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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 trade/trade_manager.py

@@ -13,35 +13,27 @@

from code_attribute import gpcode_manager
from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager
from db.mysql_data_delegate import Mysqldb
from db.redis_manager_delegate import RedisUtils
from l2.l2_data_manager import OrderBeginPosInfo, TradePointManager
from log_module import async_log_util
from output import kp_client_msg_manager
from trade import trade_data_manager, l2_trade_util, trade_juejin, trade_huaxin
from trade import trade_data_manager, l2_trade_util, trade_juejin, trade_huaxin, trade_constant

import time as t
from l2 import l2_data_manager, l2_data_log

from log_module.log import *
from trade.buy_money_count_setting import BuyMoneyUtil
from trade.huaxin.huaxin_trade_record_manager import TradeOrderIdManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
from trade.trade_data_manager import AccountMoneyManager, RadicalBuyDealCodesManager
from utils import import_util, tool, huaxin_util

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

__db = 2
__redis_manager = redis_manager.RedisManager(2)

# 未交易
TRADE_STATE_NOT_TRADE = 0
# 下单
TRADE_STATE_BUY_PLACE_ORDER = 10
# 已委托买
TRADE_STATE_BUY_DELEGATED = 11
# 委托取消进行中
TRADE_STATE_BUY_CANCEL_ING = 13
# 撤销成功
TRADE_STATE_BUY_CANCEL_SUCCESS = 14
# 买成功
TRADE_STATE_BUY_SUCCESS = 12

guiTrade = None  # trade_gui.THSGuiTrade() if trade_gui is not None else None

@@ -99,6 +91,8 @@

# 交易目标票模式
class TradeTargetCodeModeManager:
    # 只买辨识度
    MODE_ONLY_BUY_SPECIAL_CODES = 2
    # 只买想买单
    MODE_ONLY_BUY_WANT_CODES = 1
    # 买所有
@@ -125,7 +119,7 @@
        self.__trade_buy_mode_cache = self.get_mode()

    def set_mode(self, mode):
        if mode != self.MODE_ONLY_BUY_WANT_CODES and mode != self.MODE_BUY_ALL:
        if mode != self.MODE_ONLY_BUY_WANT_CODES and mode != self.MODE_BUY_ALL and mode != self.MODE_ONLY_BUY_SPECIAL_CODES:
            raise Exception("mode参数值错误")
        self.__trade_buy_mode_cache = mode
        RedisUtils.setex(self.__get_redis(), "trade_buy_mode", tool.get_expire(), mode)
@@ -143,39 +137,47 @@
        return self.__trade_buy_mode_cache


# 根据分数禁止买的票管理
class ForbiddenBuyCodeByScoreManager:
# 自动撤卖模式管理
class AutoCancelSellModeManager:
    # 撤所有
    MODE_CANCEL_ALL = 0
    # 撤机器下单
    MODE_CANCEL_MECHINE = 1

    __instance = None
    __auto_cancel_sell_mode = MODE_CANCEL_ALL

    redisManager = redis_manager.RedisManager(2)

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(ForbiddenBuyCodeByScoreManager, cls).__new__(cls, *args, **kwargs)
            cls.__instance.__redisManager = redis_manager.RedisManager(2)
            cls.__instance.__key = "forbidden_codes_by_score"
            cls.__instance.__forbidden_codes_by_score_cache = RedisUtils.smembers(cls.__instance.__get_redis(),
                                                                                  cls.__instance.__key)
            cls.__instance = super(AutoCancelSellModeManager, cls).__new__(cls, *args, **kwargs)
            # 初始化设置
            # 获取交易窗口的锁
            cls.__auto_cancel_sell_mode = cls.get_mode()
        return cls.__instance

    def __get_redis(self):
        return self.__redisManager.getRedis()
    @classmethod
    def __get_redis(cls):
        return cls.redisManager.getRedis()

    def add_code(self, code):
        self.__forbidden_codes_by_score_cache.add(code)
        RedisUtils.sadd(self.__get_redis(), self.__key, code)
    def set_mode(self, mode):
        if mode != self.MODE_CANCEL_ALL and mode != self.MODE_CANCEL_MECHINE:
            raise Exception("mode参数值错误")
        self.__auto_cancel_sell_mode = mode
        RedisUtils.setex(self.__get_redis(), "auto_cancel_sell_mode", tool.get_expire(), mode)

    def remove_code(self, code):
        self.__forbidden_codes_by_score_cache.discard(code)
        RedisUtils.srem(self.__get_redis(), self.__key, code)
    # 是否可以下单
    @classmethod
    def get_mode(cls):
        # 默认设置为可交易
        val = RedisUtils.get(cls.__get_redis(), "auto_cancel_sell_mode")
        if val is None:
            return cls.MODE_CANCEL_ALL
        return int(val)

    def is_in(self, code):
        return RedisUtils.sismember(self.__get_redis(), self.__key, code)

    def is_in_cache(self, code):
        return code in self.__forbidden_codes_by_score_cache

    def clear(self):
        self.__forbidden_codes_by_score_cache.clear()
        RedisUtils.delete(self.__get_redis(), self.__key)
    def get_mode_cache(self):
        return self.__auto_cancel_sell_mode


# 代码的交易状态管理
@@ -184,7 +186,6 @@
    __db = 2
    __redis_manager = redis_manager.RedisManager(2)
    __instance = None


    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
@@ -214,14 +215,14 @@
    def get_trade_state(self, code):
        state = RedisUtils.get(self.__get_redis(), "trade-state-{}".format(code))
        if state is None:
            return TRADE_STATE_NOT_TRADE
            return trade_constant.TRADE_STATE_NOT_TRADE
        return int(state)

    def get_trade_state_cache(self, code):
        cache_result = tool.CodeDataCacheUtil.get_cache(self.__trade_state_cache, code)
        if cache_result[0]:
            return cache_result[1]
        return TRADE_STATE_NOT_TRADE
        return trade_constant.TRADE_STATE_NOT_TRADE

    def get_trade_state_dict(self):
        return copy.deepcopy(self.__trade_state_cache)
@@ -267,41 +268,6 @@
        return codes

    # 设置交易账户的可用金额


# 账户可用资金管理
class AccountAvailableMoneyManager:
    __db = 2
    __redis_manager = redis_manager.RedisManager(2)
    __available_money_cache = None
    __instance = None

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(AccountAvailableMoneyManager, cls).__new__(cls, *args, **kwargs)
            __redis = cls.__get_redis()
            result = RedisUtils.get(cls.__get_redis(), "trade-account-canuse-money")
            if result:
                cls.__available_money_cache = round(float(result), 2)
        return cls.__instance

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

    def set_available_money(self, client_id, money):
        self.__available_money_cache = round(float(money), 2)
        RedisUtils.set(self.__get_redis(), "trade-account-canuse-money", money)

    # 获取交易账户的可用金额
    def get_available_money(self):
        result = RedisUtils.get(self.__get_redis(), "trade-account-canuse-money")
        if result is None:
            return None
        return round(float(result), 2)

    def get_available_money_cache(self):
        return self.__available_money_cache


# 保存交易成功的数据
@@ -397,7 +363,7 @@


# 开始交易
def start_buy(code, capture_timestamp, last_data, last_data_index, mode=0):
def start_buy(code, capture_timestamp, last_data, last_data_index, mode=0, exec_index=None):
    def is_forbidden(code):
        if l2_trade_util.is_in_forbidden_trade_codes(code):
            return Exception("禁止交易")
@@ -405,12 +371,12 @@

    def is_state_right(code):
        trade_state = __CodesTradeStateManager.get_trade_state_cache(code)
        if trade_state != TRADE_STATE_NOT_TRADE and trade_state != TRADE_STATE_BUY_CANCEL_SUCCESS and trade_state != TRADE_STATE_BUY_CANCEL_ING:
        if trade_state != trade_constant.TRADE_STATE_NOT_TRADE and trade_state != trade_constant.TRADE_STATE_BUY_CANCEL_SUCCESS and trade_state != trade_constant.TRADE_STATE_BUY_CANCEL_ING:
            return Exception("代码处于不可交易状态"), trade_state
        return None, trade_state

    def is_money_enough(code):
        money = AccountAvailableMoneyManager().get_available_money_cache()
        money = AccountMoneyManager().get_available_money_cache()
        if money is None:
            return Exception("未获取到账户可用资金"), None
        price = gpcode_manager.get_limit_up_price(code)
@@ -435,11 +401,23 @@
                raise ex
        finally:
            async_log_util.info(logger_trade, "{} trade.manager.start_buy 判断是否可买".format(code))
        __CodesTradeStateManager.set_trade_state(code, TRADE_STATE_BUY_PLACE_ORDER)
        __CodesTradeStateManager.set_trade_state(code, trade_constant.TRADE_STATE_BUY_PLACE_ORDER)
        # 状态改变过后必须要有本地下单编号
        __buy(code, price, trade_state, capture_timestamp, last_data, last_data_index, mode)
        __buy(code, price, trade_state, capture_timestamp, last_data, last_data_index, mode, exec_index=exec_index)
    finally:
        async_log_util.info(logger_trade, "{} trade.manager.start_buy 结束".format(code))


def test_order(code, last_data, exec_index):
    """
    TODO 测试下单
    @param code:
    @param last_data:
    @param exec_index:
    @return:
    """
    price = gpcode_manager.get_limit_up_price(code)
    __buy(code, price, trade_constant.TRADE_STATE_NOT_TRADE, 0, last_data, last_data["index"],  0, exec_index=exec_index)


# 中断买入
@@ -449,22 +427,31 @@

# 购买
# @tool.async_call
def __buy(code, price, trade_state, capture_timestamp, last_data, last_data_index, mode=0):
def __buy(code, price, trade_state, capture_timestamp, last_data, last_data_index, mode=0, exec_index=None):
    async_log_util.info(logger_trade, "{} trade_manager.__buy 开始".format(code))
    try:
        if constant.API_TRADE_ENABLE:
            count = (constant.BUY_MONEY_PER_CODE // int(round(float(price) * 100))) * 100
            # if mode != 0:
            can_buy, money, msg = BuyMoneyUtil.get_buy_data(tool.get_now_time_str(), mode,
                                                            DealAndDelegateWithBuyModeDataManager().get_deal_codes_info(
                                                                mode),
                                                            DealAndDelegateWithBuyModeDataManager().get_delegates_codes_info(
                                                                mode))
            if not can_buy:
                raise Exception(msg)
            count = tool.get_buy_volume_by_money(price, money)

            # if mode == OrderBeginPosInfo.MODE_RADICAL:
            #     # 激进买入金额为1手
            #     count = 100
            # 最低下单1手
            if count < 100:
                count = 100
            if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
                trade_juejin.order_volume(code, price, count)
            elif constant.TRADE_WAY == constant.TRADE_WAY_HUAXIN:
                order_ref = huaxin_util.create_order_ref()
                TradeOrderIdManager().add_order_ref(code, order_ref)
                trade_huaxin.order_volume(code, price, count, last_data, order_ref=order_ref)
                if constant.IS_NEW_VERSION_PLACE_ORDER:
                    trade_huaxin.order_volume_new(code, price, count, last_data, exec_index=exec_index)
                else:
                    order_ref = huaxin_util.create_order_ref()
                    TradeOrderIdManager().add_order_ref(code, order_ref)
                    trade_huaxin.order_volume(code, price, count, last_data, order_ref=order_ref, exec_index=exec_index)
        else:
            guiTrade.buy(code, price)
        __place_order_success(code, capture_timestamp, last_data, last_data_index)
@@ -506,15 +493,21 @@

# 开始取消买入
def start_cancel_buy(code, force=False):
    """
    开始撤单
    @param code:
    @param force:
    @return:
    """
    async_log_util.info(logger_trade, "{} trade_manager.start_cancel_buy 开始".format(code))
    trade_state = __CodesTradeStateManager.get_trade_state_cache(code)
    try:
        if trade_state == TRADE_STATE_BUY_SUCCESS:
        if trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
            return None
        if not force:
            if trade_state != TRADE_STATE_BUY_PLACE_ORDER and trade_state != TRADE_STATE_BUY_DELEGATED:
            if trade_state != trade_constant.TRADE_STATE_BUY_PLACE_ORDER and trade_state != trade_constant.TRADE_STATE_BUY_DELEGATED:
                return None
        __CodesTradeStateManager.set_trade_state(code, TRADE_STATE_BUY_CANCEL_ING)
        __CodesTradeStateManager.set_trade_state(code, trade_constant.TRADE_STATE_BUY_CANCEL_ING)
        if constant.API_TRADE_ENABLE:
            if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
                trade_juejin.cancel_order(code)
@@ -549,7 +542,7 @@
    for i in range(0, 5):
        # 如果时
        trade_state = CodesTradeStateManager().get_trade_state_cache(code)
        if trade_state != TRADE_STATE_BUY_CANCEL_ING and trade_state != TRADE_STATE_BUY_CANCEL_SUCCESS:
        if trade_state != trade_constant.TRADE_STATE_BUY_CANCEL_ING and trade_state != trade_constant.TRADE_STATE_BUY_CANCEL_SUCCESS:
            return
        try:
            logger_trade.info("{}：开始再次撤单", code)
@@ -584,23 +577,22 @@
            continue
        # 买入成功
        if code is not None and int(data["type"]) == 0:
            l2_trade_util.forbidden_trade(code, msg="交易成功",force = True)
            l2_trade_util.forbidden_trade(code, msg="交易成功", force=True)
            state = CodesTradeStateManager().get_trade_state_cache(code)
            if state != TRADE_STATE_BUY_SUCCESS:
                CodesTradeStateManager().set_trade_state(code, TRADE_STATE_BUY_SUCCESS)
            if state != trade_constant.TRADE_STATE_BUY_SUCCESS:
                CodesTradeStateManager().set_trade_state(code, trade_constant.TRADE_STATE_BUY_SUCCESS)
                # 删除买撤记录的临时信息
                kp_client_msg_manager.add_msg(code, "买入成交")
                l2_data_manager.TradePointManager().delete_buy_point(code)
                # 移除交易窗口分配
                if trade_gui is not None:
                    trade_gui.THSBuyWinManagerNew.cancel_distribute_win_for_code(code)
            # 交易成功时间过去3s之后，且当前委托列表里面还有该代码数据就再次执行撤单
            if tool.trade_time_sub(tool.get_now_time_str(), _time) > 3:
                # 获取到当前是否委托
                for dd in latest_trade_delegate_data:
                    if dd["code"] == code:
                        logger_trade.info("{}交易成功触发，重复下单撤单".format(code))
                        start_cancel_buy(code, True)
            # 新版下单不处理
            if not constant.IS_NEW_VERSION_PLACE_ORDER:
                if tool.trade_time_sub(tool.get_now_time_str(), _time) > 3:
                    # 获取到当前是否委托
                    for dd in latest_trade_delegate_data:
                        if dd["code"] == code:
                            logger_trade.info("{}交易成功触发，重复下单撤单".format(code))
                            start_cancel_buy(code, True)


# 处理委托成功数据
@@ -611,23 +603,22 @@
    latest_trade_delegate_data.extend(datas)
    codes = []
    for data in datas:

        code = data["code"]
        if code is not None:
            codes.append(code)
            trade_state = CodesTradeStateManager().get_trade_state_cache(code)
            # 设置下单状态的代码为已委托
            if trade_state == TRADE_STATE_BUY_PLACE_ORDER:
                CodesTradeStateManager().set_trade_state(code, TRADE_STATE_BUY_DELEGATED)
            if trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER:
                CodesTradeStateManager().set_trade_state(code, trade_constant.TRADE_STATE_BUY_DELEGATED)
    if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
        ing_codes = CodesTradeStateManager().get_codes_by_trade_state(TRADE_STATE_BUY_CANCEL_ING)
        ing_codes = CodesTradeStateManager().get_codes_by_trade_state(trade_constant.TRADE_STATE_BUY_CANCEL_ING)
        if ing_codes is not None:
            for code in ing_codes:
                if code in codes:
                    # 强制重新取消
                    start_cancel_buy(code, True)
                else:
                    CodesTradeStateManager().set_trade_state(code, TRADE_STATE_BUY_CANCEL_SUCCESS)
                    CodesTradeStateManager().set_trade_state(code, trade_constant.TRADE_STATE_BUY_CANCEL_SUCCESS)
                    l2_data_manager.remove_from_l2_fixed_codes(code)


@@ -671,13 +662,21 @@
def buy_success(code):
    # 加入黑名单
    if not l2_trade_util.is_in_forbidden_trade_codes(code):
        l2_trade_util.forbidden_trade(code, "buy success",force=True)
        l2_trade_util.forbidden_trade(code, "buy success", force=True)
        mode = TradePointManager().get_latest_place_order_mode(code)
        if mode is None:
            mode = OrderBeginPosInfo.MODE_NORMAL
        DealAndDelegateWithBuyModeDataManager().add_deal_code(code, tool.get_now_time_str(), mode)
        if mode == OrderBeginPosInfo.MODE_RADICAL:
            RadicalBuyDealCodesManager().add_deal_code(code)
    # 取s消所有的挂单
    if constant.API_TRADE_ENABLE:
        if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
            trade_juejin.cancel_order(code)
        elif constant.TRADE_WAY == constant.TRADE_WAY_HUAXIN:
            trade_huaxin.cancel_order(code)
        if not constant.IS_NEW_VERSION_PLACE_ORDER:
            # 新版本拆单下单不撤单
            if constant.TRADE_WAY == constant.TRADE_WAY_JUEJIN:
                trade_juejin.cancel_order(code)
            elif constant.TRADE_WAY == constant.TRADE_WAY_HUAXIN:
                trade_huaxin.cancel_order(code)
    else:
        guiTrade.cancel_buy(code)