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5 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 trade/trade_manager.py

@@ -24,7 +24,9 @@
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

@@ -89,6 +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
@@ -115,7 +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)
@@ -174,6 +178,7 @@

    def get_mode_cache(self):
        return self.__auto_cancel_sell_mode


# 代码的交易状态管理
class CodesTradeStateManager:
@@ -403,6 +408,18 @@
        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)
@@ -414,16 +431,27 @@
    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)
            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
            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)
@@ -465,6 +493,12 @@

# 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:
@@ -550,16 +584,15 @@
                # 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
@@ -570,7 +603,6 @@
    latest_trade_delegate_data.extend(datas)
    codes = []
    for data in datas:

        code = data["code"]
        if code is not None:
            codes.append(code)
@@ -631,14 +663,20 @@
    # 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)
        if TradePointManager().get_latest_place_order_mode(code) == OrderBeginPosInfo.MODE_RADICAL:
        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)