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昨天 806e1c7b2296bf615faeddb5a78512ef61b52389

 trade/current_price_process_manager.py

@@ -10,18 +10,19 @@
from log_module.log import logger_l2_codes_subscript, logger_debug
import constant
from code_attribute import gpcode_manager
from third_data import kpl_data_constant
from third_data.code_plate_key_manager import KPLPlateForbiddenManager
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, LimitUpDataConstant
from trade.buy_money_count_setting import BuyMoneyUtil
from trade.buy_radical import radical_buy_data_manager
from trade.buy_radical import radical_buy_data_manager, new_block_processor
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, RadicalBuyDataManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
from utils import tool, import_util
from trade import trade_manager, l2_trade_util, trade_constant
from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager
import concurrent.futures

trade_gui = import_util.import_lib("trade.trade_gui")

__actualPriceProcessor = CodeActualPriceProcessor()

@@ -30,7 +31,8 @@
latest_add_codes = set()


def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None):
def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None,
                       top_out_blocks=None):
    """
    计算代码的排序
    @param code:
@@ -42,6 +44,8 @@
        yesterday_limit_up_codes = set()
    if top_in_blocks is None:
        top_in_blocks = []
    if top_out_blocks is None:
        top_out_blocks = []
    if today_history_limit_up_codes is None:
        today_history_limit_up_codes = set()
        # 高位板
@@ -49,7 +53,9 @@
        return -1
        # 黑名单
    trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)

    # 处于委托状态的必须订阅
    if trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED or trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER:
        return 0
    if l2_trade_util.is_in_forbidden_trade_codes(code):
        # 没有成交
        if trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
@@ -57,18 +63,20 @@
            return 998
        else:
            return -1

    deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
    result = RadicalBuyDataManager().is_code_can_buy(code, deal_codes)
    if not result[0]:
        if len(result) > 2 and result[2]:
            # 可以拉黑
            l2_trade_util.forbidden_trade(code, result[1])
            if new_block_processor.is_can_forbidden(code):
                l2_trade_util.forbidden_trade(code, msg=result[1])
        return -1

    # 想买单
    if gpcode_manager.WantBuyCodesManager().is_in_cache(code):
        return 0
    else:
        return -1
    # 隔夜单排一
    if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
        return 0
@@ -92,9 +100,13 @@
                if b in top_in_blocks:
                    index = top_in_blocks.index(b)
                    return index + 1
                else:
                    # 辨识度的票没在净流入中，只要不在净流出中就订阅
                    if b not in top_out_blocks:
                        return 200
            else:
                # 没有辨识度，新板块订阅前3
                new_blocks = LimitUpCodesBlockRecordManager().get_new_blocks()
                new_blocks = kpl_data_constant.get_new_blocks(code)
                if new_blocks and b in new_blocks:
                    info = RadicalBuyBlockManager().get_history_index(code, b, yesterday_limit_up_codes)
                    if info[0] > 0:
@@ -109,18 +121,33 @@
    else:
        # 尚未涨停过的代码，订阅板块有辨识度的前6
        for b in blocks:
            if b not in top_in_blocks:
            if b not in top_in_blocks and tool.get_now_time_as_int() >= 100000:
                # 10点之后才考虑净流入
                continue
            index = top_in_blocks.index(b)
            if b in top_in_blocks:
                index = top_in_blocks.index(b)
            else:
                index = 1000
            special_codes = BlockSpecialCodesManager().get_block_codes(b)
            if not special_codes or code not in special_codes:
                continue
            # 净流入 + 辨识度
            return index + 1
    # 判断今日辨识度
    try:
        for b in blocks:
            if radical_buy_data_manager.RadicalBuyBlockManager.is_today_block_special_codes(code, b,
                                                                                            yesterday_limit_up_codes):
                if b in top_in_blocks:
                    index = top_in_blocks.index(b)
                    return index + 1
    except Exception as e:
        logger_debug.exception(e)

    return 10000


def accept_prices(prices, request_id=None, top_in_blocks=None, yesterday_limit_up_codes=None):
def accept_prices(prices, request_id=None, top_in_blocks=None, yesterday_limit_up_codes=None, top_out_blocks=None):
    """
    接收价格，处理订阅
    @param yesterday_limit_up_codes: 昨日涨停数据
@@ -141,18 +168,18 @@
            code, price = d["code"], float(d["price"])
            temp_prices.append((code, price))
            # 获取收盘价
            pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
            pricePre = gpcode_manager.CodePrePriceManager().get_price_pre_cache(code)
            if pricePre is not None:
                # 是否是想买单
                order_index = compute_code_order(code, top_in_blocks, yesterday_limit_up_codes,
                                                 today_history_limit_up_codes)
                                                 today_history_limit_up_codes, top_out_blocks=top_out_blocks)
                rate = round((price - pricePre) * 100 / pricePre, 2)
                if tool.is_ge_code(code):
                    # 创业板的涨幅需要打折
                    rate = rate / 2
                if order_index >= 0:
                    if order_index < 1000 and rate >= 3:
                        # 涨幅大于3%的才能订阅
                    if order_index < 1000 and rate >= 7:
                        # 涨幅大于7%的才能订阅
                        _code_list.append((rate, code, order_index))
                    else:
                        _delete_list.append((rate, code, 0))
@@ -178,7 +205,8 @@
        _delete_list = []
        for item in new_code_list:
            trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(item[1])
            if l2_trade_util.is_in_forbidden_trade_codes(item[1]) and trade_state != trade_constant.TRADE_STATE_BUY_SUCCESS:
            if l2_trade_util.is_in_forbidden_trade_codes(
                    item[1]) and trade_state != trade_constant.TRADE_STATE_BUY_SUCCESS:
                # 拉黑的尚未成交的代码
                _delete_list.append(item)
            elif item[0] < 0:
@@ -206,6 +234,10 @@
        for d in _delete_list:
            del_code_list.append(d[1])

        if del_code_list:
            async_log_util.info(logger_l2_codes_subscript,
                                f"({request_id})需要删除订阅的代码：{del_code_list}")

        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
            # 华鑫L2,获取加入代码的涨停价

@@ -220,8 +252,7 @@
                dif2 = add_code_set - latest_add_codes
                if dif2:
                    # 新增加的订阅需要拉取之前的大单
                    for c in dif2:
                        __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders, c)
                    __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes, dif2)
                if True:
                    async_log_util.info(logger_l2_codes_subscript,
                                        f"({request_id})预处理新增订阅代码：{dif2}")
@@ -240,7 +271,7 @@
                             tool.get_buy_volume(limit_up_price), list(special_volumes)))
                    huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
            except Exception as e:
                logging.exception(e)
                logger_debug.exception(e)
        else:
            pass