gp-server.git - Gitblit

			@@ -19,7 +19,8 @@
			from code_attribute.code_l1_data_manager import L1DataManager
			from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \
			WantBuyCodesManager
			from huaxin_client import l2_data_transform_protocol
			from code_attribute.today_max_price_manager import MaxPriceInfoManager
			from huaxin_client import l2_data_transform_protocol, l1_subscript_codes_manager
			from huaxin_client.trade_transform_protocol import TradeResponse
			from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
			l2_data_source_util, l2_data_log, data_callback
			@@ -38,12 +39,14 @@
			from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
			hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
			logger_system, logger_trade, logger_l2_radical_buy, logger_l2_trade
			from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util
			from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util, \
			third_blocks_manager
			from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData, \
			KPLPlateForbiddenManager
			from third_data.history_k_data_manager import HistoryKDataManager
			from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
			from trade import l2_trade_util, \
			trade_data_manager, trade_constant, buy_open_limit_up_strategy
			trade_data_manager, trade_constant, buy_open_limit_up_strategy, auto_add_want_buy_strategy
			from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
			from trade.buy_money_count_setting import BuyMoneyAndCountSetting, BuyMoneyUtil

			@@ -57,7 +60,7 @@
			EveryLimitupBigDelegateOrderManager
			from trade.sell.sell_rule_manager import TradeRuleManager
			from trade.trade_data_manager import RadicalBuyDealCodesManager
			from trade.trade_manager import CodesTradeStateManager
			from trade.trade_manager import CodesTradeStateManager, CodesContinueBuyMoneyManager
			from utils import socket_util, middle_api_protocol, tool, huaxin_util, global_util, trade_util, init_data_util, \
			output_util

			@@ -233,7 +236,7 @@
			code, gpcode_manager.get_limit_up_price_as_num(code))
			deal_big_order_info = (
			output_util.money_desc(th), output_util.money_desc(deal_big_money_info[1]),
			output_util.money_desc(deal_big_money_info[2]))
			output_util.money_desc(deal_big_money_info[2]), deal_big_money_info[0] <= 0)
			except:
			deal_big_order_info = None
			code_name = gpcode_manager.get_code_name(code)
			@@ -270,7 +273,7 @@
			code, gpcode_manager.get_limit_up_price_as_num(code))
			deal_big_order_info = (
			output_util.money_desc(th), output_util.money_desc(deal_big_money_info[1]),
			output_util.money_desc(deal_big_money_info[2]))
			output_util.money_desc(deal_big_money_info[2]), deal_big_money_info[0] <= 0)
			except:
			deal_big_order_info = None
			code_name = gpcode_manager.get_code_name(code)
			@@ -296,7 +299,7 @@
			# if d["pre_close"] * tool.get_limit_up_rate(d["sec_id"]) > constant.MAX_SUBSCRIPT_CODE_PRICE:
			# continue
			if (d["listed_date"] + datetime.timedelta(
			days=100)).timestamp() > datetime.datetime.now().timestamp():
			days=20)).timestamp() > datetime.datetime.now().timestamp():
			continue
			fdatas.append(d["sec_id"])
			code_name_map[d["sec_id"]] = d["sec_name"]
			@@ -397,6 +400,16 @@
			datas = data["data"]
			cls.__save_l1_current_price(datas)
			cls.__process_buy_open_limit_up_datas(datas)

			try:
			# 记录今日最高价
			# 09:25之后才开始记录
			if datas and tool.get_now_time_str() > '09:25:00':
			for d in datas:
			MaxPriceInfoManager().set_price_info(d[0], price=d[1], time=d[9], sell1_info=(d[10], d[11]))
			except Exception as e:
			logger_debug.exception(e)

			# 根据高标的实时涨幅计算拉黑板块
			rate_dict = {d[0]: d[2] for d in datas}
			cls.__process_l1_data_thread_pool.submit(
			@@ -419,8 +432,8 @@
			thread_id = random.randint(0, 100000)
			l2_log.threadIds[code] = thread_id
			l2_data_count = len(_datas)
			l2_log.info(code, hx_logger_l2_orderdetail,
			f"{code}#耗时：{use_time}-{thread_id}#数量：{l2_data_count}#{_datas[-1]}")
			# l2_log.info(code, hx_logger_l2_orderdetail,
			# f"{code}#耗时：{use_time}-{thread_id}#数量：{l2_data_count}#{_datas[-1]}")

			# l2_data_log.l2_time_log(code, "开始处理L2逐笔委托")
			try:
			@@ -435,7 +448,7 @@
			def l2_transaction(cls, code, datas):
			# async_log_util.info(hx_logger_l2_transaction, f"{code}#{datas}")
			if datas:
			HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas_v2(code, datas)
			HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, datas)

			@classmethod
			def l2_market_data(cls, code, data):
			@@ -464,7 +477,7 @@
			except Exception as e:
			logger_debug.exception(e)

			pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
			pre_close_price = CodePrePriceManager().get_price_pre_cache(code)
			if pre_close_price is not None:
			average_rate = None
			try:
			@@ -629,6 +642,8 @@
			huaxin_trade_record_manager.DelegateRecordManager.add([data])
			if huaxin_util.is_deal(order_status):
			if int(str(data["direction"])) == huaxin_util.TORA_TSTP_D_Buy:
			# 订单成交回调，移除续买金额+拉黑
			CodesContinueBuyMoneyManager().remove_continue_buy_money(data["securityID"])
			l2_trade_util.forbidden_trade(data["securityID"], msg="已成交", force=True)
			if TradePointManager.get_latest_place_order_mode(
			data["securityID"]) == OrderBeginPosInfo.MODE_RADICAL:
			@@ -650,98 +665,32 @@
			__radical_buy_by_blocks_result_cache = {}

			def OnTradeSingle(self, code, big_buy_order_count, _type, data):
			# 只处理深证的票
			try:
			# 判断是否下单
			state = CodesTradeStateManager().get_trade_state_cache(code)
			if state == trade_constant.TRADE_STATE_BUY_DELEGATED or state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or state == trade_constant.TRADE_STATE_BUY_SUCCESS:
			# 已经下单了
			return
			"""
			最近涨停卖被吃掉
			@param code:
			@param big_buy_order_count:
			@param _type:
			@param data:
			@return:
			"""
			l2_log.debug(code, "最近涨停卖被吃掉{}, {}", code, f"{data}")
			# 暂时不处理
			refer_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
			# 参考总卖额
			refer_sell_money = 0
			if refer_sell_data:
			refer_sell_money = refer_sell_data[1]
			if refer_sell_money < 5000e4:
			l2_log.debug(code, "最近涨停卖被吃,总抛压小于5000w")
			return

			l2_log.debug(code, "成交触发买入计算触发模式：{} 大单数量:{}", _type, big_buy_order_count)

			total_datas = l2_data_util.local_today_datas.get(code)

			mode_descs = []
			# if big_buy_order_count > 0:
			# mode_descs.append("300w")
			if l2_data_manager_new.L2TradeDataProcessor.get_active_buy_blocks(code):
			mode_descs.append("身位")

			current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
			sell_info = None
			if current_total_sell_data:
			sell_info = (current_total_sell_data[0], current_total_sell_data[1])

			if _type == L2TradeSingleDataManager.TYPE_PASSIVE and mode_descs:
			# 可以激进下单且必须是首次下单才能激进
			place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
			if tool.is_sz_code(code) and place_order_count == 0 and current_total_sell_data[
			1] > 500 * 10000 and global_util.zyltgb_map.get(
			code) < 50 * 100000000:
			# 首次下单，自由流通50亿以下，总卖额500w才能激进下单
			mode_descs.insert(0, "成交触发")
			last_index = total_datas[-1]["index"]
			volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
			order_begin_pos = OrderBeginPosInfo(buy_single_index=last_index,
			buy_exec_index=last_index,
			buy_compute_index=last_index,
			num=0, count=1,
			max_num_set=set(),
			buy_volume_rate=volume_rate,
			mode=OrderBeginPosInfo.MODE_ACTIVE,
			mode_desc=",".join(mode_descs),
			sell_info=sell_info,
			threshold_money=0)
			l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos)
			l2_log.debug(code, "积极下单，获取到买入执行位置：{} 成交数据触发模式：{} 大单数量：{}",
			order_begin_pos.buy_exec_index,
			_type, big_buy_order_count)
			l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"],
			True, None)
			else:
			l2_log.debug(code, "积极下单，不满足扫入下单条件，无法扫入")
			else:
			if not tool.is_sz_code(code):
			return
			# 找到最近的大买单
			for i in range(len(total_datas) - 1, -1, -1):
			d = total_datas[i]
			val = d['val']
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			if val['num'] * float(val['price']) < 5000:
			continue
			if val['orderNo'] < data[0][6]:
			continue
			result = L2TradeSingleDataManager.is_can_place_order(code, d)
			if result and result[0]:
			volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
			order_begin_pos = OrderBeginPosInfo(buy_single_index=i,
			buy_exec_index=i,
			buy_compute_index=i,
			num=0, count=1,
			max_num_set=set(),
			buy_volume_rate=volume_rate,
			mode=OrderBeginPosInfo.MODE_FAST,
			mode_desc="成交触发",
			sell_info=sell_info,
			threshold_money=0)
			l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos)
			l2_log.debug(code, "非激进下单，获取到买入执行位置：{} 成交数据触发模式：{}",
			order_begin_pos.buy_exec_index,
			_type)
			l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1],
			total_datas[-1]["index"],
			True, None)
			break
			except Exception as e:
			logger_debug.exception(e)
			self.process_limit_up_active_buy(code, [data[0]], is_last_sell_deal=True)

			def process_limit_up_active_buy(self, code, transaction_datas, is_almost_open_limit_up=False,
			l2_market_time_str='', no_left_limit_up_sell=False):
			l2_market_time_str='', no_left_limit_up_sell=False, is_last_sell_deal=False):
			"""
			处理涨停主动买
			@param is_last_sell_deal: 是否最近一笔涨停卖被吃
			@param no_left_limit_up_sell: 是否还有剩余涨停卖尚未成交
			@param code:
			@param transaction_datas:
			@@ -769,7 +718,7 @@
			if len(deal_codes) >= MAX_COUNT:
			l2_log.info(code, logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}")
			return True
			if code in deal_codes:
			if code in deal_codes and not CodesContinueBuyMoneyManager().get_continue_buy_money(code):
			l2_log.info(code, logger_l2_radical_buy, f"该代码已经成交：{code}")
			return True

			@@ -795,9 +744,12 @@
			return True

			# -----根据成交比例判断是否可买------
			result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas,
			if not is_last_sell_deal:
			result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas,
			is_almost_open_limit_up,
			no_left_limit_up_sell=no_left_limit_up_sell)
			else:
			result_by_volume = radical_buy_strategy.BUY_MODE_BY_L2, f"最后一笔涨停卖成交"
			l2_log.info(code, logger_l2_radical_buy, f"量买入结果判断：{code}, 结果：{result_by_volume} 板块：{buy_blocks}")
			in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
			buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
			@@ -825,7 +777,7 @@

			radical_buy_data_manager.ExcludeIndexComputeCodesManager.remove_code(code)

			if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT and not tool.is_sh_code(code):
			if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT:
			# 上证不能根据成交买入
			latest_deal_time = l2_huaxin_util.convert_time(transaction_datas[-1][3])
			refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, latest_deal_time)
			@@ -836,6 +788,13 @@
			if refer_sell_data:
			sell_info = (refer_sell_data[0], refer_sell_data[1])
			threshold_money = 0
			every_deal_orders = EveryLimitupBigDealOrderManager.list_big_buy_deal_orders(code)
			if every_deal_orders:
			min_order_no_info = min(every_deal_orders, key=lambda x: x[0])
			min_order_no = min_order_no_info[0]
			else:
			min_order_no = transaction_datas[-1][6]

			order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
			buy_exec_index=buy_exec_index,
			buy_compute_index=buy_exec_index,
			@@ -843,9 +802,11 @@
			max_num_set=set(),
			buy_volume_rate=buy_volume_rate,
			mode=OrderBeginPosInfo.MODE_RADICAL,
			mode_desc=f"扫入买入：{buy_blocks}",
			mode_desc=f"扫入买入：{buy_blocks}, 大单成交最小订单号：{min_order_no}",
			sell_info=sell_info,
			threshold_money=threshold_money)
			threshold_money=threshold_money,
			min_order_no=min_order_no
			)
			L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info)
			buy_result = L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"],
			True, block_info=buy_blocks_with_money)
			@@ -853,9 +814,9 @@
			# 下单成功
			radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, buy_blocks)
			radical_buy_strategy.clear_data(code, force=True)
			RDCancelBigNumComputer().clear_data(code)
			# RDCancelBigNumComputer().clear_data(code)
			# 大单成交足够
			RadicalBuyDataManager().big_order_deal_enough(code)
			# RadicalBuyDataManager().big_order_deal_enough(code)
			return True
			else:
			if transaction_datas:
			@@ -893,11 +854,11 @@
			l2_log.info(code, logger_debug, f"扫入处理时长：{code}-{use_time}")

			def OnLimitUpActiveBuy(self, code, transaction_datas, no_left_limit_up_sell):
			# can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas,
			# no_left_limit_up_sell=no_left_limit_up_sell)
			# if can_clear_before_data:
			# # 清除
			# EveryLimitupBigDealOrderManager.clear(code, "处理涨停成交数据")
			can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas,
			no_left_limit_up_sell=no_left_limit_up_sell)
			if can_clear_before_data:
			# 清除
			EveryLimitupBigDealOrderManager.clear(code, "处理涨停成交数据")
			pass

			def OnLastLimitUpSellDeal(self, code, data):
			@@ -907,6 +868,9 @@
			@param data: (data['SecurityID'], data['TradePrice'], data['TradeVolume'], data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], data['SellNo'], data['ExecType'])
			@return:
			"""
			if True:
			return

			if data[6] < data[7]:
			# 非主动买
			return
			@@ -1074,6 +1038,20 @@
			logger_debug.info("更新昨日开盘啦实时涨停数据")


			def __update_l1_target_codes():
			try:
			codes_sh, codes_sz = l1_subscript_codes_manager.request_l1_subscript_target_codes()
			if codes_sh and codes_sz:
			l1_subscript_codes_manager.save_codes(codes_sh, codes_sz)
			# 拉取三方板块
			codes = []
			codes.extend(codes_sh)
			codes.extend(codes_sz)
			third_blocks_manager.load_if_less(codes)
			except Exception as e:
			logger_debug.error(e)


			# 做一些初始化的操作
			def __init():
			def run_pending():
			@@ -1086,13 +1064,17 @@
			# 更新K线
			schedule.every().day.at("08:00:01").do(history_k_data_manager.update_history_k_bars)
			schedule.every().day.at("08:30:01").do(history_k_data_manager.update_history_k_bars)
			schedule.every().day.at("09:00:01").do(history_k_data_manager.update_history_k_bars)
			schedule.every().day.at("09:02:01").do(lambda: history_k_data_manager.update_history_k_bars(force=True))
			# 更新账户信息
			schedule.every().day.at("09:00:01").do(huaxin_trade_data_update.add_money_list)
			schedule.every().day.at("09:15:20").do(huaxin_trade_data_update.add_money_list)
			schedule.every().day.at("09:15:20").do(huaxin_trade_data_update.add_money_list)
			# 更新昨日实时涨停数据
			schedule.every().day.at("07:58:00").do(__update_yesterday_kpl_limit_up_datas)
			# 更新代码
			schedule.every().day.at("15:58:00").do(__update_l1_target_codes)
			schedule.every().day.at("08:56:00").do(__update_l1_target_codes)
			# 更新K线
			schedule.every().day.at("16:30:00").do(history_k_data_manager.update_history_k_bars)

			while True:
			try:
			@@ -1131,6 +1113,16 @@
			# except:
			# pass

			# 初始化数据
			BuyMoneyAndCountSetting()
			gpcode_manager.WantBuyCodesManager()
			# 加载历史K线数据
			HistoryKDataManager().load_data()
			# 队列持久化
			threading.Thread(target=lambda: DelegateRecordManager().run(), daemon=True).start()
			# 自动加想策略
			threading.Thread(target=lambda: auto_add_want_buy_strategy.run(), daemon=True).start()


			def run(queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_r_for_read, trade_ipc_addr):
			"""