gp-server.git - Gitblit

			@@ -1,28 +1,44 @@
			"""
			掘金
			"""

			from __future__ import print_function, absolute_import

			import datetime
			import json
			import logging
			import time as t
			import schedule

			import gm.api as gmapi

			import big_money_num_manager
			import client_manager
			import code_volumn_manager
			import constant
			import global_data_loader
			import global_util
			import gpcode_manager
			import threading

			import l2_trade_util
			import server
			import tool

			import redis_manager
			import authority
			import decimal
			from l2_code_operate import L2CodeOperate
			from log import logger_juejin_tick, logger_system

			redisManager = redis_manager.RedisManager()
			import trade_gui
			from l2_code_operate import L2CodeOperate
			import l2_data_manager_new
			from log import logger_juejin_tick, logger_system
			from trade_data_manager import CodeActualPriceProcessor
			from trade_queue_manager import JueJinBuy1VolumnManager

			redisManager = redis_manager.RedisManager(0)
			__jueJinBuy1VolumnManager = JueJinBuy1VolumnManager()
			__actualPriceProcessor = CodeActualPriceProcessor()


			# 设置账户信息
			@@ -42,21 +58,34 @@


			def init_data():
			# 删除之前的分钟级大单撤单数据
			l2_data_manager_new.SecondAverageBigNumComputer.clear_data()
			l2_data_manager_new.AverageBigNumComputer.clear_data()
			# 删除所有的涨停卖数据
			l2_data_manager_new.L2LimitUpSellStatisticUtil.clear()
			# 重置所有的大单数据
			big_money_num_manager.reset_all()
			# 清除水下捞数据
			__actualPriceProcessor.clear_under_water_data()
			# 载入行业股票代码
			global_util.load_industry()
			global_data_loader.load_industry()
			# 载入代码自由流通市值
			global_util.load_zyltgb()
			global_data_loader.load_zyltgb()
			# 载入量
			global_util.load_volumn()
			global_data_loader.load_volumn()


			# 每日初始化
			def everyday_init():
			# 交易時間不能做初始化
			if not tool.is_init_time():
			raise Exception("交易时间不能初始化")

			codes = gpcode_manager.get_gp_list()
			logger_system.info("每日初始化")

			# 今日实时涨停
			global_util.add_limit_up_codes([], True)
			global_data_loader.add_limit_up_codes([], True)
			# 主要获取收盘价
			get_latest_info(None)
			# 获取60天最大量与昨日量
			@@ -75,6 +104,13 @@
			# 清除涨停时间
			global_util.limit_up_time.clear()
			init_data()
			# 初始化同花顺主站
			l2_clients = client_manager.getValidL2Clients()
			for client in l2_clients:
			try:
			server.repair_ths_main_site(client)
			except Exception as e:
			pass


			def __run_schedule():
			@@ -90,8 +126,7 @@
			# 获取需要监听的股票
			init_data()
			logger_system.info("掘金初始化")
			schedule.every().day.at("09:00:00").do(everyday_init)
			schedule.every().day.at("14:37:00").do(everyday_init)
			schedule.every().day.at("09:15:00").do(everyday_init)
			t1 = threading.Thread(target=lambda: __run_schedule())
			# 后台运行
			t1.setDaemon(True)
			@@ -168,12 +203,12 @@
			# print(tick["created_at"])
			relative_timestamp = t.time() % (24 * 60 * 60) + 8 * 60 * 60
			# 9点20-15:05接受数据
			start1 = 60 * 60 * 9 + 24 * 60;
			end1 = 60 * 60 * 11 + 35 * 60;
			start2 = 60 * 60 * 12 + 50 * 60;
			end2 = 60 * 60 * 15 + 5 * 60;
			start1 = 60 * 60 * 9 + 31 * 60
			end1 = 60 * 60 * 11 + 35 * 60
			start2 = 60 * 60 * 12 + 50 * 60
			end2 = 60 * 60 * 15 + 5 * 60
			# TODO 测试
			if (start1 < relative_timestamp < end1 or start2 < relative_timestamp < end2) or global_util.TEST:
			if (start1 < relative_timestamp < end1 or start2 < relative_timestamp < end2) or constant.TEST:
			symbol = tick['symbol']
			price = tick['price']
			# print(symbol,price)
			@@ -183,13 +218,26 @@

			# 保存最新价
			symbol = symbol.split(".")[1]
			JueJinManager.add_listen_code(symbol)
			time_ = tick["created_at"].strftime("%H:%M:%S")
			data_ = (symbol, time_, tick["quotes"][0]["bid_v"], tick["quotes"][0]["bid_p"])
			logger_juejin_tick.info("买1量 {},{},{},{}", data_[1], data_[0], data_[2],
			data_[3])
			# 暂时不采用
			# need_sync = __jueJinBuy1VolumnManager.save(data_[0], data_[1], data_[2], data_[3])
			# if need_sync:
			# # 同步数据
			# L2LimitUpMoneyStatisticUtil.verify_num(data_[0], data_[2], data_[1])

			# print(tick["created_at"],tick["quotes"][0]["bid_v"])

			accpt_price(symbol, price)
			__prices_now[symbol] = price


			# 获取到现价
			def accpt_price(code, price):
			def accpt_price(code, price, price_from="juejin"):
			return
			gpcode_manager.set_price(code, price)
			# 获取收盘价
			pricePre = gpcode_manager.get_price_pre(code)
			@@ -197,14 +245,108 @@
			rate = round((price - pricePre) * 100 / pricePre, 1)
			if rate >= 7:
			logger_juejin_tick.info("{}-{}-{}", code, price, rate)
			if not gpcode_manager.is_listen(code) and not gpcode_manager.is_operate(
			if not gpcode_manager.is_listen_old(code) and not gpcode_manager.is_operate(
			code) and not gpcode_manager.is_listen_full():
			L2CodeOperate.get_instance().add_operate(1, code, "现价变化")
			L2CodeOperate.get_instance().add_operate(1, code, "现价变化,rate-{} from-{}".format(rate, price_from))
			# 进入监控
			elif rate < 5:
			# 移除监控
			if gpcode_manager.is_listen(code) and not gpcode_manager.is_operate(code):
			if gpcode_manager.is_listen_old(code) and not gpcode_manager.is_operate(code):
			L2CodeOperate.get_instance().add_operate(0, code, "现价变化,rate-{} from-{}".format(rate, price_from))


			# 获取到现价
			def accpt_prices(prices):
			print("价格代码数量：", len(prices))
			__actualPriceProcessor.save_current_price_codes_count(len(prices))
			# 采集的代码数量不对
			if len(gpcode_manager.get_gp_list()) - len(prices) > 2:
			return
			now_str = datetime.datetime.now().strftime("%H:%M:%S")
			now_strs = now_str.split(":")
			now_second = int(now_strs[0]) * 60 * 60 + int(now_strs[1]) * 60 + int(now_strs[2])
			start = 60 * 60 * 9 + 31 * 60
			if False:
			for d in prices:
			code, price = d["code"], float(d["price"])
			accpt_price(code, price, "ths")
			else:
			_code_list = []
			_delete_list = []
			for d in prices:
			code, price = d["code"], float(d["price"])
			gpcode_manager.set_price(code, price)
			# 获取收盘价
			pricePre = gpcode_manager.get_price_pre(code)
			if pricePre is not None:
			rate = round((price - pricePre) * 100 / pricePre, 2)
			if rate >= 0:
			# 暂存涨幅为正的代码
			_code_list.append((rate, code))
			else:
			# 暂存涨幅为负的代码
			_delete_list.append((rate, code))
			try:
			__actualPriceProcessor.process_rate(code, rate, now_str)
			except Exception as e:
			logging.exception(e)

			try:
			__actualPriceProcessor.save_current_price(code, price,
			gpcode_manager.get_limit_up_price_by_preprice(
			pricePre) == tool.to_price(
			decimal.Decimal(d["price"])))
			except Exception as e:
			logging.exception(e)

			# 排序
			new_code_list = sorted(_code_list, key=lambda e: e.__getitem__(0), reverse=True)
			# 预填充下单代码
			_buy_win_codes = []
			for d in new_code_list:
			_buy_win_codes.append(d[1])
			for d in _delete_list:
			_buy_win_codes.append(d[1])
			try:
			trade_gui.THSBuyWinManagerNew.fill_codes(_buy_win_codes)
			except Exception as e:
			logging.exception(e)
			pass

			client_ids = client_manager.getValidL2Clients()
			# 最多填充的代码数量
			max_count = len(client_ids) * 8
			if max_count == 0:
			max_count = 8
			# 截取前几个代码填充
			add_list = new_code_list[:max_count]
			# 后面的代码全部删除
			_delete_list.extend(new_code_list[max_count:])

			add_code_list = []
			del_list = []
			for d in add_list:
			add_code_list.append(d[1])

			for d in _delete_list:
			del_list.append(d[1])

			# 后面的代码数量
			# 先删除应该删除的代码
			for code in del_list:
			if gpcode_manager.is_listen_old(code):
			# 判断是否在监听里面
			L2CodeOperate.get_instance().add_operate(0, code, "现价变化")
			# 增加应该增加的代码
			for code in add_code_list:
			if not gpcode_manager.is_listen_old(code):
			if not l2_trade_util.is_in_forbidden_trade_codes(code):
			L2CodeOperate.get_instance().add_operate(1, code, "现价变化")
			else:
			if l2_trade_util.is_in_forbidden_trade_codes(code):
			L2CodeOperate.get_instance().add_operate(0, code, "现价变化")

			print(add_code_list, del_list)


			def on_bar(context, bars):
			@@ -284,6 +426,17 @@
			def stop(self):
			gmapi.stop()

			@classmethod
			def add_listen_code(cls, code):
			redis = redisManager.getRedis()
			redis.setex("juejin_listen_code-{}".format(code), 20, "1")

			@classmethod
			def get_listen_codes_lenth(cls):
			redis = redisManager.getRedis()
			keys = redis.keys("juejin_listen_code-*")
			return len(keys)


			def trade(code, volume):
			account_id, s_id, token = getAccountInfo()