bug修复

Administrator

2024-06-26 c2fc556a779c71aec55489480761db158ea7ff4e

bug修复

 huaxin_client/l2_client_for_cb.py

@@ -256,7 +256,6 @@
        except Exception as e:
            logging.exception(e)


    def OnRspSubMarketData(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        if pRspInfo["ErrorID"] == 0:
            self.subscripted_market_codes.add(pSpecificSecurity['SecurityID'])
@@ -305,8 +304,6 @@
                        (pTick['SecurityID'], pTick['Price'], pTick['TickTime']))
        except Exception as e:
            logger_local_huaxin_l2_error.exception(e)



    def OnRtnMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                        FirstLevelSellOrderVolumes):

 log_module/log.py

@@ -202,6 +202,10 @@
                   filter=lambda record: record["extra"].get("name") == "kpl_open_limit_up",
                   rotation="00:00", compression="zip", enqueue=True)

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

        # 看盘日志
        logger.add(self.get_path("kp", "kp_msg"),
                   filter=lambda record: record["extra"].get("name") == "kp_msg",
@@ -403,6 +407,9 @@

logger_kpl_open_limit_up = __mylogger.get_logger("kpl_open_limit_up")

logger_kpl_blocks = __mylogger.get_logger("kpl_blocks")


logger_kp_msg = __mylogger.get_logger("kp_msg")

logger_redis_debug = __mylogger.get_logger("redis_debug")

 log_module/log_export.py

@@ -141,6 +141,21 @@
    return fdatas


def load_kpl_blocks(date=tool.get_now_date_str()):
    fdatas = {}
    path = f"{constant.LOG_DIR}/gp/kpl/kpl_blocks.{date}.log"
    with open(path, 'r', encoding='utf-8') as file:
        lines = file.readlines()
        for line in lines:
            content = line[line.find(']') + 1:]
            ds = content.split("#")
            code = ds[0].strip()
            data_str = ds[1].strip()
            blocks = eval(data_str)
            fdatas[code] = blocks
    return fdatas


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

 main.py

@@ -260,6 +260,18 @@
    # print("下单：", huaxin_trade_api.order(1, "127075", 10, 140.5, blocking=True))


def __get_buy_money():
    time_str = tool.get_now_time_str().replace(":","")
    if int(time_str) < int("103000"):
        return 40000
    elif int(time_str) < int("113000"):
        return 30000
    elif  int(time_str) < int("140000"):
        return 20000
    else:
        return 10000


def read_l2_results(trade_call_back_queue):
    while True:
        try:
@@ -278,7 +290,7 @@
                market_info = code_market_manager.get_market_info(cb_code)
                limit_up_price = target_codes_manager.get_limit_up_price(cb_code)
                if market_info:
                    volume = int(20000 / float(limit_up_price))
                    volume = int(__get_buy_money()/ float(limit_up_price))
                    volume = (volume // 10) * 10
                    buy_price = round(min(float(market_info.price * 1.02), float(limit_up_price)), 3)
                    async_log_util.info(logger_trade, f"准备下单：{cb_code}-{buy_price}")

 test/test_kpl.py

New file
@@ -0,0 +1,6 @@
from third_data.code_block_manager import CodeKPLBlockManager

if __name__ == "__main__":
    CodeKPLBlockManager().request_block(["300696"])

    pass

 third_data/code_block_manager.py

New file
@@ -0,0 +1,80 @@
"""
代码板块管理
"""
from code_attribute.history_k_data_util import JueJinApi
from log_module import log_export, async_log_util
from log_module.log import printlog, logger_kpl_blocks
from third_data import kpl_api, kpl_util
from utils import tool, constant


class CodeKPLBlockManager:
    __instance = None
    # 代码板块管理
    __code_block_cache_dict = {}
    # 上一个交易日的板块
    __code_before_block_cache_dict = {}

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

    @classmethod
    def __load_datas(cls):
        # 加载今日和上个交易日的数据
        today = tool.get_now_date_str()
        last_day = JueJinApi().get_previous_trading_date(today)
        printlog("获取上个交易日", last_day)
        block_dict = log_export.load_kpl_blocks(today)
        for code in block_dict:
            cls.__code_block_cache_dict[code] = block_dict[code]

        block_dict = log_export.load_kpl_blocks(last_day)
        for code in block_dict:
            cls.__code_before_block_cache_dict[code] = block_dict[code]

    def get_blocks(self, code):
        """
        获取代码的板块，优先今日获取到的板块
        :param code:
        :return:
        """
        blocks = self.__code_block_cache_dict.get(code)
        if blocks:
            return blocks
        blocks = self.__code_before_block_cache_dict.get(code)
        return blocks

    def get_codes_count_info(self):
        """
        获取代码数量信息
        :return:（当日板块的代码数量,上个交易日的代码数量）
        """
        return len(self.__code_block_cache_dict), len(self.__code_before_block_cache_dict)

    def __request_block(self, code, force=False):
        if code in self.__code_block_cache_dict and not force:
            return
        blocks = kpl_api.getCodeBlocks(code)
        fblocks = set()
        if blocks:
            for b in blocks:
                if b not in constant.KPL_INVALID_BLOCKS:
                    fblocks.add(kpl_util.filter_block(b))
            self.__code_block_cache_dict[code] = fblocks
            async_log_util.info(logger_kpl_blocks, f"{code}#{fblocks}")

    def request_block(self, codes, force=False):
        """
        请求板块
        :param codes: 代码集合
        :param force: 是否强制求情
        :return:
        """
        if type(codes) == str:
            self.__request_block(codes, force)
        else:
            for code in codes:
                self.__request_block(code, force)

 third_data/kpl_api.py

@@ -232,4 +232,4 @@


if __name__ == "__main__":
    print(getZYLTAmount("300198"))
    print(getCodeBlocks("300198"))

 third_data/kpl_data_manager.py

@@ -174,7 +174,11 @@

    @classmethod
    def get_current_codes_by_block(cls, block):
        return cls.__current_reason_codes_dict.get(block)
        try:
            return cls.__current_reason_codes_dict.get(block)
        except Exception as e:
            logger_debug.info(f"{cls.__current_reason_codes_dict}")
            return set()

    @classmethod
    def get_current_reason_codes_dict(cls):

 trade/buy_strategy.py

@@ -3,6 +3,7 @@
"""
import decimal

from third_data.kpl_data_manager import KPLLimitUpDataRecordManager
from trade.l2_transaction_data_manager import HuaXinBuyOrderManager
from utils import tool

@@ -59,3 +60,24 @@
        finally:
            self.__latest_trade_price_dict[code] = info["TradePrice"]
        return False

    def process(self, underlying_code, underlying_transaction_info, underlying_market_info, cb_code, cb_market_info):
        """
        处理数据
        :param underlying_code: 正股代码
        :param underlying_transaction_info:正股成交信息
        :param underlying_market_info: 正股行情
        :param cb_code: 可转债代码
        :param cb_market_info: 可转债行情
        :return: 是否可以买, 买入信息
        """
        pass
        # 是否开1
        limit_up_datas = KPLLimitUpDataRecordManager.latest_origin_datas
        for item in limit_up_datas:
            pass