| | |
| | | import http |
| | | import json |
| | | import logging |
| | | import socketserver |
| | | import threading |
| | | import time |
| | | from http.server import BaseHTTPRequestHandler |
| | | import dask |
| | | |
| | | from log_module.log import logger_system |
| | | 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, log_export |
| | | from l2 import code_price_manager, l2_data_util, l2_data_manager_new |
| | | 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, block_info |
| | |
| | | |
| | | 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): |
| | |
| | | __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) |
| | |
| | | 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() |
| | | |
| | |
| | | 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: |
| | | # 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=[] |
| | | 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") |
| | | 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_) |
| | | |
| | |
| | | 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) |
| | | threading.Thread(target=lambda: do_limit_up(result_list), daemon=True).start() |
| | | 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: |
| | |
| | | |
| | | handler = DataServer |
| | | # httpd = socketserver.TCPServer((addr, port), handler) |
| | | httpd = ThreadedHTTPServer((addr, port), handler) |
| | | print("HTTP server is at: http://%s:%d/" % (addr, port)) |
| | | 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) |