gp-server.git - Gitblit

			@@ -8,12 +8,13 @@
			import dask

			from code_attribute.gpcode_manager import BlackListCodeManager, CodePrePriceManager
			from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
			from log_module.log import logger_system, logger_debug, logger_kpl_limit_up
			from utils import global_util, tool, data_export_util, init_data_util
			from code_attribute import gpcode_manager
			from log_module import log, log_analyse, log_export
			from l2 import code_price_manager, l2_data_util, l2_data_manager_new, cancel_buy_strategy, transaction_progress
			from l2.cancel_buy_strategy import HourCancelBigNumComputer
			from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer, LCancelRateManager
			from output.limit_up_data_filter import IgnoreCodeManager
			from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
			from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager
			@@ -25,7 +26,7 @@
			from urllib.parse import parse_qs
			from output import code_info_output, limit_up_data_filter, output_util, kp_client_msg_manager

			from trade import bidding_money_manager, trade_manager, l2_trade_util, trade_record_log_util
			from trade import bidding_money_manager, trade_manager, l2_trade_util, trade_record_log_util, trade_constant
			import concurrent.futures

			# 禁用http.server的日志输出
			@@ -304,6 +305,7 @@
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			name = ps_dict.get('name')
			date = ps_dict.get('date')
			try:
			data = code_info_output.get_output_params(code, self.__jingxuan_cache_dict, self.__industry_cache_dict)
			if data["code_name"].find("None") > -1 and name:
			@@ -319,7 +321,16 @@
			logger_debug.exception(e)
			logging.exception(e)

			# 获取评分信息
			elif url.path == "/get_trade_records":
			# 获取挂撤信息
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			date = ps_dict.get('date')
			local_today_datas = log_export.load_l2_from_log(date)
			total_datas = local_today_datas.get(code)
			trade_info = code_info_output.load_trade_record(code, total_datas, date)
			response_data = json.dumps({"code": 0, "data": {"open_limit_up": trade_info[0], "records": trade_info[2]}})

			elif url.path == "/get_l2_cant_buy_reasons":
			# 获取L2没买的原因
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			@@ -345,10 +356,18 @@
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			date = ps_dict.get('date')
			logger_debug.info(f"get_l2_datas:{code} {date}")
			datas = data_export_util.get_l2_datas(code, l2_data_util.local_today_datas.get(code), date=date)
			time_str = ps_dict.get('time')
			total_datas = l2_data_util.local_today_datas.get(code)
			if date or time_str:
			total_datas = None
			else:
			date = tool.get_now_date_str()
			delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date)
			transaction_datas = data_export_util.get_l2_transaction_datas(code, date=date)
			code_name = gpcode_manager.get_code_name(code)
			response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name, "data": datas}})
			response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name,
			"data": {"delegates": delegate_datas,
			"transactions": transaction_datas}}})
			except Exception as e:
			logger_debug.exception(e)
			elif url.path == "/get_trade_progress":
			@@ -356,16 +375,26 @@
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			trade_progress, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
			# 获取正在成交, 计算成交进度
			dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
			percent = 100
			if dealing_info:
			total_datas = l2_data_util.local_today_datas.get(code)
			if str(total_datas[trade_progress]['val']["orderNo"]) == str(dealing_info[0]):
			percent = int(dealing_info[1] / total_datas[trade_progress]['val']['num'])
			response_data = json.dumps(
			{"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default}})
			{"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default, "percent": percent}})
			elif url.path == "/get_l_cancel_datas":
			# 最新的l撤数据
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			date = ps_dict.get('date')
			if not date:
			date = tool.get_now_date_str()
			buy_single_index = ps_dict.get('buy_single_index')
			if buy_single_index is not None:
			buy_single_index = int(buy_single_index)
			records = code_info_output.load_trade_record_cancel_watch_indexes(code)
			records = code_info_output.load_trade_record_cancel_watch_indexes(code, date=date)
			# 获取最新的L上与L下
			records.reverse()
			up_indexes = []
			@@ -471,20 +500,20 @@
			for d in record_limit_up_datas:
			if kpl_util.filter_block(d[2]) != plate:
			continue
			# 代码,名称,涨停时间,是否炸板,是否想买,是否已经下过单
			# 代码,名称,涨停时间,是否炸板,是否想买,是否已经下过单,涨停时间,自由流通市值,是否在黑名单里面
			codes_info.append(
			[d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0, d[12],
			output_util.money_desc(d[13]), 1])
			output_util.money_desc(d[13]), 1, 1 if l2_trade_util.is_in_forbidden_trade_codes(d[3]) else 0])

			for d in record_limit_up_datas:
			if kpl_util.filter_block(d[2]) == plate:
			continue
			if plate not in [kpl_util.filter_block(k) for k in d[6].split("、")]:
			continue
			# 代码,名称,涨停时间,是否炸板,是否想买,是否已经下过单
			# 代码,名称,涨停时间,是否炸板,是否想买,是否已经下过单,涨停时间,自由流通市值,是否在黑名单里面
			codes_info.append(
			[d[3], d[4], tool.to_time_str(int(d[5])), 1 if d[3] not in now_limit_up_codes else 0, 0, 0, d[12],
			output_util.money_desc(d[13]), 0])
			output_util.money_desc(d[13]), 0, 1 if l2_trade_util.is_in_forbidden_trade_codes(d[3]) else 0])

			codes_info.sort(key=lambda x: x[2])
			# 查询是否为想买单
			@@ -493,7 +522,7 @@
			code_info[4] = 1 if code_info[0] in want_codes else 0
			# 获取代码状态
			if trade_manager.CodesTradeStateManager().get_trade_state_cache(
			code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
			code_info[0]) != trade_constant.TRADE_STATE_NOT_TRADE:
			code_info[5] = 1

			response_data = json.dumps({"code": 0, "data": codes_info})
			@@ -505,7 +534,7 @@
			statistic = {}
			for result in results:
			for c in result[1]:
			if not tool.is_shsz_code(c):
			if not tool.is_can_buy_code(c):
			continue
			if code and code != c:
			continue
			@@ -516,8 +545,15 @@
			statistic_list = [(k, statistic[k]) for k in statistic]
			statistic_list.sort(key=lambda x: x[1], reverse=True)
			fresults = []
			limit_up_records = KPLLimitUpDataRecordManager.list_all_cache(tool.get_now_date_str())
			limit_up_count_dict = {}
			if limit_up_records:
			for d in limit_up_records:
			limit_up_count_dict[d[3]] = d[12]

			for x in statistic_list:
			fresults.append((x[0], gpcode_manager.get_code_name(x[0]), x[1]))
			fresults.append((x[0], gpcode_manager.get_code_name(x[0]), x[1], limit_up_count_dict.get(x[0])))

			fresults = fresults[:30]
			response_data = json.dumps({"code": 0, "data": fresults})
			elif url.path == "/get_h_cancel_data":
			@@ -530,7 +566,7 @@
			total_datas = l2_data_util.local_today_datas.get(code)

			trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
			if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED or trade_state == trade_manager.TRADE_STATE_BUY_SUCCESS:
			if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED or trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
			hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer().get_watch_index_dict(code)
			# 根据日志读取实时的计算数据
			h_cancel_latest_compute_info = log_export.get_h_cancel_compute_info(code)
			@@ -672,61 +708,63 @@

			def __process_kpl_data(self, data_origin):
			def do_limit_up(result_list_):
			if result_list_:
			# 保存涨停时间
			codes_set = set()
			limit_up_reasons = {}
			for d in result_list_:
			code = d[0]
			limit_up_reasons[code] = d[5]
			codes_set.add(code)
			if tool.is_shsz_code(code):
			limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
			code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time)
			add_codes = codes_set - self.__latest_limit_up_codes_set
			self.__latest_limit_up_codes_set = codes_set
			try:
			if result_list_:
			# 保存涨停时间
			codes_set = set()
			limit_up_reasons = {}
			for d in result_list_:
			code = d[0]
			limit_up_reasons[code] = d[5]
			codes_set.add(code)
			if tool.is_can_buy_code(code):
			limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
			code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time)
			add_codes = codes_set - self.__latest_limit_up_codes_set
			self.__latest_limit_up_codes_set = codes_set

			if limit_up_reasons:
			# 统计涨停原因的票的个数
			limit_up_reason_code_dict = {}
			for code in limit_up_reasons:
			b = limit_up_reasons[code]
			if b not in limit_up_reason_code_dict:
			limit_up_reason_code_dict[b] = set()
			limit_up_reason_code_dict[b].add(code)
			cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict)
			if limit_up_reasons:
			# 统计涨停原因的票的个数
			limit_up_reason_code_dict = {}
			for code in limit_up_reasons:
			b = limit_up_reasons[code]
			if b not in limit_up_reason_code_dict:
			limit_up_reason_code_dict[b] = set()
			limit_up_reason_code_dict[b].add(code)
			LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict)

			if add_codes:
			for code in add_codes:
			# 根据涨停原因判断是否可以买
			if tool.is_shsz_code(code):
			try:
			# 判断是否下单
			trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code)
			if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED:
			# 委托中的订单，判断是否需要撤单
			if not gpcode_manager.WantBuyCodesManager().is_in_cache(code):
			yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
			current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict()
			if not current_limit_up_datas:
			current_limit_up_datas = []
			if not limit_up_record_datas:
			limit_up_record_datas = []
			# 买绝对老大
			# 中途不能撤单
			# if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code),
			# current_limit_up_datas,
			# limit_up_record_datas,
			# yesterday_current_limit_up_codes,
			# before_blocks_dict):
			# l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
			# f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单",
			# "板块撤")
			except Exception as e:
			logger_debug.exception(e)
			kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_)
			self.__kplDataManager.save_data(type_, result_list_)

			if add_codes:
			for code in add_codes:
			# 根据涨停原因判断是否可以买
			if tool.is_can_buy_code(code):
			try:
			# 判断是否下单
			trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code)
			if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED:
			# 委托中的订单，判断是否需要撤单
			if not gpcode_manager.WantBuyCodesManager().is_in_cache(code):
			yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
			current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict()
			if not current_limit_up_datas:
			current_limit_up_datas = []
			if not limit_up_record_datas:
			limit_up_record_datas = []
			# 买绝对老大
			# 中途不能撤单
			# if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code),
			# current_limit_up_datas,
			# limit_up_record_datas,
			# yesterday_current_limit_up_codes,
			# before_blocks_dict):
			# l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
			# f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单",
			# "板块撤")
			except Exception as e:
			logger_debug.exception(e)
			kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_)
			self.__kplDataManager.save_data(type_, result_list_)
			except Exception as e:
			logger_debug.exception(e)
			# 将"概念"二字替换掉
			data = data_origin
			type_ = data["type"]
			@@ -814,7 +852,7 @@
			def run(addr, port):
			# 运行看盘消息采集
			# kp_client_msg_manager.run_capture()
			kpl_data_manager.run_pull_task()
			kpl_data_manager.PullTask.run_pull_task()

			handler = DataServer
			# httpd = socketserver.TCPServer((addr, port), handler)
			@@ -828,25 +866,10 @@


			if __name__ == "__main__":
			code = "002676"
			buy_single_index = 716
			records = code_info_output.load_trade_record_cancel_watch_indexes(code)
			# 获取最新的L上与L下
			records.reverse()
			up_indexes = []
			down_indexes = []
			for r in records:
			if buy_single_index and buy_single_index != r[1]:
			continue
			if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_UP:
			up_indexes = r[2]
			break
			for r in records:
			if buy_single_index and buy_single_index != r[1]:
			continue
			if r[0] == trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_DOWN:
			down_indexes = r[2]
			break
			code = "603359"
			records = code_info_output.load_trade_record_cancel_watch_indexes(code,
			trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_H)
			print(records)

			response_data = json.dumps(
			{"code": 0, "data": {"up": up_indexes, "down": down_indexes}})
			# data = code_info_output.get_output_params(code, self.__jingxuan_cache_dict, self.__industry_cache_dict,
			# trade_record_date=date)