| | |
| | | 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 |
| | |
| | | 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 |
| | |
| | | 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]) |
| | |
| | | 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 = [] |
| | |
| | | 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) |
| | |
| | | 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 |
| | |
| | | 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) |
| | |
| | | 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 |
| | |
| | | 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) |
| | |
| | | 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") |
| | |
| | | client_id, |
| | | request_id) |
| | | return |
| | | TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money)) |
| | | 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) |
| | | logger_debug.exception(e) |