添加由于l2数据而不能买的接口

Administrator

2024-01-23 77da8f7f017bd63fab4b49c24014b27ab615f5e1

添加由于l2数据而不能买的接口

 log_module/log_export.py

@@ -112,6 +112,12 @@
    return time_


def __get_async_log_time(line):
    line = line.split(" - ")[1]
    time_str = line[line.find("[") + 1:line.find("[") + 9]
    return time_str


# 获取L2每次批量处理数据的位置范围
def get_l2_process_position(code, date=None):
    if not date:
@@ -224,6 +230,30 @@
        except:
            pass
    return index_list, buy_queues


# 获取l2不能买的原因
def get_l2_cant_buy_reasons(code, date=None):
    if not date:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    fdatas = []
    path_str = "{}/logs/gp/l2/l2_not_buy_reasons.{}.log".format(constant.get_path_prefix(), date)
    lines = __load_file_content(path_str)
    for line in lines:
        if not line:
            break
        if line.find(f"{code}#") < 0:
            continue

        line = line.split(" - ")[1]
        time_str = line[line.find("[") + 1:line.find("[") + 9]
        data = line[line.find("]") + 1:].strip()
        code_ = data.split("#")[0].strip()
        data = data.split("#")[1].strip()
        if code_ != code:
            continue
        fdatas.append((time_str, data))
    return fdatas


# 获取H级撤单计算结果
@@ -447,9 +477,9 @@
                        if data.startswith("["):
                            data = data[data.find("]") + 1:].strip()
                        code = data.split("#")[0]
                        l2_data = eval( data.split("#")[1])
                        l2_data = eval(data.split("#")[1])
                        if code not in fdatas:
                            fdatas[code]=[]
                            fdatas[code] = []
                        fdatas[code].append(l2_data)
                    except:
                        pass

 third_data/data_server.py

@@ -320,7 +320,13 @@
                logging.exception(e)

            # 获取评分信息
            pass
        elif url.path == "/get_l2_cant_buy_reasons":
            # 获取L2没买的原因
            ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
            code = ps_dict['code']
            fdatas = log_export.get_l2_cant_buy_reasons(code)
            response_data = json.dumps({"code": 0, "data": fdatas})

        elif url.path == "/get_kpl_block_info":
            start_time = time.time()
            ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])

 trade/huaxin/huaxin_trade_server.py

@@ -510,6 +510,7 @@
class OutsideApiCommandCallback(outside_api_command_manager.ActionCallback):
    __cancel_sell_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=8)
    __DealRecordManager = DealRecordManager()
    __code_sell_way_dict={}

    @classmethod
    def __send_response(cls, data_bytes):
@@ -1100,11 +1101,10 @@
            logging.exception(e)
            self.send_response({"code": 1, "msg": f"数据处理出错：{e}"}, client_id, request_id)
        finally:
            use_time = time.time()-__start_time
            use_time = time.time() - __start_time
            if use_time > 0.01:
                # 耗时10ms以上才记录日志
                async_log_util.info(logger_trade_position_api_request, f"{code}请求持仓耗时：{use_time*1000}ms")

                async_log_util.info(logger_trade_position_api_request, f"{code}请求持仓耗时：{use_time * 1000}ms")

    def OnCommonRequest(self, client_id, request_id, data):
        # 通用请求
@@ -1262,6 +1262,32 @@
                                                            buy_single_index=order_begin_pos.buy_single_index)
                result = {"code": 0, "data": {}}
                self.send_response(result, client_id, request_id)
            elif ctype == "get_positions":
                # 获取所有持仓信息
                positions = PositionManager.latest_positions
                fdatas=[]
                if positions:
                    for d in positions:
                        code_ = d["securityID"]
                        code_name = gpcode_manager.get_code_name(d["securityID"])
                        if not code_name:
                            # 判断是否有名称
                            results = HistoryKDatasUtils.get_gp_codes_names([code_])
                            threading.Thread(
                                target=CodesNameManager.add_first_code_name(code_,
                                                                            results[code_])).start()
                        if d["prePosition"] <= 0:
                            continue
                        fdatas.append({"code":code_,"code_name":code_name,"total":d["prePosition"],"available": d["availablePosition"]})
                result = {"code": 0, "data": fdatas}
                self.send_response(result, client_id, request_id)
            elif ctype == "set_code_sell_way":
                # 设置卖出方式
                # mode : 1-均分  2-百分比
                sell_manager.set_code_sell_way(data)
                result = {"code": 0, "data": {}}
                self.send_response(result, client_id, request_id)


        except Exception as e:
            logging.exception(e)

 trade/sell/sell_manager.py

@@ -5,7 +5,7 @@
import time

from log_module import async_log_util
from log_module.log import logger_trade
from log_module.log import logger_trade, logger_trade_position_api_request
from trade.huaxin import huaxin_trade_order_processor, huaxin_trade_api
from utils import huaxin_util, sell_util, tool

@@ -41,3 +41,37 @@
    if int("092958") <= int(tool.get_now_time_str().replace(":", "")) <= int("145655"):
        __cancel_sell_thread_pool.submit(lambda: __cancel_sell_order(code, order_ref))
    return result


__code_sell_way_dict = {}


def set_code_sell_way(data):
    fdata = {}
    code = data["code"]
    mode = data["mode"]
    if mode == 1:
        mode1_rate_index = data["mode1_rate_index"]
        fdata["mode1_rate_index"] = mode1_rate_index
    elif mode == 2:
        # 第一笔卖的索引
        mode2_first_index = data["mode2_first_index"]
        # 剩下几笔卖的索引
        mode2_left_index = data["mode2_left_index"]
        fdata["mode2_first_index"] = mode2_first_index
        fdata["mode2_left_index"] = mode2_left_index
    fdata["code"] = code
    fdata["mode"] = mode
    __code_sell_way_dict[code] = fdata
    # 保存卖的方式
    async_log_util.info(logger_trade_position_api_request, f"设置卖出方式：{fdata}")


# 计算卖出量
def compute_sell_volume(code):
    if code not in __code_sell_way_dict:
        raise Exception("还没设置卖出方式")
    sell_way = __code_sell_way_dict.get(code)
    # TODO
    return 100