| | |
|---|
| | | import concurrent.futures |
|---|
| | | import copy |
|---|
| | | import hashlib |
|---|
| | | import http |
|---|
| | | import json |
|---|
| | | import logging |
|---|
| | | import socketserver |
|---|
| | | import time |
|---|
| | | from http.server import BaseHTTPRequestHandler |
|---|
| | | import urllib.parse as urlparse |
|---|
| | | |
|---|
| | | import psutil |
|---|
| | | |
|---|
| | | import constant |
|---|
| | | from db import redis_manager_delegate as redis_manager, mysql_data_delegate as mysql_data |
|---|
| | | from db.redis_manager_delegate import RedisUtils |
|---|
| | | from log_module import log_export, async_log_util |
|---|
| | | from log_module.log import hx_logger_l2_transaction, logger_debug, logger_request_api, logger_system |
|---|
| | | from strategy import data_cache |
|---|
| | | from strategy.forbidden_plates_manager import ForbiddenPlatesManager |
|---|
| | | from strategy.kpl_data_manager import KPLMarketsSiftPlateLogManager, KPLMarketStockHeatLogManager |
|---|
| | | from strategy.trade_setting import TradeSetting |
|---|
| | | from trade import huaxin_trade_api, huaxin_trade_data_update |
|---|
| | | from trade.huaxin_trade_record_manager import DelegateRecordManager, DealRecordManager, MoneyManager, PositionManager |
|---|
| | | from utils import tool, huaxin_util |
|---|
| | | from utils import tool, huaxin_util, socket_util |
|---|
| | | |
|---|
| | | |
|---|
| | | class DataServer(BaseHTTPRequestHandler): |
|---|
| | |
|---|
| | | if url.path == "/get_position_list": |
|---|
| | | # 获取持仓列表 |
|---|
| | | results = PositionManager.get_position_cache() |
|---|
| | | results = copy.deepcopy(results) |
|---|
| | | for r in results: |
|---|
| | | r["auto_sell"] = 1 if r["securityID"] in data_cache.LIMIT_UP_SELL_CODES else 0 |
|---|
| | | response_data = json.dumps({"code": 0, "data": results}) |
|---|
| | | elif url.path == "/get_money": |
|---|
| | | # 获取资金信息 |
|---|
| | | result = MoneyManager.get_data() |
|---|
| | | result = MoneyManager.get_cache() |
|---|
| | | response_data = json.dumps({"code": 0, "data": result}) |
|---|
| | | elif url.path == "/get_deal_list": |
|---|
| | | # 获取成交列表 |
|---|
| | | results = DealRecordManager.list_by_day(tool.get_now_date_str("%Y%m%d")) |
|---|
| | | if results: |
|---|
| | | for d in results: |
|---|
| | | d["securityName"] = data_cache.DataCache().code_name_dict.get(tool.get_symbol(d["securityID"])) |
|---|
| | | |
|---|
| | | response_data = json.dumps({"code": 0, "data": results}) |
|---|
| | | elif url.path == "/get_delegate_list": |
|---|
| | | # 获取委托列表 |
|---|
| | | # 是否可撤单，如果不传默认拉取所有 |
|---|
| | | print("参数", params_dict) |
|---|
| | | can_cancel = params_dict.get("can_cancel") |
|---|
| | | order_status = [] |
|---|
| | | if can_cancel is None: |
|---|
| | | if can_cancel: |
|---|
| | | if can_cancel is not None: |
|---|
| | | if int(can_cancel): |
|---|
| | | print("获取未结委托") |
|---|
| | | order_status = [huaxin_util.TORA_TSTP_OST_Cached, huaxin_util.TORA_TSTP_OST_Unknown, |
|---|
| | | huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded] |
|---|
| | | else: |
|---|
| | | print("获取已结委托") |
|---|
| | | order_status = [huaxin_util.TORA_TSTP_OST_AllTraded, huaxin_util.TORA_TSTP_OST_PartTradeCanceled, |
|---|
| | | huaxin_util.TORA_TSTP_OST_AllCanceled, huaxin_util.TORA_TSTP_OST_Rejected] |
|---|
| | | results = DelegateRecordManager.list_by_day(tool.get_now_date_str("%Y%m%d"), None, orderStatus=order_status) |
|---|
| | |
|---|
| | | fdatas = [] |
|---|
| | | for code in codes: |
|---|
| | | data = data_cache.latest_code_market_info_dict.get(code) |
|---|
| | | # logger_debug.info(f"获取L1行情接口：{code}-{data}") |
|---|
| | | if data: |
|---|
| | | fdatas.append(data) |
|---|
| | | response_data = json.dumps({"code": 0, "data": fdatas}) |
|---|
| | | elif url.path == "/get_buy_money": |
|---|
| | | # 获取每次买入的金额 |
|---|
| | | money = data_cache.BUY_MONEY_PER_CODE |
|---|
| | | response_data = json.dumps({"code": 0, "data": {"money": money}}) |
|---|
| | | elif url.path == "/get_trade_settings": |
|---|
| | | fdata = {"running": TradeSetting().get_running(), "auto_sell": TradeSetting().get_auto_sell(), |
|---|
| | | "auto_buy": TradeSetting().get_auto_buy()} |
|---|
| | | response_data = json.dumps({"code": 0, "data": fdata}) |
|---|
| | | |
|---|
| | | elif url.path == "/get_env": |
|---|
| | | request_id = params_dict.get("request_id") |
|---|
| | | use_time_list = [] |
|---|
| | | try: |
|---|
| | | __start_time = time.time() |
|---|
| | | fdata = {} |
|---|
| | | # try: |
|---|
| | | # date = HistoryKDatasUtils.get_trading_dates(tool.date_sub(tool.get_now_date_str(), 10), |
|---|
| | | # tool.get_now_date_str()) |
|---|
| | | # if date: |
|---|
| | | # fdata["juejin"] = 1 |
|---|
| | | # except Exception as e: |
|---|
| | | # fdata["juejin"] = 0 |
|---|
| | | # fdata["kpl"] = {} |
|---|
| | | # # 获取开盘啦数据 |
|---|
| | | # kpl_types = [KPLDataType.LIMIT_UP.value, KPLDataType.JINGXUAN_RANK.value, |
|---|
| | | # KPLDataType.INDUSTRY_RANK.value] |
|---|
| | | # for kpl_type in kpl_types: |
|---|
| | | # if kpl_type in KPLDataManager.kpl_data_update_info: |
|---|
| | | # fdata["kpl"][kpl_type] = KPLDataManager.kpl_data_update_info.get(kpl_type) |
|---|
| | | |
|---|
| | | try: |
|---|
| | | # 验证redis |
|---|
| | | RedisUtils.get(redis_manager.RedisManager(0).getRedis(), "test") |
|---|
| | | fdata["redis"] = 1 |
|---|
| | | except: |
|---|
| | | fdata["redis"] = 0 |
|---|
| | | use_time_list.append(("验证redis", time.time() - __start_time)) |
|---|
| | | |
|---|
| | | try: |
|---|
| | | # 验证mysql |
|---|
| | | mysql_data.Mysqldb().select_one("select 1") |
|---|
| | | fdata["mysql"] = 1 |
|---|
| | | except: |
|---|
| | | fdata["mysql"] = 0 |
|---|
| | | use_time_list.append(("验证mysql", time.time() - __start_time)) |
|---|
| | | |
|---|
| | | try: |
|---|
| | | # redis异步任务数量 |
|---|
| | | fdata["redis_async_task_count"] = redis_manager.RedisUtils.get_async_task_count() |
|---|
| | | except: |
|---|
| | | pass |
|---|
| | | use_time_list.append(("验证异步任务数量", time.time() - __start_time)) |
|---|
| | | |
|---|
| | | # 获取交易通道 |
|---|
| | | try: |
|---|
| | | can_access = huaxin_trade_api.test_trade_channel() |
|---|
| | | fdata["trade_channel_access"] = 1 if can_access else 0 |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | fdata["trade_channel_access"] = 0 |
|---|
| | | use_time_list.append(("验证交易通道", time.time() - __start_time)) |
|---|
| | | |
|---|
| | | # 获取CPU与内存适用情况 |
|---|
| | | memory_info = psutil.virtual_memory() |
|---|
| | | cpu_percent = psutil.cpu_percent(interval=1) |
|---|
| | | fdata["device"] = {"cpu": cpu_percent, "memery": memory_info.percent} |
|---|
| | | |
|---|
| | | use_time_list.append(("获取设备资源占用", time.time() - __start_time)) |
|---|
| | | # 获取交易通道 |
|---|
| | | result = {"code": 0, "data": fdata, "msg": ""} |
|---|
| | | # print("OnGetEnvInfo 成功") |
|---|
| | | response_data = json.dumps(result) |
|---|
| | | except Exception as e: |
|---|
| | | response_data = json.dumps({"code": 1, "msg": str(e)}) |
|---|
| | | logger_debug.error(f"环境获取异常：{request_id}") |
|---|
| | | logger_debug.exception(e) |
|---|
| | | finally: |
|---|
| | | if use_time_list and use_time_list[-1][1] > 10: |
|---|
| | | logger_debug.warning(f"环境获取时间大于10s({request_id}):{use_time_list}") |
|---|
| | | # 获取板块强度数据 |
|---|
| | | elif url.path == "/load_kpl_market_sift_plate": |
|---|
| | | # 加载数据 |
|---|
| | | KPLMarketsSiftPlateLogManager().load_data() |
|---|
| | | response_data = json.dumps({"code": 0, "msg": "暂无内容"}) |
|---|
| | | elif url.path == "/get_kpl_market_sift_plate": |
|---|
| | | # 获取开盘啦流入板块详细信息 |
|---|
| | | print("==========get_kpl_market_sift_plate==========") |
|---|
| | | try: |
|---|
| | | time_str = params_dict.get("time") |
|---|
| | | if not time_str: |
|---|
| | | time_str = tool.get_now_time_str() |
|---|
| | | fdatas = KPLMarketsSiftPlateLogManager().get_filter_log_datas() |
|---|
| | | response_data = json.dumps({"code": 1, "msg": "暂无内容"}) |
|---|
| | | for i in range(len(fdatas) - 1, -1, -1): |
|---|
| | | if fdatas[i][0] <= time_str: |
|---|
| | | response_data = json.dumps({"code": 0, "data": fdatas[i]}) |
|---|
| | | break |
|---|
| | | except Exception as e: |
|---|
| | | logging.exception(e) |
|---|
| | | response_data = json.dumps({"code": 1, "msg": str(e)}) |
|---|
| | | |
|---|
| | | # 获取个股强度数据 |
|---|
| | | elif url.path == "/load_kpl_market_stock_heat": |
|---|
| | | # 加载数据 |
|---|
| | | KPLMarketStockHeatLogManager().load_data() |
|---|
| | | response_data = json.dumps({"code": 0, "msg": "暂无内容"}) |
|---|
| | | elif url.path == "/get_kpl_market_stock_heat": |
|---|
| | | # 获取开盘啦流入板块详细信息 |
|---|
| | | print("==========get_kpl_stock_of_markets_plate==========") |
|---|
| | | try: |
|---|
| | | time_str = params_dict.get("time") |
|---|
| | | if not time_str: |
|---|
| | | time_str = tool.get_now_time_str() |
|---|
| | | fdatas = KPLMarketStockHeatLogManager().get_filter_log_datas() |
|---|
| | | response_data = json.dumps({"code": 1, "msg": "暂无内容"}) |
|---|
| | | for i in range(len(fdatas) - 1, -1, -1): |
|---|
| | | if fdatas[i][0] <= time_str: |
|---|
| | | response_data = json.dumps({"code": 0, "data": fdatas[i]}) |
|---|
| | | break |
|---|
| | | except Exception as e: |
|---|
| | | logging.exception(e) |
|---|
| | | response_data = json.dumps({"code": 1, "msg": str(e)}) |
|---|
| | | elif url.path == "/get_kpl_market_strong_records": |
|---|
| | | # 获取开盘啦市场强度记录 |
|---|
| | | time_str = params_dict.get("time") |
|---|
| | | if not time_str: |
|---|
| | | time_str = tool.get_now_time_str() |
|---|
| | | datas = log_export.load_kpl_market_strong() |
|---|
| | | fdatas = [] |
|---|
| | | for data in datas: |
|---|
| | | # (距离09:15:00的秒数, 时间, 强度) |
|---|
| | | fdatas.append((tool.trade_time_sub(data[0], "09:15:00"), data[0], data[1])) |
|---|
| | | response_data = json.dumps({"code": 0, "data": fdatas}) |
|---|
| | | elif url.path == "/get_place_order_records": |
|---|
| | | datas = data_cache.purchased_stocks_details_list |
|---|
| | | response_data = json.dumps({"code": 0, "data": datas}) |
|---|
| | | elif url.path == "/get_forbidden_plates": |
|---|
| | | datas = ForbiddenPlatesManager().list_plates() |
|---|
| | | # human 认为设置 fixed: 固定的 |
|---|
| | | response_data = json.dumps( |
|---|
| | | {"code": 0, "data": {"human": list(datas), "fixed": list(constant.check_plate_list)}}) |
|---|
| | | elif url.path == "/add_forbidden_plate": |
|---|
| | | plate = params_dict.get("plate") |
|---|
| | | ForbiddenPlatesManager().add_plate(plate) |
|---|
| | | response_data = json.dumps({"code": 0, "data": {}}) |
|---|
| | | elif url.path == "/remove_forbidden_plate": |
|---|
| | | plate = params_dict.get("plate") |
|---|
| | | ForbiddenPlatesManager().remove_plate(plate) |
|---|
| | | response_data = json.dumps({"code": 0, "data": {}}) |
|---|
| | | elif url.path == "/get_market_sift_plate_stock_dict": |
|---|
| | | # 获取开盘啦板块精选流入 |
|---|
| | | data = data_cache.market_sift_plates |
|---|
| | | response_data = json.dumps({"code": 0, "data": data}) |
|---|
| | | |
|---|
| | | self.send_response(200) |
|---|
| | | # 发给请求客户端的响应数据 |
|---|
| | | self.send_header('Content-type', 'application/json') |
|---|
| | | self.end_headers() |
|---|
| | | self.wfile.write(response_data.encode()) |
|---|
| | | |
|---|
| | | def __is_sign_right(self, params): |
|---|
| | | @classmethod |
|---|
| | | def __is_sign_right(cls, params): |
|---|
| | | ps = [] |
|---|
| | | for k, v in params.items(): |
|---|
| | | if k == 'sign': |
|---|
| | |
|---|
| | | result_str = "" |
|---|
| | | try: |
|---|
| | | path = self.path |
|---|
| | | print("接收到POST请求：", str(path)) |
|---|
| | | url = urlparse.urlparse(path) |
|---|
| | | if url.path == "/trade_callback": |
|---|
| | | # 接受开盘啦数据 |
|---|
| | | body = self.__parse_request() |
|---|
| | | if type(body) != str: |
|---|
| | | huaxin_trade_api.add_trade_callback_data(json.dumps(body)) |
|---|
| | | else: |
|---|
| | | huaxin_trade_api.add_trade_callback_data(body) |
|---|
| | | if constant.IS_SIMULATED_TRADE: |
|---|
| | | # 接受开盘啦数据 |
|---|
| | | body = self.__parse_request() |
|---|
| | | if type(body) != str: |
|---|
| | | huaxin_trade_api.add_trade_callback_data(json.dumps(body)) |
|---|
| | | else: |
|---|
| | | huaxin_trade_api.add_trade_callback_data(body) |
|---|
| | | result_str = json.dumps({"code": 0}) |
|---|
| | | elif url.path == "/set_trade_settings": |
|---|
| | | params = self.__parse_request() |
|---|
| | | if not self.__is_sign_right(params): |
|---|
| | | result_str = json.dumps({"code": 1001, "msg": "签名错误"}) |
|---|
| | | return |
|---|
| | | logger_debug.info(f"set_trade_settings: {params}") |
|---|
| | | running = params.get("running") |
|---|
| | | auto_sell = params.get("auto_sell") |
|---|
| | | auto_buy = params.get("auto_buy") |
|---|
| | | if running is not None: |
|---|
| | | TradeSetting().set_running(int(running)) |
|---|
| | | if auto_sell is not None: |
|---|
| | | TradeSetting().set_auto_sell(int(auto_sell)) |
|---|
| | | if auto_buy is not None: |
|---|
| | | TradeSetting().set_auto_buy(int(auto_buy)) |
|---|
| | | result_str = json.dumps({"code": 0, "data": {}}) |
|---|
| | | |
|---|
| | | elif url.path == "/buy": |
|---|
| | | # 签名验证 |
|---|
| | | params = self.__parse_request() |
|---|
| | |
|---|
| | | result_str = json.dumps({"code": 1001, "msg": "签名错误"}) |
|---|
| | | return |
|---|
| | | print("买入", params) |
|---|
| | | logger_request_api.info(f"买入：{params}") |
|---|
| | | # 买入 |
|---|
| | | code = params.get("code") # 代码 |
|---|
| | | volume = params.get("volume") # 量 |
|---|
| | | price = round(params.get("price"), 2) # 价格 |
|---|
| | | result = huaxin_trade_api.order(1, code, volume, price) |
|---|
| | | result_str = json.dumps({"code": 0, "data": result}) |
|---|
| | | price = params.get("price") |
|---|
| | | if not price: |
|---|
| | | # 没有上传价格，就需要获取最近的价格进行买入 |
|---|
| | | data = data_cache.latest_code_market_info_dict.get(code) |
|---|
| | | if not data: |
|---|
| | | raise Exception("没有获取到L1数据") |
|---|
| | | pre_price = data[1] |
|---|
| | | current_price = data[2] if data[2] else data[5][0][0] |
|---|
| | | price = tool.get_buy_max_price(current_price) |
|---|
| | | price = min(price, tool.get_limit_up_price(code, pre_price)) |
|---|
| | | else: |
|---|
| | | price = round(float(params.get("price")), 2) # 价格 |
|---|
| | | result = huaxin_trade_api.order(1, code, volume, price, blocking=True) |
|---|
| | | result_str = json.dumps(result) |
|---|
| | | elif url.path == "/sell": |
|---|
| | | params = self.__parse_request() |
|---|
| | | # 签名验证 |
|---|
| | |
|---|
| | | result_str = json.dumps({"code": 1001, "msg": "签名错误"}) |
|---|
| | | return |
|---|
| | | # 卖出 |
|---|
| | | print("卖出", params) |
|---|
| | | try: |
|---|
| | | print("卖出", params) |
|---|
| | | code = params.get("code") # 代码 |
|---|
| | | volume = params.get("volume") # 量 |
|---|
| | | price = params.get("price") |
|---|
| | | if not price: |
|---|
| | | # 没有上传价格，就需要获取最近的价格进行买入 |
|---|
| | | data = data_cache.latest_code_market_info_dict.get(code) |
|---|
| | | if not data: |
|---|
| | | raise Exception("没有获取到L1数据") |
|---|
| | | pre_price = data[1] |
|---|
| | | current_price = data[2] if data[2] else data[5][0][0] |
|---|
| | | # 获取最新成交价格 |
|---|
| | | latest_deal_price = data_cache.latest_deal_price_dict.get(code) |
|---|
| | | if latest_deal_price: |
|---|
| | | current_price = round(float(latest_deal_price), 2) |
|---|
| | | async_log_util.info(logger_debug, f"根据成交价卖出：{code}-{latest_deal_price}") |
|---|
| | | |
|---|
| | | price = tool.get_buy_min_price(current_price) |
|---|
| | | price = max(price, tool.get_limit_down_price(code, pre_price)) |
|---|
| | | else: |
|---|
| | | price = round(params.get("price"), 2) # 价格 |
|---|
| | | result = huaxin_trade_api.order(2, code, volume, price, blocking=True) |
|---|
| | | result_str = json.dumps(result) |
|---|
| | | finally: |
|---|
| | | logger_request_api.info(f"卖出：{params}") |
|---|
| | | |
|---|
| | | elif url.path == "/set_buy_money": |
|---|
| | | # 设置每次买入的金额 |
|---|
| | | params = self.__parse_request() |
|---|
| | | # 签名验证 |
|---|
| | | if not self.__is_sign_right(params): |
|---|
| | | result_str = json.dumps({"code": 1001, "msg": "签名错误"}) |
|---|
| | | return |
|---|
| | | # 卖出 |
|---|
| | | print("每次买入的金额", params) |
|---|
| | | money = params.get("money") # 金额 |
|---|
| | | if money is None: |
|---|
| | | result_str = json.dumps({"code": 1, "msg": "未上传金额"}) |
|---|
| | | return |
|---|
| | | money = int(money) |
|---|
| | | |
|---|
| | | logger_debug.info(f"设置开仓金额：{money}") |
|---|
| | | data_cache.BUY_MONEY_PER_CODE = money |
|---|
| | | result_str = json.dumps({"code": 0}) |
|---|
| | | |
|---|
| | | elif url.path == "/set_limit_up_sell": |
|---|
| | | # 设置每次买入的金额 |
|---|
| | | params = self.__parse_request() |
|---|
| | | # 签名验证 |
|---|
| | | if not self.__is_sign_right(params): |
|---|
| | | result_str = json.dumps({"code": 1001, "msg": "签名错误"}) |
|---|
| | | return |
|---|
| | | # 卖出 |
|---|
| | | print("每次买入的金额", params) |
|---|
| | | code = params.get("code") #代码 |
|---|
| | | enable = params.get("enable") # 是否开启 |
|---|
| | | if code is None or enable is None: |
|---|
| | | result_str = json.dumps({"code": 1, "msg": "上传数据缺失"}) |
|---|
| | | return |
|---|
| | | enable = int(enable) |
|---|
| | | if enable: |
|---|
| | | data_cache.LIMIT_UP_SELL_CODES.add(code) |
|---|
| | | else: |
|---|
| | | data_cache.LIMIT_UP_SELL_CODES.discard(code) |
|---|
| | | result_str = json.dumps({"code": 0}) |
|---|
| | | |
|---|
| | | elif url.path == "/cancel_order": |
|---|
| | | params = self.__parse_request() |
|---|
| | | # 签名验证 |
|---|
| | | if not self.__is_sign_right(params): |
|---|
| | | result_str = json.dumps({"code": 1001, "msg": "签名错误"}) |
|---|
| | | return |
|---|
| | | # 卖出 |
|---|
| | | print("撤单", params) |
|---|
| | | direction = params.get("direction") |
|---|
| | | code = params.get("code") # 代码 |
|---|
| | | volume = params.get("volume") # 量 |
|---|
| | | price = round(params.get("price"), 2) # 价格 |
|---|
| | | result = huaxin_trade_api.order(2, code, volume, price) |
|---|
| | | result_str = json.dumps({"code": 0, "data": result}) |
|---|
| | | orderSysID = params.get("orderSysID") # 系统订单编号 |
|---|
| | | result = huaxin_trade_api.cancel_order(direction, code, orderSysID, blocking=True) |
|---|
| | | result_str = json.dumps(result) |
|---|
| | | elif url.path == "/upload_deal_big_orders": |
|---|
| | | # 成交大单传递 |
|---|
| | | datas = self.rfile.read(int(self.headers['content-length'])) |
|---|
| | | _str = str(datas, encoding="gbk") |
|---|
| | | datas = json.loads(_str) |
|---|
| | | for d in datas: |
|---|
| | | if d[1] != 0: |
|---|
| | | continue |
|---|
| | | code, data = d[0], d[2] |
|---|
| | | if code not in data_cache.big_order_deal_dict: |
|---|
| | | data_cache.big_order_deal_dict[code] = [] |
|---|
| | | data_cache.big_order_deal_dict[code].append(d) |
|---|
| | | # 获取买大单数量 |
|---|
| | | len(data_cache.big_order_deal_dict.get(code, [])) |
|---|
| | | hx_logger_l2_transaction.info(_str) |
|---|
| | | # 记录日志 |
|---|
| | | result_str = json.dumps({"code": 0}) |
|---|
| | | except Exception as e: |
|---|
| | | result_str = json.dumps({"code": 1, "msg": str(e)}) |
|---|
| | | finally: |
|---|
| | |
|---|
| | | print("HTTP server is at: http://%s:%d/" % (addr, port)) |
|---|
| | | httpd.serve_forever() |
|---|
| | | except Exception as e: |
|---|
| | | pass |
|---|
| | | logger_system.exception(e) |
|---|
| | | |
|---|
| | | |
|---|
| | | if __name__ == "__main__": |
|---|
| | | run() |
|---|
