"""
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交易记录日志工具
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"""
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# 下单信息
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import json
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from log_module import async_log_util
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from log_module.log import logger_trade_record
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TYPE_PLACE_ORDER = "place_order" # 下单
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TYPE_REAL_PLACE_ORDER_POSITION = "real_place_order_position" # 真实下单位置
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TYPE_CANCEL_WATCH_INDEXES = "cancel_watch_indexes" # 撤单监听位置
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TYPE_FORBIDDEN_BUY = "forbidden_buy" # 禁止买入
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TYPE_CANT_PLACE_ORDER = "can_not_place_order" # 不能下单
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TYPE_CANCEL = "cancel" # 撤单
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class PlaceOrderInfo(object):
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def __init__(self, buy_single_index=None, buy_exec_index=None, m_val=None, safe_count=None, big_num_indexes=None,
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kpl_blocks=None, kpl_match_blocks=None, mode=None, mode_desc=None, sell_info=None):
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self.buy_single_index = buy_single_index
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self.buy_exec_index = buy_exec_index
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self.m_val = m_val
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self.safe_count = safe_count
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self.big_num_indexes = big_num_indexes
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self.kpl_blocks = kpl_blocks
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self.kpl_match_blocks = kpl_match_blocks
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self.mode = mode
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self.mode_desc = mode_desc
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self.sell_info = sell_info
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def set_buy_index(self, buy_single_index, buy_exec_index):
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self.buy_single_index = buy_single_index
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self.buy_exec_index = buy_exec_index
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def set_sell_info(self, sell_info):
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self.sell_info = sell_info
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def set_trade_factor(self, m_val, safe_count, big_num_indexes):
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self.m_val = m_val
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self.safe_count = safe_count
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self.big_num_indexes = big_num_indexes
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def set_kpl_blocks(self, kpl_blocks):
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self.kpl_blocks = kpl_blocks
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def set_kpl_match_blocks(self, kpl_blocks):
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self.kpl_match_blocks = kpl_blocks
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def to_json_str(self):
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return json.dumps(vars(self))
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def to_dict(self):
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return vars(self)
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@classmethod
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def to_object(cls, json_str: str):
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d = json.loads(json_str)
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return PlaceOrderInfo(**d)
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# 撤单揽括信息
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class CancelWatchIndexesInfo(object):
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CANCEL_TYPE_H = "h_cancel"
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CANCEL_TYPE_S = "s_cancel"
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CANCEL_TYPE_L_UP = "l_cancel_up"
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CANCEL_TYPE_L_DOWN = "l_cancel_down"
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CANCEL_TYPE_D = "d_cancel"
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def __init__(self, cancel_type, buy_single_index, watch_indexes: list):
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self.cancel_type = cancel_type
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self.watch_indexes = watch_indexes
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self.buy_single_index = buy_single_index
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def to_json_str(self):
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return json.dumps(vars(self))
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def to_dict(self):
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return vars(self)
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@classmethod
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def to_object(cls, json_str: str):
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d = json.loads(json_str)
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return CancelWatchIndexesInfo(**d)
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# 添加日志
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def __add_log(type, code, data):
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try:
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fdata = {"code": code, "type": type, "data": data}
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async_log_util.info(logger_trade_record, json.dumps(fdata))
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except:
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pass
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# 添加下单日志
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def add_place_order_log(code, info: PlaceOrderInfo):
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__add_log(TYPE_PLACE_ORDER, code, info.to_dict())
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# 加入禁止买入
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def add_forbidden_buy_log(code, msg):
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__add_log(TYPE_FORBIDDEN_BUY, code, {"msg": msg})
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__latest_cant_place_order_log_msg_dict = {}
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# 不能买
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def add_cant_place_order_log(code, msg):
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if __latest_cant_place_order_log_msg_dict.get(code) == msg:
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return
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__latest_cant_place_order_log_msg_dict[code] = msg
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__add_log(TYPE_CANT_PLACE_ORDER, code, {"msg": msg})
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# 真实下单位置
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def add_real_place_order_position_log(code, index, buy_single_index):
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__add_log(TYPE_REAL_PLACE_ORDER_POSITION, code, {"index": index, "buy_single_index": buy_single_index})
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# 撤单策略监听位置
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def add_cancel_watch_indexes_log(code, info: CancelWatchIndexesInfo):
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__add_log(TYPE_CANCEL_WATCH_INDEXES, code, info.to_dict())
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# 添加撤单信息
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def add_cancel_msg_log(code, real_place_order_index, msg):
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__add_log(TYPE_CANCEL, code, {"msg": msg, "real_place_order_index": real_place_order_index})
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if __name__ == "__main__":
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pass
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