"""
|
代码价格管理
|
"""
|
import json
|
import random
|
import time
|
|
from code_attribute import gpcode_manager
|
from db.redis_manager_delegate import RedisUtils
|
from log_module import async_log_util
|
from trade import l2_trade_util
|
from utils import tool
|
from db import redis_manager_delegate as redis_manager
|
from log_module.log import logger_trade_queue_price_info
|
|
|
class Buy1PriceManager:
|
__db = 1
|
__redisManager = redis_manager.RedisManager(1)
|
__latest_data = {}
|
__current_buy_1_price = {}
|
__buy1_price_info_cache = {}
|
__open_limit_up_lowest_price_cache = {}
|
|
__instance = None
|
|
def __new__(cls, *args, **kwargs):
|
if not cls.__instance:
|
cls.__instance = super(Buy1PriceManager, cls).__new__(cls, *args, **kwargs)
|
cls.__load_datas()
|
return cls.__instance
|
|
@classmethod
|
def __get_redis(cls):
|
return cls.__redisManager.getRedis()
|
|
@classmethod
|
def __load_datas(cls):
|
redis_ = cls.__get_redis()
|
try:
|
keys = RedisUtils.keys(redis_, "buy1_price_limit_up_info-*")
|
for key in keys:
|
code = key.split("-")[-1]
|
val = RedisUtils.get(redis_, key)
|
val = json.loads(val)
|
tool.CodeDataCacheUtil.set_cache(cls.__buy1_price_info_cache, code, val)
|
|
keys = RedisUtils.keys(redis_, "buy1_price-*")
|
for key in keys:
|
code = key.split("-")[-1]
|
val = RedisUtils.get(redis_, key)
|
val = round(float(val), 2)
|
tool.CodeDataCacheUtil.set_cache(cls.__current_buy_1_price, code, val)
|
|
keys = RedisUtils.keys(redis_, "open_limit_up_lowest_price-*")
|
for key in keys:
|
code = key.split("-")[-1]
|
val = RedisUtils.get(redis_, key)
|
val = round(float(val), 2)
|
tool.CodeDataCacheUtil.set_cache(cls.__open_limit_up_lowest_price_cache, code, val)
|
finally:
|
RedisUtils.realse(redis_)
|
|
# 保存买1价格信息
|
|
def __save_buy1_price_info(self, code, limit_up_time, open_limit_up_time):
|
tool.CodeDataCacheUtil.set_cache(self.__buy1_price_info_cache, code, (limit_up_time, open_limit_up_time))
|
RedisUtils.setex_async(self.__db, f"buy1_price_limit_up_info-{code}", tool.get_expire(),
|
json.dumps((limit_up_time, open_limit_up_time)))
|
|
def __get_buy1_price_info(self, code):
|
data = RedisUtils.get(self.__get_redis(), f"buy1_price_limit_up_info-{code}")
|
if not data:
|
return None, None
|
data = json.loads(data)
|
return data[0], data[1]
|
|
def __get_buy1_price_info_cache(self, code):
|
cache_result = tool.CodeDataCacheUtil.get_cache(self.__buy1_price_info_cache, code)
|
if cache_result[0]:
|
return cache_result[1]
|
return None, None
|
|
def __save_buy1_price(self, code, buy_1_price):
|
cache_result = tool.CodeDataCacheUtil.get_cache(self.__current_buy_1_price, code)
|
if cache_result[0] and abs(cache_result[1] - float(buy_1_price)) < 0.001:
|
return
|
tool.CodeDataCacheUtil.set_cache(self.__current_buy_1_price, code, buy_1_price)
|
RedisUtils.setex_async(self.__db, f"buy1_price-{code}", tool.get_expire(), buy_1_price)
|
|
# datas:[(code, buy_1_price)]
|
def __save_buy1_prices(self, datas):
|
for d in datas:
|
code = d[0]
|
buy_1_price = d[1]
|
# 不保存重复的数据
|
self.__save_buy1_price(code, buy_1_price)
|
|
def __get_buy1_price(self, code):
|
return RedisUtils.get(self.__get_redis(), f"buy1_price-{code}")
|
|
def __get_buy1_price_cache(self, code):
|
cache_result = tool.CodeDataCacheUtil.get_cache(self.__current_buy_1_price, code)
|
if cache_result[0]:
|
return cache_result[1]
|
return None
|
|
# 设置炸板后的最低价
|
|
def __save_open_limit_up_lowest_price(self, code, price):
|
tool.CodeDataCacheUtil.set_cache(self.__open_limit_up_lowest_price_cache, code, round(float(price), 2))
|
RedisUtils.setex_async(self.__db, f"open_limit_up_lowest_price-{code}", tool.get_expire(), f"{price}")
|
|
def __get_open_limit_up_lowest_price(self, code):
|
return RedisUtils.get(self.__get_redis(), f"open_limit_up_lowest_price-{code}")
|
|
def __get_open_limit_up_lowest_price_cache(self, code):
|
cache_result = tool.CodeDataCacheUtil.get_cache(self.__open_limit_up_lowest_price_cache, code)
|
if cache_result[0]:
|
return cache_result[1]
|
return None
|
|
def set_open_limit_up_lowest_price(self, code, price):
|
old_price = self.__get_open_limit_up_lowest_price_cache(code)
|
if not old_price or float(old_price) - float(price) > 0.001:
|
self.__save_open_limit_up_lowest_price(code, price)
|
|
def get_buy1_price(self, code):
|
cache_result = tool.CodeDataCacheUtil.get_cache(self.__current_buy_1_price, code)
|
if cache_result[0]:
|
return cache_result[1]
|
return None
|
|
def get_open_limit_up_lowest_price(self, code):
|
price = self.__get_open_limit_up_lowest_price_cache(code)
|
return price
|
|
# 处理
|
|
def process(self, code, buy_1_price, time_str, limit_up_price, sell_1_price, sell_1_volumn):
|
data_str = f"{buy_1_price},{time_str},{limit_up_price},{sell_1_price},{sell_1_volumn}"
|
if self.__latest_data.get(code) == data_str:
|
return
|
self.__latest_data[code] = data_str
|
# 保存买1价格
|
self.__save_buy1_price(code, buy_1_price)
|
|
# 记录日志
|
logger_trade_queue_price_info.info(
|
f"code={code} data: time_str-{time_str}, buy_1_price-{buy_1_price},limit_up_price-{limit_up_price},sell_1_price-{sell_1_price},sell_1_volumn-{sell_1_volumn}")
|
# 买1价格不能小于1块
|
if float(buy_1_price) < 1.0:
|
return
|
|
is_limit_up = abs(float(limit_up_price) - float(buy_1_price)) < 0.01
|
old_limit_up_time, old_open_limit_up_time = self.__get_buy1_price_info_cache(code)
|
if old_limit_up_time and old_open_limit_up_time:
|
return
|
if is_limit_up and old_limit_up_time is None and float(sell_1_price) < 0.1 and int(sell_1_volumn) <= 0:
|
# 卖1消失，买1为涨停价则表示涨停
|
self.__save_buy1_price_info(code, time_str, None)
|
elif old_limit_up_time and not is_limit_up and old_open_limit_up_time is None:
|
# 有涨停时间，当前没有涨停，之前没有打开涨停
|
self.__save_buy1_price_info(code, old_limit_up_time, time_str)
|
|
if old_limit_up_time and not is_limit_up:
|
# 获取计算当前的涨幅
|
pre_close_price = round(float(limit_up_price) / 1.1, 2)
|
if (float(buy_1_price) - pre_close_price) / pre_close_price < 0.05:
|
# 涨幅小于5%
|
l2_trade_util.forbidden_trade(code, "涨停炸开后现价涨幅小于5%之后不买")
|
async_log_util.info(logger_trade_queue_price_info, f"涨停炸开后现价涨幅小于5%之后不买：code-{code}")
|
# 之前涨停过且现在尚未涨停
|
self.set_open_limit_up_lowest_price(code, buy_1_price)
|
|
# datas:[ (code, buy_1_price, time_str, limit_up_price, sell_1_price, sell_1_volumn) ]
|
|
def processes(self, datas):
|
temp_buy1_prices = []
|
for d in datas:
|
code, buy_1_price, time_str, limit_up_price, sell_1_price, sell_1_volumn = d
|
data_str = f"{buy_1_price},{time_str},{limit_up_price},{sell_1_price},{sell_1_volumn}"
|
if self.__latest_data.get(code) == data_str:
|
continue
|
self.__latest_data[code] = data_str
|
# 保存买1价格
|
temp_buy1_prices.append((code, buy_1_price))
|
|
# 记录日志
|
logger_trade_queue_price_info.info(
|
f"code={code} data: time_str-{time_str}, buy_1_price-{buy_1_price},limit_up_price-{limit_up_price},sell_1_price-{sell_1_price},sell_1_volumn-{sell_1_volumn}")
|
# 买1价格不能小于1块
|
if float(buy_1_price) < 1.0:
|
continue
|
|
is_limit_up = abs(float(limit_up_price) - float(buy_1_price)) < 0.01
|
old_limit_up_time, old_open_limit_up_time = self.__get_buy1_price_info_cache(code)
|
if old_limit_up_time and old_open_limit_up_time:
|
continue
|
if is_limit_up and old_limit_up_time is None and float(sell_1_price) < 0.1 and int(sell_1_volumn) <= 0:
|
# 卖1消失，买1为涨停价则表示涨停
|
self.__save_buy1_price_info(code, time_str, None)
|
elif old_limit_up_time and not is_limit_up and old_open_limit_up_time is None:
|
# 有涨停时间，当前没有涨停，之前没有打开涨停
|
self.__save_buy1_price_info(code, old_limit_up_time, time_str)
|
|
if old_limit_up_time and not is_limit_up:
|
# 之前涨停过且现在尚未涨停
|
self.set_open_limit_up_lowest_price(code, buy_1_price)
|
if temp_buy1_prices:
|
self.__save_buy1_prices(temp_buy1_prices)
|
|
# 是否可以下单
|
|
def is_can_buy(self, code):
|
old_limit_up_time, old_open_limit_up_time = self.__get_buy1_price_info_cache(code)
|
if old_limit_up_time and old_open_limit_up_time:
|
return True
|
return False
|
|
# 获取涨停信息
|
# 返回涨停时间与炸板时间
|
|
def get_limit_up_info(self, code):
|
old_limit_up_time, old_open_limit_up_time = self.__get_buy1_price_info_cache(code)
|
return old_limit_up_time, old_open_limit_up_time
|
|
# 设置涨停时间
|
|
def set_limit_up_time(self, code, time_str):
|
limit_up_time, open_limit_up_time = self.get_limit_up_info(code)
|
if limit_up_time is None:
|
self.__save_buy1_price_info(code, time_str, None)
|
|
|
if __name__ == "__main__":
|
print(Buy1PriceManager().get_limit_up_info("002777"))
|
