Administrator
2025-07-18 e0062b65da7f3ff34f4c831cc2ef3635b0f44437
api/outside_api_command_callback.py
@@ -14,7 +14,8 @@
import constant
import inited_data
import outside_api_command_manager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager, \
    CancelRateHumanSettingManager, LCancelBigNumComputer, LDownCancelWatchIndexStatisticManager
from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util, code_nature_analyse
from code_attribute.code_data_util import ZYLTGBUtil
from code_attribute.code_l1_data_manager import L1DataManager
@@ -54,11 +55,12 @@
from trade.huaxin import huaxin_trade_api, huaxin_trade_data_update, \
    huaxin_trade_record_manager, huaxin_trade_order_processor, huaxin_sell_util
from trade.huaxin.huaxin_trade_record_manager import PositionManager, DealRecordManager, DelegateRecordManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, BeforeSubDealBigOrderManager, \
    TotalDealBigOrderThresholdMoneyManager
from trade.sell import sell_manager
from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
from trade.trade_data_manager import RadicalBuyDealCodesManager
from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager
from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager, CodesContinueBuyMoneyManager
from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util, init_data_util
from servers import server_util
@@ -398,7 +400,13 @@
            elif code_list_type == outside_api_command_manager.CODE_LIST_GREEN:
                if operate == outside_api_command_manager.OPERRATE_SET:
                    gpcode_manager.GreenListCodeManager().add_code(code)
                    trade_record_log_util.add_green(code, "人为加绿")
                    gpcode_manager.WantBuyCodesManager().add_code(code)
                    # 加白
                    gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True)
                    trade_record_log_util.add_white_buy(code, "加绿加白")
                    name = gpcode_manager.get_code_name(code)
                    if not name:
                        results = HistoryKDatasUtils.get_gp_codes_names([code])
@@ -406,7 +414,7 @@
                            gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
                elif operate == outside_api_command_manager.OPERRATE_DELETE:
                    gpcode_manager.GreenListCodeManager().remove_code(code)
                    gpcode_manager.WantBuyCodesManager().remove_code(code)
                    gpcode_manager.WhiteListCodeManager().remove_code(code)
                elif operate == outside_api_command_manager.OPERRATE_GET:
                    codes = gpcode_manager.GreenListCodeManager().list_codes_cache()
                    datas = []
@@ -873,17 +881,22 @@
                account_available_money = trade_data_manager.AccountMoneyManager().get_available_money_cache()
                # 获取委托中的代码
                # current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
                # TODO 测试
                current_delegates, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day(
                    tool.get_now_date_str("%Y%m%d"), None,
                    [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded])
                    [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded, huaxin_util.TORA_TSTP_OST_AllCanceled ])
                fdatas = []
                if current_delegates:
                    codes_set = set()
                    for c in current_delegates:
                        try:
                            if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
                                continue
                            code = c["securityID"]
                            if code in codes_set:
                                continue
                            orderSysID = c.get("orderSysID")
                            codes_set.add(code)
                            code_name = gpcode_manager.get_code_name(code)
                            # 获取下单位置信息
                            order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
@@ -900,22 +913,7 @@
                            place_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
                            if place_order_index is None:
                                place_order_index = 0
                            # 计算信号位置到真实下单位置的总买(不管是否已撤)
                            total_nums = 0
                            for i in range(order_begin_pos.buy_single_index, place_order_index):
                                data = total_datas[i]
                                val = data["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                total_nums += val["num"]
                            # 计算已成交/已撤单的数量
                            deal_or_cancel_num = 0
                            for i in range(order_begin_pos.buy_single_index, trade_index + 1):
                                data = total_datas[i]
                                val = data["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                deal_or_cancel_num += val["num"]
                            # 获取剩下的笔数
                            total_left_count = 0
                            total_left_num = 0
@@ -940,69 +938,10 @@
                            if dealing_info:
                                if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]):
                                    total_left_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100)
                            limit_up_price = gpcode_manager.get_limit_up_price(code)
                            limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
                            buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
                            if buy1_money is None:
                                buy1_money = 1
                            # 获取已经成交的大单数量
                            total_big_num = 0
                            total_big_count = 0
                            is_ge_code = tool.is_ge_code(code)
                            for i in range(0, trade_index):
                                val = total_datas[i]["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                # 是不是大单
                                if not l2_data_util_old.is_big_money(val, is_ge_code):
                                    continue
                                canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
                                    code,
                                    i,
                                    total_datas,
                                    l2_data_util.local_today_canceled_buyno_map.get(
                                        code))
                                if not canceled_data:
                                    total_big_count += 1
                                else:
                                    total_big_num -= canceled_data["val"]["num"]
                                total_big_num += val["num"]
                            not_deal_total_big_num_pre = 0
                            not_deal_total_big_count_pre = 0
                            not_deal_total_big_num_after = 0
                            not_deal_total_big_count_after = 0
                            is_ge_code = tool.is_ge_code(code)
                            for i in range(trade_index, total_datas[-1]["index"] + 1):
                                val = total_datas[i]["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                # 是不是大单
                                if not l2_data_util_old.is_big_money(val, is_ge_code):
                                    continue
                                canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(
                                    code,
                                    i,
                                    total_datas,
                                    l2_data_util.local_today_canceled_buyno_map.get(
                                        code))
                                if not canceled_data:
                                    if i < place_order_index:
                                        not_deal_total_big_count_pre += 1
                                    else:
                                        not_deal_total_big_count_after += 1
                                else:
                                    if i < place_order_index:
                                        not_deal_total_big_num_pre -= canceled_data["val"]["num"]
                                    else:
                                        not_deal_total_big_num_after -= canceled_data["val"]["num"]
                                if i < place_order_index:
                                    not_deal_total_big_num_pre += val["num"]
                                else:
                                    not_deal_total_big_num_after += val["num"]
                            real_place_order_after_count = 0
                            real_place_order_after_num = 0
                            is_ge_code = tool.is_ge_code(code)
@@ -1025,88 +964,26 @@
                                    real_place_order_after_count += 1
                                    real_place_order_after_num += val["num"]
                            # 获取当日的量比
                            volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
                            # 是否需要注意
                            need_pay_attention = (total_left_count <= 10 or total_left_num * float(
                                limit_up_price) * 100 < 1500 * 10000) and (
                                                         real_place_order_after_count <= 10 or real_place_order_after_num * float(
                                                     limit_up_price) * 100 < 1500 * 10000)
                            # 统计真实下单位是否距离大单位置过近
                            is_near_big_order = False
                            try:
                                count = 0
                                for i in range(place_order_index - 1, -1, -1):
                                    data = total_datas[i]
                                    val = data["val"]
                                    if not L2DataUtil.is_limit_up_price_buy(val):
                                        continue
                                    money = val["num"] * float(val["price"])
                                    if money < 50 * 100:
                                        continue
                                    left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
                                        code,
                                        i,
                                        total_datas,
                                        l2_data_util.local_today_canceled_buyno_map.get(
                                            code))
                                    if left_count <= 0:
                                        continue
                                    if money >= 299 * 100:
                                        if count < 1:
                                            is_near_big_order = True
                                    else:
                                        count += 1
                                        if count >= 1:
                                            break
                            except:
                                pass
                                                         real_place_order_after_count <= 10 or real_place_order_after_num * limit_up_price * 100 < 1500 * 10000)
                            # L撤比例
                            l_down_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
                                                                                              buy_mode=OrderBeginPosInfo.MODE_RADICAL)
                            l_down_cancel_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code,
                                                                                                                buy_mode=OrderBeginPosInfo.MODE_RADICAL)
                            # 在挂的距离成交进度位金额/(远近期参考量-单当日实时成交量)*100%
                            expire_rate = "未知"
                            try:
                                referer_volume = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(
                                    code, limit_up_price)
                                today_volumn = code_volumn_manager.CodeVolumeManager().get_today_volumn_cache(code)
                                if referer_volume == today_volumn:
                                    expire_rate = "100%"
                                else:
                                    expire_rate = f"{100 - round(100 * total_left_num * 100 / (referer_volume - today_volumn), 2)}%"
                            except:
                                pass
                            fdata = {"id": orderSysID, "code_info": (code, code_name), "total_num": total_nums,
                                     "finish_num": deal_or_cancel_num,
                            fdata = {"id": orderSysID, "code_info": (code, code_name),
                                     "buy1_money": output_util.money_desc(buy1_money),
                                     "big_num_count": total_big_count,
                                     "big_num_money": output_util.money_desc(
                                         total_big_num * float(limit_up_price) * 100),
                                     "not_deal_big_num_count": (
                                         not_deal_total_big_count_pre, not_deal_total_big_count_after),
                                     "not_deal_big_num_money": (output_util.money_desc(
                                         not_deal_total_big_num_pre * float(limit_up_price) * 100),
                                                                output_util.money_desc(
                                                                    not_deal_total_big_num_after * float(
                                                                        limit_up_price) * 100)),
                                     "left_count": total_left_count,
                                     "volume_rate": volume_rate,
                                     "left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100),
                                     "pay_attention": need_pay_attention,
                                     "trade_progress_percent": round(
                                         total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2),  # 成交进度比例
                                     "limit_up_price": gpcode_manager.get_limit_up_price_as_num(code),
                                     "is_near_big_order": is_near_big_order,
                                     "limit_up_price": limit_up_price,
                                     "block": '',
                                     "trade_queue": [],
                                     "l_down_cancel_rate": l_down_cancel_rate,
                                     "expire_rate": expire_rate
                                     "l_down_cancel_rate_info": cancel_rate_info,
                                     }
                            limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
                            # 获取当前板块
@@ -1143,15 +1020,14 @@
                                    fdata['zyltgb'] = output_util.money_desc(zyltgb)
                            except:
                                pass
                            # L后囊括快照
                            try:
                                if order_begin_pos:
                                    fdata['mode'] = order_begin_pos.mode
                                else:
                                    fdata['mode'] = -1
                                current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code)
                                fdata['l_down_watch_indexes_info'] = {}
                                if current_info:
                                    fdata['l_down_watch_indexes_info']['current'] = current_info
                            except:
                                pass
                            fdatas.append(fdata)
                        except Exception as e:
                            logger_debug.exception(e)
@@ -1319,7 +1195,9 @@
                    if volumes_data:
                        is_new_top = code_nature_analyse.is_new_top(code,
                                                                    gpcode_manager.get_limit_up_price_by_preprice(code,
                                                                                                                  volumes_data[0]["close"]),
                                                                                                                  volumes_data[
                                                                                                                      0][
                                                                                                                      "close"]),
                                                                    volumes_data)
                data = {
@@ -1476,7 +1354,87 @@
                                   client_id,
                                   request_id)
            elif ctype == "test_cancel_order":
                # 获取相同板块的涨停代码数量
                code = data.get("code")
                trade_manager.start_cancel_buy(code, force=True)
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)
            elif ctype == "set_total_deal_big_order_threshold_money":
                code = data.get("code")
                money = data.get("money")
                if not code or not money:
                    self.send_response({"code": 1, "data": {}, "msg": "code/money为空"},
                                       client_id,
                                       request_id)
                    return
                TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money),
                                                                   trade_manager.CodesTradeStateManager().get_trade_state_cache(
                                                                       code))
                # 如果是加红状态,且大单不够就需要移红
                if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
                    deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                                 gpcode_manager.get_limit_up_price_as_num(
                                                                                                     code))
                    if deal_big_order_info[0] > 0:
                        gpcode_manager.MustBuyCodesManager().remove_code(code)
                        trade_record_log_util.add_common_msg(code, "移红", f"大单阈值修改({money})")
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)
            elif ctype == "set_l_down_rate":
                # 设置L后撤单比例
                code = data.get("code")
                rate = data.get("rate")
                if rate < 0 or rate > 2:
                    self.send_response({"code": 1, "msg": "比例范围不在0-1之间"},
                                       client_id,
                                       request_id)
                    return
                rate = round(rate, 2)
                old_rate = LCancelRateManager().get_cancel_rate(0)[0]
                CancelRateHumanSettingManager().set_l_down(code, rate)
                # L后重新囊括
                if rate < old_rate:
                    # 改小才能重新囊括
                    LCancelBigNumComputer().re_compute_l_down_watch_indexes(code, is_force=True)
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)
            elif ctype == "get_continue_buy_info":
                # 设置L后撤单比例
                code = data.get("code")
                money = CodesContinueBuyMoneyManager().get_continue_buy_money(code)
                if money is None:
                    money = 0
                self.send_response({"code": 0, "data": {"money": money, "money_list": constant.AVAILABLE_BUY_MONEYS}},
                                   client_id,
                                   request_id)
            elif ctype == "set_continue_buy_money":
                # 设置L后撤单比例
                code = data.get("code")
                money = data.get("money")
                if money <= 0:
                    # 表示移除续买金额
                    CodesContinueBuyMoneyManager().remove_continue_buy_money(code)
                    self.send_response({"code": 0, "data": {}},
                                       client_id,
                                       request_id)
                    return
                if money not in constant.AVAILABLE_BUY_MONEYS:
                    self.send_response({"code": 1, "msg": f"金额({money})没在{constant.AVAILABLE_BUY_MONEYS}中"},
                                       client_id,
                                       request_id)
                    return
                CodesContinueBuyMoneyManager().set_continue_buy_money(code, money)
                l2_trade_util.remove_from_forbidden_trade_codes(code)
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)
        except Exception as e:
            logging.exception(e)