G撤修改/华鑫增值功能

Administrator

2024-08-01 8e4bcab6c531d9f7411ae26c77ea63b8e0c5154c

G撤修改/华鑫增值功能

 _qcvalueaddproapi.pyd

Binary files differ

 _qcvalueaddproapi.so

Binary files differ

 huaxin_client/l1_api_client.py

New file
@@ -0,0 +1,117 @@
import logging
import threading
import time

import qcvalueaddproapi
import sys

global g_userid, g_passwd, g_address, g_port, g_seqnum
g_seqnum = 100000


def new_seqnum():
    global g_seqnum
    g_seqnum = g_seqnum + 1
    return g_seqnum


class sampleSpi(qcvalueaddproapi.CQCValueAddProSpi):
    __result_cache = {}
    __temp_cache = {}

    def __init__(self, t_tapi):
        qcvalueaddproapi.CQCValueAddProSpi.__init__(self)
        self.m_api = t_tapi

    def __create_request_id(self):
        return new_seqnum()

    def queryTradeCalendar(self):
        try:
            queryField = qcvalueaddproapi.CQCVDReqQryShareCalendarField()
            queryField.BegDate = "20240701"
            queryField.EndDate = "20240801"
            queryField.PageCount = 100
            queryField.PageLocate = 1
            request_id = self.__create_request_id()
            results = self.m_api.ReqReqQryShareCalendar(queryField, request_id)
            for i in range(0, 1000):
                if request_id in self.__result_cache:
                    return self.__result_cache
                time.sleep(0.002)

            print("ReqReqQryShareCalendar:", results)
        except Exception as e:
            logging.exception(e)

    def OnFrontConnected(self):
        print("OnFrontConnected")
        # 连接上后去登录
        loginfield = qcvalueaddproapi.CQCVDReqUserLoginField()
        loginfield.LogInAccount = g_userid
        loginfield.AuthMode = qcvalueaddproapi.QCVD_AM_Password
        loginfield.Password = g_passwd
        self.m_api.ReqUserLogin(loginfield, new_seqnum())

    def OnFrontDisconnected(self, nReason):
        print("OnFrontDisconnected Reason[%d]"
              % (nReason))

    # 登录请求响应
    def OnRspUserLogin(self, pRspUserLoginField, pRspInfo, nRequestID, bIsLast):
        print("OnRspUserLogin LogInAccount[%s] RequestID[%d] ErrorID[%d] ErrorMsg[%s] "
              % (pRspUserLoginField.LogInAccount,
                 nRequestID,
                 pRspInfo.ErrorID,
                 pRspInfo.ErrorMsg))
        if (pRspInfo.ErrorID == 0):
            # 登录成功后直接查询
            # self.ReqInquiryHistoryDelivery()
            threading.Thread(target=lambda : print("交易日历：", self.queryTradeCalendar())).start()

    def ReqQryGGTEODPrices(self):
        QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
        self.m_api.ReqQryGGTEODPrices(QryField, new_seqnum())

    def ReqQryInvestor(self):
        QryField = qcvalueaddproapi.CQCVDQryInvestorField()
        self.m_api.ReqQryInvestor(QryField, new_seqnum())

    def OnRspInquiryShareCalendar(self, pShareCalendar, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
        if nRequestID not in self.__temp_cache:
            self.__temp_cache[nRequestID] = []

        if pShareCalendar:
            self.__temp_cache[nRequestID].append(pShareCalendar.TradingDay)
        else:
            self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
            self.__temp_cache.pop(nRequestID)
            print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])


def main():
    # if (len(sys.argv)< 5):
    #     ######运行命令行:
    #     ###### ip地址  端口号 用户名 密码
    #     print("usage: ipaddress port userid passwd")
    #     return
    global g_userid, g_passwd, g_address, g_port
    g_address = "101.230.90.99"
    g_port = 25556
    g_userid = "388000013942"
    g_passwd = "110808"

    # 回测交易是由历史行情来驱动撮合成交:
    # 因此必须同时使用traderapi和mdapi，不能单独使用traderapi，并且mdapi至少需要订阅一个以上行情。
    # 用户可使用回测traderapi的RegisterFront函数来注册此地址去连接上回测服务器
    print("GetApiVersion():", qcvalueaddproapi.CQCValueAddProApi_GetApiVersion())
    theapi = qcvalueaddproapi.CQCValueAddProApi_CreateInfoQryApi()
    thespi = sampleSpi(theapi)
    theapi.RegisterSpi(thespi)
    theapi.RegisterFront(g_address, g_port)
    theapi.Run()
    return


if __name__ == '__main__':
    main()

 l2/cancel_buy_strategy.py

@@ -500,6 +500,7 @@


# ---------------------------------G撤-------------------------------
# 已不效
class GCancelBigNumComputer:
    __real_place_order_index_dict = {}
    __trade_progress_index_dict = {}
@@ -962,14 +963,18 @@
            start_index = traded_index + 1

        total_datas = local_today_datas.get(code)
        watch_indexes = set()
        for i in range(start_index, real_order_index):

        # 查找成交进度位到真实下单位置所有的索引
        watch_indexes_info = []
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        big_num = int(l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code)) / (limit_up_price * 100))
        for i in range(start_index, real_order_index + 1):
            # 判断是否有未撤的大单
            data = total_datas[i]
            val = data["val"]
            if not L2DataUtil.is_limit_up_price_buy(val):
                continue
            if val["num"] * float(val["price"]) < 29900:
            if val["num"] < big_num:
                continue
            # 是否已撤单
            left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
@@ -977,14 +982,28 @@
                                                                                                     local_today_canceled_buyno_map.get(
                                                                                                         code))
            if left_count > 0:
                watch_indexes.add(i)
                watch_indexes_info.append((i, val["num"]))
        # 当所有大单≤6笔时则G撤全部囊括
        #  大单＞6笔时囊括其三分之一
        if len(watch_indexes_info) > 6:
            watch_indexes = set([x[0] for x in watch_indexes_info[:int(round(len(watch_indexes_info) / 3, 0))]])
            # 找出最大单
            max_info = watch_indexes_info[0]
            for mi in watch_indexes_info:
                if mi[1] > max_info[1]:
                    max_info = mi
            watch_indexes.add(max_info[0])
        else:
            watch_indexes = set([x[0] for x in watch_indexes_info])

        if watch_indexes:
            # 还有300万以上的大单没有撤单
            if from_real_order_index_changed or recompute:
                # 真实下单位改变后才会更新
                final_watch_indexes = origin_watch_index | watch_indexes
                self.__set_watch_index(code, final_watch_indexes)
                l2_log.g_cancel_debug(code, f"大单监听：{final_watch_indexes} 是否重新计算：{recompute}")
                l2_log.g_cancel_debug(code,
                                      f"大单监听：{final_watch_indexes} 是否重新计算：{recompute} 计算范围：{start_index}-{real_order_index}")

    def set_trade_progress(self, code, buy_single_index, index):
        # if self.__trade_progress_index_dict.get(code) != index:

 libqcvalueaddproapi.so

Binary files differ

 qcvalueaddproapi.dll

Binary files differ

 qcvalueaddproapi.py

New file
Diff too large

 servers/data_server.py

@@ -699,9 +699,12 @@
            msg_list = [f"{msg.split('|')[0]}{msg.split('|')[-1].split('-')[1].strip()}" for msg in msg_list]
            response_data = json.dumps({"code": 0, "data": msg_list})
        elif url.path == "/statistic_latest_limit_up_block":
            # 统计最近的涨停板块
            datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
            response_data = json.dumps({"code": 0, "data": datas})
            try:
                # 统计最近的涨停板块
                datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
                response_data = json.dumps({"code": 0, "data": datas})
            except Exception as e:
                logger_debug.exception(e)

        async_log_util.info(logger_request_api, f"结束请求{tool.get_thread_id()}-{url}")
        self.send_response(200)

 utils/buy_condition_util.py

@@ -12,7 +12,7 @@
    if market_sitation == MarketSituationManager.SITUATION_GOOD:
        return 31, 100, 40, 100, 40, 80, 100
    # return 5.9, 41, 8.9, 25, 8.9, 19, 80
    return 5.9, 200, 8.9, 25, 8.9, 19, 10000
    return 5.9, 10000, 8.9, 25, 8.9, 19, 10000


# 获取量比的等级获取量