICE
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if max_count == 0:
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max_count = constant.L2_CODE_COUNT_PER_DEVICE
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else:
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max_count = constant.HUAXIN_L2_MAX_CODES_COUNT
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_delete_list = []
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for item in new_code_list:
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if l2_trade_util.is_in_forbidden_trade_codes(
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item[1]) or item[0] < 0:
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# 在（黑名单）/（涨幅小于）的数据
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if trade_manager.CodesTradeStateManager().get_trade_state_cache(
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item[1]) != trade_manager.TRADE_STATE_BUY_SUCCESS:
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# 没成交才会加入删除
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_delete_list.append(item)
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for item in _delete_list:
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new_code_list.remove(item)
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# 截取前几个代码填充
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add_list = new_code_list[:max_count]
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# 后面的代码全部删除
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_delete_list.extend(new_code_list[max_count:])
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add_code_list = []
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del_code_list = []
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for d in add_list:
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add_code_list.append(d[1])
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for d in _delete_list:
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del_code_list.append(d[1])
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if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
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# 华鑫L2,获取加入代码的涨停价
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# 是否和上次一样
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try:
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add_code_set = set(add_code_list)
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# global latest_add_codes
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# if not latest_add_codes:
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# latest_add_codes = set()
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# # 判断设置的代码是否相同
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# dif1 = latest_add_codes - add_code_set
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# dif2 = add_code_set - latest_add_codes
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# if dif1 or dif2:
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if True:
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print("设置L2代码数量：", len(add_code_set))
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global latest_add_codes
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async_log_util.info(logger_l2_codes_subscript,
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f"({request_id})预处理新增订阅代码：{add_code_set - latest_add_codes}")
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latest_add_codes = add_code_set
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add_datas = []
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for d in add_code_list:
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limit_up_price = gpcode_manager.get_limit_up_price(d)
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limit_up_price = round(float(limit_up_price), 2)
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min_volume = int(round(50 * 10000 / limit_up_price))
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# 传递笼子价
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add_datas.append(
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(d, min_volume, limit_up_price, round(tool.get_shadow_price(limit_up_price), 2),
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tool.get_buy_volume(limit_up_price)))
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huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
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except Exception as e:
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logging.exception(e)
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else:
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# 后面的代码数量
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# 先删除应该删除的代码
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for code in del_code_list:
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if gpcode_manager.is_listen_old(code):
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cid, pid = gpcode_manager.get_listen_code_pos(code)
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# 强制移除
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if cid and pid:
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gpcode_manager.set_listen_code_by_pos(cid, pid, "")
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# 判断是否在监听里面
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L2CodeOperate.get_instance().add_operate(0, code, "现价变化")
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# 增加应该增加的代码
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for code in add_code_list:
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if not gpcode_manager.is_listen_old(code):
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L2CodeOperate.get_instance().add_operate(1, code, "现价变化")
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# 获取卡位数量
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free_count = gpcode_manager.get_free_listen_pos_count()
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if free_count < 2:
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# 空闲位置不足
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listen_codes = gpcode_manager.get_listen_codes()
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for code in listen_codes:
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if not gpcode_manager.is_in_gp_pool(code):
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client_id, pos = gpcode_manager.get_listen_code_pos(code)
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gpcode_manager.set_listen_code_by_pos(client_id, pos, "")
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free_count += 1
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if free_count > 2:
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break
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print(add_code_list, del_code_list)
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__trade_price_dict = {}
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# 最近的非涨停价成交的信息,数据结构：{code:(价格,时间)}
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__trade_price_not_limit_up_info_dict = {}
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# 设置成交价
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def set_trade_price(code, price, time_str, limit_up_price):
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__trade_price_dict[code] = price
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# 需要记录最近一次非涨停价成交的时间
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if limit_up_price and abs(limit_up_price - price) > 0.001:
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# 非涨停价成交
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__trade_price_not_limit_up_info_dict[code] = (price, time_str)
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# 获取成交价
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def get_trade_price(code):
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return __trade_price_dict.get(code)
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def get_trade_not_limit_up_info(code):
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"""
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获取最近的非涨停价成交的信息
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@param code:
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@return:(价格,时间)
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"""
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return __trade_price_not_limit_up_info_dict.get(code)
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