blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
Administrator
2 天以前 6bbfbbb16d792f7737ec86cabdba5c0e98dcf4b4 
 trade/trade_manager.py


@@ -11,7 +11,9 @@




import concurrent.futures




from cancel_strategy.s_l_h_cancel_strategy import CancelRateHumanSettingManager


from code_attribute import gpcode_manager


from code_attribute.gpcode_manager import CodesContinueBuyMoneyManager


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


@@ -24,23 +26,22 @@


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")




try:


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


except:


    pass


__db = 2


__redis_manager = redis_manager.RedisManager(2)




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




latest_trade_delegate_data = []




# 成交的代码


deal_codes = set()


# 委托代码


delegate_codes = set()






# 关闭购买入口


@@ -94,6 +95,8 @@




# 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


@@ -120,7 +123,7 @@


        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)


@@ -131,7 +134,7 @@


        # 默认设置为可交易


        val = RedisUtils.get(cls.__get_redis(), "trade_buy_mode")


        if val is None:


            return cls.MODE_BUY_ALL


            return cls.MODE_ONLY_BUY_WANT_CODES


        return int(val)




    def get_mode_cache(self):


@@ -179,6 +182,7 @@




    def get_mode_cache(self):


        return self.__auto_cancel_sell_mode






# 代码的交易状态管理


class CodesTradeStateManager:


@@ -408,6 +412,18 @@


        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


def break_buy(code, reason):


    trade_data_manager.TradeBuyDataManager().remove_buy_position_info(code)


@@ -419,16 +435,34 @@


    async_log_util.info(logger_trade, "{} trade_manager.__buy 开始".format(code))


    try:


        if constant.API_TRADE_ENABLE:


            count = tool.get_buy_volume(price)


            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)


            continue_buy_money = CodesContinueBuyMoneyManager().get_continue_buy_money(code)


            if continue_buy_money:


                # 设置了续买金额的


                money = continue_buy_money




            count = tool.get_buy_volume_by_money(price, money)


            if count < 4 and float(price) < 200:


                count = 4




            # if mode == OrderBeginPosInfo.MODE_RADICAL:


            #     # 激进买入金额为1手


            #     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, exec_index=exec_index)


                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)


@@ -470,6 +504,12 @@




# 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:


@@ -548,23 +588,25 @@


            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)


            if not CodesContinueBuyMoneyManager().get_continue_buy_money(code):


                l2_trade_util.forbidden_trade(code, msg="交易成功", force=True)


            state = CodesTradeStateManager().get_trade_state_cache(code)


            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)


                if not CodesContinueBuyMoneyManager().get_continue_buy_money(code):


                    # 没设置续买


                    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)


            # 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


@@ -575,7 +617,6 @@


    latest_trade_delegate_data.extend(datas)


    codes = []


    for data in datas:




        code = data["code"]


        if code is not None:


            codes.append(code)


@@ -634,16 +675,25 @@


# 买入成功


def buy_success(code):


    # 加入黑名单


    # 移除L后比例


    CancelRateHumanSettingManager().remove_l_down(code)


    if not l2_trade_util.is_in_forbidden_trade_codes(code):


        l2_trade_util.forbidden_trade(code, "buy success", force=True)


        if TradePointManager().get_latest_place_order_mode(code) == OrderBeginPosInfo.MODE_RADICAL:


        if not CodesContinueBuyMoneyManager().get_continue_buy_money(code):


            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)