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2024-12-10 4231dc5dba02568b70e2caa4a0fe7c6455223c5c

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 l2/cancel_buy_strategy.py

@@ -261,8 +261,9 @@
        """
        watch_indexes = self.__watch_indexes_cache.get(code)
        if not watch_indexes:
            return False,None,  "无大单监听"
            return False, None, "无大单监听"
        total_datas = local_today_datas.get(code)
        need_compute = False
        for i in range(start_index, end_index + 1):
            data = total_datas[i]
            val = data["val"]
@@ -276,9 +277,22 @@
            if buy_index is None:
                continue
            if buy_index in watch_indexes:
                return True, data, f"大单撤单({buy_index})"
        return False,None, "无大单撤单"
                need_compute = True
                break

        if need_compute:
            cancel_count = 0
            cancel_data = None
            for index in watch_indexes:
                cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,
                                                                                                      total_datas,
                                                                                                      local_today_canceled_buyno_map.get(
                                                                                                          code))
                if cancel_data:
                    cancel_count += 1
            if cancel_count >= len(watch_indexes):
                return True, cancel_data, f"大单撤单({watch_indexes})"
        return False, None, "无大单撤单"

    def __clear_data(self, code):
        if code in self.__watch_indexes_cache:

 l2/huaxin/huaxin_target_codes_manager.py

@@ -14,7 +14,7 @@
from third_data import kpl_data_manager, kpl_api, history_k_data_manager
from third_data.code_plate_key_manager import RealTimeKplMarketData
from trade import current_price_process_manager
from utils import tool, global_util, init_data_util
from utils import tool, global_util

redisManager = redis_manager.RedisManager(4)
l2_codes_queue = queue.Queue(maxsize=1000)

 servers/huaxin_trade_server.py

@@ -3,7 +3,6 @@
import hashlib
import json
import logging
import multiprocessing
import queue
import random
import socket
@@ -11,7 +10,6 @@
import threading
import time

import requests
import schedule

import constant
@@ -19,7 +17,8 @@
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, GreenListCodeManager
from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \
    WantBuyCodesManager
from huaxin_client import l2_data_transform_protocol
from huaxin_client.trade_transform_protocol import TradeResponse
from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
@@ -38,17 +37,17 @@
from log_module import async_log_util, log_export
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
    hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
    logger_system, logger_trade, logger_local_huaxin_l1_trade_info, logger_l2_codes_subscript, logger_l2_radical_buy
    logger_system, logger_trade, logger_l2_radical_buy
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RealTimeKplMarketData
from third_data.history_k_data_util import JueJinApi
from trade import l2_trade_util, \
    trade_data_manager, trade_constant, buy_open_limit_up_strategy
from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy, block_special_codes_manager
from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
from trade.buy_money_count_setting import BuyMoneyAndCountSetting, BuyMoneyUtil

from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_data_update, \
    huaxin_trade_record_manager, huaxin_sell_util
    huaxin_trade_record_manager
from api.outside_api_command_callback import OutsideApiCommandCallback
from trade.huaxin.huaxin_trade_record_manager import DelegateRecordManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
@@ -406,18 +405,6 @@
            finally:
                cls.__updating_jx_blocks_codes.discard(code_)

        def pull_pre_deal_big_orders(code_):
            response_data = requests.get(
                "http://127.0.0.1:9005/get_big_buy_order_list?code=" + code_)
            r_str = response_data.text
            response_data = json.loads(r_str)
            if response_data["code"] == 0:
                datas = response_data["data"]
                logger_debug.info(f"拉取炸板前成交的大单：{code_}-{datas}")
                if datas:
                    RadicalBigOrderThresholdManager().set_big_deal_order_list(code_, datas, gpcode_manager.get_limit_up_price_as_num(code_))



        time_str = f"{data['dataTimeStamp']}"
        if time_str.startswith("9"):
@@ -490,14 +477,17 @@
        L2MarketSellManager().set_current_total_sell_data(code, time_str,
                                                          data["totalAskVolume"] * data["avgAskPrice"],
                                                          data["totalAskVolume"], sell_1_info, data.get("sell"))
        # 炸板
        if sell_1_info and sell_1_info[1] > 0:
            if RadicalBigOrderThresholdManager().is_need_update(code):
                #  炸板更新数据
                cls.__sell_thread_pool.submit(
                    lambda: radical_buy_data_manager.pull_pre_deal_big_orders(code))

        if data["sell"] and len(data["sell"]) > 1 and data["sell"][1][1] > 0:
            # 出现卖二
            radical_buy_strategy.clear_data(code, force=True)
            if RadicalBigOrderThresholdManager().is_need_update(code):
                #  炸板更新数据
                cls.__sell_thread_pool.submit(
                    lambda: pull_pre_deal_big_orders(code))


        # 设置扫入数据
        RadicalCodeMarketInfoManager().set_market_info(code, time_str, round(float(limit_up_price), 2), data["buy"][0],
@@ -748,7 +738,7 @@
            # 判断今日扫入的代码数量是否大于阈值
            radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
            MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
            if not GreenListCodeManager().is_in_cache(code):
            if not WantBuyCodesManager().is_in_cache(code):
                # 加绿不判断板块是否成交
                if len(deal_codes) >= MAX_COUNT:
                    async_log_util.info(logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}")
@@ -807,7 +797,7 @@
                    buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
                                              in_blocks.index(b) if b in in_blocks else -1) for b in buy_blocks]
                    if result_by_volume[0] != radical_buy_strategy.BUY_MODE_NONE:
                        if not GreenListCodeManager().is_in_cache(code):
                        if not WantBuyCodesManager().is_in_cache(code):
                            # 加绿的不需要判断如下问题
                            if tool.get_now_time_as_int() < 93100:
                                radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)

 third_data/code_plate_key_manager.py

@@ -398,6 +398,7 @@
            # 过滤出来为同一个板块就只算1个数量
            fb = BlockMapManager().filter_blocks({data[1]})
            if blocks & fb:
                blocks.add(data[1])
                continue

            for b in fb:

 trade/buy_radical/radical_buy_data_manager.py

@@ -5,11 +5,13 @@
import logging
import time

import requests

import constant
import l2_data_util
from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import GreenListCodeManager
from code_attribute.gpcode_manager import WantBuyCodesManager
from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util
@@ -92,7 +94,7 @@
            average_money = sum(limit_up_price_money_list) // len(limit_up_price_money_list)
            self.set_big_order_threshold(code, average_money)
        self.__already_total_deal_big_order_money[code] = total_deal_money
        async_log_util.info(logger_l2_radical_buy_data, f"之前的大单：{code}-{total_deal_money_info_list}")
        async_log_util.info(logger_l2_radical_buy_data, f"之前的大单：{code}-{total_deal_money}-{total_deal_money_info_list}")

    def get_big_order_threshold(self, code):
        """
@@ -205,8 +207,8 @@
        @param total_sell_volume: 总卖量
        @return: 是否可以买, 原因
        """
        if GreenListCodeManager().is_in_cache(code):
            return True, "已加绿"
        if WantBuyCodesManager().is_in_cache(code):
            return True, "已加想"

        k_format = None
        if not constant.TEST:
@@ -965,8 +967,8 @@
        keys_, info = cls.get_code_blocks(code)
        if not keys_:
            return set(), "没获取到板块"
        if GreenListCodeManager().is_in_cache(code):
            return set(keys_), "已加绿"
        if WantBuyCodesManager().is_in_cache(code):
            return set(keys_), "已加想"

        # 获取精选净流入
        jx_in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
@@ -1355,5 +1357,22 @@
        return round(0 - 0.44 * fvolume_rate + 0.722, 3)


def pull_pre_deal_big_orders(code_):
    """
    拉取订阅之前成交的大单
    @param code_:
    @return:
    """
    response_data = requests.get(
        "http://127.0.0.1:9005/get_big_buy_order_list?code=" + code_)
    r_str = response_data.text
    response_data = json.loads(r_str)
    if response_data["code"] == 0:
        datas = response_data["data"]
        if datas:
            RadicalBigOrderThresholdManager().set_big_deal_order_list(code_, datas,
                                                                      gpcode_manager.get_limit_up_price_as_num(code_))


if __name__ == '__main__':
    pass

 trade/current_price_process_manager.py

@@ -11,15 +11,19 @@
import constant
from code_attribute import gpcode_manager
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, LimitUpDataConstant
from trade.buy_radical import radical_buy_data_manager
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, RadicalBuyDataManager
from utils import tool, import_util
from trade import trade_manager, l2_trade_util, trade_constant
from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager
import concurrent.futures

trade_gui = import_util.import_lib("trade.trade_gui")

__actualPriceProcessor = CodeActualPriceProcessor()

__pre_big_order_deal_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)

latest_add_codes = set()

@@ -179,17 +183,19 @@
            # 是否和上次一样
            try:
                add_code_set = set(add_code_list)
                # global latest_add_codes
                # if not latest_add_codes:
                #     latest_add_codes = set()
                global latest_add_codes
                if not latest_add_codes:
                    latest_add_codes = set()
                # # 判断设置的代码是否相同
                # dif1 = latest_add_codes - add_code_set
                # dif2 = add_code_set - latest_add_codes
                # if dif1 or dif2:
                dif2 = add_code_set - latest_add_codes
                if dif2:
                    # 新增加的订阅需要拉取之前的大单
                    for c in dif2:
                        __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders, c)
                if True:
                    global latest_add_codes
                    async_log_util.info(logger_l2_codes_subscript,
                                        f"({request_id})预处理新增订阅代码：{add_code_set - latest_add_codes}")
                                        f"({request_id})预处理新增订阅代码：{dif2}")
                    latest_add_codes = add_code_set
                    add_datas = []
                    for d in add_code_list: