"""
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卖票管理器
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"""
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import concurrent.futures
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from log_module import async_log_util
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from log_module.log import logger_trade, logger_trade_position_api_request
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from trade.huaxin.huaxin_trade_record_manager import DealRecordManager, DelegateRecordManager
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__cancel_sell_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=8)
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# 人工卖票管理器
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class HumanSellManager:
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__code_sell_way_dict = {}
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__DealRecordManager = DealRecordManager()
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def set_code_sell_way(self, data):
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fdata = {}
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code = data["code"]
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mode = data["mode"]
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if mode == 1:
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mode1_rate_index = data["mode1_rate_index"]
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fdata["mode1_rate_index"] = mode1_rate_index
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elif mode == 2:
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# 第一笔卖的索引
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mode2_first_index = data["mode2_first_index"]
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# 剩下几笔卖的索引
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mode2_left_index = data["mode2_left_index"]
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fdata["mode2_first_index"] = mode2_first_index
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fdata["mode2_left_index"] = mode2_left_index
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fdata["code"] = code
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fdata["mode"] = mode
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self.__code_sell_way_dict[code] = fdata
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# 保存卖的方式
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async_log_util.info(logger_trade_position_api_request, f"设置卖出方式：{fdata}")
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def __get_deal_nums(self, code):
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deal_order_system_id_infos = {}
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# 获取已经卖的单数
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deal_list = self.__DealRecordManager.list_sell_by_code_cache(code)
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if deal_list:
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for d in deal_list:
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if d["orderSysID"] not in deal_order_system_id_infos:
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deal_order_system_id_infos[d["orderSysID"]] = [d["volume"], d["tradeTime"]]
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else:
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deal_order_system_id_infos[d["orderSysID"]][0] += d["volume"]
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# 获取9:30之前的卖委托
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current_delegates = DelegateRecordManager().list_current_delegates(code)
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if current_delegates:
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for d in current_delegates:
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if d["orderSysID"] not in deal_order_system_id_infos:
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deal_order_system_id_infos[d["orderSysID"]] = [d["volume"], d["insertTime"]]
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deal_list = [deal_order_system_id_infos[k] for k in deal_order_system_id_infos]
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deal_list.sort(key=lambda x: x[1])
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sell_order_nums = [k[0] for k in deal_list]
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return sell_order_nums
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def distribute_sell_volume(self, code, total_volume):
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def average_volume(_total_volume, count):
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total_volume_100 = _total_volume // 100
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_base_100 = total_volume_100 // count
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_left_100 = total_volume_100 % count
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temp_list = []
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for i in range(count):
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if i + 1 <= _left_100:
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temp_list.append((_base_100 + 1) * 100)
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else:
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temp_list.append(_base_100 * 100)
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return temp_list
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if code not in self.__code_sell_way_dict:
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raise Exception("还没设置卖出方式")
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sell_way = self.__code_sell_way_dict.get(code)
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volumeList = []
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if sell_way["mode"] == 1:
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# 平均卖
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mode1_rate_index = sell_way["mode1_rate_index"]
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volumeList = average_volume(total_volume, mode1_rate_index)
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elif sell_way["mode"] == 2:
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# 按百分比卖
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mode2_first_index = sell_way["mode2_first_index"]
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# 剩下几笔卖的索引
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mode2_left_index = sell_way["mode2_left_index"]
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first_percent = (mode2_first_index + 1) * 10
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second_count = mode2_left_index + 1
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first = first_percent * total_volume // 100
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if first_percent * total_volume % 100 != 0:
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first += 100
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volumeList.append(first)
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total_left = total_volume - first
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left_volumes = average_volume(total_left, second_count)
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volumeList.extend(left_volumes)
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return volumeList
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# 计算卖出量
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def compute_sell_volume(self, code, total_volume):
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volumeList = self.distribute_sell_volume(code, total_volume)
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# 获取已卖和已挂单的数据
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sell_order_nums = self.__get_deal_nums(code)
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if len(sell_order_nums) >= len(volumeList):
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raise Exception(f"挂单已超过设置数量：{sell_order_nums}/{volumeList}")
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return volumeList[len(sell_order_nums)]
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if __name__ == '__main__':
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code = "000333"
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__HumanSellManager = HumanSellManager()
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__HumanSellManager.set_code_sell_way({"code": code, "mode": 1, "mode1_rate_index": 3})
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# __HumanSellManager.set_code_sell_way({"code": code, "mode": 2, "mode2_first_index": 1, "mode2_left_index": 4})
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f = __HumanSellManager.distribute_sell_volume(code, 2000)
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print(f)
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