gp-server.git - Gitblit

			@@ -14,11 +14,12 @@
			import constant
			import inited_data
			import outside_api_command_manager
			from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
			from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util
			from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager
			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 code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, WantBuyCodesManager
			from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, WantBuyCodesManager, \
			HumanRemoveForbiddenManager, HumanForbiddenManager
			from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager
			from db.redis_manager_delegate import RedisUtils
			from huaxin_client import l1_subscript_codes_manager
			@@ -35,27 +36,32 @@
			logger_trade, logger_trade_position_api_request, logger_request_api, \
			logger_real_place_order_position, logger_device
			from output import l2_output_util
			from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager
			from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager, RealTimeKplMarketData, \
			RadicalBuyBlockManager
			from third_data import kpl_util, history_k_data_manager, huaxin_l1_data_manager, third_blocks_manager, kpl_data_manager, \
			history_k_data_util
			from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData
			from third_data.history_k_data_manager import HistoryKDataManager
			from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
			from third_data.kpl_data_constant import LimitUpDataConstant
			from third_data.kpl_data_manager import KPLDataManager
			from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager
			from third_data.kpl_util import KPLDataType
			from third_data.third_blocks_manager import CodeThirdBlocksManager, SOURCE_TYPE_KPL, BlockMapManager
			from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant
			from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant, trade_record_log_util
			import l2_data_util as l2_data_util_old
			from trade.buy_money_count_setting import BuyMoneyAndCountSetting, RadicalBuyBlockCodeCountManager
			from trade.buy_radical import block_special_codes_manager, radical_buy_data_manager

			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, \
			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 settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
			from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util
			from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util, init_data_util
			from servers import server_util


			@@ -93,7 +99,7 @@
			def __cancel_not_deal_order(self, code, order_ref, timeout=3):
			time.sleep(timeout)
			# 撤买单
			huaxin_trade_api.cancel_order(1, code, "", orderRef=order_ref)
			huaxin_trade_api.cancel_order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, "", orderRef=order_ref)

			# 交易
			def OnTrade(self, client_id, request_id, data):
			@@ -287,15 +293,20 @@
			fresult = {"code": 0}
			if code_list_type == outside_api_command_manager.CODE_LIST_WANT:
			if operate == outside_api_command_manager.OPERRATE_SET:
			trade_record_log_util.add_want_buy(code)
			gpcode_manager.WantBuyCodesManager().add_code(code)
			# 加想买单要从黑名单移除
			l2_trade_util.remove_from_forbidden_trade_codes(code)
			if l2_trade_util.is_in_forbidden_trade_codes(code):
			l2_trade_util.remove_from_forbidden_trade_codes(code)
			# 加想买单要从黑名单移除
			HumanRemoveForbiddenManager().add_code(code)
			HumanForbiddenManager().remove_code(code)
			name = gpcode_manager.get_code_name(code)
			if not name:
			results = HistoryKDatasUtils.get_gp_codes_names([code])
			if results:
			gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
			elif operate == outside_api_command_manager.OPERRATE_DELETE:
			trade_record_log_util.remove_want_buy(code)
			gpcode_manager.WantBuyCodesManager().remove_code(code)
			elif operate == outside_api_command_manager.OPERRATE_GET:
			codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
			@@ -312,8 +323,10 @@
			cancel_type=trade_constant.CANCEL_TYPE_HUMAN)
			except Exception as e:
			logger_debug.exception(e)
			l2_trade_util.forbidden_trade(code, msg="手动加入 trade_server")
			l2_trade_util.forbidden_trade(code, msg="手动加入 trade_server", force=True)
			WantBuyCodesManager().remove_code(code)
			HumanRemoveForbiddenManager().remove_code(code)
			HumanForbiddenManager().add_code(code)
			name = gpcode_manager.get_code_name(code)
			if not name:
			results = HistoryKDatasUtils.get_gp_codes_names([code])
			@@ -321,7 +334,8 @@
			gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
			elif operate == outside_api_command_manager.OPERRATE_DELETE:
			l2_trade_util.remove_from_forbidden_trade_codes(code)
			WantBuyCodesManager().add_code(code)
			HumanRemoveForbiddenManager().add_code(code)
			HumanForbiddenManager().remove_code(code)
			elif operate == outside_api_command_manager.OPERRATE_GET:
			codes = gpcode_manager.BlackListCodeManager().list_codes_cache()
			datas = []
			@@ -331,14 +345,14 @@
			fresult = {"code": 0, "data": datas}
			elif code_list_type == outside_api_command_manager.CODE_LIST_WHITE:
			if operate == outside_api_command_manager.OPERRATE_SET:
			gpcode_manager.WhiteListCodeManager().add_code(code)
			gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True)
			name = gpcode_manager.get_code_name(code)
			if not name:
			results = HistoryKDatasUtils.get_gp_codes_names([code])
			if results:
			gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
			elif operate == outside_api_command_manager.OPERRATE_DELETE:
			gpcode_manager.WhiteListCodeManager().remove_code(code)
			gpcode_manager.WhiteListCodeManager().remove_code(code, is_human=True)
			elif operate == outside_api_command_manager.OPERRATE_GET:
			codes = gpcode_manager.WhiteListCodeManager().list_codes_cache()
			datas = []
			@@ -367,6 +381,7 @@
			elif code_list_type == outside_api_command_manager.CODE_LIST_MUST_BUY:
			if operate == outside_api_command_manager.OPERRATE_SET:
			gpcode_manager.MustBuyCodesManager().add_code(code)
			trade_record_log_util.add_must_buy(code, "手动拉红")
			name = gpcode_manager.get_code_name(code)
			if not name:
			results = HistoryKDatasUtils.get_gp_codes_names([code])
			@@ -480,7 +495,8 @@
			try:
			fdata = {}
			try:
			date = JueJinApi.get_previous_trading_date(tool.get_now_date_str())
			date = HistoryKDatasUtils.get_trading_dates(tool.date_sub(tool.get_now_date_str(), 10),
			tool.get_now_date_str())
			if date:
			fdata["juejin"] = 1
			except Exception as e:
			@@ -537,17 +553,11 @@

			# 获取今日K线的更新数量
			try:
			dates = HistoryKDatasUtils.get_latest_trading_date_cache(5)
			latest_trading_date = None
			if dates:
			latest_trading_date = dates[0]
			if latest_trading_date is None:
			raise Exception("没有获取到上一个交易日的日期")
			latest_trading_date = history_k_data_util.get_k_bar_dead_date()
			codes = HistoryKDataManager().get_history_bars_codes(latest_trading_date)
			count = len(codes)
			fdata["today_history_k_bar_count"] = count
			except Exception as e:
			logger_debug.exception(e)
			fdata["today_history_k_bar_count"] = -1

			# 获取数据服务器是否联通
			@@ -882,6 +892,8 @@
			order_begin_pos = OrderBeginPosInfo(buy_single_index=0, buy_exec_index=0)
			l2_data_util.load_l2_data(code)
			total_datas = l2_data_util.local_today_datas.get(code)
			if not total_datas:
			continue
			trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
			if trade_index is None:
			trade_index = 0
			@@ -932,7 +944,7 @@
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
			if buy1_money is None:
			buy1_money = 0
			buy1_money = 1
			# 获取已经成交的大单数量
			total_big_num = 0
			total_big_count = 0
			@@ -1015,7 +1027,7 @@
			real_place_order_after_num += val["num"]

			# 获取当日的量比
			volume_rate = code_volumn_manager.get_volume_rate(code)
			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(
			@@ -1054,6 +1066,23 @@
			break
			except:
			pass
			# L撤比例
			l_down_cancel_rate, must_buy = 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,
			"buy1_money": output_util.money_desc(buy1_money),
			@@ -1073,18 +1102,28 @@
			"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": float(gpcode_manager.get_limit_up_price(code)),
			"limit_up_price": gpcode_manager.get_limit_up_price_as_num(code),
			"is_near_big_order": is_near_big_order,
			"block": '',
			"trade_queue": []
			"trade_queue": [],
			"l_down_cancel_rate": l_down_cancel_rate,
			"expire_rate": expire_rate
			}
			limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
			# 获取当前板块
			try:
			limit_up_sequence = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code)
			if limit_up_sequence:
			fdata[
			'block'] = f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})"
			limit_up_sequences = CodeLimitUpSequenceManager.get_current_limit_up_sequence(code)
			if limit_up_sequences:
			buy_blocks = RadicalBuyDealCodesManager().get_code_blocks(code)
			blocks_info = []
			for limit_up_sequence in limit_up_sequences:
			# 获取代码下单的板块
			if buy_blocks and limit_up_sequence[0] not in buy_blocks:
			continue
			blocks_info.append(
			f"{limit_up_sequence[0]}-{limit_up_sequence[1]}({limit_up_sequence[2]}&{limit_up_sequence[2] - limit_up_sequence[3]})")
			if buy_blocks:
			fdata['block'] = "/".join(blocks_info)
			except:
			pass
			# 获取涨停时间
			@@ -1182,8 +1221,8 @@
			elif ctype == "set_per_code_buy_money":
			# 设置单只票的买入金额
			money = data["money"]
			if money > 30000:
			raise Exception("最多只能设置3w")
			if money > 50000:
			raise Exception("最多只能设置5w")
			constant.BUY_MONEY_PER_CODE = money
			self.send_response({"code": 0, "data": {"money": constant.BUY_MONEY_PER_CODE}}, client_id, request_id)
			elif ctype == "get_per_code_buy_money":
			@@ -1208,9 +1247,16 @@
			# 获取大单成交列表
			code = data["code"]
			data_list = BigOrderDealManager().get_total_buy_money_list(code)
			bigger_money = l2_data_util_old.get_big_money_val(float(gpcode_manager.get_limit_up_price(code)),
			bigger_money = l2_data_util_old.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
			tool.is_ge_code(code))
			fdatas = []
			# 加载订阅之前的大单
			pre_deals = BeforeSubDealBigOrderManager().get_deal_big_order_money_list(code)
			if pre_deals:
			for d in pre_deals:
			if d[0] < bigger_money:
			continue
			fdatas.append(d[0])
			for d in data_list:
			if d < bigger_money:
			continue
			@@ -1256,19 +1302,37 @@
			source_origin_dict = copy.deepcopy(CodeThirdBlocksManager().get_source_blocks_origin(code))
			if not source_origin_dict:
			source_origin_dict = {}
			kpl_blocks = RadicalBuyBlockManager.get_code_kpl_blocks(code)
			kpl_blocks = set()
			if kpl_blocks is None:
			kpl_blocks = set()
			if not kpl_blocks:
			KPLCodeJXBlockManager().load_jx_blocks_radical(code)

			filter_blocks, match_blocks = RadicalBuyBlockManager.get_code_blocks(code)
			source_origin_dict[SOURCE_TYPE_KPL] = kpl_blocks
			source_dict[SOURCE_TYPE_KPL] = BlockMapManager().filter_blocks(kpl_blocks)

			dates = HistoryKDatasUtils.get_latest_trading_date_cache(5)
			latest_trading_date = None
			is_new_top = False
			if dates:
			latest_trading_date = dates[0]
			if latest_trading_date:
			volumes_data = HistoryKDataManager().get_history_bars(code, latest_trading_date)
			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)

			data = {
			"blocks": {},
			"origin_blocks": {},
			"match_blocks": [list(filter_blocks), list(match_blocks)]
			"match_blocks": [list(filter_blocks), list(match_blocks)],
			# 板块净流入情况
			"block_in_moneys": [RealTimeKplMarketData.get_block_info_at_block_in(b) for b in filter_blocks],
			# 是否是突破板
			"is_new_top": is_new_top
			}
			for s in source_origin_dict:
			data["origin_blocks"][s] = list(source_origin_dict[s])
			@@ -1282,6 +1346,10 @@
			# 设置买入金额和数量
			normal = data["normal"]
			radical = data["radical"]
			default_buy_money = data["default_buy_money"]
			if int(default_buy_money) not in constant.AVAILABLE_BUY_MONEYS:
			raise Exception("默认金额不在预设金额内")
			constant.BUY_MONEY_PER_CODE = default_buy_money
			BuyMoneyAndCountSetting().set_normal_buy_data(normal[0], json.loads(normal[1]))
			BuyMoneyAndCountSetting().set_radical_buy_data(radical[0], json.loads(radical[1]))
			data = {
			@@ -1296,7 +1364,8 @@
			data = {
			"normal": BuyMoneyAndCountSetting().get_normal_buy_setting(),
			"radical": BuyMoneyAndCountSetting().get_radical_buy_setting(),
			"moneys": constant.AVAILABLE_BUY_MONEYS
			"moneys": constant.AVAILABLE_BUY_MONEYS,
			"default_buy_money": constant.BUY_MONEY_PER_CODE
			}
			self.send_response({"code": 0, "data": data, "msg": f""},
			client_id,
			@@ -1316,7 +1385,112 @@
			self.send_response({"code": 0, "data": data, "msg": f""},
			client_id,
			request_id)
			elif ctype == "get_place_order_settings":
			# 获取买入下单设置
			data = {
			"radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE),
			"zyltgb": constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES,
			"top_block_count_by_market_strong": constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG,
			"special_codes_max_block_in_rank": constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL,
			"ignore_block_in_money_market_strong": constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG,
			"buy_first_limit_up": 1 if constant.CAN_BUY_FIRST_LIMIT_UP else 0,
			"can_auto_add_white": 1 if constant.CAN_AUTO_ADD_WHITE else 0
			}}
			self.send_response({"code": 0, "data": data, "msg": f""},
			client_id,
			request_id)
			elif ctype == "set_place_order_settings":
			radical_buy = data.get("radical_buy")
			if radical_buy:
			radical_buy = json.loads(radical_buy)
			constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0]
			constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1]
			constant.RADICAL_BUY_ZYLTGB_AS_YI_RANGES = radical_buy["zyltgb"]
			if radical_buy.get("top_block_count_by_market_strong"):
			constant.RADICAL_BUY_TOP_IN_COUNT_BY_MARKET_STRONG = radical_buy.get(
			"top_block_count_by_market_strong")
			if radical_buy.get("special_codes_max_block_in_rank"):
			constant.RADICAL_BUY_TOP_IN_INDEX_WITH_SPECIAL = radical_buy.get(
			"special_codes_max_block_in_rank")
			if radical_buy.get('ignore_block_in_money_market_strong') is not None:
			constant.IGNORE_BLOCK_IN_MONEY_MARKET_STRONG = radical_buy.get(
			'ignore_block_in_money_market_strong')
			if radical_buy.get('buy_first_limit_up') is not None:
			constant.CAN_BUY_FIRST_LIMIT_UP = True if radical_buy.get(
			'buy_first_limit_up') else False
			if radical_buy.get('can_auto_add_white') is not None:
			constant.CAN_AUTO_ADD_WHITE = True if radical_buy.get(
			'can_auto_add_white') else False

			self.send_response({"code": 0, "data": {}, "msg": f""},
			client_id,
			request_id)
			elif ctype == "get_buy_open_limit_up_codes":
			# 获取隔夜单排1的代码
			codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
			if not codes:
			codes = set()
			self.send_response({"code": 0, "data": list(codes), "msg": f""},
			client_id,
			request_id)

			elif ctype == "set_buy_open_limit_up_codes":
			# 设置隔夜单排1的代码
			codes = data.get("codes")
			codes = json.loads(codes)
			gpcode_manager.BuyOpenLimitUpCodeManager().set_codes(set(codes))
			self.send_response({"code": 0, "data": list(codes), "msg": f""},
			client_id,
			request_id)

			elif ctype == "async_radical_buy_special_codes":
			# 同步扫入买的辨识度代码
			count = block_special_codes_manager.update_block_special_codes()
			self.send_response({"code": 0, "msg": f"更新成功数量：{count}"},
			client_id,
			request_id)

			elif ctype == "get_same_block_limit_up_codes_count":
			# 获取相同板块的涨停代码数量
			codes = data.get("codes")
			codes = json.loads(codes)
			block_codes = {}
			for code in codes:
			# 获取板块
			fblocks, before_fblocks = RadicalBuyBlockManager.get_code_blocks(code)
			# 获取板块历史涨停
			for b in fblocks:
			codes = LimitUpDataConstant.get_history_limit_up_block_codes(b)
			if codes:
			if code not in block_codes:
			block_codes[code] = {}
			block_codes[code][b] = len(codes)
			self.send_response({"code": 0, "data": block_codes},
			client_id,
			request_id)

			elif ctype == "test_place_order":
			# 获取相同板块的涨停代码数量
			code = data.get("code")
			# total_datas = l2_data_util.local_today_datas.get(code)
			# trade_manager.test_order(code, total_datas[-1], total_datas[-1]["index"])
			# radical_buy_data_manager.pull_pre_deal_big_orders(code)
			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))
			self.send_response({"code": 0, "data": {}},
			client_id,
			request_id)
			except Exception as e:
			logging.exception(e)
			logger_debug.exception(e)