bug修复/策略完善

Administrator

4 天以前 245979e3907d34bcd88ac0c4547f399bf33a44de

 trade/trade_manager.py

@@ -176,14 +176,11 @@

    def __init__(self):
        self.musql = Mysqldb()
        # 成交得订单信息
        self.__deal_code_orders_info = {}
        self.redis_manager = redis_manager.RedisManager(12)
        # 下过单的板块代码
        self.__place_order_plate_codes_info = {}
        # 委托得订单信息：{code#order_ref:}
        self.__delegate_code_orders = {}
        self.__load_data()

    def __get_redis(self):
        return self.redis_manager.getRedis()

    def __load_data(self):
        # 不算打板的数据
@@ -193,13 +190,9 @@
            for r in results:
                self.add_deal_order(r[1], r[4], round(float(r[3]), 2), r[0], r[2])

        val = RedisUtils.get(self.__get_redis(), "place_order_plate_codes_info")
        if val:
            self.__place_order_plate_codes_info = json.loads(val)

    def add_deal_order(self, code, volume, price, trade_id, order_sys_id):
        """
        添加成交大单
        添加成交订单
        @param code:
        @param volume:
        @param price:
@@ -217,31 +210,148 @@
            return
        self.__deal_code_orders_info[code][trade_id] = (volume, price, order_sys_id)

    def set_order_status(self, code, order_ref, order_sys_id, price, volume, status):
        """
        设置订单状态
        @param code:
        @param order_ref:
        @param order_sys_id:
        @param price:
        @param volume:
        @param status:
        @return:
        """
        k = f"{code}#{order_ref}"
        if k not in self.__delegate_code_orders:
            return
        # [代码，订单索引，订单号，价格，量，状态，板块集合]
        data = self.__delegate_code_orders[k]
        data[2] = order_sys_id
        data[5] = status
        data[3] = price
        data[4] = volume
        # 如果订单已经取消就需要删除
        if status == huaxin_util.TORA_TSTP_OST_AllCanceled or status == huaxin_util.TORA_TSTP_OST_Rejected:
            data = self.__delegate_code_orders.pop(k)
            if data:
                PlatePlaceOrderManager().remove_plates_code(data[6], code)

    def get_deal_codes(self):
        if not self.__deal_code_orders_info:
            return set()
        return set(self.__deal_code_orders_info.keys())

    def place_order(self, plate, code):
    def place_order(self, plates, code, order_ref, price, volume):
        """
        下单
        @param plate:
        @param plates:
        @param code:
        @param order_ref:
        @param price:
        @param volume:
        @return:
        """
        # 初始化委托数据 [代码，订单索引，订单号，价格，量，状态，板块集合]
        data = [code, order_ref, '', price, volume, huaxin_util.TORA_TSTP_OST_Unknown, plates]
        k = f"{code}#{order_ref}"
        if k not in self.__delegate_code_orders:
            self.__delegate_code_orders[k] = data
        PlatePlaceOrderManager().add_plates_code(plates, code)

    def place_order_fail(self, code, order_ref):
        """
        下单失败了
        @param code:
        @param order_ref:
        @return:
        """
        k = f"{code}#{order_ref}"
        if k in self.__delegate_code_orders:
            data = self.__delegate_code_orders.pop(k)
            if data:
                PlatePlaceOrderManager().remove_plates_code(data[6], code)

    def get_deal_or_delegated_codes(self):
        """
        获取已经成交或者委托的代码
        @return:
        """
        codes = set()
        if self.__delegate_code_orders:
            for k in self.__delegate_code_orders:
                codes.add(self.__delegate_code_orders[k][0])

        if self.__deal_code_orders_info:
            codes |= set(self.__deal_code_orders_info.keys())
        return codes


@tool.singleton
class PlatePlaceOrderManager:
    """
    板块下单管理
    """

    def __init__(self):
        self.__db = 12
        self.redis_manager = redis_manager.RedisManager(self.__db)
        # 下过单的板块代码
        self.__place_order_plate_codes_info = {}
        self.__load_data()

    def __get_redis(self):
        return self.redis_manager.getRedis()

    def __load_data(self):
        val = RedisUtils.get(self.__get_redis(), "place_order_plate_codes_info")
        if val:
            self.__place_order_plate_codes_info = json.loads(val)

    def add_plates_code(self, plates, code):
        """
        添加板块下单
        @param plates:
        @param code:
        @return:
        """
        if plate not in self.__place_order_plate_codes_info:
            self.__place_order_plate_codes_info[plate] = []
        if code not in self.__place_order_plate_codes_info[plate]:
            self.__place_order_plate_codes_info[plate].append(code)
        for plate in plates:
            if plate not in self.__place_order_plate_codes_info:
                self.__place_order_plate_codes_info[plate] = []
            if code not in self.__place_order_plate_codes_info[plate]:
                self.__place_order_plate_codes_info[plate].append(code)
        self.__sync_plate_place_order_info()

    def __sync_plate_place_order_info(self):
        """
        同步板块下单信息
        @return:
        """
        RedisUtils.setex_async(self.__db, "place_order_plate_codes_info", tool.get_expire(),
                               json.dumps(self.__place_order_plate_codes_info))

    def get_place_order_plate_codes(self):
    def remove_plates_code(self, plates, code):
        """
        移除板块下单
        @param plates:
        @param code:
        @return:
        """
        for plate in plates:
            if plate in self.__place_order_plate_codes_info:
                if code in self.__place_order_plate_codes_info[plate]:
                    self.__place_order_plate_codes_info[plate].remove(code)
        self.__sync_plate_place_order_info()

    def get_plate_codes(self):
        return self.__place_order_plate_codes_info


__CodesTradeStateManager = CodesTradeStateManager()

if __name__ == "__main__":
    codes = DealCodesManager().get_codes()
    print(codes)
    PlatePlaceOrderManager().add_plates_code({"通信","计算机"}, "000333")
    place_order_plate_codes = PlatePlaceOrderManager().get_plate_codes()
    code_sets = [set(lst) for lst in place_order_plate_codes.values()]
    # 2. 使用 set.union() 求并集
    union_code_sets = set().union(*code_sets)
    print(union_code_sets)