# 交易测试
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# 清除交易数据
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import decimal
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import json
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import multiprocessing
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import random
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import threading
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import time
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import unittest
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from copy import deepcopy
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from unittest import mock
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from code_attribute import big_money_num_manager, gpcode_manager
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from db.redis_manager_delegate import RedisUtils
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from log_module import log, log_export, async_log_util
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from trade.huaxin import huaxin_trade_api
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from utils import tool
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from db import redis_manager_delegate as redis_manager
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from l2 import l2_log, l2_data_manager, transaction_progress
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from l2.transaction_progress import TradeBuyQueue
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from third_data import kpl_util, kpl_data_manager
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from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager
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from third_data.kpl_data_manager import KPLDataManager
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from trade import trade_data_manager, current_price_process_manager, l2_trade_util
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from trade.trade_queue_manager import THSBuy1VolumnManager
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import l2.l2_data_manager_new, l2.l2_data_manager, l2.l2_data_util, l2.cancel_buy_strategy
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def clear_trade_data(code):
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redis_l2 = redis_manager.RedisManager(1).getRedis()
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keys = ["buy1_volumn_latest_info-{}", "m_big_money_begin-{}", "m_big_money_process_index-{}"]
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for k in keys:
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RedisUtils.delete(redis_l2, k.format(code), auto_free=False)
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RedisUtils.realse(redis_l2)
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l2.l2_data_manager.TradePointManager().delete_buy_point(code)
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big_money_num_manager.reset(code)
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RedisUtils.delete(redis_manager.RedisManager(2).getRedis(), "trade-state-{}".format(code))
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trade_data_manager.PlaceOrderCountManager().clear_place_order_count(code)
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redis_info = redis_manager.RedisManager(0).getRedis()
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keys = RedisUtils.keys(redis_info, "*{}*".format(code), auto_free=False)
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for k in keys:
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if k.find("pre") is not None:
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continue
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if k.find("zyltgb") is not None:
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continue
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RedisUtils.delete(redis_info, k, auto_free=False)
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RedisUtils.realse(redis_info)
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transaction_progress.TradeBuyQueue().set_traded_index(code, 0)
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l2_trade_util.remove_from_forbidden_trade_codes(code)
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class VirtualTrade(unittest.TestCase):
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def __process_buy_queue(self, code, buy_queue, time_):
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if time_ == "10:25:14":
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print("进入调试")
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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buy_one_price = limit_up_price
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if limit_up_price is not None:
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buy_queue_result_list = TradeBuyQueue().save(code, limit_up_price, limit_up_price, time_,
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buy_queue)
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if buy_queue_result_list:
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# 有数据
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try:
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buy_one_price_ = decimal.Decimal(round(float(buy_one_price), 2)).quantize(
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decimal.Decimal("0.00"))
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# 获取执行位时间
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exec_time = None
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buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data(
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code)
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if buy_exec_index:
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try:
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exec_time = l2.l2_data_util.local_today_datas.get(code)[buy_exec_index]["val"]["time"]
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except:
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pass
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buy_progress_index = TradeBuyQueue().compute_traded_index(code, buy_one_price_,
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buy_queue_result_list, exec_time)
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if buy_progress_index is not None:
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log.logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{} 数据-{}", code,
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buy_progress_index,
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json.dumps(buy_queue_result_list))
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except Exception as e:
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pass
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# @unittest.skip("跳过此单元测试")
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def test_trade(self):
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threading.Thread(target=async_log_util.run_sync,daemon=True).start()
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code = "603178"
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clear_trade_data(code)
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l2.l2_data_util.load_l2_data(code)
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total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])
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if total_datas[0]["index"] > 0:
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# 拼接数据
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for i in range(0, total_datas[0]["index"]):
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data = total_datas[0].copy()
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data["index"] = i
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total_datas.insert(i, data)
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pos_list = log_export.get_l2_process_position(code)
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# pos_list.insert(108,(375,448))
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if pos_list[0][0] > 0:
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pos_list.insert(0, (0, pos_list[0][0] - 1))
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del pos_list[-1]
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if pos_list[-1][1] < total_datas[-1]["index"]:
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# 剩下的数据根据秒来分
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start_index = -1
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for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1):
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if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]:
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if start_index < 0:
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start_index = i
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else:
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pos_list.append((start_index, i - 1))
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start_index = i
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if pos_list[-1][1] < total_datas[-1]["index"]:
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pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"]))
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l2.l2_data_util.local_today_datas[code].clear()
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l2.l2_data_util.local_today_num_operate_map[code].clear()
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print("id:", id(l2.l2_data_util.local_today_datas))
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# l2_trade_factor.L2TradeFactorUtil.compute_m_value = mock.Mock(return_value=(14699952, ""))
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# pos_list.insert(41,(225,306))
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# pos_list.insert(63, (345, 423))
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# pos_list.insert(66, (440, 447))
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# pos_list.insert(75, (472, 488))
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# pos_list.insert(84, (516, 532))
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# 获取交易进度
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trade_progress_list, buy_queues = log_export.get_trade_progress(code)
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# jingxuan_ranks = KPLDataManager().get_from_file(kpl_util.KPLDataType.JINGXUAN_RANK, tool.get_now_date_str())
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# industry_ranks = KPLDataManager().get_from_file(kpl_util.KPLDataType.INDUSTRY_RANK, tool.get_now_date_str())
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# RealTimeKplMarketData().set_top_5_reasons(jingxuan_ranks)
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# RealTimeKplMarketData().set_top_5_industry(industry_ranks)
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LimitUpCodesPlateKeyManager().set_today_limit_up(
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KPLDataManager().get_from_file(kpl_util.KPLDataType.LIMIT_UP, tool.get_now_date_str()))
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kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas()
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current_price_process_manager.set_trade_price(code, round(float(gpcode_manager.get_limit_up_price(code)), 2))
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pss_server, pss_strategy = multiprocessing.Pipe()
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huaxin_trade_api.run_pipe_trade(pss_server, None)
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for indexs in pos_list:
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l2_log.threadIds[code] = mock.Mock(
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return_value=random.randint(0, 100000))
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# 设置封单额，获取买1量
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# for i in range(0, 100):
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# time_ = total_datas[indexs[0]]["val"]["time"]
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# time_s = tool.get_time_as_second(time_) - i - 1
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# volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s))
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# if volumn is not None:
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# l2.cancel_buy_strategy.L2LimitUpMoneyStatisticUtil().verify_num(code, int(volumn),
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# tool.time_seconds_format(time_s))
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# break
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# 设置委买队列
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for i in range(0, len(buy_queues)):
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if tool.trade_time_sub(buy_queues[i][1], total_datas[indexs[0]]["val"]["time"]) > 0:
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print("委买队列", buy_queues[i])
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try:
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self.__process_buy_queue(code, buy_queues[i - 1][0], buy_queues[i - 1][1])
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except:
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pass
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break
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print("----------------处理位置", indexs)
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if indexs[0] >= 661:
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print("进入调试")
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l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0,
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0)
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@unittest.skip("跳过此单元测试")
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def test_h_cancel(self):
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code = "600540"
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l2.l2_data_util.load_l2_data(code)
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total_datas = l2.l2_data_util.local_today_datas.get(code)
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total_datas = total_datas[:899]
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l2.l2_data_util.local_today_datas[code] = total_datas
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l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, total_datas, True)
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# class TestTrade(unittest.TestCase):
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# processor = L2TradeDataProcessor()
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# code = "002094"
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# l2_data_manager.load_l2_data(code)
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# l2_data_manager.local_today_datas[code] = l2_data_manager.local_today_datas[code][0:520]
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# buy_single_index = 426
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# buy_exec_index = 479
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# processor.random_key[code] = mock.Mock(return_value=123123)
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# L2LimitUpMoneyStatisticUtil._L2LimitUpMoneyStatisticUtil__get_l2_latest_money_record = mock.Mock(
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# return_value=(0, -1))
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#
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# AverageBigNumComputer.place_order_success(code, buy_single_index, buy_exec_index)
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#
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# L2LimitUpMoneyStatisticUtil.process_data(code, buy_single_index, buy_exec_index, buy_single_index,
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# buy_exec_index, False)
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#
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# l2_data_manager.TradePointManager().get_buy_compute_start_data = mock.Mock(return_value=(426, 479, 479, 0, 100))
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# buy_single_index, buy_exec_index, compute_index, num, count = l2_data_manager.TradePointManager().get_buy_compute_start_data(
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# code)
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# processor.unreal_buy_dict[code] = mock.Mock(return_value=(479, 167234623))
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#
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#
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# processor.process_order(code, 480, 519, 167234623, False)
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# print(buy_single_index, buy_exec_index, compute_index, num, count)
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# class TestData(unittest.TestCase):
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# code = "002103"
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# # l2_data_manager.load_l2_data(code)
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# # TradeBuyQueue().save_traded_index(code, "6.94", [1511, 888, 796])
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#
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class TestTradedProgress(unittest.TestCase):
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@unittest.skip("跳过此单元测试")
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def test_get_progress(self):
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code = "000925"
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l2.l2_data_util.load_l2_data(code)
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# l2.l2_data_util.local_today_datas[code] = l2.l2_data_util.local_today_datas[code][:898]
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TradeBuyQueue.get_traded_index = mock.Mock(return_value=(10, False))
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buy_progress_index = TradeBuyQueue().compute_traded_index(code, "9.76",
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[9999, 1506], "09:32:45")
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print("获取到交易进度：", buy_progress_index)
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@unittest.skip("跳过此单元测试")
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def test_sort(self):
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_start = round(time.time() * 1000)
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count = 0
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for i in range(0, 100000):
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# if i > 30:
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count += 1
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print("耗时", round(time.time() * 1000) - _start)
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if __name__ == "__main__":
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unittest.main()
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