"""
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交易方式模块（总览处理所有渠道的各种交易方法集合）
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"""
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import logging
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import multiprocessing
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import threading
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from db import redis_manager_delegate as redis_manager
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from db.redis_manager_delegate import RedisUtils
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from log_module import async_log_util
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from strategy import data_cache, account_management
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import data_server
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from log_module.log import logger_debug, logger_common, logger_trade
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from strategy.trade_setting import TradeSetting
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from trade import huaxin_trade_api, huaxin_trade_data_update, middle_api_protocol
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from utils import huaxin_util, tool
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# 引入日志模块
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# 获取logger实例
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logger = logger_common
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# 下单买入函数（按金额，以限价买）【按金额买 基础版】
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def buy_order_by_value(symbol, buy_order_value, sec_name, current_price):
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if symbol[-6:] in TodayBuyCodeManager().get_buy_codes():
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logger.info(f"{symbol}已经下过单")
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return
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# 自动买 开关监听方法
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if not TradeSetting().get_auto_buy():
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# 暂停自动买
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logger.info(f"在交易方法函数处 关闭了 自动买")
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return
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# 限制交易标的的单价范围
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if current_price < 2.5 or current_price > 30:
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# 当前单价超出预设限制
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logger.info(f"当前标的个股【{sec_name}】单价超出预设限制！预设值3 < current_price < 30,当前最新价{current_price}")
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return
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price = round(float(current_price), 2)
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volume = (int(buy_order_value / price) // 100) * 100
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if volume < 100:
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volume = 100
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# 调用笼子价计算工具计算下单价格
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order_price = round(tool.get_buy_max_price(current_price), 2)
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buy_order = huaxin_trade_api.order(1, symbol[-6:], volume, order_price, blocking=True)
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logger.info(f"current_price===={current_price} order_price===={order_price}")
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logger.info(f"buy_order===={buy_order}")
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orderStatusMsg = buy_order['data'].get('orderStatusMsg', None)
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orderRef = buy_order['data'].get('orderRef', None)
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statusMsg = buy_order['data'].get('statusMsg', None)
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logger.info(f"orderStatusMsg==={orderStatusMsg}")
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logger.info(f"statusMsg==={statusMsg}")
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# orderStatusMsg 不在buy_order的下单回调中，那么才认为下单成功
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if statusMsg is not None and statusMsg == '':
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TodayBuyCodeManager().place_order(symbol[-6:], orderRef)
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logger.info(f"买票 下单成功：【{sec_name}】")
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# 每一次成功下单后要更新一下 缓存 的持仓数据
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account_management.position_management()
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logger.info(f"更新的持仓数据data_cache.account_positions_dict=={data_cache.account_positions_dict}")
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# 调用资金查询函数 查看资金变化
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account_management.finance_management()
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logger.info(f"更新的资金数据data_cache.account_finance_dict=={data_cache.account_finance_dict}")
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if symbol[-6:] in data_cache.account_positions_dict:
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logger.info(f"该股已经持仓==》{sec_name}")
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pass
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# 检测持仓信息中有无下单个股且有该个股的当前持仓，只有当前持仓数量不为0时，才认为交易成功
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for i in data_cache.account_positions_dict:
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# print(i)
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if i['securityID'] == symbol[-6:]:
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# print(i['currentPosition'])
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if i['currentPosition'] == 0:
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logger.info(f"【{i['securityName']}】交易失败~")
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else:
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# 买票后添加 持仓代码集合
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data_cache.position_symbols_set.add(symbol[-6:])
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logger.info(f"【{i['securityName']}】交易成功！")
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# 下单买入函数（按可用资金的一定比例，在涨停价买）【按金额买 高级版】
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def buy_order_by_part_value(part_of_value, symbol, available, today_limit_up_price, sec_name, index):
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"""
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:param symbol: 代码
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:param available: 可用资金
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:param part_of_value: 计划委买 账户余额的 比例
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:param today_limit_up_price: 今日涨停价
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:param sec_name: 公司名称
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:param index: 持仓对象列表中的个股对应序列号
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:return: 尝试返回的订单数据
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"""
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logger.info(f"当前账户可用资金available==={available}")
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buy_order_value = round(available * part_of_value, 2)
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logger.info(f"当前计划比例==={part_of_value}，当前委托金额==={buy_order_value}")
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# 只有持仓数量大于委卖数量才进入买票流程
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if available >= buy_order_value:
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sell_order_by_volume(symbol, buy_order_value, sec_name, today_limit_up_price)
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logger.info(f"【十分之{part_of_value * 10}可用资金】委买完毕")
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data_cache.available = available - buy_order_value
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logger.info(f"买票执行成功：【{sec_name}】")
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logger.info(f"买票后剩余资金：{data_cache.account_finance_dict['usefulMoney']}")
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else:
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logger.info(f"【{sec_name}】，持仓：{available}小于计划委托：{part_of_value},委托失败!")
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# 下单卖出函数（按持仓数量，在限价卖）【按量卖 基础版】
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def sell_order_by_volume(symbol, volume, sec_name, current_price):
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# 自动卖开关监听方法
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if not TradeSetting().get_auto_sell():
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# 暂停自动卖
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logger.info(f"在交易方法函数处 关闭了 自动卖")
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return
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# price = round(float(price), 2)
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# 调用笼子价计算工具计算下单价格
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order_price = tool.get_buy_min_price(current_price)
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sell_order = huaxin_trade_api.order(2, symbol[-6:], volume, order_price, blocking=True)
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logger.info(f"current_price===={current_price} order_price===={order_price}")
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logger.info(f"sell_order===={sell_order}")
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orderStatusMsg = sell_order['data'].get('orderStatusMsg', None)
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statusMsg = sell_order['data'].get('statusMsg', None)
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logger.info(f"orderStatusMsg==={orderStatusMsg}")
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logger.info(f"statusMsg==={statusMsg}")
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# orderStatusMsg 不在buy_order的下单回调中，那么才认为下单成功
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if statusMsg is not None and statusMsg == '':
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logger.info(f"卖票 下单成功：【{sec_name}】")
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# 每一次成功下单后要更新一下 缓存 的持仓数据
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account_management.position_management()
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logger.info(f"更新的持仓数据data_cache.account_positions_dict=={data_cache.account_positions_dict}")
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# 调用资金查询函数 查看资金变化
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account_management.finance_management()
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logger.info(f"更新的资金数据data_cache.account_finance_dict=={data_cache.account_finance_dict}")
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# 下单卖出函数（按持仓数量的一定比例，在跌停价卖）【按量卖 高级版】
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def sell_order_by_part_volume(part_of_volume, symbol, position_volume_yesterday, current_price, sec_name,
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index):
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"""
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:param symbol: 代码
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:param position_volume_yesterday: 可用持仓数量
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:param part_of_volume: 计划委卖持仓量的比例
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:param current_price: 当前最新价
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:param sec_name: 公司名称
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:param index: 持仓对象列表中的个股对应序列号
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:return: 尝试返回的订单数据
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"""
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logger.info(
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f"当前个股持仓手数【当前函数被调用时传进来的同步数据data_cache中的持仓数据】==={position_volume_yesterday}")
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# sell_order_volume = int(position_volume_yesterday * part_of_volume)
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sell_order_volume = round(position_volume_yesterday * part_of_volume / 100) * 100
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logger.info(f"当前计划比例==={part_of_volume}，当前委托量==={sell_order_volume}")
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# 当委托量大于0
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if sell_order_volume > 0:
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# 只有持仓数量大于委卖数量才进入买票流程
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if position_volume_yesterday >= sell_order_volume:
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sell_order_by_volume(symbol, sell_order_volume, sec_name, current_price)
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logger.info(f"【十分之 {round(part_of_volume * 10)} 仓】委卖完毕")
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# 计算并更新剩余可用持仓数量
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# data_cache.account_positions[index]['volume'] = position_volume_yesterday - sell_order_volume
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if data_cache.account_positions_dict[index]['currentPosition'] <= 0:
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logger.info(f"data_cache.account_positions == {data_cache.account_positions_dict}")
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logger.info(
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f"下单后，【{sec_name}】的剩余可用持仓数量==={data_cache.account_positions_dict[index]['currentPosition']}")
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# 本票本次卖票，可用仓位为0或小于0，,移除【可用持仓代码】集合
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'''
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全局变量中的可用个股数量，由于只在【集合竞价】阶段用，如果移除会影响进入次数，暂不考虑使用
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'''
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# data_cache.available_symbols_set.remove(symbol)
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logger.info(f"【{sec_name}】当日可用仓位数卖完了")
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logger.info(f"卖后可用持仓票数:::{len(data_cache.available_symbols_set)}")
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else:
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logger.info(
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f"【{sec_name}】，可用持仓：{position_volume_yesterday}小于计划委托：{sell_order_volume},无法委托，直接平仓!")
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sell_order_by_volume(symbol, position_volume_yesterday, sec_name, current_price)
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# 计算并更新剩余可用持仓数量
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# data_cache.account_positions_dict[index]['currentPosition'] = position_volume_yesterday - position_volume_yesterday
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else:
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logger.info(f"委托量小于等于零，委托失败!")
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logger.info(
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f"【{sec_name}】，可用持仓：{position_volume_yesterday}，计划委托：{sell_order_volume}<=0 ？,无法委托，直接委卖100!")
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sell_order_by_volume(symbol, 100, sec_name, current_price)
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def run(queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_for_query_r):
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class MyTradeCallback(huaxin_trade_api.TradeCallback):
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def on_order(self, order_info):
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"""
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订单状态改变回调
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:param order_info: {'sinfo': 'b_603682_1736312765623', 'securityID': '603682', 'orderLocalID': '8100043081', 'direction': '0', 'orderSysID': '110018100043081', 'insertTime': '13:06:04', 'insertDate': '20250108', 'acceptTime': '13:05:46', 'cancelTime': '', 'limitPrice': 6.45, 'accountID': '00032047', 'orderRef': 130608, 'turnover': 6410.0, 'volume': 1000, 'volumeTraded': 1000, 'orderStatus': '4', 'orderSubmitStatus': '1', 'statusMsg': ''}
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:return:
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"""
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print(f"收到订单回调：{order_info}")
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async_log_util.info(logger_debug, f"收到订单回调：{order_info}")
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if huaxin_util.is_deal(order_info['orderStatus']):
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if order_info["direction"] == '0':
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# 买入成交
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TodayBuyCodeManager().add_deal_code(order_info["securityID"], order_info.get("orderRef"))
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# 成交，需要更新持仓/委托/成交
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huaxin_trade_data_update.add_position_list()
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huaxin_trade_data_update.add_delegate_list("成交")
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huaxin_trade_data_update.add_deal_list()
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else:
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huaxin_trade_data_update.add_money_list()
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huaxin_trade_data_update.add_delegate_list("订单状态变化")
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# 推送订单数据
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threading.Thread(target=lambda: middle_api_protocol.push(
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middle_api_protocol.load_push_msg({"type": "order", "data": order_info})), daemon=True).start()
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huaxin_trade_api.run_trade(queue_strategy_r_trade_w, MyTradeCallback(), queue_strategy_w_trade_r,
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queue_strategy_w_trade_for_query_r)
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threading.Thread(target=data_server.run, daemon=True).start()
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@tool.singleton
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class TodayBuyCodeManager:
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"""
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今日买入代码管理类
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"""
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__db = 0
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redisManager = redis_manager.RedisManager(0)
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def __init__(self):
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# 挂单中的代码
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self.delegating_codes_info = {}
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self.deal_codes = set()
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self.__load_data()
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@classmethod
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def __get_redis(cls):
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return cls.redisManager.getRedis()
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def __load_data(self):
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"""
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加载数据
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:return:
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"""
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codes = RedisUtils.smembers(self.__get_redis(), "buy_deal_codes")
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if codes:
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self.deal_codes = set(codes)
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def add_deal_code(self, code, order_ref=None):
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"""
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添加买入成交的代码
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:param order_ref:
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:param code:
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:return:
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"""
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if code in self.deal_codes:
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return
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async_log_util.info(logger_trade, f"买入成交：{code}")
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self.deal_codes.add(code)
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if order_ref and order_ref in self.delegating_codes_info:
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del self.delegating_codes_info[order_ref]
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RedisUtils.sadd_async(self.__db, "buy_deal_codes", code)
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RedisUtils.expire_async(self.__db, "buy_deal_codes", tool.get_expire())
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def place_order(self, code, order_ref):
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"""
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下单
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:param code: 代码
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:param order_ref: 索引
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:return:
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"""
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async_log_util.info(logger_trade, f"下单：{code}-{order_ref}")
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self.delegating_codes_info[order_ref] = code
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def get_buy_codes(self):
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"""
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获取买入的代码：成交代码+委托
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:return:
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"""
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codes = set()
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if self.deal_codes:
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codes |= self.deal_codes
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if self.delegating_codes_info:
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codes |= set(self.delegating_codes_info.values())
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return codes
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def buy_fail(self, order_ref):
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"""
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买入失败
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:param order_ref:
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:return:
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"""
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async_log_util.info(logger_trade, f"下单失败：{order_ref}")
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if order_ref in self.delegating_codes_info:
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del self.delegating_codes_info[order_ref]
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if __name__ == '__main__':
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# 测试代码
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print(TodayBuyCodeManager().get_buy_codes())
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