| | |
|---|
| | | import gm.api as gmapi |
|---|
| | | |
|---|
| | | import big_money_num_manager |
|---|
| | | import client_manager |
|---|
| | | import code_volumn_manager |
|---|
| | | import data_process |
|---|
| | | import constant |
|---|
| | | import global_data_loader |
|---|
| | | import global_util |
|---|
| | | import gpcode_manager |
|---|
| | | import threading |
|---|
| | | |
|---|
| | | import l2_trade_util |
|---|
| | | import server |
|---|
| | | import tool |
|---|
| | | |
|---|
| | |
|---|
| | | |
|---|
| | | import trade_gui |
|---|
| | | from l2_code_operate import L2CodeOperate |
|---|
| | | from l2_data_manager import L2LimitUpMoneyStatisticUtil |
|---|
| | | 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() |
|---|
| | | redisManager = redis_manager.RedisManager(0) |
|---|
| | | __jueJinBuy1VolumnManager = JueJinBuy1VolumnManager() |
|---|
| | | __actualPriceProcessor = CodeActualPriceProcessor() |
|---|
| | | |
|---|
| | | |
|---|
| | | # 设置账户信息 |
|---|
| | |
|---|
| | | |
|---|
| | | |
|---|
| | | 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 |
|---|
| | |
|---|
| | | global_util.limit_up_time.clear() |
|---|
| | | init_data() |
|---|
| | | # 初始化同花顺主站 |
|---|
| | | l2_clients = data_process.getValidL2Clients() |
|---|
| | | l2_clients = client_manager.getValidL2Clients() |
|---|
| | | for client in l2_clients: |
|---|
| | | server.repair_ths_main_site(client) |
|---|
| | | try: |
|---|
| | | server.repair_ths_main_site(client) |
|---|
| | | except Exception as e: |
|---|
| | | pass |
|---|
| | | |
|---|
| | | |
|---|
| | | def __run_schedule(): |
|---|
| | |
|---|
| | | 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) |
|---|
| | |
|---|
| | | |
|---|
| | | # 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"]) |
|---|
| | | 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]) |
|---|
| | | 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]) |
|---|
| | | # 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"]) |
|---|
| | | |
|---|
| | |
|---|
| | | 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,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]) |
|---|
| | |
|---|
| | | 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 |
|---|
| | |
|---|
| | | logging.exception(e) |
|---|
| | | pass |
|---|
| | | |
|---|
| | | client_ids = data_process.getValidL2Clients() |
|---|
| | | client_ids = client_manager.getValidL2Clients() |
|---|
| | | # 最多填充的代码数量 |
|---|
| | | max_count = len(client_ids) * 8 |
|---|
| | | if max_count == 0: |
|---|
| | |
|---|
| | | # 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(code): |
|---|
| | | 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(code): |
|---|
| | | L2CodeOperate.get_instance().add_operate(1, code, "现价变化") |
|---|
| | | 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 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() |
|---|
