# 买1量管理
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import decimal
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import json
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import gpcode_manager
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from db import redis_manager
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import tool
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from trade import trade_manager
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class THSBuy1VolumnManager:
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__redisManager = redis_manager.RedisManager(1)
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__last_data = {}
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__code_time_volumn_dict = {}
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def __get_redis(self):
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return self.__redisManager.getRedis()
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# 保存最大量
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def __save_max_buy1_volume(self, code, volume):
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key = "max_buy1_volumn-{}".format(code)
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self.__get_redis().setex(key, tool.get_expire(), volume)
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def __get_max_buy1_volume(self, code):
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key = "max_buy1_volumn-{}".format(code)
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val = self.__get_redis().get(key)
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if val is not None:
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return int(val)
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return None
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def __del_max_buy1_volume(self, code):
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key = "max_buy1_volumn-{}".format(code)
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val = self.__get_redis().delete(key)
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def __save_recod(self, code, time_str, volumn):
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# 保存每一次的
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key = "buy1_volumn-{}-{}".format(code, time_str)
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self.__get_redis().setex(key, tool.get_expire(), volumn)
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# 保存最近的
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key = "buy1_volumn_latest_info-{}".format(code)
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self.__get_redis().setex(key, tool.get_expire(), json.dumps((time_str, volumn)))
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# 保存上一次数据
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def __save_last_recod(self, code, time_str, volumn):
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# 保存最近的
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key = "buy1_volumn_last_info-{}".format(code)
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self.__get_redis().setex(key, tool.get_expire(), json.dumps((time_str, volumn)))
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def __get_last_record(self, code):
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key = "buy1_volumn_last_info-{}".format(code)
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val = self.__get_redis().get(key)
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if val is None:
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return None, None
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val = json.loads(val)
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return val[0], val[1]
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def __get_latest_record(self, code):
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key = "buy1_volumn_latest_info-{}".format(code)
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val = self.__get_redis().get(key)
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if val is None:
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return None, None
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val = json.loads(val)
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return val[0], val[1]
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# 添加记录
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def __add_recod(self, code):
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key = "buy1_volumn_codes"
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self.__get_redis().sadd(key, code)
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self.__get_redis().expire(key, 10)
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# 获取当前正在监听的代码
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def get_current_codes(self):
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key = "buy1_volumn_codes"
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return self.__get_redis().smembers(key)
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def get_buy_1_volumn(self, code, time_str):
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key = "buy1_volumn-{}-{}".format(code, time_str)
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return self.__get_redis().get(key)
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# 返回是否需要更新数据,是否需要撤单，撤单原因
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def save(self, code, time_str, volumn, price):
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# 客户端数据未加载出来过滤
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if volumn < 1:
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return False, False, None
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# 14:55:00之后不在处理
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if int(time_str.replace(':', '')) >= int("145500"):
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return False, False, None
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self.__add_recod(code)
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# 判断是否为涨停价
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price != tool.to_price(decimal.Decimal(price)):
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# 非涨停价
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volumn = 0
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last_volumn = self.__last_data.get(code)
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# 不保存和上一次相同的数据
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if code in self.__last_data and last_volumn == volumn:
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return False, False, None
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self.__last_data[code] = volumn
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if int(time_str.replace(':', '')) >= int("093000"):
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# 保存最大量(9:30过后的量)
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max_volume = self.__get_max_buy1_volume(code)
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if max_volume is None:
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max_volume = 0
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if volumn > max_volume:
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self.__save_max_buy1_volume(code, volumn)
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if code not in self.__code_time_volumn_dict:
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self.__code_time_volumn_dict[code] = {}
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self.__code_time_volumn_dict[code][time_str] = volumn
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# 删除倒数第2个之前的数据
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keys = []
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for k in self.__code_time_volumn_dict[code].keys():
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keys.append(k)
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keys.sort(key=lambda val: int(val.replace(":", "")))
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if len(keys) > 2:
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for i in range(0, len(keys) - 2):
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self.__code_time_volumn_dict[code].pop(keys[i])
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keys = keys[len(keys) - 2:]
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if len(keys) == 2:
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self.__save_last_recod(code, keys[0], self.__code_time_volumn_dict[code][keys[0]])
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self.__save_recod(code, time_str, volumn)
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# 如果当前已挂单
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state = trade_manager.get_trade_state(code)
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if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
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# 判断本次与上一次的封单额是否小于5000w
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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threshold_num = 50000000 // (limit_up_price * 100)
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if volumn < threshold_num and last_volumn < threshold_num:
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# 下降趋势
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if volumn < last_volumn:
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if (last_volumn - volumn) / last_volumn > 0.5:
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return True, True, "买1主动触发，连续两次封单量降幅达50%以上，时间：{} 封单量：{}-{}".format(time_str, last_volumn,
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volumn)
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# 当封单额小于1000万需要撤单
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min_num = 10000000 // (limit_up_price * 100)
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if volumn < min_num:
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return True, True, "买1主动触发，最新封单额小于1000万，时间：{} 封单量：{}".format(time_str, volumn)
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return True, False, None
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# 获取校验数据
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# 返回上一次的数据，如果没有上一次的就返回本次的
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def get_verify_data(self, code):
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time_str, volumn = self.__get_last_record(code)
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if time_str is not None:
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return time_str, volumn
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time_str, volumn = self.__get_latest_record(code)
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return time_str, volumn
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def get_max_buy1_volume(self, code):
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val = self.__get_max_buy1_volume(code)
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if val is None:
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return -1
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return val
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def clear_max_buy1_volume(self, code):
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self.__del_max_buy1_volume(code)
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class JueJinBuy1VolumnManager:
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__redisManager = redis_manager.RedisManager(1)
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__last_data = {}
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def __get_redis(self):
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return self.__redisManager.getRedis()
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def __save_recod(self, code, time_str, volumn):
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# 保存每一次的
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key = "buy1_volumn_juejin-{}-{}".format(code, time_str)
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self.__get_redis().setex(key, tool.get_expire(), volumn)
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key = "buy1_volumn_juejin_latest_info-{}".format(code)
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self.__get_redis().setex(key, tool.get_expire(), volumn)
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def __get_latest_record(self, code):
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key = "buy1_volumn_juejin_latest_info-{}".format(code)
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val = self.__get_redis().get(key)
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if val is None:
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return None, None
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val = json.loads(val)
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return val[0], val[1]
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# 返回是否需要更新数据
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def save(self, code, time_str, volumn, price):
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# 判断是否为涨停价
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price != tool.to_price(decimal.Decimal(price)):
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# 非涨停价
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volumn = 0
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# 不保存和上一次相同的数据
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if code in self.__last_data and self.__last_data[code] == volumn:
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return False
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self.__last_data[code] = volumn
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self.__save_recod(code, time_str, volumn)
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return True
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# 获取校验数据
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# 返回上一次的数据，如果没有上一次的就返回本次的
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def get_verify_data(self, code):
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time_str, volumn = self.__get_latest_record(code)
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return time_str, volumn
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# 买1实时价格管理器
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class Buy1PriceManager:
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__redisManager = redis_manager.RedisManager(0)
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def __init__(self):
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self.latest_prices = {}
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def __get_redis(self):
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return self.__redisManager.getRedis()
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def __save_recod(self, code, price):
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# 保存每一次的
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key = "buy1_price-{}".format(code)
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self.__get_redis().setex(key, tool.get_expire(), price)
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def __get_record(self, code):
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key = "buy1_price-{}".format(code)
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val = self.__get_redis().get(key)
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return val
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# 保存数据
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def save(self, code, price):
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if self.latest_prices.get(code) == price:
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return
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self.latest_prices[code] = price
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self.__save_recod(code, price)
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def get_price(self, code):
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return self.__get_record(code)
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class thsl2tradequeuemanager:
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__redisManager = redis_manager.RedisManager(0)
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__filter_dict = {}
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def __get_redis(self):
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return self.__redisManager.getRedis()
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def __save_latest_recod(self, code, info):
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# 保存每一次的
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key = "ths_l2_latest_trade_info-{}".format(code)
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self.__get_redis().setex(key, tool.get_expire(), json.dumps(info))
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def __get_latest_record(self, code):
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key = "ths_l2_latest_trade_info-{}".format(code)
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val = self.__get_redis().get(key)
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if val is None:
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return None
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return json.loads(val)
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# 添加记录
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def __add_buy1_code(self, code):
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key = "buy1_volumn_codes"
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self.__get_redis().sadd(key, code)
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self.__get_redis().expire(key, 10)
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# 获取当前正在监听的代码
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def get_current_codes(self):
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key = "buy1_volumn_codes"
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return self.__get_redis().smembers(key)
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def save_recod(self, code, data):
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_str = json.dumps(data)
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if code in self.__filter_dict and self.__filter_dict[code] == _str:
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return False
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# 添加买1记录
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self.__add_buy1_code(code)
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self.__filter_dict[code] = _str
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self.__save_latest_recod(code, data)
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buy_time = data["buyTime"]
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buy_one_price = data["buyOnePrice"]
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buy_one_volumn = data["buyOneVolumn"]
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sell_time = data["sellTime"]
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sell_one_price = data["sellOnePrice"]
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sell_one_volumn = data["sellOneVolumn"]
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return True
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def get_sell1_info(self, code):
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data = self.__get_latest_record(code)
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if data is None:
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return None, None, None
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else:
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sell_time = data["sellTime"]
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sell_one_price = data["sellOnePrice"]
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sell_one_volumn = data["sellOneVolumn"]
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return sell_time, sell_one_price, int(sell_one_volumn)
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if __name__ == '__main__':
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thsl2tradequeuemanager().test()
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