bug修复

Administrator

2024-10-28 39405f82eaf335023ca8705089744c89db1b7e1b

bug修复

 api/outside_api_command_callback.py

@@ -1323,6 +1323,28 @@
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "get_place_order_settings":
                # 获取买入下单设置
                data = {
                    "radical_buy": {"price": (constant.MIN_CODE_RADICAL_BUY_PRICE, constant.MAX_CODE_RADICAL_BUY_PRICE),
                                    "zyltgb": (constant.MIN_CODE_RADICAL_BUY_ZYLTGB_AS_YI,
                                               constant.MAX_CODE_RADICAL_BUY_ZYLTGB_AS_YI)}}
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
                                   request_id)
            elif ctype == "set_place_order_settings":
                radical_buy = data.get("radical_buy")
                if radical_buy:
                    radical_buy = json.loads(radical_buy)
                    constant.MIN_CODE_RADICAL_BUY_PRICE = radical_buy["price"][0]
                    constant.MAX_CODE_RADICAL_BUY_PRICE = radical_buy["price"][1]
                    constant.MIN_CODE_RADICAL_BUY_ZYLTGB_AS_YI = radical_buy["zyltgb"][0]
                    constant.MAX_CODE_RADICAL_BUY_ZYLTGB_AS_YI = radical_buy["zyltgb"][1]
                self.send_response({"code": 0, "data": {}, "msg": f""},
                                   client_id,
                                   request_id)



        except Exception as e:
            logging.exception(e)

 constant.py

@@ -196,7 +196,10 @@

# 扫入价格区间
MAX_CODE_RADICAL_BUY_PRICE = 40
MIN_CODE_RADICAL_BUY_PRICE = 2
MIN_CODE_RADICAL_BUY_PRICE = 3
# 扫入的自由流通市值区间
MAX_CODE_RADICAL_BUY_ZYLTGB_AS_YI = 80
MIN_CODE_RADICAL_BUY_ZYLTGB_AS_YI = 5


# L2数据是否载入完成

 huaxin_client/trade_client.py

@@ -638,8 +638,8 @@
                                    % (nRequestID, pInputOrderActionField.OrderSysID,
                                       pRspInfoField.ErrorID,
                                       pRspInfoField.ErrorMsg))
        except:
            async_log_util.info(logger_local_huaxin_trade_debug, "OnErrRtnOrderAction: 撤单出错")
        except Exception as e:
            async_log_util.info(logger_local_huaxin_trade_debug, f"OnErrRtnOrderAction: 撤单出错-{str(e)}")

    def OnRspInquiryJZFund(self, pRspInquiryJZFundField: "CTORATstpRspInquiryJZFundField",
                           pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":

 servers/huaxin_trade_server.py

@@ -891,15 +891,15 @@
# 预埋单
def __test_pre_place_order():
    logger_debug.info("进入预埋单测试")
    price = 18.16
    code = "002626"
    price = round(3.55*1.1, 2)
    code = "600581"
    shadow_price = tool.get_shadow_price(price)
    if not constant.TRADE_ENABLE:
        return
    try:
        result = huaxin_trade_api.order(1, code, 100, price, blocking=False,
        result = huaxin_trade_api.order(1, code, 100, price, blocking=True,
                                        shadow_price=shadow_price)
        async_log_util.info(logger_trade, f"{code}下单结束")
        async_log_util.info(logger_trade, f"{code}下单结束：{result}")
    except Exception as e:
        pass

@@ -907,6 +907,13 @@
# 做一些初始化的操作
def __init():
    def run_pending():
        schedule.every().day.at("15:10:00").do(zyltgb_util.update_all_zylt_volumes)
        schedule.every().day.at("01:00:01").do(__test_pre_place_order)
        schedule.every().day.at("08:00:01").do(history_k_data_manager.update_history_k_bars)
        schedule.every().day.at("08:30:01").do(history_k_data_manager.update_history_k_bars)
        schedule.every().day.at("09:00:01").do(history_k_data_manager.update_history_k_bars)
        schedule.every().day.at("09:00:01").do(huaxin_trade_data_update.add_money_list)
        schedule.every().day.at("09:15:20").do(huaxin_trade_data_update.add_money_list)
        while True:
            schedule.run_pending()
            time.sleep(1)
@@ -916,13 +923,7 @@

    # 持仓刷新
    huaxin_trade_data_update.add_position_list()
    schedule.every().day.at("15:10:00").do(zyltgb_util.update_all_zylt_volumes)
    schedule.every().day.at("01:00:01").do(__test_pre_place_order)
    schedule.every().day.at("08:00:01").do(history_k_data_manager.update_history_k_bars)
    schedule.every().day.at("08:30:01").do(history_k_data_manager.update_history_k_bars)
    schedule.every().day.at("09:00:01").do(history_k_data_manager.update_history_k_bars)
    schedule.every().day.at("09:00:01").do(huaxin_trade_data_update.add_money_list)
    schedule.every().day.at("09:15:20").do(huaxin_trade_data_update.add_money_list)

    threading.Thread(target=run_pending, daemon=True).start()
    l2_data_util.load_l2_data_all(True)
    L2TradeSingleDataManager.set_callback(MyL2TradeSingleCallback())

 third_data/kpl_data_constant.py

@@ -21,6 +21,8 @@

    @classmethod
    def set_history_limit_up_datas(cls, history_limit_up_datas_):
        if history_limit_up_datas_ is None:
            return
        cls.history_limit_up_datas = history_limit_up_datas_
        for d in cls.history_limit_up_datas:
            blocks = {d[2]}

 trade/radical_buy_data_manager.py

@@ -48,8 +48,10 @@
        zyltgb = global_util.zyltgb_map.get(code)
        if zyltgb:
            zyltgb_as_yi = round(zyltgb / 100000000, 2)
            if zyltgb_as_yi > 80:
            if zyltgb_as_yi > constant.MAX_CODE_RADICAL_BUY_ZYLTGB_AS_YI:
                return False, "自由流通市值过大"
            elif  zyltgb_as_yi < constant.MIN_CODE_RADICAL_BUY_ZYLTGB_AS_YI:
                return False, "自由流通市值过小"
        if gpcode_manager.BlackListCodeManager().is_in_cache(code):
            if deal_codes is not None and code in deal_codes:
                pass

 trade/radical_buy_strategy.py

@@ -176,16 +176,21 @@
    @param volume_rate:
    @return:
    """
    money_y = code_volumn_manager.get_reference_volume_as_money_y(code)
    money_y = min(money_y, 50)
    money_y = max(money_y, 5)
    # 计算大单参考数量
    threshold_count = int(round(0.4*money_y))
    current_big_order_deal_count = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_count(code)
    if volume_rate >= 0.5:
        # 当换手量＞50%时，则，不需要每次扫入时需要≥2笔大单，而是累计需要≥2笔大单即可
        deal_big_order_count = BigOrderDealManager().get_total_buy_count(code)
        if deal_big_order_count >= 2:
            return True, f"量比-{volume_rate}, 总大单成交数量({deal_big_order_count})>=2"
        if deal_big_order_count >= threshold_count:
            return True, f"量比-{volume_rate}, 总大单成交数量({deal_big_order_count})>={threshold_count}"
        else:
            return False, f"量比-{volume_rate}, 总大单成交数量({deal_big_order_count})<2"
            return False, f"量比-{volume_rate}, 总大单成交数量({deal_big_order_count})<{threshold_count}"
    else:
        if current_big_order_deal_count >= 2:
            return True, f"量比-{volume_rate}, 本次大单成交数量({current_big_order_deal_count})>=2"
        if current_big_order_deal_count >= threshold_count:
            return True, f"量比-{volume_rate}, 本次大单成交数量({current_big_order_deal_count})>={threshold_count}"
        else:
            return False, f"量比-{volume_rate}, 本次大单成交数量({current_big_order_deal_count})<2"
            return False, f"量比-{volume_rate}, 本次大单成交数量({current_big_order_deal_count})<{threshold_count}"