可转债回撤

Administrator

2024-06-03 7aed1066e91e1807c7d4f6f28c6c649c01b31a29

可转债回撤

 main.py

@@ -137,64 +137,68 @@
            logger_debug.exception(e)
            send_response({"code": 1, "msg": str(e)}, client_id, request_id)
    elif type_ == "get_code_position_info":
        # 查询此仓
        code = data.get("code")
        if code:
            results = huaxin_trade_record_manager.PositionManager().list_by_day(tool.get_now_date_str("%Y%m%d"), code)
        else:
            results = huaxin_trade_record_manager.PositionManager().get_from_cache()
        if constant.backtest_mode_info:
            results.clear()
            position_dict = backtest_trade.position_dict
            for p in position_dict:
                translation = position_dict[p]
                underlying_code = p["SecurityID"]
                p["buy_list"] = [{"price": str(translation['TradePrice']),
                                  "tradeTime": l2_huaxin_util.convert_time(translation['OrderTime']), "volume": 10}]
                cb_code = target_codes_manager.get_cb_code(underlying_code)
        try:
            # 查询此仓
            code = data.get("code")
            if code:
                results = huaxin_trade_record_manager.PositionManager().list_by_day(tool.get_now_date_str("%Y%m%d"), code)
            else:
                results = huaxin_trade_record_manager.PositionManager().get_from_cache()
            if constant.backtest_mode_info:
                results.clear()
                position_dict = backtest_trade.position_dict
                for p in position_dict:
                    translation = position_dict[p]
                    underlying_code = p["SecurityID"]
                    p["buy_list"] = [{"price": str(translation['TradePrice']),
                                      "tradeTime": l2_huaxin_util.convert_time(translation['OrderTime']), "volume": 10}]
                    cb_code = target_codes_manager.get_cb_code(underlying_code)
                    underlying_market = code_market_manager.get_market_info(underlying_code)
                    results.append(
                        {"securityID": cb_code, "securityName": gpcode_manager.CodesNameManager().get_code_name(cb_code),
                         "buy_list": p["buy_list"], "sell_list": [], "currentPosition": 10, "id": cb_code})

            for r in results:
                cb_code = r["securityID"]
                underlying_code = target_codes_manager.get_underlying_code(cb_code)
                cb_market = code_market_manager.get_market_info(cb_code)
                underlying_market = code_market_manager.get_market_info(underlying_code)
                results.append(
                    {"securityID": cb_code, "securityName": gpcode_manager.CodesNameManager().get_code_name(cb_code),
                     "buy_list": p["buy_list"], "sell_list": [], "currentPosition": 10, "id": cb_code})
                if cb_market:
                    r["marketInfo"] = {"code": cb_market.code, "name": r["securityName"],
                                       "rate": f"{round(cb_market.rate * 100, 2)}%",
                                       "price": cb_market.price, "lastVolume": cb_market.total_bid_volume // 100,
                                       "buy1Money": output_util.money_desc(cb_market.buy1_price * cb_market.buy1_volume),
                                       "preClosePrice": cb_market.pre_close_price}
                if underlying_market:
                    if not gpcode_manager.CodesNameManager().get_code_name(underlying_market.code):
                        # 异步请求名称
                        threading.Thread(
                            target=lambda: gpcode_manager.CodesNameManager().request_code_name(underlying_market.code),
                            daemon=True).start()

        for r in results:
            cb_code = r["securityID"]
            underlying_code = target_codes_manager.get_underlying_code(cb_code)
            cb_market = code_market_manager.get_market_info(cb_code)
            underlying_market = code_market_manager.get_market_info(underlying_code)
            if cb_market:
                r["marketInfo"] = {"code": cb_market.code, "name": r["securityName"],
                                   "rate": f"{round(cb_market.rate * 100, 2)}%",
                                   "price": cb_market.price, "lastVolume": cb_market.total_bid_volume // 100,
                                   "buy1Money": output_util.money_desc(cb_market.buy1_price * cb_market.buy1_volume),
                                   "preClosePrice": cb_market.pre_close_price}
            if underlying_market:
                if not gpcode_manager.CodesNameManager().get_code_name(underlying_market.code):
                    # 异步请求名称
                    threading.Thread(
                        target=lambda: gpcode_manager.CodesNameManager().request_code_name(underlying_market.code),
                        daemon=True).start()

                r["underlyingMarketInfo"] = {"code": underlying_market.code,
                                             "name": gpcode_manager.CodesNameManager().get_code_name(
                                                 underlying_market.code),
                                             "rate": f"{round(underlying_market.rate * 100, 2)}%",
                                             "price": underlying_market.price,
                                             "lastVolume": underlying_market.total_bid_volume // 100,
                                             "buy1Money": output_util.money_desc(
                                                 underlying_market.buy1_price * underlying_market.buy1_volume),
                                             "preClosePrice": underlying_market.pre_close_price}
            # 获取买点与卖点
            if "buy_list" not in r:
                buys = huaxin_trade_record_manager.DealRecordManager().list_buy_by_code_cache(cb_code)
                r["buy_list"] = [{"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": x["volume"]} for x in
                                 buys]
            if "sell_list" not in r:
                sells = huaxin_trade_record_manager.DealRecordManager().list_sell_by_code_cache(cb_code)
                r["sell_list"] = [{"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": x["volume"]} for x
                                  in
                                  sells]
        send_response({"code": 0, "data": results}, client_id, request_id)
                    r["underlyingMarketInfo"] = {"code": underlying_market.code,
                                                 "name": gpcode_manager.CodesNameManager().get_code_name(
                                                     underlying_market.code),
                                                 "rate": f"{round(underlying_market.rate * 100, 2)}%",
                                                 "price": underlying_market.price,
                                                 "lastVolume": underlying_market.total_bid_volume // 100,
                                                 "buy1Money": output_util.money_desc(
                                                     underlying_market.buy1_price * underlying_market.buy1_volume),
                                                 "preClosePrice": underlying_market.pre_close_price}
                # 获取买点与卖点
                if "buy_list" not in r:
                    buys = huaxin_trade_record_manager.DealRecordManager().list_buy_by_code_cache(cb_code)
                    r["buy_list"] = [{"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": x["volume"]} for x in
                                     buys]
                if "sell_list" not in r:
                    sells = huaxin_trade_record_manager.DealRecordManager().list_sell_by_code_cache(cb_code)
                    r["sell_list"] = [{"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": x["volume"]} for x
                                      in
                                      sells]
            send_response({"code": 0, "data": results}, client_id, request_id)
        except Exception as e:
            logger_debug.exception(e)
            send_response({"code": 1, "msg": str(e)}, client_id, request_id)
    elif type_ == "refresh_trade_data":
        # 刷新交易数据
        ctype = data.get("ctype")