import base64
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import concurrent.futures
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import copy
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import json
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import logging
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import threading
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import time
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import psutil
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import requests
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import huaxin_client.constant
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import constant
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import inited_data
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import outside_api_command_manager
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from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager
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from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util
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from code_attribute.code_data_util import ZYLTGBUtil
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from code_attribute.code_l1_data_manager import L1DataManager
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from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, WantBuyCodesManager, \
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HumanRemoveForbiddenManager
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from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager
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from db.redis_manager_delegate import RedisUtils
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from huaxin_client import l1_subscript_codes_manager
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from huaxin_client.client_network import SendResponseSkManager
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from l2 import l2_data_manager_new, l2_data_util, transaction_progress, \
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l2_data_source_util, cancel_buy_strategy
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from l2.code_price_manager import Buy1PriceManager
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from l2.l2_data_manager import TradePointManager, OrderBeginPosInfo
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from l2.l2_data_util import L2DataUtil
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from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, BigOrderDealManager
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from log_module import async_log_util, log_export
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from log_module.log import logger_debug, \
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logger_trade, logger_trade_position_api_request, logger_request_api, \
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logger_real_place_order_position, logger_device
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from output import l2_output_util
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from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager, \
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history_k_data_util
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from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData
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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 JueJinApi, HistoryKDatasUtils
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from third_data.kpl_data_constant import LimitUpDataConstant
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from third_data.kpl_data_manager import KPLDataManager
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from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager
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from third_data.kpl_util import KPLDataType
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from third_data.third_blocks_manager import CodeThirdBlocksManager, SOURCE_TYPE_KPL, BlockMapManager
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from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant, trade_record_log_util
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import l2_data_util as l2_data_util_old
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from trade.buy_money_count_setting import BuyMoneyAndCountSetting, RadicalBuyBlockCodeCountManager
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from trade.buy_radical import block_special_codes_manager, radical_buy_data_manager
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from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \
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huaxin_trade_record_manager, huaxin_trade_order_processor, huaxin_sell_util
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from trade.huaxin.huaxin_trade_record_manager import PositionManager, DealRecordManager, DelegateRecordManager
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from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager
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from trade.sell import sell_manager
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from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
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from trade.trade_data_manager import RadicalBuyDealCodesManager
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from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager
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from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
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from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util
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from servers import server_util
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class OutsideApiCommandCallback(outside_api_command_manager.ActionCallback):
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__cancel_sell_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=8)
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__DealRecordManager = DealRecordManager()
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__code_sell_way_dict = {}
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@classmethod
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def __send_response(cls, data_bytes):
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sk = SendResponseSkManager.create_send_response_sk(addr=huaxin_client.constant.SERVER_IP,
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port=huaxin_client.constant.SERVER_PORT)
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try:
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data_bytes = socket_util.load_header(data_bytes)
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sk.sendall(data_bytes)
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result, header_str = socket_util.recv_data(sk)
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result = json.loads(result)
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if result["code"] != 0:
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raise Exception(result['msg'])
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finally:
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sk.close()
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def send_response(self, data, _client_id, _request_id):
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data_bytes = json.dumps({"type": "response", "data": data, "client_id": _client_id,
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"request_id": _request_id}).encode('utf-8')
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for i in range(3):
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try:
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self.__send_response(data_bytes)
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# print("发送数据成功")
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break
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except Exception as e1:
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logging.exception(e1)
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# 撤长期没有成交的单
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def __cancel_not_deal_order(self, code, order_ref, timeout=3):
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time.sleep(timeout)
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# 撤买单
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huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, "", orderRef=order_ref)
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# 交易
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def OnTrade(self, client_id, request_id, data):
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try:
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trade_type = data["trade_type"]
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if trade_type == outside_api_command_manager.TRADE_TYPE_ORDER:
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code = data["code"]
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direction = data["direction"]
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volume = data["volume"]
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price_type = data["price_type"]
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price = data["price"]
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sinfo = data["sinfo"]
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if direction == 2:
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# price_type: 0-价格笼子 1-跌停价 2-涨停价 3-现价 4-买5价
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async_log_util.info(logger_trade, f"API卖: 接收数据-{data}")
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current_price = L1DataManager.get_l1_current_price(code)
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limit_down_price = gpcode_manager.get_limit_down_price(code)
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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order_ref = huaxin_util.create_order_ref()
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try:
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result = huaxin_sell_util.start_sell(code, volume, price_type, limit_up_price, limit_down_price,
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current_price, blocking=True, request_id=request_id,
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order_ref=order_ref)
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async_log_util.info(logger_trade, f"API卖结果: {result}")
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self.send_response(result, client_id, request_id)
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except Exception as e:
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if str(e).find("超时") >= 0:
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self.send_response({"code": 0, "data": {"orderRef": order_ref}}, client_id, request_id)
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else:
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raise e
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else:
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if not price:
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if tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") < 0:
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# 开盘之前
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limit_down_price = gpcode_manager.get_limit_down_price(code)
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if not limit_down_price:
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raise Exception("尚未获取跌停价")
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# 比跌停价高1分
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price = round(float(limit_down_price) + 0.01, 2)
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else:
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# 开盘之后
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# 没有传入价格,以最新价买入
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current_price = L1DataManager.get_l1_current_price(code)
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if not current_price:
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raise Exception("尚未获取到现价")
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# 获取买1金额
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price = round(float(current_price), 2)
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buy1_info = huaxin_l1_data_manager.get_buy1_info(code)
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if buy1_info and buy1_info[0] * buy1_info[1] > 50 * 10000:
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# 如果买1在50w以上就加一档
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price += 0.01
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price and price > float(limit_up_price):
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price = round(float(limit_up_price), 2)
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order_ref = huaxin_util.create_order_ref()
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result = huaxin_trade_api.order(direction, code, volume, price, price_type=price_type,
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sinfo=sinfo, order_ref=order_ref,
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blocking=True, request_id=request_id)
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# 2s内没成交就撤单
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self.__cancel_sell_thread_pool.submit(self.__cancel_not_deal_order, code, order_ref)
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else:
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result = huaxin_trade_api.order(direction, code, volume, price, price_type=price_type,
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sinfo=sinfo,
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blocking=True, request_id=request_id)
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self.send_response({"code": 0, "data": result}, client_id, request_id)
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elif trade_type == outside_api_command_manager.TRADE_TYPE_CANCEL_ORDER:
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# print("手动撤单：", data)
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code = data["code"]
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direction = data["direction"]
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accountID = data["accountID"]
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orderSysID = data["orderSysID"]
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sinfo = data["sinfo"]
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async_log_util.info(logger_trade, f"API撤单: {data}")
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if orderSysID:
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result = huaxin_trade_api.cancel_order(direction, code, orderSysID, sinfo=sinfo,
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blocking=True, request_id=request_id)
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self.send_response({"code": 0, "data": result}, client_id, request_id)
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elif code:
|
msg_list = []
|
try:
|
sell_count = 0
|
sell_orders = huaxin_trade_order_processor.TradeResultProcessor.get_huaxin_sell_order_by_code(
|
code)
|
if sell_orders:
|
for sell_order in sell_orders:
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if huaxin_util.is_can_cancel(sell_order.orderStatus):
|
sell_count += 1
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huaxin_trade_api.cancel_order(direction, code, sell_order.orderRef, blocking=False)
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msg_list.append(f"撤卖单数量：{sell_count}")
|
except Exception as e:
|
logger_debug.exception(e)
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can_cancel = l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤单",
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cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
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if not can_cancel:
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msg_list.append(f"无法撤买单")
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else:
|
msg_list.append(f"已撤买单")
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async_log_util.info(logger_trade, f"API撤单结果: {msg_list}")
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self.send_response({"code": 0, "data": {"code": 0, "msg": "；".join(msg_list)}}, client_id,
|
request_id)
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except Exception as e:
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logger_debug.exception(e)
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self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
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# 交易状态
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def OnTradeState(self, client_id, request_id, data):
|
try:
|
operate = data["operate"]
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if operate == outside_api_command_manager.OPERRATE_SET:
|
state = data["state"]
|
if state:
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trade_manager.TradeStateManager().open_buy()
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else:
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trade_manager.TradeStateManager().close_buy()
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self.send_response({"code": 0, "msg": ("开启成功" if state else "关闭成功")}, client_id, request_id)
|
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
can_buy = trade_manager.TradeStateManager().is_can_buy_cache()
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self.send_response({"code": 0, "data": {"can_buy": can_buy}}, client_id, request_id)
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except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
# 交易模式
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def OnTradeMode(self, client_id, request_id, data):
|
try:
|
operate = data["operate"]
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
mode = data["mode"]
|
TradeTargetCodeModeManager().set_mode(mode)
|
self.send_response({"code": 0, "data": {"mode": mode}}, client_id, request_id)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
mode = TradeTargetCodeModeManager().get_mode_cache()
|
self.send_response({"code": 0, "data": {"mode": mode}}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnSellRule(self, client_id, request_id, data):
|
try:
|
operate = data["operate"]
|
if operate == outside_api_command_manager.OPERRATE_ADD:
|
data = data["data"]
|
code = data["code"]
|
type = data["type"]
|
buy1_price = data.get("buy1_price")
|
if not buy1_price:
|
buy1_price = gpcode_manager.get_limit_up_price(code)
|
if not buy1_price:
|
raise Exception("尚未获取到涨停价")
|
rule = SellRule(code=data["code"], buy1_volume=data["buy1_volume"], buy1_price=buy1_price,
|
sell_volume=data.get("sell_volume"), sell_price_type=data.get("sell_price_type"),
|
end_time=data["end_time"], type=type)
|
TradeRuleManager().add_rule(rule)
|
self.send_response({"code": 0, "data": {}}, client_id, request_id)
|
elif operate == outside_api_command_manager.OPERRATE_SET:
|
data = data["data"]
|
code = data["code"]
|
buy1_price = data.get("buy1_price")
|
if not buy1_price:
|
buy1_price = gpcode_manager.get_limit_up_price(code)
|
if not buy1_price:
|
raise Exception("尚未获取到涨停价")
|
rule = SellRule(id_=data["id"], code=data["code"], buy1_volume=data["buy1_volume"],
|
buy1_price=buy1_price,
|
sell_volume=data.get("sell_volume"), sell_price_type=data.get("sell_price_type"),
|
end_time=data["end_time"])
|
TradeRuleManager().update_rule(rule)
|
self.send_response({"code": 0, "data": {}}, client_id, request_id)
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
data = data["data"]
|
TradeRuleManager().del_rule(data["id"])
|
self.send_response({"code": 0, "data": {}}, client_id, request_id)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
rules = TradeRuleManager().list_rules()
|
fresults = []
|
for rule in rules:
|
fresults.append(rule.to_dict())
|
self.send_response({"code": 0, "data": fresults}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
pass
|
|
# 代码名单
|
def OnCodeList(self, client_id, request_id, data):
|
try:
|
code_list_type = data["code_list_type"]
|
operate = data["operate"]
|
code = data.get("code")
|
if code and not tool.is_can_buy_code(code):
|
raise Exception(f"不是可以交易的代码：{code}")
|
fresult = {"code": 0}
|
if code_list_type == outside_api_command_manager.CODE_LIST_WANT:
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
trade_record_log_util.add_want_buy(code)
|
gpcode_manager.WantBuyCodesManager().add_code(code)
|
if l2_trade_util.is_in_forbidden_trade_codes(code):
|
l2_trade_util.remove_from_forbidden_trade_codes(code)
|
# 加想买单要从黑名单移除
|
HumanRemoveForbiddenManager().add_code(code)
|
name = gpcode_manager.get_code_name(code)
|
if not name:
|
results = HistoryKDatasUtils.get_gp_codes_names([code])
|
if results:
|
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
trade_record_log_util.remove_want_buy(code)
|
gpcode_manager.WantBuyCodesManager().remove_code(code)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
|
datas = []
|
for code in codes:
|
name = gpcode_manager.get_code_name(code)
|
datas.append(f"{name}:{code}")
|
fresult = {"code": 0, "data": datas}
|
elif code_list_type == outside_api_command_manager.CODE_LIST_BLACK:
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
# 先手动撤单
|
try:
|
l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动拉黑",
|
cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
|
except Exception as e:
|
logger_debug.exception(e)
|
l2_trade_util.forbidden_trade(code, msg="手动加入 trade_server", force=True)
|
WantBuyCodesManager().remove_code(code)
|
HumanRemoveForbiddenManager().remove_code(code)
|
name = gpcode_manager.get_code_name(code)
|
if not name:
|
results = HistoryKDatasUtils.get_gp_codes_names([code])
|
if results:
|
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
l2_trade_util.remove_from_forbidden_trade_codes(code)
|
HumanRemoveForbiddenManager().add_code(code)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
codes = gpcode_manager.BlackListCodeManager().list_codes_cache()
|
datas = []
|
for code in codes:
|
name = gpcode_manager.get_code_name(code)
|
datas.append(f"{name}:{code}")
|
fresult = {"code": 0, "data": datas}
|
elif code_list_type == outside_api_command_manager.CODE_LIST_WHITE:
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
gpcode_manager.WhiteListCodeManager().add_code(code)
|
name = gpcode_manager.get_code_name(code)
|
if not name:
|
results = HistoryKDatasUtils.get_gp_codes_names([code])
|
if results:
|
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
gpcode_manager.WhiteListCodeManager().remove_code(code)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
codes = gpcode_manager.WhiteListCodeManager().list_codes_cache()
|
datas = []
|
for code in codes:
|
name = gpcode_manager.get_code_name(code)
|
datas.append(f"{name}:{code}")
|
fresult = {"code": 0, "data": datas}
|
|
elif code_list_type == outside_api_command_manager.CODE_LIST_PAUSE_BUY:
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
gpcode_manager.PauseBuyCodesManager().add_code(code)
|
name = gpcode_manager.get_code_name(code)
|
if not name:
|
results = HistoryKDatasUtils.get_gp_codes_names([code])
|
if results:
|
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
gpcode_manager.PauseBuyCodesManager().remove_code(code)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
codes = gpcode_manager.PauseBuyCodesManager().list_code_cache()
|
datas = []
|
for code in codes:
|
name = gpcode_manager.get_code_name(code)
|
datas.append(f"{name}:{code}")
|
fresult = {"code": 0, "data": datas}
|
elif code_list_type == outside_api_command_manager.CODE_LIST_MUST_BUY:
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
gpcode_manager.MustBuyCodesManager().add_code(code)
|
trade_record_log_util.add_must_buy(code, "手动拉红")
|
name = gpcode_manager.get_code_name(code)
|
if not name:
|
results = HistoryKDatasUtils.get_gp_codes_names([code])
|
if results:
|
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
gpcode_manager.MustBuyCodesManager().remove_code(code)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
codes = gpcode_manager.MustBuyCodesManager().list_code_cache()
|
datas = []
|
for code in codes:
|
name = gpcode_manager.get_code_name(code)
|
datas.append(f"{name}:{code}")
|
fresult = {"code": 0, "data": datas}
|
elif code_list_type == outside_api_command_manager.CODE_LIST_GREEN:
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
gpcode_manager.GreenListCodeManager().add_code(code)
|
gpcode_manager.WantBuyCodesManager().add_code(code)
|
name = gpcode_manager.get_code_name(code)
|
if not name:
|
results = HistoryKDatasUtils.get_gp_codes_names([code])
|
if results:
|
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
|
elif operate == outside_api_command_manager.OPERRATE_DELETE:
|
gpcode_manager.GreenListCodeManager().remove_code(code)
|
gpcode_manager.WantBuyCodesManager().remove_code(code)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
codes = gpcode_manager.GreenListCodeManager().list_codes_cache()
|
datas = []
|
for code in codes:
|
name = gpcode_manager.get_code_name(code)
|
datas.append(f"{name}:{code}")
|
fresult = {"code": 0, "data": datas}
|
|
self.send_response(fresult, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnExportL2(self, client_id, request_id, data):
|
try:
|
code = data["code"]
|
excel_file_name = data_export_util.export_l2_excel(code)
|
# print("导出L2数据目录：", excel_file_name)
|
self.send_response({"code": 0, "data": {}, "msg": ""}, client_id, request_id)
|
except Exception as e:
|
logging.exception(e)
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnEveryDayInit(self, client_id, request_id, data):
|
try:
|
inited_data.everyday_init()
|
self.send_response({"code": 0, "data": {}, "msg": ""}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnRefreshTradeData(self, client_id, request_id, data):
|
try:
|
sync_type = data["ctype"]
|
if sync_type == "delegate_list":
|
huaxin_trade_data_update.add_delegate_list("API主动请求")
|
elif sync_type == "deal_list":
|
huaxin_trade_data_update.add_deal_list()
|
elif sync_type == "money":
|
huaxin_trade_data_update.add_money_list()
|
elif sync_type == "position_list":
|
huaxin_trade_data_update.add_position_list()
|
self.send_response({"code": 0, "data": {}, "msg": ""}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnGetCodeAttribute(self, client_id, request_id, data):
|
try:
|
code = data["code"]
|
# 查询是否想买单/白名单/黑名单/暂不买
|
code_name = gpcode_manager.get_code_name(code)
|
want = gpcode_manager.WantBuyCodesManager().is_in_cache(code)
|
white = gpcode_manager.WhiteListCodeManager().is_in_cache(code)
|
black = l2_trade_util.is_in_forbidden_trade_codes(code)
|
pause_buy = gpcode_manager.PauseBuyCodesManager().is_in_cache(code)
|
must_buy = gpcode_manager.MustBuyCodesManager().is_in_cache(code)
|
green = gpcode_manager.GreenListCodeManager().is_in_cache(code)
|
desc_list = []
|
if want:
|
desc_list.append("【想买单】")
|
if white:
|
desc_list.append("【白名单】")
|
if black:
|
desc_list.append("【黑名单】")
|
if pause_buy:
|
desc_list.append("【暂不买】")
|
if must_buy:
|
desc_list.append("【红名单】")
|
if green:
|
desc_list.append("【绿名单】")
|
|
result = {"code": 0, "data": {"code_info": (code, code_name), "desc": "".join(desc_list)}}
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnGetCodeTradeState(self, client_id, request_id, data):
|
try:
|
code = data["code"]
|
state = trade_manager.CodesTradeStateManager().get_trade_state(code)
|
result = {"code": 0, "data": {"state": state}}
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
def OnGetEnvInfo(self, client_id, request_id, data):
|
try:
|
fdata = {}
|
try:
|
date = HistoryKDatasUtils.get_trading_dates(tool.date_sub(tool.get_now_date_str(), 10),
|
tool.get_now_date_str())
|
if date:
|
fdata["juejin"] = 1
|
except Exception as e:
|
fdata["juejin"] = 0
|
fdata["kpl"] = {}
|
# 获取开盘啦数据
|
kpl_types = [KPLDataType.LIMIT_UP.value, KPLDataType.JINGXUAN_RANK.value,
|
KPLDataType.INDUSTRY_RANK.value]
|
for kpl_type in kpl_types:
|
if kpl_type in KPLDataManager.kpl_data_update_info:
|
fdata["kpl"][kpl_type] = KPLDataManager.kpl_data_update_info.get(kpl_type)
|
|
try:
|
# 验证redis
|
RedisUtils.get(redis_manager.RedisManager(0).getRedis(), "test")
|
fdata["redis"] = 1
|
except:
|
fdata["redis"] = 0
|
|
try:
|
# 验证mysql
|
mysql_data.Mysqldb().select_one("select 1")
|
fdata["mysql"] = 1
|
except:
|
fdata["mysql"] = 0
|
|
try:
|
# redis异步任务数量
|
fdata["redis_async_task_count"] = redis_manager.RedisUtils.get_async_task_count()
|
except:
|
pass
|
|
# 获取交易通道
|
try:
|
can_access = huaxin_trade_api.test_trade_channel()
|
fdata["trade_channel_access"] = 1 if can_access else 0
|
except Exception as e:
|
logger_debug.exception(e)
|
fdata["trade_channel_access"] = 0
|
|
# 获取CPU与内存适用情况
|
memory_info = psutil.virtual_memory()
|
cpu_percent = psutil.cpu_percent(interval=1)
|
fdata["device"] = {"cpu": cpu_percent, "memery": memory_info.percent}
|
logger_device.info(fdata["device"])
|
|
# 获取今日自由流通量的更新
|
try:
|
count = ZYLTGBUtil.count_today_updated_volume_codes()
|
fdata["today_zylt_updated_count"] = count
|
except Exception as e:
|
logger_debug.exception(e)
|
fdata["today_zylt_updated_count"] = -1
|
|
# 获取今日K线的更新数量
|
try:
|
latest_trading_date = history_k_data_util.get_k_bar_dead_date()
|
codes = HistoryKDataManager().get_history_bars_codes(latest_trading_date)
|
count = len(codes)
|
fdata["today_history_k_bar_count"] = count
|
except Exception as e:
|
fdata["today_history_k_bar_count"] = -1
|
|
# 获取数据服务器是否联通
|
try:
|
is_data_server_open = socket_util.is_port_bind(9004)
|
fdata["data_server_open"] = 1 if is_data_server_open else 0
|
except Exception as e:
|
logger_debug.exception(e)
|
fdata["data_server_open"] = -1
|
|
# 获取交易通道
|
result = {"code": 0, "data": fdata, "msg": ""}
|
# print("OnGetEnvInfo 成功")
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
|
# 同步L2订阅代码
|
def OnSyncL2SubscriptCodes(self, client_id, request_id):
|
logger_debug.debug("OnSyncL2SubscriptCodes")
|
try:
|
codes_sh, codes_sz = l1_subscript_codes_manager.request_l1_subscript_target_codes()
|
if codes_sh and codes_sz:
|
l1_subscript_codes_manager.save_codes(codes_sh, codes_sz)
|
result = {"code": 0, "data": {"codes_sh": len(codes_sh), "codes_sz": len(codes_sz)}}
|
self.send_response(result, client_id, request_id)
|
# 拉取三方板块
|
codes = []
|
codes.extend(codes_sh)
|
codes.extend(codes_sz)
|
threading.Thread(target=third_blocks_manager.load_if_less, args=(codes,), daemon=True).start()
|
except Exception as e:
|
logger_debug.error(e)
|
|
def OnSystemLog(self, client_id, request_id, data):
|
try:
|
start_index = data["start_index"]
|
count = data["count"]
|
# 读取系统日志
|
logs_data = log_export.load_system_log()
|
total_count = len(logs_data)
|
if start_index >= 0:
|
logs_data = logs_data[start_index:start_index + count]
|
result = {"code": 0, "data": {"total_count": total_count, "list": logs_data}}
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
logger_debug.error(e)
|
|
def OnGetFromDataServer(self, client_id, request_id, data):
|
path = data["path"]
|
params = data["params"]
|
params_strs = []
|
if params:
|
for k in params:
|
params_strs.append(f"{k}={params[k]}")
|
if params_strs:
|
path += "?"
|
path += "&".join(params_strs)
|
try:
|
# 获取参数
|
response = requests.get(f"http://127.0.0.1:9004{path}")
|
if response.status_code == 200:
|
self.send_response(response.text, client_id, request_id)
|
else:
|
self.send_response(json.dumps({"code": 1, "msg": f"网络请求状态错误：{response.status_code}"}), client_id,
|
request_id)
|
except:
|
self.send_response(json.dumps({"code": 1, "msg": "网络请求出错"}), client_id, request_id)
|
|
# 代码的交易信息
|
def OnGetCodeTradeInfo(self, client_id, request_id, data):
|
try:
|
code = data["code"]
|
# 获取交易信息，
|
# 获取正在成交的位置/获取下单位置/获取成交速率
|
total_datas = l2_data_util.local_today_datas.get(code)
|
if total_datas is None:
|
total_datas = []
|
trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
|
trade_speed = transaction_progress.TradeBuyQueue().get_trade_speed(code)
|
# 下单位置
|
place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
|
fdata = {}
|
if trade_index and place_order_index:
|
# 有成交进度位与下单位
|
total_count = 0
|
total_money = 0
|
big_money_300_indexs = []
|
big_money_200_indexs = []
|
for i in range(trade_index, place_order_index):
|
data = total_datas[i]
|
val = data["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
# 是否已经撤单
|
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
|
total_datas,
|
l2_data_util.local_today_canceled_buyno_map.get(
|
code))
|
if left_count <= 0:
|
continue
|
total_count += left_count
|
money = val["num"] * int(val["price"] * 100)
|
total_money += money
|
if money >= 300 * 10000:
|
big_money_300_indexs.append(i)
|
elif money >= 200 * 10000:
|
big_money_200_indexs.append(i)
|
fdata["waiting_for_trade"] = f"{total_count}笔&{output_util.money_desc(total_money)}"
|
|
total_count = 0
|
total_money = 0
|
for i in big_money_300_indexs:
|
data = total_datas[i]
|
val = data["val"]
|
total_count += 1
|
money = val["num"] * int(val["price"] * 100)
|
total_money += money
|
fdata["big_num_300"] = {"desc": f"{total_count}笔&{output_util.money_desc(total_money)}",
|
"datas": [output_util.format_l2_data(total_datas[x]) for x in
|
big_money_300_indexs]}
|
|
total_count = 0
|
total_money = 0
|
for i in big_money_200_indexs:
|
data = total_datas[i]
|
val = data["val"]
|
total_count += 1
|
money = val["num"] * int(val["price"] * 100)
|
total_money += money
|
fdata["big_num_200"] = {"desc": f"{total_count}笔&{output_util.money_desc(total_money)}",
|
"datas": [output_util.format_l2_data(total_datas[x]) for x in
|
big_money_200_indexs]}
|
if trade_speed:
|
seconds = int(total_money / trade_speed)
|
h = seconds // 3600
|
m = seconds % 3600 // 60
|
s = seconds % 60
|
fdata["trade_speed"] = f"{trade_speed}元/秒"
|
fdata["trade_use_time"] = "{:0>2d}:{:0>2d}:{:0>2d}".format(h, m, s)
|
fdata["trade_time"] = tool.trade_time_add_second(tool.get_now_time_str(), seconds)
|
result = {"code": 0, "data": fdata}
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
logging.exception(e)
|
self.send_response(json.dumps({"code": 1, "msg": f"数据处理出错：{e}"}), client_id, request_id)
|
|
def OnGetActiveListenCount(self, client_id, request_id):
|
try:
|
order = 0 # l2DataListenManager.get_active_count(L2DataListenManager.TYPE_ORDER)
|
transaction = 0 # l2DataListenManager.get_active_count(L2DataListenManager.TYPE_TRANSACTION)
|
market = 0 # l2DataListenManager.get_active_count(L2DataListenManager.TYPE_MARKET)
|
result = {"code": 0, "data": {"order": order, "transaction": transaction, "market": market}}
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
logging.exception(e)
|
self.send_response(json.dumps({"code": 1, "msg": f"数据处理出错：{e}"}), client_id, request_id)
|
|
def OnSaveRunningData(self, client_id, request_id):
|
try:
|
inited_data.save_running_data()
|
except Exception as e:
|
logging.exception(e)
|
self.send_response(json.dumps({"code": 1, "msg": f"数据处理出错：{e}"}), client_id, request_id)
|
|
def OnGetCodePositionInfo(self, client_id, request_id, data):
|
code = data.get("code")
|
__start_time = time.time()
|
try:
|
if not tool.is_can_buy_code(code):
|
raise Exception("非主板代码")
|
# 获取代码基本信息
|
# 查询是否想买单/白名单/黑名单/暂不买
|
code_name = gpcode_manager.get_code_name(code)
|
want = gpcode_manager.WantBuyCodesManager().is_in_cache(code)
|
white = gpcode_manager.WhiteListCodeManager().is_in_cache(code)
|
black = l2_trade_util.is_in_forbidden_trade_codes(code)
|
pause_buy = gpcode_manager.PauseBuyCodesManager().is_in_cache(code)
|
|
desc_list = []
|
if want:
|
desc_list.append("【想买单】")
|
if white:
|
desc_list.append("【白名单】")
|
if black:
|
desc_list.append("【黑名单】")
|
if pause_buy:
|
desc_list.append("【暂不买】")
|
# 获取持仓
|
positions = PositionManager.latest_positions
|
trade_rules_count = len(TradeRuleManager().list_can_excut_rules_cache())
|
|
fdata = {"code": code, "total": 0, "available": 0, "sell_orders": [], "sell_rules_count": trade_rules_count,
|
"cost_price": 0, "cost_price_rate": 0,
|
"code_info": (code, code_name), "desc": "".join(desc_list)}
|
if positions:
|
for d in positions:
|
code_name = gpcode_manager.get_code_name(d["securityID"])
|
if not code_name:
|
# 判断是否有名称
|
results = HistoryKDatasUtils.get_gp_codes_names([d["securityID"]])
|
threading.Thread(
|
target=CodesNameManager.add_first_code_name(d["securityID"],
|
results[d["securityID"]])).start()
|
if d["prePosition"] <= 0:
|
continue
|
if d["securityID"] != code:
|
continue
|
fdata["total"] = d["prePosition"]
|
fdata["available"] = d["availablePosition"]
|
fdata["cost_price"] = round(float(d["historyPosPrice"]), 2)
|
|
deal_order_system_id_infos = {}
|
# 获取已经卖的单数
|
deal_list = self.__DealRecordManager.list_sell_by_code_cache(code)
|
if deal_list:
|
for d in deal_list:
|
if d["orderSysID"] not in deal_order_system_id_infos:
|
deal_order_system_id_infos[d["orderSysID"]] = [d["volume"], d["tradeTime"]]
|
else:
|
deal_order_system_id_infos[d["orderSysID"]][0] += d["volume"]
|
# 获取9:30之前的卖委托
|
current_delegates = DelegateRecordManager().list_current_delegates(code)
|
if current_delegates:
|
for d in current_delegates:
|
if d["orderSysID"] not in deal_order_system_id_infos:
|
deal_order_system_id_infos[d["orderSysID"]] = [d["volume"], d["insertTime"]]
|
deal_list = [deal_order_system_id_infos[k] for k in deal_order_system_id_infos]
|
deal_list.sort(key=lambda x: x[1])
|
|
# TODO 测试
|
# deal_list.clear()
|
# fdata["available"] = fdata["total"]
|
|
fdata["sell_orders"] = [k[0] for k in deal_list]
|
break
|
# 有现价就获取现价
|
current_price = L1DataManager.get_l1_current_price(code)
|
if current_price:
|
fdata["cost_price"] = current_price
|
pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
|
if current_price and pre_close_price:
|
rate = round((float(current_price) - float(pre_close_price)) / float(pre_close_price), 4)
|
fdata["cost_price_rate"] = rate
|
# 获取涨幅
|
|
async_log_util.info(logger_trade_position_api_request, f"{fdata}")
|
result = {"code": 0, "data": fdata}
|
self.send_response(result, client_id, request_id)
|
except Exception as e:
|
logging.exception(e)
|
self.send_response({"code": 1, "msg": f"数据处理出错：{e}"}, client_id, request_id)
|
finally:
|
use_time = time.time() - __start_time
|
if use_time > 0.01:
|
# 耗时10ms以上才记录日志
|
async_log_util.info(logger_trade_position_api_request, f"{code}请求持仓耗时：{use_time * 1000}ms")
|
|
def OnCommonRequest(self, client_id, request_id, data):
|
# 通用请求
|
ctype = data["ctype"]
|
__start_time = time.time()
|
try:
|
if ctype == "get_sell_result":
|
order_ref = data["order_ref"]
|
order_entity = huaxin_trade_order_processor.TradeResultProcessor.get_huaxin_order_by_order_ref(
|
order_ref)
|
result = {}
|
if not order_entity:
|
result = {"code": 1, "msg": f"没有获取到订单状态"}
|
else:
|
code_name = gpcode_manager.get_code_name(order_entity.code)
|
result = {}
|
if huaxin_util.is_canceled(order_entity.orderStatus):
|
result = {"code": 0,
|
"data": {"orderStatus": order_entity.orderStatus, "code": order_entity.code,
|
"msg": f"【{order_entity.code}({code_name})】已撤单"}}
|
elif huaxin_util.is_deal(order_entity.orderStatus):
|
result = {"code": 0,
|
"data": {"orderStatus": order_entity.orderStatus, "code": order_entity.code,
|
"msg": f"【{order_entity.code}({code_name})】已经成交"}}
|
else:
|
result = {"code": 0,
|
"data": {"orderStatus": order_entity.orderStatus, "code": order_entity.code,
|
"msg": f"【{order_entity.code}({code_name})】已挂单"}}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "get_position_codes":
|
# 获取今日可卖的持仓代码
|
codes = PositionManager.get_position_codes()
|
result = {"code": 0,
|
"data": codes}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "market_situation":
|
try:
|
operate = data["operate"]
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
situation = data["situation"]
|
MarketSituationManager().set_situation(situation)
|
self.send_response({"code": 0, "data": {"situation": situation}}, client_id, request_id)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
situation = MarketSituationManager().get_situation_cache()
|
self.send_response({"code": 0, "data": {"situation": situation}}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
elif ctype == "get_kpl_limit_up_datas":
|
# 获取开盘啦涨停队列
|
try:
|
datas = kpl_data_manager.KPLDataManager.get_from_file(kpl_util.KPLDataType.LIMIT_UP,
|
tool.get_now_date_str())
|
self.send_response({"code": 0, "data": datas}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
elif ctype == "get_delegated_buy_code_infos":
|
account_available_money = trade_data_manager.AccountMoneyManager().get_available_money_cache()
|
# 获取委托中的代码
|
# current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
|
current_delegates, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day(
|
tool.get_now_date_str("%Y%m%d"), None,
|
[huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded])
|
fdatas = []
|
if current_delegates:
|
for c in current_delegates:
|
try:
|
if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
|
continue
|
code = c["securityID"]
|
orderSysID = c.get("orderSysID")
|
code_name = gpcode_manager.get_code_name(code)
|
# 获取下单位置信息
|
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
|
if order_begin_pos is None or order_begin_pos.buy_single_index is None:
|
order_begin_pos = OrderBeginPosInfo(buy_single_index=0, buy_exec_index=0)
|
l2_data_util.load_l2_data(code)
|
total_datas = l2_data_util.local_today_datas.get(code)
|
if not total_datas:
|
continue
|
trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
|
if trade_index is None:
|
trade_index = 0
|
# 下单位置
|
place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
|
if place_order_index is None:
|
place_order_index = 0
|
# 计算信号位置到真实下单位置的总买（不管是否已撤）
|
total_nums = 0
|
for i in range(order_begin_pos.buy_single_index, place_order_index):
|
data = total_datas[i]
|
val = data["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
total_nums += val["num"]
|
# 计算已成交/已撤单的数量
|
deal_or_cancel_num = 0
|
for i in range(order_begin_pos.buy_single_index, trade_index + 1):
|
data = total_datas[i]
|
val = data["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
deal_or_cancel_num += val["num"]
|
# 获取剩下的笔数
|
total_left_count = 0
|
total_left_num = 0
|
for i in range(trade_index + 1, place_order_index):
|
data = total_datas[i]
|
val = data["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
if val["num"] * float(val["price"]) < 5000:
|
continue
|
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
|
code,
|
i,
|
total_datas,
|
l2_data_util.local_today_canceled_buyno_map.get(
|
code))
|
if left_count > 0:
|
total_left_count += left_count
|
total_left_num += val["num"] * left_count
|
# 获取正在成交
|
dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
|
if dealing_info:
|
if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]):
|
total_left_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100)
|
limit_up_price = gpcode_manager.get_limit_up_price(code)
|
buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
|
if buy1_money is None:
|
buy1_money = 1
|
# 获取已经成交的大单数量
|
total_big_num = 0
|
total_big_count = 0
|
is_ge_code = tool.is_ge_code(code)
|
for i in range(0, trade_index):
|
val = total_datas[i]["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
# 是不是大单
|
if not l2_data_util_old.is_big_money(val, is_ge_code):
|
continue
|
|
canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
|
code,
|
i,
|
total_datas,
|
l2_data_util.local_today_canceled_buyno_map.get(
|
code))
|
if not canceled_data:
|
total_big_count += 1
|
else:
|
total_big_num -= canceled_data["val"]["num"]
|
total_big_num += val["num"]
|
|
not_deal_total_big_num_pre = 0
|
not_deal_total_big_count_pre = 0
|
not_deal_total_big_num_after = 0
|
not_deal_total_big_count_after = 0
|
is_ge_code = tool.is_ge_code(code)
|
for i in range(trade_index, total_datas[-1]["index"] + 1):
|
val = total_datas[i]["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
# 是不是大单
|
if not l2_data_util_old.is_big_money(val, is_ge_code):
|
continue
|
|
canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
|
code,
|
i,
|
total_datas,
|
l2_data_util.local_today_canceled_buyno_map.get(
|
code))
|
if not canceled_data:
|
if i < place_order_index:
|
not_deal_total_big_count_pre += 1
|
else:
|
not_deal_total_big_count_after += 1
|
|
else:
|
if i < place_order_index:
|
not_deal_total_big_num_pre -= canceled_data["val"]["num"]
|
else:
|
not_deal_total_big_num_after -= canceled_data["val"]["num"]
|
if i < place_order_index:
|
not_deal_total_big_num_pre += val["num"]
|
else:
|
not_deal_total_big_num_after += val["num"]
|
|
real_place_order_after_count = 0
|
real_place_order_after_num = 0
|
is_ge_code = tool.is_ge_code(code)
|
# 统计真实下单位置后面未撤的金额
|
for i in range(place_order_index, total_datas[-1]["index"]):
|
val = total_datas[i]["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
# 是不是大单
|
if not l2_data_util_old.is_big_money(val, is_ge_code):
|
continue
|
|
canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
|
code,
|
i,
|
total_datas,
|
l2_data_util.local_today_canceled_buyno_map.get(
|
code))
|
if not canceled_data:
|
real_place_order_after_count += 1
|
real_place_order_after_num += val["num"]
|
|
# 获取当日的量比
|
volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
|
|
# 是否需要注意
|
need_pay_attention = (total_left_count <= 10 or total_left_num * float(
|
limit_up_price) * 100 < 1500 * 10000) and (
|
real_place_order_after_count <= 10 or real_place_order_after_num * float(
|
limit_up_price) * 100 < 1500 * 10000)
|
|
# 统计真实下单位是否距离大单位置过近
|
|
is_near_big_order = False
|
try:
|
count = 0
|
for i in range(place_order_index - 1, -1, -1):
|
data = total_datas[i]
|
val = data["val"]
|
if not L2DataUtil.is_limit_up_price_buy(val):
|
continue
|
money = val["num"] * float(val["price"])
|
if money < 50 * 100:
|
continue
|
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
|
code,
|
i,
|
total_datas,
|
l2_data_util.local_today_canceled_buyno_map.get(
|
code))
|
if left_count <= 0:
|
continue
|
|
if money >= 299 * 100:
|
if count < 1:
|
is_near_big_order = True
|
else:
|
count += 1
|
if count >= 1:
|
break
|
except:
|
pass
|
# L撤比例
|
l_down_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
|
buy_mode=OrderBeginPosInfo.MODE_RADICAL)
|
|
# 在挂的距离成交进度位金额/（远近期参考量-单当日实时成交量）*100%
|
expire_rate = "未知"
|
try:
|
referer_volume = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(
|
code, limit_up_price)
|
today_volumn = code_volumn_manager.CodeVolumeManager().get_today_volumn_cache(code)
|
if referer_volume == today_volumn:
|
expire_rate = "100%"
|
else:
|
expire_rate = f"{100 - round(100 * total_left_num * 100 / (referer_volume - today_volumn), 2)}%"
|
except:
|
pass
|
|
fdata = {"id": orderSysID, "code_info": (code, code_name), "total_num": total_nums,
|
"finish_num": deal_or_cancel_num,
|
"buy1_money": output_util.money_desc(buy1_money),
|
"big_num_count": total_big_count,
|
"big_num_money": output_util.money_desc(
|
total_big_num * float(limit_up_price) * 100),
|
"not_deal_big_num_count": (
|
not_deal_total_big_count_pre, not_deal_total_big_count_after),
|
"not_deal_big_num_money": (output_util.money_desc(
|
not_deal_total_big_num_pre * float(limit_up_price) * 100),
|
output_util.money_desc(
|
not_deal_total_big_num_after * float(
|
limit_up_price) * 100)),
|
"left_count": total_left_count,
|
"volume_rate": volume_rate,
|
"left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100),
|
"pay_attention": need_pay_attention,
|
"trade_progress_percent": round(
|
total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2), # 成交进度比例
|
"limit_up_price": gpcode_manager.get_limit_up_price_as_num(code),
|
"is_near_big_order": is_near_big_order,
|
"block": '',
|
"trade_queue": [],
|
"l_down_cancel_rate": l_down_cancel_rate,
|
"expire_rate": expire_rate
|
}
|
limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
|
# 获取当前板块
|
try:
|
limit_up_sequences = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code)
|
if limit_up_sequences:
|
buy_blocks = RadicalBuyDealCodesManager().get_code_blocks(code)
|
blocks_info = []
|
for limit_up_sequence in limit_up_sequences:
|
# 获取代码下单的板块
|
if buy_blocks and limit_up_sequence[0] not in buy_blocks:
|
continue
|
blocks_info.append(
|
f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})")
|
if buy_blocks:
|
fdata['block'] = "/".join(blocks_info)
|
except:
|
pass
|
# 获取涨停时间
|
if limit_up_data:
|
fdata['limit_up_time'] = tool.to_time_str(limit_up_data[2])
|
|
# 获取委托队列
|
try:
|
real_place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
|
if real_place_order_index is not None:
|
trade_queue = l2_output_util.get_trade_queue_at_near_place_order(code,
|
real_place_order_index,
|
9)
|
fdata['trade_queue'] = trade_queue
|
# 自由流通股本
|
zyltgb = global_util.zyltgb_map.get(code)
|
if zyltgb is not None:
|
fdata['zyltgb'] = output_util.money_desc(zyltgb)
|
except:
|
pass
|
|
try:
|
if order_begin_pos:
|
fdata['mode'] = order_begin_pos.mode
|
else:
|
fdata['mode'] = -1
|
except:
|
pass
|
|
fdatas.append(fdata)
|
except Exception as e:
|
logger_debug.exception(e)
|
|
result = {"code": 0, "data": {"account_available_money": account_available_money, "delegates": fdatas}}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "set_real_place_order_index":
|
# 设置真实下单位置
|
code = data["code"]
|
real_order_index = data["index"]
|
order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
|
if order_begin_pos is None or order_begin_pos.buy_exec_index is None or order_begin_pos.buy_exec_index < 0:
|
raise Exception("尚未下单")
|
cancel_buy_strategy.set_real_place_position(code, real_order_index,
|
buy_single_index=order_begin_pos.buy_single_index,
|
is_default=False)
|
# 更新日志
|
async_log_util.info(logger_real_place_order_position, f"真实下单位置（矫正）：{code}-{real_order_index}")
|
result = {"code": 0, "data": {}}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "get_positions":
|
# 获取所有持仓信息
|
positions = PositionManager.latest_positions
|
fdatas = []
|
if positions:
|
for d in positions:
|
code_ = d["securityID"]
|
code_name = gpcode_manager.get_code_name(d["securityID"])
|
if not code_name:
|
# 判断是否有名称
|
results = HistoryKDatasUtils.get_gp_codes_names([code_])
|
threading.Thread(
|
target=CodesNameManager.add_first_code_name(code_,
|
results[code_])).start()
|
if d["prePosition"] <= 0:
|
continue
|
fdatas.append({"code": code_, "code_name": code_name, "total": d["prePosition"],
|
"available": d["availablePosition"]})
|
result = {"code": 0, "data": fdatas}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "set_code_sell_way":
|
# 设置卖出方式
|
# mode : 1-均分 2-百分比
|
sell_manager.set_code_sell_way(data)
|
result = {"code": 0, "data": {}}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "get_buy1_info":
|
# 获取代码的买1信息
|
code = data["code"]
|
results = HistoryKDatasUtils.get_gp_current_info([code])
|
item = results[0]["quotes"][0]
|
result = {"code": 0, "data": {"price": item["bid_p"], "volume": item["bid_v"]}}
|
self.send_response(result, client_id, request_id)
|
elif ctype == "auto_cancel_sell_mode":
|
try:
|
operate = data["operate"]
|
if operate == outside_api_command_manager.OPERRATE_SET:
|
mode = data["mode"]
|
AutoCancelSellModeManager().set_mode(mode)
|
self.send_response({"code": 0, "data": {"mode": mode}}, client_id, request_id)
|
elif operate == outside_api_command_manager.OPERRATE_GET:
|
sell_mode = AutoCancelSellModeManager().get_mode()
|
self.send_response({"code": 0, "data": {"mode": sell_mode}}, client_id, request_id)
|
except Exception as e:
|
self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)
|
elif ctype == "set_per_code_buy_money":
|
# 设置单只票的买入金额
|
money = data["money"]
|
if money > 50000:
|
raise Exception("最多只能设置5w")
|
constant.BUY_MONEY_PER_CODE = money
|
self.send_response({"code": 0, "data": {"money": constant.BUY_MONEY_PER_CODE}}, client_id, request_id)
|
elif ctype == "get_per_code_buy_money":
|
self.send_response({"code": 0, "data": {"money": constant.BUY_MONEY_PER_CODE}}, client_id, request_id)
|
elif ctype == "repaire_task":
|
# 修复开盘啦任务
|
kpl_data_manager.PullTask.repaire_pull_task()
|
# 修复数据服务
|
server_util.repaire_data_server()
|
# 任务修复
|
huaxin_trade_data_update.repaire_task()
|
self.send_response({"code": 0, "data": {}}, client_id, request_id)
|
elif ctype == "get_trade_queue":
|
code = data["code"]
|
count = data.get("count")
|
if count is None:
|
count = 100
|
real_place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
|
trade_queue = l2_output_util.get_trade_queue(code, real_place_order_index, count)
|
self.send_response({"code": 0, "data": trade_queue}, client_id, request_id)
|
elif ctype == "get_deal_big_money_list":
|
# 获取大单成交列表
|
code = data["code"]
|
data_list = BigOrderDealManager().get_total_buy_money_list(code)
|
bigger_money = l2_data_util_old.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
|
tool.is_ge_code(code))
|
fdatas = []
|
# 加载订阅之前的大单
|
pre_deals = BeforeSubDealBigOrderManager().get_deal_big_order_money_list(code)
|
if pre_deals:
|
for d in pre_deals:
|
if d[0] < bigger_money:
|
continue
|
fdatas.append(d[0])
|
for d in data_list:
|
if d < bigger_money:
|
continue
|
fdatas.append(d)
|
results = [output_util.money_desc(d) for d in fdatas]
|
self.send_response({"code": 0, "data": results}, client_id, request_id)
|
elif ctype == "refresh_zylt_volume":
|
update_count = zyltgb_util.update_all_zylt_volumes()
|
self.send_response({"code": 0, "data": {}, "msg": f"更新代码数量：{update_count}"}, client_id, request_id)
|
elif ctype == "get_today_updated_zylt_volume_count":
|
# 获取今日已经更新的自由流通量的代码数量
|
count = ZYLTGBUtil.count_today_updated_volume_codes()
|
self.send_response({"code": 0, "data": {"count": count}}, client_id, request_id)
|
# 更新代码的K线
|
elif ctype == "update_history_k_bars":
|
# 更新历史K线
|
count = history_k_data_manager.update_history_k_bars()
|
self.send_response({"code": 0, "data": {"count": count}, "msg": f"需要更新K线代码数量：{count}"}, client_id,
|
request_id)
|
elif ctype == "get_buy_block_mode":
|
# 获取买入板块的模式
|
can_buy_unique_block = TradeBlockBuyModeManager().can_buy_unique_block()
|
self.send_response({"code": 0, "data": {"unique_block": 1 if can_buy_unique_block else 0}, "msg": f""},
|
client_id,
|
request_id)
|
|
elif ctype == "set_buy_unique_block_mode":
|
mode = data["mode"]
|
# 添加独苗买入模式
|
if mode > 0:
|
TradeBlockBuyModeManager().add_unique_block()
|
else:
|
TradeBlockBuyModeManager().remove_unique_block()
|
self.send_response({"code": 0, "data": {}, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "get_code_third_blocks":
|
# 获取第三方板块数据
|
code = data["code"]
|
source_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks(code))
|
if not source_dict:
|
source_dict = {}
|
source_origin_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks_origin(code))
|
if not source_origin_dict:
|
source_origin_dict = {}
|
kpl_blocks = set()
|
if kpl_blocks is None:
|
kpl_blocks = set()
|
|
filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code)
|
source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks
|
source_dict[SOURCE_TYPE_KPL] = BlockMapManager().filter_blocks(kpl_blocks)
|
data = {
|
"blocks": {},
|
"origin_blocks": {},
|
"match_blocks": [list(filter_blocks), list(match_blocks)],
|
# 板块净流入情况
|
"block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks]
|
}
|
for s in source_origin_dict:
|
data["origin_blocks"][s] = list(source_origin_dict[s])
|
for s in source_dict:
|
data["blocks"][s] = list(source_dict[s])
|
|
self.send_response({"code": 0, "data": data, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "set_buy_money_count_setting":
|
# 设置买入金额和数量
|
normal = data["normal"]
|
radical = data["radical"]
|
default_buy_money = data["default_buy_money"]
|
if int(default_buy_money) not in constant.AVAILABLE_BUY_MONEYS:
|
raise Exception("默认金额不在预设金额内")
|
constant.BUY_MONEY_PER_CODE = default_buy_money
|
BuyMoneyAndCountSetting().set_normal_buy_data(normal[0], json.loads(normal[1]))
|
BuyMoneyAndCountSetting().set_radical_buy_data(radical[0], json.loads(radical[1]))
|
data = {
|
"normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
|
"radical": BuyMoneyAndCountSetting().get_radical_buy_setting()
|
}
|
self.send_response({"code": 0, "data": data, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "get_buy_money_count_setting":
|
# 设置买入金额和数量
|
data = {
|
"normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
|
"radical": BuyMoneyAndCountSetting().get_radical_buy_setting(),
|
"moneys": constant.AVAILABLE_BUY_MONEYS,
|
"default_buy_money": constant.BUY_MONEY_PER_CODE
|
}
|
self.send_response({"code": 0, "data": data, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "set_radical_buy_block_count_setting":
|
# 设置买入金额和数量
|
data_str = data["data"]
|
data_str = base64.b64decode(data_str).decode('utf-8')
|
setting = json.loads(data_str)
|
RadicalBuyBlockCodeCountManager().set_block_code_count(setting)
|
self.send_response({"code": 0, "data": setting, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "get_radical_buy_block_count_setting":
|
# 设置买入金额和数量
|
data = RadicalBuyBlockCodeCountManager().get_block_code_count_settings()
|
self.send_response({"code": 0, "data": data, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "get_place_order_settings":
|
# 获取买入下单设置
|
data = {
|
"radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE),
|
"zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES,
|
"top_block_count_by_market_strong": constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG,
|
"special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL,
|
"ignore_block_in_money_market_strong": constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG,
|
"buy_first_limit_up": 1 if constant.CAN_BUY_FIRST_LIMIT_UP else 0
|
}}
|
self.send_response({"code": 0, "data": data, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "set_place_order_settings":
|
radical_buy = data.get("radical_buy")
|
if radical_buy:
|
radical_buy = json.loads(radical_buy)
|
constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0]
|
constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1]
|
constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES = radical_buy["zyltgb"]
|
if radical_buy.get("top_block_count_by_market_strong"):
|
constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = radical_buy.get(
|
"top_block_count_by_market_strong")
|
if radical_buy.get("special_codes_max_block_in_rank"):
|
constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get(
|
"special_codes_max_block_in_rank")
|
if radical_buy.get('ignore_block_in_money_market_strong') is not None:
|
constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG = radical_buy.get(
|
'ignore_block_in_money_market_strong')
|
if radical_buy.get('buy_first_limit_up') is not None:
|
constant.CAN_BUY_FIRST_LIMIT_UP = True if radical_buy.get(
|
'buy_first_limit_up') else False
|
|
self.send_response({"code": 0, "data": {}, "msg": f""},
|
client_id,
|
request_id)
|
elif ctype == "get_buy_open_limit_up_codes":
|
# 获取隔夜单排1的代码
|
codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
|
if not codes:
|
codes = set()
|
self.send_response({"code": 0, "data": list(codes), "msg": f""},
|
client_id,
|
request_id)
|
|
elif ctype == "set_buy_open_limit_up_codes":
|
# 设置隔夜单排1的代码
|
codes = data.get("codes")
|
codes = json.loads(codes)
|
gpcode_manager.BuyOpenLimitUpCodeManager().set_codes(set(codes))
|
self.send_response({"code": 0, "data": list(codes), "msg": f""},
|
client_id,
|
request_id)
|
|
elif ctype == "async_radical_buy_special_codes":
|
# 同步扫入买的辨识度代码
|
count = block_special_codes_manager.update_block_special_codes()
|
self.send_response({"code": 0, "msg": f"更新成功数量：{count}"},
|
client_id,
|
request_id)
|
|
elif ctype == "get_same_block_limit_up_codes_count":
|
# 获取相同板块的涨停代码数量
|
codes = data.get("codes")
|
codes = json.loads(codes)
|
block_codes = {}
|
for code in codes:
|
# 获取板块
|
fblocks, before_fblocks = RadicalBuyBlockManager.get_code_blocks(code)
|
# 获取板块历史涨停
|
for b in fblocks:
|
codes = LimitUpDataConstant.get_history_limit_up_block_codes(b)
|
if codes:
|
if code not in block_codes:
|
block_codes[code] = {}
|
block_codes[code][b] = len(codes)
|
self.send_response({"code": 0, "data": block_codes},
|
client_id,
|
request_id)
|
|
elif ctype == "test_place_order":
|
# 获取相同板块的涨停代码数量
|
code = data.get("code")
|
# total_datas = l2_data_util.local_today_datas.get(code)
|
# trade_manager.test_order(code, total_datas[-1], total_datas[-1]["index"])
|
# radical_buy_data_manager.pull_pre_deal_big_orders(code)
|
self.send_response({"code": 0, "data": {}},
|
client_id,
|
request_id)
|
|
|
|
except Exception as e:
|
logging.exception(e)
|
logger_debug.exception(e)
|
self.send_response({"code": 1, "msg": f"数据处理出错：{e}"}, client_id, request_id)
|
finally:
|
use_time = time.time() - __start_time
|
if use_time > 5:
|
logger_request_api.info(f"common_request请求时间过长，ctype-{ctype}")
|
