Administrator
2023-10-30 fb47d36048e94b9a506d5c153e3dd19a01e37df1
third_data/data_server.py
@@ -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)
@@ -58,13 +72,14 @@
        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:
                limit_up_reason_want_count_dict[d[2]] = 0
            limit_up_reason_want_count_dict[d[2]] += 1
            if d[3] in want_codes:
                limit_up_reason_want_count_dict[d[2]] += 1
        # (板块名称,涨停代码数量,想买单数量,涨停时间)
        limit_up_reason_statistic_info = [
            (k, len(limit_up_reason_dict[k]), limit_up_reason_want_count_dict.get(k), limit_up_reason_dict[k][0][5]) for
            k in
@@ -83,7 +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:
@@ -205,8 +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:
@@ -284,20 +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()
@@ -368,15 +399,17 @@
                if 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
                codes_info.append([d[3], d[4], tool.to_time_str(d[5]), d[3] not in now_limit_up_codes, False, False])
                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])
            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":
@@ -388,11 +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])
@@ -433,10 +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"})
@@ -472,6 +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:
@@ -489,15 +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:
@@ -562,12 +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__":