| | |
| | | import constant |
| | | import inited_data |
| | | import outside_api_command_manager |
| | | from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer |
| | | from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util |
| | | from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager, \ |
| | | CancelRateHumanSettingManager, LCancelBigNumComputer, LDownCancelWatchIndexStatisticManager |
| | | from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util, code_nature_analyse |
| | | from code_attribute.code_data_util import ZYLTGBUtil |
| | | from code_attribute.code_l1_data_manager import L1DataManager |
| | | from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, WantBuyCodesManager, \ |
| | | HumanRemoveForbiddenManager |
| | | HumanRemoveForbiddenManager, HumanForbiddenManager |
| | | from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager |
| | | from db.redis_manager_delegate import RedisUtils |
| | | from huaxin_client import l1_subscript_codes_manager |
| | |
| | | from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \ |
| | | huaxin_trade_record_manager, huaxin_trade_order_processor, huaxin_sell_util |
| | | from trade.huaxin.huaxin_trade_record_manager import PositionManager, DealRecordManager, DelegateRecordManager |
| | | from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager |
| | | from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager, \ |
| | | TotalDealBigOrderThresholdMoneyManager |
| | | from trade.sell import sell_manager |
| | | from trade.sell.sell_rule_manager import TradeRuleManager, SellRule |
| | | from trade.trade_data_manager import RadicalBuyDealCodesManager |
| | | from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager |
| | | from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager, CodesContinueBuyMoneyManager |
| | | from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager |
| | | from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util |
| | | from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util, init_data_util |
| | | from servers import server_util |
| | | |
| | | |
| | |
| | | fresult = {"code": 0} |
| | | if code_list_type == outside_api_command_manager.CODE_LIST_WANT: |
| | | if operate == outside_api_command_manager.OPERRATE_SET: |
| | | trade_record_log_util.add_want_buy(code) |
| | | gpcode_manager.WantBuyCodesManager().add_code(code) |
| | | if l2_trade_util.is_in_forbidden_trade_codes(code): |
| | | l2_trade_util.remove_from_forbidden_trade_codes(code) |
| | | # 加想买单要从黑名单移除 |
| | | HumanRemoveForbiddenManager().add_code(code) |
| | | HumanForbiddenManager().remove_code(code) |
| | | name = gpcode_manager.get_code_name(code) |
| | | if not name: |
| | | results = HistoryKDatasUtils.get_gp_codes_names([code]) |
| | | if results: |
| | | gpcode_manager.CodesNameManager.add_first_code_name(code, results[code]) |
| | | elif operate == outside_api_command_manager.OPERRATE_DELETE: |
| | | trade_record_log_util.remove_want_buy(code) |
| | | gpcode_manager.WantBuyCodesManager().remove_code(code) |
| | | elif operate == outside_api_command_manager.OPERRATE_GET: |
| | | codes = gpcode_manager.WantBuyCodesManager().list_code_cache() |
| | |
| | | l2_trade_util.forbidden_trade(code, msg="手动加入 trade_server", force=True) |
| | | WantBuyCodesManager().remove_code(code) |
| | | HumanRemoveForbiddenManager().remove_code(code) |
| | | HumanForbiddenManager().add_code(code) |
| | | name = gpcode_manager.get_code_name(code) |
| | | if not name: |
| | | results = HistoryKDatasUtils.get_gp_codes_names([code]) |
| | |
| | | elif operate == outside_api_command_manager.OPERRATE_DELETE: |
| | | l2_trade_util.remove_from_forbidden_trade_codes(code) |
| | | HumanRemoveForbiddenManager().add_code(code) |
| | | HumanForbiddenManager().remove_code(code) |
| | | elif operate == outside_api_command_manager.OPERRATE_GET: |
| | | codes = gpcode_manager.BlackListCodeManager().list_codes_cache() |
| | | datas = [] |
| | |
| | | fresult = {"code": 0, "data": datas} |
| | | elif code_list_type == outside_api_command_manager.CODE_LIST_WHITE: |
| | | if operate == outside_api_command_manager.OPERRATE_SET: |
| | | gpcode_manager.WhiteListCodeManager().add_code(code) |
| | | gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True) |
| | | name = gpcode_manager.get_code_name(code) |
| | | if not name: |
| | | results = HistoryKDatasUtils.get_gp_codes_names([code]) |
| | | if results: |
| | | gpcode_manager.CodesNameManager.add_first_code_name(code, results[code]) |
| | | elif operate == outside_api_command_manager.OPERRATE_DELETE: |
| | | gpcode_manager.WhiteListCodeManager().remove_code(code) |
| | | gpcode_manager.WhiteListCodeManager().remove_code(code, is_human=True) |
| | | elif operate == outside_api_command_manager.OPERRATE_GET: |
| | | codes = gpcode_manager.WhiteListCodeManager().list_codes_cache() |
| | | datas = [] |
| | |
| | | elif code_list_type == outside_api_command_manager.CODE_LIST_GREEN: |
| | | if operate == outside_api_command_manager.OPERRATE_SET: |
| | | gpcode_manager.GreenListCodeManager().add_code(code) |
| | | trade_record_log_util.add_green(code, "人为加绿") |
| | | |
| | | gpcode_manager.WantBuyCodesManager().add_code(code) |
| | | # 加白 |
| | | gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True) |
| | | trade_record_log_util.add_white_buy(code, "加绿加白") |
| | | |
| | | name = gpcode_manager.get_code_name(code) |
| | | if not name: |
| | | results = HistoryKDatasUtils.get_gp_codes_names([code]) |
| | |
| | | gpcode_manager.CodesNameManager.add_first_code_name(code, results[code]) |
| | | elif operate == outside_api_command_manager.OPERRATE_DELETE: |
| | | gpcode_manager.GreenListCodeManager().remove_code(code) |
| | | gpcode_manager.WantBuyCodesManager().remove_code(code) |
| | | gpcode_manager.WhiteListCodeManager().remove_code(code) |
| | | elif operate == outside_api_command_manager.OPERRATE_GET: |
| | | codes = gpcode_manager.GreenListCodeManager().list_codes_cache() |
| | | datas = [] |
| | |
| | | latest_trading_date = history_k_data_util.get_k_bar_dead_date() |
| | | codes = HistoryKDataManager().get_history_bars_codes(latest_trading_date) |
| | | count = len(codes) |
| | | logger_debug.info(f"K线代码数量:{count}") |
| | | fdata["today_history_k_bar_count"] = count |
| | | except Exception as e: |
| | | logger_debug.exception(e) |
| | | fdata["today_history_k_bar_count"] = -1 |
| | | |
| | | # 获取数据服务器是否联通 |
| | |
| | | [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded]) |
| | | fdatas = [] |
| | | if current_delegates: |
| | | codes_set = set() |
| | | for c in current_delegates: |
| | | try: |
| | | if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy: |
| | | continue |
| | | code = c["securityID"] |
| | | if code in codes_set: |
| | | continue |
| | | orderSysID = c.get("orderSysID") |
| | | codes_set.add(code) |
| | | code_name = gpcode_manager.get_code_name(code) |
| | | # 获取下单位置信息 |
| | | order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code) |
| | |
| | | break |
| | | except: |
| | | pass |
| | | # L撤比例 |
| | | l_down_cancel_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code, |
| | | buy_mode=OrderBeginPosInfo.MODE_RADICAL) |
| | | |
| | | # 在挂的距离成交进度位金额/(远近期参考量-单当日实时成交量)*100% |
| | | expire_rate = "未知" |
| | | try: |
| | | referer_volume = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume( |
| | | code, float(limit_up_price)) |
| | | today_volumn = code_volumn_manager.CodeVolumeManager().get_today_volumn_cache(code) |
| | | if referer_volume == today_volumn: |
| | | expire_rate = "100%" |
| | | else: |
| | | expire_rate = f"{100 - round(100 * total_left_num * 100 / (referer_volume - today_volumn), 2)}%" |
| | | except Exception as e: |
| | | logger_debug.exception(e) |
| | | |
| | | fdata = {"id": orderSysID, "code_info": (code, code_name), "total_num": total_nums, |
| | | "finish_num": deal_or_cancel_num, |
| | | "buy1_money": output_util.money_desc(buy1_money), |
| | |
| | | "limit_up_price": gpcode_manager.get_limit_up_price_as_num(code), |
| | | "is_near_big_order": is_near_big_order, |
| | | "block": '', |
| | | "trade_queue": [] |
| | | "trade_queue": [], |
| | | "l_down_cancel_rate": l_down_cancel_rate, |
| | | "l_down_cancel_rate_info": cancel_rate_info, |
| | | "expire_rate": expire_rate |
| | | } |
| | | limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code) |
| | | # 获取当前板块 |
| | |
| | | fdata['mode'] = -1 |
| | | except: |
| | | pass |
| | | |
| | | # L后囊括快照 |
| | | try: |
| | | current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) |
| | | last_info = LDownCancelWatchIndexStatisticManager().get_statistic_info(code) |
| | | fdata['l_down_watch_indexes_info'] = {} |
| | | if current_info: |
| | | fdata['l_down_watch_indexes_info']['current'] = current_info |
| | | if last_info: |
| | | fdata['l_down_watch_indexes_info']['last'] = last_info |
| | | except: |
| | | pass |
| | | fdatas.append(fdata) |
| | | except Exception as e: |
| | | logger_debug.exception(e) |
| | |
| | | filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code) |
| | | source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks |
| | | source_dict[SOURCE_TYPE_KPL] = BlockMapManager().filter_blocks(kpl_blocks) |
| | | |
| | | dates = HistoryKDatasUtils.get_latest_trading_date_cache(5) |
| | | latest_trading_date = None |
| | | is_new_top = False |
| | | if dates: |
| | | latest_trading_date = dates[0] |
| | | if latest_trading_date: |
| | | volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date) |
| | | if volumes_data: |
| | | is_new_top = code_nature_analyse.is_new_top(code, |
| | | gpcode_manager.get_limit_up_price_by_preprice(code, |
| | | volumes_data[ |
| | | 0][ |
| | | "close"]), |
| | | volumes_data) |
| | | |
| | | data = { |
| | | "blocks": {}, |
| | | "origin_blocks": {}, |
| | | "match_blocks": [list(filter_blocks), list(match_blocks)], |
| | | # 板块净流入情况 |
| | | "block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks] |
| | | "block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks], |
| | | # 是否是突破板 |
| | | "is_new_top": is_new_top |
| | | } |
| | | for s in source_origin_dict: |
| | | data["origin_blocks"][s] = list(source_origin_dict[s]) |
| | |
| | | "radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE), |
| | | "zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES, |
| | | "top_block_count_by_market_strong": constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG, |
| | | "special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL |
| | | "special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL, |
| | | "ignore_block_in_money_market_strong": constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG, |
| | | "buy_first_limit_up": 1 if constant.CAN_BUY_FIRST_LIMIT_UP else 0, |
| | | "can_auto_add_white": 1 if constant.CAN_AUTO_ADD_WHITE else 0 |
| | | }} |
| | | self.send_response({"code": 0, "data": data, "msg": f""}, |
| | | client_id, |
| | |
| | | if radical_buy.get("special_codes_max_block_in_rank"): |
| | | constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get( |
| | | "special_codes_max_block_in_rank") |
| | | if radical_buy.get('ignore_block_in_money_market_strong') is not None: |
| | | constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG = radical_buy.get( |
| | | 'ignore_block_in_money_market_strong') |
| | | if radical_buy.get('buy_first_limit_up') is not None: |
| | | constant.CAN_BUY_FIRST_LIMIT_UP = True if radical_buy.get( |
| | | 'buy_first_limit_up') else False |
| | | if radical_buy.get('can_auto_add_white') is not None: |
| | | constant.CAN_AUTO_ADD_WHITE = True if radical_buy.get( |
| | | 'can_auto_add_white') else False |
| | | |
| | | self.send_response({"code": 0, "data": {}, "msg": f""}, |
| | | client_id, |
| | |
| | | client_id, |
| | | request_id) |
| | | |
| | | elif ctype == "test_cancel_order": |
| | | # 获取相同板块的涨停代码数量 |
| | | code = data.get("code") |
| | | trade_manager.start_cancel_buy(code, force=True) |
| | | self.send_response({"code": 0, "data": {}}, |
| | | client_id, |
| | | request_id) |
| | | |
| | | elif ctype == "set_total_deal_big_order_threshold_money": |
| | | code = data.get("code") |
| | | money = data.get("money") |
| | | if not code or not money: |
| | | self.send_response({"code": 1, "data": {}, "msg": "code/money为空"}, |
| | | client_id, |
| | | request_id) |
| | | return |
| | | TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money), |
| | | trade_manager.CodesTradeStateManager().get_trade_state_cache( |
| | | code)) |
| | | |
| | | # 如果是加红状态,且大单不够就需要移红 |
| | | if gpcode_manager.MustBuyCodesManager().is_in_cache(code): |
| | | deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, |
| | | gpcode_manager.get_limit_up_price_as_num( |
| | | code)) |
| | | if deal_big_order_info[0] > 0: |
| | | gpcode_manager.MustBuyCodesManager().remove_code(code) |
| | | trade_record_log_util.add_common_msg(code, "移红", f"大单阈值修改({money})") |
| | | self.send_response({"code": 0, "data": {}}, |
| | | client_id, |
| | | request_id) |
| | | elif ctype == "set_l_down_rate": |
| | | # 设置L后撤单比例 |
| | | code = data.get("code") |
| | | rate = data.get("rate") |
| | | if rate < 0 or rate > 2: |
| | | self.send_response({"code": 1, "msg": "比例范围不在0-1之间"}, |
| | | client_id, |
| | | request_id) |
| | | return |
| | | rate = round(rate, 2) |
| | | old_rate = LCancelRateManager().get_cancel_rate(0)[0] |
| | | # L后数据快照 |
| | | last_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) |
| | | LDownCancelWatchIndexStatisticManager().set_statistic_info(code, last_info) |
| | | CancelRateHumanSettingManager().set_l_down(code, rate) |
| | | # L后重新囊括 |
| | | if rate < old_rate: |
| | | # 改小才能重新囊括 |
| | | LCancelBigNumComputer().re_compute_l_down_watch_indexes(code) |
| | | self.send_response({"code": 0, "data": {}}, |
| | | client_id, |
| | | request_id) |
| | | |
| | | elif ctype == "get_continue_buy_info": |
| | | # 设置L后撤单比例 |
| | | code = data.get("code") |
| | | money = CodesContinueBuyMoneyManager().get_continue_buy_money(code) |
| | | if money is None: |
| | | money = 0 |
| | | self.send_response({"code": 0, "data": {"money": money, "money_list": constant.AVAILABLE_BUY_MONEYS}}, |
| | | client_id, |
| | | request_id) |
| | | elif ctype == "set_continue_buy_money": |
| | | # 设置L后撤单比例 |
| | | code = data.get("code") |
| | | money = data.get("money") |
| | | if money <= 0: |
| | | # 表示移除续买金额 |
| | | CodesContinueBuyMoneyManager().remove_continue_buy_money(code) |
| | | self.send_response({"code": 0, "data": {}}, |
| | | client_id, |
| | | request_id) |
| | | return |
| | | if money not in constant.AVAILABLE_BUY_MONEYS: |
| | | self.send_response({"code": 1, "msg": f"金额({money})没在{constant.AVAILABLE_BUY_MONEYS}中"}, |
| | | client_id, |
| | | request_id) |
| | | return |
| | | CodesContinueBuyMoneyManager().set_continue_buy_money(code, money) |
| | | l2_trade_util.remove_from_forbidden_trade_codes(code) |
| | | self.send_response({"code": 0, "data": {}}, |
| | | client_id, |
| | | request_id) |
| | | |
| | | except Exception as e: |
| | | logging.exception(e) |