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2023-01-06 59fba698b03a51a8da5b56a919ebbf94d4784f74 
 juejin.py


@@ -1,26 +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


@@ -39,17 +57,60 @@


    return account_id, strategy_id, token






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_data_loader.load_industry()


    # 载入代码自由流通市值


    global_data_loader.load_zyltgb()


    # 载入量


    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")


    # 载入行业股票代码


    global_util.load_industry()


    # 载入代码自由流通市值


    global_util.load_zyltgb()




    # 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.today_volumn.clear()


    global_util.max60_volumn.clear()


    global_util.yesterday_volumn.clear()


    volumn_dict = get_volumns(codes)


    for key in volumn_dict:


        code_volumn_manager.set_histry_volumn(key, volumn_dict[key][0], volumn_dict[key][1])


    # 清除大单数据


    global_util.big_money_num.clear()


    # 初始化大单数据


    for code in codes:


        big_money_num_manager.add_num(code, 0)


        big_money_num_manager.expire(code)


    # 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():


@@ -63,8 +124,9 @@


    # 订阅浦发银行, bar频率为一天和一分钟


    # 订阅订阅多个频率的数据，可多次调用subscribe


    # 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("09:15:00").do(everyday_init)


    t1 = threading.Thread(target=lambda: __run_schedule())


    # 后台运行


    t1.setDaemon(True)


@@ -141,13 +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


    test = False


    if (start1 < relative_timestamp < end1 or start2 < relative_timestamp < end2) or test:


    if (start1 < relative_timestamp < end1 or start2 < relative_timestamp < end2) or constant.TEST:


        symbol = tick['symbol']


        price = tick['price']


        # print(symbol,price)


@@ -157,28 +218,135 @@




        # 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)


    if pricePre is not None:


        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(


            logger_juejin_tick.info("{}-{}-{}", code, price, rate)


            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):


                L2CodeOperate.get_instance().add_operate(0, code,"现价变化")


            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):


@@ -258,6 +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()


@@ -282,22 +461,21 @@


                            start_time="{:%Y-%m-%d}".format(start),


                            fields="symbol,volume,eob",


                            end_time="{:%Y-%m-%d}".format(end))


    print(len(results))


    _fresult = {}




    for result in results:


        code = result["symbol"].split(".")[1]


        volumn = int(result["volume"])


        day = "{:%Y-%m-%d}".format(result["eob"])


        if _fresult.get(code) is None:


            _fresult[code] = {"max_volumn": volumn, "latest_volumn": volumn}




        if volumn > _fresult[code]["max_volumn"]:


            _fresult[code]["max_volumn"] = volumn;


        _fresult[code]["latest_volumn"] = volumn;


        if _fresult.get(code) is None:


            _fresult[code] = (volumn, volumn)




        if volumn > _fresult[code][0]:


            _fresult[code] = (volumn, _fresult[code][1])


        _fresult[code] = (_fresult[code][0], volumn)


    return _fresult






if __name__ == '__main__':


    _fresult=get_volumns(["000333","002531"])


    print(_fresult)


    everyday_init()