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| | | import authority |
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| | | import decimal |
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| | | |
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| | | from trade import trade_gui, l2_trade_util |
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| | | from trade import trade_gui, l2_trade_util, trade_manager |
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| | | from l2.cancel_buy_strategy import L2LimitUpSellStatisticUtil |
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| | | from l2_code_operate import L2CodeOperate |
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| | | from log import logger_juejin_tick, logger_system |
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| | | from trade.trade_data_manager import CodeActualPriceProcessor |
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| | | from trade.trade_queue_manager import JueJinBuy1VolumnManager |
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| | |
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| | | global_data_loader.load_volumn() |
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| | | |
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| | | # 9点25之前删除所有代码 |
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| | | if tool.trade_time_sub(tool.get_now_time_str(), "09:25:00") <= 0: |
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| | | if tool.trade_time_sub(tool.get_now_time_str(), "09:25:00") <= 0 or True: |
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| | | # 删除L2监听代码 |
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| | | gpcode_manager.clear_listen_codes() |
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| | | # 删除首板代码 |
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| | |
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| | | l2_trade_util.WhiteListCodeManager.clear() |
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| | | # 清空想要买 |
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| | | gpcode_manager.WantBuyCodesManager.clear() |
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| | | # 清空分数禁止代码 |
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| | | trade_manager.ForbiddenBuyCodeByScoreManager.clear() |
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| | | |
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| | | # 每日初始化 |
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| | |
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| | | # 今日实时涨停 |
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| | | global_data_loader.add_limit_up_codes([], True) |
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| | | # 主要获取收盘价 |
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| | | get_latest_info(None) |
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| | | __get_latest_info(None) |
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| | | # 获取60天最大量与昨日量 |
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| | | global_util.today_volumn.clear() |
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| | | global_util.max60_volumn.clear() |
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| | |
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| | | t1.start() |
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| | | |
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| | | # 多个时间点获取收盘价 |
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| | | gmapi.schedule(schedule_func=get_latest_info, date_rule='1d', time_rule='08:30:00') |
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| | | gmapi.schedule(schedule_func=get_latest_info, date_rule='1d', time_rule='08:50:00') |
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| | | gmapi.schedule(schedule_func=get_latest_info, date_rule='1d', time_rule='09:28:00') |
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| | | gmapi.schedule(schedule_func=get_current_info, date_rule='1d', time_rule='09:25:00') |
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| | | gmapi.schedule(schedule_func=get_current_info, date_rule='1d', time_rule='09:29:00') |
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| | | gmapi.schedule(schedule_func=__get_latest_info, date_rule='1d', time_rule='08:30:00') |
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| | | gmapi.schedule(schedule_func=__get_latest_info, date_rule='1d', time_rule='08:50:00') |
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| | | gmapi.schedule(schedule_func=__get_latest_info, date_rule='1d', time_rule='09:28:00') |
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| | | gmapi.schedule(schedule_func=__get_current_info, date_rule='1d', time_rule='09:25:00') |
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| | | gmapi.schedule(schedule_func=__get_current_info, date_rule='1d', time_rule='09:29:00') |
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| | | re_subscribe_tick() |
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| | | # re_subscribe_bar() |
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| | | |
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| | | gpcode_manager.init_listen_code_by_pos(client, i) |
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| | | |
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| | | |
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| | | def get_latest_info(context): |
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| | | def __get_latest_info(context): |
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| | | # 初始化内容 |
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| | | clients = authority.get_l2_clients() |
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| | | for c in clients: |
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| | | |
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| | | |
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| | | # 获取最新的信息 |
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| | | def get_current_info(): |
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| | | def __get_current_info(): |
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| | | data = gpcode_manager.get_gp_list() |
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| | | results = JueJinManager.get_gp_current_info(data) |
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| | | logger_juejin_tick.debug("定时获取：{}", results) |
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| | |
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| | | symbol = result['symbol'] |
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| | | # 保存最新价 |
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| | | symbol = symbol.split(".")[1] |
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| | | accpt_price(symbol, price) |
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| | | |
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| | | |
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| | | # 设置收盘价 |
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| | |
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| | | # L2LimitUpMoneyStatisticUtil.verify_num(data_[0], data_[2], data_[1]) |
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| | | |
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| | | # print(tick["created_at"],tick["quotes"][0]["bid_v"]) |
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| | | |
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| | | accpt_price(symbol, price) |
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| | | __prices_now[symbol] = price |
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| | | |
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| | | |
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| | | # 获取到现价 |
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| | | def accpt_price(code, price, price_from="juejin"): |
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| | | return |
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| | | gpcode_manager.set_price(code, price) |
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| | | # 获取收盘价 |
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| | | pricePre = gpcode_manager.get_price_pre(code) |
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| | | if pricePre is not None: |
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| | | rate = round((price - pricePre) * 100 / pricePre, 1) |
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| | | if rate >= 7: |
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| | | logger_juejin_tick.info("{}-{}-{}", code, price, rate) |
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| | | if not gpcode_manager.is_listen_old(code) and not gpcode_manager.is_operate( |
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| | | code) and not gpcode_manager.is_listen_full(): |
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| | | L2CodeOperate.get_instance().add_operate(1, code, "现价变化,rate-{} from-{}".format(rate, price_from)) |
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| | | # 进入监控 |
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| | | elif rate < 5: |
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| | | # 移除监控 |
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| | | if gpcode_manager.is_listen_old(code) and not gpcode_manager.is_operate(code): |
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| | | L2CodeOperate.get_instance().add_operate(0, code, "现价变化,rate-{} from-{}".format(rate, price_from)) |
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| | | |
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| | | |
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| | | # 获取到现价 |
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| | | def accept_prices(prices): |
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| | | # 获取首板代码 |
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| | | first_codes = gpcode_manager.get_first_gp_codes() |
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| | | |
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| | | print("价格代码数量：", len(prices)) |
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| | | |
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| | | __actualPriceProcessor.save_current_price_codes_count(len(prices)) |
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| | | # 采集的代码数量不对 |
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| | | if len(gpcode_manager.get_gp_list()) - len(prices) > 10: |
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| | | return |
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| | | now_str = tool.get_now_time_str() |
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| | | now_strs = now_str.split(":") |
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| | | now_second = int(now_strs[0]) * 60 * 60 + int(now_strs[1]) * 60 + int(now_strs[2]) |
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| | | start = 60 * 60 * 9 + 31 * 60 |
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| | | if False: |
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| | | for d in prices: |
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| | | code, price = d["code"], float(d["price"]) |
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| | | accpt_price(code, price, "ths") |
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| | | else: |
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| | | _code_list = [] |
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| | | _delete_list = [] |
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| | | for d in prices: |
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| | | code, price = d["code"], float(d["price"]) |
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| | | gpcode_manager.set_price(code, price) |
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| | | # 获取收盘价 |
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| | | pricePre = gpcode_manager.get_price_pre(code) |
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| | | if pricePre is not None: |
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| | | rate = round((price - pricePre) * 100 / pricePre, 2) |
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| | | if first_codes and code in first_codes: |
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| | | rate = rate / 2 |
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| | | if rate >= 0: |
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| | | # 暂存涨幅为正的代码 |
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| | | _code_list.append((rate, code)) |
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| | | else: |
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| | | # 暂存涨幅为负的代码 |
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| | | _delete_list.append((rate, code)) |
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| | | try: |
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| | | __actualPriceProcessor.process_rate(code, rate, now_str) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | |
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| | | try: |
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| | | __actualPriceProcessor.save_current_price(code, price, |
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| | | gpcode_manager.get_limit_up_price_by_preprice( |
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| | | pricePre) == tool.to_price( |
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| | | decimal.Decimal(d["price"]))) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | |
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| | | # -------------------------------处理交易位置分配--------------------------------- |
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| | | # 排序 |
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| | | new_code_list = sorted(_code_list, key=lambda e: (e.__getitem__(0), e.__getitem__(1)), reverse=True) |
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| | | # 预填充下单代码 |
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| | | _buy_win_codes = [] |
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| | | for d in new_code_list: |
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| | | _buy_win_codes.append(d[1]) |
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| | | for d in _delete_list: |
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| | | _buy_win_codes.append(d[1]) |
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| | | try: |
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| | | trade_gui.THSBuyWinManagerNew.fill_codes(_buy_win_codes) |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | pass |
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| | | |
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| | | # -------------------------------处理L2监听--------------------------------- |
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| | | |
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| | | client_ids = client_manager.getValidL2Clients() |
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| | | # 最多填充的代码数量 |
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| | | max_count = len(client_ids) * constant.L2_CODE_COUNT_PER_DEVICE |
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| | | if max_count == 0: |
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| | | max_count = constant.L2_CODE_COUNT_PER_DEVICE |
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| | | |
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| | | _delete_list = [] |
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| | | for item in new_code_list: |
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| | | if l2_trade_util.is_in_forbidden_trade_codes(item[1]) or item[0] < 0: |
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| | | _delete_list.append(item) |
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| | | |
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| | | for item in _delete_list: |
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| | | new_code_list.remove(item) |
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| | | # 截取前几个代码填充 |
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| | | add_list = new_code_list[:max_count] |
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| | | # 后面的代码全部删除 |
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| | | _delete_list.extend(new_code_list[max_count:]) |
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| | | |
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| | | add_code_list = [] |
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| | | del_code_list = [] |
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| | | for d in add_list: |
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| | | add_code_list.append(d[1]) |
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| | | |
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| | | for d in _delete_list: |
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| | | del_code_list.append(d[1]) |
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| | | |
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| | | # 后面的代码数量 |
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| | | # 先删除应该删除的代码 |
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| | | for code in del_code_list: |
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| | | if gpcode_manager.is_listen_old(code): |
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| | | # 判断是否在监听里面 |
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| | | L2CodeOperate.get_instance().add_operate(0, code, "现价变化") |
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| | | # 增加应该增加的代码 |
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| | | for code in add_code_list: |
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| | | if not gpcode_manager.is_listen_old(code): |
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| | | L2CodeOperate.get_instance().add_operate(1, code, "现价变化") |
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| | | |
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| | | # 获取卡位数量 |
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| | | free_count = gpcode_manager.get_free_listen_pos_count() |
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| | | if free_count < 2: |
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| | | # 空闲位置不足 |
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| | | listen_codes = gpcode_manager.get_listen_codes() |
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| | | for code in listen_codes: |
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| | | if not gpcode_manager.is_in_gp_pool(code): |
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| | | client_id, pos = gpcode_manager.get_listen_code_pos(code) |
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| | | gpcode_manager.set_listen_code_by_pos(client_id, pos, "") |
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| | | free_count += 1 |
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| | | if free_count > 2: |
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| | | break |
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| | | |
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| | | print(add_code_list, del_code_list) |
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| | | |
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| | | |
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| | | def on_bar(context, bars): |
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| | | print("on_bar", bars) |
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| | |
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| | | elif action == 'accpt_price': |
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| | | try: |
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| | | datas = jsonValue["data"] |
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| | | for data in datas: |
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| | | accpt_price(data["code"], float(data["price"])) |
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| | | # for data in datas: |
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| | | # accpt_price(data["code"], float(data["price"])) |
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| | | except Exception as e: |
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| | | print(str(e)) |
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| | | |
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| | |
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| | | return gmapi.get_trading_dates("SHSE", start_date, end_date) |
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| | | |
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| | | |
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| | | def trade(code, volume): |
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| | | account_id, s_id, token = getAccountInfo() |
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| | | gmapi.set_token(token) |
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| | | gmapi.set_account_id(account_id) |
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| | | result = gmapi.order_volume(symbol=code, volume=volume, side=gmapi.OrderSide_Sell, |
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| | | order_type=gmapi.OrderType_Market, position_effect=gmapi.PositionEffect_Close) |
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| | | print(result) |
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| | | |
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| | | |
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| | | # 获取近90天的最大量与最近的量 |
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| | | def get_volumns(codes): |
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| | | end = datetime.datetime.now() |
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| | |
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| | | return max_volume, max_volume, max_volume_date.strftime("%Y-%m-%d") |
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| | | |
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| | | |
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| | | # 是否有涨停 |
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| | | def is_have_limit_up(datas): |
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| | | for i in range(len(datas)): |
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| | | item = datas[i] |
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| | | limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"])) |
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| | | if abs(limit_up_price - item["close"]) < 0.01: |
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| | | return True |
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| | | return False |
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| | | |
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| | | |
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| | | # 首板涨停溢价率 |
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| | | def get_limit_up_money_percent(datas): |
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| | | datas.sort(key=lambda x: x["bob"]) |
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| | | first_rate_list = [] |
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| | | for i in range(0, len(datas)): |
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| | | item = datas[i] |
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| | | limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"])) |
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| | | if abs(limit_up_price - item["close"]) < 0.001 and abs( |
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| | | limit_up_price - datas[i - 1]["close"]) >= 0.001 and 0 < i < len(datas) - 1: |
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| | | # 首板涨停 |
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| | | rate = (datas[i + 1]["high"] - datas[i + 1]["pre_close"]) / datas[i + 1]["pre_close"] |
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| | | first_rate_list.append(rate) |
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| | | if not first_rate_list: |
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| | | return 1 |
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| | | count = 0 |
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| | | for rate in first_rate_list: |
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| | | if rate >= 0.01: |
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| | | count += 1 |
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| | | return count / len(first_rate_list) |
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| | | |
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| | | |
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| | | # 根据涨幅高低分配交易窗口 |
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| | | def distribute_buy_win(): |
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| | | if tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") > 0: |
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| | | raise Exception("只能9:30之前重新分配窗口") |
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| | | |
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| | | datas = JueJinManager.get_codes_limit_rate(gpcode_manager.get_gp_list()) |
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| | | matrix = numpy.array(datas) |
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| | | codes = matrix[:, 0].tolist() |
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| | | trade_gui.THSBuyWinManagerNew.fill_codes(codes) |
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| | | |
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| | | |
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| | | if __name__ == '__main__': |
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| | | print(JueJinManager.get_trading_dates("2023-03-01", "2023-03-29")) |
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| | | init_data() |
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