L撤成交进度相关改进

Administrator

2024-06-13 cbe19ea6066a600cbd0b5110db5d43f8252d14a8

 third_data/code_plate_key_manager.py

@@ -11,14 +11,14 @@
from code_attribute import code_nature_analyse
from db.redis_manager_delegate import RedisUtils
from third_data import kpl_block_util, kpl_api, kpl_util
from trade.trade_manager import MarketSituationManager
from settings.trade_setting import MarketSituationManager
from utils import global_util, tool, buy_condition_util
from log_module import log, async_log_util
from db import redis_manager_delegate as redis_manager

from log_module.log import logger_kpl_block_can_buy
from third_data.kpl_util import KPLPlatManager
from trade import trade_manager, l2_trade_util
from trade import trade_manager, l2_trade_util, trade_constant


# 代码精选板块管理
@@ -93,7 +93,7 @@
            # logger_kpl_block_can_buy.info(f"准备更新精选板块：{code}-{buy_1_price}-{limit_up_price}")
            if limit_up_price and buy_1_price:
                # 处理买1,卖1信息
                pre_close_price = round(float(limit_up_price) / 1.1, 2)
                pre_close_price = round(float(limit_up_price) / tool.get_limit_up_rate(code), 2)
                # 如果涨幅大于7%就读取板块
                price_rate = (buy_1_price - pre_close_price) / pre_close_price
                if price_rate > 0.07:
@@ -137,6 +137,48 @@
        except Exception as e:
            logger_kpl_block_can_buy.error(f"{code} 获取板块出错")
            logger_kpl_block_can_buy.exception(e)


# 禁止下单的板块
class ForbiddenBlockManager:
    __db = 3
    __redisManager = redis_manager.RedisManager(3)
    __instance = None
    __forbidden_blocks = set()

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(ForbiddenBlockManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_data()
        return cls.__instance

    @classmethod
    def __get_redis(cls):
        return cls.__redisManager.getRedis()

    # 加载数据
    @classmethod
    def __load_data(cls):
        blocks = cls.__get_redis().smembers("forbidden_blocks")
        if blocks:
            for b in blocks:
                cls.__forbidden_blocks.add(b)

    def add(self, block):
        self.__forbidden_blocks.add(block)
        RedisUtils.sadd_async(self.__db, "forbidden_blocks", block)
        RedisUtils.expire_async(self.__db, "forbidden_blocks", tool.get_expire())

    def remove(self, block):
        if block in self.__forbidden_blocks:
            self.__forbidden_blocks.remove(block)
        RedisUtils.srem_async(self.__db, "forbidden_blocks", block)

    def get_blocks(self):
        return copy.deepcopy(self.__forbidden_blocks)

    def is_in(self, block):
        return block in self.__forbidden_blocks


# 开盘啦禁止交易板块管理
@@ -505,7 +547,7 @@
        # 根据身位移除代码
        # return
        # 下过单的代码不移除
        if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_manager.TRADE_STATE_NOT_TRADE:
        if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) != trade_constant.TRADE_STATE_NOT_TRADE:
            # 只要下过单的就不移除
            return
        l2_trade_util.forbidden_trade(code, msg=msg)
@@ -695,14 +737,20 @@
        block_codes = current_limit_up_block_codes_dict.get(block)
        if block_codes is None:
            block_codes = set()
        # 历史涨停代码
        block_codes_records = set()
        if limit_up_record_datas:
            for k in limit_up_record_datas:
                if block in code_limit_up_reasons_dict.get(k[3]):
                    block_codes_records.add(k[3])

        if not block_codes:
            # 高位板泛化板块中无板块
            if not high_level_block_codes.get(block):
                return False, True, f"{block}:板块无涨停", False, False
                return False, True, f"{block}:板块无涨停", False, False, 0, 0, 0
        elif len(block_codes) == 1 and code in block_codes:
            if not high_level_block_codes.get(block):
                return False, True, f"{block}:板块只有当前代码涨停", False, False
                return False, True, f"{block}:板块只有当前代码涨停", False, False, 0, 0, 0
        # 可以买的最大排名
        # open_limit_up_codes = kpl_block_util.get_shsz_open_limit_up_codes(code, block, limit_up_record_datas,
        #                                                                   code_limit_up_reason_dict)
@@ -752,9 +800,11 @@
        is_active_buy = cls.__is_need_active_buy(code, block, current_shsz_rank, len(current_open_limit_up_codes))

        if current_shsz_rank < len(current_open_limit_up_codes) + max_rank:
            return True, False, f"【{block}】前排代码：{current_shsz_rank}", is_strong_block, is_active_buy
            return True, False, f"【{block}】前排代码：{current_shsz_rank}", is_strong_block, is_active_buy, current_shsz_rank, len(
                block_codes), len(block_codes_records)
        else:
            return False, False, f"【{block}】前排代码：{front_current_shsz_rank_codes} 超过{len(current_open_limit_up_codes) + max_rank}个", is_strong_block, is_active_buy
            return False, False, f"【{block}】前排代码：{front_current_shsz_rank_codes} 超过{len(current_open_limit_up_codes) + max_rank}个", is_strong_block, is_active_buy, current_shsz_rank, len(
                block_codes), len(block_codes_records)

    # 获取可以买的板块
    # current_limit_up_datas: 今日实时涨停
@@ -797,15 +847,17 @@
        code_limit_up_reasons_dict = {}
        load_code_block()
        for block in keys:
            can_buy, unique, msg, is_strong, is_active_buy = cls.__is_block_can_buy_new(code, block,
                                                                                        current_limit_up_datas,
                                                                                        code_limit_up_reasons_dict,
                                                                                        yesterday_current_limit_up_codes,
                                                                                        limit_up_record_datas,
                                                                                        current_limit_up_block_codes_dict,
                                                                                        high_level_code_blocks=high_level_general_code_blocks,
                                                                                        high_level_block_codes=high_level_general_block_codes)
            fresults.append((block, can_buy, unique, msg, is_strong, is_active_buy))
            can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count, block_limit_up_record_count = cls.__is_block_can_buy_new(
                code, block,
                current_limit_up_datas,
                code_limit_up_reasons_dict,
                yesterday_current_limit_up_codes,
                limit_up_record_datas,
                current_limit_up_block_codes_dict,
                high_level_code_blocks=high_level_general_code_blocks,
                high_level_block_codes=high_level_general_block_codes)
            fresults.append((block, can_buy, unique, msg, is_strong, is_active_buy, current_rank, block_limit_up_count,
                             block_limit_up_record_count))
        return fresults, keys

    # 是否可以下单
@@ -814,7 +866,7 @@
    @classmethod
    def can_buy(cls, code):
        if constant.TEST:
            return ["测试"], True, cls.BLOCK_TYPE_NONE, [], set(), ["化工"]
            return [("测试", 0, 1, 1)], True, cls.BLOCK_TYPE_NONE, [], set(), ["化工"]
        # if True:
        #     # 测试
        #     return True, "不判断板块身位"
@@ -841,9 +893,9 @@
        if not blocks_compute_results:
            return False, True, f"没有找到板块", [], keys, []
        codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
            {trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER}))
            {trade_constant.TRADE_STATE_BUY_DELEGATED, trade_constant.TRADE_STATE_BUY_PLACE_ORDER}))
        codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache(
            {trade_manager.TRADE_STATE_BUY_SUCCESS}))
            {trade_constant.TRADE_STATE_BUY_SUCCESS}))
        codes = codes_delegate | codes_success
        # 统计成交代码的板块
        trade_codes_blocks_dict = {}
@@ -891,13 +943,17 @@
                # 强势主线最多同时挂3只票，最多成交2只票
                MAX_DELEGATE_COUNT = 3 if r[4] else 2
                MAX_DEAL_COUNT = 2 if r[4] else 1
                if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT:
                    msg_list.append(f"【{r[0]}】有成交代码：{trade_success_blocks_count[r[0]]}")
                    continue
                if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT:
                    msg_list.append(f"【{r[0]}】已挂单：{trade_delegate_blocks_count[r[0]]}")
                    continue
                can_buy_blocks.append(r[0])
                # if r[0] in trade_success_blocks_count and len(trade_success_blocks_count[r[0]]) >= MAX_DEAL_COUNT:
                #     msg_list.append(f"【{r[0]}】有成交代码：{trade_success_blocks_count[r[0]]}")
                #     continue
                # if r[0] in trade_delegate_blocks_count and len(trade_delegate_blocks_count[r[0]]) >= MAX_DELEGATE_COUNT:
                #     msg_list.append(f"【{r[0]}】已挂单：{trade_delegate_blocks_count[r[0]]}")
                #     continue
                if len(r) > 8:
                    can_buy_blocks.append((r[0], r[6], r[7], r[8]))
                else:
                    # （板块名称,身位,板块涨停数量）
                    can_buy_blocks.append((r[0], 0, 1, 1))
                if r[4]:
                    can_buy_strong_blocks.append(r[0])
                if r[3]: