"""
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L2的数据处理
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"""
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import json
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from db import redis_manager
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import tool
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from log import logger_l2_trade_buy
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_redisManager = redis_manager.RedisManager(1)
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class L2DataException(Exception):
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# 价格不匹配
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CODE_PRICE_ERROR = 1
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# 无收盘价
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CODE_NO_CLOSE_PRICE = 2
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def __init__(self, code, msg):
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super().__init__(self)
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self.code = code
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self.msg = msg
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def __str__(self):
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return self.msg
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def get_code(self):
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return self.code
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# 交易点管理器，用于管理买入点；买撤点；距离买入点的净买入数据；距离买撤点的买撤数据
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class TradePointManager:
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@staticmethod
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def __get_redis():
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return _redisManager.getRedis()
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# 删除买入点数据
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@staticmethod
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def delete_buy_point(code):
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redis = TradePointManager.__get_redis()
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redis.delete("buy_compute_index_info-{}".format(code))
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# 获取买入点信息
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# 返回数据为：买入点 累计纯买额 已经计算的数据索引
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@staticmethod
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def get_buy_compute_start_data(code):
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redis = TradePointManager.__get_redis()
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_key = "buy_compute_index_info-{}".format(code)
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_data_json = redis.get(_key)
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if _data_json is None:
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return None, None, None, 0, 0, [],0
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_data = json.loads(_data_json)
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return _data[0], _data[1], _data[2], _data[3], _data[4], _data[5], _data[6]
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# 设置买入点的值
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# buy_single_index 买入信号位
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# buy_exec_index 买入执行位
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# compute_index 计算位置
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# nums 累计纯买额
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@staticmethod
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def set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, nums, count, max_num_sets, volume_rate):
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redis = TradePointManager.__get_redis()
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expire = tool.get_expire()
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_key = "buy_compute_index_info-{}".format(code)
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if buy_single_index is not None:
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redis.setex(_key, expire,
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json.dumps((buy_single_index, buy_exec_index, compute_index, nums, count, list(max_num_sets),volume_rate)))
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else:
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_buy_single_index, _buy_exec_index, _compute_index, _nums, _count, _max_num_index,_volume_rate = TradePointManager.get_buy_compute_start_data(code)
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redis.setex(_key, expire,
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json.dumps((_buy_single_index, buy_exec_index, compute_index, nums, count, list(max_num_sets),volume_rate)))
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# 获取撤买入开始计算的信息
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# 返回数据的内容为：撤销点索引 撤买纯买额 计算的数据索引
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@staticmethod
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def get_buy_cancel_single_pos(code):
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redis = TradePointManager.__get_redis()
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info = redis.get("buy_cancel_single_pos-{}".format(code))
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if info is None:
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return None
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else:
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return int(info)
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# 设置买撤点信息
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# buy_num 纯买额 computed_index计算到的下标 index撤买信号起点
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@classmethod
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def set_buy_cancel_single_pos(cls, code, index):
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redis = TradePointManager.__get_redis()
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expire = tool.get_expire()
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redis.setex("buy_cancel_single_pos-{}".format(code), expire, index)
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# 删除买撤点数据
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@classmethod
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def delete_buy_cancel_point(cls, code):
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redis = TradePointManager.__get_redis()
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redis.delete("buy_cancel_single_pos-{}".format(code))
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# 设置买撤纯买额
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@classmethod
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def set_compute_info_for_cancel_buy(cls, code, index, nums):
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redis = TradePointManager.__get_redis()
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expire = tool.get_expire()
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redis.setex("compute_info_for_cancel_buy-{}".format(code), expire, json.dumps((index, nums)))
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logger_l2_trade_buy.info("{}保存撤单纯买额信息：{}，{}", code, index, nums)
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# 获取买撤纯买额计算信息
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@classmethod
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def get_compute_info_for_cancel_buy(cls, code):
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redis = TradePointManager.__get_redis()
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info = redis.get("compute_info_for_cancel_buy-{}".format(code))
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if info is None:
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return None, 0
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else:
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info = json.loads(info)
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return info[0], info[1]
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@classmethod
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def delete_compute_info_for_cancel_buy(cls, code):
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redis = TradePointManager.__get_redis()
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redis.delete("compute_info_for_cancel_buy-{}".format(code))
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# 从买入信号开始设置涨停买与涨停撤的单数
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@classmethod
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def set_count_info_for_cancel_buy(cls, code, index, buy_count, cancel_count):
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redis = TradePointManager.__get_redis()
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expire = tool.get_expire()
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redis.setex("count_info_for_cancel_buy-{}".format(code), expire, json.dumps((index, buy_count, cancel_count)))
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logger_l2_trade_buy.info("{}保存撤单纯买额信息：{}，{}", code, index, buy_count, cancel_count)
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# 获取买撤纯买额计算信息
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@classmethod
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def get_count_info_for_cancel_buy(cls, code):
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redis = TradePointManager.__get_redis()
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info = redis.get("count_info_for_cancel_buy-{}".format(code))
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if info is None:
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return None, 0, 0
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else:
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info = json.loads(info)
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return info[0], info[1], info[2]
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@classmethod
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def delete_count_info_for_cancel_buy(cls, code):
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redis = TradePointManager.__get_redis()
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redis.delete("count_info_for_cancel_buy-{}".format(code))
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# 清除l2数据
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def clear_l2_data(code):
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redis_l2 = redis_manager.RedisManager(1).getRedis()
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keys = redis_l2.keys("l2-{}-*".format(code))
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for k in keys:
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redis_l2.delete(k)
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redis_l2.delete("l2-data-latest-{}".format(code))
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second_930 = 9 * 3600 + 30 * 60 + 0
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# 初始化l2固定代码库
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def init_l2_fixed_codes():
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key = "l2-fixed-codes"
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redis = _redisManager.getRedis()
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count = redis.scard(key)
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if count > 0:
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redis.delete(key)
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redis.sadd(key, "000000")
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redis.expire(key, tool.get_expire())
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# 移除l2固定监控代码
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def remove_from_l2_fixed_codes(code):
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key = "l2-fixed-codes"
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redis = _redisManager.getRedis()
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redis.srem(key, code)
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# 添加代码到L2固定监控
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def add_to_l2_fixed_codes(code):
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key = "l2-fixed-codes"
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redis = _redisManager.getRedis()
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redis.sadd(key, code)
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redis.expire(key, tool.get_expire())
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# 是否在l2固定监控代码中
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def is_in_l2_fixed_codes(code):
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key = "l2-fixed-codes"
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redis = _redisManager.getRedis()
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return redis.sismember(key, code)
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if __name__ == "__main__":
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clear_l2_data("603912")
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