gp-server.git - Gitblit

			@@ -10,19 +10,19 @@
			import threading
			import time

			from utils import alert_util, data_process, global_util, ths_industry_util, tool, import_util
			from utils import alert_util, data_process, global_util, ths_industry_util, tool, import_util, socket_util
			from code_attribute import code_volumn_manager, code_nature_analyse, global_data_loader, gpcode_manager, \
			gpcode_first_screen_manager
			gpcode_first_screen_manager, first_target_code_data_processor
			import constant
			from user import authority
			import inited_data
			from l2 import l2_data_manager_new, l2_data_manager, l2_data_log, l2_log, code_price_manager
			import l2_data_util
			from l2.cancel_buy_strategy import HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, LCancelBigNumComputer
			from l2.cancel_buy_strategy import HourCancelBigNumComputer, LCancelBigNumComputer
			import l2.l2_data_util

			from output import code_info_output
			from third_data import block_info, kpl_api
			from third_data import block_info, kpl_api
			from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager
			from third_data.history_k_data_util import HistoryKDatasUtils
			from third_data.kpl_data_manager import KPLCodeLimitUpReasonManager, KPLLimitUpDataRecordManager
			@@ -43,8 +43,8 @@


			class MyTCPServer(socketserver.TCPServer):
			def __init__(self, server_address, RequestHandlerClass, bind_and_activate=True, pipe_juejin=None, pipe_ui=None):
			self.pipe_juejin = pipe_juejin # 增加的参数
			def __init__(self, server_address, RequestHandlerClass, bind_and_activate=True, pipe_trade=None, pipe_ui=None):
			self.pipe_trade = pipe_trade # 增加的参数
			self.pipe_ui = pipe_ui
			# 初始化数据
			block_info.init()
			@@ -81,8 +81,12 @@
			def setup(self):
			super().setup() # 可以不调用父类的setup()方法，父类的setup方法什么都没做
			# print("----setup方法被执行-----")
			# print("打印传入的参数：", self.server.pipe)
			# print("打印传入的参数：", self.server.pipe_trade)
			self.l2CodeOperate = l2_code_operate.L2CodeOperate.get_instance()

			def __notify_trade(self, type_):
			if self.server.pipe_trade:
			self.server.pipe_trade.send(json.dumps({"type": type_}))

			def handle(self):
			host = self.client_address[0]
			@@ -108,7 +112,6 @@
			try:
			# 如果带有头
			if _str.startswith("##"):

			total_length = int(_str[2:10])
			_str = _str[10:]
			# 防止socket数据发生粘连
			@@ -270,203 +273,21 @@
			# if limit_up_time_manager.get_limit_up_time(d["code"]) is None:
			# limit_up_time_manager.save_limit_up_time(d["code"], d["time"])
			elif type == 22:
			print("---接受到首板代码")
			try:
			if int(tool.get_now_time_str().replace(":", "")) < int("092500"):
			raise Exception('未到接受时间')
			# 首板代码
			dataList, is_add = data_process.parseGPCode(_str)
			limit_up_price_dict = {}
			temp_codes = []
			codes = []
			tick_datas = []
			if dataList:
			for data in dataList:
			code = data["code"]
			codes.append(code)

			# ---查询想买单，如果没有在列表中就需要强行加入列表
			want_codes = gpcode_manager.WantBuyCodesManager.list_code()
			if want_codes:
			# 没有在现价采集中的想买代码
			diff_codes = set(want_codes) - set(codes)
			if diff_codes:
			zyltgb_list = []
			for code in diff_codes:
			# 查询是否在L2现价中
			if code in self.__l2_current_price_data:
			item = self.__l2_current_price_data.get(code)
			codes.append(code)
			dataList.append(item)
			# 保存自由流通股本
			zyltgb_list.append(
			{"code": code, "zyltgb": item["zyltgb"], "zyltgb_unit": item["zyltgbUnit"]})
			else:
			# 获取涨停价
			_limit_up_price = gpcode_manager.get_limit_up_price(code)
			if not _limit_up_price:
			inited_data.re_set_price_pres([code], True)
			# 再次获取涨停价
			_limit_up_price = gpcode_manager.get_limit_up_price(code)
			if _limit_up_price:
			# 成功获取到了涨停价，构造虚拟的现价信息
			codes.append(code)
			dataList.append({"code": code, "price": f"{_limit_up_price}", "volume": "0",
			"volumeUnit": 0, "time": "00:00:00", "zyltgb": "100",
			"zyltgbUnit": 0})
			# 强制更新自由流通股本
			if zyltgb_list:
			ZYLTGBUtil.save_list(zyltgb_list)
			# 将保存的数据更新到内存中
			for z in zyltgb_list:
			val = ZYLTGBUtil.get(z["code"])
			if val:
			global_util.zyltgb_map[z["code"]] = val

			# ---保存未筛选的首板代码
			new_add_codes = gpcode_first_screen_manager.set_target_no_screen_codes(codes)
			# 保存自由流通股本
			if dataList:
			zyltgb_list = []
			for data in dataList:
			code = data["code"]
			if code in global_util.zyltgb_map:
			continue
			zyltgb_list.append(
			{"code": code, "zyltgb": data["zyltgb"], "zyltgb_unit": data["zyltgbUnit"]})
			if zyltgb_list:
			ZYLTGBUtil.save_list(zyltgb_list)
			global_data_loader.load_zyltgb()

			bad_codes = set()

			# 获取昨日收盘价
			for code in codes:
			# 如果涨停价是空值就需要设置昨日收盘价格
			if gpcode_manager.get_limit_up_price(code) is None:
			inited_data.re_set_price_pres([code], True)

			# 板块关键字准备
			for code in codes:
			if not self.__CodesPlateKeysManager.get_history_limit_up_reason(code) is None:
			self.__CodesPlateKeysManager.set_history_limit_up_reason(code,
			KPLLimitUpDataRecordManager.get_latest_blocks_set(
			code))
			if self.__CodesPlateKeysManager.get_blocks(code) is None:
			try:
			results = kpl_api.getStockIDPlate(code)
			bs = [r[1] for r in results]
			self.__CodesPlateKeysManager.set_blocks(code, bs)
			except Exception as e:
			logging.exception(e)
			pass

			# 获取60天最大记录
			for code in codes:
			need_get_volumn = False
			if code not in global_util.max60_volumn or global_util.max60_volumn.get(code) is None:
			need_get_volumn = True
			if not need_get_volumn and code_nature_analyse.CodeNatureRecordManager.get_nature(
			code) is None:
			need_get_volumn = True
			if need_get_volumn:
			volumes_data = inited_data.get_volumns_by_code(code, 150)
			volumes = inited_data.parse_max_volume(volumes_data[:90],
			code_nature_analyse.is_new_top(
			gpcode_manager.get_limit_up_price(code),
			volumes_data[:90]))
			logger_first_code_record.info("{} 获取到首板60天最大量：{}", code, volumes)
			code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2])
			# 判断K线形态
			is_has_k_format, msg = code_nature_analyse.is_has_k_format(
			gpcode_manager.get_limit_up_price(code), volumes_data)
			if not is_has_k_format:
			logger_first_code_record.info("{}首板K线形态不好,{}", code, msg)
			# 股性不好，就不要加入
			bad_codes.add(code)
			# 加入禁止交易代码
			l2_trade_util.forbidden_trade(code)
			code_nature_analyse.set_record_datas(code,
			gpcode_manager.get_limit_up_price(code),
			volumes_data)
			gpcode_manager.FirstCodeManager.add_record(codes)
			# 初始化板块信息
			for code in codes:
			block_info.init_code(code)

			if new_add_codes:
			gpcode_manager.set_first_gp_codes_with_data(HistoryKDatasUtils.get_gp_latest_info(codes,
			fields="symbol,sec_name,sec_type,sec_level"))
			# 加入首板历史记录

			logger_first_code_record.info("新增首板：{}", new_add_codes)

			# 移除代码
			listen_codes = gpcode_manager.get_listen_codes()
			for lc in listen_codes:
			if not gpcode_manager.is_in_gp_pool(lc):
			# 移除代码
			l2_code_operate.L2CodeOperate.get_instance().add_operate(0, lc, "代码被移除")

			# 保存现价
			if dataList:
			for data in dataList:
			code = data["code"]
			codes.append(code)
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if limit_up_price is not None:
			limit_up_price_dict[code] = limit_up_price
			else:
			temp_codes.append(code)
			tick_datas.append({"code": code, "price": data["price"], "volume": data["volume"],
			"volumeUnit": data["volumeUnit"]})
			# 获取涨停价
			if temp_codes:
			# 获取涨停价
			inited_data.re_set_price_pres(temp_codes)
			# 重新获取涨停价
			for code in temp_codes:
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if limit_up_price is not None:
			limit_up_price_dict[code] = limit_up_price
			tick_datas = first_target_code_data_processor.process_first_codes_datas(dataList)
			# 保存现价
			self.first_tick_datas.clear()
			self.first_tick_datas.extend(tick_datas)

			# 首板数据加工
			prices = []
			for data in dataList:
			code = data["code"]
			price = data["price"]
			limit_up_time = data["time"]
			if limit_up_time == "00:00:00":
			limit_up_time = None
			if code not in limit_up_price_dict:
			continue
			is_limit_up = abs(float(limit_up_price_dict[code]) - float(price)) < 0.01
			# 纠正数据
			if is_limit_up and limit_up_time is None:
			limit_up_time = tool.get_now_time_str()
			if is_limit_up:
			# 加入首板涨停
			gpcode_manager.FirstCodeManager.add_limited_up_record([code])
			pricePre = gpcode_manager.get_price_pre(code)
			if pricePre is None:
			inited_data.re_set_price_pres([code])

			rate = round((float(price) - pricePre) * 100 / pricePre, 1)
			prices.append(
			{"code": code, "time": limit_up_time, "rate": rate,
			"limit_up": is_limit_up})
			if code in new_add_codes:
			if is_limit_up:
			place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(
			code)
			if place_order_count == 0:
			trade_data_manager.placeordercountmanager.place_order(code)

			gpcode_first_screen_manager.process_ticks(prices)
			except Exception as e:
			logging.exception(e)
			finally:
			print("首板代码处理完毕：")
			return_str = socket_util.load_header(json.dumps({"code": 0}).encode("utf-8")).decode("utf-8")

			elif type == 3:
			# 交易成功信息
			@@ -493,7 +314,7 @@
			apply_time = item["apply_time"]
			if apply_time and len(apply_time) >= 8:
			code = item["code"]
			trade_state = trade_manager.get_trade_state(code)
			trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code)
			# 设置下单状态的代码为已委托
			if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
			origin_apply_time = apply_time
			@@ -540,7 +361,7 @@
			client = datas["client"]
			money = datas["money"]
			# TODO存入缓存文件
			trade_manager.set_available_money(client, money)
			trade_manager.AccountAvailableMoneyManager().set_available_money(client, money)
			# l2交易队列
			elif type == 10:
			# 可用金额
			@@ -568,8 +389,8 @@
			limit_up_price = gpcode_manager.get_limit_up_price(code)

			if limit_up_price is not None:
			code_price_manager.Buy1PriceManager.process(code, buy_one_price, buy_time, limit_up_price,
			sell_one_price, sell_one_volumn)
			code_price_manager.Buy1PriceManager().process(code, buy_one_price, buy_time, limit_up_price,
			sell_one_price, sell_one_volumn)
			_start_time = time.time()
			msg += "买1价格处理：" + f"{_start_time - __start_time} "

			@@ -587,7 +408,7 @@
			decimal.Decimal("0.00"))
			# 获取执行位时间

			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager.get_buy_compute_start_data(
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data(
			code)
			if True:
			# 只有下单过后才获取交易进度
			@@ -604,15 +425,16 @@
			buy_queue_result_list,
			exec_time)
			if buy_progress_index is not None:
			HourCancelBigNumComputer.set_trade_progress(code, buy_time, buy_exec_index,
			buy_progress_index,
			l2.l2_data_util.local_today_datas.get(
			code),
			l2.l2_data_util.local_today_num_operate_map.get(
			code))
			LCancelBigNumComputer.set_trade_progress(code, buy_progress_index,
			l2.l2_data_util.local_today_datas.get(
			code))
			HourCancelBigNumComputer().set_trade_progress(code, buy_time,
			buy_exec_index,
			buy_progress_index,
			l2.l2_data_util.local_today_datas.get(
			code),
			l2.l2_data_util.local_today_num_operate_map.get(
			code))
			LCancelBigNumComputer().set_trade_progress(code, buy_progress_index,
			l2.l2_data_util.local_today_datas.get(
			code))

			logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{} 数据-{}", code,
			buy_progress_index,
			@@ -724,9 +546,9 @@
			price)
			# if need_cancel:
			# l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, cancel_msg, "trade_queue")
			if need_sync:
			# 同步数据
			L2LimitUpMoneyStatisticUtil.verify_num(code, volumn, time_)
			# if need_sync:
			# # 同步数据
			# L2LimitUpMoneyStatisticUtil.verify_num(code, volumn, time_)
			elif type == 30:
			# 心跳信息
			data = data_process.parse(_str)["data"]
			@@ -813,7 +635,7 @@
			data = json.loads(_str)
			code = data["data"]["code"]
			if code:
			state = trade_manager.get_trade_state(code)
			state = trade_manager.CodesTradeStateManager().get_trade_state(code)
			if state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_CANCEL_ING:
			try:
			l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "手动撤销")
			@@ -847,6 +669,7 @@
			gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])

			return_str = json.dumps({"code": 0})
			self.__notify_trade("black_list")
			elif type == 202:
			# 加入白名单
			data = json.loads(_str)
			@@ -854,9 +677,9 @@
			try:
			for code in codes:
			# 自由流通市值>50亿,股价高于30块的不能加白名单
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if float(limit_up_price) > 30:
			raise Exception("股价高于30元")
			# limit_up_price = gpcode_manager.get_limit_up_price(code)
			# if float(limit_up_price) > 30:
			# raise Exception("股价高于30元")
			# zyltgb = global_util.zyltgb_map.get(code)
			# if zyltgb is None:
			# global_data_loader.load_zyltgb()
			@@ -864,7 +687,7 @@
			# if zyltgb > 50 * 100000000:
			# raise Exception("自由流通股本大于50亿")

			l2_trade_util.WhiteListCodeManager.add_code(code)
			l2_trade_util.WhiteListCodeManager().add_code(code)
			name = gpcode_manager.get_code_name(code)
			if not name:
			results = HistoryKDatasUtils.get_gp_codes_names([code])
			@@ -873,6 +696,7 @@
			return_str = json.dumps({"code": 0})
			except Exception as e:
			return_str = json.dumps({"code": 1, "msg": str(e)})
			self.__notify_trade("white_list")

			elif type == 203:
			# 移除黑名单
			@@ -881,16 +705,18 @@
			for code in codes:
			l2_trade_util.remove_from_forbidden_trade_codes(code)
			return_str = json.dumps({"code": 0})
			self.__notify_trade("black_list")
			elif type == 204:
			# 移除白名单
			data = json.loads(_str)
			codes = data["data"]["codes"]
			for code in codes:
			l2_trade_util.WhiteListCodeManager.remove_code(code)
			l2_trade_util.WhiteListCodeManager().remove_code(code)
			return_str = json.dumps({"code": 0})
			self.__notify_trade("white_list")
			elif type == 301:
			# 黑名单列表
			codes = l2_trade_util.BlackListCodeManager.list_codes()
			codes = l2_trade_util.BlackListCodeManager().list_codes()
			datas = []
			for code in codes:
			name = gpcode_manager.get_code_name(code)
			@@ -898,18 +724,19 @@
			return_str = json.dumps({"code": 0, "data": datas})
			elif type == 302:
			# 黑名单列表
			codes = l2_trade_util.WhiteListCodeManager.list_codes()
			codes = l2_trade_util.WhiteListCodeManager().list_codes()
			datas = []
			for code in codes:
			name = gpcode_manager.get_code_name(code)
			datas.append(f"{name}:{code}")
			return_str = json.dumps({"code": 0, "data": datas})

			elif type == 401:
			# 加入想要买
			data = json.loads(_str)
			codes = data["data"]["codes"]
			for code in codes:
			gpcode_manager.WantBuyCodesManager.add_code(code)
			gpcode_manager.WantBuyCodesManager().add_code(code)
			name = gpcode_manager.get_code_name(code)
			if not name:
			results = HistoryKDatasUtils.get_gp_codes_names([code])
			@@ -920,12 +747,14 @@
			self.__KPLCodeLimitUpReasonManager.save_reason(codes[i], data["data"]["plates"][i])

			return_str = json.dumps({"code": 0})
			self.__notify_trade("want_list")
			elif type == 402:
			data = json.loads(_str)
			codes = data["data"]["codes"]
			for code in codes:
			gpcode_manager.WantBuyCodesManager.remove_code(code)
			gpcode_manager.WantBuyCodesManager().remove_code(code)
			return_str = json.dumps({"code": 0})
			self.__notify_trade("want_list")
			elif type == 403:
			plate = None
			include_codes = set()
			@@ -938,7 +767,7 @@
			if code_map[k] == plate:
			include_codes.add(k)

			codes = gpcode_manager.WantBuyCodesManager.list_code()
			codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
			datas = []
			for code in codes:
			if plate and plate != '其他' and code not in include_codes:
			@@ -951,25 +780,27 @@
			data = json.loads(_str)
			codes = data["data"]["codes"]
			for code in codes:
			gpcode_manager.PauseBuyCodesManager.add_code(code)
			gpcode_manager.PauseBuyCodesManager().add_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])
			return_str = json.dumps({"code": 0})
			self.__notify_trade("pause_buy_list")
			# 加入暂停买入列表
			elif type == 412:
			# 移除暂停买入列表
			data = json.loads(_str)
			codes = data["data"]["codes"]
			for code in codes:
			gpcode_manager.PauseBuyCodesManager.remove_code(code)
			gpcode_manager.PauseBuyCodesManager().remove_code(code)
			return_str = json.dumps({"code": 0})
			self.__notify_trade("pause_buy_list")

			elif type == 413:
			# 暂停买入列表
			codes = gpcode_manager.PauseBuyCodesManager.list_code()
			codes = gpcode_manager.PauseBuyCodesManager().list_code()
			datas = []
			for code in codes:
			name = gpcode_manager.get_code_name(code)
			@@ -981,7 +812,7 @@
			data = json.loads(_str)
			codes = data["data"]["codes"]
			code = codes[0]
			state = trade_manager.get_trade_state(code)
			state = trade_manager.CodesTradeStateManager().get_trade_state(code)
			if state != trade_manager.TRADE_STATE_BUY_CANCEL_SUCCESS and state != trade_manager.TRADE_STATE_BUY_SUCCESS:
			return_str = json.dumps({"code": 0, "msg": "可以取消"})
			else:
			@@ -993,10 +824,10 @@
			code = data["data"]["code"]
			# 查询是否想买单/白名单/黑名单/暂不买
			code_name = gpcode_manager.get_code_name(code)
			want = gpcode_manager.WantBuyCodesManager.is_in(code)
			white = l2_trade_util.WhiteListCodeManager.is_in(code)
			want = gpcode_manager.WantBuyCodesManager().is_in_cache(code)
			white = l2_trade_util.WhiteListCodeManager().is_in_cache(code)
			black = l2_trade_util.is_in_forbidden_trade_codes(code)
			pause_buy = gpcode_manager.PauseBuyCodesManager.is_in(code)
			pause_buy = gpcode_manager.PauseBuyCodesManager().is_in_cache(code)

			desc_list = []
			if want:
			@@ -1015,25 +846,27 @@
			data = json.loads(_str)
			is_open = data["data"]["open"]
			if is_open:
			trade_manager.TradeStateManager.open_buy()
			trade_manager.TradeStateManager().open_buy()
			else:
			trade_manager.TradeStateManager.close_buy()
			trade_manager.TradeStateManager().close_buy()
			return_str = json.dumps({"code": 0, "msg": ("开启成功" if is_open else "关闭成功")})
			self.__notify_trade("trade_state")
			elif type == 502:
			can_buy = trade_manager.TradeStateManager.is_can_buy()
			can_buy = trade_manager.TradeStateManager().is_can_buy_cache()
			return_str = json.dumps({"code": 0, "data": {"can_buy": can_buy}})
			elif type == 503:
			# 设置交易目标代码的模式
			data = json.loads(_str)
			mode = data["data"]["mode"]
			try:
			TradeTargetCodeModeManager.set_mode(mode)
			TradeTargetCodeModeManager().set_mode(mode)
			return_str = json.dumps({"code": 0, "data": {"mode": mode}})
			except Exception as e:
			return_str = json.dumps({"code": 1, "msg": str(e)})
			self.__notify_trade("trade_mode")
			elif type == 504:
			# 获取交易目标代码模式
			mode = TradeTargetCodeModeManager.get_mode()
			mode = TradeTargetCodeModeManager().get_mode_cache()
			return_str = json.dumps({"code": 0, "data": {"mode": mode}})
			elif type == 601:
			pass