| | |
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| | | import sys |
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| | | import time |
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| | | import code_attribute |
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| | | from code_attribute import code_volumn_manager, limit_up_time_manager, global_data_loader, gpcode_manager |
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| | | import constant |
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| | | from code_attribute import code_volumn_manager, limit_up_time_manager, global_data_loader, gpcode_manager, \ |
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| | | code_nature_analyse |
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| | | from l2.l2_data_manager import OrderBeginPosInfo |
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| | | from l2.l2_data_util import L2DataUtil |
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| | | from third_data.code_plate_key_manager import KPLCodeJXBlockManager |
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| | | from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager |
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| | | from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager |
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| | | from utils import global_util, tool |
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| | | from log_module import log, log_export |
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| | | from l2 import l2_data_manager, l2_data_util, transaction_progress, l2_data_manager_new, code_price_manager |
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| | | from l2.cancel_buy_strategy import HourCancelBigNumComputer |
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| | | from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer |
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| | | import l2.l2_data_manager_new |
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| | | from third_data import kpl_data_manager, kpl_api |
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| | | from third_data.kpl_data_manager import KPLLimitUpDataRecordManager |
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| | | from trade import first_code_score_manager, l2_trade_factor, trade_manager, l2_trade_util, trade_record_log_util |
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| | | from trade import l2_trade_factor, trade_manager, l2_trade_util, trade_record_log_util, trade_constant |
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| | | from trade.l2_trade_factor import L2TradeFactorUtil |
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| | | import trade.deal_big_money_manager |
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| | | |
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| | | base_output_content = {} |
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| | | kpl_block_info_dict = {} |
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| | |
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| | | |
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| | | |
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| | | def __get_base_html_content(): |
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| | | print("路径", sys.path[0]) |
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| | | if base_output_content.get('css') is None: |
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| | | __base_html_content = "" |
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| | | with open("./output/css/style.css", mode='r') as f: |
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| | |
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| | | day = tool.get_now_date_str() |
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| | | is_target_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code) |
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| | | code_extra_infos = [] |
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| | | if l2_trade_util.BlackListCodeManager().is_in_cache(code): |
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| | | if gpcode_manager.BlackListCodeManager().is_in_cache(code): |
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| | | code_extra_infos.append("黑名单") |
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| | | if l2_trade_util.WhiteListCodeManager().is_in_cache(code): |
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| | | if gpcode_manager.WhiteListCodeManager().is_in_cache(code): |
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| | | code_extra_infos.append("白名单") |
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| | | # 获取白名单,黑名单 |
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| | | if code_attribute.gpcode_manager.WantBuyCodesManager().is_in_cache(code): |
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| | |
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| | | code_extra_infos.append("暂不买") |
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| | | params["code"] = code |
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| | | params["code_name"] = f"{gpcode_manager.get_code_name(code)} {code} （{','.join(code_extra_infos)}）" |
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| | | |
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| | | total_datas = l2_data_util.local_today_datas.get(code) |
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| | | if total_datas is None: |
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| | | l2_data_util.load_l2_data(code) |
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| | | total_datas = l2_data_util.local_today_datas.get(code) |
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| | | total_datas = [] |
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| | | # l2_data_util.load_l2_data(code) |
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| | | # total_datas = l2_data_util.local_today_datas.get(code) |
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| | | if is_target_code: |
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| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
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| | | limit_up_time = limit_up_time_manager.LimitUpTimeManager().get_limit_up_time_cache(code) |
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| | | volume_rate, volume_info = code_volumn_manager.get_volume_rate(code, True) |
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| | | (score, score_list), score_source_list = first_code_score_manager.get_score(code, volume_rate, limit_up_time, |
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| | | True) |
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| | | volume_rate, volume_info = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=True) |
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| | | |
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| | | ################################买前评分################################ |
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| | | |
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| | | # zyltgb, limit_price, bidding, k_form, code_nature, hot_block, volume_rate, limit_up_time, |
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| | | # deal_big_money |
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| | | log.logger_debug.info(f"板块热度耗时：{time.time() - __start_time}") |
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| | | # log.logger_debug.info(f"板块热度耗时：{time.time() - __start_time}") |
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| | | __start_time = time.time() |
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| | | |
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| | | ###############################下单信息############################### |
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| | | params["trade_data"] = {} |
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| | | |
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| | | # 获取买入意愿 |
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| | | volume_rate = score_source_list[6] |
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| | | __L2PlaceOrderParamsManager = l2_trade_factor.L2PlaceOrderParamsManager(code, True, volume_rate, |
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| | | code_volumn_manager.get_volume_rate_index( |
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| | | code_volumn_manager.CodeVolumeManager().get_volume_rate_index( |
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| | | volume_rate), |
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| | | ( |
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| | | (score, score_list), |
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| | | score_source_list)) |
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| | | None) |
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| | | # 是否可以买入的信息 |
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| | | can_buy_info = l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first(code, limit_up_price) |
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| | | params["trade_data"]["can_buy_info"] = can_buy_info |
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| | | try: |
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| | | can_buy_info = l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first_new(code, limit_up_price) |
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| | | params["trade_data"]["can_buy_info"] = can_buy_info |
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| | | except: |
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| | | pass |
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| | | |
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| | | # 获取量参考日期 |
|---|
| | | try: |
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| | | volume_refer_date, volume_refer_date_distance = code_volumn_manager.CodeVolumeManager().get_volume_refer_date( |
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| | | code) |
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| | | params["trade_data"]["volume_refer_date"] = volume_refer_date |
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| | | except: |
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| | | pass |
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| | | |
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| | | # 获取是否 |
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| | | k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code) |
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| | | if k_format: |
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| | | params["trade_data"]["special_info"] = k_format[8] |
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| | | |
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| | | __base_L2PlaceOrderParamsManager = l2_trade_factor.L2PlaceOrderParamsManager(code, False, volume_rate, |
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| | | code_volumn_manager.get_volume_rate_index( |
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| | | code_volumn_manager.CodeVolumeManager().get_volume_rate_index( |
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| | | volume_rate), |
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| | | ((score, score_list), |
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| | | score_source_list)) |
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| | | None) |
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| | | if -1 < __L2PlaceOrderParamsManager.score_index < 3: |
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| | | params["trade_data"]["star"] = {"desc": "主动买入"} |
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| | | if __L2PlaceOrderParamsManager.score_index == 0: |
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| | |
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| | | params["trade_data"]["trade_progress"] = trade_progress_datas |
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| | | |
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| | | # 买入信号 |
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| | | buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache( |
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| | | order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache( |
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| | | code) |
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| | | |
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| | | if buy_single_index is None: |
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| | | if order_begin_pos.buy_single_index is None: |
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| | | # buy_params_info.append("无信号") |
|---|
| | | pass |
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| | | else: |
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| | | data = total_datas[buy_single_index] |
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| | | data = total_datas[order_begin_pos.buy_single_index] |
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| | | params["trade_data"]["buy_single"] = {"time": data['val']['time'], "num": data['val']['num'], |
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| | | "money": round(data['val']['num'] * float( |
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| | | data['val']['price']) * 100 / 10000, 1)} |
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| | | |
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| | | if buy_exec_index is None or buy_exec_index < 0: |
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| | | if order_begin_pos.buy_exec_index is None or order_begin_pos.buy_exec_index < 0: |
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| | | # buy_params_info.append("未下单") |
|---|
| | | pass |
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| | | else: |
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| | | data = total_datas[buy_exec_index] |
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| | | data = total_datas[order_begin_pos.buy_exec_index] |
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| | | params["trade_data"]["buy_exec"] = {"time": data['val']['time'], "num": data['val']['num'], |
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| | | "money": round(data['val']['num'] * float( |
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| | | data['val']['price']) * 100 / 10000, 1)} |
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| | | params["trade_data"]["trade_state"] = {} |
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| | | trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code) |
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| | | if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED: |
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| | | if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED: |
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| | | params["trade_data"]["trade_state"]["order"] = True |
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| | | params["trade_data"]["trade_state"]["desc"] = "已下单" |
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| | | else: |
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| | | params["trade_data"]["trade_state"]["order"] = False |
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| | | if trade_state == trade_manager.TRADE_STATE_NOT_TRADE: |
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| | | if trade_state == trade_constant.TRADE_STATE_NOT_TRADE: |
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| | | params["trade_data"]["trade_state"]["desc"] = "未交易" |
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| | | elif trade_state == trade_manager.TRADE_STATE_BUY_CANCEL_ING: |
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| | | elif trade_state == trade_constant.TRADE_STATE_BUY_CANCEL_ING: |
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| | | params["trade_data"]["trade_state"]["desc"] = "撤单中" |
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| | | elif trade_state == trade_manager.TRADE_STATE_BUY_CANCEL_SUCCESS: |
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| | | elif trade_state == trade_constant.TRADE_STATE_BUY_CANCEL_SUCCESS: |
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| | | params["trade_data"]["trade_state"]["desc"] = "撤单成功" |
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| | | elif trade_state == trade_manager.TRADE_STATE_BUY_SUCCESS: |
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| | | elif trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS: |
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| | | params["trade_data"]["trade_state"]["desc"] = "已成交" |
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| | | |
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| | | log.logger_debug.info(f"下单信息耗时：{time.time() - __start_time}") |
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| | | # log.logger_debug.info(f"下单信息耗时：{time.time() - __start_time}") |
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| | | __start_time = time.time() |
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| | | |
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| | | # H撤监听范围 |
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| | | 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: |
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| | | 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: |
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| | | hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer().get_watch_index_dict(code) |
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| | | # 根据日志读取实时的计算数据 |
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| | | h_cancel_latest_compute_info = log_export.get_h_cancel_compute_info(code) |
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| | |
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| | | params["trade_data"]["h_cancel"]["datas"].append( |
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| | | (val["time"], val["num"], money_desc(val["num"] * float(val["price"]) * 100), |
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| | | (1 if canceled else 0))) |
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| | | log.logger_debug.info(f"H撤监听范围耗时：{time.time() - __start_time}") |
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| | | # log.logger_debug.info(f"H撤监听范围耗时：{time.time() - __start_time}") |
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| | | __start_time = time.time() |
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| | | |
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| | | ##############################主动买，被动买################################## |
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| | | # 返回主动买,被动买,不买的列表(代码, 名称, 得分, 是否涨停) |
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| | | codes_score = __load_codes_scores() |
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| | | # codes_score = __load_codes_scores() |
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| | | params["initiative_buy_codes"] = [] |
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| | | for d in codes_score[0]: |
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| | | params["initiative_buy_codes"].append( |
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| | | {"name": d[1], "code": d[0], "score": d[2], "limit_up": d[3], "open_limit_up": d[4]}) |
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| | | # for d in codes_score[0]: |
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| | | # params["initiative_buy_codes"].append( |
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| | | # {"name": d[1], "code": d[0], "score": d[2], "limit_up": d[3], "open_limit_up": d[4]}) |
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| | | |
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| | | params["passive_buy_codes"] = [] |
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| | | for d in codes_score[1]: |
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| | | params["passive_buy_codes"].append( |
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| | | {"name": d[1], "code": d[0], "score": d[2], "limit_up": d[3], "open_limit_up": d[4]}) |
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| | | # for d in codes_score[1]: |
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| | | # params["passive_buy_codes"].append( |
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| | | # {"name": d[1], "code": d[0], "score": d[2], "limit_up": d[3], "open_limit_up": d[4]}) |
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| | | |
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| | | params["passive_buy_codes"] = params["passive_buy_codes"] |
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| | | 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}") |
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| | | __start_time = time.time() |
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| | | |
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| | | trade_info = __load_trade_record(code, total_datas) |
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| | | trade_info = load_trade_record(code, total_datas) |
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| | | params["trade_record"] = {"open_limit_up": trade_info[0], "records": trade_info[2]} |
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| | | |
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| | | 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}") |
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| | | __start_time = time.time() |
|---|
| | | |
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| | | ##############################开盘啦相关信息################################## |
|---|
| | |
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| | | "industry": format_plate_output(industry)} |
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| | | # 获取开盘啦板块 |
|---|
| | | plate_info = None |
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| | | if code not in kpl_block_info_dict: |
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| | | plate_info = kpl_api.getStockIDPlate(code) |
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| | | else: |
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| | | plate_info = kpl_block_info_dict.get(code) |
|---|
| | | jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code) |
|---|
| | | if not jingxuan_block_info: |
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| | | jingxuan_block_info = KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True) |
|---|
| | | if jingxuan_block_info: |
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| | | 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: |
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| | | if code not in kpl_block_info_dict: |
|---|
| | | plate_info = kpl_api.getStockIDPlate(code) |
|---|
| | | else: |
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| | | plate_info = kpl_block_info_dict.get(code) |
|---|
| | | if plate_info: |
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| | | 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] |
|---|
| | | |
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| | | 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() |
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| | | |
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| | | # 获取代码的历史涨停数据,(涨停原因,日期,板块) |
|---|
| | |
|---|
| | | 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: |
|---|
| | |
|---|
| | | 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_codes_scores(): |
|---|
| | | # 获取所有监听中的代码 |
|---|
| | | codes = gpcode_manager.FirstGPCodesManager().get_first_gp_codes() |
|---|
| | | scores = {} # l2_data_manager_new.L2TradeDataProcessor.get_code_scores() |
|---|
| | | for code in codes: |
|---|
| | | if code not in scores: |
|---|
| | | # 获取分数 |
|---|
| | | try: |
|---|
| | | 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, True) |
|---|
| | | (score, score_list), score_source_list = first_code_score_manager.get_score(code, volume_rate, |
|---|
| | | limit_up_time, |
|---|
| | | True) |
|---|
| | | scores[code] = score |
|---|
| | | except: |
|---|
| | | pass |
|---|
| | | # 筛选180分以上的代码 |
|---|
| | | scores_list = [] |
|---|
| | | for code in scores: |
|---|
| | | code_name = gpcode_manager.get_code_name(code) |
|---|
| | | # 获取现价，判断是否涨停 |
|---|
| | | current_price_info = global_util.cuurent_prices.get(code) |
|---|
| | | limit_up_info = code_price_manager.Buy1PriceManager().get_limit_up_info(code) |
|---|
| | | is_limit_up = True |
|---|
| | | open_limit_up = limit_up_info[0] and limit_up_info[1] |
|---|
| | | if current_price_info is not None and not current_price_info[1]: |
|---|
| | | is_limit_up = False |
|---|
| | | # 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: |
|---|
| | | is_limit_up = True |
|---|
| | | scores_list.append((code, code_name, scores[code], is_limit_up, open_limit_up)) |
|---|
| | | scores_list.sort(key=lambda x: x[2], reverse=True) |
|---|
| | | fscores_list = [[], [], []] |
|---|
| | | for score in scores_list: |
|---|
| | | if score[2] >= constant.BUY_SCORE_RANK_1: |
|---|
| | | fscores_list[0].append(score) |
|---|
| | | elif score[2] >= constant.BUY_SCORE_RANK_0: |
|---|
| | | fscores_list[1].append(score) |
|---|
| | | else: |
|---|
| | | fscores_list[2].append(score) |
|---|
| | | 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] |
|---|
| | | |
|---|
| | | return fscores_list |
|---|
| | | 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): |
|---|
| | | 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" |
|---|
| | | |
|---|
| | |
|---|
| | | 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 = [] |
|---|
| | |
|---|
| | | index = 0 |
|---|
| | | if records: |
|---|
| | | try: |
|---|
| | | |
|---|
| | | latest_cancel_watch_index_dict = {} |
|---|
| | | for record in records: |
|---|
| | | time_ = record[0] |
|---|
| | | type = record[1] |
|---|
| | | data = record[2] |
|---|
| | | if type == trade_record_log_util.TYPE_PLACE_ORDER: |
|---|
| | | # if data['kpl_blocks'] and (type(data['kpl_blocks'][0]) == list or type(data['kpl_blocks'][0]) == tuple): |
|---|
| | | # records_new_data.append((time_, "开盘啦推荐原因", |
|---|
| | | # f"{'、'.join([k[1] for k in data['kpl_blocks']])}", |
|---|
| | | # None)) |
|---|
| | | # else: |
|---|
| | | records_new_data.append((time_, "开盘啦推荐原因", |
|---|
| | | f"{'、'.join([k[1] for k in data['kpl_blocks']])}", |
|---|
| | | f"{'、'.join(data['kpl_blocks'])}", |
|---|
| | | None)) |
|---|
| | | if "kpl_match_blocks" in data: |
|---|
| | | if data["kpl_match_blocks"]: |
|---|
| | | records_new_data.append((time_, "匹配原因", |
|---|
| | | f"{'、'.join(data['kpl_match_blocks'])}", |
|---|
| | | None)) |
|---|
| | | else: |
|---|
| | | records_new_data.append((time_, "匹配原因", |
|---|
| | | 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_, "", "-------------------------", [])) |
|---|
| | | 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']])}】", |
|---|
| | | extra_datas)) |
|---|
| | | mode = data.get('mode') |
|---|
| | | 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", |
|---|
| | | 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_, "常规下单", |
|---|
| | | mode_desc, |
|---|
| | | extra_datas)) |
|---|
| | | elif type == trade_record_log_util.TYPE_REAL_PLACE_ORDER_POSITION: |
|---|
| | | _datas = [] |
|---|
| | | MIN_MONEYS = [30000, 20000, 10000] |
|---|
| | |
|---|
| | | 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: |
|---|
| | |
|---|
| | | return break_time, records_new, records_new_data |
|---|
| | | |
|---|
| | | |
|---|
| | | # 返回内容[（类型,buy_single_index,indexes）] |
|---|
| | | 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, date=date) |
|---|
| | | except: |
|---|
| | | pass |
|---|
| | | if records: |
|---|
| | | for record in records: |
|---|
| | | time_ = record[0] |
|---|
| | | type = record[1] |
|---|
| | | data = record[2] |
|---|
| | | if type == trade_record_log_util.TYPE_CANCEL_WATCH_INDEXES: |
|---|
| | | indexes = data['watch_indexes'] |
|---|
| | | if indexes: |
|---|
| | | if cancel_type and cancel_type != data.get("cancel_type"): |
|---|
| | | continue |
|---|
| | | fresults.append((data.get("cancel_type"), data.get('buy_single_index'), indexes)) |
|---|
| | | return fresults |
|---|
| | | |
|---|
| | | |
|---|
| | | if __name__ == '__main__': |
|---|
| | | code = '002786' |
|---|
| | | l2_data_util.load_l2_data(code) |
|---|
| | | print( __load_trade_record(code, l2_data_util.local_today_datas.get(code))) |
|---|
| | | code = '603616' |
|---|
| | | records = load_trade_record_cancel_watch_indexes(code, |
|---|
| | | trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_H) |
|---|
