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| | | from l2.huaxin import huaxin_target_codes_manager, l2_huaxin_util |
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| | | from l2.huaxin.huaxin_target_codes_manager import HuaXinL1TargetCodesManager |
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| | | from l2.l2_data_manager import TradePointManager, OrderBeginPosInfo |
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| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
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| | | from l2.l2_data_util import L2DataUtil |
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| | | from l2.l2_sell_manager import L2MarketSellManager |
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| | | from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager, BigOrderDealManager |
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| | | huaxin_trade_record_manager, huaxin_sell_util |
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| | | from api.outside_api_command_callback import OutsideApiCommandCallback |
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| | | from trade.sell.sell_rule_manager import TradeRuleManager |
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| | | from trade.trade_data_manager import RadicalBuyDealCodesManager |
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| | | from trade.trade_manager import CodesTradeStateManager |
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| | | from utils import socket_util, middle_api_protocol, tool, huaxin_util, global_util |
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| | | if huaxin_util.is_deal(order_status): |
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| | | if int(str(data["direction"])) == huaxin_util.TORA_TSTP_D_Buy: |
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| | | l2_trade_util.forbidden_trade(data["securityID"], msg="已成交", force=True) |
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| | | RadicalBuyDealCodesManager().add_deal_code(data["securityID"]) |
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| | | # 成交，更新成交列表与资金列表 |
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| | | huaxin_trade_data_update.add_deal_list() |
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| | | huaxin_trade_data_update.add_money_list() |
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| | | class MyL2TradeSingleCallback(L2TradeSingleCallback): |
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| | | # 积极买板块计算结果缓存：{"code",(有效时间, 结果)} |
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| | | __radical_buy_by_blocks_result_cache = {} |
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| | | |
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| | | def OnTradeSingle(self, code, big_buy_order_count, _type, data): |
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| | | # 只处理深证的票 |
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| | | try: |
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| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | |
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| | | def OnLimitUpActiveBuy(self, code, huaxin_timestamp): |
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| | | def OnLimitUpActiveBuy(self, code, huaxin_timestamp, buy_no): |
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| | | try: |
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| | | # 判断最近60个交易日有无涨停 |
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| | | # 判断昨日是否涨停过 |
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| | | async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{huaxin_timestamp}") |
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| | | deal_codes = RadicalBuyDealCodesManager().get_deal_codes() |
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| | | if len(deal_codes) >= 2: |
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| | | async_log_util.info(logger_l2_radical_buy, f"成交代码个数大于2个：{code}-{deal_codes}") |
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| | | return |
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| | | if code in deal_codes: |
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| | | async_log_util.info(logger_l2_radical_buy, f"该代码已经成交：{code}") |
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| | | return |
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| | | |
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| | | k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) |
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| | | if k_format and k_format[13] and not k_format[14]: |
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| | | # 判断是否有大单，判断最近的主动买占了总买额的多少 |
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| | | refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time( |
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| | | huaxin_timestamp)) |
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| | | async_log_util.info(logger_l2_radical_buy, f"参考总卖额：{code}-{refer_sell_data}") |
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| | | refer_sell_time = refer_sell_data[0] |
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| | | # 获取最近的主动买成交量 |
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| | | deal_infos = HuaXinSellOrderStatisticManager.get_latest_6s_active_buy_deal_volumes(code) |
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| | | async_log_util.info(logger_l2_radical_buy, f"最近主动买成交：{code}-{deal_infos}") |
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| | | if refer_sell_data: # and refer_sell_data[1] > 100 * 1e4: |
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| | | # 总卖额要大于100w |
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| | | deal_volume = 0 |
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| | | for i in range(0, len(deal_infos)): |
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| | | # >=统计到的总卖 |
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| | | if int(refer_sell_time.replace(":", "")) > int(deal_infos[i][0].replace(":", "")): |
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| | | break |
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| | | deal_volume += deal_infos[i][1] |
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| | | async_log_util.info(logger_l2_radical_buy, f"成交量：{deal_volume}/{refer_sell_data[2]}") |
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| | | # 判断参考时间之后是否有大单成交 |
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| | | big_deal_money_list = BigOrderDealManager().get_total_buy_money_list(code) |
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| | | if len(big_deal_money_list) > 0 or True: |
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| | | # 有大单成交 |
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| | | yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() |
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| | | if yesterday_codes is None: |
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| | | yesterday_codes = set() |
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| | | result = RadicalBuyBlockManager.is_radical_buy(code, yesterday_codes) |
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| | | if result[0]: |
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| | | if refer_sell_data[1] < 500 * 1e4: |
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| | | async_log_util.info(logger_l2_radical_buy, f"不能扫：{code}-总卖额偏少{refer_sell_data[1]}/500w") |
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| | | else: |
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| | | async_log_util.info(logger_l2_radical_buy, f"可以扫：{code}-{result}") |
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| | | async_log_util.info(logger_l2_radical_buy, f"计算板块结果：{code}-{result}") |
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| | | # 获取激进买的板块 |
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| | | result = self.__radical_buy_by_blocks_result_cache.get(code) |
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| | | if not result or result[0] < time.time(): |
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| | | yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() |
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| | | if yesterday_codes is None: |
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| | | yesterday_codes = set() |
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| | | result = RadicalBuyBlockManager.is_radical_buy(code, yesterday_codes) |
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| | | async_log_util.info(logger_l2_radical_buy, f"计算板块结果：{code}-{result}") |
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| | | self.__radical_buy_by_blocks_result_cache[code] = (time.time() + 3, result) |
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| | | else: |
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| | | # 取缓存 |
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| | | result = result[1] |
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| | | |
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| | | if result[0]: |
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| | | # 有可以扫的板块 |
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| | | # 判断最近的主动买占了总买额的多少 |
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| | | refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time( |
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| | | huaxin_timestamp)) |
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| | | async_log_util.info(logger_l2_radical_buy, f"参考总卖额：{code}-{refer_sell_data}") |
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| | | if refer_sell_data: |
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| | | # 如果总卖额大于500w，成交到一半就直接扫 |
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| | | if refer_sell_data[1] >= 500 * 1e4: |
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| | | refer_sell_time = refer_sell_data[0] |
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| | | # 获取最近的主动买成交量 |
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| | | deal_infos = HuaXinSellOrderStatisticManager.get_latest_6s_active_buy_deal_volumes(code) |
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| | | async_log_util.info(logger_l2_radical_buy, f"最近主动买成交：{code}-{deal_infos}") |
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| | | # 总卖额要大于100w |
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| | | deal_volume = 0 |
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| | | for i in range(0, len(deal_infos)): |
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| | | # >=统计到的总卖 |
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| | | if int(refer_sell_time.replace(":", "")) > int(deal_infos[i][0].replace(":", "")): |
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| | | break |
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| | | deal_volume += deal_infos[i][1] |
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| | | async_log_util.info(logger_l2_radical_buy, f"成交量：{deal_volume}/{refer_sell_data[2]}") |
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| | | deal_rate = round(deal_volume / refer_sell_data[2], 2) |
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| | | if deal_rate > 0.5: |
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| | | # 判断参考时间之后是否有大单成交 |
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| | | # big_deal_money_list = BigOrderDealManager().get_total_buy_money_list(code) |
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| | | # 成交比例大于50% |
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| | | total_datas = l2_data_util.local_today_datas.get(code) |
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| | | buy_single_index, buy_exec_index = total_datas[-1]["index"], total_datas[-1]["index"] |
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| | | buy_volume_rate = L2TradeDataProcessor.volume_rate_info[code][0] |
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| | | sell_info = (refer_sell_data[0], refer_sell_data[0]) |
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| | | threshold_money = 0 |
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| | | order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index, |
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| | | buy_exec_index=buy_exec_index, |
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| | | buy_compute_index=buy_exec_index, |
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| | | num=deal_volume // 100, count=1, |
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| | | max_num_set=set(), |
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| | | buy_volume_rate=buy_volume_rate, |
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| | | mode=OrderBeginPosInfo.MODE_RADICAL, |
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| | | mode_desc="激进买入", |
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| | | sell_info=sell_info, |
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| | | threshold_money=threshold_money) |
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| | | L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info) |
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| | | L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"], True) |
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| | | else: |
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| | | # L2委托有大单就扫 |
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| | | # 记录买入信号, 3s内有效 |
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| | | RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = ( |
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| | | time.time() + 3, buy_no) |
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| | | else: |
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| | | volume_rate = code_volumn_manager.get_volume_rate(code) |
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| | | async_log_util.info(logger_l2_radical_buy, f"图形不符合要求：{code},量比：{volume_rate}") |
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