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| | | import hashlib |
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| | | import json |
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| | | import logging |
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| | | import multiprocessing |
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| | | import queue |
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| | | import random |
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| | | import socket |
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| | | import threading |
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| | | import time |
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| | | |
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| | | import requests |
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| | | import schedule |
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| | | |
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| | | import constant |
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| | |
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| | | from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer |
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| | | from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util |
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| | | from code_attribute.code_l1_data_manager import L1DataManager |
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| | | from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, GreenListCodeManager |
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| | | from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \ |
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| | | WantBuyCodesManager |
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| | | from huaxin_client import l2_data_transform_protocol |
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| | | from huaxin_client.trade_transform_protocol import TradeResponse |
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| | | from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \ |
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| | | from log_module import async_log_util, log_export |
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| | | from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \ |
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| | | hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \ |
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| | | logger_system, logger_trade, logger_local_huaxin_l1_trade_info, logger_l2_codes_subscript, logger_l2_radical_buy |
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| | | logger_system, logger_trade, logger_l2_radical_buy |
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| | | from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager |
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| | | from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RealTimeKplMarketData |
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| | | from third_data.history_k_data_util import JueJinApi |
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| | | from trade import l2_trade_util, \ |
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| | | trade_data_manager, trade_constant, buy_open_limit_up_strategy |
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| | | from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy, block_special_codes_manager |
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| | | from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy |
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| | | from trade.buy_money_count_setting import BuyMoneyAndCountSetting, BuyMoneyUtil |
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| | | |
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| | | from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_data_update, \ |
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| | | huaxin_trade_record_manager, huaxin_sell_util |
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| | | huaxin_trade_record_manager |
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| | | from api.outside_api_command_callback import OutsideApiCommandCallback |
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| | | from trade.huaxin.huaxin_trade_record_manager import DelegateRecordManager |
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| | | from trade.order_statistic import DealAndDelegateWithBuyModeDataManager |
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| | |
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| | | finally: |
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| | | cls.__updating_jx_blocks_codes.discard(code_) |
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| | | |
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| | | def pull_pre_deal_big_orders(code_): |
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| | | response_data = requests.get( |
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| | | "http://127.0.0.1:9005/get_big_buy_order_list?code=" + code_) |
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| | | r_str = response_data.text |
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| | | response_data = json.loads(r_str) |
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| | | if response_data["code"] == 0: |
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| | | datas = response_data["data"] |
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| | | logger_debug.info(f"拉取炸板前成交的大单：{code_}-{datas}") |
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| | | if datas: |
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| | | RadicalBigOrderThresholdManager().set_big_deal_order_list(code_, datas, gpcode_manager.get_limit_up_price_as_num(code_)) |
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| | | time_str = f"{data['dataTimeStamp']}" |
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| | | if time_str.startswith("9"): |
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| | |
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| | | L2MarketSellManager().set_current_total_sell_data(code, time_str, |
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| | | data["totalAskVolume"] * data["avgAskPrice"], |
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| | | data["totalAskVolume"], sell_1_info, data.get("sell")) |
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| | | # 炸板 |
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| | | if sell_1_info and sell_1_info[1] > 0: |
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| | | if RadicalBigOrderThresholdManager().is_need_update(code): |
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| | | # 炸板更新数据 |
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| | | cls.__sell_thread_pool.submit( |
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| | | lambda: radical_buy_data_manager.pull_pre_deal_big_orders(code)) |
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| | | |
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| | | if data["sell"] and len(data["sell"]) > 1 and data["sell"][1][1] > 0: |
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| | | # 出现卖二 |
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| | | radical_buy_strategy.clear_data(code, force=True) |
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| | | if RadicalBigOrderThresholdManager().is_need_update(code): |
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| | | # 炸板更新数据 |
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| | | cls.__sell_thread_pool.submit( |
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| | | lambda: pull_pre_deal_big_orders(code)) |
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| | | |
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| | | |
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| | | # 设置扫入数据 |
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| | | RadicalCodeMarketInfoManager().set_market_info(code, time_str, round(float(limit_up_price), 2), data["buy"][0], |
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| | |
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| | | # 判断今日扫入的代码数量是否大于阈值 |
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| | | radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting() |
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| | | MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0] |
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| | | if not GreenListCodeManager().is_in_cache(code): |
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| | | if not WantBuyCodesManager().is_in_cache(code): |
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| | | # 加绿不判断板块是否成交 |
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| | | if len(deal_codes) >= MAX_COUNT: |
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| | | async_log_util.info(logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}") |
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| | |
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| | | buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b), |
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| | | in_blocks.index(b) if b in in_blocks else -1) for b in buy_blocks] |
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| | | if result_by_volume[0] != radical_buy_strategy.BUY_MODE_NONE: |
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| | | if not GreenListCodeManager().is_in_cache(code): |
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| | | if not WantBuyCodesManager().is_in_cache(code): |
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| | | # 加绿的不需要判断如下问题 |
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| | | if tool.get_now_time_as_int() < 93100: |
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| | | radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code) |
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