输出买入/卖出点

Administrator

2024-05-28 ef5b48b4e5ea139f41746c8a5462b3ed6d5d34c5

输出买入/卖出点

 main.py

@@ -137,7 +137,10 @@
    elif type_ == "get_code_position_info":
        # 查询此仓
        code = data.get("code")
        results = huaxin_trade_record_manager.PositionManager().list_by_day(tool.get_now_date_str("%Y%m%d"), 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()
        for r in results:
            cb_code = r["securityID"]
            underlying_code = target_codes_manager.get_underlying_code(cb_code)
@@ -147,7 +150,8 @@
                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}
                                   "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
@@ -163,8 +167,12 @@
                                             "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}

                                             "preClosePrice": underlying_market.pre_close_price}
            # 获取买点与卖点
            buys = huaxin_trade_record_manager.DealRecordManager().list_buy_by_code_cache(cb_code)
            sells = huaxin_trade_record_manager.DealRecordManager().list_sell_by_code_cache(cb_code)
            r["buy_list"] = [{"price": x["price"], "tradeTime": x["tradeTime"], "volume": x["volume"]} for x in buys]
            r["sell_list"] = [{"price": x["price"], "tradeTime": x["tradeTime"], "volume": x["volume"]} for x in sells]
        send_response({"code": 0, "data": results}, client_id, request_id)
    elif type_ == "refresh_trade_data":
        # 刷新交易数据

 records/huaxin_trade_record_manager.py

@@ -77,7 +77,7 @@
                    d["orderSysID"], d["insertTime"], d["insertDate"], d["acceptTime"], d["cancelTime"],
                    d["limitPrice"], d["turnover"], d["volume"], d["volumeTraded"], d["orderStatus"],
                    d["orderSubmitStatus"], d["statusMsg"], tool.get_now_datetime_str(),
                    tool.get_now_datetime_str(), d["accountID"],d["orderRef"]))
                    tool.get_now_datetime_str(), d["accountID"], d["orderRef"]))
        else:
            # 修改数据
            updateDict = {}
@@ -126,7 +126,8 @@
            # 转dict
            key_list = ["id", "orderLocalID", "securityID", "securityName", "direction", "orderSysID", "insertTime",
                        "insertDate", "acceptTime", "cancelTime", "limitPrice", "turnover", "volume", "volumeTraded",
                        "orderStatus", "orderSubmitStatus", "statusMsg", "createTime", "updateTime", "accountID", "orderRef"]
                        "orderStatus", "orderSubmitStatus", "statusMsg", "createTime", "updateTime", "accountID",
                        "orderRef"]
            fresults = []
            max_update_time = None
            if results:
@@ -157,21 +158,17 @@
    def __get_redis(cls):
        return cls.__redisManager.getRedis()

    # 保存代码的量
    @classmethod
    def __save_code_volume(cls, code, volume):
        RedisUtils.setex(cls.__get_redis(), f"available_position_{code}", tool.get_expire(), f"{volume}")

    @classmethod
    def get_code_volume(cls, code):
        val = RedisUtils.get(cls.__get_redis(), f"available_position_{code}")
        if not val:
            return 0
        return int(val)

    @classmethod
    def cache(cls, datas):
        cls.latest_positions = copy.deepcopy(datas)
        for d in cls.latest_positions:
            d["id"] = f"{d['investorID']}-{d['tradingDay']}-{d['securityID']}"

    @classmethod
    def get_from_cache(cls):
        if cls.latest_positions:
            return copy.deepcopy(cls.latest_positions)
        return []

    @classmethod
    def add(cls, datas):
@@ -179,16 +176,12 @@
        try:
            if datas:
                # 统计可用量
                volume_dict = {}
                for d in datas:
                    if d["securityID"] not in volume_dict:
                        volume_dict[d["securityID"]] = 0
                    volume_dict[d["securityID"]] = volume_dict[d["securityID"]] + d["availablePosition"]
                for k in volume_dict:
                    cls.__save_code_volume(k, volume_dict[k])
                    d["id"] = f"{d['investorID']}-{d['tradingDay']}-{d['securityID']}"
                cls.latest_positions = datas

                for d in datas:
                    _id = f"{d['investorID']}-{d['tradingDay']}-{d['securityID']}"
                    _id = d["id"]
                    # 查询是否有数据
                    result = mysqldb.select_one(
                        f"select * from hx_trade_position where id='{_id}'")
@@ -252,9 +245,10 @@
        mysqldb = mysql_data.Mysqldb()
        try:
            results = mysqldb.select_all(
                f"select * from hx_trade_position r where r.tradingDay='{day}' { f'and securityID={code}' if code else ''} order by createTime")
                f"select * from hx_trade_position r where r.tradingDay='{day}' {f'and securityID={code}' if code else ''} order by createTime")
            # 转dict
            key_list = ["id", "investorID","tradingDay", "securityName", "securityID", "historyPos", "historyPosFrozen",
            key_list = ["id", "investorID", "tradingDay", "securityName", "securityID", "historyPos",
                        "historyPosFrozen",
                        "todayBSPos", "todayBSPosFrozen", "historyPosPrice", "totalPosCost", "prePosition",
                        "availablePosition", "currentPosition",
                        "openPosCost", "todayCommission", "todayTotalBuyAmount", "todayTotalSellAmount", "createTime",
@@ -321,6 +315,17 @@
            fresults.append(d)
        return fresults

    def list_buy_by_code_cache(self, code):
        fresults = []
        for k in self.__latest_deal_trade_id_dict:
            d = self.__latest_deal_trade_id_dict[k]
            if d["securityID"] != code:
                continue
            if int(d["direction"]) != 0:
                continue
            fresults.append(d)
        return fresults

    @classmethod
    def add(cls, datas):
        mysqldb = mysql_data.Mysqldb()
@@ -328,6 +333,8 @@
            if datas:
                for d in datas:
                    cls.__latest_deal_trade_id_dict[d['tradeID']] = d

                for d in datas:
                    # 查询是否有数据
                    result = mysqldb.select_one(
                        f"select * from hx_trade_deal_record where tradeID='{d['tradeID']}'")
@@ -336,7 +343,7 @@
                        mysqldb.execute(
                            "insert into hx_trade_deal_record values('%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s','%s')" % (
                                d["tradeID"], d["securityID"], d["orderLocalID"], d["direction"],
                                d["orderSysID"], round(d["price"], 2), d["tradeTime"], d["volume"],
                                d["orderSysID"], round(d["price"], 3), d["tradeTime"], d["volume"],
                                d["tradeDate"],
                                d["tradingDay"], d["pbuID"], d["accountID"],
                                tool.get_now_datetime_str(),
@@ -479,4 +486,4 @@


if __name__ == "__main__":
    print(len(PositionManager().list_by_day("20240520","123089")))
    print(len(PositionManager().list_by_day("20240520", "123089")))