gp-server.git - Gitblit

			@@ -1,18 +1,21 @@
			import http
			import json
			import logging
			import socketserver
			import threading
			import time
			from http.server import BaseHTTPRequestHandler
			import dask

			from utils import global_util, tool
			from log_module.log import logger_system, logger_debug
			from utils import global_util, tool, data_export_util
			from code_attribute import gpcode_manager
			from log_module import log, log_analyse
			from l2 import code_price_manager, l2_data_util
			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 output.limit_up_data_filter import IgnoreCodeManager
			from third_data import kpl_util, kpl_data_manager, kpl_api
			from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager
			from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
			from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager
			from third_data.history_k_data_util import HistoryKDatasUtils
			from third_data.kpl_data_manager import KPLDataManager, KPLLimitUpDataRecordManager, \
			KPLCodeLimitUpReasonManager
			@@ -21,8 +24,13 @@
			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
			from trade import bidding_money_manager, trade_manager, l2_trade_util
			from trade.l2_trade_util import BlackListCodeManager
			import concurrent.futures

			# 禁用http.server的日志输出
			logger = logging.getLogger("http.server")
			logger.setLevel(logging.CRITICAL)


			class DataServer(BaseHTTPRequestHandler):
			@@ -39,6 +47,12 @@
			# 精选,行业数据缓存
			__jingxuan_cache_dict = {}
			__industry_cache_dict = {}
			__latest_limit_up_codes_set = set()
			__data_process_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)

			# 禁用日志输出
			def log_message(self, format, *args):
			pass

			def __get_limit_up_list(self):
			# 统计目前为止的代码涨停数量（分涨停原因）
			@@ -58,7 +72,7 @@
			for k in limit_up_reason_dict:
			limit_up_reason_dict[k].sort(key=lambda x: int(x[5]))
			# 统计想买单数量
			want_codes = gpcode_manager.WantBuyCodesManager.list_code()
			want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
			limit_up_reason_want_count_dict = {}
			for d in total_datas:
			if d[2] not in limit_up_reason_want_count_dict:
			@@ -84,7 +98,7 @@
			total_datas.reverse()

			# 获取涨停原因变化记录
			reason_changes = log.load_kpl_reason_changes()
			reason_changes = log_export.load_kpl_reason_changes()
			reason_changes.reverse()
			reason_changes_dict = {}
			for r in reason_changes:
			@@ -206,8 +220,8 @@
			codes_set = set([d[0] for d in temps])
			limit_up_dict, limit_up_codes, open_limit_up_codes = limit_up_data_filter.get_limit_up_info(codes_set)
			score_dict = limit_up_data_filter.get_codes_scores_dict(codes_set)
			want_codes = gpcode_manager.WantBuyCodesManager.list_code()
			black_codes = BlackListCodeManager.list_codes()
			want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
			black_codes = BlackListCodeManager().list_codes()
			total_datas = KPLLimitUpDataRecordManager.total_datas
			code_info_dict = {}
			for val in total_datas:
			@@ -285,20 +299,36 @@
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			name = ps_dict.get('name')
			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:
			data["code_name"] = f"{name} {code}"

			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:
			data["code_name"] = f"{name} {code}"
			self.__history_plates_dict[code] = (time.time(), data["kpl_code_info"]["code_records"])
			if "plate" in data["kpl_code_info"]:
			self.__blocks_dict[code] = (time.time(), data["kpl_code_info"]["plate"])

			self.__history_plates_dict[code] = (time.time(), data["kpl_code_info"]["code_records"])
			if "plate" in data["kpl_code_info"]:
			self.__blocks_dict[code] = (time.time(), data["kpl_code_info"]["plate"])

			response_data = json.dumps({"code": 0, "data": data})
			print("get_score_info 耗时：", time.time() - start_time)
			response_data = json.dumps({"code": 0, "data": data})
			print("get_score_info 耗时：", time.time() - start_time)
			except Exception as e:
			logging.exception(e)

			# 获取评分信息
			pass
			elif url.path == "/get_l2_datas":
			# 获取L2的数据
			ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
			code = ps_dict['code']
			datas = data_export_util.get_l2_datas(code)
			response_data = json.dumps({"code": 0, "data": datas})
			elif url.path == "/get_trade_progress":
			# 获取交易进度
			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)
			datas = data_export_util.get_l2_datas(code)
			response_data = json.dumps(
			{"code": 0, "data": {"trade_progress": trade_progress, "is_default": is_default}})
			elif url.path == "/kpl/get_limit_up_list":
			response_data = self.__get_limit_up_list()

			@@ -370,15 +400,16 @@
			continue
			# 代码,名称,涨停时间,是否炸板,是否想买,是否已经下过单
			codes_info.append(
			[d[3], d[4], tool.to_time_str(int(d[5])), d[3] not in now_limit_up_codes, False, False])
			[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])
			codes_info.sort(key=lambda x: x[2])
			# 查询是否为想买单
			want_codes = gpcode_manager.WantBuyCodesManager.list_code()
			want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
			for code_info in codes_info:
			code_info[4] = 1 if code_info[0] in want_codes else 0
			# 获取代码状态
			if trade_manager.get_trade_state(code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
			code_info[5] = True
			if trade_manager.CodesTradeStateManager().get_trade_state_cache(
			code_info[0]) != trade_manager.TRADE_STATE_NOT_TRADE:
			code_info[5] = 1

			response_data = json.dumps({"code": 0, "data": codes_info})
			elif url.path == "/get_h_cancel_data":
			@@ -390,11 +421,11 @@
			l2_data_util.load_l2_data(code)
			total_datas = l2_data_util.local_today_datas.get(code)

			trade_state = trade_manager.get_trade_state(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:
			hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer.get_watch_index_dict(code)
			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.get_h_cancel_compute_info(code)
			h_cancel_latest_compute_info = log_export.get_h_cancel_compute_info(code)
			if hcancel_datas_dict:
			temp_list = [(k, hcancel_datas_dict[k][0]) for k in hcancel_datas_dict]
			canceled_indexs = set([int(k.split("-")[0]) for k in cancel_indexes_set])
			@@ -435,10 +466,11 @@
			datas = self.__kplDataManager.get_from_file(kpl_util.KPLDataType.LIMIT_UP, day)
			# (代码,名称,首次涨停时间,最近涨停时间,几板,涨停原因,板块,实际流通,主力净额,涨停原因代码,涨停原因代码数量)
			result_list = []
			for d in datas:
			if d[5] == reason and d[0] != code:
			# (代码,名称)
			result_list.append((d[0], d[1]))
			if datas:
			for d in datas:
			if d[5] == reason and d[0] != code:
			# (代码,名称)
			result_list.append((d[0], d[1]))
			response_data = json.dumps({"code": 0, "data": {"reason": reason, "data": result_list}})
			else:
			response_data = json.dumps({"code": 1, "msg": "昨日未涨停"})
			@@ -474,6 +506,62 @@
			self.__send_response(result_str)

			def __process_kpl_data(self, data):
			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 code.find("00") == 0 or code.find("60") == 0:
			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 add_codes:
			for code in add_codes:
			# 根据涨停原因判断是否可以买
			if code.find("00") == 0 or code.find("60") == 0:
			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_)

			type_ = data["type"]
			print("开盘啦type:", type_)
			if type_ == KPLDataType.BIDDING.value:
			@@ -491,15 +579,7 @@
			self.__kplDataManager.save_data(type_, result_list)
			elif type_ == KPLDataType.LIMIT_UP.value:
			result_list = kpl_util.parseDaBanData(data["data"], kpl_util.DABAN_TYPE_LIMIT_UP)
			if result_list:
			# 保存涨停时间
			for d in result_list:
			code = d[0]
			if code.find("00") == 0 or code.find("60") == 0:
			limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
			code_price_manager.Buy1PriceManager.set_limit_up_time(code, limit_up_time)
			self.__kplDataManager.save_data(type_, result_list)
			kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list)
			self.__data_process_thread_pool.submit(lambda: do_limit_up(result_list))
			elif type_ == KPLDataType.OPEN_LIMIT_UP.value:
			result_list = kpl_util.parseDaBanData(data["data"], kpl_util.DABAN_TYPE_OPEN_LIMIT_UP)
			if result_list:
			@@ -564,12 +644,18 @@

			def run(addr, port):
			# 运行看盘消息采集
			kp_client_msg_manager.run_capture()
			# kp_client_msg_manager.run_capture()
			kpl_data_manager.run_pull_task()

			handler = DataServer
			# httpd = socketserver.TCPServer((addr, port), handler)
			httpd = ThreadedHTTPServer((addr, port), handler)
			print("HTTP server is at: http://%s:%d/" % (addr, port))
			httpd.serve_forever()
			try:
			httpd = ThreadedHTTPServer((addr, port), handler)
			print("HTTP server is at: http://%s:%d/" % (addr, port))
			httpd.serve_forever()
			except Exception as e:
			logger_system.exception(e)
			logger_system.error(f"端口服务器：{port} 启动失败")


			if __name__ == "__main__":