blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
Administrator
2024-06-13 cbe19ea6066a600cbd0b5110db5d43f8252d14a8 
 third_data/data_server.py


@@ -14,7 +14,7 @@


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


@@ -26,7 +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


@@ -377,7 +377,7 @@


            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 = 0


            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]):


@@ -500,20 +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


@@ -522,7 +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})


@@ -534,7 +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


@@ -566,7 +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)


@@ -708,61 +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"]


@@ -850,7 +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)