bug修复/策略完善

Administrator

2025-06-24 50805343f897aadad3da99c3dacefcbc095455e5

bug修复/策略完善

 api/outside_api_callback.py

@@ -13,6 +13,7 @@
from strategy.strategy_variable_factory import DataLoader
from third_data.history_k_data_manager import TradeDateManager
from third_data.kpl_block_manager import KPLCodeJXBlocksManager
from trade import trade_record_log_util
from utils import socket_util, middle_api_protocol, tool


@@ -97,7 +98,6 @@
            day = tool.get_now_date_str()
            fdata["history_data"]["kpl_code_jx_blocks_count"] = env_info.get_kpl_code_jx_blocks(day)


        return {"code": 0, "data": fdata, "msg": "测试结果"}

    def __on_update_leading_limit_up_datas(self):
@@ -135,6 +135,7 @@
            codes |= set([x.decode() for x in codes_sz])
            KPLCodeJXBlocksManager(day, codes).start_download_blocks()
            # 如果在16:00之前采用当前日期

        day = tool.get_now_date_str()
        threading.Thread(target=lambda: update(), daemon=True).start()
        return {"code": 0}
@@ -167,4 +168,9 @@
        elif ctype == 'init_datas':
            # 初始化数据
            result_json = self.__on_init_data()
        elif ctype == 'get_place_order_records':
            # 获取下单记录
            datas = trade_record_log_util.get_trade_records(trade_record_log_util.TYPE_PLACE_ORDER)
            result_json = {"code": 0, "data": datas}

        self.send_response(result_json, client_id, request_id)

 log_module/log_export.py

@@ -395,7 +395,7 @@

# 加载买入得分记录
def load_trade_recod(code, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/gp/trade/trade_record.{date}.log"
    path = f"{constant.get_path_prefix()}/ls_logs/gp/trade/trade_record.{date}.log"
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:
@@ -414,7 +414,7 @@

# 加载买入得分记录
def load_trade_recod_by_type(type_, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/gp/trade/trade_record.{date}.log"
    path = f"{constant.get_path_prefix()}/ls_logs/gp/trade/trade_record.{date}.log"
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:

 main.py

@@ -58,11 +58,11 @@
        更新领涨代码信息
        @return:
        """
        print("*******更新领涨信息********")

        def update():
            plates = __DataLoader.get_limit_up_reasons_with_plate_code()
            for p in plates:
                print(p)
                __DataLoader.load_plate_codes(p[0], p[1])

        if tool.get_now_time_str() < '16:00:00':
@@ -85,7 +85,6 @@
        day = tool.get_now_date_str()
        schedule.every().day.at("08:05:00").do(lambda: KPLCodeJXBlocksManager(day, codes).start_download_blocks())
        schedule.every().day.at("08:10:00").do(lambda: update_leading_limit_up_datas())

        while True:
            try:
                schedule.run_pending()
@@ -126,11 +125,11 @@
                                outside_api_callback.MyAPICallback())
    manager.run(blocking=False)

    # --------启动交易----------
    huaxin_trade_api.run()

    threading.Thread(target=test, daemon=True).start()
    # test()
    try:
        # --------启动交易----------
        huaxin_trade_api.run()
    except:
        pass

    # ----初始化------------
    __init()
@@ -145,5 +144,8 @@
        logger_system.exception(e)

    # -------启动L2 market订阅------
    __run_l2_market_subscript()
    logger_system.info("系统结束")
    try:
        __run_l2_market_subscript()
        logger_system.info("系统结束")
    except:
        pass

 strategy/time_series_backtest.py

@@ -130,7 +130,8 @@
        __LowSuctionOriginDataExportManager = LowSuctionOriginDataExportManager(day)
        all_limit_up_list = __LowSuctionOriginDataExportManager.export_limit_up_list()
        fdata["limit_up_list"] = {d[0][:8]: d[1] for d in all_limit_up_list}
        big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD, max_deal_space=3)
        big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD,
                                                                                    max_deal_space=3)
        if not big_order_deals or IS_BY_BIG_ORDER:
            big_order_deals = __LowSuctionOriginDataExportManager.export_big_order_deal_by(BIG_ORDER_MONEY_THRESHOLD)
        # 转换格式为：{时间: [("代码", (买单号, 量, 金额, 时间, 最终成交价))]
@@ -817,7 +818,7 @@
            "2025-05-30", "2025-06-03"]
    days = ["2025-06-03", "2025-06-04", "2025-06-05", "2025-06-06", "2025-06-09", "2025-06-10",
            "2025-06-11", "2025-06-12", "2025-06-13", "2025-06-16", "2025-06-17", "2025-06-18", "2025-06-19",
            "2025-06-20","2025-06-23"]
            "2025-06-20", "2025-06-23", "2025-06-24"]

    # days = ["2025-05-23"]


 trade/trade_record_log_util.py

@@ -79,6 +79,5 @@


if __name__ == "__main__":
    info = PlaceOrderInfo(plates=set({'测试'}))
    print(info.to_dict())
    add_place_order_log("000333", info)
    datas = get_trade_records(TYPE_PLACE_ORDER)
    print(len(datas))