默认交易模式变更/真实下单位置计算位置修改

Administrator

34 分钟以前 2f2516749615da866e96d8d24e499b7ecbb63a3e

 output/code_info_output.py

@@ -14,14 +14,17 @@
    code_nature_analyse
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from third_data.code_plate_key_manager import KPLCodeJXBlockManager
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from utils import global_util, tool
from log_module import log, log_export
from l2 import l2_data_manager, l2_data_util, transaction_progress, l2_data_manager_new, code_price_manager
from l2.cancel_buy_strategy import HourCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
import l2.l2_data_manager_new
from third_data import kpl_data_manager, kpl_api
from third_data.kpl_data_manager import KPLLimitUpDataRecordManager
from trade import l2_trade_factor, trade_manager, l2_trade_util, trade_record_log_util
from trade import l2_trade_factor, trade_manager, l2_trade_util, trade_record_log_util, trade_constant
from trade.l2_trade_factor import L2TradeFactorUtil

base_output_content = {}
@@ -31,7 +34,6 @@


def __get_base_html_content():
    print("路径", sys.path[0])
    if base_output_content.get('css') is None:
        __base_html_content = ""
        with open("./output/css/style.css", mode='r') as f:
@@ -79,21 +81,21 @@
        code_extra_infos.append("暂不买")
    params["code"] = code
    params["code_name"] = f"{gpcode_manager.get_code_name(code)} {code}  （{','.join(code_extra_infos)}）"

    total_datas = l2_data_util.local_today_datas.get(code)
    if total_datas is None:
        l2_data_util.load_l2_data(code)
        total_datas = l2_data_util.local_today_datas.get(code)
        total_datas = []
        # l2_data_util.load_l2_data(code)
        # total_datas = l2_data_util.local_today_datas.get(code)
    if is_target_code:
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        limit_up_time = limit_up_time_manager.LimitUpTimeManager().get_limit_up_time_cache(code)
        volume_rate, volume_info = code_volumn_manager.get_volume_rate(code, with_info=True)
        volume_rate, volume_info = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=True)

        ################################买前评分################################

        # zyltgb, limit_price, bidding, k_form, code_nature, hot_block, volume_rate, limit_up_time,
        # deal_big_money
        log.logger_debug.info(f"板块热度耗时：{time.time() - __start_time}")
        # log.logger_debug.info(f"板块热度耗时：{time.time() - __start_time}")
        __start_time = time.time()

        ###############################下单信息###############################
@@ -101,25 +103,31 @@

        # 获取买入意愿
        __L2PlaceOrderParamsManager = l2_trade_factor.L2PlaceOrderParamsManager(code, True, volume_rate,
                                                                                code_volumn_manager.get_volume_rate_index(
                                                                                code_volumn_manager.CodeVolumeManager().get_volume_rate_index(
                                                                                    volume_rate),
                                                                                None)
        # 是否可以买入的信息
        try:
            can_buy_info = l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first(code, limit_up_price)
            can_buy_info = l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first_new(code, limit_up_price)
            params["trade_data"]["can_buy_info"] = can_buy_info
        except:
            pass

        # 获取量参考日期
        try:
            volume_refer_date = code_volumn_manager.get_volume_refer_date(code)
            volume_refer_date, volume_refer_date_distance = code_volumn_manager.CodeVolumeManager().get_volume_refer_date(
                code)
            params["trade_data"]["volume_refer_date"] = volume_refer_date
        except:
            pass

        # 获取是否
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        if k_format:
            params["trade_data"]["special_info"] = k_format[8]

        __base_L2PlaceOrderParamsManager = l2_trade_factor.L2PlaceOrderParamsManager(code, False, volume_rate,
                                                                                     code_volumn_manager.get_volume_rate_index(
                                                                                     code_volumn_manager.CodeVolumeManager().get_volume_rate_index(
                                                                                         volume_rate),
                                                                                     None)
        if -1 < __L2PlaceOrderParamsManager.score_index < 3:
@@ -201,25 +209,25 @@
                                                    data['val']['price']) * 100 / 10000, 1)}
        params["trade_data"]["trade_state"] = {}
        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:
        if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED:
            params["trade_data"]["trade_state"]["order"] = True
            params["trade_data"]["trade_state"]["desc"] = "已下单"
        else:
            params["trade_data"]["trade_state"]["order"] = False
            if trade_state == trade_manager.TRADE_STATE_NOT_TRADE:
            if trade_state == trade_constant.TRADE_STATE_NOT_TRADE:
                params["trade_data"]["trade_state"]["desc"] = "未交易"
            elif trade_state == trade_manager.TRADE_STATE_BUY_CANCEL_ING:
            elif trade_state == trade_constant.TRADE_STATE_BUY_CANCEL_ING:
                params["trade_data"]["trade_state"]["desc"] = "撤单中"
            elif trade_state == trade_manager.TRADE_STATE_BUY_CANCEL_SUCCESS:
            elif trade_state == trade_constant.TRADE_STATE_BUY_CANCEL_SUCCESS:
                params["trade_data"]["trade_state"]["desc"] = "撤单成功"
            elif trade_state == trade_manager.TRADE_STATE_BUY_SUCCESS:
            elif trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
                params["trade_data"]["trade_state"]["desc"] = "已成交"

        log.logger_debug.info(f"下单信息耗时：{time.time() - __start_time}")
        # log.logger_debug.info(f"下单信息耗时：{time.time() - __start_time}")
        __start_time = time.time()

        # H撤监听范围
        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:
        if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED or trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
            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_export.get_h_cancel_compute_info(code)
@@ -237,7 +245,7 @@
                    params["trade_data"]["h_cancel"]["datas"].append(
                        (val["time"], val["num"], money_desc(val["num"] * float(val["price"]) * 100),
                         (1 if canceled else 0)))
        log.logger_debug.info(f"H撤监听范围耗时：{time.time() - __start_time}")
        # log.logger_debug.info(f"H撤监听范围耗时：{time.time() - __start_time}")
        __start_time = time.time()

    ##############################主动买，被动买##################################
@@ -254,13 +262,13 @@
    #         {"name": d[1], "code": d[0], "score": d[2], "limit_up": d[3], "open_limit_up": d[4]})

    params["passive_buy_codes"] = params["passive_buy_codes"]
    log.logger_debug.info(f"主动买，被动买耗时：{time.time() - __start_time}")
    # log.logger_debug.info(f"主动买，被动买耗时：{time.time() - __start_time}")
    __start_time = time.time()

    trade_info = __load_trade_record(code, total_datas)
    trade_info = load_trade_record(code, total_datas)
    params["trade_record"] = {"open_limit_up": trade_info[0], "records": trade_info[2]}

    log.logger_debug.info(f"读取交易记录耗时：{time.time() - __start_time}")
    # log.logger_debug.info(f"读取交易记录耗时：{time.time() - __start_time}")
    __start_time = time.time()

    ##############################开盘啦相关信息##################################
@@ -269,17 +277,24 @@
        "industry": format_plate_output(industry)}
    # 获取开盘啦板块
    plate_info = None
    if code not in kpl_block_info_dict:
        plate_info = kpl_api.getStockIDPlate(code)
    else:
        plate_info = kpl_block_info_dict.get(code)
    jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code)
    if not jingxuan_block_info:
        jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
    if jingxuan_block_info:
        jingxuan_blocks = jingxuan_block_info[0]
        plate_info = [(0, x, 0) for x in jingxuan_blocks]  # set([x[1] for x in jingxuan_blocks])
    if not plate_info:
        if code not in kpl_block_info_dict:
            plate_info = kpl_api.getStockIDPlate(code)
        else:
            plate_info = kpl_block_info_dict.get(code)
    if plate_info:
        kpl_block_info_dict[code] = plate_info
        plate_info.sort(key=lambda x: x[2])
        plate_info.reverse()
        params["kpl_code_info"]["plate"] = [(k[0], k[1], k[2], format_plate_output(k[1])[1]) for k in plate_info]

    log.logger_debug.info(f"开盘啦板块耗时：{time.time() - __start_time}")
    # log.logger_debug.info(f"开盘啦板块耗时：{time.time() - __start_time}")
    __start_time = time.time()

    # 获取代码的历史涨停数据,(涨停原因,日期,板块)
@@ -287,6 +302,13 @@
    if code_records:
        code_records = [(format_plate_output(k[0]), k[1], [format_plate_output(k1) for k1 in k[2].split("、")]) for k in
                        code_records]
    # 修改历史
    # code_records = LimitUpCodesBlockRecordManager().get_radical_buy_blocks_origin_data(code)
    # if code_records:
    #     code_records = [(f"{x[0]}x{x[1]}", x[2], '') for x in code_records]
    # else:
    #     code_records = []

    params["kpl_code_info"]["code_records"] = code_records

    if not KPLLimitUpDataRecordManager.total_datas:
@@ -299,12 +321,58 @@
            params["kpl_code_info"]["today"] = (format_plate_output(d[2]), d[1], plates)
            break

    log.logger_debug.info(f"获取代码的历史涨停数据耗时：{time.time() - __start_time}")
    # log.logger_debug.info(f"获取代码的历史涨停数据耗时：{time.time() - __start_time}")
    __start_time = time.time()
    return params


def __load_trade_record(code, total_datas):
# 获取开盘啦板块信息
def get_kpl_block_info(code):
    def format_plate_output(_plat):
        return _plat, ''

    ##############################开盘啦相关信息##################################
    industry = global_util.code_industry_map.get(code)
    kpl_code_info = {
        "industry": format_plate_output(industry)}
    # 获取开盘啦板块
    plate_info = None
    jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code)
    if not jingxuan_block_info:
        jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
    if jingxuan_block_info:
        jingxuan_blocks = jingxuan_block_info[0]
        plate_info = [(0, x, 0) for x in jingxuan_blocks]  # set([x[1] for x in jingxuan_blocks])
    if not plate_info:
        if code not in kpl_block_info_dict:
            plate_info = kpl_api.getStockIDPlate(code)
        else:
            plate_info = kpl_block_info_dict.get(code)
    if plate_info:
        kpl_block_info_dict[code] = plate_info
        plate_info.sort(key=lambda x: x[2])
        plate_info.reverse()
        kpl_code_info["plate"] = [(k[0], k[1], k[2], format_plate_output(k[1])[1]) for k in plate_info]

    code_records = KPLLimitUpDataRecordManager.get_latest_infos(code, 4, False)[:2]
    if code_records:
        code_records = [(format_plate_output(k[0]), k[1], [format_plate_output(k1) for k1 in k[2].split("、")]) for k in
                        code_records]
    kpl_code_info["code_records"] = code_records

    if not KPLLimitUpDataRecordManager.total_datas:
        KPLLimitUpDataRecordManager.load_total_datas()
    for d in KPLLimitUpDataRecordManager.total_datas:
        if d[3] == code:
            # 获取今日
            plates = d[6].split("、")
            plates = [format_plate_output(p) for p in plates]
            kpl_code_info["today"] = (format_plate_output(d[2]), d[1], plates)
            break
    return kpl_code_info


def load_trade_record(code, total_datas, date=tool.get_now_date_str()):
    def format_l2_data(item):
        return f"{item['val']['time']}#{item['val']['num']}手#{round(item['val']['num'] * float(item['val']['price']) * 100 / 10000, 1)}万"

@@ -318,7 +386,7 @@
    break_time = limit_up_info[1]
    records = []
    try:
        records = log_export.load_trade_recod(code)
        records = log_export.load_trade_recod(code, date=date)
    except:
        pass
    records_new = []
@@ -350,23 +418,35 @@
                                                     f"独苗",
                                                     None))
                    extra_datas = []
                    if data['big_num_indexes']:
                    if data.get('big_num_indexes'):
                        big_num_desc = []
                        for i in data['big_num_indexes']:
                            big_num_desc.append(format_l2_data(total_datas[i]))
                        extra_datas.append(f"包含大单：{' & '.join(big_num_desc)}")
                    extra_datas.append(f"M值：{money_desc(data['m_val'])}")
                    extra_datas.append(f"安全笔数：{data['safe_count']}")
                    if data.get('m_val'):
                        extra_datas.append(f"M值：{money_desc(data['m_val'])}")
                    if data.get('safe_count'):
                        extra_datas.append(f"安全笔数：{data['safe_count']}")
                    extra_datas.append(f"总卖额：{data.get('sell_info')}")

                    records_new_data.append((time_, "", "-------------------------", []))
                    mode = data.get('mode')
                    if mode == OrderBeginPosInfo.MODE_FAST:
                    mode_desc = data.get('mode_desc')
                    if mode == OrderBeginPosInfo.MODE_ACTIVE:
                        records_new_data.append((time_, "积极下单",
                                                 mode_desc,
                                                 extra_datas))
                    elif mode == OrderBeginPosInfo.MODE_FAST:
                        records_new_data.append((time_, "闪电下单",
                                                 f"【{format_l2_data(total_datas[data['buy_single_index']])}】-【{format_l2_data(total_datas[data['buy_exec_index']])}】",
                                                 mode_desc,
                                                 extra_datas))
                    elif mode == OrderBeginPosInfo.MODE_RADICAL:
                        records_new_data.append((time_, "扫入下单",
                                                 mode_desc,
                                                 extra_datas))
                    else:
                        records_new_data.append((time_, "下单",
                                                 f"【{format_l2_data(total_datas[data['buy_single_index']])}】-【{format_l2_data(total_datas[data['buy_exec_index']])}】",
                        records_new_data.append((time_, "常规下单",
                                                 mode_desc,
                                                 extra_datas))
                elif type == trade_record_log_util.TYPE_REAL_PLACE_ORDER_POSITION:
                    _datas = []
@@ -414,6 +494,8 @@
                elif type == trade_record_log_util.TYPE_CANCEL:
                    load_cancel_watch_index(latest_cancel_watch_index_dict)
                    records_new_data.append((time_, "撤单", f"原因：{data['msg']}", []))
                elif type == trade_record_log_util.TYPE_ACTION:
                    records_new_data.append((time_, data['type'], f"{data['msg']}", []))
            load_cancel_watch_index(latest_cancel_watch_index_dict)
            records_new_data.sort(key=lambda x: x[0])
            if records_new_data:
@@ -427,11 +509,11 @@


# 返回内容[（类型,buy_single_index,indexes）]
def load_trade_record_cancel_watch_indexes(code, cancel_type=None):
def load_trade_record_cancel_watch_indexes(code, cancel_type=None, date=tool.get_now_date_str()):
    fresults = []
    records = []
    try:
        records = log_export.load_trade_recod(code)
        records = log_export.load_trade_recod(code, date=date)
    except:
        pass
    if records:
@@ -449,7 +531,6 @@


if __name__ == '__main__':
    code = '600713'
    l2_data_util.load_l2_data(code)
    fresults = __load_trade_record(code, l2_data_util.local_today_datas.get(code))
    print(fresults)
    code = '603616'
    records = load_trade_record_cancel_watch_indexes(code,
                                                     trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_H)