买1现价更新机制修改

Administrator

2024-03-04 9b76838584d8030038ee42bd1c73347d3c9a71c5

买1现价更新机制修改

 l2/code_price_manager.py

@@ -171,7 +171,6 @@
        if len(self.__latest_3m_buy1_money_list_dict[code]) > 80:
            self.__latest_3m_buy1_money_list_dict[code] = self.__latest_3m_buy1_money_list_dict[code][-80:]
        self.__latest_data[code] = data_str
        self.__latest_buy1_money_dict[code] = int(buy_1_price * buy_1_volume)

        # 保存买1价格
        self.__save_buy1_price(code, buy_1_price)
@@ -219,6 +218,10 @@
        if not limit_up_time:
            self.__save_buy1_price_limit_up_info(code, time_str, None)

    # 设置买1金额
    def set_latest_buy1_money(self, code, buy_1_price, buy_1_volume):
        self.__latest_buy1_money_dict[code] = buy_1_price * buy_1_volume

    # 获取最近的买1金额
    def get_latest_buy1_money(self, code):
        return self.__latest_buy1_money_dict.get(code)

 trade/huaxin/huaxin_trade_server.py

@@ -291,6 +291,7 @@
    __process_l1_data_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
    __current_price_dict = {}
    current_buy1_dict = {}
    __updating_jx_blocks_codes = set()

    @classmethod
    def __sell(cls, datas):
@@ -401,6 +402,26 @@

    @classmethod
    def l2_market_data(cls, code, data):

        def update_kpl_jx_block(code_, buy_1_price_, limit_up_price_):
            # ----------------------------------板块相关------------------------------
            try:
                if code_ in cls.__updating_jx_blocks_codes:
                    return
                cls.__updating_jx_blocks_codes.add(code_)
                cls.__KPLCodeJXBlockManager.load_jx_blocks(code_, buy_1_price_, limit_up_price_,
                                                           kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())
                # 更新板块信息
                latest_current_limit_up_records = kpl_data_manager.get_latest_current_limit_up_records()
                CodePlateKeyBuyManager.update_can_buy_blocks(code_,
                                                             kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
                                                             kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
                                                             latest_current_limit_up_records,
                                                             block_info.get_before_blocks_dict(),
                                                             kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
            finally:
                cls.__updating_jx_blocks_codes.discard(code_)

        time_str = f"{data['dataTimeStamp']}"
        if time_str.startswith("9"):
            time_str = "0" + time_str
@@ -409,6 +430,8 @@
        buy_1_price, buy_1_volume = data["buy"][0]
        sell_1_price, sell_1_volume = data["sell"][0]
        limit_up_price = gpcode_manager.get_limit_up_price(code)

        code_price_manager.Buy1PriceManager().set_latest_buy1_money(code, buy_1_price, buy_1_volume)

        # -----------------------判断是是否有自动撤单规则-----------------------
        try:
@@ -460,17 +483,7 @@
                                # 买1封单额平稳
                                LCancelBigNumComputer().re_compute_l_down_watch_indexes(code)

            # ----------------------------------板块相关------------------------------
            cls.__KPLCodeJXBlockManager.load_jx_blocks(code, buy_1_price, limit_up_price,
                                                       kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())
            # 更新板块信息
            latest_current_limit_up_records = kpl_data_manager.get_latest_current_limit_up_records()
            CodePlateKeyBuyManager.update_can_buy_blocks(code,
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
                                                         latest_current_limit_up_records,
                                                         block_info.get_before_blocks_dict(),
                                                         kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
            threading.Thread(target=lambda: update_kpl_jx_block(code, buy_1_price, limit_up_price), daemon=True).start()

        async_log_util.info(hx_logger_l2_market_data, f"{code}#{data}")
        L2MarketSellManager().set_current_total_sell_data(code, time_str,
@@ -1518,6 +1531,7 @@
                                     "pay_attention": need_pay_attention,
                                     "trade_progress_percent": round(
                                         total_left_num * float(limit_up_price) * 100 * 100 / buy1_money, 2),  # 成交进度比例
                                     "limit_up_price": gpcode_manager.get_limit_up_price(code)
                                     }
                            fdatas.append(fdata)
                        except Exception as e:
@@ -1642,12 +1656,20 @@

# 做一些初始化的操作
def __init():
    def run_pending():
        while True:
            schedule.run_pending()
            time.sleep(1)
            # 9点半后终止运行
            if tool.trade_time_sub(tool.get_now_time_str(), "09:30:00") > 0:
                break

    # 持仓刷新
    huaxin_trade_data_update.add_position_list()
    # 定时持仓刷新
    schedule.every().day.at("09:00:00").do(huaxin_trade_data_update.add_position_list)
    schedule.every().day.at("09:10:00").do(huaxin_trade_data_update.add_position_list)
    threading.Thread(target=schedule.run_pending, daemon=True).start()
    threading.Thread(target=run_pending, daemon=True).start()


def run(queue_strategy_r_trade_w, queue_l1_w_strategy_r, queue_strategy_w_trade_r, queue_strategy_w_trade_r_for_read,