记录L1的最大价格信息

Administrator

2025-08-12 d1df4e77d2188ff3ad84b66fb2ba7f9bc738031d

记录L1的最大价格信息

 code_attribute/today_max_price_manager.py

New file
@@ -0,0 +1,60 @@
# 涨停时间管理器
"""
今日最高价管理
"""
import json

from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from log_module import async_log_util
from log_module.log import logger_debug
from utils import global_util, tool


class MaxPriceInfoManager:
    __max_price_info_cache = {}
    __db = 4
    _redisManager = redis_manager.RedisManager(4)
    __instance = None

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(MaxPriceInfoManager, cls).__new__(cls, *args, **kwargs)
            cls.load_max_price_info()
        return cls.__instance

    @classmethod
    def load_max_price_info(cls):
        redis = cls._redisManager.getRedis()
        keys = RedisUtils.keys(redis, "max_price_info-*", auto_free=False)
        for key in keys:
            code = key.replace("max_price_info-", "")
            val = RedisUtils.get(redis, key, auto_free=False)
            if val:
                val = json.loads(val)
                cls.__max_price_info_cache[code] = val

    def set_price_info(self, code, price, time):
        """
        设置价格信息
        @param code:
        @param price:
        @param time:
        @return:
        """
        old_price_info = self.__max_price_info_cache.get(code)
        if old_price_info and old_price_info[0] >= price:
            return
        price_info = (price, time)
        tool.CodeDataCacheUtil.set_cache(self.__max_price_info_cache, code, price_info)
        RedisUtils.setex_async(
            self.__db, "max_price_info-{}".format(code), tool.get_expire(), json.dumps(price_info))
        async_log_util.info(logger_debug, f"最大现价-{price_info}")

    def get_price_info_cache(self, code):
        return self.__max_price_info_cache.get(code)


if __name__ == "__main__":
    list = [("1234578", "09:00:03", None), ("12345", "09:00:01", True), ("123456", "09:00:00", True),
            ("123457", "09:00:04", False)]

 l2/huaxin/huaxin_target_codes_manager.py

@@ -8,6 +8,7 @@
import constant
from code_attribute import global_data_loader, code_volumn_manager, first_target_code_data_processor, gpcode_manager
from code_attribute.code_data_util import ZYLTGBUtil
from code_attribute.today_max_price_manager import MaxPriceInfoManager
from db import redis_manager_delegate as redis_manager
from log_module import async_log_util
from log_module.log import logger_l2_codes_subscript, logger_debug
@@ -111,16 +112,8 @@
                if zylt_volume and price > 0:
                    zylt = zylt_volume * price
                if not zylt:
                    try:
                        __start_time = time.time()
                        zylt = kpl_api.getZYLTAmount(code)
                        async_log_util.info(logger_l2_codes_subscript,
                                            f"{request_id} {code}获取自由流通市值耗时-{round((time.time() - __start_time) * 1000)}ms")
                        # 保存自由流通股本
                        if zylt:
                            ZYLTGBUtil.save_async(code, zylt, price)
                    except:
                        pass
                    # 默认20亿
                    zylt = 20 * 1e8
                if zylt:
                    limit_up_price = gpcode_manager.get_limit_up_price(code)
                    if not limit_up_price:
@@ -131,7 +124,6 @@
                    global_util.zyltgb_map[code] = int(zylt)
            # 保存今日实时量
            temp_volumns.append((code, d[3]))

            zyltgb = 0
            if code in global_util.zyltgb_map:
                zyltgb = global_util.zyltgb_map[code]
@@ -150,7 +142,8 @@
            yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
            if yesterday_codes is None:
                yesterday_codes = set()
            current_price_process_manager.accept_prices(tick_datas, request_id, in_blocks, yesterday_codes, top_out_blocks=out_blocks)
            current_price_process_manager.accept_prices(tick_datas, request_id, in_blocks, yesterday_codes,
                                                        top_out_blocks=out_blocks)
        except Exception as e:
            logger_debug.exception(e)
        finally:

 l2/l2_data_manager_new.py

@@ -821,38 +821,15 @@
        if order_begin_pos.buy_volume_rate is None:
            order_begin_pos.buy_volume_rate = 0.2
        cancel_data, cancel_msg, cancel_type = None, "", None
        if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:

            if not cancel_data:
                cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
                                                                 order_begin_pos.buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
                                                             order_begin_pos.buy_exec_index)

            # 扫入下单只有L撤
            if not cancel_data:
                cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
                                                                order_begin_pos.buy_exec_index)
        else:
            if not cancel_data:
                cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
                                                                 order_begin_pos.buy_exec_index)
            if not cancel_data:
                cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
                cancel_type = trade_constant.CANCEL_TYPE_G
            # 依次处理
            if not cancel_data:
                cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
                                                                order_begin_pos.buy_exec_index)
            # B撤
            if not cancel_data:
                cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
                cancel_type = trade_constant.CANCEL_TYPE_G
            if not cancel_data:
                cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
                cancel_type = trade_constant.CANCEL_TYPE_H
            # J撤
            if not cancel_data:
                cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
                cancel_type = trade_constant.CANCEL_TYPE_J
        # 扫入下单只有L撤
        if not cancel_data:
            cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
                                                            order_begin_pos.buy_exec_index)

        if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code):
            try:

 servers/huaxin_trade_server.py

@@ -19,6 +19,7 @@
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \
    WantBuyCodesManager
from code_attribute.today_max_price_manager import MaxPriceInfoManager
from huaxin_client import l2_data_transform_protocol, l1_subscript_codes_manager
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, \
@@ -399,6 +400,16 @@
        datas = data["data"]
        cls.__save_l1_current_price(datas)
        cls.__process_buy_open_limit_up_datas(datas)

        try:
            # 记录今日最高价
            # 09:25之后才开始记录
            if datas and tool.get_now_time_str() > '09:25:00':
                for d in datas:
                    MaxPriceInfoManager().set_price_info(d[0], price=d[1], time=l2_huaxin_util.convert_time(d[9]))
        except Exception as e:
            logger_debug.exception(e)

        # 根据高标的实时涨幅计算拉黑板块
        rate_dict = {d[0]: d[2] for d in datas}
        cls.__process_l1_data_thread_pool.submit(

 trade/buy_radical/radical_buy_data_manager.py

@@ -11,6 +11,7 @@
import constant
import l2_data_util
from code_attribute.code_volumn_manager import CodeVolumeManager
from code_attribute.today_max_price_manager import MaxPriceInfoManager
from l2 import l2_data_util as l2_data_util_new, l2_log, l2_data_manager
from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
from code_attribute.code_l1_data_manager import L1DataManager
@@ -2306,6 +2307,15 @@
    @return:
    """
    is_limit_up = code in LimitUpDataConstant.get_history_limit_up_codes()
    # 是否涨停
    if not is_limit_up:
        # 根据L1判断是否涨停
        max_price_info = MaxPriceInfoManager().get_price_info_cache(code)
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        if max_price_info and abs(max_price_info[0] - limit_up_price)<0.001 and tool.trade_time_sub(tool.get_now_time_str(), max_price_info[1])>=3:
            # 是涨停价且涨停时间距离现在3s以上
            is_limit_up = True

    place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
    if place_order_count is None:
        place_order_count = 0