续买金额设置/L后撤日志修改

Administrator

7 天以前 045e713ec1ac2f7c92c69ef31c02035661fc98dc

续买金额设置/L后撤日志修改

 api/outside_api_command_callback.py

@@ -60,7 +60,7 @@
from trade.sell import sell_manager
from trade.sell.sell_rule_manager import TradeRuleManager, SellRule
from trade.trade_data_manager import RadicalBuyDealCodesManager
from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager
from trade.trade_manager import TradeTargetCodeModeManager, AutoCancelSellModeManager, CodesContinueBuyMoneyManager
from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
from utils import socket_util, data_export_util, tool, huaxin_util, output_util, global_util, init_data_util
from servers import server_util
@@ -1503,11 +1503,15 @@
                                       client_id,
                                       request_id)
                    return
                TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money), trade_manager.CodesTradeStateManager().get_trade_state_cache(code))
                TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money),
                                                                   trade_manager.CodesTradeStateManager().get_trade_state_cache(
                                                                       code))

                # 如果是加红状态，且大单不够就需要移红
                if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
                    deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, gpcode_manager.get_limit_up_price_as_num(code))
                    deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                                 gpcode_manager.get_limit_up_price_as_num(
                                                                                                     code))
                    if deal_big_order_info[0] > 0:
                        gpcode_manager.MustBuyCodesManager().remove_code(code)
                        trade_record_log_util.add_common_msg(code, "移红", f"大单阈值修改（{money}）")
@@ -1529,6 +1533,37 @@
                                   client_id,
                                   request_id)

            elif ctype == "get_continue_buy_info":
                # 设置L后撤单比例
                code = data.get("code")
                money = CodesContinueBuyMoneyManager().get_continue_buy_money(code)
                if money is None:
                    money = 0
                self.send_response({"code": 0, "data": {"money": money, "money_list": constant.AVAILABLE_BUY_MONEYS}},
                                   client_id,
                                   request_id)
            elif ctype == "set_continue_buy_money":
                # 设置L后撤单比例
                code = data.get("code")
                money = data.get("money")
                if money <= 0:
                    # 表示移除续买金额
                    CodesContinueBuyMoneyManager().remove_continue_buy_money(code)
                    self.send_response({"code": 0, "data": {}},
                                       client_id,
                                       request_id)
                    return
                if money not in constant.AVAILABLE_BUY_MONEYS:
                    self.send_response({"code": 1, "msg": f"金额（{money}）没在{constant.AVAILABLE_BUY_MONEYS}中"},
                                       client_id,
                                       request_id)
                    return
                CodesContinueBuyMoneyManager().set_continue_buy_money(code, money)
                l2_trade_util.remove_from_forbidden_trade_codes(code)
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)

        except Exception as e:
            logging.exception(e)
            logger_debug.exception(e)

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -578,7 +578,7 @@
        """
        try:
            must_buy = cls.__MustBuyCodesManager.is_in_cache(code)
            if buy_mode == OrderBeginPosInfo.MODE_RADICAL:
            if buy_mode == OrderBeginPosInfo.MODE_RADICAL or True:
                try:
                    human_rate = CancelRateHumanSettingManager().get_l_down(code)
                    if human_rate is None:
@@ -1603,7 +1603,7 @@
                        # 目标撤单比例大于大单撤单比例就取比例均值
                        thresh_hold_rate = round((thresh_hold_rate + temp_thresh_hold_rate) / 2, 2)
            l2_log.l_cancel_debug(code,
                                  f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}, 下单位之后的索引：{after_place_order_index_dict}, 最大单-({max_num}，{max_num_count})")
                                  f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}, 下单位之后的索引：{after_place_order_index_dict}, 最大单-({max_num}，{max_num_count}), 人为设置-{cancel_rate_info}")
            if rate >= thresh_hold_rate:
                canceled_indexes.sort()
                l2_log.l_cancel_debug(code, f"L后撤单,撤单位置：{canceled_indexes[-1]}")

 constant.py

@@ -208,7 +208,7 @@
L2_DATA_IS_LOADED = False

# 可买入的金额
AVAILABLE_BUY_MONEYS = [5000, 20000, 40000, 45000, 50000, 55000, 60000, 65000, 70000]
AVAILABLE_BUY_MONEYS = [25000, 30000, 35000, 45000, 50000]

# 板上放量是否可扫入
CAN_RADICAL_BUY_AT_LIMIT_UP = False

 servers/huaxin_trade_server.py

@@ -58,7 +58,7 @@
    EveryLimitupBigDelegateOrderManager
from trade.sell.sell_rule_manager import TradeRuleManager
from trade.trade_data_manager import RadicalBuyDealCodesManager
from trade.trade_manager import CodesTradeStateManager
from trade.trade_manager import CodesTradeStateManager, CodesContinueBuyMoneyManager
from utils import socket_util, middle_api_protocol, tool, huaxin_util, global_util, trade_util, init_data_util, \
    output_util

@@ -630,6 +630,8 @@
            huaxin_trade_record_manager.DelegateRecordManager.add([data])
            if huaxin_util.is_deal(order_status):
                if int(str(data["direction"])) == huaxin_util.TORA_TSTP_D_Buy:
                    # 订单成交回调，移除续买金额+拉黑
                    CodesContinueBuyMoneyManager().remove_continue_buy_money(data["securityID"])
                    l2_trade_util.forbidden_trade(data["securityID"], msg="已成交", force=True)
                    if TradePointManager.get_latest_place_order_mode(
                            data["securityID"]) == OrderBeginPosInfo.MODE_RADICAL:

 trade/buy_money_count_setting.py

@@ -215,8 +215,7 @@
        normal_buy_setting = BuyMoneyAndCountSetting().get_normal_buy_setting()
        if normal_buy_setting:
            moneys |= set([x[1] for x in normal_buy_setting[1]])
        moneys.add(constant.BUY_MONEY_PER_CODE)
        print(moneys)
        moneys |= set(constant.AVAILABLE_BUY_MONEYS)
        return moneys

    @classmethod
@@ -242,8 +241,8 @@
        @param limit_up_price: 涨停价
        @return:
        """
        total_volume_unit_100 = tool.get_buy_volume_by_money(limit_up_price, money)//100
        return cls.get_possible_buy_volumes_by_total_volume(total_volume_unit_100*100)
        total_volume_unit_100 = tool.get_buy_volume_by_money(limit_up_price, money) // 100
        return cls.get_possible_buy_volumes_by_total_volume(total_volume_unit_100 * 100)

    @classmethod
    def get_possible_buy_volumes_by_total_volume(cls, volume):
@@ -266,6 +265,5 @@
    special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
    special_volumes |= set([tool.get_buy_volume_by_money(limit_up_price, x) for x in constant.AVAILABLE_BUY_MONEYS])
    print(special_volumes)


    # print(json.dumps(list(BuyMoneyUtil.get_possible_buy_moneys())))

 trade/trade_manager.py

@@ -272,6 +272,68 @@
    # 设置交易账户的可用金额


class CodesContinueBuyMoneyManager:
    """
    代码续买金额管理
    """
    __db = 2
    __redis_manager = redis_manager.RedisManager(2)
    __instance = None
    __buy_money_dict = {}

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

        return cls.__instance

    @classmethod
    def __get_redis(cls):
        return cls.__redis_manager.getRedis()

    @classmethod
    def __load_datas(cls):
        __redis = cls.__get_redis()
        # 初始化数据
        keys = RedisUtils.keys(__redis, "continue_buy_money-*", auto_free=False)
        if keys:
            for key in keys:
                code = key.split("-")[-1]
                cls.__buy_money_dict[code] = int(RedisUtils.get(__redis, key, auto_free=False))

    def set_continue_buy_money(self, code, money):
        """
        设置续买金额
        @param code:
        @param money:
        @return:
        """
        self.__buy_money_dict[code] = money
        RedisUtils.setex_async(self.__db, f"continue_buy_money-{code}", tool.get_expire(), money)
        async_log_util.info(logger_trade, f"设置续买金额：{code}-{money}")

    def remove_continue_buy_money(self, code):
        """
        移除续买金额
        @param code:
        @return:
        """
        if code not in self.__buy_money_dict:
            return
        self.__buy_money_dict.pop(code)
        RedisUtils.delete_async(self.__db, f"continue_buy_money-{code}")
        async_log_util.info(logger_trade, f"移除续买金额：{code}")

    def get_continue_buy_money(self, code):
        """
        获取续买金额
        @param code:
        @return:
        """
        return self.__buy_money_dict.get(code)


# 保存交易成功的数据
def save_trade_success_data(datas, day=datetime.datetime.now().strftime("%Y%m%d")):
    time_str = tool.get_now_time_str()
@@ -419,7 +481,7 @@
    @return:
    """
    price = gpcode_manager.get_limit_up_price(code)
    __buy(code, price, trade_constant.TRADE_STATE_NOT_TRADE, 0, last_data, last_data["index"],  0, exec_index=exec_index)
    __buy(code, price, trade_constant.TRADE_STATE_NOT_TRADE, 0, last_data, last_data["index"], 0, exec_index=exec_index)


# 中断买入
@@ -579,7 +641,8 @@
            continue
        # 买入成功
        if code is not None and int(data["type"]) == 0:
            l2_trade_util.forbidden_trade(code, msg="交易成功", force=True)
            if not CodesContinueBuyMoneyManager().get_continue_buy_money(code):
                l2_trade_util.forbidden_trade(code, msg="交易成功", force=True)
            state = CodesTradeStateManager().get_trade_state_cache(code)
            if state != trade_constant.TRADE_STATE_BUY_SUCCESS:
                CodesTradeStateManager().set_trade_state(code, trade_constant.TRADE_STATE_BUY_SUCCESS)
@@ -664,7 +727,8 @@
def buy_success(code):
    # 加入黑名单
    if not l2_trade_util.is_in_forbidden_trade_codes(code):
        l2_trade_util.forbidden_trade(code, "buy success", force=True)
        if not CodesContinueBuyMoneyManager().get_continue_buy_money(code):
            l2_trade_util.forbidden_trade(code, "buy success", force=True)
        mode = TradePointManager().get_latest_place_order_mode(code)
        if mode is None:
            mode = OrderBeginPosInfo.MODE_NORMAL