gp-server.git - Gitblit

			@@ -22,7 +22,7 @@
			from huaxin_client import l2_data_transform_protocol
			from huaxin_client.trade_transform_protocol import TradeResponse
			from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
			l2_data_source_util, l2_data_log
			l2_data_source_util, l2_data_log, data_callback
			from l2.cancel_buy_strategy import GCancelBigNumComputer, \
			DCancelBigNumComputer, RDCancelBigNumComputer
			from l2.code_price_manager import Buy1PriceManager
			@@ -37,12 +37,11 @@
			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_l2_radical_buy, logger_l2_not_buy_reasons
			logger_system, logger_trade, logger_l2_radical_buy
			from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util
			from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RealTimeKplMarketData, \
			from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData, \
			KPLPlateForbiddenManager
			from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
			from third_data.kpl_limit_up_data_manager import LatestLimitUpBlockManager
			from trade import l2_trade_util, \
			trade_data_manager, trade_constant, buy_open_limit_up_strategy
			from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
			@@ -435,7 +434,7 @@
			def l2_transaction(cls, code, datas):
			# async_log_util.info(hx_logger_l2_transaction, f"{code}#{datas}")
			if datas:
			HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, datas)
			HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas_v2(code, datas)

			@classmethod
			def l2_market_data(cls, code, data):
			@@ -893,11 +892,87 @@
			l2_log.info(code, logger_debug, f"扫入处理时长：{code}-{use_time}")

			def OnLimitUpActiveBuy(self, code, transaction_datas, no_left_limit_up_sell):
			can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas,
			no_left_limit_up_sell=no_left_limit_up_sell)
			if can_clear_before_data:
			# 清除
			EveryLimitupBigDealOrderManager.clear(code, "处理涨停成交数据")
			# can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas,
			# no_left_limit_up_sell=no_left_limit_up_sell)
			# if can_clear_before_data:
			# # 清除
			# EveryLimitupBigDealOrderManager.clear(code, "处理涨停成交数据")
			pass

			def OnLastLimitUpSellDeal(self, code, data):
			"""
			最后一笔涨停卖数据成交
			@param code:
			@param data: (data['SecurityID'], data['TradePrice'], data['TradeVolume'], data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], data['SellNo'], data['ExecType'])
			@return:
			"""
			if data[6] < data[7]:
			# 非主动买
			return
			# 根据板块判断是否可买
			state = CodesTradeStateManager().get_trade_state_cache(code)
			if not trade_util.is_can_order_by_state(state):
			# 不处于可下单状态
			return

			l2_log.info(code, logger_l2_radical_buy, f"最后一笔涨停卖被吃：{code}-{data}")
			deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
			# 判断今日扫入的代码数量是否大于阈值
			radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
			MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
			if not WantBuyCodesManager().is_in_cache(code):
			# 加绿不判断板块是否成交
			if len(deal_codes) >= MAX_COUNT:
			l2_log.info(code, logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}")
			return
			if code in deal_codes:
			l2_log.info(code, logger_l2_radical_buy, f"该代码已经成交：{code}")
			return

			# 单票是否可买
			can_buy_result = RadicalBuyDataManager.is_code_can_buy(code)
			if not can_buy_result[0]:
			return
			# 获取激进买的板块
			f_buy_blocks, orgin_buy_blocks = radical_buy_strategy.compute_can_radical_buy_blocks(code, deal_codes)
			if not orgin_buy_blocks:
			l2_log.info(code, logger_l2_radical_buy, f"没有可扫入的板块：{code}")
			return

			if not f_buy_blocks:
			return
			# 买入的板块
			buy_blocks = f_buy_blocks
			# 判断当前时间段是否可以买入
			mode = OrderBeginPosInfo.MODE_RADICAL
			can_buy, money, msg = BuyMoneyUtil.get_buy_data(tool.get_now_time_str(), mode,
			DealAndDelegateWithBuyModeDataManager().get_deal_codes_info(
			mode),
			DealAndDelegateWithBuyModeDataManager().get_delegates_codes_info(
			mode))
			if not can_buy:
			l2_log.info(code, logger_l2_radical_buy, f"当前时间段已不能扫入：{code}-{msg}")
			return

			in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
			buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
			in_blocks.index(b) if b in in_blocks else -1) for b in buy_blocks]
			if not WantBuyCodesManager().is_in_cache(code):
			# 判断是否开得太高
			open_price = L1DataManager.get_open_price(code)
			if not radical_buy_strategy.is_can_buy_with_open_price(code, open_price):
			l2_log.info(code, logger_l2_radical_buy, f"开得太高：{code}")
			radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)
			return
			radical_buy_data_manager.ExcludeIndexComputeCodesManager.remove_code(code)

			# 根据L2下单
			latest_buy_no = data[6]
			latest_deal_time = l2_huaxin_util.convert_time(data[3])

			RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
			time.time() + 1, latest_buy_no, buy_blocks,
			latest_deal_time, buy_blocks_with_money, False)


			# 回调
			@@ -1034,6 +1109,7 @@
			# L2成交信号回调
			global l2_trade_single_callback
			l2_trade_single_callback = MyL2TradeSingleCallback()
			data_callback.l2_trade_single_callback = l2_trade_single_callback

			L2TradeSingleDataManager.set_callback(l2_trade_single_callback)
			# 加载自由流通量