| | |
|---|
| | | # 买入队列 |
|---|
| | | import itertools |
|---|
| | | import json |
|---|
| | | import time |
|---|
| | | |
|---|
| | | import constant |
|---|
| | | from db import redis_manager |
|---|
| | | import tool |
|---|
| | | from db import redis_manager_delegate as redis_manager |
|---|
| | | from db.redis_manager_delegate import RedisUtils |
|---|
| | | from utils import tool |
|---|
| | | import l2.l2_data_util |
|---|
| | | from log import logger_l2_trade_buy_queue, logger_l2_trade_buy_progress |
|---|
| | | from log_module.log import logger_l2_trade_buy_queue, logger_l2_trade_buy_progress |
|---|
| | | |
|---|
| | | |
|---|
| | | class TradeBuyQueue: |
|---|
| | | buy_progress_index_cache = {} |
|---|
| | | latest_buy_progress_index_cache = {} |
|---|
| | | # 成交速率 |
|---|
| | | trade_speed_cache = {} |
|---|
| | | |
|---|
| | | __db = 0 |
|---|
| | | __redis_manager = redis_manager.RedisManager(0) |
|---|
| | | __instance = None |
|---|
| | | |
|---|
| | | def __new__(cls, *args, **kwargs): |
|---|
| | | if not cls.__instance: |
|---|
| | | cls.__instance = super(TradeBuyQueue, cls).__new__(cls, *args, **kwargs) |
|---|
| | | cls.__load_datas() |
|---|
| | | return cls.__instance |
|---|
| | | |
|---|
| | | def __init__(self): |
|---|
| | | self.last_buy_queue_data = {} |
|---|
| | | |
|---|
| | | def __getRedis(self): |
|---|
| | | return self.__redis_manager.getRedis() |
|---|
| | | @classmethod |
|---|
| | | def __get_redis(cls): |
|---|
| | | return cls.__redis_manager.getRedis() |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def __load_datas(cls): |
|---|
| | | __redis = cls.__get_redis() |
|---|
| | | try: |
|---|
| | | keys = RedisUtils.keys(__redis, "trade_buy_progress_index-*") |
|---|
| | | for k in keys: |
|---|
| | | code = k.split("-")[-1] |
|---|
| | | val = RedisUtils.get(__redis, k) |
|---|
| | | val = json.loads(val) |
|---|
| | | tool.CodeDataCacheUtil.set_cache(cls.buy_progress_index_cache, code, val) |
|---|
| | | |
|---|
| | | finally: |
|---|
| | | RedisUtils.realse(__redis) |
|---|
| | | |
|---|
| | | def __save_buy_queue_data(self, code, num_list): |
|---|
| | | key = "trade_buy_queue_data-{}".format(code) |
|---|
| | | self.__getRedis().setex(key, tool.get_expire(), json.dumps((num_list, tool.get_now_time_str()))) |
|---|
| | | RedisUtils.setex(self.__get_redis(), key, tool.get_expire(), json.dumps((num_list, tool.get_now_time_str()))) |
|---|
| | | |
|---|
| | | # 返回数据与更新时间 |
|---|
| | | def __get_buy_queue_data(self, code): |
|---|
| | | key = "trade_buy_queue_data-{}".format(code) |
|---|
| | | val = self.__getRedis().get(key) |
|---|
| | | val = RedisUtils.get(self.__get_redis(), key) |
|---|
| | | if val is None: |
|---|
| | | return None, None |
|---|
| | | val = json.loads(val) |
|---|
| | | return val[0], [1] |
|---|
| | | |
|---|
| | | def __save_buy_progress_index(self, code, index, is_default): |
|---|
| | | tool.CodeDataCacheUtil.set_cache(self.buy_progress_index_cache, code, (index, is_default)) |
|---|
| | | key = "trade_buy_progress_index-{}".format(code) |
|---|
| | | self.__getRedis().setex(key, tool.get_expire(), json.dumps((index, is_default))) |
|---|
| | | RedisUtils.setex_async(self.__db, key, tool.get_expire(), json.dumps((index, is_default))) |
|---|
| | | # 返回数据与更新时间 |
|---|
| | | |
|---|
| | | def __get_buy_progress_index(self, code): |
|---|
| | | key = "trade_buy_progress_index-{}".format(code) |
|---|
| | | val = self.__getRedis().get(key) |
|---|
| | | val = RedisUtils.get(self.__get_redis(), key) |
|---|
| | | if val is None: |
|---|
| | | return None, True |
|---|
| | | val = json.loads(val) |
|---|
| | | return int(val[0]), bool(val[1]) |
|---|
| | | |
|---|
| | | def __get_buy_progress_index_cache(self, code): |
|---|
| | | cache_result = tool.CodeDataCacheUtil.get_cache(self.buy_progress_index_cache, code) |
|---|
| | | if cache_result[0]: |
|---|
| | | return cache_result[1] |
|---|
| | | return None, True |
|---|
| | | |
|---|
| | | # 最近的非涨停买1的时间 |
|---|
| | | def __save_latest_not_limit_up_time(self, code, time_str): |
|---|
| | | key = "latest_not_limit_up_time-{}".format(code) |
|---|
| | | self.__getRedis().setex(key, tool.get_expire(), time_str) |
|---|
| | | RedisUtils.setex(self.__get_redis(), key, tool.get_expire(), time_str) |
|---|
| | | |
|---|
| | | def __get_latest_not_limit_up_time(self, code): |
|---|
| | | key = "latest_not_limit_up_time-{}".format(code) |
|---|
| | | if not constant.TEST: |
|---|
| | | return self.__getRedis().get(key) |
|---|
| | | return RedisUtils.get(self.__get_redis(), key) |
|---|
| | | return None |
|---|
| | | |
|---|
| | | # 保存数据,返回保存数据的条数 |
|---|
| | | def save(self, code, limit_up_price, buy_1_price, buy_1_time, queues): |
|---|
| | | # 如果买1不为涨停价就不需要保存 |
|---|
| | | if queues == self.last_buy_queue_data.get(code): |
|---|
| | | # 2个以上的数据才有处理价值 |
|---|
| | | if not queues or len(queues) < 2: |
|---|
| | | return None |
|---|
| | | if abs(float(buy_1_price) - float(limit_up_price)) >= 0.01: |
|---|
| | | # 如果买1不为涨停价就不需要保存 |
|---|
| | | old_queues = self.last_buy_queue_data.get(code) |
|---|
| | | if old_queues and len(old_queues) == len(queues): |
|---|
| | | # 元素相同就不需要再次处理 |
|---|
| | | old_str = ",".join([str(k) for k in old_queues[1:]]) |
|---|
| | | new_str = ",".join([str(k) for k in queues[1:]]) |
|---|
| | | if old_str == new_str: |
|---|
| | | return None |
|---|
| | | self.last_buy_queue_data[code] = queues |
|---|
| | | |
|---|
| | | if abs(float(buy_1_price) - float(limit_up_price)) >= 0.001: |
|---|
| | | # 保存最近的涨停起始时间 |
|---|
| | | self.__save_latest_not_limit_up_time(code, buy_1_time) |
|---|
| | | return None |
|---|
| | | |
|---|
| | | self.last_buy_queue_data[code] = queues |
|---|
| | | min_num = round(constant.L2_MIN_MONEY / (limit_up_price * 100)) |
|---|
| | | num_list = [] |
|---|
| | | # 忽略第一条数据 |
|---|
| | | for i in range(1, len(queues)): |
|---|
| | | num = queues[i] |
|---|
| | | if num > min_num: |
|---|
| | | if num > min_num and len(num_list) < 4: |
|---|
| | | num_list.append(num) |
|---|
| | | # 保存列表 |
|---|
| | | self.__save_buy_queue_data(code, num_list) |
|---|
| | |
|---|
| | | today_num_operate_map = l2.l2_data_util.local_today_num_operate_map.get(code) |
|---|
| | | index = None |
|---|
| | | if True: |
|---|
| | | # 最多5个数据 |
|---|
| | | buyQueueBigTemp = buyQueueBig |
|---|
| | | last_index, is_default = self.get_traded_index(code) |
|---|
| | | c_last_index = 0 |
|---|
| | |
|---|
| | | |
|---|
| | | # 获取成交进度索引 |
|---|
| | | def get_traded_index(self, code): |
|---|
| | | index, is_default = self.__get_buy_progress_index(code) |
|---|
| | | index, is_default = self.__get_buy_progress_index_cache(code) |
|---|
| | | return index, is_default |
|---|
| | | |
|---|
| | | def set_traded_index(self, code, index): |
|---|
| | | # 设置交易进度 |
|---|
| | | def set_traded_index(self, code, index, total_datas = None): |
|---|
| | | last_info = self.latest_buy_progress_index_cache.get(code) |
|---|
| | | # 交易进度是否改变 |
|---|
| | | traded_index_changed = False |
|---|
| | | if not last_info or last_info[0] != index: |
|---|
| | | if last_info and total_datas: |
|---|
| | | val = total_datas[last_info[0]]['val'] |
|---|
| | | if time.time() - last_info[1] > 0: |
|---|
| | | rate = round(val["num"] * float(val["price"]) * 100 / (time.time() - last_info[1])) |
|---|
| | | # 成交速率 |
|---|
| | | self.trade_speed_cache[code] = rate |
|---|
| | | self.latest_buy_progress_index_cache[code] = (index, time.time()) |
|---|
| | | traded_index_changed = True |
|---|
| | | self.__save_buy_progress_index(code, index, False) |
|---|
| | | return traded_index_changed |
|---|
| | | |
|---|
| | | # 获取成交速率 |
|---|
| | | def get_trade_speed(self, code): |
|---|
| | | return self.trade_speed_cache.get(code) |
|---|
| | | |
|---|
| | | |
|---|
| | | if __name__ == '__main': |
|---|
| | | pass |
|---|
| | | if __name__ == '__main__': |
|---|
| | | a = [1, 2, 3, 4] |
|---|
| | | results = [str(k) for k in a] |
|---|
| | | b = [1, 2, 3] |
|---|
| | | result = (",".join([str(k) for k in a]) == ",".join([str(k) for k in b])) |
|---|
| | | print(result) |
|---|
