import http
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import json
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import logging
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import multiprocessing
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import queue
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import socketserver
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import threading
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import time
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from http.server import BaseHTTPRequestHandler
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import psutil
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import requests
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from code_attribute import global_data_loader
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from huaxin_client import l2_client_test, l1_subscript_codes_manager
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from log_module.log import logger_local_huaxin_l2_transaction_big_order, logger_system, \
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logger_local_huaxin_l2_transaction_accurate_big_order
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from third_data.custom_block_in_money_manager import CodeInMoneyManager, BlockInMoneyRankManager
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from third_data.history_k_data_manager import HistoryKDataManager
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from third_data.history_k_data_util import HistoryKDatasUtils
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from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
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from utils import tool, middle_api_protocol, global_util
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import urllib.parse as urlparse
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from urllib.parse import parse_qs
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class DataServer(BaseHTTPRequestHandler):
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# 禁用日志输出
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def log_message(self, format, *args):
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pass
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def do_GET(self):
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path = self.path
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url = urlparse.urlparse(path)
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response_data = ""
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if url.path == "/get_block_codes_money":
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# 获取板块对应的代码与该代码的净流入
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ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
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block = ps_dict.get('block')
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try:
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fdatas = BlockInMoneyRankManager().get_block_codes_money(block)
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response_data = json.dumps({"code": 0, "data": fdatas})
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except Exception as e:
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response_data = json.dumps({"code": 1, "msg": str(e)})
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elif url.path == "/get_big_order_list":
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# 获获取代码的大买/卖单列表
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ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
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code = ps_dict.get('code')
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try:
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buy_datas = CodeInMoneyManager().get_big_buy_money_list(code)
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if buy_datas is None:
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buy_datas = []
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sell_datas = CodeInMoneyManager().get_big_sell_money_list(code)
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if sell_datas is None:
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sell_datas = []
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response_data = json.dumps({"code": 0, "data": {"buy": buy_datas, "sell": sell_datas}})
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except Exception as e:
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response_data = json.dumps({"code": 1, "msg": str(e)})
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elif url.path == "/get_code_money_info":
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# 获取代码金额
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ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
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code = ps_dict.get('code')
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money_info = CodeInMoneyManager().get_money_info(code)
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response_data = json.dumps({"code": 0, "data": money_info})
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elif url.path == "/get_codes_money_info":
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ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
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codes_str = ps_dict.get('codes')
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codes = json.loads(codes_str)
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fresults = {}
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for code in codes:
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money_info = CodeInMoneyManager().get_money_info(code)
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fresults[code] = money_info
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response_data = json.dumps({"code": 0, "data": fresults})
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self.send_response(200)
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# 发给请求客户端的响应数据
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self.send_header('Content-type', 'application/json')
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self.end_headers()
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self.wfile.write(response_data.encode())
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class ThreadedHTTPServer(socketserver.ThreadingMixIn, http.server.HTTPServer):
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pass
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def __run_server(addr, port):
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handler = DataServer
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try:
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httpd = ThreadedHTTPServer((addr, port), handler)
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print("L2_IN_MONEY HTTP server is at: http://%s:%d/" % (addr, port))
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httpd.serve_forever()
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except Exception as e:
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logger_system.exception(e)
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logger_system.error(f"端口服务器：{port} 启动失败")
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def __run_upload_big_order_task(_queue: queue.Queue):
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# 运行上传大单任务
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while True:
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try:
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datas = []
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while not _queue.empty():
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datas.append(_queue.get())
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if datas:
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# 上传数据
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requests.post("http://192.168.84.71:12881/upload_deal_big_orders", json.dumps(datas))
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except:
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pass
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finally:
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time.sleep(1)
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def __get_special_codes():
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"""
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获取特殊的代码，需要订阅300w以上的大单
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@return: 代码集合
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"""
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try:
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zylt_volume_map = global_util.zylt_volume_map
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codes = set()
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last_trade_day = HistoryKDatasUtils.get_latest_trading_date(1)[0]
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for code in zylt_volume_map:
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if code == '601288':
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print("")
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volume = zylt_volume_map.get(code)
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# 今日涨停价要突破昨日最高价
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k_bars = HistoryKDataManager().get_history_bars(code, last_trade_day)
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if k_bars and 10e8 <= k_bars[0]["close"] * volume * tool.get_limit_up_rate(code) <= 300e8:
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# 自由流通市值在10亿-300亿以上
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limit_up_price = round(tool.get_limit_up_rate(code) * k_bars[0]["close"], 2)
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if limit_up_price > k_bars[0]["high"] or True:
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# 今日涨停价要突破昨日最高价
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codes.add(code)
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# 获取辨识度的票
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special_codes = BlockSpecialCodesManager().get_origin_code_blocks_dict().keys()
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if special_codes:
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codes |= set(special_codes)
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return codes
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except Exception as e:
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logger_system.exception(e)
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return set()
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def __save_accurate_big_order(big_accurate_order_queue):
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while True:
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try:
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data = big_accurate_order_queue.get()
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logger_local_huaxin_l2_transaction_accurate_big_order.info(f"{data}")
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except:
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pass
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def run():
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special_codes = __get_special_codes()
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codes_sh, codes_sz = l1_subscript_codes_manager.get_codes()
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codes = [x.decode() for x in codes_sh]
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codes.extend([x.decode() for x in codes_sz])
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codes.sort()
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# 绑定CPU的核心是0-16
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cpu_count = 16
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page_size = int(len(codes) / cpu_count) + 1
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big_order_queue = multiprocessing.Queue(maxsize=1024)
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big_accurate_order_queue = multiprocessing.Queue(maxsize=1024)
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# 大单上传队列
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big_order_upload_queue = queue.Queue(maxsize=1024)
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for i in range(cpu_count):
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process = multiprocessing.Process(target=l2_client_test.run,
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args=(
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codes[i * page_size:(i + 1) * page_size], big_order_queue,
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big_accurate_order_queue, special_codes,))
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process.start()
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# 绑核运行
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psutil.Process(process.pid).cpu_affinity([i])
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threading.Thread(target=__run_upload_big_order_task, args=(big_order_upload_queue,), daemon=True).start()
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threading.Thread(target=__save_accurate_big_order, args=(big_accurate_order_queue,), daemon=True).start()
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while True:
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try:
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data = big_order_queue.get()
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CodeInMoneyManager().add_data(data)
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# 添加上传数据
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big_order_upload_queue.put_nowait(data)
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logger_local_huaxin_l2_transaction_big_order.info(f"{data}")
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except:
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pass
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def __compute_and_upload():
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def __upload_data(type_, data_):
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root_data = {
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"type": type_,
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"data": data_
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}
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requests.post("http://127.0.0.1:9004/upload_kpl_data", json.dumps(root_data))
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def __upload_codes_in_money():
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"""
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上传所有代码的流入
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@param type_:
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@param data_:
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@return:
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"""
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root_data = {
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"data": json.dumps(CodeInMoneyManager().get_code_money_dict())
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}
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requests.post("http://127.0.0.1:9004/upload_codes_in_money", json.dumps(root_data))
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while True:
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try:
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if not tool.is_trade_time():
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continue
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BlockInMoneyRankManager().compute()
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in_list = BlockInMoneyRankManager().get_in_list()
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out_list = BlockInMoneyRankManager().get_out_list()
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# (代码,名称,强度,主力净额)
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fins = [(0, x[0], 0, x[1]) for x in in_list[:100]]
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fouts = [(0, x[0], 0, x[1]) for x in out_list[:50]]
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# 上传
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__upload_data("jingxuan_rank", json.dumps(fins))
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__upload_data("jingxuan_rank_out", json.dumps(fouts))
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__upload_codes_in_money()
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except Exception as e:
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logging.exception(e)
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finally:
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time.sleep(3)
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def __update_today_limit_up_records():
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while True:
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try:
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BlockInMoneyRankManager().load_today_limit_up_codes()
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except:
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pass
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finally:
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time.sleep(3)
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if __name__ == "__main__":
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# 载入自由流通量
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global_data_loader.load_zyltgb_volume_from_db()
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threading.Thread(target=__compute_and_upload, daemon=True).start()
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# 启动内部接口服务
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threading.Thread(target=__run_server, args=("0.0.0.0", 9005,), daemon=True).start()
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# 启用定时更新当日涨停
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threading.Thread(target=__update_today_limit_up_records, daemon=True).start()
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run()
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while True:
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time.sleep(2)
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