接口输出当前与昨日的量比

Administrator

2024-10-29 36af72cafac5c5720da53aaa62d159eabfc59a1a

 trade/trade_strategy.py

@@ -10,6 +10,7 @@
from code_atrribute import gpcode_manager, history_k_data_util
from code_atrribute.gpcode_manager import CodesNameManager
from code_atrribute.history_k_data_util import HistoryKDatasUtils
from code_atrribute.position_code_data_manager import PositionCodeDataManager
from huaxin_client.client_network import SendResponseSkManager
from huaxin_client.l2_data_transform_protocol import L2DataCallBack
from l2 import l2_data_util
@@ -78,7 +79,7 @@
                if direction == 2:
                    # price_type: 0-价格笼子 1-跌停价  2-涨停价 3-现价 4-买5价
                    async_log_util.info(logger_trade, f"API卖: 接收数据-{data}")
                    current_price = L1DataProcessor.get_l1_current_price(code)
                    current_price = PositionCodeDataManager.get_l1_current_price(code)
                    if current_price is None:
                        results = history_k_data_util.HistoryKDatasUtils.get_gp_current_info([code])
                        if results:
@@ -115,12 +116,12 @@
                        else:
                            # 开盘之后
                            # 没有传入价格,以最新价买入
                            current_price = L1DataProcessor.get_l1_current_price(code)
                            current_price = PositionCodeDataManager.get_l1_current_price(code)
                            if not current_price:
                                raise Exception("尚未获取到现价")
                            # 获取买1金额
                            price = round(float(current_price), 2)
                            buy1_info = L1DataProcessor.current_buy1_dict.get(code)
                            buy1_info = PositionCodeDataManager.get_l1_current_buy1_data(code)
                            if buy1_info and buy1_info[0] * buy1_info[1] > 50 * 10000:
                                # 如果买1在50w以上就加一档
                                price += 0.01
@@ -223,7 +224,7 @@
                    fdata["code_info"] = (code, name)

            # 有现价就获取现价
            current_price = L1DataProcessor.get_l1_current_price(code)
            current_price = PositionCodeDataManager.get_l1_current_price(code)
            pre_close_price = gpcode_manager.get_price_pre_cache(code)
            if current_price:
                fdata["cost_price"] = current_price
@@ -271,8 +272,13 @@
                        continue
                    # 获取现价
                    fdata = {"code": code_, "code_name": code_name, "total": d["prePosition"],
                             "available": d["availablePosition"], "cost_price": d["historyPosPrice"]}
                    current_price = L1DataProcessor.get_l1_current_price(code_)
                             "available": d["availablePosition"], "cost_price": d["historyPosPrice"], "volume_rate": 0}

                    current_volume, pre_volume = PositionCodeDataManager.get_l1_current_volume(
                        code_), PositionCodeDataManager.get_pre_volume(code_)
                    if current_volume and pre_volume and pre_volume > 0:
                        fdata["volume_rate"] = round(current_volume / pre_volume, 2)
                    current_price = PositionCodeDataManager.get_l1_current_price(code_)
                    if current_price:
                        fdata["cost_price"] = current_price
                    fdatas.append(fdata)
@@ -387,8 +393,6 @@


class L1DataProcessor:
    __current_price_dict = {}
    current_buy1_dict = {}
    # L1数据更新时间
    __l1_data_update_time_dict = {}

@@ -407,7 +411,7 @@
        data = data_json["data"]
        request_id = data_json["request_id"]
        datas = data["data"]
        cls.__save_l1_current_price(datas)
        PositionCodeDataManager.set_current_l1_datas(datas)
        cls.process_for_sell(datas)

    @classmethod
@@ -465,21 +469,6 @@
                                    logger_debug.exception(e)
                                finally:
                                    TradeRuleManager().release_sell_lock(r.id_)

    # 获取L1现价
    @classmethod
    def get_l1_current_price(cls, code):
        return cls.__current_price_dict.get(code)

    # 保存现价
    @classmethod
    def __save_l1_current_price(cls, datas):
        for d in datas:
            code = d[0]
            # 格式 (代码,现价,涨幅,量,更新时间,买1价格,买1量)
            price = d[1]
            cls.__current_price_dict[code] = price
            cls.current_buy1_dict[code] = (d[5], d[6])


# 读取L1的数据