默认交易模式变更/真实下单位置计算位置修改

Administrator

6 小时以前 2f2516749615da866e96d8d24e499b7ecbb63a3e

 trade/trade_data_manager.py

@@ -438,17 +438,92 @@
        sql += ") a"
        return self.__mysqldb.select_all(sql)

    def get_deal_count(self, from_date=None, to_date=None):
    def get_deal_count_info(self, from_date=None, to_date=None):
        if not from_date:
            from_date = tool.get_now_date_str("%Y%m%d")
        if not to_date:
            to_date = tool.get_now_date_str("%Y%m%d")
        sql = f"SELECT COUNT(*) FROM (SELECT * FROM `hx_trade_deal_record` r WHERE r.`tradeDate` >='{from_date}' and  r.`tradeDate` <='{to_date}' GROUP BY " \
              "r.`orderSysID`) a "
        return self.__mysqldb.select_one(sql)[0]

        sql = "SELECT * FROM ( "

        sql += f"SELECT '股票', COUNT(*), sum(a.price*a.volume) as '金额' FROM (SELECT * FROM `hx_trade_deal_record` r WHERE r.`tradeDate` >='{from_date}' and  r.`tradeDate` <='{to_date}' AND (r.`securityID` LIKE '30%' OR r.`securityID` LIKE '60%'  OR r.`securityID` LIKE '68%' OR r.`securityID` LIKE '00%')  GROUP BY r.`orderSysID`) a"

        sql += " UNION ALL "

        sql += f"SELECT '上证基金', COUNT(*) AS '数量', sum(a.price*a.volume) as '金额' FROM (SELECT * FROM `hx_trade_deal_record` r WHERE r.`tradeDate` >='{from_date}' and  r.`tradeDate` <='{to_date}' AND (r.`securityID` LIKE '11%')  GROUP BY r.`orderSysID`) a"

        sql += " UNION ALL "

        sql += f"SELECT '深证基金', COUNT(*) AS '数量', sum(a.price*a.volume) as '金额' FROM (SELECT * FROM `hx_trade_deal_record` r WHERE r.`tradeDate` >='{from_date}' and  r.`tradeDate` <='{to_date}' AND (r.`securityID` LIKE '12%')  GROUP BY r.`orderSysID`) a"
        sql += ") a"
        return self.__mysqldb.select_all(sql)


# 激进买成交代码
class RadicalBuyDealCodesManager:
    """
    激进买成交代码管理
    """
    __db = 2
    __redis_manager = redis_manager.RedisManager(2)
    __deal_codes_cache = set()
    __instance = None
    # 根据L2数据来激进买入的有效时间:{"code":(有效截至时间, 买单号, 扫入的板块, 最近成交时间, 买入板块净流入情况, 是否是板上放量买入)}
    buy_by_l2_delegate_expire_time_dict = {}
    # 仅仅买的板块
    __radical_buy_blocks_dict = {}

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(RadicalBuyDealCodesManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_data()

        return cls.__instance

    @classmethod
    def __load_data(cls):
        result = RedisUtils.smembers(cls.__get_redis(), "radical_buy_deal_codes")
        if result:
            cls.__deal_codes_cache = set(result)
        keys = RedisUtils.keys(cls.__get_redis(), "radical_buy_blocks-*")
        if keys:
            for k in keys:
                code = k.split("-")[1]
                val = RedisUtils.get(cls.__get_redis(), k)
                val = json.loads(val)
                cls.__radical_buy_blocks_dict[code] = set(val)
            cls.__deal_codes_cache = set(result)

    def set_code_blocks(self, code, blocks):
        self.__radical_buy_blocks_dict[code] = set(blocks)
        RedisUtils.setex_async(self.__db, f"radical_buy_blocks-{code}", tool.get_expire(), json.dumps(list(blocks)))

    def get_code_blocks(self, code):
        return self.__radical_buy_blocks_dict.get(code)

    @classmethod
    def __get_redis(cls):
        return cls.__redis_manager.getRedis()

    def add_deal_code(self, code):
        """
        添加已成交的代码
        @param code:
        @return:
        """
        self.__deal_codes_cache.add(code)
        RedisUtils.sadd_async(self.__db, "radical_buy_deal_codes", code)
        RedisUtils.expire_async(self.__db, "radical_buy_deal_codes", tool.get_expire())

    def get_deal_codes(self):
        """
        获取已经成交的代码
        @return:
        """
        if self.__deal_codes_cache:
            return self.__deal_codes_cache
        return set()


if __name__ == "__main__":
    processor = CodeActualPriceProcessor()
    print(processor.get_top_rate_codes(30))
    pass