激进买入完善

Administrator

2024-08-30 7ca9e90febd61dbcc5357349294affe95ea04105

 servers/huaxin_trade_server.py

@@ -16,7 +16,7 @@
import constant
import outside_api_command_manager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util
from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util, code_nature_analyse
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import CodePrePriceManager
from huaxin_client import l2_data_transform_protocol
@@ -26,19 +26,20 @@
from l2.cancel_buy_strategy import GCancelBigNumComputer, \
    DCancelBigNumComputer
from l2.code_price_manager import Buy1PriceManager
from l2.huaxin import huaxin_target_codes_manager
from l2.huaxin import huaxin_target_codes_manager, l2_huaxin_util
from l2.huaxin.huaxin_target_codes_manager import HuaXinL1TargetCodesManager
from l2.l2_data_manager import TradePointManager, OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager, BigOrderDealManager
from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor
from l2.place_order_single_data_manager import L2TradeSingleCallback, L2TradeSingleDataManager
from log_module import async_log_util, log_export
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
    hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
    logger_system, logger_trade, logger_local_huaxin_l1_trade_info, logger_l2_codes_subscript
    logger_system, logger_trade, logger_local_huaxin_l1_trade_info, logger_l2_codes_subscript, logger_l2_radical_buy
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RadicalBuyBlockManager
from third_data.history_k_data_util import JueJinApi
from trade import trade_manager, l2_trade_util, \
    trade_data_manager, trade_constant
@@ -340,7 +341,7 @@
            # 格式 (代码,现价,涨幅,量,更新时间,买1价格,买1量)
            price = d[1]
            L1DataManager.set_l1_current_price(code, price)
            huaxin_l1_data_manager.set_buy1_data(code,d[5], d[6])
            huaxin_l1_data_manager.set_buy1_data(code, d[5], d[6])

    # 获取L1现价
    @classmethod
@@ -756,6 +757,42 @@
        except Exception as e:
            logger_debug.exception(e)

    def OnLimitUpActiveBuy(self, code, huaxin_timestamp):
        try:
            # 判断最近60个交易日有无涨停
            # 判断昨日是否涨停过
            async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{huaxin_timestamp}")
            k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
            if k_format and k_format[13] and not k_format[14]:
                # 判断是否有大单，判断最近的主动买占了总买额的多少
                refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time(
                    huaxin_timestamp))
                async_log_util.info(logger_l2_radical_buy, f"参考总卖额：{code}-{refer_sell_data}")
                refer_sell_time = refer_sell_data[0]
                # 获取最近的主动买成交量
                deal_infos = HuaXinSellOrderStatisticManager.get_latest_6s_active_buy_deal_volumes(code)
                async_log_util.info(logger_l2_radical_buy, f"最近主动买成交：{code}-{deal_infos}")
                async_log_util.info(logger_l2_radical_buy)
                if refer_sell_data and refer_sell_data[1] > 100 * 1e4:
                    # 总卖额要大于100w
                    deal_volume = 0
                    for i in range(len(deal_infos) - 1, -1, -1):
                        # >=统计到的总卖
                        if int(refer_sell_time.replace(":", "")) > int(deal_infos[i][0].replace(":", "")):
                            break
                        deal_volume += deal_infos[i][1]
                    # 判断参考时间之后是否有大单成交
                    big_deal_money_list = BigOrderDealManager().get_total_buy_money_list(code)
                    if len(big_deal_money_list)>0:
                        # 有大单成交
                        yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
                        if yesterday_codes is None:
                            yesterday_codes = set()
                        result = RadicalBuyBlockManager.is_radical_buy(code, yesterday_codes)
                        async_log_util.info(logger_l2_radical_buy, f"计算板块结果：{code}-{result}")
        except Exception as e:
            async_log_util.info(logger_debug, f"激进买计算异常：{str(e)}")


# 回调
my_l2_data_callback = MyL2DataCallback()