"""
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卖出规则管理
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"""
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import json
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import threading
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from db import mysql_data_delegate as mysql_data
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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.log import printlog
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from utils import tool
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import concurrent.futures
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# 自动撤卖模式管理
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class AutoCancelSellModeManager:
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# 撤所有
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MODE_CANCEL_ALL = 0
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# 撤机器下单
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MODE_CANCEL_MECHINE = 1
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__instance = None
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__auto_cancel_sell_mode = MODE_CANCEL_ALL
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redisManager = redis_manager.RedisManager(2)
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(AutoCancelSellModeManager, cls).__new__(cls, *args, **kwargs)
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# 初始化设置
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# 获取交易窗口的锁
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cls.__auto_cancel_sell_mode = cls.get_mode()
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return cls.__instance
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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 set_mode(self, mode):
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if mode != self.MODE_CANCEL_ALL and mode != self.MODE_CANCEL_MECHINE:
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raise Exception("mode参数值错误")
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self.__auto_cancel_sell_mode = mode
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RedisUtils.setex(self.__get_redis(), "auto_cancel_sell_mode", tool.get_expire(), mode)
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# 是否可以下单
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@classmethod
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def get_mode(cls):
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# 默认设置为可交易
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val = RedisUtils.get(cls.__get_redis(), "auto_cancel_sell_mode")
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if val is None:
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return cls.MODE_CANCEL_ALL
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return int(val)
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def get_mode_cache(self):
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return self.__auto_cancel_sell_mode
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class SellRule:
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def __init__(self, id_=None, code=None, buy1_volume=None, buy1_price=None, sell_volume=None, sell_price_type=None,
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day=None, create_time=None, excuted=0,
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end_time=None, type=None, ):
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self.day = day
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self.create_time = create_time
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self.sell_volume = sell_volume
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self.buy1_volume = buy1_volume
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self.buy1_price = buy1_price
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self.sell_price_type = sell_price_type
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self.code = code
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self.id_ = id_
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self.excuted = 0
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self.end_time = end_time
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# 0-买入 1-买撤 2-卖 3-卖撤
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self.type = type
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def to_json_str(self):
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return json.dumps(vars(self))
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def to_dict(self):
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return vars(self)
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@classmethod
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def to_object(cls, json_str: str):
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d = json.loads(json_str)
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return SellRule(**d)
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@property
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def id(self):
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return self.id_
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class TradeRuleManager:
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# 买入
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TYPE_BUY = 0
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# 卖撤
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TYPE_BUY_CANCEL = 1
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# 卖
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TYPE_SELL = 2
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# 卖撤
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TYPE_SELL_CANCEL = 3
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__instance = None
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__sell_rules_dict_cache = {}
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# 卖出锁
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__sell_lock_dict = {}
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__mysql_excute_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(TradeRuleManager, cls).__new__(cls, *args, **kwargs)
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cls.__instance.__load_datas()
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return cls.__instance
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def __load_datas(self):
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rules = self.list_rules()
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self.__sell_rules_dict_cache.clear()
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for rule in rules:
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self.__sell_rules_dict_cache[rule.id_] = rule
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def list_rules(self, day=tool.get_now_date_str()):
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results = mysql_data.Mysqldb().select_all(f"select * from sell_rules r where r.day='{day}'")
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fresults = []
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if results:
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for r in results:
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rule = SellRule()
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rule.id_ = r[0]
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rule.code = r[1]
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rule.buy1_volume = r[2]
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rule.buy1_price = r[3]
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rule.sell_volume = r[4]
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rule.sell_price_type = r[5]
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rule.day = r[6]
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rule.create_time = r[7]
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rule.excuted = r[8]
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rule.end_time = r[9]
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rule.type = r[10]
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fresults.append(rule)
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return fresults
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# 添加规则
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def add_rule(self, rule: SellRule):
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_id = tool.get_now_date_str('%Y%m%d') + tool.get_now_time_str().replace(":", "") + "_" + rule.code
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if not rule.id:
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rule.id_ = _id
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if not rule.day:
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rule.day = tool.get_now_date_str()
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mysql_data.Mysqldb().execute(
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"insert into sell_rules(_id,code,buy1_volume,buy1_price,sell_volume,sell_price_type,day,create_time,excuted,end_time,type) values ('%s','%s','%s','%s','%s','%s','%s',now() ,'%s','%s','%s') " % (
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rule.id_, rule.code, rule.buy1_volume, rule.buy1_price, rule.sell_volume, rule.sell_price_type,
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rule.day, rule.excuted, rule.end_time, rule.type))
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self.__sell_rules_dict_cache[_id] = rule
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def update_rule(self, rule: SellRule):
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if not rule.id_:
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raise Exception("缺失id")
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# 获取原来的数据
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old_rule: SellRule = self.get_by_id(rule.id_)
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rule.day = old_rule.day
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mysql_data.Mysqldb().execute(
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"update sell_rules set code = '%s',buy1_volume = '%s', buy1_price='%s',sell_volume = '%s',sell_price_type='%s',end_time = '%s' where _id='%s'" % (
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rule.code, rule.buy1_volume, rule.buy1_price, rule.sell_volume, rule.sell_price_type, rule.end_time,
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rule.id_))
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rule.excuted = old_rule.excuted
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rule.create_time = old_rule.create_time
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rule.type = old_rule.type
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self.__sell_rules_dict_cache[rule.id_] = rule
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# 删除规则
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def del_rule(self, _id):
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mysql_data.Mysqldb().execute(f"delete from sell_rules where _id='{_id}'")
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if _id in self.__sell_rules_dict_cache:
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self.__sell_rules_dict_cache.pop(_id)
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def list_rules_cache(self):
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return [self.__sell_rules_dict_cache[k] for k in self.__sell_rules_dict_cache]
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# 获取可以执行的规则
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def list_can_excut_rules_cache(self, types=None, code=None):
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if not types:
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types = [self.TYPE_BUY, self.TYPE_BUY_CANCEL, self.TYPE_SELL, self.TYPE_SELL_CANCEL]
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rules = []
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for k in self.__sell_rules_dict_cache:
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rule = self.__sell_rules_dict_cache[k]
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if code and code != rule.code:
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continue
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if rule.excuted == 0 and rule.type in types and rule.day == tool.get_now_date_str() and tool.trade_time_sub(
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rule.end_time,
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tool.get_now_time_str()) > 0:
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rules.append(rule)
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return rules
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# 执行卖
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def excuted(self, _id):
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if _id in self.__sell_rules_dict_cache:
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self.__sell_rules_dict_cache[_id].excuted = 1
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self.__mysql_excute_thread_pool.submit(mysql_data.Mysqldb().execute,
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f"update sell_rules r set r.excuted=1 where r._id='{_id}'")
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# 请求卖出锁
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def require_sell_lock(self, _id):
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if _id not in self.__sell_lock_dict:
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self.__sell_lock_dict[_id] = threading.RLock()
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self.__sell_lock_dict[_id].acquire()
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# 释放卖出锁
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def release_sell_lock(self, _id):
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if _id in self.__sell_lock_dict:
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self.__sell_lock_dict[_id].release()
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# 根据ID获取内容
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def get_by_id(self, _id):
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return self.__sell_rules_dict_cache.get(_id)
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if __name__ == "__main__":
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printlog( TradeRuleManager().list_rules("2023-12-01"))
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