解决炸板买的问题

Administrator

2024-07-12 936ac7f6a724cfd166f8fa6eee483a7e2a20d98f

解决炸板买的问题

 code_attribute/limit_up_time_manager.py

New file
@@ -0,0 +1,51 @@
"""
涨停时间管理器
"""
from log_module import log_export, async_log_util
from log_module.log import logger_first_limit_up_time
from utils import tool, l2_huaxin_util


class FirstLimitUpTimeManager:
    """
    首次涨停时间管理器
    """
    __instance = None
    __first_limit_up_price_dict = {}

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(FirstLimitUpTimeManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_data()
        return cls.__instance

    def process(self, market_info):
        """
        处理Market数据
        :param market_info:
        :return:
        """
        # 只处理股票代码
        if not tool.is_stock(market_info[0]):
            return
        if market_info[0] in self.__first_limit_up_price_dict:
            return
        limit_up_price = tool.get_limit_up_price(market_info[0], market_info[8])
        if abs(float(limit_up_price) - market_info[1]) < 0.0001:
            # 涨停价
            time_str = l2_huaxin_util.convert_time(market_info[9])
            async_log_util.info(logger_first_limit_up_time, f"{(market_info[0], time_str)}")
            self.__first_limit_up_price_dict[market_info[0]] = time_str

    def get_first_limit_up_time(self, code):
        """
        获取首次涨停时间
        :param code:
        :return:
        """
        self.__first_limit_up_price_dict.get(code)

    @classmethod
    def __load_data(cls):
        cls.__first_limit_up_price_dict = log_export.load_first_limit_up_time()


 log_module/log.py

@@ -219,6 +219,10 @@
                   filter=lambda record: record["extra"].get("name") == "profile",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("market", "first_limit_up_time"),
                   filter=lambda record: record["extra"].get("name") == "first_limit_up_time",
                   rotation="00:00", compression="zip", enqueue=True)

        ################################华鑫日志################################
        logger.add(self.get_hx_path("l2", "transaction"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_transaction",
@@ -418,6 +422,8 @@

logger_mysql_debug = __mylogger.get_logger("mysql_debug")

logger_first_limit_up_time = __mylogger.get_logger("first_limit_up_time")

# -------------------------------华鑫日志---------------------------------
hx_logger_l2_orderdetail = __mylogger.get_logger("hx_l2_orderdetail")
hx_logger_l2_transaction = __mylogger.get_logger("hx_l2_transaction")

 log_module/log_export.py

@@ -174,6 +174,24 @@
    return fdatas


def load_first_limit_up_time(date=tool.get_now_date_str()):
    """
    加载下单的order_ref对应的策略
    :param date:
    :return:
    """
    fdatas = {}
    path = f"{constant.get_path_prefix()}/{constant.LOG_DIR}/gp/market/first_limit_up_time.{date}.log"
    with open(path, 'r', encoding='utf-8') as file:
        lines = file.readlines()
        for line in lines:
            if line.find("]") > -1:
                line = line[line.find("]") + 1:]
                data = eval(line)
                fdatas[data[0]] = data[1]
    return fdatas


if __name__ == "__main__":
    fdatas = load_order_ref_strategy()
    print(fdatas)

 main.py

@@ -10,6 +10,7 @@

from code_attribute import target_codes_manager, gpcode_manager, code_market_manager, history_k_data_util
from code_attribute.gpcode_manager import CodesNameManager
from code_attribute.limit_up_time_manager import FirstLimitUpTimeManager
from db.redis_manager_delegate import RedisUtils
from huaxin_client import l2_client_for_cb
from huaxin_client.client_network import SendResponseSkManager
@@ -217,7 +218,8 @@
                    for k in temp_dict:
                        volume = sum([x["volume"] for x in temp_dict[k]])
                        x = temp_dict[k][0]
                        r["buy_list"].append({"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": volume, "type":StrategyBuyOrderRefManager().get_strategy_type(x["orderRef"])})
                        r["buy_list"].append({"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": volume,
                                              "type": StrategyBuyOrderRefManager().get_strategy_type(x["orderRef"])})
                    r["createTime"] = int(buys[0]["tradeTime"].replace(":", ""))

                if "sell_list" not in r:
@@ -357,6 +359,12 @@
                            cb_code, strategy_type):
                            # 已经买了且没在想买单
                            continue
                        # 如果之前就涨停了且没在想买单中
                        underlying_code = target_codes_manager.get_underlying_code(cb_code)
                        underlying_limit_up_time = FirstLimitUpTimeManager().get_first_limit_up_time(underlying_code)
                        if not WantBuyCodesManager().is_in_cache(cb_code, strategy_type) and underlying_limit_up_time:
                            continue

                        # 获取可转债的涨停价
                        market_info = code_market_manager.get_market_info(cb_code)
                        limit_up_price = target_codes_manager.get_limit_up_price(cb_code)
@@ -396,6 +404,9 @@
            if result:
                # (代码, 最近的价格, 涨幅, 买1价， 买1量, 成交总量, 买入量, 卖出量, 昨日收盘价, 时间戳)
                code_market_manager.set_market_info(result)
                time_str = l2_huaxin_util.convert_time(result[9])
                if int(time_str.split(":", "")) < int("092455"):
                    continue
                code = result[0]
                # 正股需要加载板块
                if code.find("11") != 0 and code.find("12") != 0:
@@ -406,6 +417,7 @@
                        KPLCodeJXBlockManager().load_jx_blocks(result[0], result[3],
                                                               float(limit_up_price),
                                                               KPLLimitUpDataRecordManager.get_current_reasons())
                    FirstLimitUpTimeManager().process(result)
                else:
                    # 可转债代码,处理
                    sell_strategy.process_market_info(result, __BuyStrategyDataManager)