"""
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现价处理器
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"""
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# 获取到现价
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import decimal
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import logging
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from l2.huaxin import huaxin_target_codes_manager
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from log_module import async_log_util
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from log_module.log import logger_l2_codes_subscript, logger_debug
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import constant
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from code_attribute import gpcode_manager
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from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, LimitUpDataConstant
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from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
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from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager
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from utils import tool, import_util
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from trade import trade_manager, l2_trade_util, trade_constant
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from trade.trade_data_manager import CodeActualPriceProcessor
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trade_gui = import_util.import_lib("trade.trade_gui")
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__actualPriceProcessor = CodeActualPriceProcessor()
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latest_add_codes = set()
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def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes =None):
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"""
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计算代码的排序
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@param code:
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@param top_in_blocks: 净流入前几
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@return: 排序值，若为负值不订阅
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"""
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# 想买单/隔夜单排序位
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if yesterday_limit_up_codes is None:
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yesterday_limit_up_codes = set()
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if top_in_blocks is None:
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top_in_blocks = []
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if today_history_limit_up_codes is None:
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today_history_limit_up_codes = set()
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# 高位板
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if code in yesterday_limit_up_codes:
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return -1
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# 黑名单
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if l2_trade_util.is_in_forbidden_trade_codes(code):
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return -1
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# 想买单
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if gpcode_manager.WantBuyCodesManager().is_in_cache(code):
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return 0
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# 隔夜单拍一
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if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
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return 0
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trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
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# 如果当前清单处于委托状态就不能移除
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if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED:
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return 0
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# 板块
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blocks = LimitUpCodesBlockRecordManager().get_radical_buy_blocks(code)
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if not blocks:
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return -1
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if code in today_history_limit_up_codes:
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# 涨停过的代码才会计算板块身位
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for b in blocks:
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if b in top_in_blocks:
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index = top_in_blocks.index(b)
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# 查询在板块中的排序
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info = RadicalBuyBlockManager().get_history_index(code, b, yesterday_limit_up_codes)
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if info[0] < 4:
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return index + 1
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elif info[0] < 6:
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# 判断是否具有辨识度
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special_codes = BlockSpecialCodesManager().get_block_codes(b)
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if special_codes and code in special_codes:
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return index + 1
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return 10000
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def accept_prices(prices, request_id=None, top_in_blocks=None, yesterday_limit_up_codes=None):
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"""
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接收价格，处理订阅
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@param yesterday_limit_up_codes: 昨日涨停数据
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@param history_limit_up_datas: 历史涨停数据
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@param prices:
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@param request_id:
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@param top_in_blocks: 净流入前几的代码
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@return:
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"""
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# logger_debug.debug(f"接收L1数据测试：流入前20-{top_in_blocks}")
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if True:
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today_history_limit_up_codes = set([d[3] for d in LimitUpDataConstant.history_limit_up_datas])
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_code_list = []
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_delete_list = []
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temp_prices = []
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now_time_int = tool.get_now_time_as_int()
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for d in prices:
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code, price = d["code"], float(d["price"])
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temp_prices.append((code, price))
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# 获取收盘价
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pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
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if pricePre is not None:
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# 是否是想买单
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order_index = compute_code_order(code, top_in_blocks, yesterday_limit_up_codes, today_history_limit_up_codes)
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rate = round((price - pricePre) * 100 / pricePre, 2)
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if tool.is_ge_code(code):
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# 创业板的涨幅需要打折
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rate = rate / 2
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if order_index >= 0:
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if now_time_int < 150000:
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if order_index < 1000:
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# 10点之前只订阅有效代码
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_code_list.append((rate, code, order_index))
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else:
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_delete_list.append((rate, code, 0))
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else:
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# 10点之后常规订阅
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_code_list.append((rate, code, order_index))
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else:
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# 暂存涨幅为负的代码
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_delete_list.append((rate, code, 0))
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try:
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__actualPriceProcessor.save_current_price(code, price,
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gpcode_manager.get_limit_up_price_by_preprice(code,
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pricePre) == tool.to_price(
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decimal.Decimal(d["price"])))
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except Exception as e:
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logging.exception(e)
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logger_l2_codes_subscript.exception(e)
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gpcode_manager.set_prices(temp_prices)
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# -------------------------------处理交易位置分配---------------------------------
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# 排序
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new_code_list = sorted(_code_list, key=lambda e: (e[2], -e[0]))
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# logger_debug.debug(f"接收L1数据测试：排序过后的代码-{new_code_list[:75]}")
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# -------------------------------处理L2监听---------------------------------
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max_count = constant.HUAXIN_L2_MAX_CODES_COUNT
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_delete_list = []
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for item in new_code_list:
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if l2_trade_util.is_in_forbidden_trade_codes(
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item[1]) or item[0] < 0:
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# 在（黑名单）/（涨幅小于）的数据
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# if trade_manager.CodesTradeStateManager().get_trade_state_cache(
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# item[1]) != trade_constant.TRADE_STATE_BUY_SUCCESS:
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# 没成交才会加入删除
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_delete_list.append(item)
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for item in _delete_list:
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new_code_list.remove(item)
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# 截取前几个代码填充
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add_list = new_code_list[:max_count]
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async_log_util.info(logger_l2_codes_subscript,
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f"({request_id})需要订阅的代码：{add_list}")
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# 后面的代码全部删除
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_delete_list.extend(new_code_list[max_count:])
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add_code_list = []
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del_code_list = []
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for d in add_list:
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add_code_list.append(d[1])
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for d in _delete_list:
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del_code_list.append(d[1])
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if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
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# 华鑫L2,获取加入代码的涨停价
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# 是否和上次一样
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try:
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add_code_set = set(add_code_list)
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# global latest_add_codes
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# if not latest_add_codes:
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# latest_add_codes = set()
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# # 判断设置的代码是否相同
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# dif1 = latest_add_codes - add_code_set
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# dif2 = add_code_set - latest_add_codes
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# if dif1 or dif2:
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if True:
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global latest_add_codes
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async_log_util.info(logger_l2_codes_subscript,
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f"({request_id})预处理新增订阅代码：{add_code_set - latest_add_codes}")
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latest_add_codes = add_code_set
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add_datas = []
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for d in add_code_list:
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limit_up_price = gpcode_manager.get_limit_up_price(d)
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limit_up_price = round(float(limit_up_price), 2)
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min_volume = int(round(50 * 10000 / limit_up_price))
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# 传递笼子价
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add_datas.append(
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# （代码, 最小量, 涨停价，影子订单价格,买量, 特殊价格）
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(d, min_volume, limit_up_price, round(tool.get_shadow_price(limit_up_price), 2),
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tool.get_buy_volume(limit_up_price),
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[tool.get_buy_volume_by_money(limit_up_price, x) for x in constant.AVAILABLE_BUY_MONEYS]))
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huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
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except Exception as e:
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logging.exception(e)
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else:
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pass
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__trade_price_dict = {}
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# 最近的非涨停价成交的信息,数据结构：{code:(价格,时间)}
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__trade_price_not_limit_up_info_dict = {}
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# 设置成交价
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def set_trade_price(code, price):
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__trade_price_dict[code] = price
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def set_latest_not_limit_up_time(code, time_str_with_ms):
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"""
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记录最近的一次上板时间（最近的一笔主动买就是上板时间）
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@param code:
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@param time_str:
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@return:
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"""
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__trade_price_not_limit_up_info_dict[code] = time_str_with_ms
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# 获取成交价
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def get_trade_price(code):
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return __trade_price_dict.get(code)
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def get_trade_not_limit_up_time_with_ms(code):
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"""
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获取最近的非板上成交的时间
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@param code:
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@return:(价格, 时间)
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"""
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return __trade_price_not_limit_up_info_dict.get(code)
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